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.
Precise charge density studies by maximum entropy method
Takata, M
2003-01-01
For the production research and development of nanomaterials, their structural information is indispensable. Recently, a sophisticated analytical method, which is based on information theory, the Maximum Entropy Method (MEM) using synchrotron radiation powder data, has been successfully applied to determine precise charge densities of metallofullerenes and nanochannel microporous compounds. The results revealed various endohedral natures of metallofullerenes and one-dimensional array formation of adsorbed gas molecules in nanochannel microporous compounds. The concept of MEM analysis was also described briefly. (author)
Time Reversal Migration for Passive Sources Using a Maximum Variance Imaging Condition
Wang, H.; Alkhalifah, Tariq Ali
2017-01-01
The conventional time-reversal imaging approach for micro-seismic or passive source location is based on focusing the back-propagated wavefields from each recorded trace in a source image. It suffers from strong background noise and limited acquisition aperture, which may create unexpected artifacts and cause error in the source location. To overcome such a problem, we propose a new imaging condition for microseismic imaging, which is based on comparing the amplitude variance in certain windows, and use it to suppress the artifacts as well as find the right location for passive sources. Instead of simply searching for the maximum energy point in the back-propagated wavefield, we calculate the amplitude variances over a window moving in both space and time axis to create a highly resolved passive event image. The variance operation has negligible cost compared with the forward/backward modeling operations, which reveals that the maximum variance imaging condition is efficient and effective. We test our approach numerically on a simple three-layer model and on a piece of the Marmousi model as well, both of which have shown reasonably good results.
Time Reversal Migration for Passive Sources Using a Maximum Variance Imaging Condition
Wang, H.
2017-05-26
The conventional time-reversal imaging approach for micro-seismic or passive source location is based on focusing the back-propagated wavefields from each recorded trace in a source image. It suffers from strong background noise and limited acquisition aperture, which may create unexpected artifacts and cause error in the source location. To overcome such a problem, we propose a new imaging condition for microseismic imaging, which is based on comparing the amplitude variance in certain windows, and use it to suppress the artifacts as well as find the right location for passive sources. Instead of simply searching for the maximum energy point in the back-propagated wavefield, we calculate the amplitude variances over a window moving in both space and time axis to create a highly resolved passive event image. The variance operation has negligible cost compared with the forward/backward modeling operations, which reveals that the maximum variance imaging condition is efficient and effective. We test our approach numerically on a simple three-layer model and on a piece of the Marmousi model as well, both of which have shown reasonably good results.
Quality, precision and accuracy of the maximum No. 40 anemometer
Energy Technology Data Exchange (ETDEWEB)
Obermeir, J. [Otech Engineering, Davis, CA (United States); Blittersdorf, D. [NRG Systems Inc., Hinesburg, VT (United States)
1996-12-31
This paper synthesizes available calibration data for the Maximum No. 40 anemometer. Despite its long history in the wind industry, controversy surrounds the choice of transfer function for this anemometer. Many users are unaware that recent changes in default transfer functions in data loggers are producing output wind speed differences as large as 7.6%. Comparison of two calibration methods used for large samples of Maximum No. 40 anemometers shows a consistent difference of 4.6% in output speeds. This difference is significantly larger than estimated uncertainty levels. Testing, initially performed to investigate related issues, reveals that Gill and Maximum cup anemometers change their calibration transfer functions significantly when calibrated in the open atmosphere compared with calibration in a laminar wind tunnel. This indicates that atmospheric turbulence changes the calibration transfer function of cup anemometers. These results call into question the suitability of standard wind tunnel calibration testing for cup anemometers. 6 refs., 10 figs., 4 tabs.
Beauducel, Andre; Herzberg, Philipp Yorck
2006-01-01
This simulation study compared maximum likelihood (ML) estimation with weighted least squares means and variance adjusted (WLSMV) estimation. The study was based on confirmatory factor analyses with 1, 2, 4, and 8 factors, based on 250, 500, 750, and 1,000 cases, and on 5, 10, 20, and 40 variables with 2, 3, 4, 5, and 6 categories. There was no…
Energy Technology Data Exchange (ETDEWEB)
Price, Oliver R., E-mail: oliver.price@unilever.co [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Oliver, Margaret A. [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Walker, Allan [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); Wood, Martin [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom)
2009-05-15
An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.
International Nuclear Information System (INIS)
Price, Oliver R.; Oliver, Margaret A.; Walker, Allan; Wood, Martin
2009-01-01
An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.
Loturco, Irineu; Kobal, Ronaldo; Moraes, José E; Kitamura, Katia; Cal Abad, César C; Pereira, Lucas A; Nakamura, Fábio Y
2017-04-01
Loturco, I, Kobal, R, Moraes, JE, Kitamura, K, Cal Abad, CC, Pereira, LA, and Nakamura, FY. Predicting the maximum dynamic strength in bench press: the high precision of the bar velocity approach. J Strength Cond Res 31(4): 1127-1131, 2017-The aim of this study was to determine the force-velocity relationship and test the possibility of determining the 1 repetition maximum (1RM) in "free weight" and Smith machine bench presses. Thirty-six male top-level athletes from 3 different sports were submitted to a standardized 1RM bench press assessment (free weight or Smith machine, in randomized order), following standard procedures encompassing lifts performed at 40-100% of 1RM. The mean propulsive velocity (MPV) was measured in all attempts. A linear regression was performed to establish the relationships between bar velocities and 1RM percentages. The actual and predicted 1RM for each exercise were compared using a paired t-test. Although the Smith machine 1RM was higher (10% difference) than the free weight 1RM, in both cases the actual and predicted values did not differ. In addition, the linear relationship between MPV and percentage of 1RM (coefficient of determination ≥95%) allow determination of training intensity based on the bar velocity. The linear relationships between the MPVs and the relative percentages of 1RM throughout the entire range of loads enable coaches to use the MPV to accurately monitor their athletes on a daily basis and accurately determine their actual 1RM without the need to perform standard maximum dynamic strength assessments.
Dilla, Shintia Ulfa; Andriyana, Yudhie; Sudartianto
2017-03-01
Acid rain causes many bad effects in life. It is formed by two strong acids, sulfuric acid (H2SO4) and nitric acid (HNO3), where sulfuric acid is derived from SO2 and nitric acid from NOx {x=1,2}. The purpose of the research is to find out the influence of So4 and NO3 levels contained in the rain to the acidity (pH) of rainwater. The data are incomplete panel data with two-way error component model. The panel data is a collection of some of the observations that observed from time to time. It is said incomplete if each individual has a different amount of observation. The model used in this research is in the form of random effects model (REM). Minimum variance quadratic unbiased estimation (MIVQUE) is used to estimate the variance error components, while maximum likelihood estimation is used to estimate the parameters. As a result, we obtain the following model: Ŷ* = 0.41276446 - 0.00107302X1 + 0.00215470X2.
Directory of Open Access Journals (Sweden)
Maria S. Prokhorova
2014-01-01
Full Text Available The article deals with a study of problemsof ﬁnding the optimal portfolio securitiesusing convolutions expectation of portfolioreturns and portfolio variance. Value of thecoefﬁcient of risk, in which the problem ofmaximizing the variance - limited yieldis equivalent to maximizing a linear convolution of criteria for «expected returns-variance» is obtained. An automated method for ﬁnding the optimal portfolio, onthe basis of which the results of the studydemonstrated is proposed.
Etzel, C J; Shete, S; Beasley, T M; Fernandez, J R; Allison, D B; Amos, C I
2003-01-01
Non-normality of the phenotypic distribution can affect power to detect quantitative trait loci in sib pair studies. Previously, we observed that Winsorizing the sib pair phenotypes increased the power of quantitative trait locus (QTL) detection for both Haseman-Elston (HE) least-squares tests [Hum Hered 2002;53:59-67] and maximum likelihood-based variance components (MLVC) analysis [Behav Genet (in press)]. Winsorizing the phenotypes led to a slight increase in type 1 error in H-E tests and a slight decrease in type I error for MLVC analysis. Herein, we considered transforming the sib pair phenotypes using the Box-Cox family of transformations. Data were simulated for normal and non-normal (skewed and kurtic) distributions. Phenotypic values were replaced by Box-Cox transformed values. Twenty thousand replications were performed for three H-E tests of linkage and the likelihood ratio test (LRT), the Wald test and other robust versions based on the MLVC method. We calculated the relative nominal inflation rate as the ratio of observed empirical type 1 error divided by the set alpha level (5, 1 and 0.1% alpha levels). MLVC tests applied to non-normal data had inflated type I errors (rate ratio greater than 1.0), which were controlled best by Box-Cox transformation and to a lesser degree by Winsorizing. For example, for non-transformed, skewed phenotypes (derived from a chi2 distribution with 2 degrees of freedom), the rates of empirical type 1 error with respect to set alpha level=0.01 were 0.80, 4.35 and 7.33 for the original H-E test, LRT and Wald test, respectively. For the same alpha level=0.01, these rates were 1.12, 3.095 and 4.088 after Winsorizing and 0.723, 1.195 and 1.905 after Box-Cox transformation. Winsorizing reduced inflated error rates for the leptokurtic distribution (derived from a Laplace distribution with mean 0 and variance 8). Further, power (adjusted for empirical type 1 error) at the 0.01 alpha level ranged from 4.7 to 17.3% across all tests
International Nuclear Information System (INIS)
Abbasi, F.; Nabbi, R.; Thomauske, B.; Ulrich, J.
