Specific non-monotonous interactions increase persistence of ecological networks.
Yan, Chuan; Zhang, Zhibin
2014-03-22
The relationship between stability and biodiversity has long been debated in ecology due to opposing empirical observations and theoretical predictions. Species interaction strength is often assumed to be monotonically related to population density, but the effects on stability of ecological networks of non-monotonous interactions that change signs have not been investigated previously. We demonstrate that for four kinds of non-monotonous interactions, shifting signs to negative or neutral interactions at high population density increases persistence (a measure of stability) of ecological networks, while for the other two kinds of non-monotonous interactions shifting signs to positive interactions at high population density decreases persistence of networks. Our results reveal a novel mechanism of network stabilization caused by specific non-monotonous interaction types through either increasing stable equilibrium points or reducing unstable equilibrium points (or both). These specific non-monotonous interactions may be important in maintaining stable and complex ecological networks, as well as other networks such as genes, neurons, the internet and human societies.
Directory of Open Access Journals (Sweden)
Dalei Jing
2017-07-01
Full Text Available In the present study, a modified Reynolds equation including the electrical double layer (EDL-induced electroviscous effect of lubricant is established to investigate the effect of the EDL on the hydrodynamic lubrication of a 1D slider bearing. The theoretical model is based on the nonlinear Poisson–Boltzmann equation without the use of the Debye–Hückel approximation. Furthermore, the variation in the bulk electrical conductivity of the lubricant under the influence of the EDL is also considered during the theoretical analysis of hydrodynamic lubrication. The results show that the EDL can increase the hydrodynamic load capacity of the lubricant in a 1D slider bearing. More importantly, the hydrodynamic load capacity of the lubricant under the influence of the EDL shows a non-monotonic trend, changing from enhancement to attenuation with a gradual increase in the absolute value of the zeta potential. This non-monotonic hydrodynamic lubrication is dependent on the non-monotonic electroviscous effect of the lubricant generated by the EDL, which is dominated by the non-monotonic electrical field strength and non-monotonic electrical body force on the lubricant. The subject of the paper is the theoretical modeling and the corresponding analysis.
Usui, Hidetomo; Suzuki, Katsuhiro; Kuroki, Kazuhiko
2015-01-01
Motivated by recent experimental investigations of the isovalent doping iron-based superconductors LaFe(AsxP1-x)O1-yFy and NdFe(AsxP1-x)O1-yFy, we theoretically study the correlation between the local lattice structure, the Fermi surface, the spin fluctuation-mediated superconductivity, and the composition ratio. In the phosphides, the dXZ and dYZ orbitals barely hybridize around the Γ point to give rise to two intersecting ellipse shape Fermi surfaces. As the arsenic content increases and the Fe-As-Fe bond angle is reduced, the hybridization increases, so that the two bands are mixed to result in concentric inner and outer Fermi surfaces, and the orbital character gradually changes to dxz and dyz, where x–y axes are rotated by 45 degrees from X–Y. This makes the orbital matching between the electron and hole Fermi surfaces better and enhances the spin fluctuation within the dxz/yz orbitals. On the other hand, the hybridization splits the two bands, resulting in a more dispersive inner band. Hence, there is a trade-off between the density of states and the orbital matching, thereby locally maximizing the dxz/yz spin fluctuation and superconductivity in the intermediate regime of As/P ratio. The consistency with the experiment strongly indicate the importance of the spin fluctuation played in this series of superconductors. PMID:26073071
Specification of Nonmonotonic Reasoning.
Engelfriet, J.; Treur, J.
2000-01-01
Two levels of description of nonmonotonic reasoning are distinguished. For these levels semantical formalizations are given. The first Level is defined semantically by the notion of belief state frame, the second Level by the notion of reasoning frame. We introduce two specification languages to
Specification of Nonmonotonic Reasoning
Engelfriet, J.; Treur, J.
1996-01-01
Two levels of description of nonmonotonic reasoning are distinguished. For these levels semantical formalizations are given. The first level is defined semantically by the notion of belief state frame, the second level by the notion of reasoning frame. We introduce two specification languages to
Nonmonotonicity of the Frictional Bimaterial Effect
Aldam, Michael; Xu, Shiqing; Brener, Efim A.; Ben-Zion, Yehuda; Bouchbinder, Eran
2017-10-01
Sliding along frictional interfaces separating dissimilar elastic materials is qualitatively different from sliding along interfaces separating identical materials due to the existence of an elastodynamic coupling between interfacial slip and normal stress perturbations in the former case. This bimaterial coupling has important implications for the dynamics of frictional interfaces, including their stability and rupture propagation along them. We show that while this bimaterial coupling is a monotonically increasing function of the bimaterial contrast, when it is coupled to interfacial shear stress perturbations through a friction law, various physical quantities exhibit a nonmonotonic dependence on the bimaterial contrast. In particular, we show that for a regularized Coulomb friction, the maximal growth rate of unstable interfacial perturbations of homogeneous sliding is a nonmonotonic function of the bimaterial contrast and provides analytic insight into the origin of this nonmonotonicity. We further show that for velocity-strengthening rate-and-state friction, the maximal growth rate of unstable interfacial perturbations of homogeneous sliding is also a nonmonotonic function of the bimaterial contrast. Results from simulations of dynamic rupture along a bimaterial interface with slip-weakening friction provide evidence that the theoretically predicted nonmonotonicity persists in nonsteady, transient frictional dynamics.
Brodeur, Julie C; Sassone, Alina; Hermida, Gladys N; Codugnello, Nadia
2013-06-01
Despite of the various studies reporting on the subject, anticipating the impacts of the widely-used herbicide atrazine on anuran tadpoles metamorphosis remains complex as increases or decreases of larval period duration are almost as frequently reported as an absence of effect. The aim of the present study was to examine the effects of environmentally-relevant concentrations of atrazine (0.1, 1, 10, 100, and 1000μg/L) on the timings of metamorphosis and body size at metamorphosis in the common South American toad, Rhinella arenarum (Anura: bufonidae). None of the atrazine concentrations tested significantly altered survival. Low atrazine concentrations in the range of 1-100μg/L were found to accelerate developmental rate in a non-monotonic U-shaped concentration-response relationship. This observed acceleration of the metamorphic process occurred entirely between stages 25 and 39; treated tadpoles proceeding through metamorphosis as control animals beyond this point. Together with proceeding through metamorphosis at a faster rate, tadpoles exposed to atrazine concentrations in the range of 1-100μg/L furthermore transformed into significantly larger metamorphs than controls, the concentration-response curve taking the form of an inverted U in this case. The no observed effect concentration (NOEC) was 0.1μg atrazine/L for both size at metamorphosis and timings of metamorphosis. Tadpoles exposed to 100μg/L 17β-estradiol presented the exact same alterations of developmental rate and body size as those treated with 1, 10 and 100μg/L of atrazine. Elements of the experimental design that facilitated the detection of alterations of metamorphosis at low concentrations of atrazine are discussed, together with the ecological significance of those findings. Copyright © 2013 Elsevier Inc. All rights reserved.
DEFF Research Database (Denmark)
van Heerwaarden, Belinda; Willi, Yvonne; Kristensen, Torsten N
2008-01-01
for desiccation resistance in the rain forest-restricted fly Drosophila bunnanda. After one generation of single-pair mating, additive genetic variance for desiccation resistance increased to a significant level, on average higher than for the control lines. Line crosses revealed that both dominance and epistatic...
Adding a Parameter Increases the Variance of an Estimated Regression Function
Withers, Christopher S.; Nadarajah, Saralees
2011-01-01
The linear regression model is one of the most popular models in statistics. It is also one of the simplest models in statistics. It has received applications in almost every area of science, engineering and medicine. In this article, the authors show that adding a predictor to a linear model increases the variance of the estimated regression…
Genetic selection for increased mean and reduced variance of twinning rate in Belclare ewes.
Cottle, D J; Gilmour, A R; Pabiou, T; Amer, P R; Fahey, A G
2016-04-01
It is sometimes possible to breed for more uniform individuals by selecting animals with a greater tendency to be less variable, that is, those with a smaller environmental variance. This approach has been applied to reproduction traits in various animal species. We have evaluated fecundity in the Irish Belclare sheep breed by analyses of flocks with differing average litter size (number of lambs per ewe per year, NLB) and have estimated the genetic variance in environmental variance of lambing traits using double hierarchical generalized linear models (DHGLM). The data set comprised of 9470 litter size records from 4407 ewes collected in 56 flocks. The percentage of pedigreed lambing ewes with singles, twins and triplets was 30, 54 and 14%, respectively, in 2013 and has been relatively constant for the last 15 years. The variance of NLB increases with the mean in this data; the correlation of mean and standard deviation across sires is 0.50. The breeding goal is to increase the mean NLB without unduly increasing the incidence of triplets and higher litter sizes. The heritability estimates for lambing traits were NLB, 0.09; triplet occurrence (TRI) 0.07; and twin occurrence (TWN), 0.02. The highest and lowest twinning flocks differed by 23% (75% versus 52%) in the proportion of ewes lambing twins. Fitting bivariate sire models to NLB and the residual from the NLB model using a double hierarchical generalized linear model (DHGLM) model found a strong genetic correlation (0.88 ± 0.07) between the sire effect for the magnitude of the residual (VE ) and sire effects for NLB, confirming the general observation that increased average litter size is associated with increased variability in litter size. We propose a threshold model that may help breeders with low litter size increase the percentage of twin bearers without unduly increasing the percentage of ewes bearing triplets in Belclare sheep. © 2015 Blackwell Verlag GmbH.
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)
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.
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.
Regularization of Nonmonotone Variational Inequalities
International Nuclear Information System (INIS)
Konnov, Igor V.; Ali, M.S.S.; Mazurkevich, E.O.
2006-01-01
In this paper we extend the Tikhonov-Browder regularization scheme from monotone to rather a general class of nonmonotone multivalued variational inequalities. We show that their convergence conditions hold for some classes of perfectly and nonperfectly competitive economic equilibrium problems
AAAI Workshop on Nonmonotonic Reasoning
Etherington, David
1985-01-01
On October 17-19 1984 a workshop on non-monotonic reasoning was held at Mohonk Mountain House, outside New Paltz, New York. The workshop was organized by Raymond Reiter and Bonnie Webber, and was sponsored by the Association for the Advancement of Artificial Intelligence.
Female scarcity reduces women's marital ages and increases variance in men's marital ages.
Kruger, Daniel J; Fitzgerald, Carey J; Peterson, Tom
2010-08-05
When women are scarce in a population relative to men, they have greater bargaining power in romantic relationships and thus may be able to secure male commitment at earlier ages. Male motivation for long-term relationship commitment may also be higher, in conjunction with the motivation to secure a prospective partner before another male retains her. However, men may also need to acquire greater social status and resources to be considered marriageable. This could increase the variance in male marital age, as well as the average male marital age. We calculated the Operational Sex Ratio, and means, medians, and standard deviations in marital ages for women and men for the 50 largest Metropolitan Statistical Areas in the United States with 2000 U.S Census data. As predicted, where women are scarce they marry earlier on average. However, there was no significant relationship with mean male marital ages. The variance in male marital age increased with higher female scarcity, contrasting with a non-significant inverse trend for female marital age variation. These findings advance the understanding of the relationship between the OSR and marital patterns. We believe that these results are best accounted for by sex specific attributes of reproductive value and associated mate selection criteria, demonstrating the power of an evolutionary framework for understanding human relationships and demographic patterns.
Female Scarcity Reduces Women's Marital Ages and Increases Variance in Men's Marital Ages
Directory of Open Access Journals (Sweden)
Daniel J. Kruger
2010-07-01
Full Text Available When women are scarce in a population relative to men, they have greater bargaining power in romantic relationships and thus may be able to secure male commitment at earlier ages. Male motivation for long-term relationship commitment may also be higher, in conjunction with the motivation to secure a prospective partner before another male retains her. However, men may also need to acquire greater social status and resources to be considered marriageable. This could increase the variance in male marital age, as well as the average male marital age. We calculated the Operational Sex Ratio, and means, medians, and standard deviations in marital ages for women and men for the 50 largest Metropolitan Statistical Areas in the United States with 2000 U.S Census data. As predicted, where women are scarce they marry earlier on average. However, there was no significant relationship with mean male marital ages. The variance in male marital age increased with higher female scarcity, contrasting with a non-significant inverse trend for female marital age variation. These findings advance the understanding of the relationship between the OSR and marital patterns. We believe that these results are best accounted for by sex specific attributes of reproductive value and associated mate selection criteria, demonstrating the power of an evolutionary framework for understanding human relationships and demographic patterns.
Increased gender variance in autism spectrum disorders and attention deficit hyperactivity disorder.
Strang, John F; Kenworthy, Lauren; Dominska, Aleksandra; Sokoloff, Jennifer; Kenealy, Laura E; Berl, Madison; Walsh, Karin; Menvielle, Edgardo; Slesaransky-Poe, Graciela; Kim, Kyung-Eun; Luong-Tran, Caroline; Meagher, Haley; Wallace, Gregory L
2014-11-01
Evidence suggests over-representation of autism spectrum disorders (ASDs) and behavioral difficulties among people referred for gender issues, but rates of the wish to be the other gender (gender variance) among different neurodevelopmental disorders are unknown. This chart review study explored rates of gender variance as reported by parents on the Child Behavior Checklist (CBCL) in children with different neurodevelopmental disorders: ASD (N = 147, 24 females and 123 males), attention deficit hyperactivity disorder (ADHD; N = 126, 38 females and 88 males), or a medical neurodevelopmental disorder (N = 116, 57 females and 59 males), were compared with two non-referred groups [control sample (N = 165, 61 females and 104 males) and non-referred participants in the CBCL standardization sample (N = 1,605, 754 females and 851 males)]. Significantly greater proportions of participants with ASD (5.4%) or ADHD (4.8%) had parent reported gender variance than in the combined medical group (1.7%) or non-referred comparison groups (0-0.7%). As compared to non-referred comparisons, participants with ASD were 7.59 times more likely to express gender variance; participants with ADHD were 6.64 times more likely to express gender variance. The medical neurodevelopmental disorder group did not differ from non-referred samples in likelihood to express gender variance. Gender variance was related to elevated emotional symptoms in ADHD, but not in ASD. After accounting for sex ratio differences between the neurodevelopmental disorder and non-referred comparison groups, gender variance occurred equally in females and males.
Meditations on birth weight: is it better to reduce the variance or increase the mean?
Haig, David
2003-07-01
A conceptual model is presented here in which the birth weight distribution is decomposed into a distribution of target weights and a distribution of perturbations from the target. The target weight is the adaptive goal of fetal development. In the simplest model, perinatal mortality is independent of variation in target weight and determined solely by the magnitude of the perturbation of birth weight from the target. In this model, mortality risk is concentrated in the tails of the birth weight distribution. A difference between populations in their distributions of target weights will be associated with a corresponding shift in their curves of weight-specific risk, without any difference between the populations in overall risk. In this model, risk would be reduced by decreasing the variance of the distribution of perturbations. The model is discussed in the context of the so-called "paradoxes of low birth weight."
Aspects and modular reasoning in nonmonotonic logic
DEFF Research Database (Denmark)
Ostermann, Klaus
2008-01-01
Nonmonotonic logic is a branch of logic that has been developed to model situations with incomplete information. We argue that there is a connection between AOP and nonmonotonic logic which deserves further study. As a concrete technical contribution and "appetizer", we outline an AO semantics de...... defined in default logic (a form of nonmonotonic logic), propose a definition of modular reasoning, and show that the default logic version of the language semantics admits modular reasoning whereas a conventional language semantics based on weaving does not....
International Nuclear Information System (INIS)
Duan Shukai; Liao Xiaofeng
2007-01-01
A new chaotic delayed neuron model with non-monotonously increasing transfer function, called as chaotic Liao's delayed neuron model, was recently reported and analyzed. An electronic implementation of this model is described in detail. At the same time, some methods in circuit design, especially for circuit with time delayed unit and non-monotonously increasing activation unit, are also considered carefully. We find that the dynamical behaviors of the designed circuits are closely similar to the results predicted by numerical experiments
Nonmonotonic belief state frames and reasoning frames
Engelfriet, J.; Herre, H.; Treur, J.
1995-01-01
In this paper five levels of specification of nonmonotonic reasoning are distinguished. The notions of semantical frame, belief state frame and reasoning frame are introduced and used as a semantical basis for the first three levels. Moreover, the semantical connections between the levels are
Nonmonotonic critical temperature in superconductor ferromagnet bilayers
Fominov, Ya. V.; Fominov, I.V.; Chtchelkatchev, N.M.; Golubov, Alexandre Avraamovitch
2002-01-01
The critical temperature Tc of a superconductor/ferromagnet (SF) bilayer can exhibit nonmonotonic dependence on the thickness df of the F layer. SF systems have been studied for a long time; according to the experimental situation, a ¿dirty¿ limit is often considered which implies that the mean free
Nonmonotonic Skeptical Consequence Relation in Constrained Default Logic
Directory of Open Access Journals (Sweden)
Mihaiela Lupea
2010-12-01
Full Text Available This paper presents a study of the nonmonotonic consequence relation which models the skeptical reasoning formalised by constrained default logic. The nonmonotonic skeptical consequence relation is defined using the sequent calculus axiomatic system. We study the formal properties desirable for a good nonmonotonic relation: supraclassicality, cut, cautious monotony, cumulativity, absorption, distribution.
Nonmonotonic Thermal Casimir Force from Geometry-Temperature Interplay
International Nuclear Information System (INIS)
Weber, Alexej; Gies, Holger
2010-01-01
The geometry dependence of Casimir forces is significantly more pronounced in the presence of thermal fluctuations due to a generic geometry-temperature interplay. We show that the thermal force for standard sphere-plate or cylinder-plate geometries develops a nonmonotonic behavior already in the simple case of a fluctuating Dirichlet scalar. In particular, the attractive thermal force can increase for increasing distances below a critical temperature. This anomalous behavior is triggered by a reweighting of relevant fluctuations on the scale of the thermal wavelength. The essence of the phenomenon becomes transparent within the worldline picture of the Casimir effect.
Husby, A.; Visser, M.E.; Kruuk, L.E.B.
2011-01-01
The amount of genetic variance underlying a phenotypic trait and the strength of selection acting on that trait are two key parameters that determine any evolutionary response to selection. Despite substantial evidence that, in natural populations, both parameters may vary across environmental
Nonmonotonic low frequency losses in HTSCs
International Nuclear Information System (INIS)
Castro, H; Gerber, A; Milner, A
2007-01-01
A calorimetric technique has been used in order to study ac-field dissipation in ceramic BSCCO samples at low frequencies between 0.05 and 250 Hz, at temperatures from 65 to 90 K. In contrast to previous studies, where ac losses have been reported with a linear dependence on magnetic field frequency, we find a nonmonotonic function presenting various maxima. Frequencies corresponding to local maxima of dissipation depend on the temperature and the amplitude of the ac magnetic field. Flux creep is argued to be responsible for this behaviour. A simple model connecting the characteristic vortex relaxation times (flux creep) and the location of dissipation maxima versus frequency is proposed
8th International Workshop on Non-Monotonic Reasoning
Truszczynski, Mirek
2000-01-01
The papers gathered in this collection were presented at the 8th International Workshop on Nonmonotonic Reasoning, NMR2000. The series was started by John McCarthy in 1978. The first international NMR workshop was held at Mohonk Mountain House, New Paltz, New York in June, 1984, and was organized by Ray Reiter and Bonnie Webber. In the last 10 years the area of nonmonotonic reasoning has seen a number of important developments. Significant theoretical advances were made in the understanding of general abstract principles underlying nonmonotonicity. Key results on the expressibility and computational complexity of nonmonotonic logics were established. The role of nonmonotonic reasoning in belief revision, abduction, reasoning about action, planing and uncertainty was further clarified. Several successful NMR systems were built and used in applications such as planning, scheduling, logic programming and constraint satisfaction. The papers in the proceedings reflect these recent advances in the field. They are g...
Nonmonotonic reasoning in description logics. Rational closure for the ABox
CSIR Research Space (South Africa)
Casini, G
2013-07-01
Full Text Available The introduction of defeasible reasoning in Description Logics has been a main research topic in the field in the last years. Despite the fact that various interesting formalizations of nonmonotonic reasoning for the TBox have been proposed...
Thermal effects on the enhanced ductility in non-monotonic uniaxial tension of DP780 steel sheet
Majidi, Omid; Barlat, Frederic; Korkolis, Yannis P.; Fu, Jiawei; Lee, Myoung-Gyu
2016-11-01
To understand the material behavior during non-monotonic loading, uniaxial tension tests were conducted in three modes, namely, the monotonic loading, loading with periodic relaxation and periodic loading-unloadingreloading, at different strain rates (0.001/s to 0.01/s). In this study, the temperature gradient developing during each test and its contribution to increasing the apparent ductility of DP780 steel sheets were considered. In order to assess the influence of temperature, isothermal uniaxial tension tests were also performed at three temperatures (298 K, 313 K and 328 K (25 °C, 40 °C and 55 °C)). A digital image correlation system coupled with an infrared thermography was used in the experiments. The results show that the non-monotonic loading modes increased the apparent ductility of the specimens. It was observed that compared with the monotonic loading, the temperature gradient became more uniform when a non-monotonic loading was applied.
Surfactants non-monotonically modify the onset of Faraday waves
Strickland, Stephen; Shearer, Michael; Daniels, Karen
2017-11-01
When a water-filled container is vertically vibrated, subharmonic Faraday waves emerge once the driving from the vibrations exceeds viscous dissipation. In the presence of an insoluble surfactant, a viscous boundary layer forms at the contaminated surface to balance the Marangoni and Boussinesq stresses. For linear gravity-capillary waves in an undriven fluid, the surfactant-induced boundary layer increases the amount of viscous dissipation. In our analysis and experiments, we consider whether similar effects occur for nonlinear Faraday (gravity-capillary) waves. Assuming a finite-depth, infinite-breadth, low-viscosity fluid, we derive an analytic expression for the onset acceleration up to second order in ɛ =√{ 1 / Re } . This expression allows us to include fluid depth and driving frequency as parameters, in addition to the Marangoni and Boussinesq numbers. For millimetric fluid depths and driving frequencies of 30 to 120 Hz, our analysis recovers prior numerical results and agrees with our measurements of NBD-PC surfactant on DI water. In both case, the onset acceleration increases non-monotonically as a function of Marangoni and Boussinesq numbers. For shallower systems, our model predicts that surfactants could decrease the onset acceleration. DMS-0968258.
Energy Technology Data Exchange (ETDEWEB)
Duan Shukai [Department of Computer Science and Engineering, Chongqing University, Chongqing 400044 (China); School of Electronic and Information Engineering, Southwest University, Chongqing 400715 (China)], E-mail: duansk@swu.edu.cn; Liao Xiaofeng [Department of Computer Science and Engineering, Chongqing University, Chongqing 400044 (China)], E-mail: xfliao@cqu.edu.cn
2007-09-10
A new chaotic delayed neuron model with non-monotonously increasing transfer function, called as chaotic Liao's delayed neuron model, was recently reported and analyzed. An electronic implementation of this model is described in detail. At the same time, some methods in circuit design, especially for circuit with time delayed unit and non-monotonously increasing activation unit, are also considered carefully. We find that the dynamical behaviors of the designed circuits are closely similar to the results predicted by numerical experiments.
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...
Nonmonotonic Trust Management for P2P Applications
Czenko, M.R.; Tran, H.M.; Doumen, J.M.; Etalle, Sandro; Hartel, Pieter H.; den Hartog, Jeremy
Community decisions about access control in virtual communities are non-monotonic in nature. This means that they cannot be expressed in current, monotonic trust management languages such as the family of Role Based Trust Management languages (RT). To solve this problem we propose RTo, which adds a
Modelling Embedded Systems by Non-Monotonic Refinement
Mader, Angelika H.; Marincic, J.; Wupper, H.
2008-01-01
This paper addresses the process of modelling embedded sys- tems for formal verification. We propose a modelling process built on non-monotonic refinement and a number of guidelines. The outcome of the modelling process is a model, together with a correctness argument that justifies our modelling
Guest Controlled Nonmonotonic Deep Cavity Cavitand Assembly State Switching.
Tang, Du; Barnett, J Wesley; Gibb, Bruce C; Ashbaugh, Henry S
2017-11-30
Octa-acid (OA) and tetra-endo-methyl octa-acid (TEMOA) are water-soluble, deep-cavity cavitands with nanometer-sized nonpolar pockets that readily bind complementary guests, such as n-alkanes. Experimentally, OA exhibits a progression of 1:1 to 2:2 to 2:1 host/guest complexes (X:Y where X is the number of hosts and Y is the number of guests) with increasing alkane chain length from methane to tetradecane. Differing from OA only by the addition of four methyl groups ringing the portal of the pocket, TEMOA exhibits a nonmonotonic progression of assembly states from 1:1 to 2:2 to 1:1 to 2:1 with increasing guest length. Here we present a systematic molecular simulation study to parse the molecular and thermodynamic determinants that distinguish the succession of assembly stoichiometries observed for these similar hosts. Potentials of mean force between hosts and guests, determined via umbrella sampling, are used to characterize association free energies. These free energies are subsequently used in a reaction network model to predict the equilibrium distributions of assemblies. Our models accurately reproduce the experimentally observed trends, showing that TEMOA's endo-methyl units constrict the opening of the binding pocket, limiting the conformations available to bound guests and disrupting the balance between monomeric complexes and dimeric capsules. The success of our simulations demonstrate their utility at interpreting the impact of even simple chemical modifications on supramolecular assembly and highlight their potential to aid bottom-up design.
Nonmonotonic and anisotropic magnetoresistance effect in antiferromagnet CaMn2Bi2
Kawaguchi, N.; Urata, T.; Hatano, T.; Iida, K.; Ikuta, H.
2018-04-01
We found a large and unique magnetoresistance (MR) effect for CaMn2Bi2 . When the magnetic field was applied along the crystallographic c axis at low temperatures, the resistivity increased with the magnetic field and the MR ratio reached several hundred percent, but then it decreased with further increasing the applied field. In addition, the angle dependence measurement revealed a strong anisotropy. This compound is an antiferromagnetic semiconductor with a narrow band gap, and Mn atoms form a corrugated honeycomb lattice. Therefore, a frustration among the magnetic moments is expected, and we propose that our observations can be understood by a nonmonotonic modulation of magnetic fluctuation under the magnetic field.
Information flow in layered networks of non-monotonic units
Schittler Neves, Fabio; Martim Schubert, Benno; Erichsen, Rubem, Jr.
2015-07-01
Layered neural networks are feedforward structures that yield robust parallel and distributed pattern recognition. Even though much attention has been paid to pattern retrieval properties in such systems, many aspects of their dynamics are not yet well characterized or understood. In this work we study, at different temperatures, the memory activity and information flows through layered networks in which the elements are the simplest binary odd non-monotonic function. Our results show that, considering a standard Hebbian learning approach, the network information content has its maximum always at the monotonic limit, even though the maximum memory capacity can be found at non-monotonic values for small enough temperatures. Furthermore, we show that such systems exhibit rich macroscopic dynamics, including not only fixed point solutions of its iterative map, but also cyclic and chaotic attractors that also carry information.
Modeling non-monotonic properties under propositional argumentation
Wang, Geng; Lin, Zuoquan
2013-03-01
In the field of knowledge representation, argumentation is usually considered as an abstract framework for nonclassical logic. In this paper, however, we'd like to present a propositional argumentation framework, which can be used to closer simulate a real-world argumentation. We thereby argue that under a dialectical argumentation game, we can allow non-monotonic reasoning even under classical logic. We introduce two methods together for gaining nonmonotonicity, one by giving plausibility for arguments, the other by adding "exceptions" which is similar to defaults. Furthermore, we will give out an alternative definition for propositional argumentation using argumentative models, which is highly related to the previous reasoning method, but with a simple algorithm for calculation.
Information flow in layered networks of non-monotonic units
International Nuclear Information System (INIS)
Neves, Fabio Schittler; Schubert, Benno Martim; Erichsen, Rubem Jr
2015-01-01
Layered neural networks are feedforward structures that yield robust parallel and distributed pattern recognition. Even though much attention has been paid to pattern retrieval properties in such systems, many aspects of their dynamics are not yet well characterized or understood. In this work we study, at different temperatures, the memory activity and information flows through layered networks in which the elements are the simplest binary odd non-monotonic function. Our results show that, considering a standard Hebbian learning approach, the network information content has its maximum always at the monotonic limit, even though the maximum memory capacity can be found at non-monotonic values for small enough temperatures. Furthermore, we show that such systems exhibit rich macroscopic dynamics, including not only fixed point solutions of its iterative map, but also cyclic and chaotic attractors that also carry information. (paper)
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...
POLARIZED LINE FORMATION IN NON-MONOTONIC VELOCITY FIELDS
Energy Technology Data Exchange (ETDEWEB)
Sampoorna, M.; Nagendra, K. N., E-mail: sampoorna@iiap.res.in, E-mail: knn@iiap.res.in [Indian Institute of Astrophysics, Koramangala, Bengaluru 560034 (India)
2016-12-10
For a correct interpretation of the observed spectro-polarimetric data from astrophysical objects such as the Sun, it is necessary to solve the polarized line transfer problems taking into account a realistic temperature structure, the dynamical state of the atmosphere, a realistic scattering mechanism (namely, the partial frequency redistribution—PRD), and the magnetic fields. In a recent paper, we studied the effects of monotonic vertical velocity fields on linearly polarized line profiles formed in isothermal atmospheres with and without magnetic fields. However, in general the velocity fields that prevail in dynamical atmospheres of astrophysical objects are non-monotonic. Stellar atmospheres with shocks, multi-component supernova atmospheres, and various kinds of wave motions in solar and stellar atmospheres are examples of non-monotonic velocity fields. Here we present studies on the effect of non-relativistic non-monotonic vertical velocity fields on the linearly polarized line profiles formed in semi-empirical atmospheres. We consider a two-level atom model and PRD scattering mechanism. We solve the polarized transfer equation in the comoving frame (CMF) of the fluid using a polarized accelerated lambda iteration method that has been appropriately modified for the problem at hand. We present numerical tests to validate the CMF method and also discuss the accuracy and numerical instabilities associated with it.
Directory of Open Access Journals (Sweden)
Ying Wu
2013-03-01
Full Text Available Genome-wide association studies (GWAS have identified ~100 loci associated with blood lipid levels, but much of the trait heritability remains unexplained, and at most loci the identities of the trait-influencing variants remain unknown. We conducted a trans-ethnic fine-mapping study at 18, 22, and 18 GWAS loci on the Metabochip for their association with triglycerides (TG, high-density lipoprotein cholesterol (HDL-C, and low-density lipoprotein cholesterol (LDL-C, respectively, in individuals of African American (n = 6,832, East Asian (n = 9,449, and European (n = 10,829 ancestry. We aimed to identify the variants with strongest association at each locus, identify additional and population-specific signals, refine association signals, and assess the relative significance of previously described functional variants. Among the 58 loci, 33 exhibited evidence of association at P<1 × 10(-4 in at least one ancestry group. Sequential conditional analyses revealed that ten, nine, and four loci in African Americans, Europeans, and East Asians, respectively, exhibited two or more signals. At these loci, accounting for all signals led to a 1.3- to 1.8-fold increase in the explained phenotypic variance compared to the strongest signals. Distinct signals across ancestry groups were identified at PCSK9 and APOA5. Trans-ethnic analyses narrowed the signals to smaller sets of variants at GCKR, PPP1R3B, ABO, LCAT, and ABCA1. Of 27 variants reported previously to have functional effects, 74% exhibited the strongest association at the respective signal. In conclusion, trans-ethnic high-density genotyping and analysis confirm the presence of allelic heterogeneity, allow the identification of population-specific variants, and limit the number of candidate SNPs for functional studies.
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....
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
Non-monotonic effect of growth temperature on carrier collection in SnS solar cells
International Nuclear Information System (INIS)
Chakraborty, R.; Steinmann, V.; Mangan, N. M.; Brandt, R. E.; Poindexter, J. R.; Jaramillo, R.; Mailoa, J. P.; Hartman, K.; Polizzotti, A.; Buonassisi, T.; Yang, C.; Gordon, R. G.
2015-01-01
We quantify the effects of growth temperature on material and device properties of thermally evaporated SnS thin-films and test structures. Grain size, Hall mobility, and majority-carrier concentration monotonically increase with growth temperature. However, the charge collection as measured by the long-wavelength contribution to short-circuit current exhibits a non-monotonic behavior: the collection decreases with increased growth temperature from 150 °C to 240 °C and then recovers at 285 °C. Fits to the experimental internal quantum efficiency using an opto-electronic model indicate that the non-monotonic behavior of charge-carrier collection can be explained by a transition from drift- to diffusion-assisted components of carrier collection. The results show a promising increase in the extracted minority-carrier diffusion length at the highest growth temperature of 285 °C. These findings illustrate how coupled mechanisms can affect early stage device development, highlighting the critical role of direct materials property measurements and simulation
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
Non-monotonic behaviour in relaxation dynamics of image restoration
International Nuclear Information System (INIS)
Ozeki, Tomoko; Okada, Masato
2003-01-01
We have investigated the relaxation dynamics of image restoration through a Bayesian approach. The relaxation dynamics is much faster at zero temperature than at the Nishimori temperature where the pixel-wise error rate is minimized in equilibrium. At low temperature, we observed non-monotonic development of the overlap. We suggest that the optimal performance is realized through premature termination in the relaxation processes in the case of the infinite-range model. We also performed Markov chain Monte Carlo simulations to clarify the underlying mechanism of non-trivial behaviour at low temperature by checking the local field distributions of each pixel
International Nuclear Information System (INIS)
Morari, R.; Antropov, E.; Socrovisciuc, A.; Prepelitsa, A.; Zdravkov, V.I.; Tagirov, L.R.; Kupriyanov, M.Yu.; Sidorenko, A.S.
2009-01-01
Present work reports the result of the proximity effect investigation for superconducting Nb/CuNi-bilayers with the thickness of the ferromagnetic layer (Cu x Ni 1-x ) being in the sub-nanometer range. It was found a non-monotonic behavior of the critical temperature T c , i.e. its growth with the increasing of the ferromagnetic layer thickness dF, for the series of the samples with constant thickness of Nb layer, (d Nb = const). (authors)
Theoretical and experimental study of non-monotonous effects
International Nuclear Information System (INIS)
Delforge, J.
1977-01-01
In recent years, the study of the effects of low dose rates has expanded considerably, especially in connection with current problems concerning the environment and health physics. After having made a precise definition of the different types of non-monotonous effect which may be encountered, for each the main experimental results known are indicated, as well as the principal consequences which may be expected. One example is the case of radiotherapy, where there is a chance of finding irradiation conditions such that the ratio of destructive action on malignant cells to healthy cells is significantly improved. In the second part of the report, the appearance of these phenomena, especially at low dose rates are explained. For this purpose, the theory of transformation systems of P. Delattre is used as a theoretical framework. With the help of a specific example, it is shown that non-monotonous effects are frequently encountered, especially when the overall effect observed is actually the sum of several different elementary effects (e.g. in survival curves, where death may be due to several different causes), or when the objects studied possess inherent kinetics not limited to restoration phenomena alone (e.g. cellular cycle) [fr
Mejias, Jorge F; Payeur, Alexandre; Selin, Erik; Maler, Leonard; Longtin, André
2014-01-01
The control of input-to-output mappings, or gain control, is one of the main strategies used by neural networks for the processing and gating of information. Using a spiking neural network model, we studied the gain control induced by a form of inhibitory feedforward circuitry-also known as "open-loop feedback"-, which has been experimentally observed in a cerebellum-like structure in weakly electric fish. We found, both analytically and numerically, that this network displays three different regimes of gain control: subtractive, divisive, and non-monotonic. Subtractive gain control was obtained when noise is very low in the network. Also, it was possible to change from divisive to non-monotonic gain control by simply modulating the strength of the feedforward inhibition, which may be achieved via long-term synaptic plasticity. The particular case of divisive gain control has been previously observed in vivo in weakly electric fish. These gain control regimes were robust to the presence of temporal delays in the inhibitory feedforward pathway, which were found to linearize the input-to-output mappings (or f-I curves) via a novel variability-increasing mechanism. Our findings highlight the feedforward-induced gain control analyzed here as a highly versatile mechanism of information gating in the brain.
Directory of Open Access Journals (Sweden)
Jorge F Mejias
2014-02-01
Full Text Available The control of input-to-output mappings, or gain control, is one of the main strategies used by neural networks for the processing and gating of information. Using a spiking neural network model, we studied the gain control induced by a form of inhibitory feedforward circuitry — also known as ’open-loop feedback’ —, which has been experimentally observed in a cerebellum-like structure in weakly electric fish. We found, both analytically and numerically, that this network displays three different regimes of gain control: subtractive, divisive, and non-monotonic. Subtractive gain control was obtained when noise is very low in the network. Also, it was possible to change from divisive to non-monotonic gain control by simply modulating the strength of the feedforward inhibition, which may be achieved via long-term synaptic plasticity. The particular case of divisive gain control has been previously observed in vivo in weakly electric fish. These gain control regimes were robust to the presence of temporal delays in the inhibitory feedforward pathway, which were found to linearize the input-to-output mappings (or f-I curves via a novel variability-increasing mechanism. Our findings highlight the feedforward-induced gain control analyzed here as a highly versatile mechanism of information gating in the brain.
Directory of Open Access Journals (Sweden)
N. Kani
2017-05-01
Full Text Available The goal of this paper is to investigate the short time-scale, thermally-induced probability of magnetization reversal for an biaxial nanomagnet that is characterized with a biaxial magnetic anisotropy. For the first time, we clearly show that for a given energy barrier of the nanomagnet, the magnetization reversal probability of an biaxial nanomagnet exhibits a non-monotonic dependence on its saturation magnetization. Specifically, there are two reasons for this non-monotonic behavior in rectangular thin-film nanomagnets that have a large perpendicular magnetic anisotropy. First, a large perpendicular anisotropy lowers the precessional period of the magnetization making it more likely to precess across the x^=0 plane if the magnetization energy exceeds the energy barrier. Second, the thermal-field torque at a particular energy increases as the magnitude of the perpendicular anisotropy increases during the magnetization precession. This non-monotonic behavior is most noticeable when analyzing the magnetization reversals on time-scales up to several tens of ns. In light of the several proposals of spintronic devices that require data retention on time-scales up to 10’s of ns, understanding the probability of magnetization reversal on the short time-scales is important. As such, the results presented in this paper will be helpful in quantifying the reliability and noise sensitivity of spintronic devices in which thermal noise is inevitably present.
Non-monotonic resonance in a spatially forced Lengyel-Epstein model
Energy Technology Data Exchange (ETDEWEB)
Haim, Lev [Physics Department, Ben-Gurion University of the Negev, Beer-Sheva 84105 (Israel); Department of Oncology, Soroka University Medical Center, Beer-Sheva 84101 (Israel); Hagberg, Aric [Center for Nonlinear Studies, Theoretical Division, Los Alamos National Laboratory, Los Alamos, New Mexico 87545 (United States); Meron, Ehud [Physics Department, Ben-Gurion University of the Negev, Beer-Sheva 84105 (Israel); Department of Solar Energy and Environmental Physics, BIDR, Ben-Gurion University of the Negev, Sede Boqer Campus, Midreshet Ben-Gurion 84990 (Israel)
2015-06-15
We study resonant spatially periodic solutions of the Lengyel-Epstein model modified to describe the chlorine dioxide-iodine-malonic acid reaction under spatially periodic illumination. Using multiple-scale analysis and numerical simulations, we obtain the stability ranges of 2:1 resonant solutions, i.e., solutions with wavenumbers that are exactly half of the forcing wavenumber. We show that the width of resonant wavenumber response is a non-monotonic function of the forcing strength, and diminishes to zero at sufficiently strong forcing. We further show that strong forcing may result in a π/2 phase shift of the resonant solutions, and argue that the nonequilibrium Ising-Bloch front bifurcation can be reversed. We attribute these behaviors to an inherent property of forcing by periodic illumination, namely, the increase of the mean spatial illumination as the forcing amplitude is increased.