2014-01-01
For the decommissioning of nuclear facilities, activity and dose rate atlases (ADAs) are required to create and manage a decommissioning plan and optimize the radiation protection measures. By the example of the research reactor FRJ-2, a detailed MCNP model for Monte-Carlo neutron and radiation transport calculations based on a full scale outer core CAD-model was generated. To cope with the inadequacies of the MCNP code for the simulation of a large and complex system like FRJ-2, the FW-CADIS method was embedded in the MCNP simulation runs to optimise particle sampling and weighting. The MAVRIC sequence of the SCALE6 program package, capable of generating importance maps, was applied for this purpose. The application resulted in a significant increase in efficiency and performance of the whole simulation method and in optimised utilization of the computer resources. As a result, the distribution of the neutron flux in the entire reactor structures - as a basis for the generation of the detailed activity atlas - was produced with a low level of variance and a high level of spatial, numerical and statistical precision.
Energy Technology Data Exchange (ETDEWEB)
Abbasi, F.; Nabbi, R.; Thomauske, B.; Ulrich, J. [RWTH Aachen Univ. (Germany). Inst. of Nuclear Engineering and Technology
2014-11-15
For the decommissioning of nuclear facilities, activity and dose rate atlases (ADAs) are required to create and manage a decommissioning plan and optimize the radiation protection measures. By the example of the research reactor FRJ-2, a detailed MCNP model for Monte-Carlo neutron and radiation transport calculations based on a full scale outer core CAD-model was generated. To cope with the inadequacies of the MCNP code for the simulation of a large and complex system like FRJ-2, the FW-CADIS method was embedded in the MCNP simulation runs to optimise particle sampling and weighting. The MAVRIC sequence of the SCALE6 program package, capable of generating importance maps, was applied for this purpose. The application resulted in a significant increase in efficiency and performance of the whole simulation method and in optimised utilization of the computer resources. As a result, the distribution of the neutron flux in the entire reactor structures - as a basis for the generation of the detailed activity atlas - was produced with a low level of variance and a high level of spatial, numerical and statistical precision.
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...
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...
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.
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
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
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
Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting
Directory of Open Access Journals (Sweden)
Stanislav Anatolyev
2015-08-01
Full Text Available Estimation of GARCH models can be simplified by augmenting quasi-maximum likelihood (QML estimation with variance targeting, which reduces the degree of parameterization and facilitates estimation. We compare the two approaches and investigate, via simulations, how non-normality features of the return distribution affect the quality of estimation of the volatility equation and corresponding value-at-risk predictions. We find that most GARCH coefficients and associated predictions are more precisely estimated when no variance targeting is employed. Bias properties are exacerbated for a heavier-tailed distribution of standardized returns, while the distributional asymmetry has little or moderate impact, these phenomena tending to be more pronounced under variance targeting. Some effects further intensify if one uses ML based on a leptokurtic distribution in place of normal QML. The sample size has also a more favorable effect on estimation precision when no variance targeting is used. Thus, if computational costs are not prohibitive, variance targeting should probably be avoided.
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...
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.
Dornfeld, David
2008-01-01
Today there is a high demand for high-precision products. The manufacturing processes are now highly sophisticated and derive from a specialized genre called precision engineering. Precision Manufacturing provides an introduction to precision engineering and manufacturing with an emphasis on the design and performance of precision machines and machine tools, metrology, tooling elements, machine structures, sources of error, precision machining processes and precision process planning. As well as discussing the critical role precision machine design for manufacturing has had in technological developments over the last few hundred years. In addition, the influence of sustainable manufacturing requirements in precision processes is introduced. Drawing upon years of practical experience and using numerous examples and illustrative applications, David Dornfeld and Dae-Eun Lee cover precision manufacturing as it applies to: The importance of measurement and metrology in the context of Precision Manufacturing. Th...
Maximum Likelihood and Restricted Likelihood Solutions in Multiple-Method Studies.
Rukhin, Andrew L
2011-01-01
A formulation of the problem of combining data from several sources is discussed in terms of random effects models. The unknown measurement precision is assumed not to be the same for all methods. We investigate maximum likelihood solutions in this model. By representing the likelihood equations as simultaneous polynomial equations, the exact form of the Groebner basis for their stationary points is derived when there are two methods. A parametrization of these solutions which allows their comparison is suggested. A numerical method for solving likelihood equations is outlined, and an alternative to the maximum likelihood method, the restricted maximum likelihood, is studied. In the situation when methods variances are considered to be known an upper bound on the between-method variance is obtained. The relationship between likelihood equations and moment-type equations is also discussed.
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
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.
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
Statistical precision of delayed-neutron nondestructive assay techniques
International Nuclear Information System (INIS)
Bayne, C.K.; McNeany, S.R.
1979-02-01
A theoretical analysis of the statistical precision of delayed-neutron nondestructive assay instruments is presented. Such instruments measure the fissile content of nuclear fuel samples by neutron irradiation and delayed-neutron detection. The precision of these techniques is limited by the statistical nature of the nuclear decay process, but the precision can be optimized by proper selection of system operating parameters. Our method is a three-part analysis. We first present differential--difference equations describing the fundamental physics of the measurements. We then derive and present complete analytical solutions to these equations. Final equations governing the expected number and variance of delayed-neutron counts were computer programmed to calculate the relative statistical precision of specific system operating parameters. Our results show that Poisson statistics do not govern the number of counts accumulated in multiple irradiation-count cycles and that, in general, maximum count precision does not correspond with maximum count as first expected. Covariance between the counts of individual cycles must be considered in determining the optimum number of irradiation-count cycles and the optimum irradiation-to-count time ratio. For the assay system in use at ORNL, covariance effects are small, but for systems with short irradiation-to-count transition times, covariance effects force the optimum number of irradiation-count cycles to be half those giving maximum count. We conclude that the equations governing the expected value and variance of delayed-neutron counts have been derived in closed form. These have been computerized and can be used to select optimum operating parameters for delayed-neutron assay devices
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.
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.
Energy Technology Data Exchange (ETDEWEB)
Bluemlein, Johannes
2012-05-15
Precision measurements together with exact theoretical calculations have led to steady progress in fundamental physics. A brief survey is given on recent developments and current achievements in the field of perturbative precision calculations in the Standard Model of the Elementary Particles and their application in current high energy collider data analyses.
International Nuclear Information System (INIS)
Bluemlein, Johannes
2012-05-01
Precision measurements together with exact theoretical calculations have led to steady progress in fundamental physics. A brief survey is given on recent developments and current achievements in the field of perturbative precision calculations in the Standard Model of the Elementary Particles and their application in current high energy collider data analyses.
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
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.
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
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
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.
Reedy, Robert P.; Crawford, Daniel W.
1984-01-01
A precision translator for focusing a beam of light on the end of a glass fiber which includes two turning fork-like members rigidly connected to each other. These members have two prongs each with its separation adjusted by a screw, thereby adjusting the orthogonal positioning of a glass fiber attached to one of the members. This translator is made of simple parts with capability to keep adjustment even in condition of rough handling.
Jones, Bernard J. T.
2017-04-01
Preface; Notation and conventions; Part I. 100 Years of Cosmology: 1. Emerging cosmology; 2. The cosmic expansion; 3. The cosmic microwave background; 4. Recent cosmology; Part II. Newtonian Cosmology: 5. Newtonian cosmology; 6. Dark energy cosmological models; 7. The early universe; 8. The inhomogeneous universe; 9. The inflationary universe; Part III. Relativistic Cosmology: 10. Minkowski space; 11. The energy momentum tensor; 12. General relativity; 13. Space-time geometry and calculus; 14. The Einstein field equations; 15. Solutions of the Einstein equations; 16. The Robertson-Walker solution; 17. Congruences, curvature and Raychaudhuri; 18. Observing and measuring the universe; Part IV. The Physics of Matter and Radiation: 19. Physics of the CMB radiation; 20. Recombination of the primeval plasma; 21. CMB polarisation; 22. CMB anisotropy; Part V. Precision Tools for Precision Cosmology: 23. Likelihood; 24. Frequentist hypothesis testing; 25. Statistical inference: Bayesian; 26. CMB data processing; 27. Parametrising the universe; 28. Precision cosmology; 29. Epilogue; Appendix A. SI, CGS and Planck units; Appendix B. Magnitudes and distances; Appendix C. Representing vectors and tensors; Appendix D. The electromagnetic field; Appendix E. Statistical distributions; Appendix F. Functions on a sphere; Appendix G. Acknowledgements; References; Index.
Last Glacial Maximum Salinity Reconstruction
Homola, K.; Spivack, A. J.
2016-12-01
It has been previously demonstrated that salinity can be reconstructed from sediment porewater. The goal of our study is to reconstruct high precision salinity during the Last Glacial Maximum (LGM). Salinity is usually determined at high precision via conductivity, which requires a larger volume of water than can be extracted from a sediment core, or via chloride titration, which yields lower than ideal precision. It has been demonstrated for water column samples that high precision density measurements can be used to determine salinity at the precision of a conductivity measurement using the equation of state of seawater. However, water column seawater has a relatively constant composition, in contrast to porewater, where variations from standard seawater composition occur. These deviations, which affect the equation of state, must be corrected for through precise measurements of each ion's concentration and knowledge of apparent partial molar density in seawater. We have developed a density-based method for determining porewater salinity that requires only 5 mL of sample, achieving density precisions of 10-6 g/mL. We have applied this method to porewater samples extracted from long cores collected along a N-S transect across the western North Atlantic (R/V Knorr cruise KN223). Density was determined to a precision of 2.3x10-6 g/mL, which translates to salinity uncertainty of 0.002 gms/kg if the effect of differences in composition is well constrained. Concentrations of anions (Cl-, and SO4-2) and cations (Na+, Mg+, Ca+2, and K+) were measured. To correct salinities at the precision required to unravel LGM Meridional Overturning Circulation, our ion precisions must be better than 0.1% for SO4-/Cl- and Mg+/Na+, and 0.4% for Ca+/Na+, and K+/Na+. Alkalinity, pH and Dissolved Inorganic Carbon of the porewater were determined to precisions better than 4% when ratioed to Cl-, and used to calculate HCO3-, and CO3-2. Apparent partial molar densities in seawater were
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 ...
Precision Airdrop (Largage de precision)
2005-12-01
NAVIGATION TO A PRECISION AIRDROP OVERVIEW RTO-AG-300-V24 2 - 9 the point from various compass headings. As the tests are conducted, the resultant...rate. This approach avoids including a magnetic compass for the heading reference, which has difficulties due to local changes in the magnetic field...Scientifica della Difesa ROYAUME-UNI Via XX Settembre 123 Dstl Knowledge Services ESPAGNE 00187 Roma Information Centre, Building 247 SDG TECEN / DGAM
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…
A High-precision Motion Compensation Method for SAR Based on Image Intensity Optimization
Directory of Open Access Journals (Sweden)
Hu Ke-bin
2015-02-01
Full Text Available Owing to the platform instability and precision limitations of motion sensors, motion errors negatively affect the quality of synthetic aperture radar (SAR images. The autofocus Back Projection (BP algorithm based on the optimization of image sharpness compensates for motion errors through phase error estimation. This method can attain relatively good performance, while assuming the same phase error for all pixels, i.e., it ignores the spatial variance of motion errors. To overcome this drawback, a high-precision motion error compensation method is presented in this study. In the proposed method, the Antenna Phase Centers (APC are estimated via optimization using the criterion of maximum image intensity. Then, the estimated APCs are applied for BP imaging. Because the APC estimation equals the range history estimation for each pixel, high-precision phase compensation for every pixel can be achieved. Point-target simulations and processing of experimental data validate the effectiveness of the proposed method.
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.)
Approximate maximum parsimony and ancestral maximum likelihood.
Alon, Noga; Chor, Benny; Pardi, Fabio; Rapoport, Anat
2010-01-01
We explore the maximum parsimony (MP) and ancestral maximum likelihood (AML) criteria in phylogenetic tree reconstruction. Both problems are NP-hard, so we seek approximate solutions. We formulate the two problems as Steiner tree problems under appropriate distances. The gist of our approach is the succinct characterization of Steiner trees for a small number of leaves for the two distances. This enables the use of known Steiner tree approximation algorithms. The approach leads to a 16/9 approximation ratio for AML and asymptotically to a 1.55 approximation ratio for MP.
Variance components estimation for farrowing traits of three purebred pigs in Korea
Directory of Open Access Journals (Sweden)
Bryan Irvine Lopez
2017-09-01
Full Text Available Objective This study was conducted to estimate breed-specific variance components for total number born (TNB, number born alive (NBA and mortality rate from birth through weaning including stillbirths (MORT of three main swine breeds in Korea. In addition, the importance of including maternal genetic and service sire effects in estimation models was evaluated. Methods Records of farrowing traits from 6,412 Duroc, 18,020 Landrace, and 54,254 Yorkshire sows collected from January 2001 to September 2016 from different farms in Korea were used in the analysis. Animal models and the restricted maximum likelihood method were used to estimate variances in animal genetic, permanent environmental, maternal genetic, service sire and residuals. Results The heritability estimates ranged from 0.072 to 0.102, 0.090 to 0.099, and 0.109 to 0.121 for TNB; 0.087 to 0.110, 0.088 to 0.100, and 0.099 to 0.107 for NBA; and 0.027 to 0.031, 0.050 to 0.053, and 0.073 to 0.081 for MORT in the Duroc, Landrace and Yorkshire breeds, respectively. The proportion of the total variation due to permanent environmental effects, maternal genetic effects, and service sire effects ranged from 0.042 to 0.088, 0.001 to 0.031, and 0.001 to 0.021, respectively. Spearman rank correlations among models ranged from 0.98 to 0.99, demonstrating that the maternal genetic and service sire effects have small effects on the precision of the breeding value. Conclusion Models that include additive genetic and permanent environmental effects are suitable for farrowing traits in Duroc, Landrace, and Yorkshire populations in Korea. This breed-specific variance components estimates for litter traits can be utilized for pig improvement programs in Korea.
International Nuclear Information System (INIS)
Anon.
1979-01-01
This chapter presents a historic overview of the establishment of radiation guidelines by various national and international agencies. The use of maximum permissible dose and maximum permissible body burden limits to derive working standards is discussed
Combining within and between instrument information to estimate precision
International Nuclear Information System (INIS)
Jost, J.W.; Devary, J.L.; Ward, J.E.
1980-01-01
When two instruments, both having replicated measurements, are used to measure the same set of items, between instrument information may be used to augment the within instrument precision estimate. A method is presented which combines the within and between instrument information to obtain an unbiased and minimum variance estimate of instrument precision. The method does not assume the instruments have equal precision
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.
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)
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.
40 CFR 142.65 - Variances and exemptions from the maximum contaminant levels for radionuclides.
2010-07-01
... ENVIRONMENTAL PROTECTION AGENCY (CONTINUED) WATER PROGRAMS (CONTINUED) NATIONAL PRIMARY DRINKING WATER...-228 Ion exchange, reverse osmosis, lime softening. Uranium Ion exchange, reverse osmosis, lime... osmosis. Beta particle and photon radioactivity Ion exchange, reverse osmosis. (ii) In addition, the...
Morales-Casique, E.; Neuman, S.P.; Vesselinov, V.V.
2010-01-01
We use log permeability and porosity data obtained from single-hole pneumatic packer tests in six boreholes drilled into unsaturated fractured tuff near Superior, Arizona, to postulate, calibrate and compare five alternative variogram models (exponential, exponential with linear drift, power,
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
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…
Validation of consistency of Mendelian sampling variance.
Tyrisevä, A-M; Fikse, W F; Mäntysaari, E A; Jakobsen, J; Aamand, G P; Dürr, J; Lidauer, M H
2018-03-01
Experiences from international sire evaluation indicate that the multiple-trait across-country evaluation method is sensitive to changes in genetic variance over time. Top bulls from birth year classes with inflated genetic variance will benefit, hampering reliable ranking of bulls. However, none of the methods available today enable countries to validate their national evaluation models for heterogeneity of genetic variance. We describe a new validation method to fill this gap comprising the following steps: estimating within-year genetic variances using Mendelian sampling and its prediction error variance, fitting a weighted linear regression between the estimates and the years under study, identifying possible outliers, and defining a 95% empirical confidence interval for a possible trend in the estimates. We tested the specificity and sensitivity of the proposed validation method with simulated data using a real data structure. Moderate (M) and small (S) size populations were simulated under 3 scenarios: a control with homogeneous variance and 2 scenarios with yearly increases in phenotypic variance of 2 and 10%, respectively. Results showed that the new method was able to estimate genetic variance accurately enough to detect bias in genetic variance. Under the control scenario, the trend in genetic variance was practically zero in setting M. Testing cows with an average birth year class size of more than 43,000 in setting M showed that tolerance values are needed for both the trend and the outlier tests to detect only cases with a practical effect in larger data sets. Regardless of the magnitude (yearly increases in phenotypic variance of 2 or 10%) of the generated trend, it deviated statistically significantly from zero in all data replicates for both cows and bulls in setting M. In setting S with a mean of 27 bulls in a year class, the sampling error and thus the probability of a false-positive result clearly increased. Still, overall estimated genetic
Portfolio optimization with mean-variance model
Hoe, Lam Weng; Siew, Lam Weng
2016-06-01
Investors wish to achieve the target rate of return at the minimum level of risk in their investment. Portfolio optimization is an investment strategy that can be used to minimize the portfolio risk and can achieve the target rate of return. The mean-variance model has been proposed in portfolio optimization. The mean-variance model is an optimization model that aims to minimize the portfolio risk which is the portfolio variance. The objective of this study is to construct the optimal portfolio using the mean-variance model. The data of this study consists of weekly returns of 20 component stocks of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results of this study show that the portfolio composition of the stocks is different. Moreover, investors can get the return at minimum level of risk with the constructed optimal mean-variance portfolio.
Maximum Acceleration Recording Circuit
Bozeman, Richard J., Jr.
1995-01-01
Coarsely digitized maximum levels recorded in blown fuses. Circuit feeds power to accelerometer and makes nonvolatile record of maximum level to which output of accelerometer rises during measurement interval. In comparison with inertia-type single-preset-trip-point mechanical maximum-acceleration-recording devices, circuit weighs less, occupies less space, and records accelerations within narrower bands of uncertainty. In comparison with prior electronic data-acquisition systems designed for same purpose, circuit simpler, less bulky, consumes less power, costs and analysis of data recorded in magnetic or electronic memory devices. Circuit used, for example, to record accelerations to which commodities subjected during transportation on trucks.
Maximum Quantum Entropy Method
Sim, Jae-Hoon; Han, Myung Joon
2018-01-01
Maximum entropy method for analytic continuation is extended by introducing quantum relative entropy. This new method is formulated in terms of matrix-valued functions and therefore invariant under arbitrary unitary transformation of input matrix. As a result, the continuation of off-diagonal elements becomes straightforward. Without introducing any further ambiguity, the Bayesian probabilistic interpretation is maintained just as in the conventional maximum entropy method. The applications o...
International Nuclear Information System (INIS)
Biondi, L.
1998-01-01
The charging for a service is a supplier's remuneration for the expenses incurred in providing it. There are currently two charges for electricity: consumption and maximum demand. While no problem arises about the former, the issue is more complicated for the latter and the analysis in this article tends to show that the annual charge for maximum demand arbitrarily discriminates among consumer groups, to the disadvantage of some [it
Portfolio optimization using median-variance approach
Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli
2013-04-01
Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.