Non-monotonic relationships between emotional arousal and memory for color and location.
Boywitt, C Dennis
2015-01-01
Recent research points to the decreased diagnostic value of subjective retrieval experience for memory accuracy for emotional stimuli. While for neutral stimuli rich recollective experiences are associated with better context memory than merely familiar memories this association appears questionable for emotional stimuli. The present research tested the implicit assumption that the effect of emotional arousal on memory is monotonic, that is, steadily increasing (or decreasing) with increasing arousal. In two experiments emotional arousal was manipulated in three steps using emotional pictures and subjective retrieval experience as well as context memory were assessed. The results show an inverted U-shape relationship between arousal and recognition memory but for context memory and retrieval experience the relationship was more complex. For frame colour, context memory decreased linearly while for spatial location it followed the inverted U-shape function. The complex, non-monotonic relationships between arousal and memory are discussed as possible explanations for earlier divergent findings.
Bunning, Harriet; Bassett, Lee; Clowser, Christina; Rapkin, James; Jensen, Kim; House, Clarissa M; Archer, Catharine R; Hunt, John
2016-07-01
Sexual selection may cause dietary requirements for reproduction to diverge across the sexes and promote the evolution of different foraging strategies in males and females. However, our understanding of how the sexes regulate their nutrition and the effects that this has on sex-specific fitness is limited. We quantified how protein (P) and carbohydrate (C) intakes affect reproductive traits in male (pheromone expression) and female (clutch size and gestation time) cockroaches (Nauphoeta cinerea). We then determined how the sexes regulate their intake of nutrients when restricted to a single diet and when given dietary choice and how this affected expression of these important reproductive traits. Pheromone levels that improve male attractiveness, female clutch size and gestation time all peaked at a high daily intake of P:C in a 1:8 ratio. This is surprising because female insects typically require more P than males to maximize reproduction. The relatively low P requirement of females may reflect the action of cockroach endosymbionts that help recycle stored nitrogen for protein synthesis. When constrained to a single diet, both sexes prioritized regulating their daily intake of P over C, although this prioritization was stronger in females than males. When given the choice between diets, both sexes actively regulated their intake of nutrients at a 1:4.8 P:C ratio. The P:C ratio did not overlap exactly with the intake of nutrients that optimized reproductive trait expression. Despite this, cockroaches of both sexes that were given dietary choice generally improved the mean and reduced the variance in all reproductive traits we measured relative to animals fed a single diet from the diet choice pair. This pattern was not as strong when compared to the single best diet in our geometric array, suggesting that the relationship between nutrient balancing and reproduction is complex in this species.
Estimation of measurement variances
International Nuclear Information System (INIS)
Jaech, J.L.
1984-01-01
The estimation of measurement error parameters in safeguards systems is discussed. Both systematic and random errors are considered. A simple analysis of variances to characterize the measurement error structure with biases varying over time is presented
International Nuclear Information System (INIS)
Moster, Benjamin P.; Rix, Hans-Walter; Somerville, Rachel S.; Newman, Jeffrey A.
2011-01-01
Deep pencil beam surveys ( 2 ) are of fundamental importance for studying the high-redshift universe. However, inferences about galaxy population properties (e.g., the abundance of objects) are in practice limited by 'cosmic variance'. This is the uncertainty in observational estimates of the number density of galaxies arising from the underlying large-scale density fluctuations. This source of uncertainty can be significant, especially for surveys which cover only small areas and for massive high-redshift galaxies. Cosmic variance for a given galaxy population can be determined using predictions from cold dark matter theory and the galaxy bias. In this paper, we provide tools for experiment design and interpretation. For a given survey geometry, we present the cosmic variance of dark matter as a function of mean redshift z-bar and redshift bin size Δz. Using a halo occupation model to predict galaxy clustering, we derive the galaxy bias as a function of mean redshift for galaxy samples of a given stellar mass range. In the linear regime, the cosmic variance of these galaxy samples is the product of the galaxy bias and the dark matter cosmic variance. We present a simple recipe using a fitting function to compute cosmic variance as a function of the angular dimensions of the field, z-bar , Δz, and stellar mass m * . We also provide tabulated values and a software tool. The accuracy of the resulting cosmic variance estimates (δσ v /σ v ) is shown to be better than 20%. We find that for GOODS at z-bar =2 and with Δz = 0.5, the relative cosmic variance of galaxies with m * >10 11 M sun is ∼38%, while it is ∼27% for GEMS and ∼12% for COSMOS. For galaxies of m * ∼ 10 10 M sun , the relative cosmic variance is ∼19% for GOODS, ∼13% for GEMS, and ∼6% for COSMOS. This implies that cosmic variance is a significant source of uncertainty at z-bar =2 for small fields and massive galaxies, while for larger fields and intermediate mass galaxies, cosmic
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.
Directory of Open Access Journals (Sweden)
Mervan Pašić
2016-10-01
Full Text Available We study non-monotone positive solutions of the second-order linear differential equations: $(p(tx'' + q(t x = e(t$, with positive $p(t$ and $q(t$. For the first time, some criteria as well as the existence and nonexistence of non-monotone positive solutions are proved in the framework of some properties of solutions $\\theta (t$ of the corresponding integrable linear equation: $(p(t\\theta''=e(t$. The main results are illustrated by many examples dealing with equations which allow exact non-monotone positive solutions not necessarily periodic. Finally, we pose some open questions.
Obliquely Propagating Non-Monotonic Double Layer in a Hot Magnetized Plasma
International Nuclear Information System (INIS)
Kim, T.H.; Kim, S.S.; Hwang, J.H.; Kim, H.Y.
2005-01-01
Obliquely propagating non-monotonic double layer is investigated in a hot magnetized plasma, which consists of a positively charged hot ion fluid and trapped, as well as free electrons. A model equation (modified Korteweg-de Vries equation) is derived by the usual reductive perturbation method from a set of basic hydrodynamic equations. A time stationary obliquely propagating non-monotonic double layer solution is obtained in a hot magnetized-plasma. This solution is an analytic extension of the monotonic double layer and the solitary hole. The effects of obliqueness, external magnetic field and ion temperature on the properties of the non-monotonic double layer are discussed
Non-monotonic Pre-fixed Points and Learning
Directory of Open Access Journals (Sweden)
Stefano Berardi
2013-08-01
Full Text Available We consider the problem of finding pre-fixed points of interactive realizers over arbitrary knowledge spaces, obtaining a relative recursive procedure. Knowledge spaces and interactive realizers are an abstract setting to represent learning processes, that can interpret non-constructive proofs. Atomic pieces of information of a knowledge space are stratified into levels, and evaluated into truth values depending on knowledge states. Realizers are then used to define operators that extend a given state by adding and possibly removing atoms: in a learning process states of knowledge change nonmonotonically. Existence of a pre-fixed point of a realizer is equivalent to the termination of the learning process with some state of knowledge which is free of patent contradictions and such that there is nothing to add. In this paper we generalize our previous results in the case of level 2 knowledge spaces and deterministic operators to the case of omega-level knowledge spaces and of non-deterministic operators.
Non-monotonic field dependence of critical current in composite superconductors
International Nuclear Information System (INIS)
Andrianov, V.V.; Baev, V.P.; Ivanov, S.S.
1982-01-01
The nonmonotonic field dependence of critical current Im(B/sub a/ in composite superconductors is investigated experimentally for current and field varying simultaneously with final rates I and B/sub a/
Chopade, Prashant D.; Sarma, Bipul; Santiso, Erik E.; Simpson, Jeffrey; Fry, John C.; Yurttas, Nese; Biermann, Kari L.; Chen, Jie; Trout, Bernhardt L.; Myerson, Allan S.
2015-12-01
The diterpene steviol glycoside, rebaudioside A, is a natural high potency non-caloric sweetener extracted from the leaves of Stevia rebaudiana. This compound shows a parabolic change in sweet taste intensity with temperature which contrasts with the general finding for other synthetic or natural sweeteners whose sweet taste increases with temperature. The nonmonotonic taste behavior was determined by sensory analysis using large taste panels. The conformational landscape of rebaudioside A was established at a range of temperatures by means of nuclear magnetic resonance and molecular dynamics simulation. The relationship between various conformations and the observed sweetness of rebaudioside A is described.
International Nuclear Information System (INIS)
Chopade, Prashant D.; Sarma, Bipul; Santiso, Erik E.; Chen, Jie; Trout, Bernhardt L.; Myerson, Allan S.; Simpson, Jeffrey; Fry, John C.; Biermann, Kari L.; Yurttas, Nese
2015-01-01
The diterpene steviol glycoside, rebaudioside A, is a natural high potency non-caloric sweetener extracted from the leaves of Stevia rebaudiana. This compound shows a parabolic change in sweet taste intensity with temperature which contrasts with the general finding for other synthetic or natural sweeteners whose sweet taste increases with temperature. The nonmonotonic taste behavior was determined by sensory analysis using large taste panels. The conformational landscape of rebaudioside A was established at a range of temperatures by means of nuclear magnetic resonance and molecular dynamics simulation. The relationship between various conformations and the observed sweetness of rebaudioside A is described
Energy Technology Data Exchange (ETDEWEB)
Chopade, Prashant D.; Sarma, Bipul; Santiso, Erik E.; Chen, Jie; Trout, Bernhardt L.; Myerson, Allan S., E-mail: myerson@mit.edu [Department of Chemical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, 66-568, Cambridge, Massachusetts 02139 (United States); Simpson, Jeffrey [Department of Chemistry Instrumentation Facility, Massachusetts Institute of Technology, 77 Massachusetts Avenue, 18-0090, Cambridge, Massachusetts 02139 (United States); Fry, John C.; Biermann, Kari L. [Connect Consulting, 6 Hollands Field, Horsham RH123HQ (United Kingdom); Yurttas, Nese [Cargill, Inc., Global Food Technology, 2301 Crosby Road, Wayzata, Minnesota 55391 (United States)
2015-12-28
The diterpene steviol glycoside, rebaudioside A, is a natural high potency non-caloric sweetener extracted from the leaves of Stevia rebaudiana. This compound shows a parabolic change in sweet taste intensity with temperature which contrasts with the general finding for other synthetic or natural sweeteners whose sweet taste increases with temperature. The nonmonotonic taste behavior was determined by sensory analysis using large taste panels. The conformational landscape of rebaudioside A was established at a range of temperatures by means of nuclear magnetic resonance and molecular dynamics simulation. The relationship between various conformations and the observed sweetness of rebaudioside A is described.
A discrete wavelet spectrum approach for identifying non-monotonic trends in hydroclimate data
Sang, Yan-Fang; Sun, Fubao; Singh, Vijay P.; Xie, Ping; Sun, Jian
2018-01-01
The hydroclimatic process is changing non-monotonically and identifying its trends is a great challenge. Building on the discrete wavelet transform theory, we developed a discrete wavelet spectrum (DWS) approach for identifying non-monotonic trends in hydroclimate time series and evaluating their statistical significance. After validating the DWS approach using two typical synthetic time series, we examined annual temperature and potential evaporation over China from 1961-2013 and found that the DWS approach detected both the warming and the warming hiatus in temperature, and the reversed changes in potential evaporation. Further, the identified non-monotonic trends showed stable significance when the time series was longer than 30 years or so (i.e. the widely defined climate timescale). The significance of trends in potential evaporation measured at 150 stations in China, with an obvious non-monotonic trend, was underestimated and was not detected by the Mann-Kendall test. Comparatively, the DWS approach overcame the problem and detected those significant non-monotonic trends at 380 stations, which helped understand and interpret the spatiotemporal variability in the hydroclimatic process. Our results suggest that non-monotonic trends of hydroclimate time series and their significance should be carefully identified, and the DWS approach proposed has the potential for wide use in the hydrological and climate sciences.
A discrete wavelet spectrum approach for identifying non-monotonic trends in hydroclimate data
Directory of Open Access Journals (Sweden)
Y.-F. Sang
2018-01-01
Full Text Available The hydroclimatic process is changing non-monotonically and identifying its trends is a great challenge. Building on the discrete wavelet transform theory, we developed a discrete wavelet spectrum (DWS approach for identifying non-monotonic trends in hydroclimate time series and evaluating their statistical significance. After validating the DWS approach using two typical synthetic time series, we examined annual temperature and potential evaporation over China from 1961–2013 and found that the DWS approach detected both the warming and the warming hiatus in temperature, and the reversed changes in potential evaporation. Further, the identified non-monotonic trends showed stable significance when the time series was longer than 30 years or so (i.e. the widely defined climate timescale. The significance of trends in potential evaporation measured at 150 stations in China, with an obvious non-monotonic trend, was underestimated and was not detected by the Mann–Kendall test. Comparatively, the DWS approach overcame the problem and detected those significant non-monotonic trends at 380 stations, which helped understand and interpret the spatiotemporal variability in the hydroclimatic process. Our results suggest that non-monotonic trends of hydroclimate time series and their significance should be carefully identified, and the DWS approach proposed has the potential for wide use in the hydrological and climate sciences.
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.Th; Verburg, T.G.
2001-01-01
The present study was undertaken to explore possibilities to judge survey quality on basis of a limited and restricted number of a-priori observations. Here, quality is defined as the ratio between survey and local variance (signal-to-noise ratio). The results indicate that the presented surveys do not permit such judgement; the discussion also suggests that the 5-fold local sampling strategies do not merit any sound judgement. As it stands, uncertainties in local determinations may largely obscure possibilities to judge survey quality. The results further imply that surveys will benefit from procedures, controls and approaches in sampling and sample handling, to assess both average, variance and the nature of the distribution of elemental concentrations in local sites. This reasoning is compatible with the idea of the site as a basic homogeneous survey unit, which is implicitly and conceptually underlying any survey performed. (author)
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.T.
1999-01-01
The present study deals with the (larger-scaled) biomonitoring survey and specifically focuses on the sampling site. In most surveys, the sampling site is simply selected or defined as a spot of (geographical) dimensions which is small relative to the dimensions of the total survey area. Implicitly it is assumed that the sampling site is essentially homogeneous with respect to the investigated variation in survey parameters. As such, the sampling site is mostly regarded as 'the basic unit' of the survey. As a logical consequence, the local (sampling site) variance should also be seen as a basic and important characteristic of the survey. During the study, work is carried out to gain more knowledge of the local variance. Multiple sampling is carried out at a specific site (tree bark, mosses, soils), multi-elemental analyses are carried out by NAA, and local variances are investigated by conventional statistics, factor analytical techniques, and bootstrapping. Consequences of the outcomes are discussed in the context of sampling, sample handling and survey quality. (author)
Spectral Ambiguity of Allan Variance
Greenhall, C. A.
1996-01-01
We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.
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
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...
Multistability and gluing bifurcation to butterflies in coupled networks with non-monotonic feedback
International Nuclear Information System (INIS)
Ma Jianfu; Wu Jianhong
2009-01-01
Neural networks with a non-monotonic activation function have been proposed to increase their capacity for memory storage and retrieval, but there is still a lack of rigorous mathematical analysis and detailed discussions of the impact of time lag. Here we consider a two-neuron recurrent network. We first show how supercritical pitchfork bifurcations and a saddle-node bifurcation lead to the coexistence of multiple stable equilibria (multistability) in the instantaneous updating network. We then study the effect of time delay on the local stability of these equilibria and show that four equilibria lose their stability at a certain critical value of time delay, and Hopf bifurcations of these equilibria occur simultaneously, leading to multiple coexisting periodic orbits. We apply centre manifold theory and normal form theory to determine the direction of these Hopf bifurcations and the stability of bifurcated periodic orbits. Numerical simulations show very interesting global patterns of periodic solutions as the time delay is varied. In particular, we observe that these four periodic solutions are glued together along the stable and unstable manifolds of saddle points to develop a butterfly structure through a complicated process of gluing bifurcations of periodic solutions
Non-monotonic dose dependence of the Ge- and Ti-centres in quartz
International Nuclear Information System (INIS)
Woda, C.; Wagner, G.A.
2007-01-01
The dose response of the Ge- and Ti-centres in quartz is studied over a large dose range. After an initial signal increase in the low dose range, both defects show a pronounced decrease in signal intensities for high doses. The model by Euler and Kahan [1987. Radiation effects and anelastic loss in germanium-doped quartz. Phys. Rev. B 35 (9), 4351-4359], in which the signal drop is explained by an enhanced trapping of holes at the electron trapping site, is critically discussed. A generalization of the model is then developed, following similar considerations by Lawless et al. [2005. A model for non-monotonic dose dependence of thermoluminescence (TL). J. Phys. Condens. Matter 17, 737-753], who explained a signal drop in TL by an enhanced recombination rate with electrons at the recombination centre. Finally, an alternative model for the signal decay is given, based on the competition between single and double electron capture at the electron trapping site. From the critical discussion of the different models it is concluded that the double electron capture mechanism is the most probable effect for the dose response
A Mathematical Model for Non-monotonic Deposition Profiles in Deep Bed Filtration Systems
DEFF Research Database (Denmark)
Yuan, Hao; Shapiro, Alexander
2011-01-01
A mathematical model for suspension/colloid flow in porous media and non-monotonic deposition is proposed. It accounts for the migration of particles associated with the pore walls via the second energy minimum (surface associated phase). The surface associated phase migration is characterized...... by advection and diffusion/dispersion. The proposed model is able to produce a nonmonotonic deposition profile. A set of methods for estimating the modeling parameters is provided in the case of minimal particle release. The estimation can be easily performed with available experimental information....... The numerical modeling results highly agree with the experimental observations, which proves the ability of the model to catch a non-monotonic deposition profile in practice. An additional equation describing a mobile population behaving differently from the injected population seems to be a sufficient...
Directory of Open Access Journals (Sweden)
Lara Li Hesse
2016-08-01
Full Text Available The occurrence of tinnitus can be linked to hearing loss in the majority of cases, but there is nevertheless a large degree of unexplained heterogeneity in the relation between hearing loss and tinnitus. Part of the problem might be that hearing loss is usually quantified in terms of increased hearing thresholds, which only provides limited information about the underlying cochlear damage. Moreover, noise exposure that does not cause hearing threshold loss can still lead to hidden hearing loss (HHL, i.e. functional deafferentation of auditory nerve fibres (ANFs through loss of synaptic ribbons in inner hair cells. Whilst it is known that increased hearing thresholds can trigger increases in spontaneous neural activity in the central auditory system, i.e. a putative neural correlate of tinnitus, the central effects of HHL have not yet been investigated. Here, we exposed mice to octave-band noise at 100 and 105 dB SPL, to generate HHL and permanent increases of hearing thresholds, respectively. Deafferentation of ANFs was confirmed through measurement of auditory brainstem responses and cochlear immunohistochemistry. Acute extracellular recordings from the auditory midbrain (inferior colliculus demonstrated increases in spontaneous neuronal activity (a putative neural correlate of tinnitus in both groups. Surprisingly the increase in spontaneous activity was most pronounced in the mice with HHL, suggesting that the relation between hearing loss and neuronal hyperactivity might be more complex than currently understood. Our computational model indicated that these differences in neuronal hyperactivity could arise from different degrees of deafferentation of low-threshold ANFs in the two exposure groups.Our results demonstrate that HHL is sufficient to induce changes in central auditory processing, and they also indicate a non-monotonic relationship between cochlear damage and neuronal hyperactivity, suggesting an explanation for why tinnitus might
A Nonmonotone Line Search Filter Algorithm for the System of Nonlinear Equations
Directory of Open Access Journals (Sweden)
Zhong Jin
2012-01-01
Full Text Available We present a new iterative method based on the line search filter method with the nonmonotone strategy to solve the system of nonlinear equations. The equations are divided into two groups; some equations are treated as constraints and the others act as the objective function, and the two groups are just updated at the iterations where it is needed indeed. We employ the nonmonotone idea to the sufficient reduction conditions and filter technique which leads to a flexibility and acceptance behavior comparable to monotone methods. The new algorithm is shown to be globally convergent and numerical experiments demonstrate its effectiveness.
Laser induced non-monotonic degradation in short-circuit current of triple-junction solar cells
Dou, Peng-Cheng; Feng, Guo-Bin; Zhang, Jian-Min; Song, Ming-Ying; Zhang, Zhen; Li, Yun-Peng; Shi, Yu-Bin
2018-06-01
In order to study the continuous wave (CW) laser radiation effects and mechanism of GaInP/GaAs/Ge triple-junction solar cells (TJSCs), 1-on-1 mode irradiation experiments were carried out. It was found that the post-irradiation short circuit current (ISC) of the TJSCs initially decreased and then increased with increasing of irradiation laser power intensity. To explain this phenomenon, a theoretical model had been established and then verified by post-damage tests and equivalent circuit simulations. Conclusion was drawn that laser induced alterations in the surface reflection and shunt resistance were the main causes for the observed non-monotonic decrease in the ISC of the TJSCs.
Non-monotonic reasoning in conceptual modeling and ontology design: A proposal
CSIR Research Space (South Africa)
Casini, G
2013-06-01
Full Text Available -1 2nd International Workshop on Ontologies and Conceptual Modeling (Onto.Com 2013), Valencia, Spain, 17-21 June 2013 Non-monotonic reasoning in conceptual modeling and ontology design: A proposal Giovanni Casini1 and Alessandro Mosca2 1...
Alternans by non-monotonic conduction velocity restitution, bistability and memory
International Nuclear Information System (INIS)
Kim, Tae Yun; Hong, Jin Hee; Heo, Ryoun; Lee, Kyoung J
2013-01-01
Conduction velocity (CV) restitution is a key property that characterizes any medium supporting traveling waves. It reflects not only the dynamics of the individual constituents but also the coupling mechanism that mediates their interaction. Recent studies have suggested that cardiac tissues, which have a non-monotonic CV-restitution property, can support alternans, a period-2 oscillatory response of periodically paced cardiac tissue. This study finds that single-hump, non-monotonic, CV-restitution curves are a common feature of in vitro cultures of rat cardiac cells. We also find that the Fenton–Karma model, one of the well-established mathematical models of cardiac tissue, supports a very similar non-monotonic CV restitution in a physiologically relevant parameter regime. Surprisingly, the mathematical model as well as the cell cultures support bistability and show cardiac memory that tends to work against the generation of an alternans. Bistability was realized by adopting two different stimulation protocols, ‘S1S2’, which produces a period-1 wave train, and ‘alternans-pacing’, which favors a concordant alternans. Thus, we conclude that the single-hump non-monotonicity in the CV-restitution curve is not sufficient to guarantee a cardiac alternans, since cardiac memory interferes and the way the system is paced matters. (paper)
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
Velásquez-Rojas, Fátima; Vazquez, Federico
2017-05-01
Opinion formation and disease spreading are among the most studied dynamical processes on complex networks. In real societies, it is expected that these two processes depend on and affect each other. However, little is known about the effects of opinion dynamics over disease dynamics and vice versa, since most studies treat them separately. In this work we study the dynamics of the voter model for opinion formation intertwined with that of the contact process for disease spreading, in a population of agents that interact via two types of connections, social and contact. These two interacting dynamics take place on two layers of networks, coupled through a fraction q of links present in both networks. The probability that an agent updates its state depends on both the opinion and disease states of the interacting partner. We find that the opinion dynamics has striking consequences on the statistical properties of disease spreading. The most important is that the smooth (continuous) transition from a healthy to an endemic phase observed in the contact process, as the infection probability increases beyond a threshold, becomes abrupt (discontinuous) in the two-layer system. Therefore, disregarding the effects of social dynamics on epidemics propagation may lead to a misestimation of the real magnitude of the spreading. Also, an endemic-healthy discontinuous transition is found when the coupling q overcomes a threshold value. Furthermore, we show that the disease dynamics delays the opinion consensus, leading to a consensus time that varies nonmonotonically with q in a large range of the model's parameters. A mean-field approach reveals that the coupled dynamics of opinions and disease can be approximately described by the dynamics of the voter model decoupled from that of the contact process, with effective probabilities of opinion and disease transmission.
On-line learning of non-monotonic rules by simple perceptron
Inoue, Jun-ichi; Nishimori, Hidetoshi; Kabashima, Yoshiyuki
1997-01-01
We study the generalization ability of a simple perceptron which learns unlearnable rules. The rules are presented by a teacher perceptron with a non-monotonic transfer function. The student is trained in the on-line mode. The asymptotic behaviour of the generalization error is estimated under various conditions. Several learning strategies are proposed and improved to obtain the theoretical lower bound of the generalization error.
ASPMT(QS): Non-Monotonic Spatial Reasoning with Answer Set Programming Modulo Theories
Wałęga, Przemysław Andrzej; Bhatt, Mehul; Schultz, Carl
2015-01-01
The systematic modelling of \\emph{dynamic spatial systems} [9] is a key requirement in a wide range of application areas such as comonsense cognitive robotics, computer-aided architecture design, dynamic geographic information systems. We present ASPMT(QS), a novel approach and fully-implemented prototype for non-monotonic spatial reasoning ---a crucial requirement within dynamic spatial systems-- based on Answer Set Programming Modulo Theories (ASPMT). ASPMT(QS) consists of a (qualitative) s...
Non-Monotonic Spatial Reasoning with Answer Set Programming Modulo Theories
Wałęga, Przemysław Andrzej; Schultz, Carl; Bhatt, Mehul
2016-01-01
The systematic modelling of dynamic spatial systems is a key requirement in a wide range of application areas such as commonsense cognitive robotics, computer-aided architecture design, and dynamic geographic information systems. We present ASPMT(QS), a novel approach and fully-implemented prototype for non-monotonic spatial reasoning -a crucial requirement within dynamic spatial systems- based on Answer Set Programming Modulo Theories (ASPMT). ASPMT(QS) consists of a (qualitative) spatial re...
The non-monotonic shear-thinning flow of two strongly cohesive concentrated suspensions
Buscall, Richard; Kusuma, Tiara E.; Stickland, Anthony D.; Rubasingha, Sayuri; Scales, Peter J.; Teo, Hui-En; Worrall, Graham L.
2014-01-01
The behaviour in simple shear of two concentrated and strongly cohesive mineral suspensions showing highly non-monotonic flow curves is described. Two rheometric test modes were employed, controlled stress and controlled shear-rate. In controlled stress mode the materials showed runaway flow above a yield stress, which, for one of the suspensions, varied substantially in value and seemingly at random from one run to the next, such that the up flow-curve appeared to be quite irreproducible. Th...
Lagarde, Fabien; Beausoleil, Claire; Belcher, Scott M; Belzunces, Luc P; Emond, Claude; Guerbet, Michel; Rousselle, Christophe
2015-01-01
International audience; Experimental studies investigating the effects of endocrine disruptors frequently identify potential unconventional dose-response relationships called non-monotonic dose-response (NMDR) relationships. Standardized approaches for investigating NMDR relationships in a risk assessment context are missing. The aim of this work was to develop criteria for assessing the strength of NMDR relationships. A literature search was conducted to identify published studies that repor...
Internal m=1, n=1 helical mode in a tokamak with nonmonotonic current profile
International Nuclear Information System (INIS)
Kuvshinov, B.N.; Mikhajlovskij, A.B.
1988-01-01
Internal helical mode in a tokamak with two resonance surfaces, on which storing coefficient reduces to unity is studied theoretically. A general criterion for the investigated perturbations stability is obtained. Dispersion equation, describing both ideal and resistive helical modes, is derived. Analytic calculations for the case of perturbations localized near the tokamak axis are made. It is shown that in the framework of standard ideal hydrodynamics such perturbations are unstable at characteristic nonmonotonous profiles of the current
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.
International Nuclear Information System (INIS)
Kimberly, David A.; Salice, Christopher J.
2015-01-01
Generally, ecotoxicologists rely on short-term tests that assume populations to be static. Conversely, natural populations may be exposed to the same stressors for many generations, which can alter tolerance to the same (or other) stressors. The objective of this study was to improve our understanding of how multigenerational stressors alter life history traits and stressor tolerance. After continuously exposing Daphnia magna to cadmium for 120 days, we assessed life history traits and conducted a challenge at higher temperature and cadmium concentrations. Predictably, individuals exposed to cadmium showed an overall decrease in reproductive output compared to controls. Interestingly, control D. magna were the most cadmium tolerant to novel cadmium, followed by those exposed to high cadmium. Our data suggest that long-term exposure to cadmium alter tolerance traits in a non-monotonic way. Because we observed effects after one-generation removal from cadmium, transgenerational effects may be possible as a result of multigenerational exposure. - Highlights: • Daphnia magna exposed to cadmium for 120 days. • D. magna exposed to cadmium had decreased reproductive output. • Control D. magna were most cadmium tolerant to novel cadmium stress. • Long-term exposure to cadmium alter tolerance traits in a non-monotonic way. • Transgenerational effects observed as a result of multigenerational exposure. - Adverse effects of long-term cadmium exposure persist into cadmium free conditions, as seen by non-monotonic responses when exposed to novel stress one generation removed.
Nonmonotonic quantum-to-classical transition in multiparticle interference
DEFF Research Database (Denmark)
Ra, Young-Sik; Tichy, Malte; Lim, Hyang-Tag
2013-01-01
Quantum-mechanical wave–particle duality implies that probability distributions for granular detection events exhibit wave-like interference. On the single-particle level, this leads to self-interference—e.g., on transit across a double slit—for photons as well as for large, massive particles...... that interference fades away monotonically with increasing distinguishability—in accord with available experimental evidence on the single- and on the many-particle level. Here, we demonstrate experimentally and theoretically that such monotonicity of the quantum-to-classical transition is the exception rather than...
Biological Variance in Agricultural Products. Theoretical Considerations
Tijskens, L.M.M.; Konopacki, P.
2003-01-01
The food that we eat is uniform neither in shape or appearance nor in internal composition or content. Since technology became increasingly important, the presence of biological variance in our food became more and more of a nuisance. Techniques and procedures (statistical, technical) were
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
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.
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...
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
Directory of Open Access Journals (Sweden)
S. Makireddi
2017-07-01
Full Text Available Graphene-polymer nanocomposite films show good piezoresistive behaviour and it is reported that the sensitivity increases either with the increased sheet resistance or decreased number density of the graphene fillers. A little is known about this behaviour near the percolation region. In this study, graphene nanoplatelet (GNP/poly (methyl methacrylate (PMMA flexible films are fabricated via solution casting process at varying weight percent of GNP. Electrical and piezoresistive behaviour of these films is studied as a function of GNP concentration. Piezoresistive strain sensitivity of the films is measured by affixing the film to an aluminium specimen which is subjected to monotonic uniaxial tensile load. The change in resistance of the film with strain is monitored using a four probe. An electrical percolation threshold at 3 weight percent of GNP is observed. We report non-monotonic piezoresistive behaviour of these films as a function GNP concentration. We observe an increase in gauge factor (GF with unstrained resistance of the films up to a critical resistance corresponding to percolation threshold. Beyond this limit the GF decreases with unstrained resistance.
Oscillation of Nonlinear Delay Differential Equation with Non-Monotone Arguments
Directory of Open Access Journals (Sweden)
Özkan Öcalan
2017-07-01
Full Text Available Consider the first-order nonlinear retarded differential equation $$ x^{\\prime }(t+p(tf\\left( x\\left( \\tau (t\\right \\right =0, t\\geq t_{0} $$ where $p(t$ and $\\tau (t$ are function of positive real numbers such that $%\\tau (t\\leq t$ for$\\ t\\geq t_{0},\\ $and$\\ \\lim_{t\\rightarrow \\infty }\\tau(t=\\infty $. Under the assumption that the retarded argument is non-monotone, new oscillation results are given. An example illustrating the result is also given.
Application of non-monotonic logic to failure diagnosis of nuclear power plant
International Nuclear Information System (INIS)
Takahashi, M.; Kitamura, M.; Sugiyama, K.
1989-01-01
A prototype diagnosis system for nuclear power plants was developed based on Truth Maintenance systems: TMS and Dempster-Shafer probability theory. The purpose of this paper is to establish basic technique for more intelligent, man-computer cooperative diagnosis system. The developed system is capable of carrying out the diagnostic inference under the imperfect observation condition with the help of the proposed belief revision procedure with TMS and the systematic uncertainty treatment with Dempster-Shafer theory. The usefulness and potentiality of the present non-monotonic logic were demonstrated through simulation experiments
Nonmonotonic Behavior of Supermultiplet Pattern Formation in a Noisy Lotka-Volterra System
International Nuclear Information System (INIS)
Fiasconaro, A.; Valenti, D.; Spagnolo, B.
2004-01-01
The noise-induced pattern formation in a population dynamical model of three interacting species in the coexistence regime is investigated. A coupled map lattice of Lotka-Volterra equations in the presence of multiplicative noise is used to analyze the spatiotemporal evolution. The spatial correlation of the species concentration as a function of time and of the noise intensity is investigated. A nonmonotonic behavior of the area of the patterns as a function of both noise intensity and evolution time is found. (author)
A Nonmonotone Trust Region Method for Nonlinear Programming with Simple Bound Constraints
International Nuclear Information System (INIS)
Chen, Z.-W.; Han, J.-Y.; Xu, D.-C.
2001-01-01
In this paper we propose a nonmonotone trust region algorithm for optimization with simple bound constraints. Under mild conditions, we prove the global convergence of the algorithm. For the monotone case it is also proved that the correct active set can be identified in a finite number of iterations if the strict complementarity slackness condition holds, and so the proposed algorithm reduces finally to an unconstrained minimization method in a finite number of iterations, allowing a fast asymptotic rate of convergence. Numerical experiments show that the method is efficient
Energy Technology Data Exchange (ETDEWEB)
Cao, Haiming; Xing, Pengfei, E-mail: pfxing@tju.edu.cn; Yao, Dongsheng; Wu, Ping
2017-05-01
Cubic bixbyite In{sub 2}O{sub 3} nanoparticles with room temperature d{sup 0} ferromagnetism were prepared by sol-gel method with the air annealing temperature ranging from 500 to 900 °C. X-ray diffraction, X-ray photoelectron spectroscopy, Raman-scattering and photoluminescence were carried out to demonstrate the presence of oxygen vacancies. The lattice constant, the atomic ratio of crystal O and In, the Raman peak at 369 cm{sup −1}, the PL emission peak at 396 nm and the saturation magnetization of d{sup 0} ferromagnetism all had a consistent non-monotonic change with the increasing annealing temperature. With further considering the relation between the grain size and the distribution of oxygen vacancies, we think that d{sup 0} ferromagnetism in our samples is directly related with the singly charged oxygen vacancies at the surface of In{sub 2}O{sub 3} nanoparticles. - Highlights: • Effect of air-annealing temperature on the d{sup 0} ferromagnetism of pure In{sub 2}O{sub 3}. • Oxygen-deficiency states of all samples were detected by Raman scattering and PL. • Ferromagnetism changes non-monotonically with the increasing annealing temperature. • d{sup 0} ferromagnetism in our In{sub 2}O{sub 3} nanoparticles is related with the surface V{sub O}{sup +}.
Variance based OFDM frame synchronization
Directory of Open Access Journals (Sweden)
Z. Fedra
2012-04-01
Full Text Available The paper deals with a new frame synchronization scheme for OFDM systems and calculates the complexity of this scheme. The scheme is based on the computing of the detection window variance. The variance is computed in two delayed times, so a modified Early-Late loop is used for the frame position detection. The proposed algorithm deals with different variants of OFDM parameters including guard interval, cyclic prefix, and has good properties regarding the choice of the algorithm's parameters since the parameters may be chosen within a wide range without having a high influence on system performance. The verification of the proposed algorithm functionality has been performed on a development environment using universal software radio peripheral (USRP hardware.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Li, Yang; Pirvu, Traian A
2011-01-01
This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma approximation is employed to overcome it. Thus, the optimization problem is reduced to a well posed quadratic program. The methodology developed in this paper can be also applied to pricing and hedging in incomplete markets.
Non-monotonic wetting behavior of chitosan films induced by silver nanoparticles
Energy Technology Data Exchange (ETDEWEB)
Praxedes, A.P.P.; Webler, G.D.; Souza, S.T. [Instituto de Física, Universidade Federal de Alagoas, 57072-970 Maceió, AL (Brazil); Ribeiro, A.S. [Instituto de Química e Biotecnologia, Universidade Federal de Alagoas, 57072-970 Maceió, AL (Brazil); Fonseca, E.J.S. [Instituto de Física, Universidade Federal de Alagoas, 57072-970 Maceió, AL (Brazil); Oliveira, I.N. de, E-mail: italo@fis.ufal.br [Instituto de Física, Universidade Federal de Alagoas, 57072-970 Maceió, AL (Brazil)
2016-05-01
Highlights: • The addition of silver nanoparticles modifies the morphology of chitosan films. • Metallic nanoparticles can be used to control wetting properties of chitosan films. • The contact angle shows a non-monotonic dependence on the silver concentration. - Abstract: The present work is devoted to the study of structural and wetting properties of chitosan-based films containing silver nanoparticles. In particular, the effects of silver concentration on the morphology of chitosan films are characterized by different techniques, such as atomic force microscopy (AFM), X-ray diffraction (XRD) and Fourier transform infrared spectroscopy (FTIR). By means of dynamic contact angle measurements, we study the modification on surface properties of chitosan-based films due to the addition of silver nanoparticles. The results are analyzed in the light of molecular-kinetic theory which describes the wetting phenomena in terms of statistical dynamics for the displacement of liquid molecules in a solid substrate. Our results show that the wetting properties of chitosan-based films are high sensitive to the fraction of silver nanoparticles, with the equilibrium contact angle exhibiting a non-monotonic behavior.
Induction and Confirmation Theory: An Approach based on a Paraconsistent Nonmonotonic Logic
Directory of Open Access Journals (Sweden)
Ricardo Sousa Silvestre
2010-12-01
Full Text Available This paper is an effort to realize and explore the connections that exist between nonmonotonic logic and confirmation theory. We pick up one of the most wide-spread nonmonotonic formalisms – default logic – and analyze to what extent and under what adjustments it could work as a logic of induction in the philosophical sense. By making use of this analysis, we extend default logic so as to make it able to minimally perform the task of a logic of induction, having as a result a system which we believe has interesting properties from the standpoint of theory of confirmation. It is for instance able to represent chains of inductive rules as well as to reason paraconsistently on the conclusions obtained from them. We then use this logic to represent some traditional ideas concerning confirmation theory, in particular the ones proposed by Carl Hempel in his classical paper “Studies in the Logic of Confirmation” of 1945 and the ones incorporated in the so-called abductive and hy-pothetico-deductive models.
Induction and Confirmation Theory: An Approach based on a Paraconsistent Nonmonotonic Logic
Directory of Open Access Journals (Sweden)
Ricardo Sousa Silvestre
2011-05-01
Full Text Available This paper is an effort to realize and explore the connections that exist between nonmonotonic logic and confirmation theory. We pick up one of the most wide-spread nonmonotonic formalisms – default logic – and analyze to what extent and under what adjustments it could work as a logic of induction in the philosophical sense. By making use of this analysis, we extend default logic so as to make it able to minimally perform the task of a logic of induction, having as a result a system which we believe has interesting properties from the standpoint of theory of confirmation. It is for instance able to represent chains of inductive rules as well as to reason paraconsistently on the conclusions obtained from them. We then use this logic to represent some traditional ideas concerning confirmation theory, in particular the ones proposed by Carl Hempel in his classical paper "Studies in the Logic of Confirmation" of 1945 and the ones incorporated in the so-called abductive and hy-pothetico-deductive models.
Large Airborne Full Tensor Gradient Data Inversion Based on a Non-Monotone Gradient Method
Sun, Yong; Meng, Zhaohai; Li, Fengting
2018-03-01
Following the development of gravity gradiometer instrument technology, the full tensor gravity (FTG) data can be acquired on airborne and marine platforms. Large-scale geophysical data can be obtained using these methods, making such data sets a number of the "big data" category. Therefore, a fast and effective inversion method is developed to solve the large-scale FTG data inversion problem. Many algorithms are available to accelerate the FTG data inversion, such as conjugate gradient method. However, the conventional conjugate gradient method takes a long time to complete data processing. Thus, a fast and effective iterative algorithm is necessary to improve the utilization of FTG data. Generally, inversion processing is formulated by incorporating regularizing constraints, followed by the introduction of a non-monotone gradient-descent method to accelerate the convergence rate of FTG data inversion. Compared with the conventional gradient method, the steepest descent gradient algorithm, and the conjugate gradient algorithm, there are clear advantages of the non-monotone iterative gradient-descent algorithm. Simulated and field FTG data were applied to show the application value of this new fast inversion method.
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)
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 ...
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.
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.)
Stair-Step Particle Flux Spectra on the Lunar Surface: Evidence for Nonmonotonic Potentials?
Collier, Michael R.; Newheart, Anastasia; Poppe, Andrew R.; Hills, H. Kent; Farrell, William M.
2016-01-01
We present examples of unusual "stair-step" differential flux spectra observed by the Apollo 14 Suprathermal Ion Detector Experiment on the lunar dayside surface in Earth's magnetotail. These spectra exhibit a relatively constant differential flux below some cutoff energy and then drop off precipitously, by about an order of magnitude or more, at higher energies. We propose that these spectra result from photoions accelerated on the lunar dayside by nonmonotonic potentials (i.e.,potentials that do not decay to zero monotonically) and present a model for the expected differential flux. The energy of the cutoff and the magnitude of the differential flux are related to the properties of the local space environment and are consistent with the observed flux spectra. If this interpretation is correct, these surface-based ion observations provide a unique perspective that both complements and enhances the conclusions obtained by remote-sensing orbiter observations on the Moon's exospheric and electrostatic properties.
DEFF Research Database (Denmark)
Schjær-Jacobsen, Hans
2012-01-01
uncertainty can be calculated. The possibility approach is particular well suited for representation of uncertainty of a non-statistical nature due to lack of knowledge and requires less information than the probability approach. Based on the kind of uncertainty and knowledge present, these aspects...... to the understanding of similarities and differences of the two approaches as well as practical applications. The probability approach offers a good framework for representation of randomness and variability. Once the probability distributions of uncertain parameters and their correlations are known the resulting...... are thoroughly discussed in the case of rectangular representation of uncertainty by the uniform probability distribution and the interval, respectively. Also triangular representations are dealt with and compared. Calculation of monotonic as well as non-monotonic functions of variables represented...
Energy Technology Data Exchange (ETDEWEB)
Zhao Xuejing [Universite de Technologie de Troyes, Institut Charles Delaunay and STMR UMR CNRS 6279, 12 rue Marie Curie, 10010 Troyes (France); School of mathematics and statistics, Lanzhou University, Lanzhou 730000 (China); Fouladirad, Mitra, E-mail: mitra.fouladirad@utt.f [Universite de Technologie de Troyes, Institut Charles Delaunay and STMR UMR CNRS 6279, 12 rue Marie Curie, 10010 Troyes (France); Berenguer, Christophe [Universite de Technologie de Troyes, Institut Charles Delaunay and STMR UMR CNRS 6279, 12 rue Marie Curie, 10010 Troyes (France); Bordes, Laurent [Universite de Pau et des Pays de l' Adour, LMA UMR CNRS 5142, 64013 PAU Cedex (France)
2010-08-15
The aim of this paper is to discuss the problem of modelling and optimising condition-based maintenance policies for a deteriorating system in presence of covariates. The deterioration is modelled by a non-monotone stochastic process. The covariates process is assumed to be a time-homogenous Markov chain with finite state space. A model similar to the proportional hazards model is used to show the influence of covariates on the deterioration. In the framework of the system under consideration, an appropriate inspection/replacement policy which minimises the expected average maintenance cost is derived. The average cost under different conditions of covariates and different maintenance policies is analysed through simulation experiments to compare the policies performances.
International Nuclear Information System (INIS)
Zhao Xuejing; Fouladirad, Mitra; Berenguer, Christophe; Bordes, Laurent
2010-01-01
The aim of this paper is to discuss the problem of modelling and optimising condition-based maintenance policies for a deteriorating system in presence of covariates. The deterioration is modelled by a non-monotone stochastic process. The covariates process is assumed to be a time-homogenous Markov chain with finite state space. A model similar to the proportional hazards model is used to show the influence of covariates on the deterioration. In the framework of the system under consideration, an appropriate inspection/replacement policy which minimises the expected average maintenance cost is derived. The average cost under different conditions of covariates and different maintenance policies is analysed through simulation experiments to compare the policies performances.
Katushkina, O. A.; Alexashov, D. B.; Izmodenov, V. V.; Gvaramadze, V. V.
2017-02-01
High-resolution mid-infrared observations of astrospheres show that many of them have filamentary (cirrus-like) structure. Using numerical models of dust dynamics in astrospheres, we suggest that their filamentary structure might be related to specific spatial distribution of the interstellar dust around the stars, caused by a gyrorotation of charged dust grains in the interstellar magnetic field. Our numerical model describes the dust dynamics in astrospheres under an influence of the Lorentz force and assumption of a constant dust charge. Calculations are performed for the dust grains with different sizes separately. It is shown that non-monotonic spatial dust distribution (viewed as filaments) appears for dust grains with the period of gyromotion comparable with the characteristic time-scale of the dust motion in the astrosphere. Numerical modelling demonstrates that the number of filaments depends on charge-to-mass ratio of dust.
Non-monotonicity and divergent time scale in Axelrod model dynamics
Vazquez, F.; Redner, S.
2007-04-01
We study the evolution of the Axelrod model for cultural diversity, a prototypical non-equilibrium process that exhibits rich dynamics and a dynamic phase transition between diversity and an inactive state. We consider a simple version of the model in which each individual possesses two features that can assume q possibilities. Within a mean-field description in which each individual has just a few interaction partners, we find a phase transition at a critical value qc between an active, diverse state for q < qc and a frozen state. For q lesssim qc, the density of active links is non-monotonic in time and the asymptotic approach to the steady state is controlled by a time scale that diverges as (q-qc)-1/2.
Alekseev, P. S.; Dmitriev, A. P.; Gornyi, I. V.; Kachorovskii, V. Yu.; Narozhny, B. N.; Titov, M.
2018-02-01
Ultrapure conductors may exhibit hydrodynamic transport where the collective motion of charge carriers resembles the flow of a viscous fluid. In a confined geometry (e.g., in ultra-high-quality nanostructures), the electronic fluid assumes a Poiseuille-type flow. Applying an external magnetic field tends to diminish viscous effects leading to large negative magnetoresistance. In two-component systems near charge neutrality, the hydrodynamic flow of charge carriers is strongly affected by the mutual friction between the two constituents. At low fields, the magnetoresistance is negative, however, at high fields the interplay between electron-hole scattering, recombination, and viscosity results in a dramatic change of the flow profile: the magnetoresistance changes its sign and eventually becomes linear in very high fields. This nonmonotonic magnetoresistance can be used as a fingerprint to detect viscous flow in two-component conducting systems.
Zoeller, R Thomas; Vandenberg, Laura N
2015-05-15
The fundamental principle in regulatory toxicology is that all chemicals are toxic and that the severity of effect is proportional to the exposure level. An ancillary assumption is that there are no effects at exposures below the lowest observed adverse effect level (LOAEL), either because no effects exist or because they are not statistically resolvable, implying that they would not be adverse. Chemicals that interfere with hormones violate these principles in two important ways: dose-response relationships can be non-monotonic, which have been reported in hundreds of studies of endocrine disrupting chemicals (EDCs); and effects are often observed below the LOAEL, including all environmental epidemiological studies examining EDCs. In recognition of the importance of this issue, Lagarde et al. have published the first proposal to qualitatively assess non-monotonic dose response (NMDR) relationships for use in risk assessments. Their proposal represents a significant step forward in the evaluation of complex datasets for use in risk assessments. Here, we comment on three elements of the Lagarde proposal that we feel need to be assessed more critically and present our arguments: 1) the use of Klimisch scores to evaluate study quality, 2) the concept of evaluating study quality without topical experts' knowledge and opinions, and 3) the requirement of establishing the biological plausibility of an NMDR before consideration for use in risk assessment. We present evidence-based logical arguments that 1) the use of the Klimisch score should be abandoned for assessing study quality; 2) evaluating study quality requires experts in the specific field; and 3) an understanding of mechanisms should not be required to accept observable, statistically valid phenomena. It is our hope to contribute to the important and ongoing debate about the impact of NMDRs on risk assessment with positive suggestions.
DEFF Research Database (Denmark)
Beausoleil, Claire; Ormsby, Jean-Nicolas; Gies, Andreas
2013-01-01
A workshop was held in Berlin September 12–14th 2012 to assess the state of the science of the data supporting low dose effects and non-monotonic dose responses (“low dose hypothesis”) for chemicals with endocrine activity (endocrine disrupting chemicals or EDCs). This workshop consisted of lectu...
Zhao, Shu-Xia
2018-03-01
In this work, the behavior of electron temperature against the power in argon inductively coupled plasma is investigated by a fluid model. The model properly reproduces the non-monotonic variation of temperature with power observed in experiments. By means of a novel electron mean energy equation proposed for the first time in this article, this electron temperature behavior is interpreted. In the overall considered power range, the skin effect of radio frequency electric field results in localized deposited power density, responsible for an increase of electron temperature with power by means of one parameter defined as power density divided by electron density. At low powers, the rate fraction of multistep and Penning ionizations of metastables that consume electron energy two times significantly increases with power, which dominates over the skin effect and consequently leads to the decrease of temperature with power. In the middle power regime, a transition region of temperature is given by the competition between the ionizing effect of metastables and the skin effect of electric field. The power location where the temperature alters its trend moves to the low power end as increasing the pressure due to the lack of metastables. The non-monotonic curve of temperature is asymmetric at the short chamber due to the weak role of skin effect in increasing the temperature and tends symmetric when axially prolonging the chamber. Still, the validity of the fluid model in this prediction is estimated and the role of neutral gas heating is guessed. This finding is helpful for people understanding the different trends of temperature with power in the literature.
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…
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.
Time-dependent, non-monotonic response of warm convective cloud fields to changes in aerosol loading
Directory of Open Access Journals (Sweden)
G. Dagan
2017-06-01
Full Text Available Large eddy simulations (LESs with bin microphysics are used here to study cloud fields' sensitivity to changes in aerosol loading and the time evolution of this response. Similarly to the known response of a single cloud, we show that the mean field properties change in a non-monotonic trend, with an optimum aerosol concentration for which the field reaches its maximal water mass or rain yield. This trend is a result of competition between processes that encourage cloud development versus those that suppress it. However, another layer of complexity is added when considering clouds' impact on the field's thermodynamic properties and how this is dependent on aerosol loading. Under polluted conditions, rain is suppressed and the non-precipitating clouds act to increase atmospheric instability. This results in warming of the lower part of the cloudy layer (in which there is net condensation and cooling of the upper part (net evaporation. Evaporation at the upper part of the cloudy layer in the polluted simulations raises humidity at these levels and thus amplifies the development of the next generation of clouds (preconditioning effect. On the other hand, under clean conditions, the precipitating clouds drive net warming of the cloudy layer and net cooling of the sub-cloud layer due to rain evaporation. These two effects act to stabilize the atmospheric boundary layer with time (consumption of the instability. The evolution of the field's thermodynamic properties affects the cloud properties in return, as shown by the migration of the optimal aerosol concentration toward higher values.
Canonical single field slow-roll inflation with a non-monotonic tensor-to-scalar ratio
Energy Technology Data Exchange (ETDEWEB)
Germán, Gabriel [Rudolf Peierls Centre for Theoretical Physics, University of Oxford, 1 Keble Road, Oxford, OX1 3NP (United Kingdom); Herrera-Aguilar, Alfredo [Instituto de Física, Benemérita Universidad Autónoma de Puebla, Apdo. postal J-48, CP 72570, Puebla, Pue., México (Mexico); Hidalgo, Juan Carlos [Instituto de Ciencias Físicas, Universidad Nacional Autónoma de México, Apdo. postal 48-3, 62251 Cuernavaca, Morelos, México (Mexico); Sussman, Roberto A., E-mail: gabriel@fis.unam.mx, E-mail: aherrera@ifuap.buap.mx, E-mail: hidalgo@fis.unam.mx, E-mail: sussman@nucleares.unam.mx [Instituto de Ciencias Nucleares, Universidad Nacional Autónoma de México, Apdo. postal 70-543, 04510 México D. F., México (Mexico)
2016-05-01
We take a pragmatic, model independent approach to single field slow-roll canonical inflation by imposing conditions, not on the potential, but on the slow-roll parameter ε(φ) and its derivatives ε'(φ) and ε''(φ), thereby extracting general conditions on the tensor-to-scalar ratio r and the running n {sub sk} at φ {sub H} where the perturbations are produced, some 50–60 e -folds before the end of inflation. We find quite generally that for models where ε(φ) develops a maximum, a relatively large r is most likely accompanied by a positive running while a negligible tensor-to-scalar ratio implies negative running. The definitive answer, however, is given in terms of the slow-roll parameter ξ{sub 2}(φ). To accommodate a large tensor-to-scalar ratio that meets the limiting values allowed by the Planck data, we study a non-monotonic ε(φ) decreasing during most part of inflation. Since at φ {sub H} the slow-roll parameter ε(φ) is increasing, we thus require that ε(φ) develops a maximum for φ > φ {sub H} after which ε(φ) decrease to small values where most e -folds are produced. The end of inflation might occur trough a hybrid mechanism and a small field excursion Δφ {sub e} ≡ |φ {sub H} −φ {sub e} | is obtained with a sufficiently thin profile for ε(φ) which, however, should not conflict with the second slow-roll parameter η(φ). As a consequence of this analysis we find bounds for Δφ {sub e} , r {sub H} and for the scalar spectral index n {sub sH} . Finally we provide examples where these considerations are explicitly realised.
Variance function estimation for immunoassays
International Nuclear Information System (INIS)
Raab, G.M.; Thompson, R.; McKenzie, I.
1980-01-01
A computer program is described which implements a recently described, modified likelihood method of determining an appropriate weighting function to use when fitting immunoassay dose-response curves. The relationship between the variance of the response and its mean value is assumed to have an exponential form, and the best fit to this model is determined from the within-set variability of many small sets of repeated measurements. The program estimates the parameter of the exponential function with its estimated standard error, and tests the fit of the experimental data to the proposed model. Output options include a list of the actual and fitted standard deviation of the set of responses, a plot of actual and fitted standard deviation against the mean response, and an ordered list of the 10 sets of data with the largest ratios of actual to fitted standard deviation. The program has been designed for a laboratory user without computing or statistical expertise. The test-of-fit has proved valuable for identifying outlying responses, which may be excluded from further analysis by being set to negative values in the input file. (Auth.)
Semiparametric approach for non-monotone missing covariates in a parametric regression model
Sinha, Samiran
2014-02-26
Missing covariate data often arise in biomedical studies, and analysis of such data that ignores subjects with incomplete information may lead to inefficient and possibly biased estimates. A great deal of attention has been paid to handling a single missing covariate or a monotone pattern of missing data when the missingness mechanism is missing at random. In this article, we propose a semiparametric method for handling non-monotone patterns of missing data. The proposed method relies on the assumption that the missingness mechanism of a variable does not depend on the missing variable itself but may depend on the other missing variables. This mechanism is somewhat less general than the completely non-ignorable mechanism but is sometimes more flexible than the missing at random mechanism where the missingness mechansim is allowed to depend only on the completely observed variables. The proposed approach is robust to misspecification of the distribution of the missing covariates, and the proposed mechanism helps to nullify (or reduce) the problems due to non-identifiability that result from the non-ignorable missingness mechanism. The asymptotic properties of the proposed estimator are derived. Finite sample performance is assessed through simulation studies. Finally, for the purpose of illustration we analyze an endometrial cancer dataset and a hip fracture dataset.
Non-monotonic reorganization of brain networks with Alzheimer’s disease progression
Directory of Open Access Journals (Sweden)
Hyoungkyu eKim
2015-06-01
Full Text Available Background: Identification of stage-specific changes in brain network of patients with Alzheimer’s disease (AD is critical for rationally designed therapeutics that delays the progression of the disease. However, pathological neural processes and their resulting changes in brain network topology with disease progression are not clearly known. Methods: The current study was designed to investigate the alterations in network topology of resting state fMRI among patients in three different clinical dementia rating (CDR groups (i.e., CDR = 0.5, 1, 2 and amnestic mild cognitive impairment (aMCI and age-matched healthy subject groups. We constructed cost networks from these 5 groups and analyzed their network properties using graph theoretical measures.Results: The topological properties of AD brain networks differed in a non-monotonic, stage-specific manner. Interestingly, local and global efficiency and betweenness of the network were rather higher in the aMCI and AD (CDR 1 groups than those of prior stage groups. The number, location, and structure of rich-clubs changed dynamically as the disease progressed.Conclusions: The alterations in network topology of the brain are quite dynamic with AD progression, and these dynamic changes in network patterns should be considered meticulously for efficient therapeutic interventions of AD.
Directory of Open Access Journals (Sweden)
Elizabeth L. Sandvik
2015-11-01
Full Text Available Staphylococcus aureus is a notorious pathogen with a propensity to cause chronic, non-healing wounds. Bacterial persisters have been implicated in the recalcitrance of S. aureus infections, and this motivated us to examine the persistence of S. aureus to ciprofloxacin, a quinolone antibiotic. Upon treatment of exponential phase S. aureus with ciprofloxacin, we observed that survival was a non-monotonic function of ciprofloxacin concentration. Maximal killing occurred at 1 µg/mL ciprofloxacin, which corresponded to survival that was up to ~40-fold lower than that obtained with concentrations ≥ 5 µg/mL. Investigation of this phenomenon revealed that the non-monotonic response was associated with prophage induction, which facilitated killing of S. aureus persisters. Elimination of prophage induction with tetracycline was found to prevent cell lysis and persister killing. We anticipate that these findings may be useful for the design of quinolone treatments.
Voorspoels, Wouter; Navarro, Daniel J; Perfors, Amy; Ransom, Keith; Storms, Gert
2015-09-01
A robust finding in category-based induction tasks is for positive observations to raise the willingness to generalize to other categories while negative observations lower the willingness to generalize. This pattern is referred to as monotonic generalization. Across three experiments we find systematic non-monotonicity effects, in which negative observations raise the willingness to generalize. Experiments 1 and 2 show that this effect emerges in hierarchically structured domains when a negative observation from a different category is added to a positive observation. They also demonstrate that this is related to a specific kind of shift in the reasoner's hypothesis space. Experiment 3 shows that the effect depends on the assumptions that the reasoner makes about how inductive arguments are constructed. Non-monotonic reasoning occurs when people believe the facts were put together by a helpful communicator, but monotonicity is restored when they believe the observations were sampled randomly from the environment. Copyright © 2015 Elsevier Inc. All rights reserved.
Mapping axonal density and average diameter using non-monotonic time-dependent gradient-echo MRI
DEFF Research Database (Denmark)
Nunes, Daniel; Cruz, Tomás L; Jespersen, Sune N
2017-01-01
available in the clinic, or extremely long acquisition schemes to extract information from parameter-intensive models. In this study, we suggest that simple and time-efficient multi-gradient-echo (MGE) MRI can be used to extract the axon density from susceptibility-driven non-monotonic decay in the time...... the quantitative results are compared against ground-truth histology, they seem to reflect the axonal fraction (though with a bias, as evident from Bland-Altman analysis). As well, the extra-axonal fraction can be estimated. The results suggest that our model is oversimplified, yet at the same time evidencing......-dependent signal. We show, both theoretically and with simulations, that a non-monotonic signal decay will occur for multi-compartmental microstructures – such as axons and extra-axonal spaces, which we here used in a simple model for the microstructure – and that, for axons parallel to the main magnetic field...
The value of travel time variance
DEFF Research Database (Denmark)
Fosgerau, Mogens; Engelson, Leonid
2011-01-01
This paper considers the value of travel time variability under scheduling preferences that are defined in terms of linearly time varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability...... that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can freely choose departure time and to travellers who use a scheduled service with fixed headway. Depending...... on parameters, travellers may be risk averse or risk seeking and the value of travel time may increase or decrease in the mean travel time....
Influence of Family Structure on Variance Decomposition
DEFF Research Database (Denmark)
Edwards, Stefan McKinnon; Sarup, Pernille Merete; Sørensen, Peter
Partitioning genetic variance by sets of randomly sampled genes for complex traits in D. melanogaster and B. taurus, has revealed that population structure can affect variance decomposition. In fruit flies, we found that a high likelihood ratio is correlated with a high proportion of explained ge...... capturing pure noise. Therefore it is necessary to use both criteria, high likelihood ratio in favor of a more complex genetic model and proportion of genetic variance explained, to identify biologically important gene groups...
Efficient Cardinality/Mean-Variance Portfolios
Brito, R. Pedro; Vicente, Luís Nunes
2014-01-01
International audience; We propose a novel approach to handle cardinality in portfolio selection, by means of a biobjective cardinality/mean-variance problem, allowing the investor to analyze the efficient tradeoff between return-risk and number of active positions. Recent progress in multiobjective optimization without derivatives allow us to robustly compute (in-sample) the whole cardinality/mean-variance efficient frontier, for a variety of data sets and mean-variance models. Our results s...
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.
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.
Why risk is not variance: an expository note.
Cox, Louis Anthony Tony
2008-08-01
Variance (or standard deviation) of return is widely used as a measure of risk in financial investment risk analysis applications, where mean-variance analysis is applied to calculate efficient frontiers and undominated portfolios. Why, then, do health, safety, and environmental (HS&E) and reliability engineering risk analysts insist on defining risk more flexibly, as being determined by probabilities and consequences, rather than simply by variances? This note suggests an answer by providing a simple proof that mean-variance decision making violates the principle that a rational decisionmaker should prefer higher to lower probabilities of receiving a fixed gain, all else being equal. Indeed, simply hypothesizing a continuous increasing indifference curve for mean-variance combinations at the origin is enough to imply that a decisionmaker must find unacceptable some prospects that offer a positive probability of gain and zero probability of loss. Unlike some previous analyses of limitations of variance as a risk metric, this expository note uses only simple mathematics and does not require the additional framework of von Neumann Morgenstern utility theory.
Approximate zero-variance Monte Carlo estimation of Markovian unreliability
International Nuclear Information System (INIS)
Delcoux, J.L.; Labeau, P.E.; Devooght, J.
1997-01-01
Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)
Non-monotonic swelling of surface grafted hydrogels induced by pH and/or salt concentration
Longo, Gabriel S.; Olvera de la Cruz, Monica; Szleifer, I.
2014-09-01
We use a molecular theory to study the thermodynamics of a weak-polyacid hydrogel film that is chemically grafted to a solid surface. We investigate the response of the material to changes in the pH and salt concentration of the buffer solution. Our results show that the pH-triggered swelling of the hydrogel film has a non-monotonic dependence on the acidity of the bath solution. At most salt concentrations, the thickness of the hydrogel film presents a maximum when the pH of the solution is increased from acidic values. The quantitative details of such swelling behavior, which is not observed when the film is physically deposited on the surface, depend on the molecular architecture of the polymer network. This swelling-deswelling transition is the consequence of the complex interplay between the chemical free energy (acid-base equilibrium), the electrostatic repulsions between charged monomers, which are both modulated by the absorption of ions, and the ability of the polymer network to regulate charge and control its volume (molecular organization). In the absence of such competition, for example, for high salt concentrations, the film swells monotonically with increasing pH. A deswelling-swelling transition is similarly predicted as a function of the salt concentration at intermediate pH values. This reentrant behavior, which is due to the coupling between charge regulation and the two opposing effects triggered by salt concentration (screening electrostatic interactions and charging/discharging the acid groups), is similar to that found in end-grafted weak polyelectrolyte layers. Understanding how to control the response of the material to different stimuli, in terms of its molecular structure and local chemical composition, can help the targeted design of applications with extended functionality. We describe the response of the material to an applied pressure and an electric potential. We present profiles that outline the local chemical composition of the
Least-squares variance component estimation
Teunissen, P.J.G.; Amiri-Simkooei, A.R.
2007-01-01
Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a user-defined weight
Expected Stock Returns and Variance Risk Premia
DEFF Research Database (Denmark)
Bollerslev, Tim; Zhou, Hao
risk premium with the P/E ratio results in an R2 for the quarterly returns of more than twenty-five percent. The results depend crucially on the use of "model-free", as opposed to standard Black-Scholes, implied variances, and realized variances constructed from high-frequency intraday, as opposed...
Nonlinear Epigenetic Variance: Review and Simulations
Kan, Kees-Jan; Ploeger, Annemie; Raijmakers, Maartje E. J.; Dolan, Conor V.; van Der Maas, Han L. J.
2010-01-01
We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addition to our review, we present simulation studies…
Variance estimation for generalized Cavalieri estimators
Johanna Ziegel; Eva B. Vedel Jensen; Karl-Anton Dorph-Petersen
2011-01-01
The precision of stereological estimators based on systematic sampling is of great practical importance. This paper presents methods of data-based variance estimation for generalized Cavalieri estimators where errors in sampling positions may occur. Variance estimators are derived under perturbed systematic sampling, systematic sampling with cumulative errors and systematic sampling with random dropouts. Copyright 2011, Oxford University Press.
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.
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.
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.
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.
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.
How does variance in fertility change over the demographic transition?
Hruschka, Daniel J; Burger, Oskar
2016-04-19
Most work on the human fertility transition has focused on declines in mean fertility. However, understanding changes in the variance of reproductive outcomes can be equally important for evolutionary questions about the heritability of fertility, individual determinants of fertility and changing patterns of reproductive skew. Here, we document how variance in completed fertility among women (45-49 years) differs across 200 surveys in 72 low- to middle-income countries where fertility transitions are currently in progress at various stages. Nearly all (91%) of samples exhibit variance consistent with a Poisson process of fertility, which places systematic, and often severe, theoretical upper bounds on the proportion of variance that can be attributed to individual differences. In contrast to the pattern of total variance, these upper bounds increase from high- to mid-fertility samples, then decline again as samples move from mid to low fertility. Notably, the lowest fertility samples often deviate from a Poisson process. This suggests that as populations move to low fertility their reproduction shifts from a rate-based process to a focus on an ideal number of children. We discuss the implications of these findings for predicting completed fertility from individual-level variables. © 2016 The Author(s).
Hilpert, Markus; Johnson, William P.
2018-01-01
We used a recently developed simple mathematical network model to upscale pore-scale colloid transport information determined under unfavorable attachment conditions. Classical log-linear and nonmonotonic retention profiles, both well-reported under favorable and unfavorable attachment conditions, respectively, emerged from our upscaling. The primary attribute of the network is colloid transfer between bulk pore fluid, the near-surface fluid domain (NSFD), and attachment (treated as irreversible). The network model accounts for colloid transfer to the NSFD of downgradient grains and for reentrainment to bulk pore fluid via diffusion or via expulsion at rear flow stagnation zones (RFSZs). The model describes colloid transport by a sequence of random trials in a one-dimensional (1-D) network of Happel cells, which contain a grain and a pore. Using combinatorial analysis that capitalizes on the binomial coefficient, we derived from the pore-scale information the theoretical residence time distribution of colloids in the network. The transition from log-linear to nonmonotonic retention profiles occurs when the conditions underlying classical filtration theory are not fulfilled, i.e., when an NSFD colloid population is maintained. Then, nonmonotonic retention profiles result potentially both for attached and NSFD colloids. The concentration maxima shift downgradient depending on specific parameter choice. The concentration maxima were also shown to shift downgradient temporally (with continued elution) under conditions where attachment is negligible, explaining experimentally observed downgradient transport of retained concentration maxima of adhesion-deficient bacteria. For the case of zero reentrainment, we develop closed-form, analytical expressions for the shape, and the maximum of the colloid retention profile.
A Mean variance analysis of arbitrage portfolios
Fang, Shuhong
2007-03-01
Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.
Dynamic Mean-Variance Asset Allocation
Basak, Suleyman; Chabakauri, Georgy
2009-01-01
Mean-variance criteria remain prevalent in multi-period problems, and yet not much is known about their dynamically optimal policies. We provide a fully analytical characterization of the optimal dynamic mean-variance portfolios within a general incomplete-market economy, and recover a simple structure that also inherits several conventional properties of static models. We also identify a probability measure that incorporates intertemporal hedging demands and facilitates much tractability in ...
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)
Xuepeng Li
2009-01-01
Full Text Available Sufficient conditions for permanence of a semi-ratio-dependent predator-prey system with nonmonotonic functional response and time delay ̇1(=1([1(−11(1(−(−12(2(/(2+21(], ̇2(=2([2(−21(2(/1(], are obtained, where 1( and 2( stand for the density of the prey and the predator, respectively, and ≠0 is a constant. (≥0 stands for the time delays due to negative feedback of the prey population.
Genetic variants influencing phenotypic variance heterogeneity.
Ek, Weronica E; Rask-Andersen, Mathias; Karlsson, Torgny; Enroth, Stefan; Gyllensten, Ulf; Johansson, Åsa
2018-03-01
Most genetic studies identify genetic variants associated with disease risk or with the mean value of a quantitative trait. More rarely, genetic variants associated with variance heterogeneity are considered. In this study, we have identified such variance single-nucleotide polymorphisms (vSNPs) and examined if these represent biological gene × gene or gene × environment interactions or statistical artifacts caused by multiple linked genetic variants influencing the same phenotype. We have performed a genome-wide study, to identify vSNPs associated with variance heterogeneity in DNA methylation levels. Genotype data from over 10 million single-nucleotide polymorphisms (SNPs), and DNA methylation levels at over 430 000 CpG sites, were analyzed in 729 individuals. We identified vSNPs for 7195 CpG sites (P mean DNA methylation levels. We further showed that variance heterogeneity between genotypes mainly represents additional, often rare, SNPs in linkage disequilibrium (LD) with the respective vSNP and for some vSNPs, multiple low frequency variants co-segregating with one of the vSNP alleles. Therefore, our results suggest that variance heterogeneity of DNA methylation mainly represents phenotypic effects by multiple SNPs, rather than biological interactions. Such effects may also be important for interpreting variance heterogeneity of more complex clinical phenotypes.
The Variance Composition of Firm Growth Rates
Directory of Open Access Journals (Sweden)
Luiz Artur Ledur Brito
2009-04-01
Full Text Available Firms exhibit a wide variability in growth rates. This can be seen as another manifestation of the fact that firms are different from one another in several respects. This study investigated this variability using the variance components technique previously used to decompose the variance of financial performance. The main source of variation in growth rates, responsible for more than 40% of total variance, corresponds to individual, idiosyncratic firm aspects and not to industry, country, or macroeconomic conditions prevailing in specific years. Firm growth, similar to financial performance, is mostly unique to specific firms and not an industry or country related phenomenon. This finding also justifies using growth as an alternative outcome of superior firm resources and as a complementary dimension of competitive advantage. This also links this research with the resource-based view of strategy. Country was the second source of variation with around 10% of total variance. The analysis was done using the Compustat Global database with 80,320 observations, comprising 13,221 companies in 47 countries, covering the years of 1994 to 2002. It also compared the variance structure of growth to the variance structure of financial performance in the same sample.
Energy Technology Data Exchange (ETDEWEB)
Christoforou, Stavros, E-mail: stavros.christoforou@gmail.com [Kirinthou 17, 34100, Chalkida (Greece); Hoogenboom, J. Eduard, E-mail: j.e.hoogenboom@tudelft.nl [Department of Applied Sciences, Delft University of Technology (Netherlands)
2011-07-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k{sub eff} estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
International Nuclear Information System (INIS)
Christoforou, Stavros; Hoogenboom, J. Eduard
2011-01-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k_e_f_f estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
Directory of Open Access Journals (Sweden)
Feng Liu
2017-10-01
follows a placebo like curve, an Emax like curve, or log linear shape curve under fixed dose allocation, no adaptive allocation, half adaptive and adaptive scenarios. The bias though is significantly increased for the Emax model if the true dose response follows a U-shaped curve. Conclusions In most cases the Bayesian Emax model works effectively and efficiently, with low bias and good probability of success in case of monotonic dose response. However, if there is a belief that the dose response could be non-monotonic then the NDLM is the superior model to assess the dose response.
Liu, Feng; Walters, Stephen J; Julious, Steven A
2017-10-02
linear shape curve under fixed dose allocation, no adaptive allocation, half adaptive and adaptive scenarios. The bias though is significantly increased for the Emax model if the true dose response follows a U-shaped curve. In most cases the Bayesian Emax model works effectively and efficiently, with low bias and good probability of success in case of monotonic dose response. However, if there is a belief that the dose response could be non-monotonic then the NDLM is the superior model to assess the dose response.
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.
Nie, Xiaobing; Zheng, Wei Xing
2015-05-01
This paper is concerned with the problem of coexistence and dynamical behaviors of multiple equilibrium points for neural networks with discontinuous non-monotonic piecewise linear activation functions and time-varying delays. The fixed point theorem and other analytical tools are used to develop certain sufficient conditions that ensure that the n-dimensional discontinuous neural networks with time-varying delays can have at least 5(n) equilibrium points, 3(n) of which are locally stable and the others are unstable. The importance of the derived results is that it reveals that the discontinuous neural networks can have greater storage capacity than the continuous ones. Moreover, different from the existing results on multistability of neural networks with discontinuous activation functions, the 3(n) locally stable equilibrium points obtained in this paper are located in not only saturated regions, but also unsaturated regions, due to the non-monotonic structure of discontinuous activation functions. A numerical simulation study is conducted to illustrate and support the derived theoretical results. Copyright © 2015 Elsevier Ltd. All rights reserved.
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 for body weight in Japanese quails (Coturnix japonica
Directory of Open Access Journals (Sweden)
RO Resende
2005-03-01
Full Text Available The objective of this study was to estimate the variance components for body weight in Japanese quails by Bayesian procedures. The body weight at hatch (BWH and at 7 (BW07, 14 (BW14, 21 (BW21 and 28 days of age (BW28 of 3,520 quails was recorded from August 2001 to June 2002. A multiple-trait animal model with additive genetic, maternal environment and residual effects was implemented by Gibbs sampling methodology. A single Gibbs sampling with 80,000 rounds was generated by the program MTGSAM (Multiple Trait Gibbs Sampling in Animal Model. Normal and inverted Wishart distributions were used as prior distributions for the random effects and the variance components, respectively. Variance components were estimated based on the 500 samples that were left after elimination of 30,000 rounds in the burn-in period and 100 rounds of each thinning interval. The posterior means of additive genetic variance components were 0.15; 4.18; 14.62; 27.18 and 32.68; the posterior means of maternal environment variance components were 0.23; 1.29; 2.76; 4.12 and 5.16; and the posterior means of residual variance components were 0.084; 6.43; 22.66; 31.21 and 30.85, at hatch, 7, 14, 21 and 28 days old, respectively. The posterior means of heritability were 0.33; 0.35; 0.36; 0.43 and 0.47 at hatch, 7, 14, 21 and 28 days old, respectively. These results indicate that heritability increased with age. On the other hand, after hatch there was a marked reduction in the maternal environment variance proportion of the phenotypic variance, whose estimates were 0.50; 0.11; 0.07; 0.07 and 0.08 for BWH, BW07, BW14, BW21 and BW28, respectively. The genetic correlation between weights at different ages was high, except for those estimates between BWH and weight at other ages. Changes in body weight of quails can be efficiently achieved by selection.
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.
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.
Decomposition of Variance for Spatial Cox Processes.
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-03-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees.
Variance in binary stellar population synthesis
Breivik, Katelyn; Larson, Shane L.
2016-03-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations in less than a week, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Estimating quadratic variation using realized variance
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Shephard, N.
2002-01-01
with a rather general SV model - which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we...... have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values of M the RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd....
Hydrograph variances over different timescales in hydropower production networks
Zmijewski, Nicholas; Wörman, Anders
2016-08-01
The operation of water reservoirs involves a spectrum of timescales based on the distribution of stream flow travel times between reservoirs, as well as the technical, environmental, and social constraints imposed on the operation. In this research, a hydrodynamically based description of the flow between hydropower stations was implemented to study the relative importance of wave diffusion on the spectrum of hydrograph variance in a regulated watershed. Using spectral decomposition of the effluence hydrograph of a watershed, an exact expression of the variance in the outflow response was derived, as a function of the trends of hydraulic and geomorphologic dispersion and management of production and reservoirs. We show that the power spectra of involved time-series follow nearly fractal patterns, which facilitates examination of the relative importance of wave diffusion and possible changes in production demand on the outflow spectrum. The exact spectral solution can also identify statistical bounds of future demand patterns due to limitations in storage capacity. The impact of the hydraulic description of the stream flow on the reservoir discharge was examined for a given power demand in River Dalälven, Sweden, as function of a stream flow Peclet number. The regulation of hydropower production on the River Dalälven generally increased the short-term variance in the effluence hydrograph, whereas wave diffusion decreased the short-term variance over periods of white noise) as a result of current production objectives.
2010-07-01
...) PROCEDURE FOR VARIATIONS FROM SAFETY AND HEALTH REGULATIONS UNDER THE LONGSHOREMEN'S AND HARBOR WORKERS...) or 6(d) of the Williams-Steiger Occupational Safety and Health Act of 1970 (29 U.S.C. 655). The... under the Williams-Steiger Occupational Safety and Health Act of 1970, and any variance from §§ 1910.13...
78 FR 14122 - Revocation of Permanent Variances
2013-03-04
... Douglas Fir planking had to have at least a 1,900 fiber stress and 1,900,000 modulus of elasticity, while the Yellow Pine planking had to have at least 2,500 fiber stress and 2,000,000 modulus of elasticity... the permanent variances, and affected employees, to submit written data, views, and arguments...
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
Investors in fixed income markets are willing to pay a very large premium to be hedged against shocks in expected volatility and the size of this premium can be studied through variance swaps. Using thirty years of option and high-frequency data, we document the following novel stylized facts...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-01-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introducea general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive...
Variance Swap Replication: Discrete or Continuous?
Directory of Open Access Journals (Sweden)
Fabien Le Floc’h
2018-02-01
Full Text Available The popular replication formula to price variance swaps assumes continuity of traded option strikes. In practice, however, there is only a discrete set of option strikes traded on the market. We present here different discrete replication strategies and explain why the continuous replication price is more relevant.
Zero-intelligence realized variance estimation
Gatheral, J.; Oomen, R.C.A.
2010-01-01
Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and
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...
Variance in exposed perturbations impairs retention of visuomotor adaptation.