A 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
Grammatical and lexical variance in English
Quirk, Randolph
2014-01-01
Written by one of Britain's most distinguished linguists, this book is concerned with the phenomenon of variance in English grammar and vocabulary across regional, social, stylistic and temporal space.
A Mean variance analysis of arbitrage portfolios
Fang, Shuhong
2007-03-01
Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.
Dynamic Mean-Variance Asset Allocation
Basak, Suleyman; Chabakauri, Georgy
2009-01-01
Mean-variance criteria remain prevalent in multi-period problems, and yet not much is known about their dynamically optimal policies. We provide a fully analytical characterization of the optimal dynamic mean-variance portfolios within a general incomplete-market economy, and recover a simple structure that also inherits several conventional properties of static models. We also identify a probability measure that incorporates intertemporal hedging demands and facilitates much tractability in ...
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.
Covariate Imbalance and Precision in Measuring Treatment Effects
Liu, Xiaofeng Steven
2011-01-01
Covariate adjustment can increase the precision of estimates by removing unexplained variance from the error in randomized experiments, although chance covariate imbalance tends to counteract the improvement in precision. The author develops an easy measure to examine chance covariate imbalance in randomization by standardizing the average…
Maximum likely scale estimation
DEFF Research Database (Denmark)
Loog, Marco; Pedersen, Kim Steenstrup; Markussen, Bo
2005-01-01
A maximum likelihood local scale estimation principle is presented. An actual implementation of the estimation principle uses second order moments of multiple measurements at a fixed location in the image. These measurements consist of Gaussian derivatives possibly taken at several scales and/or ...
Robust Maximum Association Estimators
A. Alfons (Andreas); C. Croux (Christophe); P. Filzmoser (Peter)
2017-01-01
textabstractThe maximum association between two multivariate variables X and Y is defined as the maximal value that a bivariate association measure between one-dimensional projections αX and αY can attain. Taking the Pearson correlation as projection index results in the first canonical correlation
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...
International Nuclear Information System (INIS)
Enslin, J.H.R.
1990-01-01
A well engineered renewable remote energy system, utilizing the principal of Maximum Power Point Tracking can be m ore cost effective, has a higher reliability and can improve the quality of life in remote areas. This paper reports that a high-efficient power electronic converter, for converting the output voltage of a solar panel, or wind generator, to the required DC battery bus voltage has been realized. The converter is controlled to track the maximum power point of the input source under varying input and output parameters. Maximum power point tracking for relative small systems is achieved by maximization of the output current in a battery charging regulator, using an optimized hill-climbing, inexpensive microprocessor based algorithm. Through practical field measurements it is shown that a minimum input source saving of 15% on 3-5 kWh/day systems can easily be achieved. A total cost saving of at least 10-15% on the capital cost of these systems are achievable for relative small rating Remote Area Power Supply systems. The advantages at larger temperature variations and larger power rated systems are much higher. Other advantages include optimal sizing and system monitor and control
High Efficiency Computation of the Variances of Structural Evolutionary Random Responses
Directory of Open Access Journals (Sweden)
J.H. Lin
2000-01-01
Full Text Available For structures subjected to stationary or evolutionary white/colored random noise, their various response variances satisfy algebraic or differential Lyapunov equations. The solution of these Lyapunov equations used to be very difficult. A precise integration method is proposed in the present paper, which solves such Lyapunov equations accurately and very efficiently.
Integrating Variances into an Analytical Database
Sanchez, Carlos
2010-01-01
For this project, I enrolled in numerous SATERN courses that taught the basics of database programming. These include: Basic Access 2007 Forms, Introduction to Database Systems, Overview of Database Design, and others. My main job was to create an analytical database that can handle many stored forms and make it easy to interpret and organize. Additionally, I helped improve an existing database and populate it with information. These databases were designed to be used with data from Safety Variances and DCR forms. The research consisted of analyzing the database and comparing the data to find out which entries were repeated the most. If an entry happened to be repeated several times in the database, that would mean that the rule or requirement targeted by that variance has been bypassed many times already and so the requirement may not really be needed, but rather should be changed to allow the variance's conditions permanently. This project did not only restrict itself to the design and development of the database system, but also worked on exporting the data from the database to a different format (e.g. Excel or Word) so it could be analyzed in a simpler fashion. Thanks to the change in format, the data was organized in a spreadsheet that made it possible to sort the data by categories or types and helped speed up searches. Once my work with the database was done, the records of variances could be arranged so that they were displayed in numerical order, or one could search for a specific document targeted by the variances and restrict the search to only include variances that modified a specific requirement. A great part that contributed to my learning was SATERN, NASA's resource for education. Thanks to the SATERN online courses I took over the summer, I was able to learn many new things about computers and databases and also go more in depth into topics I already knew about.
Decomposition of Variance for Spatial Cox Processes.
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-03-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees.
Variance in binary stellar population synthesis
Breivik, Katelyn; Larson, Shane L.
2016-03-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations in less than a week, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Estimating quadratic variation using realized variance
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Shephard, N.
2002-01-01
with a rather general SV model - which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we...... have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values of M the RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd....
International Nuclear Information System (INIS)
Ponman, T.J.
1984-01-01
For some years now two different expressions have been in use for maximum entropy image restoration and there has been some controversy over which one is appropriate for a given problem. Here two further entropies are presented and it is argued that there is no single correct algorithm. The properties of the four different methods are compared using simple 1D simulations with a view to showing how they can be used together to gain as much information as possible about the original object. (orig.)
2010-07-01
...) PROCEDURE FOR VARIATIONS FROM SAFETY AND HEALTH REGULATIONS UNDER THE LONGSHOREMEN'S AND HARBOR WORKERS...) or 6(d) of the Williams-Steiger Occupational Safety and Health Act of 1970 (29 U.S.C. 655). The... under the Williams-Steiger Occupational Safety and Health Act of 1970, and any variance from §§ 1910.13...
78 FR 14122 - Revocation of Permanent Variances
2013-03-04
... Douglas Fir planking had to have at least a 1,900 fiber stress and 1,900,000 modulus of elasticity, while the Yellow Pine planking had to have at least 2,500 fiber stress and 2,000,000 modulus of elasticity... the permanent variances, and affected employees, to submit written data, views, and arguments...
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
Investors in fixed income markets are willing to pay a very large premium to be hedged against shocks in expected volatility and the size of this premium can be studied through variance swaps. Using thirty years of option and high-frequency data, we document the following novel stylized facts...
Biological Variance in Agricultural Products. Theoretical Considerations
Tijskens, L.M.M.; Konopacki, P.
2003-01-01
The food that we eat is uniform neither in shape or appearance nor in internal composition or content. Since technology became increasingly important, the presence of biological variance in our food became more and more of a nuisance. Techniques and procedures (statistical, technical) were
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-01-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introducea general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive...
Variance Swap Replication: Discrete or Continuous?
Directory of Open Access Journals (Sweden)
Fabien Le Floc’h
2018-02-01
Full Text Available The popular replication formula to price variance swaps assumes continuity of traded option strikes. In practice, however, there is only a discrete set of option strikes traded on the market. We present here different discrete replication strategies and explain why the continuous replication price is more relevant.
Zero-intelligence realized variance estimation
Gatheral, J.; Oomen, R.C.A.
2010-01-01
Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and
Variance Reduction Techniques in Monte Carlo Methods
Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.
2010-01-01
Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the
Clark, P.U.; Dyke, A.S.; Shakun, J.D.; Carlson, A.E.; Clark, J.; Wohlfarth, B.; Mitrovica, J.X.; Hostetler, S.W.; McCabe, A.M.
2009-01-01
We used 5704 14C, 10Be, and 3He ages that span the interval from 10,000 to 50,000 years ago (10 to 50 ka) to constrain the timing of the Last Glacial Maximum (LGM) in terms of global ice-sheet and mountain-glacier extent. Growth of the ice sheets to their maximum positions occurred between 33.0 and 26.5 ka in response to climate forcing from decreases in northern summer insolation, tropical Pacific sea surface temperatures, and atmospheric CO2. Nearly all ice sheets were at their LGM positions from 26.5 ka to 19 to 20 ka, corresponding to minima in these forcings. The onset of Northern Hemisphere deglaciation 19 to 20 ka was induced by an increase in northern summer insolation, providing the source for an abrupt rise in sea level. The onset of deglaciation of the West Antarctic Ice Sheet occurred between 14 and 15 ka, consistent with evidence that this was the primary source for an abrupt rise in sea level ???14.5 ka.
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...
Directory of Open Access Journals (Sweden)
F. TopsÃƒÂ¸e
2001-09-01
Full Text Available Abstract: In its modern formulation, the Maximum Entropy Principle was promoted by E.T. Jaynes, starting in the mid-fifties. The principle dictates that one should look for a distribution, consistent with available information, which maximizes the entropy. However, this principle focuses only on distributions and it appears advantageous to bring information theoretical thinking more prominently into play by also focusing on the "observer" and on coding. This view was brought forward by the second named author in the late seventies and is the view we will follow-up on here. It leads to the consideration of a certain game, the Code Length Game and, via standard game theoretical thinking, to a principle of Game Theoretical Equilibrium. This principle is more basic than the Maximum Entropy Principle in the sense that the search for one type of optimal strategies in the Code Length Game translates directly into the search for distributions with maximum entropy. In the present paper we offer a self-contained and comprehensive treatment of fundamentals of both principles mentioned, based on a study of the Code Length Game. Though new concepts and results are presented, the reading should be instructional and accessible to a rather wide audience, at least if certain mathematical details are left aside at a rst reading. The most frequently studied instance of entropy maximization pertains to the Mean Energy Model which involves a moment constraint related to a given function, here taken to represent "energy". This type of application is very well known from the literature with hundreds of applications pertaining to several different elds and will also here serve as important illustration of the theory. But our approach reaches further, especially regarding the study of continuity properties of the entropy function, and this leads to new results which allow a discussion of models with so-called entropy loss. These results have tempted us to speculate over
Probable maximum flood control
International Nuclear Information System (INIS)
DeGabriele, C.E.; Wu, C.L.