Canaveral, Cesar Augusto; Danion, Frédéric; Berrigan, Félix; Bernier, Pierre-Michel
2017-11-01
Sensorimotor control requires an accurate estimate of the state of the body. The brain optimizes state estimation by combining sensory signals with predictions of the sensory consequences of motor commands using a forward model. Given that both sensory signals and predictions are uncertain (i.e., noisy), the brain optimally weights the relative reliance on each source of information during adaptation. In support, it is known that uncertainty in the sensory predictions influences the rate and generalization of visuomotor adaptation. We investigated whether uncertainty in the sensory predictions affects the retention of a new visuomotor relationship. This was done by exposing three separate groups to a visuomotor rotation whose mean was common at 15° counterclockwise but whose variance around the mean differed (i.e., SD of 0°, 3.2°, or 4.5°). Retention was assessed by measuring the persistence of the adapted behavior in a no-vision phase. Results revealed that mean reach direction late in adaptation was similar across groups, suggesting it depended mainly on the mean of exposed rotations and was robust to differences in variance. However, retention differed across groups, with higher levels of variance being associated with a more rapid reversion toward nonadapted behavior. A control experiment ruled out the possibility that differences in retention were accounted for by differences in success rates. Exposure to variable rotations may have increased the uncertainty in sensory predictions, making the adapted forward model more labile and susceptible to change or decay. NEW & NOTEWORTHY The brain predicts the sensory consequences of motor commands through a forward model. These predictions are subject to uncertainty. We use visuomotor adaptation and modulate uncertainty in the sensory predictions by manipulating the variance in exposed rotations. Results reveal that variance does not influence the final extent of adaptation but selectively impairs the retention of
Variance risk premia in CO_2 markets: A political perspective
International Nuclear Information System (INIS)
Reckling, Dennis
2016-01-01
The European Commission discusses the change of free allocation plans to guarantee a stable market equilibrium. Selling over-allocated contracts effectively depreciates prices and negates the effect intended by the regulator to establish a stable price mechanism for CO_2 assets. Our paper investigates mispricing and allocation issues by quantitatively analyzing variance risk premia of CO_2 markets over the course of changing regimes (Phase I-III) for three different assets (European Union Allowances, Certified Emissions Reductions and European Reduction Units). The research paper gives recommendations to regulatory bodies in order to most effectively cap the overall carbon dioxide emissions. The analysis of an enriched dataset, comprising not only of additional CO_2 assets, but also containing data from the European Energy Exchange, shows that variance risk premia are equal to a sample average of 0.69 for European Union Allowances (EUA), 0.17 for Certified Emissions Reductions (CER) and 0.81 for European Reduction Units (ERU). We identify the existence of a common risk factor across different assets that justifies the presence of risk premia. Various policy implications with regards to gaining investors’ confidence in the market are being reviewed. Consequently, we recommend the implementation of a price collar approach to support stable prices for emission allowances. - Highlights: •Enriched dataset covering all three political phases of the CO_2 markets. •Clear policy implications for regulators to most effectively cap the overall CO_2 emissions pool. •Applying a cross-asset benchmark index for variance beta estimation. •CER contracts have been analyzed with respect to variance risk premia for the first time. •Increased forecasting accuracy for CO_2 asset returns by using variance risk premia.
A stable route to high-{beta}{sub p} plasmas with non-monotonic q-profiles
Energy Technology Data Exchange (ETDEWEB)
Soeldner, F X; Baranov, Y; Bhatnagar, V P; Bickley, A J; Challis, C D; Fischer, B; Gormezano, C; Huysmans, G T.A.; Kerner, W; Rimini, F; Sips, A C.C.; Springmann, R; Taroni, A [Commission of the European Communities, Abingdon (United Kingdom). JET Joint Undertaking; Goedbloed, J P; Holties, H A [Institute for Plasmas Physics, Nieuwegein (Netherlands); Parail, V V; Pereverzev, G V [Kurchatov Institute of Atomic Energy, Moscow (Russian Federation)
1994-07-01
Steady-state operation of tokamak reactors seems feasible in so-called Advanced Scenarios with high bootstrap current in high-beta{sub p} operation. The stabilization of such discharges with noninductive profile control will be attempted on JET in pursuit of previous high bootstrap current studies. Results of modelling studies of full noninductive current drive scenarios in JET and ITER are presented. Fast Waves (FW), Lower Hybrid (LH) Waves and Neutral Beam Injection (NBI) are used for heating and current drive, alternatively or in combination. A stable route to nonmonotonic q-profiles has been found with a specific ramp-up scenario which combines LH-current drive (LHCD) and a fast Ohmic ramp-up. A hollow current profile with deep shear reversal over the whole central region is thereby formed in an early low-beta phase and frozen in by additional heating. (authors). 5 refs., 4 figs.
Cvrčková, Fatima; Luštinec, Jiří; Žárský, Viktor
2015-01-01
We usually expect the dose-response curves of biological responses to quantifiable stimuli to be simple, either monotonic or exhibiting a single maximum or minimum. Deviations are often viewed as experimental noise. However, detailed measurements in plant primary tissue cultures (stem pith explants of kale and tobacco) exposed to varying doses of sucrose, cytokinins (BA or kinetin) or auxins (IAA or NAA) revealed that growth and several biochemical parameters exhibit multiple reproducible, statistically significant maxima over a wide range of exogenous substance concentrations. This results in complex, non-monotonic dose-response curves, reminiscent of previous reports of analogous observations in both metazoan and plant systems responding to diverse pharmacological treatments. These findings suggest the existence of a hitherto neglected class of biological phenomena resulting in dose-response curves exhibiting periodic patterns of maxima and minima, whose causes remain so far uncharacterized, partly due to insufficient sampling frequency used in many studies.
Investigation on de-trapping mechanisms related to non-monotonic kink pattern in GaN HEMT devices
Directory of Open Access Journals (Sweden)
Chandan Sharma
2017-08-01
Full Text Available This article reports an experimental approach to analyze the kink effect phenomenon which is usually observed during the GaN high electron mobility transistor (HEMT operation. De-trapping of charge carriers is one of the prominent reasons behind the kink effect. The commonly observed non-monotonic behavior of kink pattern is analyzed under two different device operating conditions and it is found that two different de-trapping mechanisms are responsible for a particular kink behavior. These different de-trapping mechanisms are investigated through a time delay analysis which shows the presence of traps with different time constants. Further voltage sweep and temperature analysis corroborates the finding that different de-trapping mechanisms play a role in kink behavior under different device operating conditions.
Investigation on de-trapping mechanisms related to non-monotonic kink pattern in GaN HEMT devices
Sharma, Chandan; Laishram, Robert; Amit, Rawal, Dipendra Singh; Vinayak, Seema; Singh, Rajendra
2017-08-01
This article reports an experimental approach to analyze the kink effect phenomenon which is usually observed during the GaN high electron mobility transistor (HEMT) operation. De-trapping of charge carriers is one of the prominent reasons behind the kink effect. The commonly observed non-monotonic behavior of kink pattern is analyzed under two different device operating conditions and it is found that two different de-trapping mechanisms are responsible for a particular kink behavior. These different de-trapping mechanisms are investigated through a time delay analysis which shows the presence of traps with different time constants. Further voltage sweep and temperature analysis corroborates the finding that different de-trapping mechanisms play a role in kink behavior under different device operating conditions.
Search for scalar-tensor gravity theories with a non-monotonic time evolution of the speed-up factor
Energy Technology Data Exchange (ETDEWEB)
Navarro, A [Dept Fisica, Universidad de Murcia, E30071-Murcia (Spain); Serna, A [Dept Fisica, Computacion y Comunicaciones, Universidad Miguel Hernandez, E03202-Elche (Spain); Alimi, J-M [Lab. de l' Univers et de ses Theories (LUTH, CNRS FRE2462), Observatoire de Paris-Meudon, F92195-Meudon (France)
2002-08-21
We present a method to detect, in the framework of scalar-tensor gravity theories, the existence of stationary points in the time evolution of the speed-up factor. An attractive aspect of this method is that, once the particular scalar-tensor theory has been specified, the stationary points are found through a simple algebraic equation which does not contain any integration. By applying this method to the three classes of scalar-tensor theories defined by Barrow and Parsons, we have found several new cosmological models with a non-monotonic evolution of the speed-up factor. The physical interest of these models is that, as previously shown by Serna and Alimi, they predict the observed primordial abundance of light elements for a very wide range of baryon density. These models are then consistent with recent CMB and Lyman-{alpha} estimates of the baryon content of the universe.
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.
Macherey, Olivier; Carlyon, Robert P; Chatron, Jacques; Roman, Stéphane
2017-06-01
Most cochlear implants (CIs) activate their electrodes non-simultaneously in order to eliminate electrical field interactions. However, the membrane of auditory nerve fibers needs time to return to its resting state, causing the probability of firing to a pulse to be affected by previous pulses. Here, we provide new evidence on the effect of pulse polarity and current level on these interactions. In experiment 1, detection thresholds and most comfortable levels (MCLs) were measured in CI users for 100-Hz pulse trains consisting of two consecutive biphasic pulses of the same or of opposite polarity. All combinations of polarities were studied: anodic-cathodic-anodic-cathodic (ACAC), CACA, ACCA, and CAAC. Thresholds were lower when the adjacent phases of the two pulses had the same polarity (ACCA and CAAC) than when they were different (ACAC and CACA). Some subjects showed a lower threshold for ACCA than for CAAC while others showed the opposite trend demonstrating that polarity sensitivity at threshold is genuine and subject- or electrode-dependent. In contrast, anodic (CAAC) pulses always showed a lower MCL than cathodic (ACCA) pulses, confirming previous reports. In experiments 2 and 3, the subjects compared the loudness of several pulse trains differing in current level separately for ACCA and CAAC. For 40 % of the electrodes tested, loudness grew non-monotonically as a function of current level for ACCA but never for CAAC. This finding may relate to a conduction block of the action potentials along the fibers induced by a strong hyperpolarization of their central processes. Further analysis showed that the electrodes showing a lower threshold for ACCA than for CAAC were more likely to yield a non-monotonic loudness growth. It is proposed that polarity sensitivity at threshold reflects the local neural health and that anodic asymmetric pulses should preferably be used to convey sound information while avoiding abnormal loudness percepts.
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.
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.
Realized Variance and Market Microstructure Noise
DEFF Research Database (Denmark)
Hansen, Peter R.; Lunde, Asger
2006-01-01
We study market microstructure noise in high-frequency data and analyze its implications for the realized variance (RV) under a general specification for the noise. We show that kernel-based estimators can unearth important characteristics of market microstructure noise and that a simple kernel......-based estimator dominates the RV for the estimation of integrated variance (IV). An empirical analysis of the Dow Jones Industrial Average stocks reveals that market microstructure noise its time-dependent and correlated with increments in the efficient price. This has important implications for volatility...... estimation based on high-frequency data. Finally, we apply cointegration techniques to decompose transaction prices and bid-ask quotes into an estimate of the efficient price and noise. This framework enables us to study the dynamic effects on transaction prices and quotes caused by changes in the efficient...
The Theory of Variances in Equilibrium Reconstruction
International Nuclear Information System (INIS)
Zakharov, Leonid E.; Lewandowski, Jerome; Foley, Elizabeth L.; Levinton, Fred M.; Yuh, Howard Y.; Drozdov, Vladimir; McDonald, Darren
2008-01-01
The theory of variances of equilibrium reconstruction is presented. It complements existing practices with information regarding what kind of plasma profiles can be reconstructed, how accurately, and what remains beyond the abilities of diagnostic systems. The σ-curves, introduced by the present theory, give a quantitative assessment of quality of effectiveness of diagnostic systems in constraining equilibrium reconstructions. The theory also suggests a method for aligning the accuracy of measurements of different physical nature
Fundamentals of exploratory analysis of variance
Hoaglin, David C; Tukey, John W
2009-01-01
The analysis of variance is presented as an exploratory component of data analysis, while retaining the customary least squares fitting methods. Balanced data layouts are used to reveal key ideas and techniques for exploration. The approach emphasizes both the individual observations and the separate parts that the analysis produces. Most chapters include exercises and the appendices give selected percentage points of the Gaussian, t, F chi-squared and studentized range distributions.
Variance analysis refines overhead cost control.
Cooper, J C; Suver, J D
1992-02-01
Many healthcare organizations may not fully realize the benefits of standard cost accounting techniques because they fail to routinely report volume variances in their internal reports. If overhead allocation is routinely reported on internal reports, managers can determine whether billing remains current or lost charges occur. Healthcare organizations' use of standard costing techniques can lead to more realistic performance measurements and information system improvements that alert management to losses from unrecovered overhead in time for corrective action.
Directory of Open Access Journals (Sweden)
Luisa Toscano
2016-01-01
Full Text Available A new result of solvability for a wide class of systems of variational equations depending on parameters and governed by nonmonotone operators is found in a Banach real and reflexive space with applications to Dirichlet and Neumann problems related to nonlinear elliptic systems.
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
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.
Merlo, J; Ohlsson, H; Lynch, K F; Chaix, B; Subramanian, S V
2009-12-01
Social epidemiology investigates both individuals and their collectives. Although the limits that define the individual bodies are very apparent, the collective body's geographical or cultural limits (eg "neighbourhood") are more difficult to discern. Also, epidemiologists normally investigate causation as changes in group means. However, many variables of interest in epidemiology may cause a change in the variance of the distribution of the dependent variable. In spite of that, variance is normally considered a measure of uncertainty or a nuisance rather than a source of substantive information. This reasoning is also true in many multilevel investigations, whereas understanding the distribution of variance across levels should be fundamental. This means-centric reductionism is mostly concerned with risk factors and creates a paradoxical situation, as social medicine is not only interested in increasing the (mean) health of the population, but also in understanding and decreasing inappropriate health and health care inequalities (variance). Critical essay and literature review. The present study promotes (a) the application of measures of variance and clustering to evaluate the boundaries one uses in defining collective levels of analysis (eg neighbourhoods), (b) the combined use of measures of variance and means-centric measures of association, and (c) the investigation of causes of health variation (variance-altering causation). Both measures of variance and means-centric measures of association need to be included when performing contextual analyses. The variance approach, a new aspect of contextual analysis that cannot be interpreted in means-centric terms, allows perspectives to be expanded.
Benedetti-Cecchi, Lisandro; Bertocci, Iacopo; Vaselli, Stefano; Maggi, Elena
2006-10-01
Extreme climate events produce simultaneous changes to the mean and to the variance of climatic variables over ecological time scales. While several studies have investigated how ecological systems respond to changes in mean values of climate variables, the combined effects of mean and variance are poorly understood. We examined the response of low-shore assemblages of algae and invertebrates of rocky seashores in the northwest Mediterranean to factorial manipulations of mean intensity and temporal variance of aerial exposure, a type of disturbance whose intensity and temporal patterning of occurrence are predicted to change with changing climate conditions. Effects of variance were often in the opposite direction of those elicited by changes in the mean. Increasing aerial exposure at regular intervals had negative effects both on diversity of assemblages and on percent cover of filamentous and coarsely branched algae, but greater temporal variance drastically reduced these effects. The opposite was observed for the abundance of barnacles and encrusting coralline algae, where high temporal variance of aerial exposure either reversed a positive effect of mean intensity (barnacles) or caused a negative effect that did not occur under low temporal variance (encrusting algae). These results provide the first experimental evidence that changes in mean intensity and temporal variance of climatic variables affect natural assemblages of species interactively, suggesting that high temporal variance may mitigate the ecological impacts of ongoing and predicted climate changes.
Meta-analysis of SNPs involved in variance heterogeneity using Levene's test for equal variances
Deng, Wei Q; Asma, Senay; Paré, Guillaume
2014-01-01
Meta-analysis is a commonly used approach to increase the sample size for genome-wide association searches when individual studies are otherwise underpowered. Here, we present a meta-analysis procedure to estimate the heterogeneity of the quantitative trait variance attributable to genetic variants using Levene's test without needing to exchange individual-level data. The meta-analysis of Levene's test offers the opportunity to combine the considerable sample size of a genome-wide meta-analysis to identify the genetic basis of phenotypic variability and to prioritize single-nucleotide polymorphisms (SNPs) for gene–gene and gene–environment interactions. The use of Levene's test has several advantages, including robustness to departure from the normality assumption, freedom from the influence of the main effects of SNPs, and no assumption of an additive genetic model. We conducted a meta-analysis of the log-transformed body mass index of 5892 individuals and identified a variant with a highly suggestive Levene's test P-value of 4.28E-06 near the NEGR1 locus known to be associated with extreme obesity. PMID:23921533
Visual SLAM Using Variance Grid Maps
Howard, Andrew B.; Marks, Tim K.
2011-01-01
An algorithm denoted Gamma-SLAM performs further processing, in real time, of preprocessed digitized images acquired by a stereoscopic pair of electronic cameras aboard an off-road robotic ground vehicle to build accurate maps of the terrain and determine the location of the vehicle with respect to the maps. Part of the name of the algorithm reflects the fact that the process of building the maps and determining the location with respect to them is denoted simultaneous localization and mapping (SLAM). Most prior real-time SLAM algorithms have been limited in applicability to (1) systems equipped with scanning laser range finders as the primary sensors in (2) indoor environments (or relatively simply structured outdoor environments). The few prior vision-based SLAM algorithms have been feature-based and not suitable for real-time applications and, hence, not suitable for autonomous navigation on irregularly structured terrain. The Gamma-SLAM algorithm incorporates two key innovations: Visual odometry (in contradistinction to wheel odometry) is used to estimate the motion of the vehicle. An elevation variance map (in contradistinction to an occupancy or an elevation map) is used to represent the terrain. The Gamma-SLAM algorithm makes use of a Rao-Blackwellized particle filter (RBPF) from Bayesian estimation theory for maintaining a distribution over poses and maps. The core idea of the RBPF approach is that the SLAM problem can be factored into two parts: (1) finding the distribution over robot trajectories, and (2) finding the map conditioned on any given trajectory. The factorization involves the use of a particle filter in which each particle encodes both a possible trajectory and a map conditioned on that trajectory. The base estimate of the trajectory is derived from visual odometry, and the map conditioned on that trajectory is a Cartesian grid of elevation variances. In comparison with traditional occupancy or elevation grid maps, the grid elevation variance
Markov bridges, bisection and variance reduction
DEFF Research Database (Denmark)
Asmussen, Søren; Hobolth, Asger
. In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented......Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints...
The value of travel time variance
Fosgerau, Mogens; Engelson, Leonid
2010-01-01
This paper considers the value of travel time variability under scheduling preferences that are de�fined in terms of linearly time-varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can free...
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.
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.
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.
Sarma, Rajkumar; Mondal, Pranab Kumar
2018-04-01
We investigate Marangoni instability in a thin liquid film resting on a substrate of low thermal conductivity and separated from the surrounding gas phase by a deformable free surface. Considering a nonmonotonic variation of surface tension with temperature, here we analytically derive the neutral stability curve for the monotonic and oscillatory modes of instability (for both the long-wave and short-wave perturbations) under the framework of linear stability analysis. For the long-wave instability, we derive a set of amplitude equations using the scaling k ˜(Bi) 1 /2 , where k is the wave number and Bi is the Biot number. Through this investigation, we demonstrate that for such a fluid layer upon heating from below, both monotonic and oscillatory instability can appear for a certain range of the dimensionless parameters, viz., Biot number (Bi ) , Galileo number (Ga ) , and inverse capillary number (Σ ) . Moreover, we unveil, through this study, the influential role of the above-mentioned parameters on the stability of the system and identify the critical values of these parameters above which instability initiates in the liquid layer.
Power Estimation in Multivariate Analysis of Variance
Directory of Open Access Journals (Sweden)
Jean François Allaire
2007-09-01
Full Text Available Power is often overlooked in designing multivariate studies for the simple reason that it is believed to be too complicated. In this paper, it is shown that power estimation in multivariate analysis of variance (MANOVA can be approximated using a F distribution for the three popular statistics (Hotelling-Lawley trace, Pillai-Bartlett trace, Wilk`s likelihood ratio. Consequently, the same procedure, as in any statistical test, can be used: computation of the critical F value, computation of the noncentral parameter (as a function of the effect size and finally estimation of power using a noncentral F distribution. Various numerical examples are provided which help to understand and to apply the method. Problems related to post hoc power estimation are discussed.
Analysis of Variance in Statistical Image Processing
Kurz, Ludwik; Hafed Benteftifa, M.
1997-04-01
A key problem in practical image processing is the detection of specific features in a noisy image. Analysis of variance (ANOVA) techniques can be very effective in such situations, and this book gives a detailed account of the use of ANOVA in statistical image processing. The book begins by describing the statistical representation of images in the various ANOVA models. The authors present a number of computationally efficient algorithms and techniques to deal with such problems as line, edge, and object detection, as well as image restoration and enhancement. By describing the basic principles of these techniques, and showing their use in specific situations, the book will facilitate the design of new algorithms for particular applications. It will be of great interest to graduate students and engineers in the field of image processing and pattern recognition.
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility, TVRP are comparable in magnitude to EVRP. Second, while there is mild positive co-movement between EVRP and TVRP unconditionally, time series estimates...... equity returns for horizons up to 6-months, long maturity TVRP contain robust information for long run equity returns. Finally, exploiting the dynamics of real and nominal Treasuries we document that short maturity break-even rates are a power determinant of the joint dynamics of EVRP, TVRP and their co-movement...... of correlation display distinct spikes in both directions and have been notably volatile since the financial crisis. Third $(i)$ short maturity TVRP predict excess returns on short maturity bonds; $(ii)$ long maturity TVRP and EVRP predict excess returns on long maturity bonds; and $(iii)$ while EVRP predict...
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.
International Nuclear Information System (INIS)
Codorniu Pujals, Daniel
2013-01-01
Raman spectroscopy is one of the most used experimental techniques in studying irradiated carbon nanostructures, in particular graphene, due to its high sensibility to the presence of defects in the crystalline lattice. Special attention has been given to the variation of the intensity of the Raman D-band of graphene with the concentration of defects produced by irradiation. Nowadays, there are enough experimental evidences about the non-monotonous character of that dependence, but the explanation of this behavior is still controversial. In the present work we developed a simplified mathematical model to obtain a functional relationship between these two magnitudes and showed that the non-monotonous dependence is intrinsic to the nature of the D-band and that it is not necessarily linked to amorphization processes. The obtained functional dependence was used to fit experimental data taken from other authors. The determination coefficient of the fitting was 0.96.
On the noise variance of a digital mammography system
International Nuclear Information System (INIS)
Burgess, Arthur
2004-01-01
A recent paper by Cooper et al. [Med. Phys. 30, 2614-2621 (2003)] contains some apparently anomalous results concerning the relationship between pixel variance and x-ray exposure for a digital mammography system. They found an unexpected peak in a display domain pixel variance plot as a function of 1/mAs (their Fig. 5) with a decrease in the range corresponding to high display data values, corresponding to low x-ray exposures. As they pointed out, if the detector response is linear in exposure and the transformation from raw to display data scales is logarithmic, then pixel variance should be a monotonically increasing function in the figure. They concluded that the total system transfer curve, between input exposure and display image data values, is not logarithmic over the full exposure range. They separated data analysis into two regions and plotted the logarithm of display image pixel variance as a function of the logarithm of the mAs used to produce the phantom images. They found a slope of minus one for high mAs values and concluded that the transfer function is logarithmic in this region. They found a slope of 0.6 for the low mAs region and concluded that the transfer curve was neither linear nor logarithmic for low exposure values. It is known that the digital mammography system investigated by Cooper et al. has a linear relationship between exposure and raw data values [Vedantham et al., Med. Phys. 27, 558-567 (2000)]. The purpose of this paper is to show that the variance effect found by Cooper et al. (their Fig. 5) arises because the transformation from the raw data scale (14 bits) to the display scale (12 bits), for the digital mammography system they investigated, is not logarithmic for raw data values less than about 300 (display data values greater than about 3300). At low raw data values the transformation is linear and prevents over-ranging of the display data scale. Parametric models for the two transformations will be presented. Results of pixel
Wu, Songbai; Yu, Minghui; Chen, Li
2017-02-01
The slope effect on flow erosivity and soil erosion still remains a controversial issue. This theoretical framework explained and quantified the direct slope effect by coupling the modified Green-Ampt equation accounting for slope effect on infiltration, 1-D kinematic wave overland flow routing model, and WEPP soil erosion model. The flow velocity, runoff rate, shear stress, interrill, and rill erosion were calculated on 0°-60° isotropic slopes with equal horizontal projective length. The results show that, for short-duration rainfall events, the flow erosivity and erosion amounts exhibit a bell-shaped trend which first increase with slope gradient, and then decrease after a critical slope angle. The critical slope angles increase significantly or even vanish with increasing rainfall duration but are nearly independent of the slope projective length. The soil critical shear stress, rainfall intensity, and temporal patterns have great influences on the slope effect trend, while the other soil erosion parameters, soil type, hydraulic conductivity, and antecedent soil moisture have minor impacts. Neglecting the slope effect on infiltration would generate smaller erosion and reduce critical slope angles. The relative slope effect on soil erosion in physically based model WEPP was compared to those in the empirical models USLE and RUSLE. The trends of relative slope effect were found quite different, but the difference may diminish with increasing rainfall duration. Finally, relatively smaller critical slope angles could be obtained with the equal slope length and the range of variation provides a possible explanation for the different critical slope angles reported in previous studies.
Gilbert, Kathleen M; Blossom, Sarah J; Erickson, Stephen W; Broadfoot, Brannon; West, Kirk; Bai, Shasha; Li, Jingyun; Cooney, Craig A
2016-10-17
CD4 + T cells in female MRL+/+ mice exposed to solvent and water pollutant trichloroethylene (TCE) skew toward effector/memory CD4 + T cells, and demonstrate seemingly non-monotonic alterations in IFN-γ production. In the current study we examined the mechanism for this immunotoxicity using effector/memory and naïve CD4 + T cells isolated every 6 weeks during a 40 week exposure to TCE (0.5mg/ml in drinking water). A time-dependent effect of TCE exposure on both Ifng gene expression and IFN-γ protein production was observed in effector/memory CD4 + T cells, with an increase after 22 weeks of exposure and a decrease after 40 weeks of exposure. No such effect of TCE was observed in naïve CD4 + T cells. A cumulative increase in DNA methylation in the CpG sites of the promoter of the Ifng gene was observed in effector/memory, but not naïve, CD4 + T cells over time. Also unique to the Ifng promoter was an increase in methylation variance in effector/memory compared to naïve CD4 + T cells. Taken together, the CpG sites of the Ifng promoter in effector/memory CD4 + T cells were especially sensitive to the effects of TCE exposure, which may help explain the regulatory effect of the chemical on this gene. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.
76 FR 78698 - Proposed Revocation of Permanent Variances
2011-12-19
... Administration (``OSHA'' or ``the Agency'') granted permanent variances to 24 companies engaged in the... DEPARTMENT OF LABOR Occupational Safety and Health Administration [Docket No. OSHA-2011-0054] Proposed Revocation of Permanent Variances AGENCY: Occupational Safety and Health Administration (OSHA...
variance components and genetic parameters for live weight
African Journals Online (AJOL)
admin
Against this background the present study estimated the (co)variance .... Starting values for the (co)variance components of two-trait models were ..... Estimates of genetic parameters for weaning weight of beef accounting for direct-maternal.
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
Bain, Peter A; Kumar, Anupama
2014-08-01
Predicting the effects of mixtures of environmental micropollutants is a priority research area. In this study, the cytotoxicity of ten pharmaceuticals to the rainbow trout cell line RTG-2 was determined using the neutral red uptake assay. Fluoxetine (FL), propranolol (PPN), and diclofenac (DCF) were selected for further study as binary mixtures. Biphasic concentration-response relationships were observed in cells exposed to FL and PPN. In the case of PPN, microscopic examination revealed lysosomal swelling indicative of direct uptake and accumulation of the compound. Three equations describing non-monotonic concentration-response relationships were evaluated and one was found to consistently provide more accurate estimates of the median and 10% effect concentrations compared with a sigmoidal concentration-response model. Predictive modeling of the effects of binary mixtures of FL, PPN, and DCF was undertaken using an implementation of the concentration addition (CA) conceptual model incorporating non-monotonic concentration-response relationships. The cytotoxicity of the all three binary combinations could be adequately predicted using CA, suggesting that the toxic mode of action in RTG-2 cells is unrelated to the therapeutic mode of action of these compounds. The approach presented here is widely applicable to the study of mixture toxicity in cases where non-monotonic concentration-response relationships are observed. Crown Copyright © 2014. Published by Elsevier Ltd. All rights reserved.
Renormalization in charged colloids: non-monotonic behaviour with the surface charge
International Nuclear Information System (INIS)
Haro-Perez, C; Quesada-Perez, M; Callejas-Fernandez, J; Schurtenberger, P; Hidalgo-Alvarez, R
2006-01-01
The static structure factor S(q) is measured for a set of deionized latex dispersions with different numbers of ionizable surface groups per particle and similar diameters. For a given volume fraction, the height of the main peak of S(q), which is a direct measure of the spatial ordering of latex particles, does not increase monotonically with the number of ionizable groups. This behaviour cannot be described using the classical renormalization scheme based on the cell model. We analyse our experimental data using a renormalization model based on the jellium approximation, which predicts the weakening of the spatial order for moderate and large particle charges. (letter to the editor)
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...
Chequer, L.; Russell, T.; Behr, A.; Genolet, L.; Kowollik, P.; Badalyan, A.; Zeinijahromi, A.; Bedrikovetsky, P.
2018-02-01
Permeability decline associated with the migration of natural reservoir fines impairs the well index of injection and production wells in aquifers and oilfields. In this study, we perform laboratory corefloods using aqueous solutions with different salinities in engineered rocks with different kaolinite content, yielding fines migration and permeability alteration. Unusual permeability growth has been observed at high salinities in rocks with low kaolinite concentrations. This has been attributed to permeability increase during particle detachment and re-attachment of already mobilised fines by electrostatic attraction to the rock in stagnant zones of the porous space. We refine the traditional model for fines migration by adding mathematical expressions for the particle re-attachment rate, particle detachment with delay relative to salinity decrease, and the attached-concentration-dependency of permeability. A one-dimensional flow problem that accounts for those three effects allows for an exact analytical solution. The modified model captures the observed effect of permeability increase at high water salinities in rocks with low kaolinite concentrations. The developed model matches the coreflooding data with high accuracy, and the obtained model coefficients vary within their usual intervals.
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).
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....
Tao, Qian; Loret, Bastien; Xu, Bin; Yang, Xiaojun; Rischau, Carl Willem; Lin, Xiao; Fauqué, Benoît; Verstraete, Matthieu J.; Behnia, Kamran
2016-07-01
Cubic SrTiO3 becomes tetragonal below 105 K. The antiferrodistortive (AFD) distortion leads to clockwise and counterclockwise rotation of adjacent TiO6 octahedra. This insulator becomes a metal upon the introduction of extremely low concentration of n -type dopants. However, signatures of the structural phase transition in charge conduction have remained elusive. Employing the Montgomery technique, we succeed in resolving the anisotropy of charge conductivity induced by the AFD transition, in the presence of different types of dopants. We find that the slight lattice distortion (liquids, the anisotropy has opposite signs for elastic and inelastic scattering. Increasing the concentration of dopants leads to a drastic shift in the temperature of the AFD transition either upward or downward. The latter result puts strong constraints on any hypothetical role played by the AFD soft mode in the formation of Cooper pairs and the emergence of superconductivity in SrTiO3.
Ivarsdottir, Erna V; Steinthorsdottir, Valgerdur; Daneshpour, Maryam S; Thorleifsson, Gudmar; Sulem, Patrick; Holm, Hilma; Sigurdsson, Snaevar; Hreidarsson, Astradur B; Sigurdsson, Gunnar; Bjarnason, Ragnar; Thorsson, Arni V; Benediktsson, Rafn; Eyjolfsson, Gudmundur; Sigurdardottir, Olof; Olafsson, Isleifur; Zeinali, Sirous; Azizi, Fereidoun; Thorsteinsdottir, Unnur; Gudbjartsson, Daniel F; Stefansson, Kari
2017-09-01
Sequence variants that affect mean fasting glucose levels do not necessarily affect risk for type 2 diabetes (T2D). We assessed the effects of 36 reported glucose-associated sequence variants on between- and within-subject variance in fasting glucose levels in 69,142 Icelanders. The variant in TCF7L2 that increases fasting glucose levels increases between-subject variance (5.7% per allele, P = 4.2 × 10 -10 ), whereas variants in GCK and G6PC2 that increase fasting glucose levels decrease between-subject variance (7.5% per allele, P = 4.9 × 10 -11 and 7.3% per allele, P = 7.5 × 10 -18 , respectively). Variants that increase mean and between-subject variance in fasting glucose levels tend to increase T2D risk, whereas those that increase the mean but reduce variance do not (r 2 = 0.61). The variants that increase between-subject variance increase fasting glucose heritability estimates. Intuitively, our results show that increasing the mean and variance of glucose levels is more likely to cause pathologically high glucose levels than increase in the mean offset by a decrease in variance.
Kondratiuk, Paweł; Dutka, Filip; Szymczak, Piotr
2016-04-01
Infiltration of a rock by an external fluid very often drives it out of chemical equilibrium. As a result, alteration of the rock mineral composition occurs. It does not however proceed uniformly in the entire rock volume. Instead, one or more reaction fronts are formed, which are zones of increased chemical activity, separating the altered (product) rock from the yet unaltered (primary) one. The reaction fronts propagate with velocities which are usually much smaller than those of the infiltrating fluid. One of the simplest examples of such alteration is the dissolution of some of the minerals building the primary rock. For instance, calcium carbonate minerals in the rock matrix can be dissolved by infiltrating acidic fluids. In such a case the product rock has higher porosity and permeability than the primary one. Due to positive feedbacks between the reactant transport, fluid flow, and porosity generation, the reaction fronts in porosity-generating replacement systems are inherently unstable. An arbitrarily small protrusion of the front gets magnified and develops into a highly porous finger-like or funnel-like structure. This feature of dissolution fronts, dubbed the "reactive-infiltration instability" [1], is responsible for the formation of a number of geological patterns, such as solution pipes or various karst forms. It is also of practical importance, since spontaneous front breakup and development of localized highly porous flow paths (a.k.a. "wormholes") is favourable by petroleum engineers, who apply acidization to oil-bearing reservoirs in order to increase their permeability. However, more complex chemical reactions might occur during infiltration of a rock by a fluid. In principle, the products of dissolution might react with other species present either in the fluid or in the rock and reprecipitate [2]. The dissolution and precipitation fronts develop and and begin to propagate with equal velocities, forming a single dissolution-precipitation front
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.)
Origin and consequences of the relationship between protein mean and variance.
Vallania, Francesco Luigi Massimo; Sherman, Marc; Goodwin, Zane; Mogno, Ilaria; Cohen, Barak Alon; Mitra, Robi David
2014-01-01
Cell-to-cell variance in protein levels (noise) is a ubiquitous phenomenon that can increase fitness by generating phenotypic differences within clonal populations of cells. An important challenge is to identify the specific molecular events that control noise. This task is complicated by the strong dependence of a protein's cell-to-cell variance on its mean expression level through a power-law like relationship (σ2∝μ1.69). Here, we dissect the nature of this relationship using a stochastic model parameterized with experimentally measured values. This framework naturally recapitulates the power-law like relationship (σ2∝μ1.6) and accurately predicts protein variance across the yeast proteome (r2 = 0.935). Using this model we identified two distinct mechanisms by which protein variance can be increased. Variables that affect promoter activation, such as nucleosome positioning, increase protein variance by changing the exponent of the power-law relationship. In contrast, variables that affect processes downstream of promoter activation, such as mRNA and protein synthesis, increase protein variance in a mean-dependent manner following the power-law. We verified our findings experimentally using an inducible gene expression system in yeast. We conclude that the power-law-like relationship between noise and protein mean is due to the kinetics of promoter activation. Our results provide a framework for understanding how molecular processes shape stochastic variation across the genome.
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 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.
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
Ma, X.; Elbanna, A. E.; Kothari, K.
2017-12-01
Fault zone dynamics hold the key to resolving many outstanding geophysical problems including the heat flow paradox, discrepancy between fault static and dynamic strength, and energy partitioning. Most fault zones that generate tectonic events are gouge filled and fluid saturated posing the need for formulating gouge-specific constitutive models that capture spatially heterogeneous compaction and dilation, non-monotonic rate dependence, and transition between localized and distributed deformation. In this presentation, we focus primarily on elucidating microscopic underpinnings for shear banding and stick-slip instabilities in sheared saturated granular materials and explore their implications for earthquake dynamics. We use a non-equilibrium thermodynamics model, the Shear Transformation Zone theory, to investigate the dynamics of strain localization and its connection to stability of sliding in the presence and absence of pore fluids. We also consider the possible influence of self-induced mechanical vibrations as well as the role of external acoustic vibrations as analogue for triggering by a distant event. For the dry case, our results suggest that at low and intermediate strain rates, persistent shear bands develop only in the absence of vibrations. Vibrations tend to fluidize the granular network and de-localize slip at these rates. Stick-slip is only observed for rough grains and it is confined to the shear band. At high strain rates, stick-slip disappears and the different systems exhibit similar stress-slip response. Changing the vibration intensity, duration or time of application alters the system response and may cause long-lasting rheological changes. The presence of pore fluids modifies the stick slip pattern and may lead to both loss and development of slip instability depending on the value of the confining pressure, imposed strain rate and hydraulic parameters. We analyze these observations in terms of possible transitions between rate
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.
Yun, Wanying; Lu, Zhenzhou; Jiang, Xian
2018-06-01
To efficiently execute the variance-based global sensitivity analysis, the law of total variance in the successive intervals without overlapping is proved at first, on which an efficient space-partition sampling-based approach is subsequently proposed in this paper. Through partitioning the sample points of output into different subsets according to different inputs, the proposed approach can efficiently evaluate all the main effects concurrently by one group of sample points. In addition, there is no need for optimizing the partition scheme in the proposed approach. The maximum length of subintervals is decreased by increasing the number of sample points of model input variables in the proposed approach, which guarantees the convergence condition of the space-partition approach well. Furthermore, a new interpretation on the thought of partition is illuminated from the perspective of the variance ratio function. Finally, three test examples and one engineering application are employed to demonstrate the accuracy, efficiency and robustness of the proposed approach.
Variance swap payoffs, risk premia and extreme market conditions
DEFF Research Database (Denmark)
Rombouts, Jeroen V.K.; Stentoft, Lars; Violante, Francesco
This paper estimates the Variance Risk Premium (VRP) directly from synthetic variance swap payoffs. Since variance swap payoffs are highly volatile, we extract the VRP by using signal extraction techniques based on a state-space representation of our model in combination with a simple economic....... The latter variables and the VRP generate different return predictability on the major US indices. A factor model is proposed to extract a market VRP which turns out to be priced when considering Fama and French portfolios....
Towards a mathematical foundation of minimum-variance theory
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [COGS, Sussex University, Brighton (United Kingdom); Zhang Kewei [SMS, Sussex University, Brighton (United Kingdom); Wei Gang [Mathematical Department, Baptist University, Hong Kong (China)
2002-08-30
The minimum-variance theory which accounts for arm and eye movements with noise signal inputs was proposed by Harris and Wolpert (1998 Nature 394 780-4). Here we present a detailed theoretical analysis of the theory and analytical solutions of the theory are obtained. Furthermore, we propose a new version of the minimum-variance theory, which is more realistic for a biological system. For the new version we show numerically that the variance is considerably reduced. (author)
RR-Interval variance of electrocardiogram for atrial fibrillation detection
Nuryani, N.; Solikhah, M.; Nugoho, A. S.; Afdala, A.; Anzihory, E.
2016-11-01
Atrial fibrillation is a serious heart problem originated from the upper chamber of the heart. The common indication of atrial fibrillation is irregularity of R peak-to-R-peak time interval, which is shortly called RR interval. The irregularity could be represented using variance or spread of RR interval. This article presents a system to detect atrial fibrillation using variances. Using clinical data of patients with atrial fibrillation attack, it is shown that the variance of electrocardiographic RR interval are higher during atrial fibrillation, compared to the normal one. Utilizing a simple detection technique and variances of RR intervals, we find a good performance of atrial fibrillation detection.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
Energy Technology Data Exchange (ETDEWEB)
Ankirchner, Stefan, E-mail: ankirchner@hcm.uni-bonn.de [Rheinische Friedrich-Wilhelms-Universitaet Bonn, Institut fuer Angewandte Mathematik, Hausdorff Center for Mathematics (Germany); Dermoune, Azzouz, E-mail: Azzouz.Dermoune@math.univ-lille1.fr [Universite des Sciences et Technologies de Lille, Laboratoire Paul Painleve UMR CNRS 8524 (France)
2011-08-15
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Network Structure and Biased Variance Estimation in Respondent Driven Sampling.