1991-11-01
This study proposes preliminary design concepts to protect the waste-handling facilities and all shaft and ramp entries to the underground from the probable maximum flood (PMF) in the current design configuration for the proposed Nevada Nuclear Waste Storage Investigation (NNWSI) repository protection provisions were furnished by the United States Bureau of Reclamation (USSR) or developed from USSR data. Proposed flood protection provisions include site grading, drainage channels, and diversion dikes. Figures are provided to show these proposed flood protection provisions at each area investigated. These areas are the central surface facilities (including the waste-handling building and waste treatment building), tuff ramp portal, waste ramp portal, men-and-materials shaft, emplacement exhaust shaft, and exploratory shafts facility
Introduction to maximum entropy
International Nuclear Information System (INIS)
Sivia, D.S.
1988-01-01
The maximum entropy (MaxEnt) principle has been successfully used in image reconstruction in a wide variety of fields. We review the need for such methods in data analysis and show, by use of a very simple example, why MaxEnt is to be preferred over other regularizing functions. This leads to a more general interpretation of the MaxEnt method, and its use is illustrated with several different examples. Practical difficulties with non-linear problems still remain, this being highlighted by the notorious phase problem in crystallography. We conclude with an example from neutron scattering, using data from a filter difference spectrometer to contrast MaxEnt with a conventional deconvolution. 12 refs., 8 figs., 1 tab
International Nuclear Information System (INIS)
Rust, D.M.
1984-01-01
The successful retrieval and repair of the Solar Maximum Mission (SMM) satellite by Shuttle astronauts in April 1984 permitted continuance of solar flare observations that began in 1980. The SMM carries a soft X ray polychromator, gamma ray, UV and hard X ray imaging spectrometers, a coronagraph/polarimeter and particle counters. The data gathered thus far indicated that electrical potentials of 25 MeV develop in flares within 2 sec of onset. X ray data show that flares are composed of compressed magnetic loops that have come too close together. Other data have been taken on mass ejection, impacts of electron beams and conduction fronts with the chromosphere and changes in the solar radiant flux due to sunspots. 13 references
Introduction to maximum entropy
International Nuclear Information System (INIS)
Sivia, D.S.
1989-01-01
The maximum entropy (MaxEnt) principle has been successfully used in image reconstruction in a wide variety of fields. The author reviews the need for such methods in data analysis and shows, by use of a very simple example, why MaxEnt is to be preferred over other regularizing functions. This leads to a more general interpretation of the MaxEnt method, and its use is illustrated with several different examples. Practical difficulties with non-linear problems still remain, this being highlighted by the notorious phase problem in crystallography. He concludes with an example from neutron scattering, using data from a filter difference spectrometer to contrast MaxEnt with a conventional deconvolution. 12 refs., 8 figs., 1 tab
Functional Maximum Autocorrelation Factors
DEFF Research Database (Denmark)
Larsen, Rasmus; Nielsen, Allan Aasbjerg
2005-01-01
MAF outperforms the functional PCA in concentrating the interesting' spectra/shape variation in one end of the eigenvalue spectrum and allows for easier interpretation of effects. Conclusions. Functional MAF analysis is a useful methods for extracting low dimensional models of temporally or spatially......Purpose. We aim at data where samples of an underlying function are observed in a spatial or temporal layout. Examples of underlying functions are reflectance spectra and biological shapes. We apply functional models based on smoothing splines and generalize the functional PCA in......\\verb+~+\\$\\backslash\\$cite{ramsay97} to functional maximum autocorrelation factors (MAF)\\verb+~+\\$\\backslash\\$cite{switzer85,larsen2001d}. We apply the method to biological shapes as well as reflectance spectra. {\\$\\backslash\\$bf Methods}. MAF seeks linear combination of the original variables that maximize autocorrelation between...
Regularized maximum correntropy machine
Wang, Jim Jing-Yan; Wang, Yunji; Jing, Bing-Yi; Gao, Xin
2015-01-01
In this paper we investigate the usage of regularized correntropy framework for learning of classifiers from noisy labels. The class label predictors learned by minimizing transitional loss functions are sensitive to the noisy and outlying labels of training samples, because the transitional loss functions are equally applied to all the samples. To solve this problem, we propose to learn the class label predictors by maximizing the correntropy between the predicted labels and the true labels of the training samples, under the regularized Maximum Correntropy Criteria (MCC) framework. Moreover, we regularize the predictor parameter to control the complexity of the predictor. The learning problem is formulated by an objective function considering the parameter regularization and MCC simultaneously. By optimizing the objective function alternately, we develop a novel predictor learning algorithm. The experiments on two challenging pattern classification tasks show that it significantly outperforms the machines with transitional loss functions.
Regularized maximum correntropy machine
Wang, Jim Jing-Yan
2015-02-12
In this paper we investigate the usage of regularized correntropy framework for learning of classifiers from noisy labels. The class label predictors learned by minimizing transitional loss functions are sensitive to the noisy and outlying labels of training samples, because the transitional loss functions are equally applied to all the samples. To solve this problem, we propose to learn the class label predictors by maximizing the correntropy between the predicted labels and the true labels of the training samples, under the regularized Maximum Correntropy Criteria (MCC) framework. Moreover, we regularize the predictor parameter to control the complexity of the predictor. The learning problem is formulated by an objective function considering the parameter regularization and MCC simultaneously. By optimizing the objective function alternately, we develop a novel predictor learning algorithm. The experiments on two challenging pattern classification tasks show that it significantly outperforms the machines with transitional loss functions.
Application of maximum entropy to neutron tunneling spectroscopy
International Nuclear Information System (INIS)
Mukhopadhyay, R.; Silver, R.N.
1990-01-01
We demonstrate the maximum entropy method for the deconvolution of high resolution tunneling data acquired with a quasielastic spectrometer. Given a precise characterization of the instrument resolution function, a maximum entropy analysis of lutidine data obtained with the IRIS spectrometer at ISIS results in an effective factor of three improvement in resolution. 7 refs., 4 figs
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.
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
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.
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).
The Genealogical Consequences of Fecundity Variance Polymorphism
Taylor, Jesse E.
2009-01-01
The genealogical consequences of within-generation fecundity variance polymorphism are studied using coalescent processes structured by genetic backgrounds. I show that these processes have three distinctive features. The first is that the coalescent rates within backgrounds are not jointly proportional to the infinitesimal variance, but instead depend only on the frequencies and traits of genotypes containing each allele. Second, the coalescent processes at unlinked loci are correlated with the genealogy at the selected locus; i.e., fecundity variance polymorphism has a genomewide impact on genealogies. Third, in diploid models, there are infinitely many combinations of fecundity distributions that have the same diffusion approximation but distinct coalescent processes; i.e., in this class of models, ancestral processes and allele frequency dynamics are not in one-to-one correspondence. Similar properties are expected to hold in models that allow for heritable variation in other traits that affect the coalescent effective population size, such as sex ratio or fecundity and survival schedules. PMID:19433628
Discussion on variance reduction technique for shielding
Energy Technology Data Exchange (ETDEWEB)
Maekawa, Fujio [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment
1998-03-01
As the task of the engineering design activity of the international thermonuclear fusion experimental reactor (ITER), on 316 type stainless steel (SS316) and the compound system of SS316 and water, the shielding experiment using the D-T neutron source of FNS in Japan Atomic Energy Research Institute has been carried out. However, in these analyses, enormous working time and computing time were required for determining the Weight Window parameter. Limitation or complication was felt when the variance reduction by Weight Window method of MCNP code was carried out. For the purpose of avoiding this difficulty, investigation was performed on the effectiveness of the variance reduction by cell importance method. The conditions of calculation in all cases are shown. As the results, the distribution of fractional standard deviation (FSD) related to neutrons and gamma-ray flux in the direction of shield depth is reported. There is the optimal importance change, and when importance was increased at the same rate as that of the attenuation of neutron or gamma-ray flux, the optimal variance reduction can be done. (K.I.)
International Nuclear Information System (INIS)
Ryan, J.
1981-01-01
By understanding the sun, astrophysicists hope to expand this knowledge to understanding other stars. To study the sun, NASA launched a satellite on February 14, 1980. The project is named the Solar Maximum Mission (SMM). The satellite conducted detailed observations of the sun in collaboration with other satellites and ground-based optical and radio observations until its failure 10 months into the mission. The main objective of the SMM was to investigate one aspect of solar activity: solar flares. A brief description of the flare mechanism is given. The SMM satellite was valuable in providing information on where and how a solar flare occurs. A sequence of photographs of a solar flare taken from SMM satellite shows how a solar flare develops in a particular layer of the solar atmosphere. Two flares especially suitable for detailed observations by a joint effort occurred on April 30 and May 21 of 1980. These flares and observations of the flares are discussed. Also discussed are significant discoveries made by individual experiments
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
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.
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.