Verdery, Ashton M; Mouw, Ted; Bauldry, Shawn; Mucha, Peter J
2015-01-01
This paper explores bias in the estimation of sampling variance in Respondent Driven Sampling (RDS). Prior methodological work on RDS has focused on its problematic assumptions and the biases and inefficiencies of its estimators of the population mean. Nonetheless, researchers have given only slight attention to the topic of estimating sampling variance in RDS, despite the importance of variance estimation for the construction of confidence intervals and hypothesis tests. In this paper, we show that the estimators of RDS sampling variance rely on a critical assumption that the network is First Order Markov (FOM) with respect to the dependent variable of interest. We demonstrate, through intuitive examples, mathematical generalizations, and computational experiments that current RDS variance estimators will always underestimate the population sampling variance of RDS in empirical networks that do not conform to the FOM assumption. Analysis of 215 observed university and school networks from Facebook and Add Health indicates that the FOM assumption is violated in every empirical network we analyze, and that these violations lead to substantially biased RDS estimators of sampling variance. We propose and test two alternative variance estimators that show some promise for reducing biases, but which also illustrate the limits of estimating sampling variance with only partial information on the underlying population social network.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
International Nuclear Information System (INIS)
Ankirchner, Stefan; Dermoune, Azzouz
2011-01-01
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Discrete time and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Sharma, Diksha; Sempau, Josep; Badano, Aldo
2018-02-01
Monte Carlo simulations require large number of histories to obtain reliable estimates of the quantity of interest and its associated statistical uncertainty. Numerous variance reduction techniques (VRTs) have been employed to increase computational efficiency by reducing the statistical uncertainty. We investigate the effect of two VRTs for optical transport methods on accuracy and computing time for the estimation of variance (noise) in x-ray imaging detectors. We describe two VRTs. In the first, we preferentially alter the direction of the optical photons to increase detection probability. In the second, we follow only a fraction of the total optical photons generated. In both techniques, the statistical weight of photons is altered to maintain the signal mean. We use fastdetect2, an open-source, freely available optical transport routine from the hybridmantis package. We simulate VRTs for a variety of detector models and energy sources. The imaging data from the VRT simulations are then compared to the analog case (no VRT) using pulse height spectra, Swank factor, and the variance of the Swank estimate. We analyze the effect of VRTs on the statistical uncertainty associated with Swank factors. VRTs increased the relative efficiency by as much as a factor of 9. We demonstrate that we can achieve the same variance of the Swank factor with less computing time. With this approach, the simulations can be stopped when the variance of the variance estimates reaches the desired level of uncertainty. We implemented analytic estimates of the variance of Swank factor and demonstrated the effect of VRTs on image quality calculations. Our findings indicate that the Swank factor is dominated by the x-ray interaction profile as compared to the additional uncertainty introduced in the optical transport by the use of VRTs. For simulation experiments that aim at reducing the uncertainty in the Swank factor estimate, any of the proposed VRT can be used for increasing the relative
On Stabilizing the Variance of Dynamic Functional Brain Connectivity Time Series.
Thompson, William Hedley; Fransson, Peter
2016-12-01
Assessment of dynamic functional brain connectivity based on functional magnetic resonance imaging (fMRI) data is an increasingly popular strategy to investigate temporal dynamics of the brain's large-scale network architecture. Current practice when deriving connectivity estimates over time is to use the Fisher transformation, which aims to stabilize the variance of correlation values that fluctuate around varying true correlation values. It is, however, unclear how well the stabilization of signal variance performed by the Fisher transformation works for each connectivity time series, when the true correlation is assumed to be fluctuating. This is of importance because many subsequent analyses either assume or perform better when the time series have stable variance or adheres to an approximate Gaussian distribution. In this article, using simulations and analysis of resting-state fMRI data, we analyze the effect of applying different variance stabilization strategies on connectivity time series. We focus our investigation on the Fisher transformation, the Box-Cox (BC) transformation and an approach that combines both transformations. Our results show that, if the intention of stabilizing the variance is to use metrics on the time series, where stable variance or a Gaussian distribution is desired (e.g., clustering), the Fisher transformation is not optimal and may even skew connectivity time series away from being Gaussian. Furthermore, we show that the suboptimal performance of the Fisher transformation can be substantially improved by including an additional BC transformation after the dynamic functional connectivity time series has been Fisher transformed.
ANALISIS PORTOFOLIO RESAMPLED EFFICIENT FRONTIER BERDASARKAN OPTIMASI MEAN-VARIANCE
Abdurakhman, Abdurakhman
2008-01-01
Keputusan alokasi asset yang tepat pada investasi portofolio dapat memaksimalkan keuntungan dan atau meminimalkan risiko. Metode yang sering dipakai dalam optimasi portofolio adalah metode Mean-Variance Markowitz. Dalam prakteknya, metode ini mempunyai kelemahan tidak terlalu stabil. Sedikit perubahan dalam estimasi parameter input menyebabkan perubahan besar pada komposisi portofolio. Untuk itu dikembangkan metode optimasi portofolio yang dapat mengatasi ketidakstabilan metode Mean-Variance ...
Capturing option anomalies with a variance-dependent pricing kernel
Christoffersen, P.; Heston, S.; Jacobs, K.
2013-01-01
We develop a GARCH option model with a variance premium by combining the Heston-Nandi (2000) dynamic with a new pricing kernel that nests Rubinstein (1976) and Brennan (1979). While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is
Realized range-based estimation of integrated variance
DEFF Research Database (Denmark)
Christensen, Kim; Podolskij, Mark
2007-01-01
We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with the realized range-based variance-a statistic that replaces every squared return of the realized variance with a normalized squared range. If the entire sample path of the process is a...
Diagnostic checking in linear processes with infinit variance
Krämer, Walter; Runde, Ralf
1998-01-01
We consider empirical autocorrelations of residuals from infinite variance autoregressive processes. Unlike the finite-variance case, it emerges that the limiting distribution, after suitable normalization, is not always more concentrated around zero when residuals rather than true innovations are employed.
Evaluation of Mean and Variance Integrals without Integration
Joarder, A. H.; Omar, M. H.
2007-01-01
The mean and variance of some continuous distributions, in particular the exponentially decreasing probability distribution and the normal distribution, are considered. Since they involve integration by parts, many students do not feel comfortable. In this note, a technique is demonstrated for deriving mean and variance through differential…
Adjustment of heterogenous variances and a calving year effect in ...
African Journals Online (AJOL)
Data at the beginning and at the end of lactation period, have higher variances than tests in the middle of the lactation. Furthermore, first lactations have lower mean and variances compared to second and third lactations. This is a deviation from the basic assumptions required for the application of repeatability models.
Direct encoding of orientation variance in the visual system.
Norman, Liam J; Heywood, Charles A; Kentridge, Robert W
2015-01-01
Our perception of regional irregularity, an example of which is orientation variance, seems effortless when we view two patches of texture that differ in this attribute. Little is understood, however, of how the visual system encodes a regional statistic like orientation variance, but there is some evidence to suggest that it is directly encoded by populations of neurons tuned broadly to high or low levels. The present study shows that selective adaptation to low or high levels of variance results in a perceptual aftereffect that shifts the perceived level of variance of a subsequently viewed texture in the direction away from that of the adapting stimulus (Experiments 1 and 2). Importantly, the effect is durable across changes in mean orientation, suggesting that the encoding of orientation variance is independent of global first moment orientation statistics (i.e., mean orientation). In Experiment 3 it was shown that the variance-specific aftereffect did not show signs of being encoded in a spatiotopic reference frame, similar to the equivalent aftereffect of adaptation to the first moment orientation statistic (the tilt aftereffect), which is represented in the primary visual cortex and exists only in retinotopic coordinates. Experiment 4 shows that a neuropsychological patient with damage to ventral areas of the cortex but spared intact early areas retains sensitivity to orientation variance. Together these results suggest that orientation variance is encoded directly by the visual system and possibly at an early cortical stage.
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.
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…
42 CFR 456.522 - Content of request for variance.
2010-10-01
... 42 Public Health 4 2010-10-01 2010-10-01 false Content of request for variance. 456.522 Section 456.522 Public Health CENTERS FOR MEDICARE & MEDICAID SERVICES, DEPARTMENT OF HEALTH AND HUMAN... perform UR within the time requirements for which the variance is requested and its good faith efforts to...
29 CFR 1905.5 - Effect of variances.
2010-07-01
...-STEIGER OCCUPATIONAL SAFETY AND HEALTH ACT OF 1970 General § 1905.5 Effect of variances. All variances... Regulations Relating to Labor (Continued) OCCUPATIONAL SAFETY AND HEALTH ADMINISTRATION, DEPARTMENT OF LABOR... concerning a proposed penalty or period of abatement is pending before the Occupational Safety and Health...
29 CFR 1904.38 - Variances from the recordkeeping rule.
2010-07-01
..., DEPARTMENT OF LABOR RECORDING AND REPORTING OCCUPATIONAL INJURIES AND ILLNESSES Other OSHA Injury and Illness... he or she finds appropriate. (iv) If the Assistant Secretary grants your variance petition, OSHA will... Secretary is reviewing your variance petition. (4) If I have already been cited by OSHA for not following...
Gender Variance and Educational Psychology: Implications for Practice
Yavuz, Carrie
2016-01-01
The area of gender variance appears to be more visible in both the media and everyday life. Within educational psychology literature gender variance remains underrepresented. The positioning of educational psychologists working across the three levels of child and family, school or establishment and education authority/council, means that they are…
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.
Nie, Xiaobing; Zheng, Wei Xing; Cao, Jinde
2015-11-01
The problem of coexistence and dynamical behaviors of multiple equilibrium points is addressed for a class of memristive Cohen-Grossberg neural networks with non-monotonic piecewise linear activation functions and time-varying delays. By virtue of the fixed point theorem, nonsmooth analysis theory and other analytical tools, some sufficient conditions are established to guarantee that such n-dimensional memristive Cohen-Grossberg neural networks can have 5(n) equilibrium points, among which 3(n) equilibrium points are locally exponentially stable. It is shown that greater storage capacity can be achieved by neural networks with the non-monotonic activation functions introduced herein than the ones with Mexican-hat-type activation function. In addition, unlike most existing multistability results of neural networks with monotonic activation functions, those obtained 3(n) locally stable equilibrium points are located both in saturated regions and unsaturated regions. The theoretical findings are verified by an illustrative example with computer simulations. Copyright © 2015 Elsevier Ltd. All rights reserved.
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
Allowing variance may enlarge the safe operating space for exploited ecosystems.
Carpenter, Stephen R; Brock, William A; Folke, Carl; van Nes, Egbert H; Scheffer, Marten
2015-11-17
Variable flows of food, water, or other ecosystem services complicate planning. Management strategies that decrease variability and increase predictability may therefore be preferred. However, actions to decrease variance over short timescales (2-4 y), when applied continuously, may lead to long-term ecosystem changes with adverse consequences. We investigated the effects of managing short-term variance in three well-understood models of ecosystem services: lake eutrophication, harvest of a wild population, and yield of domestic herbivores on a rangeland. In all cases, actions to decrease variance can increase the risk of crossing critical ecosystem thresholds, resulting in less desirable ecosystem states. Managing to decrease short-term variance creates ecosystem fragility by changing the boundaries of safe operating spaces, suppressing information needed for adaptive management, cancelling signals of declining resilience, and removing pressures that may build tolerance of stress. Thus, the management of variance interacts strongly and inseparably with the management of resilience. By allowing for variation, learning, and flexibility while observing change, managers can detect opportunities and problems as they develop while sustaining the capacity to deal with them.
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.
Variance computations for functional of absolute risk estimates.
Pfeiffer, R M; Petracci, E
2011-07-01
We present a simple influence function based approach to compute the variances of estimates of absolute risk and functions of absolute risk. We apply this approach to criteria that assess the impact of changes in the risk factor distribution on absolute risk for an individual and at the population level. As an illustration we use an absolute risk prediction model for breast cancer that includes modifiable risk factors in addition to standard breast cancer risk factors. Influence function based variance estimates for absolute risk and the criteria are compared to bootstrap variance estimates.
Estimating High-Frequency Based (Co-) Variances: A Unified Approach
DEFF Research Database (Denmark)
Voev, Valeri; Nolte, Ingmar
We propose a unified framework for estimating integrated variances and covariances based on simple OLS regressions, allowing for a general market microstructure noise specification. We show that our estimators can outperform, in terms of the root mean squared error criterion, the most recent...... and commonly applied estimators, such as the realized kernels of Barndorff-Nielsen, Hansen, Lunde & Shephard (2006), the two-scales realized variance of Zhang, Mykland & Aït-Sahalia (2005), the Hayashi & Yoshida (2005) covariance estimator, and the realized variance and covariance with the optimal sampling...
Analysis of Gene Expression Variance in Schizophrenia Using Structural Equation Modeling
Directory of Open Access Journals (Sweden)
Anna A. Igolkina
2018-06-01
Full Text Available Schizophrenia (SCZ is a psychiatric disorder of unknown etiology. There is evidence suggesting that aberrations in neurodevelopment are a significant attribute of schizophrenia pathogenesis and progression. To identify biologically relevant molecular abnormalities affecting neurodevelopment in SCZ we used cultured neural progenitor cells derived from olfactory neuroepithelium (CNON cells. Here, we tested the hypothesis that variance in gene expression differs between individuals from SCZ and control groups. In CNON cells, variance in gene expression was significantly higher in SCZ samples in comparison with control samples. Variance in gene expression was enriched in five molecular pathways: serine biosynthesis, PI3K-Akt, MAPK, neurotrophin and focal adhesion. More than 14% of variance in disease status was explained within the logistic regression model (C-value = 0.70 by predictors accounting for gene expression in 69 genes from these five pathways. Structural equation modeling (SEM was applied to explore how the structure of these five pathways was altered between SCZ patients and controls. Four out of five pathways showed differences in the estimated relationships among genes: between KRAS and NF1, and KRAS and SOS1 in the MAPK pathway; between PSPH and SHMT2 in serine biosynthesis; between AKT3 and TSC2 in the PI3K-Akt signaling pathway; and between CRK and RAPGEF1 in the focal adhesion pathway. Our analysis provides evidence that variance in gene expression is an important characteristic of SCZ, and SEM is a promising method for uncovering altered relationships between specific genes thus suggesting affected gene regulation associated with the disease. We identified altered gene-gene interactions in pathways enriched for genes with increased variance in expression in SCZ. These pathways and loci were previously implicated in SCZ, providing further support for the hypothesis that gene expression variance plays important role in the etiology
Ulnar variance: its relationship to ulnar foveal morphology and forearm kinematics.
Kataoka, Toshiyuki; Moritomo, Hisao; Omokawa, Shohei; Iida, Akio; Murase, Tsuyoshi; Sugamoto, Kazuomi
2012-04-01
It is unclear how individual differences in the anatomy of the distal ulna affect kinematics and pathology of the distal radioulnar joint. This study evaluated how ulnar variance relates to ulnar foveal morphology and the pronosupination axis of the forearm. We performed 3-dimensional computed tomography studies in vivo on 28 forearms in maximum supination and pronation to determine the anatomical center of the ulnar distal pole and the forearm pronosupination axis. We calculated the forearm pronosupination axis using a markerless bone registration technique, which determined the pronosupination center as the point where the axis emerges on the distal ulnar surface. We measured the depth of the anatomical center and classified it into 2 types: concave, with a depth of 0.8 mm or more, and flat, with a depth less than 0.8 mm. We examined whether ulnar variance correlated with foveal type and the distance between anatomical and pronosupination centers. A total of 18 cases had a concave-type fovea surrounded by the C-shaped articular facet of the distal pole, and 10 had a flat-type fovea with a flat surface without evident central depression. Ulnar variance of the flat type was 3.5 ± 1.2 mm, which was significantly greater than the 1.2 ± 1.1 mm of the concave type. Ulnar variance positively correlated with distance between the anatomical and pronosupination centers. Flat-type ulnar heads have a significantly greater ulnar variance than concave types. The pronosupination axis passes through the ulnar head more medially and farther from the anatomical center with increasing ulnar variance. This study suggests that ulnar variance is related in part to foveal morphology and pronosupination axis. This information provides a starting point for future studies investigating how foveal morphology relates to distal ulnar problems. Copyright © 2012 American Society for Surgery of the Hand. Published by Elsevier Inc. All rights reserved.
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
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
Phenotypic variance explained by local ancestry in admixed African Americans.
Shriner, Daniel; Bentley, Amy R; Doumatey, Ayo P; Chen, Guanjie; Zhou, Jie; Adeyemo, Adebowale; Rotimi, Charles N
2015-01-01
We surveyed 26 quantitative traits and disease outcomes to understand the proportion of phenotypic variance explained by local ancestry in admixed African Americans. After inferring local ancestry as the number of African-ancestry chromosomes at hundreds of thousands of genotyped loci across all autosomes, we used a linear mixed effects model to estimate the variance explained by local ancestry in two large independent samples of unrelated African Americans. We found that local ancestry at major and polygenic effect genes can explain up to 20 and 8% of phenotypic variance, respectively. These findings provide evidence that most but not all additive genetic variance is explained by genetic markers undifferentiated by ancestry. These results also inform the proportion of health disparities due to genetic risk factors and the magnitude of error in association studies not controlling for local ancestry.
Allowable variance set on left ventricular function parameter
International Nuclear Information System (INIS)
Zhou Li'na; Qi Zhongzhi; Zeng Yu; Ou Xiaohong; Li Lin
2010-01-01
Purpose: To evaluate the influence of allowable Variance settings on left ventricular function parameter of the arrhythmia patients during gated myocardial perfusion imaging. Method: 42 patients with evident arrhythmia underwent myocardial perfusion SPECT, 3 different allowable variance with 20%, 60%, 100% would be set before acquisition for every patients,and they will be acquired simultaneously. After reconstruction by Astonish, end-diastole volume(EDV) and end-systolic volume (ESV) and left ventricular ejection fraction (LVEF) would be computed with Quantitative Gated SPECT(QGS). Using SPSS software EDV, ESV, EF values of analysis of variance. Result: there is no statistical difference between three groups. Conclusion: arrhythmia patients undergo Gated myocardial perfusion imaging, Allowable Variance settings on EDV, ESV, EF value does not have a statistical meaning. (authors)
Host nutrition alters the variance in parasite transmission potential.
Vale, Pedro F; Choisy, Marc; Little, Tom J
2013-04-23
The environmental conditions experienced by hosts are known to affect their mean parasite transmission potential. How different conditions may affect the variance of transmission potential has received less attention, but is an important question for disease management, especially if specific ecological contexts are more likely to foster a few extremely infectious hosts. Using the obligate-killing bacterium Pasteuria ramosa and its crustacean host Daphnia magna, we analysed how host nutrition affected the variance of individual parasite loads, and, therefore, transmission potential. Under low food, individual parasite loads showed similar mean and variance, following a Poisson distribution. By contrast, among well-nourished hosts, parasite loads were right-skewed and overdispersed, following a negative binomial distribution. Abundant food may, therefore, yield individuals causing potentially more transmission than the population average. Measuring both the mean and variance of individual parasite loads in controlled experimental infections may offer a useful way of revealing risk factors for potential highly infectious hosts.
Minimum variance Monte Carlo importance sampling with parametric dependence
International Nuclear Information System (INIS)
Ragheb, M.M.H.; Halton, J.; Maynard, C.W.
1981-01-01
An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de
Advanced methods of analysis variance on scenarios of nuclear prospective
International Nuclear Information System (INIS)
Blazquez, J.; Montalvo, C.; Balbas, M.; Garcia-Berrocal, A.
2011-01-01
Traditional techniques of propagation of variance are not very reliable, because there are uncertainties of 100% relative value, for this so use less conventional methods, such as Beta distribution, Fuzzy Logic and the Monte Carlo Method.
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).
Heritability, variance components and genetic advance of some ...
African Journals Online (AJOL)
Heritability, variance components and genetic advance of some yield and yield related traits in Ethiopian ... African Journal of Biotechnology ... randomized complete block design at Adet Agricultural Research Station in 2008 cropping season.
Variance Function Partially Linear Single-Index Models1.
Lian, Heng; Liang, Hua; Carroll, Raymond J
2015-01-01
We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.
Variance estimation in the analysis of microarray data
Wang, Yuedong; Ma, Yanyuan; Carroll, Raymond J.
2009-01-01
Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing
Röring, Johan
2017-01-01
Volatility is a common risk measure in the field of finance that describes the magnitude of an asset’s up and down movement. From only being a risk measure, volatility has become an asset class of its own and volatility derivatives enable traders to get an isolated exposure to an asset’s volatility. Two kinds of volatility derivatives are volatility swaps and variance swaps. The problem with volatility swaps and variance swaps is that they require estimations of the future variance and volati...
ASYMMETRY OF MARKET RETURNS AND THE MEAN VARIANCE FRONTIER
SENGUPTA, Jati K.; PARK, Hyung S.
1994-01-01
The hypothesis that the skewness and asymmetry have no significant impact on the mean variance frontier is found to be strongly violated by monthly U.S. data over the period January 1965 through December 1974. This result raises serious doubts whether the common market portifolios such as SP 500, value weighted and equal weighted returns can serve as suitable proxies for meanvariance efficient portfolios in the CAPM framework. A new test for assessing the impact of skewness on the variance fr...
Towards the ultimate variance-conserving convection scheme
International Nuclear Information System (INIS)
Os, J.J.A.M. van; Uittenbogaard, R.E.
2004-01-01
In the past various arguments have been used for applying kinetic energy-conserving advection schemes in numerical simulations of incompressible fluid flows. One argument is obeying the programmed dissipation by viscous stresses or by sub-grid stresses in Direct Numerical Simulation and Large Eddy Simulation, see e.g. [Phys. Fluids A 3 (7) (1991) 1766]. Another argument is that, according to e.g. [J. Comput. Phys. 6 (1970) 392; 1 (1966) 119], energy-conserving convection schemes are more stable i.e. by prohibiting a spurious blow-up of volume-integrated energy in a closed volume without external energy sources. In the above-mentioned references it is stated that nonlinear instability is due to spatial truncation rather than to time truncation and therefore these papers are mainly concerned with the spatial integration. In this paper we demonstrate that discretized temporal integration of a spatially variance-conserving convection scheme can induce non-energy conserving solutions. In this paper the conservation of the variance of a scalar property is taken as a simple model for the conservation of kinetic energy. In addition, the derivation and testing of a variance-conserving scheme allows for a clear definition of kinetic energy-conserving advection schemes for solving the Navier-Stokes equations. Consequently, we first derive and test a strictly variance-conserving space-time discretization for the convection term in the convection-diffusion equation. Our starting point is the variance-conserving spatial discretization of the convection operator presented by Piacsek and Williams [J. Comput. Phys. 6 (1970) 392]. In terms of its conservation properties, our variance-conserving scheme is compared to other spatially variance-conserving schemes as well as with the non-variance-conserving schemes applied in our shallow-water solver, see e.g. [Direct and Large-eddy Simulation Workshop IV, ERCOFTAC Series, Kluwer Academic Publishers, 2001, pp. 409-287
Problems of variance reduction in the simulation of random variables
International Nuclear Information System (INIS)
Lessi, O.
1987-01-01
The definition of the uniform linear generator is given and some of the mostly used tests to evaluate the uniformity and the independence of the obtained determinations are listed. The problem of calculating, through simulation, some moment W of a random variable function is taken into account. The Monte Carlo method enables the moment W to be estimated and the estimator variance to be obtained. Some techniques for the construction of other estimators of W with a reduced variance are introduced
Cumulative prospect theory and mean variance analysis. A rigorous comparison
Hens, Thorsten; Mayer, Janos
2012-01-01
We compare asset allocations derived for cumulative prospect theory(CPT) based on two different methods: Maximizing CPT along the mean–variance efficient frontier and maximizing it without that restriction. We find that with normally distributed returns the difference is negligible. However, using standard asset allocation data of pension funds the difference is considerable. Moreover, with derivatives like call options the restriction to the mean-variance efficient frontier results in a siza...
Global Variance Risk Premium and Forex Return Predictability
Aloosh, Arash
2014-01-01
In a long-run risk model with stochastic volatility and frictionless markets, I express expected forex returns as a function of consumption growth variances and stock variance risk premiums (VRPs)—the difference between the risk-neutral and statistical expectations of market return variation. This provides a motivation for using the forward-looking information available in stock market volatility indices to predict forex returns. Empirically, I find that stock VRPs predict forex returns at a ...
Global Gravity Wave Variances from Aura MLS: Characteristics and Interpretation
2008-12-01
slight longitudinal variations, with secondary high- latitude peaks occurring over Greenland and Europe . As the QBO changes to the westerly phase, the...equatorial GW temperature variances from suborbital data (e.g., Eck- ermann et al. 1995). The extratropical wave variances are generally larger in the...emanating from tropopause altitudes, presumably radiated from tropospheric jet stream in- stabilities associated with baroclinic storm systems that
Temperature variance study in Monte-Carlo photon transport theory
International Nuclear Information System (INIS)
Giorla, J.
1985-10-01
We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case [fr
Mean-Variance Optimization in Markov Decision Processes
Mannor, Shie; Tsitsiklis, John N.
2011-01-01
We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomized or history-based policies can improve performance. We prove that the complexity of computing a policy that maximizes the mean reward under a variance constraint is NP-hard for some cases, and strongly NP-hard for others. We finally offer pseudo-polynomial exact and approximation algorithms.
The asymptotic variance of departures in critically loaded queues
Al Hanbali, Ahmad; Mandjes, M.R.H.; Nazarathy, Y.; Whitt, W.
2011-01-01
We consider the asymptotic variance of the departure counting process D(t) of the GI/G/1 queue; D(t) denotes the number of departures up to time t. We focus on the case where the system load ϱ equals 1, and prove that the asymptotic variance rate satisfies limt→∞varD(t) / t = λ(1 - 2 / π)(ca2 +
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
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
Allowing variance may enlarge the safe operating space for exploited ecosystems
Carpenter, S.R.; Brock, W.A.; Folke, Carl; Nes, Van E.H.; Scheffer, Marten; Polasky, Stephen
2015-01-01
Variable flows of food, water, or other ecosystem services complicate planning. Management strategies that decrease variability and increase predictabilitymay therefore be preferred. However, actions to decrease variance over short timescales (2-4 y), when applied continuously,may lead to
Genetic variance for uniformity of harvest weight in Nile tilapia (Oreochromis niloticus)
Khaw, H.L.; Ponzoni, R.W.; Yee, H.Y.; Aziz, M.A.; Mulder, H.A.; Marjanovic, J.; Bijma, P.
2016-01-01
Competition for resources is common in aquaculture, which inflates the variability of fish body weight. Selective breeding is one of the effective approaches that may enable a reduction of size variability (or increase in uniformity) for body weight by genetic means. The genetic variance of
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.
2017-01-01
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
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
A versatile omnibus test for detecting mean and variance heterogeneity.
Cao, Ying; Wei, Peng; Bailey, Matthew; Kauwe, John S K; Maxwell, Taylor J
2014-01-01
Recent research has revealed loci that display variance heterogeneity through various means such as biological disruption, linkage disequilibrium (LD), gene-by-gene (G × G), or gene-by-environment interaction. We propose a versatile likelihood ratio test that allows joint testing for mean and variance heterogeneity (LRT(MV)) or either effect alone (LRT(M) or LRT(V)) in the presence of covariates. Using extensive simulations for our method and others, we found that all parametric tests were sensitive to nonnormality regardless of any trait transformations. Coupling our test with the parametric bootstrap solves this issue. Using simulations and empirical data from a known mean-only functional variant, we demonstrate how LD can produce variance-heterogeneity loci (vQTL) in a predictable fashion based on differential allele frequencies, high D', and relatively low r² values. We propose that a joint test for mean and variance heterogeneity is more powerful than a variance-only test for detecting vQTL. This takes advantage of loci that also have mean effects without sacrificing much power to detect variance only effects. We discuss using vQTL as an approach to detect G × G interactions and also how vQTL are related to relationship loci, and how both can create prior hypothesis for each other and reveal the relationships between traits and possibly between components of a composite trait.
Variance-based sensitivity indices for models with dependent inputs
International Nuclear Information System (INIS)
Mara, Thierry A.; Tarantola, Stefano
2012-01-01
Computational models are intensively used in engineering for risk analysis or prediction of future outcomes. Uncertainty and sensitivity analyses are of great help in these purposes. Although several methods exist to perform variance-based sensitivity analysis of model output with independent inputs only a few are proposed in the literature in the case of dependent inputs. This is explained by the fact that the theoretical framework for the independent case is set and a univocal set of variance-based sensitivity indices is defined. In the present work, we propose a set of variance-based sensitivity indices to perform sensitivity analysis of models with dependent inputs. These measures allow us to distinguish between the mutual dependent contribution and the independent contribution of an input to the model response variance. Their definition relies on a specific orthogonalisation of the inputs and ANOVA-representations of the model output. In the applications, we show the interest of the new sensitivity indices for model simplification setting. - Highlights: ► Uncertainty and sensitivity analyses are of great help in engineering. ► Several methods exist to perform variance-based sensitivity analysis of model output with independent inputs. ► We define a set of variance-based sensitivity indices for models with dependent inputs. ► Inputs mutual contributions are distinguished from their independent contributions. ► Analytical and computational tests are performed and discussed.
Variance and covariance calculations for nuclear materials accounting using 'MAVARIC'
International Nuclear Information System (INIS)
Nasseri, K.K.
1987-01-01
Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined
Improving computational efficiency of Monte Carlo simulations with variance reduction
International Nuclear Information System (INIS)
Turner, A.; Davis, A.
2013-01-01
CCFE perform Monte-Carlo transport simulations on large and complex tokamak models such as ITER. Such simulations are challenging since streaming and deep penetration effects are equally important. In order to make such simulations tractable, both variance reduction (VR) techniques and parallel computing are used. It has been found that the application of VR techniques in such models significantly reduces the efficiency of parallel computation due to 'long histories'. VR in MCNP can be accomplished using energy-dependent weight windows. The weight window represents an 'average behaviour' of particles, and large deviations in the arriving weight of a particle give rise to extreme amounts of splitting being performed and a long history. When running on parallel clusters, a long history can have a detrimental effect on the parallel efficiency - if one process is computing the long history, the other CPUs complete their batch of histories and wait idle. Furthermore some long histories have been found to be effectively intractable. To combat this effect, CCFE has developed an adaptation of MCNP which dynamically adjusts the WW where a large weight deviation is encountered. The method effectively 'de-optimises' the WW, reducing the VR performance but this is offset by a significant increase in parallel efficiency. Testing with a simple geometry has shown the method does not bias the result. This 'long history method' has enabled CCFE to significantly improve the performance of MCNP calculations for ITER on parallel clusters, and will be beneficial for any geometry combining streaming and deep penetration effects. (authors)
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
International Nuclear Information System (INIS)
Kulagina, T.P.; Kolomijtseva, I.K.; Moiseeva, S.A.; Kuzin, A.M.
2000-01-01
The dynamics of changes in the thymus nuclei lipid metabolism under chronic gamma-radiation in low doses with the dose rate of 3 cGy/day is studied. It is shown, that at the 25 cGy dose rate there takes place activation of exchange in the fatly-acid part of the phospholipid molecule with simultaneous activation of the cholesterol and fatty acids synthesis. The synthesis of cholesterol and fatty acids at 50 cGy remains activated, whereas metabolism of the fatty-acid part of the phospholipids molecule is sharply depressed. The identified changes reveal the similarity with the processes, proceeding by the apoptose induction. At the same time the dynamics of the thymocyte nuclei lipid exchange in the process of adaptation to the long radiation effect as nonmonotonous metabolic response to low dose impact is characterized for the first time [ru
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.
Pressley, Joanna; Troyer, Todd W
2011-05-01
The leaky integrate-and-fire (LIF) is the simplest neuron model that captures the essential properties of neuronal signaling. Yet common intuitions are inadequate to explain basic properties of LIF responses to sinusoidal modulations of the input. Here we examine responses to low and moderate frequency modulations of both the mean and variance of the input current and quantify how these responses depend on baseline parameters. Across parameters, responses to modulations in the mean current are low pass, approaching zero in the limit of high frequencies. For very low baseline firing rates, the response cutoff frequency matches that expected from membrane integration. However, the cutoff shows a rapid, supralinear increase with firing rate, with a steeper increase in the case of lower noise. For modulations of the input variance, the gain at high frequency remains finite. Here, we show that the low-frequency responses depend strongly on baseline parameters and derive an analytic condition specifying the parameters at which responses switch from being dominated by low versus high frequencies. Additionally, we show that the resonant responses for variance modulations have properties not expected for common oscillatory resonances: they peak at frequencies higher than the baseline firing rate and persist when oscillatory spiking is disrupted by high noise. Finally, the responses to mean and variance modulations are shown to have a complementary dependence on baseline parameters at higher frequencies, resulting in responses to modulations of Poisson input rates that are independent of baseline input statistics.
Energy and variance budgets of a diffusive staircase with implications for heat flux scaling
Hieronymus, M.; Carpenter, J. R.
2016-02-01
Diffusive convection, the mode of double-diffusive convection that occur when both temperature and salinity increase with increasing depth, is commonplace throughout the high latitude oceans and diffusive staircases constitute an important heat transport process in the Arctic Ocean. Heat and buoyancy fluxes through these staircases are often estimated using flux laws deduced either from laboratory experiments, or from simplified energy or variance budgets. We have done direct numerical simulations of double-diffusive convection at a range of Rayleigh numbers and quantified the energy and variance budgets in detail. This allows us to compare the fluxes in our simulations to those derived using known flux laws and to quantify how well the simplified energy and variance budgets approximate the full budgets. The fluxes are found to agree well with earlier estimates at high Rayleigh numbers, but we find large deviations at low Rayleigh numbers. The close ties between the heat and buoyancy fluxes and the budgets of thermal variance and energy have been utilized to derive heat flux scaling laws in the field of thermal convection. The result is the so called GL-theory, which has been found to give accurate heat flux scaling laws in a very wide parameter range. Diffusive convection has many similarities to thermal convection and an extension of the GL-theory to diffusive convection is also presented and its predictions are compared to the results from our numerical simulations.
Impact of Damping Uncertainty on SEA Model Response Variance
Schiller, Noah; Cabell, Randolph; Grosveld, Ferdinand
2010-01-01
Statistical Energy Analysis (SEA) is commonly used to predict high-frequency vibroacoustic levels. This statistical approach provides the mean response over an ensemble of random subsystems that share the same gross system properties such as density, size, and damping. Recently, techniques have been developed to predict the ensemble variance as well as the mean response. However these techniques do not account for uncertainties in the system properties. In the present paper uncertainty in the damping loss factor is propagated through SEA to obtain more realistic prediction bounds that account for both ensemble and damping variance. The analysis is performed on a floor-equipped cylindrical test article that resembles an aircraft fuselage. Realistic bounds on the damping loss factor are determined from measurements acquired on the sidewall of the test article. The analysis demonstrates that uncertainties in damping have the potential to significantly impact the mean and variance of the predicted response.
Genetic and environmental variance in content dimensions of the MMPI.
Rose, R J
1988-08-01
To evaluate genetic and environmental variance in the Minnesota Multiphasic Personality Inventory (MMPI), I studied nine factor scales identified in the first item factor analysis of normal adult MMPIs in a sample of 820 adolescent and young adult co-twins. Conventional twin comparisons documented heritable variance in six of the nine MMPI factors (Neuroticism, Psychoticism, Extraversion, Somatic Complaints, Inadequacy, and Cynicism), whereas significant influence from shared environmental experience was found for four factors (Masculinity versus Femininity, Extraversion, Religious Orthodoxy, and Intellectual Interests). Genetic variance in the nine factors was more evident in results from twin sisters than those of twin brothers, and a developmental-genetic analysis, using hierarchical multiple regressions of double-entry matrixes of the twins' raw data, revealed that in four MMPI factor scales, genetic effects were significantly modulated by age or gender or their interaction during the developmental period from early adolescence to early adulthood.
A new variance stabilizing transformation for gene expression data analysis.
Kelmansky, Diana M; Martínez, Elena J; Leiva, Víctor
2013-12-01
In this paper, we introduce a new family of power transformations, which has the generalized logarithm as one of its members, in the same manner as the usual logarithm belongs to the family of Box-Cox power transformations. Although the new family has been developed for analyzing gene expression data, it allows a wider scope of mean-variance related data to be reached. We study the analytical properties of the new family of transformations, as well as the mean-variance relationships that are stabilized by using its members. We propose a methodology based on this new family, which includes a simple strategy for selecting the family member adequate for a data set. We evaluate the finite sample behavior of different classical and robust estimators based on this strategy by Monte Carlo simulations. We analyze real genomic data by using the proposed transformation to empirically show how the new methodology allows the variance of these data to be stabilized.
Pricing perpetual American options under multiscale stochastic elasticity of variance
International Nuclear Information System (INIS)
Yoon, Ji-Hun
2015-01-01
Highlights: • We study the effects of the stochastic elasticity of variance on perpetual American option. • Our SEV model consists of a fast mean-reverting factor and a slow mean-revering factor. • A slow scale factor has a very significant impact on the option price. • We analyze option price structures through the market prices of elasticity risk. - Abstract: This paper studies pricing the perpetual American options under a constant elasticity of variance type of underlying asset price model where the constant elasticity is replaced by a fast mean-reverting Ornstein–Ulenbeck process and a slowly varying diffusion process. By using a multiscale asymptotic analysis, we find the impact of the stochastic elasticity of variance on the option prices and the optimal exercise prices with respect to model parameters. Our results enhance the existing option price structures in view of flexibility and applicability through the market prices of elasticity risk
Stevens, Mark I; Hogendoorn, Katja; Schwarz, Michael P
2007-01-01
Abstract Background The Central Limit Theorem (CLT) is a statistical principle that states that as the number of repeated samples from any population increase, the variance among sample means will decrease and means will become more normally distributed. It has been conjectured that the CLT has the potential to provide benefits for group living in some animals via greater predictability in food acquisition, if the number of foraging bouts increases with group size. The potential existence of ...
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.
Kawanishi, Y; Moritomo, H; Omori, S; Kataoka, T; Murase, T; Sugamoto, K
2014-06-01
Positive ulnar variance is associated with ulnar impaction syndrome and ulnar variance is reported to increase with pronation. However, radiographic measurement can be affected markedly by the incident angle of the X-ray beam. We performed three-dimensional (3-D) computed tomography measurements of ulnar variance and ulnolunate distance during forearm rotation and compared these with plain radiographic measurements in 15 healthy wrists. From supination to pronation, ulnar variance increased in all cases on the radiographs; mean ulnar variance increased significantly and mean ulnolunate distance decreased significantly. However on 3-D imaging, ulna variance decreased in 12 cases on moving into pronation and increased in three cases; neither the mean ulnar variance nor mean ulnolunate distance changed significantly. Our results suggest that the forearm position in which ulnar variance increased varies among individuals. This may explain why some patients with ulnar impaction syndrome complain of wrist pain exacerbated by forearm supination. It also suggests that standard radiographic assessments of ulnar variance are unreliable. © The Author(s) 2013.
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.
Variance estimation for sensitivity analysis of poverty and inequality measures
Directory of Open Access Journals (Sweden)
Christian Dudel
2017-04-01
Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.
Studying Variance in the Galactic Ultra-compact Binary Population
Larson, Shane; Breivik, Katelyn
2017-01-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations on week-long timescales, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Variance of a product with application to uranium estimation
International Nuclear Information System (INIS)
Lowe, V.W.; Waterman, M.S.
1976-01-01
The U in a container can either be determined directly by NDA or by estimating the weight of material in the container and the concentration of U in this material. It is important to examine the statistical properties of estimating the amount of U by multiplying the estimates of weight and concentration. The variance of the product determines the accuracy of the estimate of the amount of uranium. This paper examines the properties of estimates of the variance of the product of two random variables
Levine's guide to SPSS for analysis of variance
Braver, Sanford L; Page, Melanie
2003-01-01
A greatly expanded and heavily revised second edition, this popular guide provides instructions and clear examples for running analyses of variance (ANOVA) and several other related statistical tests of significance with SPSS. No other guide offers the program statements required for the more advanced tests in analysis of variance. All of the programs in the book can be run using any version of SPSS, including versions 11 and 11.5. A table at the end of the preface indicates where each type of analysis (e.g., simple comparisons) can be found for each type of design (e.g., mixed two-factor desi
Variance squeezing and entanglement of the XX central spin model
International Nuclear Information System (INIS)
El-Orany, Faisal A A; Abdalla, M Sebawe
2011-01-01
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
Asymptotic variance of grey-scale surface area estimators
DEFF Research Database (Denmark)
Svane, Anne Marie
Grey-scale local algorithms have been suggested as a fast way of estimating surface area from grey-scale digital images. Their asymptotic mean has already been described. In this paper, the asymptotic behaviour of the variance is studied in isotropic and sufficiently smooth settings, resulting...... in a general asymptotic bound. For compact convex sets with nowhere vanishing Gaussian curvature, the asymptotics can be described more explicitly. As in the case of volume estimators, the variance is decomposed into a lattice sum and an oscillating term of at most the same magnitude....
Variance squeezing and entanglement of the XX central spin model
Energy Technology Data Exchange (ETDEWEB)
El-Orany, Faisal A A [Department of Mathematics and Computer Science, Faculty of Science, Suez Canal University, Ismailia (Egypt); Abdalla, M Sebawe, E-mail: m.sebaweh@physics.org [Mathematics Department, College of Science, King Saud University PO Box 2455, Riyadh 11451 (Saudi Arabia)
2011-01-21
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
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.
The problem of low variance voxels in statistical parametric mapping; a new hat avoids a 'haircut'.
Ridgway, Gerard R; Litvak, Vladimir; Flandin, Guillaume; Friston, Karl J; Penny, Will D
2012-02-01
Statistical parametric mapping (SPM) locates significant clusters based on a ratio of signal to noise (a 'contrast' of the parameters divided by its standard error) meaning that very low noise regions, for example outside the brain, can attain artefactually high statistical values. Similarly, the commonly applied preprocessing step of Gaussian spatial smoothing can shift the peak statistical significance away from the peak of the contrast and towards regions of lower variance. These problems have previously been identified in positron emission tomography (PET) (Reimold et al., 2006) and voxel-based morphometry (VBM) (Acosta-Cabronero et al., 2008), but can also appear in functional magnetic resonance imaging (fMRI) studies. Additionally, for source-reconstructed magneto- and electro-encephalography (M/EEG), the problems are particularly severe because sparsity-favouring priors constrain meaningfully large signal and variance to a small set of compactly supported regions within the brain. (Acosta-Cabronero et al., 2008) suggested adding noise to background voxels (the 'haircut'), effectively increasing their noise variance, but at the cost of contaminating neighbouring regions with the added noise once smoothed. Following theory and simulations, we propose to modify--directly and solely--the noise variance estimate, and investigate this solution on real imaging data from a range of modalities. Copyright © 2011 Elsevier Inc. All rights reserved.
Ji, Luyan; Pourtois, Gilles
2018-04-20
We examined the processing capacity and the role of emotion variance in ensemble representation for multiple facial expressions shown concurrently. A standard set size manipulation was used, whereby the sets consisted of 4, 8, or 16 morphed faces each uniquely varying along a happy-angry continuum (Experiment 1) or a neutral-happy/angry continuum (Experiments 2 & 3). Across the three experiments, we reduced the amount of emotion variance in the sets to explore the boundaries of this process. Participants judged the perceived average emotion from each set on a continuous scale. We computed and compared objective and subjective difference scores, using the morph units and post-experiment ratings, respectively. Results of the subjective scores were more consistent than the objective ones across the first two experiments where the variance was relatively large, and revealed each time that increasing set size led to a poorer averaging ability, suggesting capacity limitations in establishing ensemble representations for multiple facial expressions. However, when the emotion variance in the sets was reduced in Experiment 3, both subjective and objective scores remained unaffected by set size, suggesting that the emotion averaging process was unlimited in these conditions. Collectively, these results suggest that extracting mean emotion from a set composed of multiple faces depends on both structural (attentional) and stimulus-related effects. Copyright © 2018 Elsevier Ltd. All rights reserved.
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
2014-01-01
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding...
Analysis of Variance: What Is Your Statistical Software Actually Doing?
Li, Jian; Lomax, Richard G.
2011-01-01
Users assume statistical software packages produce accurate results. In this article, the authors systematically examined Statistical Package for the Social Sciences (SPSS) and Statistical Analysis System (SAS) for 3 analysis of variance (ANOVA) designs, mixed-effects ANOVA, fixed-effects analysis of covariance (ANCOVA), and nested ANOVA. For each…
Genetic variance components for residual feed intake and feed ...
African Journals Online (AJOL)
Feeding costs of animals is a major determinant of profitability in livestock production enterprises. Genetic selection to improve feed efficiency aims to reduce feeding cost in beef cattle and thereby improve profitability. This study estimated genetic (co)variances between weaning weight and other production, reproduction ...
Cumulative Prospect Theory, Option Returns, and the Variance Premium
Baele, Lieven; Driessen, Joost; Ebert, Sebastian; Londono Yarce, J.M.; Spalt, Oliver
The variance premium and the pricing of out-of-the-money (OTM) equity index options are major challenges to standard asset pricing models. We develop a tractable equilibrium model with Cumulative Prospect Theory (CPT) preferences that can overcome both challenges. The key insight is that the
Gravity interpretation of dipping faults using the variance analysis method
International Nuclear Information System (INIS)
Essa, Khalid S
2013-01-01
A new algorithm is developed to estimate simultaneously the depth and the dip angle of a buried fault from the normalized gravity gradient data. This algorithm utilizes numerical first horizontal derivatives computed from the observed gravity anomaly, using filters of successive window lengths to estimate the depth and the dip angle of a buried dipping fault structure. For a fixed window length, the depth is estimated using a least-squares sense for each dip angle. The method is based on computing the variance of the depths determined from all horizontal gradient anomaly profiles using the least-squares method for each dip angle. The minimum variance is used as a criterion for determining the correct dip angle and depth of the buried structure. When the correct dip angle is used, the variance of the depths is always less than the variances computed using wrong dip angles. The technique can be applied not only to the true residuals, but also to the measured Bouguer gravity data. The method is applied to synthetic data with and without random errors and two field examples from Egypt and Scotland. In all cases examined, the estimated depths and other model parameters are found to be in good agreement with the actual values. (paper)
Bounds for Tail Probabilities of the Sample Variance
Directory of Open Access Journals (Sweden)
Van Zuijlen M
2009-01-01
Full Text Available We provide bounds for tail probabilities of the sample variance. The bounds are expressed in terms of Hoeffding functions and are the sharpest known. They are designed having in mind applications in auditing as well as in processing data related to environment.
Robust estimation of the noise variance from background MR data
Sijbers, J.; Den Dekker, A.J.; Poot, D.; Bos, R.; Verhoye, M.; Van Camp, N.; Van der Linden, A.
2006-01-01
In the literature, many methods are available for estimation of the variance of the noise in magnetic resonance (MR) images. A commonly used method, based on the maximum of the background mode of the histogram, is revisited and a new, robust, and easy to use method is presented based on maximum
Stable limits for sums of dependent infinite variance random variables
DEFF Research Database (Denmark)
Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas
2011-01-01
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to hold are known in the literature. However, most of these...
Computing the Expected Value and Variance of Geometric Measures
DEFF Research Database (Denmark)
Staals, Frank; Tsirogiannis, Constantinos
2017-01-01
distance (MPD), the squared Euclidean distance from the centroid, and the diameter of the minimum enclosing disk. We also describe an efficient (1-e)-approximation algorithm for computing the mean and variance of the mean pairwise distance. We implemented three of our algorithms and we show that our...
Estimation of the additive and dominance variances in South African ...
African Journals Online (AJOL)
The objective of this study was to estimate dominance variance for number born alive (NBA), 21- day litter weight (LWT21) and interval between parities (FI) in South African Landrace pigs. A total of 26223 NBA, 21335 LWT21 and 16370 FI records were analysed. Bayesian analysis via Gibbs sampling was used to estimate ...
A note on minimum-variance theory and beyond
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [Department of Informatics, Sussex University, Brighton, BN1 9QH (United Kingdom); Tartaglia, Giangaetano [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy); Tirozzi, Brunello [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy)
2004-04-30
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons.
A Visual Model for the Variance and Standard Deviation
Orris, J. B.
2011-01-01
This paper shows how the variance and standard deviation can be represented graphically by looking at each squared deviation as a graphical object--in particular, as a square. A series of displays show how the standard deviation is the size of the average square.
Multidimensional adaptive testing with a minimum error-variance criterion
van der Linden, Willem J.
1997-01-01
The case of adaptive testing under a multidimensional logistic response model is addressed. An adaptive algorithm is proposed that minimizes the (asymptotic) variance of the maximum-likelihood (ML) estimator of a linear combination of abilities of interest. The item selection criterion is a simple
Asymptotics of variance of the lattice point count
Czech Academy of Sciences Publication Activity Database
Janáček, Jiří
2008-01-01
Roč. 58, č. 3 (2008), s. 751-758 ISSN 0011-4642 R&D Projects: GA AV ČR(CZ) IAA100110502 Institutional research plan: CEZ:AV0Z50110509 Keywords : point lattice * variance Subject RIV: BA - General Mathematics Impact factor: 0.210, year: 2008
Vertical velocity variances and Reynold stresses at Brookhaven
DEFF Research Database (Denmark)
Busch, Niels E.; Brown, R.M.; Frizzola, J.A.
1970-01-01
Results of wind tunnel tests of the Brookhaven annular bivane are presented. The energy transfer functions describing the instrument response and the numerical filter employed in the data reduction process have been used to obtain corrected values of the normalized variance of the vertical wind v...
Estimates of variance components for postweaning feed intake and ...
African Journals Online (AJOL)
Mike
2013-03-09
Mar 9, 2013 ... transformation of RFIp and RDGp to z-scores (mean = 0.0, variance = 1.0) and then ... generation pedigree (n = 9 653) used for this analysis. ..... Nkrumah, J.D., Basarab, J.A., Wang, Z., Li, C., Price, M.A., Okine, E.K., Crews Jr., ...
An observation on the variance of a predicted response in ...
African Journals Online (AJOL)
... these properties and computational simplicity. To avoid over fitting, along with the obvious advantage of having a simpler equation, it is shown that the addition of a variable to a regression equation does not reduce the variance of a predicted response. Key words: Linear regression; Partitioned matrix; Predicted response ...
An entropy approach to size and variance heterogeneity
Balasubramanyan, L.; Stefanou, S.E.; Stokes, J.R.
2012-01-01
In this paper, we investigate the effect of bank size differences on cost efficiency heterogeneity using a heteroskedastic stochastic frontier model. This model is implemented by using an information theoretic maximum entropy approach. We explicitly model both bank size and variance heterogeneity
The Threat of Common Method Variance Bias to Theory Building
Reio, Thomas G., Jr.
2010-01-01
The need for more theory building scholarship remains one of the pressing issues in the field of HRD. Researchers can employ quantitative, qualitative, and/or mixed methods to support vital theory-building efforts, understanding however that each approach has its limitations. The purpose of this article is to explore common method variance bias as…
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)
40 CFR 268.44 - Variance from a treatment standard.
2010-07-01
... complete petition may be requested as needed to send to affected states and Regional Offices. (e) The... provide an opportunity for public comment. The final decision on a variance from a treatment standard will... than) the concentrations necessary to minimize short- and long-term threats to human health and the...
Application of effective variance method for contamination monitor calibration
International Nuclear Information System (INIS)
Goncalez, O.L.; Freitas, I.S.M. de.
1990-01-01
In this report, the calibration of a thin window Geiger-Muller type monitor for alpha superficial contamination is presented. The calibration curve is obtained by the method of the least-squares fitting with effective variance. The method and the approach for the calculation are briefly discussed. (author)
The VIX, the Variance Premium, and Expected Returns
DEFF Research Database (Denmark)
Osterrieder, Daniela Maria; Ventosa-Santaulària, Daniel; Vera-Valdés, Eduardo
2018-01-01
. These problems are eliminated if risk is captured by the variance premium (VP) instead; it is unobservable, however. We propose a 2SLS estimator that produces consistent estimates without observing the VP. Using this method, we find a positive risk–return trade-off and long-run return predictability. Our...
Some asymptotic theory for variance function smoothing | Kibua ...
African Journals Online (AJOL)
Simple selection of the smoothing parameter is suggested. Both homoscedastic and heteroscedastic regression models are considered. Keywords: Asymptotic, Smoothing, Kernel, Bandwidth, Bias, Variance, Mean squared error, Homoscedastic, Heteroscedastic. > East African Journal of Statistics Vol. 1 (1) 2005: pp. 9-22 ...
Variance-optimal hedging for processes with stationary independent increments
DEFF Research Database (Denmark)
Hubalek, Friedrich; Kallsen, J.; Krawczyk, L.
We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward recursion or backward stochastic differential equation, we...
Adaptive Nonparametric Variance Estimation for a Ratio Estimator ...
African Journals Online (AJOL)
Kernel estimators for smooth curves require modifications when estimating near end points of the support, both for practical and asymptotic reasons. The construction of such boundary kernels as solutions of variational problem is a difficult exercise. For estimating the error variance of a ratio estimator, we suggest an ...
A note on minimum-variance theory and beyond
International Nuclear Information System (INIS)
Feng Jianfeng; Tartaglia, Giangaetano; Tirozzi, Brunello
2004-01-01
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons
Handling nonnormality and variance heterogeneity for quantitative sublethal toxicity tests.
Ritz, Christian; Van der Vliet, Leana
2009-09-01
The advantages of using regression-based techniques to derive endpoints from environmental toxicity data are clear, and slowly, this superior analytical technique is gaining acceptance. As use of regression-based analysis becomes more widespread, some of the associated nuances and potential problems come into sharper focus. Looking at data sets that cover a broad spectrum of standard test species, we noticed that some model fits to data failed to meet two key assumptions-variance homogeneity and normality-that are necessary for correct statistical analysis via regression-based techniques. Failure to meet these assumptions often is caused by reduced variance at the concentrations showing severe adverse effects. Although commonly used with linear regression analysis, transformation of the response variable only is not appropriate when fitting data using nonlinear regression techniques. Through analysis of sample data sets, including Lemna minor, Eisenia andrei (terrestrial earthworm), and algae, we show that both the so-called Box-Cox transformation and use of the Poisson distribution can help to correct variance heterogeneity and nonnormality and so allow nonlinear regression analysis to be implemented. Both the Box-Cox transformation and the Poisson distribution can be readily implemented into existing protocols for statistical analysis. By correcting for nonnormality and variance heterogeneity, these two statistical tools can be used to encourage the transition to regression-based analysis and the depreciation of less-desirable and less-flexible analytical techniques, such as linear interpolation.
Molecular variance of the Tunisian almond germplasm assessed by ...
African Journals Online (AJOL)
The genetic variance analysis of 82 almond (Prunus dulcis Mill.) genotypes was performed using ten genomic simple sequence repeats (SSRs). A total of 50 genotypes from Tunisia including local landraces identified while prospecting the different sites of Bizerte and Sidi Bouzid (Northern and central parts) which are the ...
Starting design for use in variance exchange algorithms | Iwundu ...
African Journals Online (AJOL)
A new method of constructing the initial design for use in variance exchange algorithms is presented. The method chooses support points to go into the design as measures of distances of the support points from the centre of the geometric region and of permutation-invariant sets. The initial design is as close as possible to ...
Decomposition of variance in terms of conditional means
Directory of Open Access Journals (Sweden)
Alessandro Figà Talamanca
2013-05-01
Full Text Available Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables. We suggest that this approach be used to complement other existing techniques to study the interdependence of the variables involved. According to our method, the variance is expressed as a sum of orthogonal components, obtained as differences of conditional means, with respect to the qualitative characters. The resulting expression for the variance depends on the ordering in which the characters are considered. We suggest an algorithm which leads to an ordering which is deemed natural. The first set of data concerns the score achieved by a population of students on an entrance examination based on a multiple choice test with 30 questions. In this case the qualitative characters are dyadic and correspond to correct or incorrect answer to each question. The second set of data concerns the delay to obtain the degree for a population of graduates of Italian universities. The variance in this case is analyzed with respect to a set of seven specific qualitative characters of the population studied (gender, previous education, working condition, parent's educational level, field of study, etc..
A Hold-out method to correct PCA variance inflation
DEFF Research Database (Denmark)
Garcia-Moreno, Pablo; Artes-Rodriguez, Antonio; Hansen, Lars Kai
2012-01-01
In this paper we analyze the problem of variance inflation experienced by the PCA algorithm when working in an ill-posed scenario where the dimensionality of the training set is larger than its sample size. In an earlier article a correction method based on a Leave-One-Out (LOO) procedure...
Heterogeneity of variance and its implications on dairy cattle breeding
African Journals Online (AJOL)
Milk yield data (n = 12307) from 116 Holstein-Friesian herds were grouped into three production environments based on mean and standard deviation of herd 305-day milk yield and evaluated for within herd variation using univariate animal model procedures. Variance components were estimated by derivative free REML ...
Effects of Diversification of Assets on Mean and Variance | Jayeola ...
African Journals Online (AJOL)
Diversification is a means of minimizing risk and maximizing returns by investing in a variety of assets of the portfolio. This paper is written to determine the effects of diversification of three types of Assets; uncorrelated, perfectly correlated and perfectly negatively correlated assets on mean and variance. To go about this, ...
Perspective projection for variance pose face recognition from camera calibration
Fakhir, M. M.; Woo, W. L.; Chambers, J. A.; Dlay, S. S.
2016-04-01
Variance pose is an important research topic in face recognition. The alteration of distance parameters across variance pose face features is a challenging. We provide a solution for this problem using perspective projection for variance pose face recognition. Our method infers intrinsic camera parameters of the image which enable the projection of the image plane into 3D. After this, face box tracking and centre of eyes detection can be identified using our novel technique to verify the virtual face feature measurements. The coordinate system of the perspective projection for face tracking allows the holistic dimensions for the face to be fixed in different orientations. The training of frontal images and the rest of the poses on FERET database determine the distance from the centre of eyes to the corner of box face. The recognition system compares the gallery of images against different poses. The system initially utilises information on position of both eyes then focuses principally on closest eye in order to gather data with greater reliability. Differentiation between the distances and position of the right and left eyes is a unique feature of our work with our algorithm outperforming other state of the art algorithms thus enabling stable measurement in variance pose for each individual.
On zero variance Monte Carlo path-stretching schemes
International Nuclear Information System (INIS)
Lux, I.
1983-01-01
A zero variance path-stretching biasing scheme proposed for a special case by Dwivedi is derived in full generality. The procedure turns out to be the generalization of the exponential transform. It is shown that the biased game can be interpreted as an analog simulation procedure, thus saving some computational effort in comparison with the corresponding nonanalog game
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation
Hedging with stock index futures: downside risk versus the variance
Brouwer, F.; Nat, van der M.
1995-01-01
In this paper we investigate hedging a stock portfolio with stock index futures.Instead of defining the hedge ratio as the minimum variance hedge ratio, we considerseveral measures of downside risk: the semivariance according to Markowitz [ 19591 andthe various lower partial moments according to
The variance quadtree algorithm: use for spatial sampling design
Minasny, B.; McBratney, A.B.; Walvoort, D.J.J.
2007-01-01
Spatial sampling schemes are mainly developed to determine sampling locations that can cover the variation of environmental properties in the area of interest. Here we proposed the variance quadtree algorithm for sampling in an area with prior information represented as ancillary or secondary
Properties of realized variance under alternative sampling schemes
Oomen, R.C.A.
2006-01-01
This paper investigates the statistical properties of the realized variance estimator in the presence of market microstructure noise. Different from the existing literature, the analysis relies on a pure jump process for high frequency security prices and explicitly distinguishes among alternative
Variance component and heritability estimates of early growth traits ...
African Journals Online (AJOL)
as selection criteria for meat production in sheep (Anon, 1970; Olson et ai., 1976;. Lasslo et ai., 1985; Badenhorst et ai., 1991). If these traits are to be included in a breeding programme, accurate estimates of breeding values will be needed to optimize selection programmes. This requires a knowledge of variance and co-.
Variances in consumers prices of selected food Items among ...
African Journals Online (AJOL)
The study focused on the determination of variances among consumer prices of rice (local white), beans (white) and garri (yellow) in Watts, Okurikang and 8 Miles markets in southern zone of Cross River State. Completely randomized design was used to test the research hypothesis. Comparing the consumer prices of rice, ...
Age Differences in the Variance of Personality Characteristics
Czech Academy of Sciences Publication Activity Database
Mottus, R.; Allik, J.; Hřebíčková, Martina; Kööts-Ausmees, L.; Realo, A.
2016-01-01
Roč. 30, č. 1 (2016), s. 4-11 ISSN 0890-2070 R&D Projects: GA ČR GA13-25656S Institutional support: RVO:68081740 Keywords : variance * individual differences * personality * five-factor model Subject RIV: AN - Psychology Impact factor: 3.707, year: 2016
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
does not depend on fixed therapist staff on particular machines. Results: The overall reported variance rate (all treatments, machines) was < 0.1 % per port or 0.33 % per treatment session. The rate (per machine) depended on automation and plan complexity (see table). Machine M4 (most complex plans and most automation) had the lowest variance rate. The variance rate decreased with increasing automation in spite of increasing plan complexity, while for the manual machines the variance rate increased with complexity. Note that the real variance rates on the two manual machines must be higher than shown here, while (particularly on M4) virtually all random treatment delivery errors were noted by the CCRS system and its QA checks. Treatment delivery times averaged from 14 to 23 minutes per plan, and depended on ports/plan, although this analysis is complicated by other factors. Conclusion: Use of a sophisticated computer-controlled delivery system for routine patient treatments with complex 3-D conformal plans has led to a significant decrease in treatment delivery variances, while at the same time allowing delivery of increasingly complex and sophisticated conformal plans without a significant increase in treatment time. With renewed vigilance for the possibility of systematic problems, it is clear that use of complete and integrated computer-controlled delivery systems can provide significant improvements in treatment delivery, since better plans can be delivered with significantly fewer errors, and without significantly increasing treatment time
Geographical variance in the risk of gastric stump cancer: no increased risk in Japan?
Tersmette, A. C.; Giardiello, F. M.; Offerhaus, G. J.; Tersmette, K. W.; Ohara, K.; Vandenbroucke, J. P.; Tytgat, G. N.
1991-01-01
Geographical differences may exist in the risk of gastric stump cancer. Therefore, we performed meta-analysis of literature reports in Japan (n = 3), the USA (n = 4), and Europe (n = 20) on the risk of postgastrectomy cancer. The weighted mean relative risk of stump cancer in Japan was 0.28, 95%
Increased genetic variance of BMI with a higher prevalence of obesity
DEFF Research Database (Denmark)
Rokholm, Benjamin; Silventoinen, Karri; Ängquist, Lars
2011-01-01
populations. Several recent studies suggest that the genetic effects on adiposity may be stronger when combined with presumed risk factors for obesity. We tested the hypothesis that a higher prevalence of obesity and overweight and a higher BMI mean is associated with a larger genetic variation in BMI....
van Gool, R D; Harris, W F
1997-06-01
Autorefractor measurements were taken on the right eye of 10 students with an external target at vergences -1.00 and -3.00 D. The refractive errors in the form of sphere, cylinder, and axis were converted to vectors h and variance-covariance matrices calculated for different reference meridians. Scatter plots are drawn in symmetric dioptric power space. The profiles of curvital and scaled torsional variances, the scaled torsional fraction, and the scaled torsional-curvital correlation are shown using a polar representation. This form of representation provides a meridional pattern of variation under accommodative demand. The profile for scaled torsional variance is characteristically in the form of a pair of rabbit ears. At both target vergences curvital variance is larger than scaled torsional variance in all the meridians of the eye: the relative magnitudes are quantified by the scaled torsional fraction. An increase in accommodative demand generally results in an increase in variance. The rabbit ears usually become larger but less well divided. The correlation between curvital and torsional powers is usually positive in the first quadrant and negative in the second quadrant. Typical, atypical, and mean typical responses are discussed.
Kim, Minjung; Lamont, Andrea E; Jaki, Thomas; Feaster, Daniel; Howe, George; Van Horn, M Lee
2016-06-01
Regression mixture models are a novel approach to modeling the heterogeneous effects of predictors on an outcome. In the model-building process, often residual variances are disregarded and simplifying assumptions are made without thorough examination of the consequences. In this simulation study, we investigated the impact of an equality constraint on the residual variances across latent classes. We examined the consequences of constraining the residual variances on class enumeration (finding the true number of latent classes) and on the parameter estimates, under a number of different simulation conditions meant to reflect the types of heterogeneity likely to exist in applied analyses. The results showed that bias in class enumeration increased as the difference in residual variances between the classes increased. Also, an inappropriate equality constraint on the residual variances greatly impacted on the estimated class sizes and showed the potential to greatly affect the parameter estimates in each class. These results suggest that it is important to make assumptions about residual variances with care and to carefully report what assumptions are made.
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
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.
A comparison between temporal and subband minimum variance adaptive beamforming
Diamantis, Konstantinos; Voxen, Iben H.; Greenaway, Alan H.; Anderson, Tom; Jensen, Jørgen A.; Sboros, Vassilis
2014-03-01
This paper compares the performance between temporal and subband Minimum Variance (MV) beamformers for medical ultrasound imaging. Both adaptive methods provide an optimized set of apodization weights but are implemented in the time and frequency domains respectively. Their performance is evaluated with simulated synthetic aperture data obtained from Field II and is quantified by the Full-Width-Half-Maximum (FWHM), the Peak-Side-Lobe level (PSL) and the contrast level. From a point phantom, a full sequence of 128 emissions with one transducer element transmitting and all 128 elements receiving each time, provides a FWHM of 0.03 mm (0.14λ) for both implementations at a depth of 40 mm. This value is more than 20 times lower than the one achieved by conventional beamforming. The corresponding values of PSL are -58 dB and -63 dB for time and frequency domain MV beamformers, while a value no lower than -50 dB can be obtained from either Boxcar or Hanning weights. Interestingly, a single emission with central element #64 as the transmitting aperture provides results comparable to the full sequence. The values of FWHM are 0.04 mm and 0.03 mm and those of PSL are -42 dB and -46 dB for temporal and subband approaches. From a cyst phantom and for 128 emissions, the contrast level is calculated at -54 dB and -63 dB respectively at the same depth, with the initial shape of the cyst being preserved in contrast to conventional beamforming. The difference between the two adaptive beamformers is less significant in the case of a single emission, with the contrast level being estimated at -42 dB for the time domain and -43 dB for the frequency domain implementation. For the estimation of a single MV weight of a low resolution image formed by a single emission, 0.44 * 109 calculations per second are required for the temporal approach. The same numbers for the subband approach are 0.62 * 109 for the point and 1.33 * 109 for the cyst phantom. The comparison demonstrates similar
Mean and variance evolutions of the hot and cold temperatures in Europe
Energy Technology Data Exchange (ETDEWEB)
Parey, Sylvie [EDF/R and D, Chatou Cedex (France); Dacunha-Castelle, D. [Universite Paris 11, Laboratoire de Mathematiques, Orsay (France); Hoang, T.T.H. [Universite Paris 11, Laboratoire de Mathematiques, Orsay (France); EDF/R and D, Chatou Cedex (France)
2010-02-15
In this paper, we examine the trends of temperature series in Europe, for the mean as well as for the variance in hot and cold seasons. To do so, we use as long and homogenous series as possible, provided by the European Climate Assessment and Dataset project for different locations in Europe, as well as the European ENSEMBLES project gridded dataset and the ERA40 reanalysis. We provide a definition of trends that we keep as intrinsic as possible and apply non-parametric statistical methods to analyse them. Obtained results show a clear link between trends in mean and variance of the whole series of hot or cold temperatures: in general, variance increases when the absolute value of temperature increases, i.e. with increasing summer temperature and decreasing winter temperature. This link is reinforced in locations where winter and summer climate has more variability. In very cold or very warm climates, the variability is lower and the link between the trends is weaker. We performed the same analysis on outputs of six climate models proposed by European teams for the 1961-2000 period (1950-2000 for one model), available through the PCMDI portal for the IPCC fourth assessment climate model simulations. The models generally perform poorly and have difficulties in capturing the relation between the two trends, especially in summer. (orig.)
Adaptation to Variance of Stimuli in Drosophila Larva Navigation
Wolk, Jason; Gepner, Ruben; Gershow, Marc
In order to respond to stimuli that vary over orders of magnitude while also being capable of sensing very small changes, neural systems must be capable of rapidly adapting to the variance of stimuli. We study this adaptation in Drosophila larvae responding to varying visual signals and optogenetically induced fictitious odors using an infrared illuminated arena and custom computer vision software. Larval navigational decisions (when to turn) are modeled as the output a linear-nonlinear Poisson process. The development of the nonlinear turn rate in response to changes in variance is tracked using an adaptive point process filter determining the rate of adaptation to different stimulus profiles. Supported by NIH Grant 1DP2EB022359 and NSF Grant PHY-1455015.
PORTFOLIO COMPOSITION WITH MINIMUM VARIANCE: COMPARISON WITH MARKET BENCHMARKS
Directory of Open Access Journals (Sweden)
Daniel Menezes Cavalcante
2016-07-01
Full Text Available Portfolio optimization strategies are advocated as being able to allow the composition of stocks portfolios that provide returns above market benchmarks. This study aims to determine whether, in fact, portfolios based on the minimum variance strategy, optimized by the Modern Portfolio Theory, are able to achieve earnings above market benchmarks in Brazil. Time series of 36 securities traded on the BM&FBOVESPA have been analyzed in a long period of time (1999-2012, with sample windows of 12, 36, 60 and 120 monthly observations. The results indicated that the minimum variance portfolio performance is superior to market benchmarks (CDI and IBOVESPA in terms of return and risk-adjusted return, especially in medium and long-term investment horizons.
Compounding approach for univariate time series with nonstationary variances
Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich
2015-12-01
A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.
Variance inflation in high dimensional Support Vector Machines
DEFF Research Database (Denmark)
Abrahamsen, Trine Julie; Hansen, Lars Kai
2013-01-01
Many important machine learning models, supervised and unsupervised, are based on simple Euclidean distance or orthogonal projection in a high dimensional feature space. When estimating such models from small training sets we face the problem that the span of the training data set input vectors...... the case of Support Vector Machines (SVMS) and we propose a non-parametric scheme to restore proper generalizability. We illustrate the algorithm and its ability to restore performance on a wide range of benchmark data sets....... follow a different probability law with less variance. While the problem and basic means to reconstruct and deflate are well understood in unsupervised learning, the case of supervised learning is less well understood. We here investigate the effect of variance inflation in supervised learning including...
Robust LOD scores for variance component-based linkage analysis.
Blangero, J; Williams, J T; Almasy, L
2000-01-01
The variance component method is now widely used for linkage analysis of quantitative traits. Although this approach offers many advantages, the importance of the underlying assumption of multivariate normality of the trait distribution within pedigrees has not been studied extensively. Simulation studies have shown that traits with leptokurtic distributions yield linkage test statistics that exhibit excessive Type I error when analyzed naively. We derive analytical formulae relating the deviation from the expected asymptotic distribution of the lod score to the kurtosis and total heritability of the quantitative trait. A simple correction constant yields a robust lod score for any deviation from normality and for any pedigree structure, and effectively eliminates the problem of inflated Type I error due to misspecification of the underlying probability model in variance component-based linkage analysis.
Response variance in functional maps: neural darwinism revisited.
Directory of Open Access Journals (Sweden)
Hirokazu Takahashi
Full Text Available The mechanisms by which functional maps and map plasticity contribute to cortical computation remain controversial. Recent studies have revisited the theory of neural Darwinism to interpret the learning-induced map plasticity and neuronal heterogeneity observed in the cortex. Here, we hypothesize that the Darwinian principle provides a substrate to explain the relationship between neuron heterogeneity and cortical functional maps. We demonstrate in the rat auditory cortex that the degree of response variance is closely correlated with the size of its representational area. Further, we show that the response variance within a given population is altered through training. These results suggest that larger representational areas may help to accommodate heterogeneous populations of neurons. Thus, functional maps and map plasticity are likely to play essential roles in Darwinian computation, serving as effective, but not absolutely necessary, structures to generate diverse response properties within a neural population.
Response variance in functional maps: neural darwinism revisited.
Takahashi, Hirokazu; Yokota, Ryo; Kanzaki, Ryohei
2013-01-01
The mechanisms by which functional maps and map plasticity contribute to cortical computation remain controversial. Recent studies have revisited the theory of neural Darwinism to interpret the learning-induced map plasticity and neuronal heterogeneity observed in the cortex. Here, we hypothesize that the Darwinian principle provides a substrate to explain the relationship between neuron heterogeneity and cortical functional maps. We demonstrate in the rat auditory cortex that the degree of response variance is closely correlated with the size of its representational area. Further, we show that the response variance within a given population is altered through training. These results suggest that larger representational areas may help to accommodate heterogeneous populations of neurons. Thus, functional maps and map plasticity are likely to play essential roles in Darwinian computation, serving as effective, but not absolutely necessary, structures to generate diverse response properties within a neural population.
Replica approach to mean-variance portfolio optimization
Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre
2016-12-01
We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the solution does not need to be assumed, but emerges as the unique solution of the optimization problem. We also check the stability of this solution and find that the eigenvalues of the Hessian are positive for r = N/T optimal in-sample variance is found to vanish at the critical point inversely proportional to the divergent estimation error.
Variance reduction methods applied to deep-penetration problems
International Nuclear Information System (INIS)
Cramer, S.N.
1984-01-01
All deep-penetration Monte Carlo calculations require variance reduction methods. Before beginning with a detailed approach to these methods, several general comments concerning deep-penetration calculations by Monte Carlo, the associated variance reduction, and the similarities and differences of these with regard to non-deep-penetration problems will be addressed. The experienced practitioner of Monte Carlo methods will easily find exceptions to any of these generalities, but it is felt that these comments will aid the novice in understanding some of the basic ideas and nomenclature. Also, from a practical point of view, the discussions and developments presented are oriented toward use of the computer codes which are presented in segments of this Monte Carlo course
Jin, Chao; Glawdel, Tomasz; Ren, Carolyn L.; Emelko, Monica B.
2015-12-01
Deposition of colloidal- and nano-scale particles on surfaces is critical to numerous natural and engineered environmental, health, and industrial applications ranging from drinking water treatment to semi-conductor manufacturing. Nano-scale surface roughness-induced hydrodynamic impacts on particle deposition were evaluated in the absence of an energy barrier to deposition in a parallel plate system. A non-linear, non-monotonic relationship between deposition surface roughness and particle deposition flux was observed and a critical roughness size associated with minimum deposition flux or “sag effect” was identified. This effect was more significant for nanoparticles (<1 μm) than for colloids and was numerically simulated using a Convective-Diffusion model and experimentally validated. Inclusion of flow field and hydrodynamic retardation effects explained particle deposition profiles better than when only the Derjaguin-Landau-Verwey-Overbeek (DLVO) force was considered. This work provides 1) a first comprehensive framework for describing the hydrodynamic impacts of nano-scale surface roughness on particle deposition by unifying hydrodynamic forces (using the most current approaches for describing flow field profiles and hydrodynamic retardation effects) with appropriately modified expressions for DLVO interaction energies, and gravity forces in one model and 2) a foundation for further describing the impacts of more complicated scales of deposition surface roughness on particle deposition.
International Nuclear Information System (INIS)
Goussev, Arseni; Waltner, Daniel; Richter, Klaus; Jalabert, Rodolfo A
2008-01-01
We address the sensitivity of quantum mechanical time evolution by considering the time decay of the Loschmidt echo (LE) (or fidelity) for local perturbations of the Hamiltonian. Within a semiclassical approach, we derive analytical expressions for the LE decay for chaotic systems for the whole range from weak to strong local perturbations and identify different decay regimes which complement those known for the case of global perturbations. For weak perturbations, a Fermi-golden-rule (FGR)-type behavior is recovered. For strong perturbations, the escape-rate regime is reached, where the LE decays exponentially with a rate independent of the perturbation strength. The transition between the FGR regime and the escape-rate regime is non-monotonic, i.e. the rate of the exponential time-decay of the LE oscillates as a function of the perturbation strength. We further perform extensive quantum mechanical calculations of the LE based on numerical wave packet evolution, which strongly support our semiclassical theory. Finally, we discuss in some detail possible experimental realizations for observing the predicted behavior of the LE
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...
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation is based on the solution for the frontier in discrete time. Using the same multiperiod framework as Li and Ng (2000), I provide an alternative derivation and an alternative formulation of the solu...
Efficient Scores, Variance Decompositions and Monte Carlo Swindles.
1984-08-28
to ;r Then a version .of Pythagoras ’ theorem gives the variance decomposition (6.1) varT var S var o(T-S) P P0 0 0 One way to see this is to note...complete sufficient statistics for (B, a) , and that the standard- ized residuals a(y - XB) 6 are ancillary. Basu’s sufficiency- ancillarity theorem
Variance-based sensitivity analysis for wastewater treatment plant modelling.
Cosenza, Alida; Mannina, Giorgio; Vanrolleghem, Peter A; Neumann, Marc B
2014-02-01
Global sensitivity analysis (GSA) is a valuable tool to support the use of mathematical models that characterise technical or natural systems. In the field of wastewater modelling, most of the recent applications of GSA use either regression-based methods, which require close to linear relationships between the model outputs and model factors, or screening methods, which only yield qualitative results. However, due to the characteristics of membrane bioreactors (MBR) (non-linear kinetics, complexity, etc.) there is an interest to adequately quantify the effects of non-linearity and interactions. This can be achieved with variance-based sensitivity analysis methods. In this paper, the Extended Fourier Amplitude Sensitivity Testing (Extended-FAST) method is applied to an integrated activated sludge model (ASM2d) for an MBR system including microbial product formation and physical separation processes. Twenty-one model outputs located throughout the different sections of the bioreactor and 79 model factors are considered. Significant interactions among the model factors are found. Contrary to previous GSA studies for ASM models, we find the relationship between variables and factors to be non-linear and non-additive. By analysing the pattern of the variance decomposition along the plant, the model factors having the highest variance contributions were identified. This study demonstrates the usefulness of variance-based methods in membrane bioreactor modelling where, due to the presence of membranes and different operating conditions than those typically found in conventional activated sludge systems, several highly non-linear effects are present. Further, the obtained results highlight the relevant role played by the modelling approach for MBR taking into account simultaneously biological and physical processes. © 2013.
The mean and variance of phylogenetic diversity under rarefaction
Nipperess, David A.; Matsen, Frederick A.
2013-01-01
Phylogenetic diversity (PD) depends on sampling intensity, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD. We have derived exact formulae for t...
On mean reward variance in semi-Markov processes
Czech Academy of Sciences Publication Activity Database
Sladký, Karel
2005-01-01
Roč. 62, č. 3 (2005), s. 387-397 ISSN 1432-2994 R&D Projects: GA ČR(CZ) GA402/05/0115; GA ČR(CZ) GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : Markov and semi-Markov processes with rewards * variance of cumulative reward * asymptotic behaviour Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.259, year: 2005
Mean-Variance Analysis in a Multiperiod Setting
Frauendorfer, Karl; Siede, Heiko
1997-01-01
Similar to the classical Markowitz approach it is possible to apply a mean-variance criterion to a multiperiod setting to obtain efficient portfolios. To represent the stochastic dynamic characteristics necessary for modelling returns a process of asset returns is discretized with respect to time and space and summarized in a scenario tree. The resulting optimization problem is solved by means of stochastic multistage programming. The optimal solutions show equivalent structural properties as...