Comparison of the precision of three commonly used GPS models
Directory of Open Access Journals (Sweden)
E Chavoshi
2016-04-01
View software (v3.3 was used (Fig.3. The real location of stations and registered by each receiver position has been determined. Information recorded in Map Source software, including all longitude and latitudes registered for each station and receiver were transferred to Excel Software (2007. Table 2 shows the mean precision values recorded in each weather conditions. The results obtained by equation 1 (the mean error at each station showed that the GPS MAP 78s model has the lowest error of 91 cm, VISTA eTrex model has a maximum error of 4.7 meters and MAP 60 csx model has mean error of about 2.64 meters. The analysis of variance of models and weather conditions and the time of day with the interactions between factors have been shown in Table 3. Results showed that there is significant difference (0.01
precision of different receivers models. Investigating of the interactions between the receiver models and the weather conditions showed no significant effect of them and the interaction between the receiver models and the measured time difference is not significant. These results showed that weather conditions and time of day is the same effect on positioning precision of GPS receivers used in this research. These results were consistent with the study of Jose and colleagues (Jose et al., 2006. The mean Comparison test of LSD (at 5% level for the accuracy and precision of the models showed the significant difference for all models (Table 4. Figures 4 and 5 respectively show the accuracy and precision of three models of GPS receiver at different times of day and different weather conditions. Conclusions: Effect of daylight hours on positioning precision was very low; also the effect of different weather conditions may reduce the accuracy of GPS positioning to size of few centimeters. Overall, the results indicated that between the three factors include the models, the effects
The newest precision measurement
International Nuclear Information System (INIS)
Lee, Jing Gu; Lee, Jong Dae
1974-05-01
This book introduces basic of precision measurement, measurement of length, limit gauge, measurement of angles, measurement of surface roughness, measurement of shapes and locations, measurement of outline, measurement of external and internal thread, gear testing, accuracy inspection of machine tools, three dimension coordinate measuring machine, digitalisation of precision measurement, automation of precision measurement, measurement of cutting tools, measurement using laser, and point of choosing length measuring instrument.
Practical precision measurement
International Nuclear Information System (INIS)
Kwak, Ho Chan; Lee, Hui Jun
1999-01-01
This book introduces basic knowledge of precision measurement, measurement of length, precision measurement of minor diameter, measurement of angles, measurement of surface roughness, three dimensional measurement, measurement of locations and shapes, measurement of screw, gear testing, cutting tools testing, rolling bearing testing, and measurement of digitalisation. It covers height gauge, how to test surface roughness, measurement of plan and straightness, external and internal thread testing, gear tooth measurement, milling cutter, tab, rotation precision measurement, and optical transducer.
Mixed emotions: Sensitivity to facial variance in a crowd of faces.
Haberman, Jason; Lee, Pegan; Whitney, David
2015-01-01
The visual system automatically represents summary information from crowds of faces, such as the average expression. This is a useful heuristic insofar as it provides critical information about the state of the world, not simply information about the state of one individual. However, the average alone is not sufficient for making decisions about how to respond to a crowd. The variance or heterogeneity of the crowd--the mixture of emotions--conveys information about the reliability of the average, essential for determining whether the average can be trusted. Despite its importance, the representation of variance within a crowd of faces has yet to be examined. This is addressed here in three experiments. In the first experiment, observers viewed a sample set of faces that varied in emotion, and then adjusted a subsequent set to match the variance of the sample set. To isolate variance as the summary statistic of interest, the average emotion of both sets was random. Results suggested that observers had information regarding crowd variance. The second experiment verified that this was indeed a uniquely high-level phenomenon, as observers were unable to derive the variance of an inverted set of faces as precisely as an upright set of faces. The third experiment replicated and extended the first two experiments using method-of-constant-stimuli. Together, these results show that the visual system is sensitive to emergent information about the emotional heterogeneity, or ambivalence, in crowds of faces.
[Precision and personalized medicine].
Sipka, Sándor
2016-10-01
The author describes the concept of "personalized medicine" and the newly introduced "precision medicine". "Precision medicine" applies the terms of "phenotype", "endotype" and "biomarker" in order to characterize more precisely the various diseases. Using "biomarkers" the homogeneous type of a disease (a "phenotype") can be divided into subgroups called "endotypes" requiring different forms of treatment and financing. The good results of "precision medicine" have become especially apparent in relation with allergic and autoimmune diseases. The application of this new way of thinking is going to be necessary in Hungary, too, in the near future for participants, controllers and financing boards of healthcare. Orv. Hetil., 2016, 157(44), 1739-1741.
Precision Clock Evaluation Facility
Federal Laboratory Consortium — FUNCTION: Tests and evaluates high-precision atomic clocks for spacecraft, ground, and mobile applications. Supports performance evaluation, environmental testing,...
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.)
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...
Precision machining commercialization
International Nuclear Information System (INIS)
1978-01-01
To accelerate precision machining development so as to realize more of the potential savings within the next few years of known Department of Defense (DOD) part procurement, the Air Force Materials Laboratory (AFML) is sponsoring the Precision Machining Commercialization Project (PMC). PMC is part of the Tri-Service Precision Machine Tool Program of the DOD Manufacturing Technology Five-Year Plan. The technical resources supporting PMC are provided under sponsorship of the Department of Energy (DOE). The goal of PMC is to minimize precision machining development time and cost risk for interested vendors. PMC will do this by making available the high precision machining technology as developed in two DOE contractor facilities, the Lawrence Livermore Laboratory of the University of California and the Union Carbide Corporation, Nuclear Division, Y-12 Plant, at Oak Ridge, Tennessee
Methods to estimate the between‐study variance and its uncertainty in meta‐analysis†
Jackson, Dan; Viechtbauer, Wolfgang; Bender, Ralf; Bowden, Jack; Knapp, Guido; Kuss, Oliver; Higgins, Julian PT; Langan, Dean; Salanti, Georgia
2015-01-01
Meta‐analyses are typically used to estimate the overall/mean of an outcome of interest. However, inference about between‐study variability, which is typically modelled using a between‐study variance parameter, is usually an additional aim. The DerSimonian and Laird method, currently widely used by default to estimate the between‐study variance, has been long challenged. Our aim is to identify known methods for estimation of the between‐study variance and its corresponding uncertainty, and to summarise the simulation and empirical evidence that compares them. We identified 16 estimators for the between‐study variance, seven methods to calculate confidence intervals, and several comparative studies. Simulation studies suggest that for both dichotomous and continuous data the estimator proposed by Paule and Mandel and for continuous data the restricted maximum likelihood estimator are better alternatives to estimate the between‐study variance. Based on the scenarios and results presented in the published studies, we recommend the Q‐profile method and the alternative approach based on a ‘generalised Cochran between‐study variance statistic’ to compute corresponding confidence intervals around the resulting estimates. Our recommendations are based on a qualitative evaluation of the existing literature and expert consensus. Evidence‐based recommendations require an extensive simulation study where all methods would be compared under the same scenarios. © 2015 The Authors. Research Synthesis Methods published by John Wiley & Sons Ltd. PMID:26332144
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)
Spike timing precision of neuronal circuits.
Kilinc, Deniz; Demir, Alper
2018-04-17
Spike timing is believed to be a key factor in sensory information encoding and computations performed by the neurons and neuronal circuits. However, the considerable noise and variability, arising from the inherently stochastic mechanisms that exist in the neurons and the synapses, degrade spike timing precision. Computational modeling can help decipher the mechanisms utilized by the neuronal circuits in order to regulate timing precision. In this paper, we utilize semi-analytical techniques, which were adapted from previously developed methods for electronic circuits, for the stochastic characterization of neuronal circuits. These techniques, which are orders of magnitude faster than traditional Monte Carlo type simulations, can be used to directly compute the spike timing jitter variance, power spectral densities, correlation functions, and other stochastic characterizations of neuronal circuit operation. We consider three distinct neuronal circuit motifs: Feedback inhibition, synaptic integration, and synaptic coupling. First, we show that both the spike timing precision and the energy efficiency of a spiking neuron are improved with feedback inhibition. We unveil the underlying mechanism through which this is achieved. Then, we demonstrate that a neuron can improve on the timing precision of its synaptic inputs, coming from multiple sources, via synaptic integration: The phase of the output spikes of the integrator neuron has the same variance as that of the sample average of the phases of its inputs. Finally, we reveal that weak synaptic coupling among neurons, in a fully connected network, enables them to behave like a single neuron with a larger membrane area, resulting in an improvement in the timing precision through cooperation.
Power Estimation in Multivariate Analysis of Variance
Directory of Open Access Journals (Sweden)
Jean François Allaire
2007-09-01
Full Text Available Power is often overlooked in designing multivariate studies for the simple reason that it is believed to be too complicated. In this paper, it is shown that power estimation in multivariate analysis of variance (MANOVA can be approximated using a F distribution for the three popular statistics (Hotelling-Lawley trace, Pillai-Bartlett trace, Wilk`s likelihood ratio. Consequently, the same procedure, as in any statistical test, can be used: computation of the critical F value, computation of the noncentral parameter (as a function of the effect size and finally estimation of power using a noncentral F distribution. Various numerical examples are provided which help to understand and to apply the method. Problems related to post hoc power estimation are discussed.
Analysis of Variance in Statistical Image Processing
Kurz, Ludwik; Hafed Benteftifa, M.
1997-04-01
A key problem in practical image processing is the detection of specific features in a noisy image. Analysis of variance (ANOVA) techniques can be very effective in such situations, and this book gives a detailed account of the use of ANOVA in statistical image processing. The book begins by describing the statistical representation of images in the various ANOVA models. The authors present a number of computationally efficient algorithms and techniques to deal with such problems as line, edge, and object detection, as well as image restoration and enhancement. By describing the basic principles of these techniques, and showing their use in specific situations, the book will facilitate the design of new algorithms for particular applications. It will be of great interest to graduate students and engineers in the field of image processing and pattern recognition.
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility, TVRP are comparable in magnitude to EVRP. Second, while there is mild positive co-movement between EVRP and TVRP unconditionally, time series estimates...... equity returns for horizons up to 6-months, long maturity TVRP contain robust information for long run equity returns. Finally, exploiting the dynamics of real and nominal Treasuries we document that short maturity break-even rates are a power determinant of the joint dynamics of EVRP, TVRP and their co-movement...... of correlation display distinct spikes in both directions and have been notably volatile since the financial crisis. Third $(i)$ short maturity TVRP predict excess returns on short maturity bonds; $(ii)$ long maturity TVRP and EVRP predict excess returns on long maturity bonds; and $(iii)$ while EVRP predict...
The value of travel time variance
DEFF Research Database (Denmark)
Fosgerau, Mogens; Engelson, Leonid
2011-01-01
This paper considers the value of travel time variability under scheduling preferences that are defined in terms of linearly time varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability...... that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can freely choose departure time and to travellers who use a scheduled service with fixed headway. Depending...... on parameters, travellers may be risk averse or risk seeking and the value of travel time may increase or decrease in the mean travel time....
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.
Precision digital control systems
Vyskub, V. G.; Rozov, B. S.; Savelev, V. I.
This book is concerned with the characteristics of digital control systems of great accuracy. A classification of such systems is considered along with aspects of stabilization, programmable control applications, digital tracking systems and servomechanisms, and precision systems for the control of a scanning laser beam. Other topics explored are related to systems of proportional control, linear devices and methods for increasing precision, approaches for further decreasing the response time in the case of high-speed operation, possibilities for the implementation of a logical control law, and methods for the study of precision digital control systems. A description is presented of precision automatic control systems which make use of electronic computers, taking into account the existing possibilities for an employment of computers in automatic control systems, approaches and studies required for including a computer in such control systems, and an analysis of the structure of automatic control systems with computers. Attention is also given to functional blocks in the considered systems.
submitter LEP precision results
Kawamoto, T
2001-01-01
Precision measurements at LEP are reviewed, with main focus on the electroweak measurements and tests of the Standard Model. Constraints placed by the LEP measurements on possible new physics are also discussed.
Description of precision colorimeter
Campos Acosta, Joaquín; Pons Aglio, Alicia; Corróns, Antonio
1987-01-01
Describes the use of a fully automatic, computer-controlled absolute spectroradiometer as a precision colorimeter. The chromaticity coordinates of several types of light sources have been obtained with this measurement system.
This illustration represents the National Cancer Institute’s support of research to improve precision medicine in cancer treatment, in which unique therapies treat an individual’s cancer based on specific genetic abnormalities of that person’s tumor.
Laser precision microfabrication
Sugioka, Koji; Pique, Alberto
2010-01-01
Miniaturization and high precision are rapidly becoming a requirement for many industrial processes and products. As a result, there is greater interest in the use of laser microfabrication technology to achieve these goals. This book composed of 16 chapters covers all the topics of laser precision processing from fundamental aspects to industrial applications to both inorganic and biological materials. It reviews the sate of the art of research and technological development in the area of laser processing.
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
Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.
Dazard, Jean-Eudes; Rao, J Sunil
2012-07-01
The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.
76 FR 78698 - Proposed Revocation of Permanent Variances
2011-12-19
... Administration (``OSHA'' or ``the Agency'') granted permanent variances to 24 companies engaged in the... DEPARTMENT OF LABOR Occupational Safety and Health Administration [Docket No. OSHA-2011-0054] Proposed Revocation of Permanent Variances AGENCY: Occupational Safety and Health Administration (OSHA...
variance components and genetic parameters for live weight
African Journals Online (AJOL)
admin
Against this background the present study estimated the (co)variance .... Starting values for the (co)variance components of two-trait models were ..... Estimates of genetic parameters for weaning weight of beef accounting for direct-maternal.
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...
Credal Networks under Maximum Entropy
Lukasiewicz, Thomas
2013-01-01
We apply the principle of maximum entropy to select a unique joint probability distribution from the set of all joint probability distributions specified by a credal network. In detail, we start by showing that the unique joint distribution of a Bayesian tree coincides with the maximum entropy model of its conditional distributions. This result, however, does not hold anymore for general Bayesian networks. We thus present a new kind of maximum entropy models, which are computed sequentially. ...
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....
Neuronal oscillations enhance stimulus discrimination by ensuring action potential precision
DEFF Research Database (Denmark)
Schaefer, Andreas T; Angelo, Kamilla; Spors, Hartwig
2006-01-01
generated membrane potential oscillations dramatically improve action potential (AP) precision by removing the membrane potential variance associated with jitter-accumulating trains of APs. This increased AP precision occurred irrespective of cell type and--at oscillation frequencies ranging from 3 to 65 Hz......Although oscillations in membrane potential are a prominent feature of sensory, motor, and cognitive function, their precise role in signal processing remains elusive. Here we show, using a combination of in vivo, in vitro, and theoretical approaches, that both synaptically and intrinsically......, membrane potential oscillations dramatically enhance the discriminatory capabilities of individual neurons and networks of cells and provide one attractive explanation for their abundance in neurophysiological systems....
The Maximum Entropy Principle and the Modern Portfolio Theory
Directory of Open Access Journals (Sweden)
Ailton Cassetari
2003-12-01
Full Text Available In this work, a capital allocation methodology base don the Principle of Maximum Entropy was developed. The Shannons entropy is used as a measure, concerning the Modern Portfolio Theory, are also discuted. Particularly, the methodology is tested making a systematic comparison to: 1 the mean-variance (Markovitz approach and 2 the mean VaR approach (capital allocations based on the Value at Risk concept. In principle, such confrontations show the plausibility and effectiveness of the developed method.
A Maximum Entropy Method for a Robust Portfolio Problem
Directory of Open Access Journals (Sweden)
Yingying Xu
2014-06-01
Full Text Available We propose a continuous maximum entropy method to investigate the robustoptimal portfolio selection problem for the market with transaction costs and dividends.This robust model aims to maximize the worst-case portfolio return in the case that allof asset returns lie within some prescribed intervals. A numerical optimal solution tothe problem is obtained by using a continuous maximum entropy method. Furthermore,some numerical experiments indicate that the robust model in this paper can result in betterportfolio performance than a classical mean-variance model.
precision deburring using NC and robot equipment. Final report
Energy Technology Data Exchange (ETDEWEB)
Gillespie, L.K.
1980-05-01
Deburring precision miniature components is often time consuming and inconsistent. Although robots are available for deburring parts, they are not precise enough for precision miniature parts. Numerical control (NC) machining can provide edge break consistencies to meet requirements such as 76.2-..mu..m maximum edge break (chamfer). Although NC machining has a number of technical limitations which prohibits its use on many geometries, it can be an effective approach to features that are particularly difficult to deburr.
de Boer, Wim
2015-01-01
The Large Electron Positron Collider (LEP) established the Standard Model (SM) of particle physics with unprecedented precision, including all its radiative corrections. These led to predictions for the masses of the top quark and Higgs boson, which were beautifully confirmed later on. After these precision measurements the Nobel Prize in Physics was awarded in 1999 jointly to 't Hooft and Veltman "for elucidating the quantum structure of electroweak interactions in physics". Another hallmark of the LEP results were the precise measurements of the gauge coupling constants, which excluded unification of the forces within the SM, but allowed unification within the supersymmetric extension of the SM. This increased the interest in Supersymmetry (SUSY) and Grand Unified Theories, especially since the SM has no candidate for the elusive dark matter, while Supersymmetry provides an excellent candidate for dark matter. In addition, Supersymmetry removes the quadratic divergencies of the SM and {\\it predicts} the Hig...
Precision muonium spectroscopy
International Nuclear Information System (INIS)
Jungmann, Klaus P.
2016-01-01
The muonium atom is the purely leptonic bound state of a positive muon and an electron. It has a lifetime of 2.2 µs. The absence of any known internal structure provides for precision experiments to test fundamental physics theories and to determine accurate values of fundamental constants. In particular ground state hyperfine structure transitions can be measured by microwave spectroscopy to deliver the muon magnetic moment. The frequency of the 1s–2s transition in the hydrogen-like atom can be determined with laser spectroscopy to obtain the muon mass. With such measurements fundamental physical interactions, in particular quantum electrodynamics, can also be tested at highest precision. The results are important input parameters for experiments on the muon magnetic anomaly. The simplicity of the atom enables further precise experiments, such as a search for muonium–antimuonium conversion for testing charged lepton number conservation and searches for possible antigravity of muons and dark matter. (author)
DEFF Research Database (Denmark)
Steentoft, Catharina; Bennett, Eric P; Schjoldager, Katrine Ter-Borch Gram
2014-01-01
Precise and stable gene editing in mammalian cell lines has until recently been hampered by the lack of efficient targeting methods. While different gene silencing strategies have had tremendous impact on many biological fields, they have generally not been applied with wide success in the field...... of glycobiology, primarily due to their low efficiencies, with resultant failure to impose substantial phenotypic consequences upon the final glycosylation products. Here, we review novel nuclease-based precision genome editing techniques enabling efficient and stable gene editing, including gene disruption...... by introducing single or double-stranded breaks at a defined genomic sequence. We here compare and contrast the different techniques and summarize their current applications, highlighting cases from the field of glycobiology as well as pointing to future opportunities. The emerging potential of precision gene...