Analytic solution to variance optimization with no short positions
Kondor, Imre; Papp, Gábor; Caccioli, Fabio
2017-12-01
We consider the variance portfolio optimization problem with a ban on short selling. We provide an analytical solution by means of the replica method for the case of a portfolio of independent, but not identically distributed, assets. We study the behavior of the solution as a function of the ratio r between the number N of assets and the length T of the time series of returns used to estimate risk. The no-short-selling constraint acts as an asymmetric \
Numerical simulation of variance of solar radiation and its influence on wheat growth
Zhang, Xuefen; Wang, Chunyi; Du, Zixuan; Zhai, Wei
2007-09-01
The growth of crops is directly related to solar radiation whose variances influence the photosynthesis of crops and the growth momentum thereof. This dissertation has Zhengzhou, which located in the Huanghuai Farmland Ecological System of China, as an example to analyze the rules of variances of total solar radiation, direct radiation and diffusive radiation. With the help of linear trend fitting, it is identified that total radiation (TR) drops as a whole at a rate of 1.6482J/m2. Such drop has been particularly apparent in recent years with a period of 7 to 16 years; diffusive radiation (DF) tends to increase at a rate of 15.149 J/m2 with a period of 20 years; direct radiation (DR) tends to drop at a rate of 15.843 J/m2 without apparent period. The total radiation has been on the decrease ever since 1980 during the growth period of wheat. Having modified relevant Parameter in the Carbon and Nitrogen Biogeochemistry in Agroecosystems Model (DNDC) model and simulated the influence of solar radiation variances on the development phase, leaf area index (LAI), grain weight, etc during the growth period of wheat, it is found that solar radiation is in positive proportion to LAI and grain weight (GRNWT) but not apparently related to development phase (DP). The change of total radiation delays the maximization of wheat LAI, reduces wheat LAI before winter but has no apparent effect in winter and decreases wheat LAI from jointing period to filling period; it has no apparent influence on grain formation at the early stage of grain formation, slows down the weight increase of grains during the filling period and accelerates the weight increase of grains at the end of filling period. Variance of radiations does not affect the DP of wheat much.
Estimating Predictive Variance for Statistical Gas Distribution Modelling
International Nuclear Information System (INIS)
Lilienthal, Achim J.; Asadi, Sahar; Reggente, Matteo
2009-01-01
Recent publications in statistical gas distribution modelling have proposed algorithms that model mean and variance of a distribution. This paper argues that estimating the predictive concentration variance entails not only a gradual improvement but is rather a significant step to advance the field. This is, first, since the models much better fit the particular structure of gas distributions, which exhibit strong fluctuations with considerable spatial variations as a result of the intermittent character of gas dispersal. Second, because estimating the predictive variance allows to evaluate the model quality in terms of the data likelihood. This offers a solution to the problem of ground truth evaluation, which has always been a critical issue for gas distribution modelling. It also enables solid comparisons of different modelling approaches, and provides the means to learn meta parameters of the model, to determine when the model should be updated or re-initialised, or to suggest new measurement locations based on the current model. We also point out directions of related ongoing or potential future research work.
Improved estimation of the variance in Monte Carlo criticality calculations
International Nuclear Information System (INIS)
Hoogenboom, J. Eduard
2008-01-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k eff results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k eff will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k eff are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
Improved estimation of the variance in Monte Carlo criticality calculations
Energy Technology Data Exchange (ETDEWEB)
Hoogenboom, J. Eduard [Delft University of Technology, Delft (Netherlands)
2008-07-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k{sub eff} results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k{sub eff} will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k{sub eff} are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
A general transform for variance reduction in Monte Carlo simulations
International Nuclear Information System (INIS)
Becker, T.L.; Larsen, E.W.
2011-01-01
This paper describes a general transform to reduce the variance of the Monte Carlo estimate of some desired solution, such as flux or biological dose. This transform implicitly includes many standard variance reduction techniques, including source biasing, collision biasing, the exponential transform for path-length stretching, and weight windows. Rather than optimizing each of these techniques separately or choosing semi-empirical biasing parameters based on the experience of a seasoned Monte Carlo practitioner, this General Transform unites all these variance techniques to achieve one objective: a distribution of Monte Carlo particles that attempts to optimize the desired solution. Specifically, this transform allows Monte Carlo particles to be distributed according to the user's specification by using information obtained from a computationally inexpensive deterministic simulation of the problem. For this reason, we consider the General Transform to be a hybrid Monte Carlo/Deterministic method. The numerical results con rm that the General Transform distributes particles according to the user-specified distribution and generally provide reasonable results for shielding applications. (author)
Modality-Driven Classification and Visualization of Ensemble Variance
Energy Technology Data Exchange (ETDEWEB)
Bensema, Kevin; Gosink, Luke; Obermaier, Harald; Joy, Kenneth I.
2016-10-01
Advances in computational power now enable domain scientists to address conceptual and parametric uncertainty by running simulations multiple times in order to sufficiently sample the uncertain input space. While this approach helps address conceptual and parametric uncertainties, the ensemble datasets produced by this technique present a special challenge to visualization researchers as the ensemble dataset records a distribution of possible values for each location in the domain. Contemporary visualization approaches that rely solely on summary statistics (e.g., mean and variance) cannot convey the detailed information encoded in ensemble distributions that are paramount to ensemble analysis; summary statistics provide no information about modality classification and modality persistence. To address this problem, we propose a novel technique that classifies high-variance locations based on the modality of the distribution of ensemble predictions. Additionally, we develop a set of confidence metrics to inform the end-user of the quality of fit between the distribution at a given location and its assigned class. We apply a similar method to time-varying ensembles to illustrate the relationship between peak variance and bimodal or multimodal behavior. These classification schemes enable a deeper understanding of the behavior of the ensemble members by distinguishing between distributions that can be described by a single tendency and distributions which reflect divergent trends in the ensemble.
Age-dependent changes in mean and variance of gene expression across tissues in a twin cohort.
Viñuela, Ana; Brown, Andrew A; Buil, Alfonso; Tsai, Pei-Chien; Davies, Matthew N; Bell, Jordana T; Dermitzakis, Emmanouil T; Spector, Timothy D; Small, Kerrin S
2018-02-15
Changes in the mean and variance of gene expression with age have consequences for healthy aging and disease development. Age-dependent changes in phenotypic variance have been associated with a decline in regulatory functions leading to increase in disease risk. Here, we investigate age-related mean and variance changes in gene expression measured by RNA-seq of fat, skin, whole blood and derived lymphoblastoid cell lines (LCLs) expression from 855 adult female twins. We see evidence of up to 60% of age effects on transcription levels shared across tissues, and 47% of those on splicing. Using gene expression variance and discordance between genetically identical MZ twin pairs, we identify 137 genes with age-related changes in variance and 42 genes with age-related discordance between co-twins; implying the latter are driven by environmental effects. We identify four eQTLs whose effect on expression is age-dependent (FDR 5%). Combined, these results show a complicated mix of environmental and genetically driven changes in expression with age. Using the twin structure in our data, we show that additive genetic effects explain considerably more of the variance in gene expression than aging, but less that other environmental factors, potentially explaining why reliable expression-derived biomarkers for healthy-aging have proved elusive compared with those derived from methylation. © The Author(s) 2017. Published by Oxford University Press.
Desgranges, Caroline; Delhommelle, Jerome
2018-06-18
Using molecular dynamics simulation, we study the impact of the degree of supercooling on the crystal nucleation of ultra-soft particles, modeled with the Gaussian core potential. Focusing on systems with a high number density, our simulations reveal dramatically different behaviors as the degree of supercooling is varied. In the moderate supercooling regime, crystal nucleation proceeds as expected from classical nucleation theory, with a decrease in the free energy of nucleation, as well as in the size of the critical nucleus, as supercooling is increased. On the other hand, in the large supercooling regime, we observe an unusual reversal of behavior with an increase in the free energy of nucleation and in the critical size, as supercooling is increased. This unexpected result is analyzed in terms of the interplay between the glass transition and the crystal nucleation process. Specifically, medium range order crystal-like domains, with structural features different from that of the crystal nucleus, are found to form throughout the system when the supercooling is very large. These, in turn, play a pivotal role in the increase in the free energy of nucleation, as well as in the critical size, as the temperature gets closer to the glass transition.
A proxy for variance in dense matching over homogeneous terrain
Altena, Bas; Cockx, Liesbet; Goedemé, Toon
2014-05-01
Automation in photogrammetry and avionics have brought highly autonomous UAV mapping solutions on the market. These systems have great potential for geophysical research, due to their mobility and simplicity of work. Flight planning can be done on site and orientation parameters are estimated automatically. However, one major drawback is still present: if contrast is lacking, stereoscopy fails. Consequently, topographic information cannot be obtained precisely through photogrammetry for areas with low contrast. Even though more robustness is added in the estimation through multi-view geometry, a precise product is still lacking. For the greater part, interpolation is applied over these regions, where the estimation is constrained by uniqueness, its epipolar line and smoothness. Consequently, digital surface models are generated with an estimate of the topography, without holes but also without an indication of its variance. Every dense matching algorithm is based on a similarity measure. Our methodology uses this property to support the idea that if only noise is present, no correspondence can be detected. Therefore, the noise level is estimated in respect to the intensity signal of the topography (SNR) and this ratio serves as a quality indicator for the automatically generated product. To demonstrate this variance indicator, two different case studies were elaborated. The first study is situated at an open sand mine near the village of Kiezegem, Belgium. Two different UAV systems flew over the site. One system had automatic intensity regulation, and resulted in low contrast over the sandy interior of the mine. That dataset was used to identify the weak estimations of the topography and was compared with the data from the other UAV flight. In the second study a flight campaign with the X100 system was conducted along the coast near Wenduine, Belgium. The obtained images were processed through structure-from-motion software. Although the beach had a very low
Study on Analysis of Variance on the indigenous wild and cultivated rice species of Manipur Valley
Medhabati, K.; Rohinikumar, M.; Rajiv Das, K.; Henary, Ch.; Dikash, Th.
2012-10-01
The analysis of variance revealed considerable variation among the cultivars and the wild species for yield and other quantitative characters in both the years of investigation. The highly significant differences among the cultivars in year wise and pooled analysis of variance for all the 12 characters reveal that there are enough genetic variabilities for all the characters studied. The existence of genetic variability is of paramount importance for starting a judicious plant breeding programme. Since introduced high yielding rice cultivars usually do not perform well. Improvement of indigenous cultivars is a clear choice for increase of rice production. The genetic variability of 37 rice germplasms in 12 agronomic characters estimated in the present study can be used in breeding programme
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
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
A log-sinh transformation for data normalization and variance stabilization
Wang, Q. J.; Shrestha, D. L.; Robertson, D. E.; Pokhrel, P.
2012-05-01
When quantifying model prediction uncertainty, it is statistically convenient to represent model errors that are normally distributed with a constant variance. The Box-Cox transformation is the most widely used technique to normalize data and stabilize variance, but it is not without limitations. In this paper, a log-sinh transformation is derived based on a pattern of errors commonly seen in hydrological model predictions. It is suited to applications where prediction variables are positively skewed and the spread of errors is seen to first increase rapidly, then slowly, and eventually approach a constant as the prediction variable becomes greater. The log-sinh transformation is applied in two case studies, and the results are compared with one- and two-parameter Box-Cox transformations.
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.
Institute of Scientific and Technical Information of China (English)
葛恒武; 陈中文
2002-01-01
We present a class of nonmonotone trust region algorithms for linearly constrained optimization in this paper.The algorithm may adjust automatically the scope of the monotonicity by the degree that the quadratic model is "trusted".Under the suitable conditions,it is proved that any limit point of the infinite sequence generated by the algorithm is the Kuhn-Tucker point of the primal problem.Finally,some numerical results show that the new algorithm is very effective.
Fringe biasing: A variance reduction technique for optically thick meshes
Energy Technology Data Exchange (ETDEWEB)
Smedley-Stevenson, R. P. [AWE PLC, Aldermaston Reading, Berkshire, RG7 4PR (United Kingdom)
2013-07-01
Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)
Fringe biasing: A variance reduction technique for optically thick meshes
International Nuclear Information System (INIS)
Smedley-Stevenson, R. P.
2013-01-01
Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)
An Empirical Temperature Variance Source Model in Heated Jets
Khavaran, Abbas; Bridges, James
2012-01-01
An acoustic analogy approach is implemented that models the sources of jet noise in heated jets. The equivalent sources of turbulent mixing noise are recognized as the differences between the fluctuating and Favre-averaged Reynolds stresses and enthalpy fluxes. While in a conventional acoustic analogy only Reynolds stress components are scrutinized for their noise generation properties, it is now accepted that a comprehensive source model should include the additional entropy source term. Following Goldstein s generalized acoustic analogy, the set of Euler equations are divided into two sets of equations that govern a non-radiating base flow plus its residual components. When the base flow is considered as a locally parallel mean flow, the residual equations may be rearranged to form an inhomogeneous third-order wave equation. A general solution is written subsequently using a Green s function method while all non-linear terms are treated as the equivalent sources of aerodynamic sound and are modeled accordingly. In a previous study, a specialized Reynolds-averaged Navier-Stokes (RANS) solver was implemented to compute the variance of thermal fluctuations that determine the enthalpy flux source strength. The main objective here is to present an empirical model capable of providing a reasonable estimate of the stagnation temperature variance in a jet. Such a model is parameterized as a function of the mean stagnation temperature gradient in the jet, and is evaluated using commonly available RANS solvers. The ensuing thermal source distribution is compared with measurements as well as computational result from a dedicated RANS solver that employs an enthalpy variance and dissipation rate model. Turbulent mixing noise predictions are presented for a wide range of jet temperature ratios from 1.0 to 3.20.
The genetic variance of resistance in M3 lines of rice against leaf blight disease
International Nuclear Information System (INIS)
Mugiono
1979-01-01
Seeds of Pelita I/1 rice variety were irradiated with 20, 30, 40 and 50 krad of gamma rays from a 60 Co source. Plants of M 3 lines were inoculated with bacterial leaf blight, Xanthomonas oryzae (Uzeda and Ishiyama) Downson, using clipping method. The coefficient of genetic variability of resistance against leaf blight disease increased with increasing dose. Highly significant difference in the genetic variance of resistance were found between the treated samples and the control. Dose of 20 krad gave good probability for selection of plants resistant against leaf blight disease. (author)
Double Minimum Variance Beamforming Method to Enhance Photoacoustic Imaging
Paridar, Roya; Mozaffarzadeh, Moein; Nasiriavanaki, Mohammadreza; Orooji, Mahdi
2018-01-01
One of the common algorithms used to reconstruct photoacoustic (PA) images is the non-adaptive Delay-and-Sum (DAS) beamformer. However, the quality of the reconstructed PA images obtained by DAS is not satisfying due to its high level of sidelobes and wide mainlobe. In contrast, adaptive beamformers, such as minimum variance (MV), result in an improved image compared to DAS. In this paper, a novel beamforming method, called Double MV (D-MV) is proposed to enhance the image quality compared to...
A Note on the Kinks at the Mean Variance Frontier
Vörös, J.; Kriens, J.; Strijbosch, L.W.G.
1997-01-01
In this paper the standard portfolio case with short sales restrictions is analyzed.Dybvig pointed out that if there is a kink at a risky portfolio on the efficient frontier, then the securities in this portfolio have equal expected return and the converse of this statement is false.For the existence of kinks at the efficient frontier the sufficient condition is given here and a new procedure is used to derive the efficient frontier, i.e. the characteristics of the mean variance frontier.
Variance reduction techniques in the simulation of Markov processes
International Nuclear Information System (INIS)
Lessi, O.
1987-01-01
We study a functional r of the stationary distribution of a homogeneous Markov chain. It is often difficult or impossible to perform the analytical calculation of r and so it is reasonable to estimate r by a simulation process. A consistent estimator r(n) of r is obtained with respect to a chain with a countable state space. Suitably modifying the estimator r(n) of r one obtains a new consistent estimator which has a smaller variance than r(n). The same is obtained in the case of finite state space
A guide to SPSS for analysis of variance
Levine, Gustav
2013-01-01
This book offers examples of programs designed for analysis of variance and related statistical tests of significance that can be run with SPSS. The reader may copy these programs directly, changing only the names or numbers of levels of factors according to individual needs. Ways of altering command specifications to fit situations with larger numbers of factors are discussed and illustrated, as are ways of combining program statements to request a variety of analyses in the same program. The first two chapters provide an introduction to the use of SPSS, Versions 3 and 4. General rules conce
Diffusion-Based Trajectory Observers with Variance Constraints
DEFF Research Database (Denmark)
Alcocer, Alex; Jouffroy, Jerome; Oliveira, Paulo
Diffusion-based trajectory observers have been recently proposed as a simple and efficient framework to solve diverse smoothing problems in underwater navigation. For instance, to obtain estimates of the trajectories of an underwater vehicle given position fixes from an acoustic positioning system...... of smoothing and is determined by resorting to trial and error. This paper presents a methodology to choose the observer gain by taking into account a priori information on the variance of the position measurement errors. Experimental results with data from an acoustic positioning system are presented...
A Fay-Herriot Model with Different Random Effect Variances
Czech Academy of Sciences Publication Activity Database
Hobza, Tomáš; Morales, D.; Herrador, M.; Esteban, M.D.
2011-01-01
Roč. 40, č. 5 (2011), s. 785-797 ISSN 0361-0926 R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : small area estimation * Fay-Herriot model * Linear mixed model * Labor Force Survey Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.274, year: 2011 http://library.utia.cas.cz/separaty/2011/SI/hobza-a%20fay-herriot%20model%20with%20different%20random%20effect%20variances.pdf
Variational Variance Reduction for Monte Carlo Criticality Calculations
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Larsen, Edward W.
2001-01-01
A new variational variance reduction (VVR) method for Monte Carlo criticality calculations was developed. This method employs (a) a variational functional that is more accurate than the standard direct functional, (b) a representation of the deterministically obtained adjoint flux that is especially accurate for optically thick problems with high scattering ratios, and (c) estimates of the forward flux obtained by Monte Carlo. The VVR method requires no nonanalog Monte Carlo biasing, but it may be used in conjunction with Monte Carlo biasing schemes. Some results are presented from a class of criticality calculations involving alternating arrays of fuel and moderator regions
Directory of Open Access Journals (Sweden)
R. K. Nayak
2015-11-01
Full Text Available We show that sharp nonmonotic variation of low temperature electron mobility μ can be achieved in GaAs/AlxGa1-xAs barrier delta-doped double quantum well structure due to quantum mechanical transfer of subband electron wave functions within the wells. We vary the potential profile of the coupled structure as a function of the doping concentration in order to bring the subbands into resonance such that the subband energy levels anticross and the eigen states of the coupled structure equally share both the wells thereby giving rise to a dip in mobility. When the wells are of equal widths, the dip in mobility occurs under symmetric doping of the side barriers. In case of unequal well widths, the resonance can be obtained by suitable asymmetric variation of the doping concentrations. The dip in mobility becomes sharp and also the wavy nature of mobility takes a rectangular shape by increasing the barrier width. We show that the dip in mobility at resonance is governed by the interface roughness scattering through step like changes in the subband mobilities. It is also gratifying to show that the drop in mobility at the onset of occupation of second subband is substantially supressed through the quantum mechanical transfer of subband wave functions between the wells. Our results can be utilized for performance enhancement of coupled quantum well devices.
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
Robertson, Brant E.; Ellis, Richard S.; Dunlop, James S.; McLure, Ross J.; Stark, Dan P.; McLeod, Derek
2014-12-01
Strong gravitational lensing provides a powerful means for studying faint galaxies in the distant universe. By magnifying the apparent brightness of background sources, massive clusters enable the detection of galaxies fainter than the usual sensitivity limit for blank fields. However, this gain in effective sensitivity comes at the cost of a reduced survey volume and, in this Letter, we demonstrate that there is an associated increase in the cosmic variance uncertainty. As an example, we show that the cosmic variance uncertainty of the high-redshift population viewed through the Hubble Space Telescope Frontier Field cluster Abell 2744 increases from ~35% at redshift z ~ 7 to >~ 65% at z ~ 10. Previous studies of high-redshift galaxies identified in the Frontier Fields have underestimated the cosmic variance uncertainty that will affect the ultimate constraints on both the faint-end slope of the high-redshift luminosity function and the cosmic star formation rate density, key goals of the Frontier Field program.
Zhang, Hui; Zhang, Xin; Truhlar, Donald G; Xu, Xuefei
2017-11-30
The reaction between H and benzene is a prototype for reactions of radicals with aromatic hydrocarbons. Here we report calculations of the reaction rate constants and the branching ratios of the two channels of the reaction (H addition and H abstraction) over a wide temperature and pressure range. Our calculations, obtained with an accurate potential energy surface, are based on variational transition-state theory for the high-pressure limit of the addition reaction and for the abstraction reaction and on system-specific quantum Rice-Ramsperger-Kassel theory calibrated by variational transition-state theory for pressure effects on the addition reaction. The latter is a very convenient way to include variational effects, corner-cutting tunneling, and anharmonicity in falloff calculations. Our results are in very good agreement with the limited experimental data and show the importance of including pressure effects in the temperature interval where the mechanism changes from addition to abstraction. We found a negative temperature effect of the total reaction rate constants at 1 atm pressure in the temperature region where experimental data are missing and accurate theoretical data were previously missing as well. We also calculated the H + C 6 H 6 /C 6 D 6 and D + C 6 H 6 /C 6 D 6 kinetic isotope effects, and we compared our H + C 6 H 6 results to previous theoretical data for H + toluene. We report a very novel nonmonotonic dependence of the kinetic isotope effect on temperature. A particularly striking effect is the prediction of a negative temperature dependence of the total rate constant over 300-500 K wide temperature ranges, depending on the pressure but generally in the range from 600 to 1700 K, which includes the temperature range of ignition in gasoline engines, which is important because aromatics are important components of common fuels.
International Nuclear Information System (INIS)
Delattre, P.
1983-01-01
On the basis of a general descriptive framework which takes into account the intensity factor and the time distribution of radiation, a detailed justification for which is to be found in earlier publications, the three fundamental problems mentioned in the title of this paper can be approached in a new way. If the biological effect e for a given dose D delivered at different radiation intensities phi is studied, we find that the curve e=f(phi) can exhibit non-monotonic shapes. This type of phenomenon is known in pharmacology and toxicology and may well exist also for low- or medium-intensity radiation effects. Extrapolation of the effects of a given dose between high and low radiation intensities phi is usually carried out by means of an empirical linear or linear-quadratic formulation. This procedure is insufficiently justified from a theoretical point of view. It is shown here that the effects can be written in the form e=k(phi)D and that the factor of proportionality k(phi) is a generally very complicated function of phi. Hence, the usual extrapolation procedures cannot deal with certain ranges of values of phi within which the effects observed at a given dose may be greater than when the dose is delivered at higher intensity. The problem of thresholds is actually far more difficult than the current literature on the subject would suggest. It is shown here, on the basis of considerations of qualitative dynamics, that several types of threshold must be defined, starting with a threshold for the radiation intensity phi. All these thresholds are interrelated hierarchically in fairly complex ways which must be studied case by case. These results show that it is illusory to attempt to define a universal notion of threshold in terms of dose. The conceptual framework used in the proposed approach proves also to be very illuminating for other studies in progress, particularly in the investigation of phenomena associated with ageing and carcinogenesis. (author)
Parameter uncertainty effects on variance-based sensitivity analysis
International Nuclear Information System (INIS)
Yu, W.; Harris, T.J.
2009-01-01
In the past several years there has been considerable commercial and academic interest in methods for variance-based sensitivity analysis. The industrial focus is motivated by the importance of attributing variance contributions to input factors. A more complete understanding of these relationships enables companies to achieve goals related to quality, safety and asset utilization. In a number of applications, it is possible to distinguish between two types of input variables-regressive variables and model parameters. Regressive variables are those that can be influenced by process design or by a control strategy. With model parameters, there are typically no opportunities to directly influence their variability. In this paper, we propose a new method to perform sensitivity analysis through a partitioning of the input variables into these two groupings: regressive variables and model parameters. A sequential analysis is proposed, where first an sensitivity analysis is performed with respect to the regressive variables. In the second step, the uncertainty effects arising from the model parameters are included. This strategy can be quite useful in understanding process variability and in developing strategies to reduce overall variability. When this method is used for nonlinear models which are linear in the parameters, analytical solutions can be utilized. In the more general case of models that are nonlinear in both the regressive variables and the parameters, either first order approximations can be used, or numerically intensive methods must be used
Variance of indoor radon concentration: Major influencing factors
Energy Technology Data Exchange (ETDEWEB)
Yarmoshenko, I., E-mail: ivy@ecko.uran.ru [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation); Vasilyev, A.; Malinovsky, G. [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation); Bossew, P. [German Federal Office for Radiation Protection (BfS), Berlin (Germany); Žunić, Z.S. [Institute of Nuclear Sciences “Vinca”, University of Belgrade (Serbia); Onischenko, A.; Zhukovsky, M. [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation)
2016-01-15
Variance of radon concentration in dwelling atmosphere is analysed with regard to geogenic and anthropogenic influencing factors. Analysis includes review of 81 national and regional indoor radon surveys with varying sampling pattern, sample size and duration of measurements and detailed consideration of two regional surveys (Sverdlovsk oblast, Russia and Niška Banja, Serbia). The analysis of the geometric standard deviation revealed that main factors influencing the dispersion of indoor radon concentration over the territory are as follows: area of territory, sample size, characteristics of measurements technique, the radon geogenic potential, building construction characteristics and living habits. As shown for Sverdlovsk oblast and Niška Banja town the dispersion as quantified by GSD is reduced by restricting to certain levels of control factors. Application of the developed approach to characterization of the world population radon exposure is discussed. - Highlights: • Influence of lithosphere and anthroposphere on variance of indoor radon is found. • Level-by-level analysis reduces GSD by a factor of 1.9. • Worldwide GSD is underestimated.
Variance Component Selection With Applications to Microbiome Taxonomic Data
Directory of Open Access Journals (Sweden)
Jing Zhai
2018-03-01
Full Text Available High-throughput sequencing technology has enabled population-based studies of the role of the human microbiome in disease etiology and exposure response. Microbiome data are summarized as counts or composition of the bacterial taxa at different taxonomic levels. An important problem is to identify the bacterial taxa that are associated with a response. One method is to test the association of specific taxon with phenotypes in a linear mixed effect model, which incorporates phylogenetic information among bacterial communities. Another type of approaches consider all taxa in a joint model and achieves selection via penalization method, which ignores phylogenetic information. In this paper, we consider regression analysis by treating bacterial taxa at different level as multiple random effects. For each taxon, a kernel matrix is calculated based on distance measures in the phylogenetic tree and acts as one variance component in the joint model. Then taxonomic selection is achieved by the lasso (least absolute shrinkage and selection operator penalty on variance components. Our method integrates biological information into the variable selection problem and greatly improves selection accuracies. Simulation studies demonstrate the superiority of our methods versus existing methods, for example, group-lasso. Finally, we apply our method to a longitudinal microbiome study of Human Immunodeficiency Virus (HIV infected patients. We implement our method using the high performance computing language Julia. Software and detailed documentation are freely available at https://github.com/JingZhai63/VCselection.
Worldwide variance in the potential utilization of Gamma Knife radiosurgery.
Hamilton, Travis; Dade Lunsford, L
2016-12-01
OBJECTIVE The role of Gamma Knife radiosurgery (GKRS) has expanded worldwide during the past 3 decades. The authors sought to evaluate whether experienced users vary in their estimate of its potential use. METHODS Sixty-six current Gamma Knife users from 24 countries responded to an electronic survey. They estimated the potential role of GKRS for benign and malignant tumors, vascular malformations, and functional disorders. These estimates were compared with published disease epidemiological statistics and the 2014 use reports provided by the Leksell Gamma Knife Society (16,750 cases). RESULTS Respondents reported no significant variation in the estimated use in many conditions for which GKRS is performed: meningiomas, vestibular schwannomas, and arteriovenous malformations. Significant variance in the estimated use of GKRS was noted for pituitary tumors, craniopharyngiomas, and cavernous malformations. For many current indications, the authors found significant variance in GKRS users based in the Americas, Europe, and Asia. Experts estimated that GKRS was used in only 8.5% of the 196,000 eligible cases in 2014. CONCLUSIONS Although there was a general worldwide consensus regarding many major indications for GKRS, significant variability was noted for several more controversial roles. This expert opinion survey also suggested that GKRS is significantly underutilized for many current diagnoses, especially in the Americas. Future studies should be conducted to investigate health care barriers to GKRS for many patients.
Hidden temporal order unveiled in stock market volatility variance
Directory of Open Access Journals (Sweden)
Y. Shapira
2011-06-01
Full Text Available When analyzed by standard statistical methods, the time series of the daily return of financial indices appear to behave as Markov random series with no apparent temporal order or memory. This empirical result seems to be counter intuitive since investor are influenced by both short and long term past market behaviors. Consequently much effort has been devoted to unveil hidden temporal order in the market dynamics. Here we show that temporal order is hidden in the series of the variance of the stocks volatility. First we show that the correlation between the variances of the daily returns and means of segments of these time series is very large and thus cannot be the output of random series, unless it has some temporal order in it. Next we show that while the temporal order does not show in the series of the daily return, rather in the variation of the corresponding volatility series. More specifically, we found that the behavior of the shuffled time series is equivalent to that of a random time series, while that of the original time series have large deviations from the expected random behavior, which is the result of temporal structure. We found the same generic behavior in 10 different stock markets from 7 different countries. We also present analysis of specially constructed sequences in order to better understand the origin of the observed temporal order in the market sequences. Each sequence was constructed from segments with equal number of elements taken from algebraic distributions of three different slopes.
Waste Isolation Pilot Plant no-migration variance petition
International Nuclear Information System (INIS)
1990-01-01
Section 3004 of RCRA allows EPA to grant a variance from the land disposal restrictions when a demonstration can be made that, to a reasonable degree of certainty, there will be no migration of hazardous constituents from the disposal unit for as long as the waste remains hazardous. Specific requirements for making this demonstration are found in 40 CFR 268.6, and EPA has published a draft guidance document to assist petitioners in preparing a variance request. Throughout the course of preparing this petition, technical staff from DOE, EPA, and their contractors have met frequently to discuss and attempt to resolve issues specific to radioactive mixed waste and the WIPP facility. The DOE believes it meets or exceeds all requirements set forth for making a successful ''no-migration'' demonstration. The petition presents information under five general headings: (1) waste information; (2) site characterization; (3) facility information; (4) assessment of environmental impacts, including the results of waste mobility modeling; and (5) analysis of uncertainties. Additional background and supporting documentation is contained in the 15 appendices to the petition, as well as in an extensive addendum published in October 1989
Deterministic mean-variance-optimal consumption and investment
DEFF Research Database (Denmark)
Christiansen, Marcus; Steffensen, Mogens
2013-01-01
In dynamic optimal consumption–investment problems one typically aims to find an optimal control from the set of adapted processes. This is also the natural starting point in case of a mean-variance objective. In contrast, we solve the optimization problem with the special feature that the consum......In dynamic optimal consumption–investment problems one typically aims to find an optimal control from the set of adapted processes. This is also the natural starting point in case of a mean-variance objective. In contrast, we solve the optimization problem with the special feature...... that the consumption rate and the investment proportion are constrained to be deterministic processes. As a result we get rid of a series of unwanted features of the stochastic solution including diffusive consumption, satisfaction points and consistency problems. Deterministic strategies typically appear in unit......-linked life insurance contracts, where the life-cycle investment strategy is age dependent but wealth independent. We explain how optimal deterministic strategies can be found numerically and present an example from life insurance where we compare the optimal solution with suboptimal deterministic strategies...
MENENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL CONDITIONAL MEAN VARIANCE
Directory of Open Access Journals (Sweden)
I GEDE ERY NISCAHYANA
2016-08-01
Full Text Available When the returns of stock prices show the existence of autocorrelation and heteroscedasticity, then conditional mean variance models are suitable method to model the behavior of the stocks. In this thesis, the implementation of the conditional mean variance model to the autocorrelated and heteroscedastic return was discussed. The aim of this thesis was to assess the effect of the autocorrelated and heteroscedastic returns to the optimal solution of a portfolio. The margin of four stocks, Fortune Mate Indonesia Tbk (FMII.JK, Bank Permata Tbk (BNLI.JK, Suryamas Dutamakmur Tbk (SMDM.JK dan Semen Gresik Indonesia Tbk (SMGR.JK were estimated by GARCH(1,1 model with standard innovations following the standard normal distribution and the t-distribution. The estimations were used to construct a portfolio. The portfolio optimal was found when the standard innovation used was t-distribution with the standard deviation of 1.4532 and the mean of 0.8023 consisting of 0.9429 (94% of FMII stock, 0.0473 (5% of BNLI stock, 0% of SMDM stock, 1% of SMGR stock.
Variance decomposition-based sensitivity analysis via neural networks
International Nuclear Information System (INIS)
Marseguerra, Marzio; Masini, Riccardo; Zio, Enrico; Cojazzi, Giacomo
2003-01-01
This paper illustrates a method for efficiently performing multiparametric sensitivity analyses of the reliability model of a given system. These analyses are of great importance for the identification of critical components in highly hazardous plants, such as the nuclear or chemical ones, thus providing significant insights for their risk-based design and management. The technique used to quantify the importance of a component parameter with respect to the system model is based on a classical decomposition of the variance. When the model of the system is realistically complicated (e.g. by aging, stand-by, maintenance, etc.), its analytical evaluation soon becomes impractical and one is better off resorting to Monte Carlo simulation techniques which, however, could be computationally burdensome. Therefore, since the variance decomposition method requires a large number of system evaluations, each one to be performed by Monte Carlo, the need arises for possibly substituting the Monte Carlo simulation model with a fast, approximated, algorithm. Here we investigate an approach which makes use of neural networks appropriately trained on the results of a Monte Carlo system reliability/availability evaluation to quickly provide with reasonable approximation, the values of the quantities of interest for the sensitivity analyses. The work was a joint effort between the Department of Nuclear Engineering of the Polytechnic of Milan, Italy, and the Institute for Systems, Informatics and Safety, Nuclear Safety Unit of the Joint Research Centre in Ispra, Italy which sponsored the project
Concentration variance decay during magma mixing: a volcanic chronometer.
Perugini, Diego; De Campos, Cristina P; Petrelli, Maurizio; Dingwell, Donald B
2015-09-21
The mixing of magmas is a common phenomenon in explosive eruptions. Concentration variance is a useful metric of this process and its decay (CVD) with time is an inevitable consequence during the progress of magma mixing. In order to calibrate this petrological/volcanological clock we have performed a time-series of high temperature experiments of magma mixing. The results of these experiments demonstrate that compositional variance decays exponentially with time. With this calibration the CVD rate (CVD-R) becomes a new geochronometer for the time lapse from initiation of mixing to eruption. The resultant novel technique is fully independent of the typically unknown advective history of mixing - a notorious uncertainty which plagues the application of many diffusional analyses of magmatic history. Using the calibrated CVD-R technique we have obtained mingling-to-eruption times for three explosive volcanic eruptions from Campi Flegrei (Italy) in the range of tens of minutes. These in turn imply ascent velocities of 5-8 meters per second. We anticipate the routine application of the CVD-R geochronometer to the eruptive products of active volcanoes in future in order to constrain typical "mixing to eruption" time lapses such that monitoring activities can be targeted at relevant timescales and signals during volcanic unrest.
Mean-Variance-Validation Technique for Sequential Kriging Metamodels
International Nuclear Information System (INIS)
Lee, Tae Hee; Kim, Ho Sung
2010-01-01
The rigorous validation of the accuracy of metamodels is an important topic in research on metamodel techniques. Although a leave-k-out cross-validation technique involves a considerably high computational cost, it cannot be used to measure the fidelity of metamodels. Recently, the mean 0 validation technique has been proposed to quantitatively determine the accuracy of metamodels. However, the use of mean 0 validation criterion may lead to premature termination of a sampling process even if the kriging model is inaccurate. In this study, we propose a new validation technique based on the mean and variance of the response evaluated when sequential sampling method, such as maximum entropy sampling, is used. The proposed validation technique is more efficient and accurate than the leave-k-out cross-validation technique, because instead of performing numerical integration, the kriging model is explicitly integrated to accurately evaluate the mean and variance of the response evaluated. The error in the proposed validation technique resembles a root mean squared error, thus it can be used to determine a stop criterion for sequential sampling of metamodels
PET image reconstruction: mean, variance, and optimal minimax criterion
International Nuclear Information System (INIS)
Liu, Huafeng; Guo, Min; Gao, Fei; Shi, Pengcheng; Xue, Liying; Nie, Jing
2015-01-01
Given the noise nature of positron emission tomography (PET) measurements, it is critical to know the image quality and reliability as well as expected radioactivity map (mean image) for both qualitative interpretation and quantitative analysis. While existing efforts have often been devoted to providing only the reconstructed mean image, we present a unified framework for joint estimation of the mean and corresponding variance of the radioactivity map based on an efficient optimal min–max criterion. The proposed framework formulates the PET image reconstruction problem to be a transformation from system uncertainties to estimation errors, where the minimax criterion is adopted to minimize the estimation errors with possibly maximized system uncertainties. The estimation errors, in the form of a covariance matrix, express the measurement uncertainties in a complete way. The framework is then optimized by ∞-norm optimization and solved with the corresponding H ∞ filter. Unlike conventional statistical reconstruction algorithms, that rely on the statistical modeling methods of the measurement data or noise, the proposed joint estimation stands from the point of view of signal energies and can handle from imperfect statistical assumptions to even no a priori statistical assumptions. The performance and accuracy of reconstructed mean and variance images are validated using Monte Carlo simulations. Experiments on phantom scans with a small animal PET scanner and real patient scans are also conducted for assessment of clinical potential. (paper)
Argentine Population Genetic Structure: Large Variance in Amerindian Contribution
Seldin, Michael F.; Tian, Chao; Shigeta, Russell; Scherbarth, Hugo R.; Silva, Gabriel; Belmont, John W.; Kittles, Rick; Gamron, Susana; Allevi, Alberto; Palatnik, Simon A.; Alvarellos, Alejandro; Paira, Sergio; Caprarulo, Cesar; Guillerón, Carolina; Catoggio, Luis J.; Prigione, Cristina; Berbotto, Guillermo A.; García, Mercedes A.; Perandones, Carlos E.; Pons-Estel, Bernardo A.; Alarcon-Riquelme, Marta E.
2011-01-01
Argentine population genetic structure was examined using a set of 78 ancestry informative markers (AIMs) to assess the contributions of European, Amerindian, and African ancestry in 94 individuals members of this population. Using the Bayesian clustering algorithm STRUCTURE, the mean European contribution was 78%, the Amerindian contribution was 19.4%, and the African contribution was 2.5%. Similar results were found using weighted least mean square method: European, 80.2%; Amerindian, 18.1%; and African, 1.7%. Consistent with previous studies the current results showed very few individuals (four of 94) with greater than 10% African admixture. Notably, when individual admixture was examined, the Amerindian and European admixture showed a very large variance and individual Amerindian contribution ranged from 1.5 to 84.5% in the 94 individual Argentine subjects. These results indicate that admixture must be considered when clinical epidemiology or case control genetic analyses are studied in this population. Moreover, the current study provides a set of informative SNPs that can be used to ascertain or control for this potentially hidden stratification. In addition, the large variance in admixture proportions in individual Argentine subjects shown by this study suggests that this population is appropriate for future admixture mapping studies. PMID:17177183
Spatially tuned normalization explains attention modulation variance within neurons.
Ni, Amy M; Maunsell, John H R
2017-09-01
Spatial attention improves perception of attended parts of a scene, a behavioral enhancement accompanied by modulations of neuronal firing rates. These modulations vary in size across neurons in the same brain area. Models of normalization explain much of this variance in attention modulation with differences in tuned normalization across neurons (Lee J, Maunsell JHR. PLoS One 4: e4651, 2009; Ni AM, Ray S, Maunsell JHR. Neuron 73: 803-813, 2012). However, recent studies suggest that normalization tuning varies with spatial location both across and within neurons (Ruff DA, Alberts JJ, Cohen MR. J Neurophysiol 116: 1375-1386, 2016; Verhoef BE, Maunsell JHR. eLife 5: e17256, 2016). Here we show directly that attention modulation and normalization tuning do in fact covary within individual neurons, in addition to across neurons as previously demonstrated. We recorded the activity of isolated neurons in the middle temporal area of two rhesus monkeys as they performed a change-detection task that controlled the focus of spatial attention. Using the same two drifting Gabor stimuli and the same two receptive field locations for each neuron, we found that switching which stimulus was presented at which location affected both attention modulation and normalization in a correlated way within neurons. We present an equal-maximum-suppression spatially tuned normalization model that explains this covariance both across and within neurons: each stimulus generates equally strong suppression of its own excitatory drive, but its suppression of distant stimuli is typically less. This new model specifies how the tuned normalization associated with each stimulus location varies across space both within and across neurons, changing our understanding of the normalization mechanism and how attention modulations depend on this mechanism. NEW & NOTEWORTHY Tuned normalization studies have demonstrated that the variance in attention modulation size seen across neurons from the same cortical
Kriging with Unknown Variance Components for Regional Ionospheric Reconstruction
Directory of Open Access Journals (Sweden)
Ling Huang
2017-02-01
Full Text Available Ionospheric delay effect is a critical issue that limits the accuracy of precise Global Navigation Satellite System (GNSS positioning and navigation for single-frequency users, especially in mid- and low-latitude regions where variations in the ionosphere are larger. Kriging spatial interpolation techniques have been recently introduced to model the spatial correlation and variability of ionosphere, which intrinsically assume that the ionosphere field is stochastically stationary but does not take the random observational errors into account. In this paper, by treating the spatial statistical information on ionosphere as prior knowledge and based on Total Electron Content (TEC semivariogram analysis, we use Kriging techniques to spatially interpolate TEC values. By assuming that the stochastic models of both the ionospheric signals and measurement errors are only known up to some unknown factors, we propose a new Kriging spatial interpolation method with unknown variance components for both the signals of ionosphere and TEC measurements. Variance component estimation has been integrated with Kriging to reconstruct regional ionospheric delays. The method has been applied to data from the Crustal Movement Observation Network of China (CMONOC and compared with the ordinary Kriging and polynomial interpolations with spherical cap harmonic functions, polynomial functions and low-degree spherical harmonic functions. The statistics of results indicate that the daily ionospheric variations during the experimental period characterized by the proposed approach have good agreement with the other methods, ranging from 10 to 80 TEC Unit (TECU, 1 TECU = 1 × 1016 electrons/m2 with an overall mean of 28.2 TECU. The proposed method can produce more appropriate estimations whose general TEC level is as smooth as the ordinary Kriging but with a smaller standard deviation around 3 TECU than others. The residual results show that the interpolation precision of the
Sharma, P.; Kumawat, J.; Kumar, S.; Sahu, K.; Verma, Y.; Gupta, P. K.; Rao, K. D.
2018-02-01
We report on a study to assess the feasibility of a swept source-based speckle variance optical coherence tomography setup for monitoring cutaneous microvasculature. Punch wounds created in the ear pinnae of diabetic mice were monitored at different times post wounding to assess the structural and vascular changes. It was observed that the epithelium thickness increases post wounding and continues to be thick even after healing. Also, the wound size assessed by vascular images is larger than the physical wound size. The results show that the developed speckle variance optical coherence tomography system can be used to monitor vascular regeneration during wound healing in diabetic mice.
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...
Estimation of measurement variance in the context of environment statistics
Maiti, Pulakesh
2015-02-01
The object of environment statistics is for providing information on the environment, on its most important changes over time, across locations and identifying the main factors that influence them. Ultimately environment statistics would be required to produce higher quality statistical information. For this timely, reliable and comparable data are needed. Lack of proper and uniform definitions, unambiguous classifications pose serious problems to procure qualitative data. These cause measurement errors. We consider the problem of estimating measurement variance so that some measures may be adopted to improve upon the quality of data on environmental goods and services and on value statement in economic terms. The measurement technique considered here is that of employing personal interviewers and the sampling considered here is that of two-stage sampling.
Risk Management - Variance Minimization or Lower Tail Outcome Elimination
DEFF Research Database (Denmark)
Aabo, Tom
2002-01-01
on future cash flows (the budget), while risk managers concerned about costly lower tail outcomes will hedge (considerably) less depending on the level of uncertainty. A risk management strategy of lower tail outcome elimination is in line with theoretical recommendations in a corporate value......This paper illustrates the profound difference between a risk management strategy of variance minimization and a risk management strategy of lower tail outcome elimination. Risk managers concerned about the variability of cash flows will tend to center their hedge decisions on their best guess......-adding perspective. A cross-case study of blue-chip industrial companies partly supports the empirical use of a risk management strategy of lower tail outcome elimination but does not exclude other factors from (co-)driving the observations....
Draft no-migration variance petition. Volume 1
International Nuclear Information System (INIS)
1995-01-01
The Department of Energy is responsible for the disposition of transuranic (TRU) waste generated by national defense-related activities. Approximately 2,6 million cubic feet of these waste have been generated and are stored at various facilities across the country. The Waste Isolation Pilot Plant (WIPP), was sited and constructed to meet stringent disposal requirements. In order to permanently dispose of TRU waste, the DOE has elected to petition the US EPA for a variance from the Land Disposal Restrictions of RCRA. This document fulfills the reporting requirements for the petition. This report is Volume 1 which discusses the regulatory frame work, site characterization, facility description, waste description, environmental impact analysis, monitoring, quality assurance, long-term compliance analysis, and regulatory compliance assessment
Static models, recursive estimators and the zero-variance approach
Rubino, Gerardo
2016-01-07
When evaluating dependability aspects of complex systems, most models belong to the static world, where time is not an explicit variable. These models suffer from the same problems than dynamic ones (stochastic processes), such as the frequent combinatorial explosion of the state spaces. In the Monte Carlo domain, on of the most significant difficulties is the rare event situation. In this talk, we describe this context and a recent technique that appears to be at the top performance level in the area, where we combined ideas that lead to very fast estimation procedures with another approach called zero-variance approximation. Both ideas produced a very efficient method that has the right theoretical property concerning robustness, the Bounded Relative Error one. Some examples illustrate the results.
Batch variation between branchial cell cultures: An analysis of variance
DEFF Research Database (Denmark)
Hansen, Heinz Johs. Max; Grosell, M.; Kristensen, L.
2003-01-01
We present in detail how a statistical analysis of variance (ANOVA) is used to sort out the effect of an unexpected batch-to-batch variation between cell cultures. Two separate cultures of rainbow trout branchial cells were grown on permeable filtersupports ("inserts"). They were supposed...... and introducing the observed difference between batches as one of the factors in an expanded three-dimensional ANOVA, we were able to overcome an otherwisecrucial lack of sufficiently reproducible duplicate values. We could thereby show that the effect of changing the apical medium was much more marked when...... the radioactive lipid precursors were added on the apical, rather than on the basolateral, side. Theinsert cell cultures were obviously polarized. We argue that it is not reasonable to reject troublesome experimental results, when we do not know a priori that something went wrong. The ANOVA is a very useful...
Interdependence of NAFTA capital markets: A minimum variance portfolio approach
Directory of Open Access Journals (Sweden)
López-Herrera Francisco
2014-01-01
Full Text Available We estimate the long-run relationships among NAFTA capital market returns and then calculate the weights of a “time-varying minimum variance portfolio” that includes the Canadian, Mexican, and USA capital markets between March 2007 and March 2009, a period of intense turbulence in international markets. Our results suggest that the behavior of NAFTA market investors is not consistent with that of a theoretical “risk-averse” agent during periods of high uncertainty and may be either considered as irrational or attributed to a possible “home country bias”. This finding represents valuable information for portfolio managers and contributes to a better understanding of the nature of the markets in which they invest. It also has practical implications in the design of international portfolio investment policies.
Ant Colony Optimization for Markowitz Mean-Variance Portfolio Model
Deng, Guang-Feng; Lin, Woo-Tsong
This work presents Ant Colony Optimization (ACO), which was initially developed to be a meta-heuristic for combinatorial optimization, for solving the cardinality constraints Markowitz mean-variance portfolio model (nonlinear mixed quadratic programming problem). To our knowledge, an efficient algorithmic solution for this problem has not been proposed until now. Using heuristic algorithms in this case is imperative. Numerical solutions are obtained for five analyses of weekly price data for the following indices for the period March, 1992 to September, 1997: Hang Seng 31 in Hong Kong, DAX 100 in Germany, FTSE 100 in UK, S&P 100 in USA and Nikkei 225 in Japan. The test results indicate that the ACO is much more robust and effective than Particle swarm optimization (PSO), especially for low-risk investment portfolios.
Minimum variance linear unbiased estimators of loss and inventory
International Nuclear Information System (INIS)
Stewart, K.B.
1977-01-01
The article illustrates a number of approaches for estimating the material balance inventory and a constant loss amount from the accountability data from a sequence of accountability periods. The approaches all lead to linear estimates that have minimum variance. Techniques are shown whereby ordinary least squares, weighted least squares and generalized least squares computer programs can be used. Two approaches are recursive in nature and lend themselves to small specialized computer programs. Another approach is developed that is easy to program; could be used with a desk calculator and can be used in a recursive way from accountability period to accountability period. Some previous results are also reviewed that are very similar in approach to the present ones and vary only in the way net throughput measurements are statistically modeled. 5 refs
Cosmic variance in inflation with two light scalars
Energy Technology Data Exchange (ETDEWEB)
Bonga, Béatrice; Brahma, Suddhasattwa; Deutsch, Anne-Sylvie; Shandera, Sarah, E-mail: bpb165@psu.edu, E-mail: suddhasattwa.brahma@gmail.com, E-mail: asdeutsch@psu.edu, E-mail: shandera@gravity.psu.edu [Institute for Gravitation and the Cosmos and Physics Department, The Pennsylvania State University, University Park, PA, 16802 (United States)
2016-05-01
We examine the squeezed limit of the bispectrum when a light scalar with arbitrary non-derivative self-interactions is coupled to the inflaton. We find that when the hidden sector scalar is sufficiently light ( m ∼< 0.1 H ), the coupling between long and short wavelength modes from the series of higher order correlation functions (from arbitrary order contact diagrams) causes the statistics of the fluctuations to vary in sub-volumes. This means that observations of primordial non-Gaussianity cannot be used to uniquely reconstruct the potential of the hidden field. However, the local bispectrum induced by mode-coupling from these diagrams always has the same squeezed limit, so the field's locally determined mass is not affected by this cosmic variance.
Robinson, Kerry H.
2013-01-01
This article, which is a response to Damien Riggs' article, "Heteronormativity in Online Information about Sex: A South Australian Case Study", focuses on three main areas relevant to children's early education in this area. Firstly, it is important to increase parents', educators', and children's awareness of gender variance or gender…
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.
Sampling Variances and Covariances of Parameter Estimates in Item Response Theory.
1982-08-01
substituting (15) into (16) and solving for k and K k = b b1 - o K , (17)k where b and b are means for m and r items, respectively. To find the variance...C5 , and C12 were treated as known. We find that the standard errors of B1 to B5 are increased drastically by ignorance of C 1 to C5 ; all...ERIC Facilltv-Acquisitlons Davie Hall 013A 4833 Rugby Avenue Chapel Hill, NC 27514 Bethesda, MD 20014 -7- Dr. A. J. Eschenbrenner 1 Dr. John R
The spatial variance of hill slope erosion in Loess Hilly Area by 137Cs tracing method
International Nuclear Information System (INIS)
Li Mian; Yang Jianfeng; Shen Zhenzhou; Hou Jiancai
2009-01-01
Based on analysis of 137 Cs activities in soil profiles on hill slope of different slope lengths in the Loess Hilly Area in China, the spatial variance of erosion was studied. The results show that the slope length has great impact on the spatial distribution of the soil erosion intensity, and the soil erosion intensity on loess hill slope was in a fluctuating tendency. In the influx process of runoff in a small watershed, net soil loss intensity increased first and then decreased with flow distance. (authors)
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.
Hu, Wen
2017-06-01
In November 2010 and October 2013, Utah increased speed limits on sections of rural interstates from 75 to 80mph. Effects on vehicle speeds and speed variance were examined. Speeds were measured in May 2010 and May 2014 within the new 80mph zones, and at a nearby spillover site and at more distant control sites where speed limits remained 75mph. Log-linear regression models estimated percentage changes in speed variance and mean speeds for passenger vehicles and large trucks associated with the speed limit increase. Logistic regression models estimated effects on the probability of passenger vehicles exceeding 80, 85, or 90mph and large trucks exceeding 80mph. Within the 80mph zones and at the spillover location in 2014, mean passenger vehicle speeds were significantly higher (4.1% and 3.5%, respectively), as were the probabilities that passenger vehicles exceeded 80mph (122.3% and 88.5%, respectively), than would have been expected without the speed limit increase. Probabilities that passenger vehicles exceeded 85 and 90mph were non-significantly higher than expected within the 80mph zones. For large trucks, the mean speed and probability of exceeding 80mph were higher than expected within the 80mph zones. Only the increase in mean speed was significant. Raising the speed limit was associated with non-significant increases in speed variance. The study adds to the wealth of evidence that increasing speed limits leads to higher travel speeds and an increased probability of exceeding the new speed limit. Results moreover contradict the claim that increasing speed limits reduces speed variance. Although the estimated increases in mean vehicle speeds may appear modest, prior research suggests such increases would be associated with substantial increases in fatal or injury crashes. This should be considered by lawmakers considering increasing speed limits. Copyright © 2017 Elsevier Ltd and National Safety Council. All rights reserved.
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
Extending i-line capabilities through variance characterization and tool enhancement
Miller, Dan; Salinas, Adrian; Peterson, Joel; Vickers, David; Williams, Dan
2006-03-01
Continuous economic pressures have moved a large percent of integrated device manufacturing (IDM) operations either overseas or to foundry operations over the last 10 years. These pressures have left the IDM fabs in the U.S. with required COO improvements in order to maintain operations domestically. While the assets of many of these factories are at a very favorable point in the depreciation life cycle, the equipment and processes are constrained to the quality of the equipment in its original state and the degradation over its installed life. With the objective to enhance output and improve process performance, this factory and their primary lithography process tool supplier have been able to extend the usable life of the existing process tools, increase the output of the tool base, and improve the distribution of the CDs on the product produced. Texas Instruments Incorporated lead an investigation with the POLARIS ® Systems & Services business of FSI International to determine the sources of variance in the i-line processing of a wide array of IC device types. Data from the sources of variance were investigated such as PEB temp, PEB delay time, develop recipe, develop time, and develop programming. While PEB processes are a primary driver of acid catalyzed resists, the develop mode is shown in this work to have an overwhelming impact on the wafer to wafer and across wafer CD performance of these i-line processes. These changes have been able to improve the wafer to wafer CD distribution by more than 80 %, and the within wafer CD distribution by more than 50 % while enabling a greater than 50 % increase in lithography cluster throughput. The paper will discuss the contribution from each of the sources of variance and their importance in overall system performance.
Mulder, H A; Crump, R E; Calus, M P L; Veerkamp, R F
2013-01-01
In recent years, it has been shown that not only is the phenotype under genetic control, but also the environmental variance. Very little, however, is known about the genetic architecture of environmental variance. The main objective of this study was to unravel the genetic architecture of the mean and environmental variance of somatic cell score (SCS) by identifying genome-wide associations for mean and environmental variance of SCS in dairy cows and by quantifying the accuracy of genome-wide breeding values. Somatic cell score was used because previous research has shown that the environmental variance of SCS is partly under genetic control and reduction of the variance of SCS by selection is desirable. In this study, we used 37,590 single nucleotide polymorphism (SNP) genotypes and 46,353 test-day records of 1,642 cows at experimental research farms in 4 countries in Europe. We used a genomic relationship matrix in a double hierarchical generalized linear model to estimate genome-wide breeding values and genetic parameters. The estimated mean and environmental variance per cow was used in a Bayesian multi-locus model to identify SNP associated with either the mean or the environmental variance of SCS. Based on the obtained accuracy of genome-wide breeding values, 985 and 541 independent chromosome segments affecting the mean and environmental variance of SCS, respectively, were identified. Using a genomic relationship matrix increased the accuracy of breeding values relative to using a pedigree relationship matrix. In total, 43 SNP were significantly associated with either the mean (22) or the environmental variance of SCS (21). The SNP with the highest Bayes factor was on chromosome 9 (Hapmap31053-BTA-111664) explaining approximately 3% of the genetic variance of the environmental variance of SCS. Other significant SNP explained less than 1% of the genetic variance. It can be concluded that fewer genomic regions affect the environmental variance of SCS than the
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...
The pricing of long and short run variance and correlation risk in stock returns
Cosemans, M.
2011-01-01
This paper studies the pricing of long and short run variance and correlation risk. The predictive power of the market variance risk premium for returns is driven by the correlation risk premium and the systematic part of individual variance premia. Furthermore, I find that aggregate volatility risk
Spot Variance Path Estimation and its Application to High Frequency Jump Testing
Bos, C.S.; Janus, P.; Koopman, S.J.
2012-01-01
This paper considers spot variance path estimation from datasets of intraday high-frequency asset prices in the presence of diurnal variance patterns, jumps, leverage effects, and microstructure noise. We rely on parametric and nonparametric methods. The estimated spot variance path can be used to
Waste Isolation Pilot Plant No-Migration Variance Petition
International Nuclear Information System (INIS)
1990-03-01
The purpose of the WIPP No-Migration Variance Petition is to demonstrate, according to the requirements of RCRA section 3004(d) and 40 CFR section 268.6, that to a reasonable degree of certainty, there will be no migration of hazardous constituents from the facility for as long as the wastes remain hazardous. The DOE submitted the petition to the EPA in March 1989. Upon completion of its initial review, the EPA provided to DOE a Notice of Deficiencies (NOD). DOE responded to the EPA's NOD and met with the EPA's reviewers of the petition several times during 1989. In August 1989, EPA requested that DOE submit significant additional information addressing a variety of topics including: waste characterization, ground water hydrology, geology and dissolution features, monitoring programs, the gas generation test program, and other aspects of the project. This additional information was provided to EPA in January 1990 when DOE submitted Revision 1 of the Addendum to the petition. For clarity and ease of review, this document includes all of these submittals, and the information has been updated where appropriate. This document is divided into the following sections: Introduction, 1.0: Facility Description, 2.0: Waste Description, 3.0; Site Characterization, 4.0; Environmental Impact Analysis, 5.0; Prediction and Assessment of Infrequent Events, 6.0; and References, 7.0
Mean-Variance Portfolio Selection with Margin Requirements
Directory of Open Access Journals (Sweden)
Yuan Zhou
2013-01-01
Full Text Available We study the continuous-time mean-variance portfolio selection problem in the situation when investors must pay margin for short selling. The problem is essentially a nonlinear stochastic optimal control problem because the coefficients of positive and negative parts of control variables are different. We can not apply the results of stochastic linearquadratic (LQ problem. Also the solution of corresponding Hamilton-Jacobi-Bellman (HJB equation is not smooth. Li et al. (2002 studied the case when short selling is prohibited; therefore they only need to consider the positive part of control variables, whereas we need to handle both the positive part and the negative part of control variables. The main difficulty is that the positive part and the negative part are not independent. The previous results are not directly applicable. By decomposing the problem into several subproblems we figure out the solutions of HJB equation in two disjoint regions and then prove it is the viscosity solution of HJB equation. Finally we formulate solution of optimal portfolio and the efficient frontier. We also present two examples showing how different margin rates affect the optimal solutions and the efficient frontier.
Beyond the GUM: variance-based sensitivity analysis in metrology
International Nuclear Information System (INIS)
Lira, I
2016-01-01
Variance-based sensitivity analysis is a well established tool for evaluating the contribution of the uncertainties in the inputs to the uncertainty in the output of a general mathematical model. While the literature on this subject is quite extensive, it has not found widespread use in metrological applications. In this article we present a succinct review of the fundamentals of sensitivity analysis, in a form that should be useful to most people familiarized with the Guide to the Expression of Uncertainty in Measurement (GUM). Through two examples, it is shown that in linear measurement models, no new knowledge is gained by using sensitivity analysis that is not already available after the terms in the so-called ‘law of propagation of uncertainties’ have been computed. However, if the model behaves non-linearly in the neighbourhood of the best estimates of the input quantities—and if these quantities are assumed to be statistically independent—sensitivity analysis is definitely advantageous for gaining insight into how they can be ranked according to their importance in establishing the uncertainty of the measurand. (paper)
Scale dependence in species turnover reflects variance in species occupancy.
McGlinn, Daniel J; Hurlbert, Allen H
2012-02-01
Patterns of species turnover may reflect the processes driving community dynamics across scales. While the majority of studies on species turnover have examined pairwise comparison metrics (e.g., the average Jaccard dissimilarity), it has been proposed that the species-area relationship (SAR) also offers insight into patterns of species turnover because these two patterns may be analytically linked. However, these previous links only apply in a special case where turnover is scale invariant, and we demonstrate across three different plant communities that over 90% of the pairwise turnover values are larger than expected based on scale-invariant predictions from the SAR. Furthermore, the degree of scale dependence in turnover was negatively related to the degree of variance in the occupancy frequency distribution (OFD). These findings suggest that species turnover diverges from scale invariance, and as such pairwise turnover and the slope of the SAR are not redundant. Furthermore, models developed to explain the OFD should be linked with those developed to explain species turnover to achieve a more unified understanding of community structure.
Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC
International Nuclear Information System (INIS)
Peplow, Douglas E.; Blakeman, Edward D; Wagner, John C
2007-01-01
More often than in the past, Monte Carlo methods are being used to compute fluxes or doses over large areas using mesh tallies (a set of region tallies defined on a mesh that overlays the geometry). For problems that demand that the uncertainty in each mesh cell be less than some set maximum, computation time is controlled by the cell with the largest uncertainty. This issue becomes quite troublesome in deep-penetration problems, and advanced variance reduction techniques are required to obtain reasonable uncertainties over large areas. The CADIS (Consistent Adjoint Driven Importance Sampling) methodology has been shown to very efficiently optimize the calculation of a response (flux or dose) for a single point or a small region using weight windows and a biased source based on the adjoint of that response. This has been incorporated into codes such as ADVANTG (based on MCNP) and the new sequence MAVRIC, which will be available in the next release of SCALE. In an effort to compute lower uncertainties everywhere in the problem, Larsen's group has also developed several methods to help distribute particles more evenly, based on forward estimates of flux. This paper focuses on the use of a forward estimate to weight the placement of the source in the adjoint calculation used by CADIS, which we refer to as a forward-weighted CADIS (FW-CADIS)
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.
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.
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
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.
Working Around Cosmic Variance: Remote Quadrupole Measurements of the CMB
Adil, Arsalan; Bunn, Emory
2018-01-01
Anisotropies in the CMB maps continue to revolutionize our understanding of the Cosmos. However, the statistical interpretation of these anisotropies is tainted with a posteriori statistics. The problem is particularly emphasized for lower order multipoles, i.e. in the cosmic variance regime of the power spectrum. Naturally, the solution lies in acquiring a new data set – a rather difficult task given the sample size of the Universe.The CMB temperature, in theory, depends on: the direction of photon propagation, the time at which the photons are observed, and the observer’s location in space. In existing CMB data, only the first parameter varies. However, as first pointed out by Kamionkowski and Loeb, a solution lies in making the so-called “Remote Quadrupole Measurements” by analyzing the secondary polarization produced by incoming CMB photons via the Sunyaev-Zel’dovich (SZ) effect. These observations allow us to measure the projected CMB quadrupole at the location and look-back time of a galaxy cluster.At low redshifts, the remote quadrupole is strongly correlated to the CMB anisotropy from our last scattering surface. We provide here a formalism for computing the covariance and relation matrices for both the two-point correlation function on the last scattering surface of a galaxy cluster and the cross correlation of the remote quadrupole with the local CMB. We then calculate these matrices based on a fiducial model and a non-standard model that suppresses power at large angles for ~104 clusters up to z=2. We anticipate to make a priori predictions of the differences between our expectations for the standard and non-standard models. Such an analysis is timely in the wake of the CMB S4 era which will provide us with an extensive SZ cluster catalogue.
International Nuclear Information System (INIS)
Woo, C.K.; Horowitz, I.; Moore, J.; Pacheco, A.
2011-01-01
The literature on renewable energy suggests that an increase in intermittent wind generation would reduce the spot electricity market price by displacing high fuel-cost marginal generation. Taking advantage of a large file of Texas-based 15-min data, we show that while rising wind generation does indeed tend to reduce the level of spot prices, it is also likely to enlarge the spot-price variance. The key policy implication is that increasing use of price risk management should accompany expanded deployment of wind generation. - Highlights: → Rising wind generation in ERCOT tends to reduce electricity spot prices. → Rising wind generation in ERCOT is also likely to enlarge the spot-price variance. → Increased price risk management should accompany expanded wind power deployment.
The variance of length of stay and the optimal DRG outlier payments.
Felder, Stefan
2009-09-01
Prospective payment schemes in health care often include supply-side insurance for cost outliers. In hospital reimbursement, prospective payments for patient discharges, based on their classification into diagnosis related group (DRGs), are complemented by outlier payments for long stay patients. The outlier scheme fixes the length of stay (LOS) threshold, constraining the profit risk of the hospitals. In most DRG systems, this threshold increases with the standard deviation of the LOS distribution. The present paper addresses the adequacy of this DRG outlier threshold rule for risk-averse hospitals with preferences depending on the expected value and the variance of profits. It first shows that the optimal threshold solves the hospital's tradeoff between higher profit risk and lower premium loading payments. It then demonstrates for normally distributed truncated LOS that the optimal outlier threshold indeed decreases with an increase in the standard deviation.
Online Speech/Music Segmentation Based on the Variance Mean of Filter Bank Energy
Directory of Open Access Journals (Sweden)
Zdravko Kačič
2009-01-01
Full Text Available This paper presents a novel feature for online speech/music segmentation based on the variance mean of filter bank energy (VMFBE. The idea that encouraged the feature's construction is energy variation in a narrow frequency sub-band. The energy varies more rapidly, and to a greater extent for speech than for music. Therefore, an energy variance in such a sub-band is greater for speech than for music. The radio broadcast database and the BNSI broadcast news database were used for feature discrimination and segmentation ability evaluation. The calculation procedure of the VMFBE feature has 4 out of 6 steps in common with the MFCC feature calculation procedure. Therefore, it is a very convenient speech/music discriminator for use in real-time automatic speech recognition systems based on MFCC features, because valuable processing time can be saved, and computation load is only slightly increased. Analysis of the feature's speech/music discriminative ability shows an average error rate below 10% for radio broadcast material and it outperforms other features used for comparison, by more than 8%. The proposed feature as a stand-alone speech/music discriminator in a segmentation system achieves an overall accuracy of over 94% on radio broadcast material.
Bouk, Safdar Hussain; Ahmed, Syed Hassan; Park, Kyung-Joon; Eun, Yongsoon
2017-09-26
Underwater Acoustic Sensor Network (UASN) comes with intrinsic constraints because it is deployed in the aquatic environment and uses the acoustic signals to communicate. The examples of those constraints are long propagation delay, very limited bandwidth, high energy cost for transmission, very high signal attenuation, costly deployment and battery replacement, and so forth. Therefore, the routing schemes for UASN must take into account those characteristics to achieve energy fairness, avoid energy holes, and improve the network lifetime. The depth based forwarding schemes in literature use node's depth information to forward data towards the sink. They minimize the data packet duplication by employing the holding time strategy. However, to avoid void holes in the network, they use two hop node proximity information. In this paper, we propose the Energy and Depth variance-based Opportunistic Void avoidance (EDOVE) scheme to gain energy balancing and void avoidance in the network. EDOVE considers not only the depth parameter, but also the normalized residual energy of the one-hop nodes and the normalized depth variance of the second hop neighbors. Hence, it avoids the void regions as well as balances the network energy and increases the network lifetime. The simulation results show that the EDOVE gains more than 15 % packet delivery ratio, propagates 50 % less copies of data packet, consumes less energy, and has more lifetime than the state of the art forwarding schemes.
Improved analysis of all-sky meteor radar measurements of gravity wave variances and momentum fluxes
Directory of Open Access Journals (Sweden)
V. F. Andrioli
2013-05-01
Full Text Available The advantages of using a composite day analysis for all-sky interferometric meteor radars when measuring mean winds and tides are widely known. On the other hand, problems arise if this technique is applied to Hocking's (2005 gravity wave analysis for all-sky meteor radars. In this paper we describe how a simple change in the procedure makes it possible to use a composite day in Hocking's analysis. Also, we explain how a modified composite day can be constructed to test its ability to measure gravity wave momentum fluxes. Test results for specified mean, tidal, and gravity wave fields, including tidal amplitudes and gravity wave momentum fluxes varying strongly with altitude and/or time, suggest that the modified composite day allows characterization of monthly mean profiles of the gravity wave momentum fluxes, with good accuracy at least at the altitudes where the meteor counts are large (from 89 to 92.5 km. In the present work we also show that the variances measured with Hocking's method are often contaminated by the tidal fields and suggest a method of empirical correction derived from a simple simulation model. The results presented here greatly increase our confidence because they show that our technique is able to remove the tide-induced false variances from Hocking's analysis.
Online Speech/Music Segmentation Based on the Variance Mean of Filter Bank Energy
Kos, Marko; Grašič, Matej; Kačič, Zdravko
2009-12-01
This paper presents a novel feature for online speech/music segmentation based on the variance mean of filter bank energy (VMFBE). The idea that encouraged the feature's construction is energy variation in a narrow frequency sub-band. The energy varies more rapidly, and to a greater extent for speech than for music. Therefore, an energy variance in such a sub-band is greater for speech than for music. The radio broadcast database and the BNSI broadcast news database were used for feature discrimination and segmentation ability evaluation. The calculation procedure of the VMFBE feature has 4 out of 6 steps in common with the MFCC feature calculation procedure. Therefore, it is a very convenient speech/music discriminator for use in real-time automatic speech recognition systems based on MFCC features, because valuable processing time can be saved, and computation load is only slightly increased. Analysis of the feature's speech/music discriminative ability shows an average error rate below 10% for radio broadcast material and it outperforms other features used for comparison, by more than 8%. The proposed feature as a stand-alone speech/music discriminator in a segmentation system achieves an overall accuracy of over 94% on radio broadcast material.
Directory of Open Access Journals (Sweden)
INTAN S. AHMAD
2008-04-01
Full Text Available This work presents the application of a primal-dual interior point method to minimax optimisation problems. The algorithm differs significantly from previous approaches as it involves a novel non-monotone line search procedure, which is based on the use of standard penalty methods as the merit function used for line search. The crucial novel concept is the discretisation of the penalty parameter used over a finite range of orders of magnitude and the provision of a memory list for each such order. An implementation within a logarithmic barrier algorithm for bounds handling is presented with capabilities for large scale application. Case studies presented demonstrate the capabilities of the proposed methodology, which relies on the reformulation of minimax models into standard nonlinear optimisation models. Some previously reported case studies from the open literature have been solved, and with significantly better optimal solutions identified. We believe that the nature of the non-monotone line search scheme allows the search procedure to escape from local minima, hence the encouraging results obtained.
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
Directory of Open Access Journals (Sweden)
Stevens Mark I
2007-08-01
Full Text Available Abstract Background The Central Limit Theorem (CLT is a statistical principle that states that as the number of repeated samples from any population increase, the variance among sample means will decrease and means will become more normally distributed. It has been conjectured that the CLT has the potential to provide benefits for group living in some animals via greater predictability in food acquisition, if the number of foraging bouts increases with group size. The potential existence of benefits for group living derived from a purely statistical principle is highly intriguing and it has implications for the origins of sociality. Results Here we show that in a social allodapine bee the relationship between cumulative food acquisition (measured as total brood weight and colony size accords with the CLT. We show that deviations from expected food income decrease with group size, and that brood weights become more normally distributed both over time and with increasing colony size, as predicted by the CLT. Larger colonies are better able to match egg production to expected food intake, and better able to avoid costs associated with producing more brood than can be reared while reducing the risk of under-exploiting the food resources that may be available. Conclusion These benefits to group living derive from a purely statistical principle, rather than from ecological, ergonomic or genetic factors, and could apply to a wide variety of species. This in turn suggests that the CLT may provide benefits at the early evolutionary stages of sociality and that evolution of group size could result from selection on variances in reproductive fitness. In addition, they may help explain why sociality has evolved in some groups and not others.
Stevens, Mark I; Hogendoorn, Katja; Schwarz, Michael P
2007-08-29
The Central Limit Theorem (CLT) is a statistical principle that states that as the number of repeated samples from any population increase, the variance among sample means will decrease and means will become more normally distributed. It has been conjectured that the CLT has the potential to provide benefits for group living in some animals via greater predictability in food acquisition, if the number of foraging bouts increases with group size. The potential existence of benefits for group living derived from a purely statistical principle is highly intriguing and it has implications for the origins of sociality. Here we show that in a social allodapine bee the relationship between cumulative food acquisition (measured as total brood weight) and colony size accords with the CLT. We show that deviations from expected food income decrease with group size, and that brood weights become more normally distributed both over time and with increasing colony size, as predicted by the CLT. Larger colonies are better able to match egg production to expected food intake, and better able to avoid costs associated with producing more brood than can be reared while reducing the risk of under-exploiting the food resources that may be available. These benefits to group living derive from a purely statistical principle, rather than from ecological, ergonomic or genetic factors, and could apply to a wide variety of species. This in turn suggests that the CLT may provide benefits at the early evolutionary stages of sociality and that evolution of group size could result from selection on variances in reproductive fitness. In addition, they may help explain why sociality has evolved in some groups and not others.
Budde, M.E.; Tappan, G.; Rowland, James; Lewis, J.; Tieszen, L.L.
2004-01-01
The researchers calculated seasonal integrated normalized difference vegetation index (NDVI) for each of 7 years using a time-series of 1-km data from the Advanced Very High Resolution Radiometer (AVHRR) (1992-93, 1995) and SPOT Vegetation (1998-2001) sensors. We used a local variance technique to identify each pixel as normal or either positively or negatively anomalous when compared to its surroundings. We then summarized the number of years that a given pixel was identified as an anomaly. The resulting anomaly maps were analysed using Landsat TM imagery and extensive ground knowledge to assess the results. This technique identified anomalies that can be linked to numerous anthropogenic impacts including agricultural and urban expansion, maintenance of protected areas and increased fallow. Local variance analysis is a reliable method for assessing vegetation degradation resulting from human pressures or increased land productivity from natural resource management practices. ?? 2004 Published by Elsevier Ltd.
Energy Technology Data Exchange (ETDEWEB)
Lanore, Jeanne-Marie [Commissariat a l' Energie Atomique - CEA, Centre d' Etudes Nucleaires de Fontenay-aux-Roses, Direction des Piles Atomiques, Departement des Etudes de Piles, Service d' Etudes de Protections de Piles (France)
1969-04-15
One of the main difficulties in Monte Carlo computations is the estimation of the results variance. Generally, only an apparent variance can be observed over a few calculations, often very different from the actual variance. By studying a large number of short calculations, the authors have tried to evaluate the real variance, and then to apply the obtained results to the optimization of the computations. The program used is the Poker one-dimensional Monte Carlo program. Calculations are performed in two types of fictitious environments: a body with constant cross section, without absorption, where all shocks are elastic and isotropic; a body with variable cross section (presenting a very pronounced peak and hole), with an anisotropy for high energy elastic shocks, and with the possibility of inelastic shocks (this body presents all the features that can appear in a real case)
A 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...
Akyer, Hasan; Kalaycı, Can Berk; Aygören, Hakan
2018-01-01
Whileinvestors used to create their portfolios according to traditional portfoliotheory in the past, today modern portfolio approach is widely preferred. Thebasis of the modern portfolio theory was suggested by Harry Markowitz with themean variance model. A greater number of securities in a portfolio is difficultto manage and has an increased transaction cost. Therefore, the number ofsecurities in the portfolio should be restricted. The problem of portfoliooptimization with cardinality constr...
Robertson, Brant E.; Ellis, Richard S.; Dunlop, James S.; McLure, Ross J.; Stark, Dan P.; McLeod, Derek
2014-01-01
Strong gravitational lensing provides a powerful means for studying faint galaxies in the distant universe. By magnifying the apparent brightness of background sources, massive clusters enable the detection of galaxies fainter than the usual sensitivity limit for blank fields. However, this gain in effective sensitivity comes at the cost of a reduced survey volume and, in this Letter, we demonstrate that there is an associated increase in the cosmic variance uncertainty. As an example, we sho...
DEFF Research Database (Denmark)
Shirali, Mahmoud; Nielsen, Vivi Hunnicke; Møller, Steen Henrik
Heritability of residual feed intake (RFI) increased from low to high over the growing period in male and female mink. The lowest heritability for RFI (male: 0.04 ± 0.01 standard deviation (SD); female: 0.05 ± 0.01 SD) was in early and the highest heritability (male: 0.33 ± 0.02; female: 0.34 ± 0.......02 SD) was achieved at the late growth stages. The genetic correlation between different growth stages for RFI showed a high association (0.91 to 0.98) between early and late growing periods. However, phenotypic correlations were lower from 0.29 to 0.50. The residual variances were substantially higher...
Quantifying Systemic Risk by Solutions of the Mean-Variance Risk Model.
Directory of Open Access Journals (Sweden)
Jan Jurczyk
Full Text Available The world is still recovering from the financial crisis peaking in September 2008. The triggering event was the bankruptcy of Lehman Brothers. To detect such turmoils, one can investigate the time-dependent behaviour of correlations between assets or indices. These cross-correlations have been connected to the systemic risks within markets by several studies in the aftermath of this crisis. We study 37 different US indices which cover almost all aspects of the US economy and show that monitoring an average investor's behaviour can be used to quantify times of increased risk. In this paper the overall investing strategy is approximated by the ground-states of the mean-variance model along the efficient frontier bound to real world constraints. Changes in the behaviour of the average investor is utlilized as a early warning sign.
Andrianakis, I; Vernon, I; McCreesh, N; McKinley, T J; Oakley, J E; Nsubuga, R N; Goldstein, M; White, R G
2017-08-01
Complex stochastic models are commonplace in epidemiology, but their utility depends on their calibration to empirical data. History matching is a (pre)calibration method that has been applied successfully to complex deterministic models. In this work, we adapt history matching to stochastic models, by emulating the variance in the model outputs, and therefore accounting for its dependence on the model's input values. The method proposed is applied to a real complex epidemiological model of human immunodeficiency virus in Uganda with 22 inputs and 18 outputs, and is found to increase the efficiency of history matching, requiring 70% of the time and 43% fewer simulator evaluations compared with a previous variant of the method. The insight gained into the structure of the human immunodeficiency virus model, and the constraints placed on it, are then discussed.
Quantifying Systemic Risk by Solutions of the Mean-Variance Risk Model.
Jurczyk, Jan; Eckrot, Alexander; Morgenstern, Ingo
2016-01-01
The world is still recovering from the financial crisis peaking in September 2008. The triggering event was the bankruptcy of Lehman Brothers. To detect such turmoils, one can investigate the time-dependent behaviour of correlations between assets or indices. These cross-correlations have been connected to the systemic risks within markets by several studies in the aftermath of this crisis. We study 37 different US indices which cover almost all aspects of the US economy and show that monitoring an average investor's behaviour can be used to quantify times of increased risk. In this paper the overall investing strategy is approximated by the ground-states of the mean-variance model along the efficient frontier bound to real world constraints. Changes in the behaviour of the average investor is utlilized as a early warning sign.