Prediction-error variance in Bayesian model updating: a comparative study
Asadollahi, Parisa; Li, Jian; Huang, Yong
2017-04-01
In Bayesian model updating, the likelihood function is commonly formulated by stochastic embedding in which the maximum information entropy probability model of prediction error variances plays an important role and it is Gaussian distribution subject to the first two moments as constraints. The selection of prediction error variances can be formulated as a model class selection problem, which automatically involves a trade-off between the average data-fit of the model class and the information it extracts from the data. Therefore, it is critical for the robustness in the updating of the structural model especially in the presence of modeling errors. To date, three ways of considering prediction error variances have been seem in the literature: 1) setting constant values empirically, 2) estimating them based on the goodness-of-fit of the measured data, and 3) updating them as uncertain parameters by applying Bayes' Theorem at the model class level. In this paper, the effect of different strategies to deal with the prediction error variances on the model updating performance is investigated explicitly. A six-story shear building model with six uncertain stiffness parameters is employed as an illustrative example. Transitional Markov Chain Monte Carlo is used to draw samples of the posterior probability density function of the structure model parameters as well as the uncertain prediction variances. The different levels of modeling uncertainty and complexity are modeled through three FE models, including a true model, a model with more complexity, and a model with modeling error. Bayesian updating is performed for the three FE models considering the three aforementioned treatments of the prediction error variances. The effect of number of measurements on the model updating performance is also examined in the study. The results are compared based on model class assessment and indicate that updating the prediction error variances as uncertain parameters at the model
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.
On estimation of the noise variance in high-dimensional linear models
Golubev, Yuri; Krymova, Ekaterina
2017-01-01
We consider the problem of recovering the unknown noise variance in the linear regression model. To estimate the nuisance (a vector of regression coefficients) we use a family of spectral regularisers of the maximum likelihood estimator. The noise estimation is based on the adaptive normalisation of the squared error. We derive the upper bound for the concentration of the proposed method around the ideal estimator (the case of zero nuisance).
Precision electron polarimetry
International Nuclear Information System (INIS)
Chudakov, E.
2013-01-01
A new generation of precise Parity-Violating experiments will require a sub-percent accuracy of electron beam polarimetry. Compton polarimetry can provide such accuracy at high energies, but at a few hundred MeV the small analyzing power limits the sensitivity. Mo/ller polarimetry provides a high analyzing power independent on the beam energy, but is limited by the properties of the polarized targets commonly used. Options for precision polarimetry at 300 MeV will be discussed, in particular a proposal to use ultra-cold atomic hydrogen traps to provide a 100%-polarized electron target for Mo/ller polarimetry
CERN. Geneva. Audiovisual Unit
2006-01-01
For more than three decades, the quest for ever higher precision in laser spectroscopy of the simple hydrogen atom has inspired many advances in laser, optical, and spectroscopic techniques, culminating in femtosecond laser optical frequency combs as perhaps the most precise measuring tools known to man. Applications range from optical atomic clocks and tests of QED and relativity to searches for time variations of fundamental constants. Recent experiments are extending frequency comb techniques into the extreme ultraviolet. Laser frequency combs can also control the electric field of ultrashort light pulses, creating powerful new tools for the emerging field of attosecond science.
DEFF Research Database (Denmark)
Winther, Johnni
Types in programming languages provide a powerful tool for the programmer to document the code so that a large aspect of the intent can not only be presented to fellow programmers but also be checked automatically by compilers. The precision with which types model the behavior of programs...... is crucial to the quality of these automated checks, and in this thesis we present three different improvements to the precision of types in three different aspects of the Java programming language. First we show how to extend the type system in Java with a new type which enables the detection of unintended...
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.
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)
Yoshiura, Shintaro; Takahashi, Keitaro
2018-01-01
The dispersion measure (DM) of high-redshift (z ≳ 6) transient objects such as fast radio bursts can be a powerful tool to probe the intergalactic medium during the Epoch of Reionization. In this paper, we study the variance of the DMs of objects with the same redshift as a potential probe of the size distribution of ionized bubbles. We calculate the DM variance with a simple model with randomly distributed spherical bubbles. It is found that the DM variance reflects the characteristics of the probability distribution of the bubble size. We find that the variance can be measured precisely enough to obtain the information on the typical size with a few hundred sources at a single redshift.
International Nuclear Information System (INIS)
Hinchliffe, I.
1997-05-01
In this talk the author gives a brief survey of some physics topics that will be addressed by the Large Hadron Collider currently under construction at CERN. Instead of discussing the reach of this machine for new physics, the author gives examples of the types of precision measurements that might be made if new physics is discovered
Precision Muonium Spectroscopy
Jungmann, Klaus P.
2016-01-01
The muonium atom is the purely leptonic bound state of a positive muon and an electron. It has a lifetime of 2.2 mu s. The absence of any known internal structure provides for precision experiments to test fundamental physics theories and to determine accurate values of fundamental constants. In
König, Inke R; Fuchs, Oliver; Hansen, Gesine; von Mutius, Erika; Kopp, Matthias V
2017-10-01
The term "precision medicine" has become very popular over recent years, fuelled by scientific as well as political perspectives. Despite its popularity, its exact meaning, and how it is different from other popular terms such as "stratified medicine", "targeted therapy" or "deep phenotyping" remains unclear. Commonly applied definitions focus on the stratification of patients, sometimes referred to as a novel taxonomy, and this is derived using large-scale data including clinical, lifestyle, genetic and further biomarker information, thus going beyond the classical "signs-and-symptoms" approach.While these aspects are relevant, this description leaves open a number of questions. For example, when does precision medicine begin? In which way does the stratification of patients translate into better healthcare? And can precision medicine be viewed as the end-point of a novel stratification of patients, as implied, or is it rather a greater whole?To clarify this, the aim of this paper is to provide a more comprehensive definition that focuses on precision medicine as a process. It will be shown that this proposed framework incorporates the derivation of novel taxonomies and their role in healthcare as part of the cycle, but also covers related terms. Copyright ©ERS 2017.
2010-07-01
... be required to convert Arsenic III to Arsenic V. 5 To obtain high removals, iron to arsenic ratio... Aeration 2 Granular Activated Carbon 3 Oxidation (Chlorination or Ozonation) (b) The Administrator...
Variance estimation for complex indicators of poverty and inequality using linearization techniques
Directory of Open Access Journals (Sweden)
Guillaume Osier
2009-12-01
Full Text Available The paper presents the Eurostat experience in calculating measures of precision, including standard errors, confidence intervals and design effect coefficients - the ratio of the variance of a statistic with the actual sample design to the variance of that statistic with a simple random sample of same size - for the "Laeken" indicators, that is, a set of complex indicators of poverty and inequality which had been set out in the framework of the EU-SILC project (European Statistics on Income and Living Conditions. The Taylor linearization method (Tepping, 1968; Woodruff, 1971; Wolter, 1985; Tille, 2000 is actually a well-established method to obtain variance estimators for nonlinear statistics such as ratios, correlation or regression coefficients. It consists of approximating a nonlinear statistic with a linear function of the observations by using first-order Taylor Series expansions. Then, an easily found variance estimator of the linear approximation is used as an estimator of the variance of the nonlinear statistic. Although the Taylor linearization method handles all the nonlinear statistics which can be expressed as a smooth function of estimated totals, the approach fails to encompass the "Laeken" indicators since the latter are having more complex mathematical expressions. Consequently, a generalized linearization method (Deville, 1999, which relies on the concept of influence function (Hampel, Ronchetti, Rousseeuw and Stahel, 1986, has been implemented. After presenting the EU-SILC instrument and the main target indicators for which variance estimates are needed, the paper elaborates on the main features of the linearization approach based on influence functions. Ultimately, estimated standard errors, confidence intervals and design effect coefficients obtained from this approach are presented and discussed.
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
On the mean squared error of the ridge estimator of the covariance and precision matrix
van Wieringen, Wessel N.
2017-01-01
For a suitably chosen ridge penalty parameter, the ridge regression estimator uniformly dominates the maximum likelihood regression estimator in terms of the mean squared error. Analogous results for the ridge maximum likelihood estimators of covariance and precision matrix are presented.
Energy Technology Data Exchange (ETDEWEB)
Varga-Szemes, Akos; Schoepf, U.J.; De Cecco, Carlo N.; Fuller, Stephen R.; Suranyi, Pal [Medical University of South Carolina, Division of Cardiovascular Imaging, Department of Radiology and Radiological Science, Charleston, SC (United States); Geest, Rob J. van der [Leiden University Medical Center, Department of Radiology, Leiden (Netherlands); Spottiswoode, Bruce S. [Siemens Medical Solutions, Chicago, IL (United States); Muscogiuri, Giuseppe [Medical University of South Carolina, Division of Cardiovascular Imaging, Department of Radiology and Radiological Science, Charleston, SC (United States); Bambino Gesu Children' s Hospital IRCCS, Department of Imaging, Rome (Italy); Wichmann, Julian L. [Medical University of South Carolina, Division of Cardiovascular Imaging, Department of Radiology and Radiological Science, Charleston, SC (United States); University Hospital Frankfurt, Department of Diagnostic and Interventional Radiology, Frankfurt (Germany); Mangold, Stefanie [Medical University of South Carolina, Division of Cardiovascular Imaging, Department of Radiology and Radiological Science, Charleston, SC (United States); Eberhard-Karls University Tuebingen, Department of Diagnostic and Interventional Radiology, Tuebingen (Germany); Maurovich-Horvat, Pal; Merkely, Bela [Semmelweis University, MTA-SE Cardiovascular Imaging Research Group, Heart and Vascular Center, Budapest (Hungary); Litwin, Sheldon E. [Medical University of South Carolina, Division of Cardiology, Department of Medicine, Charleston, SC (United States); Vliegenthart, Rozemarijn [Medical University of South Carolina, Division of Cardiovascular Imaging, Department of Radiology and Radiological Science, Charleston, SC (United States); University of Groningen, University Medical Center Groningen, Center for Medical Imaging-North East Netherlands, Department of Radiology, Groningen (Netherlands)
2017-08-15
To evaluate the influence of inversion time (TI) on the precision of myocardial late gadolinium enhancement (LGE) quantification using synthetic inversion recovery (IR) imaging in patients with myocardial infarction (MI). Fifty-three patients with suspected prior MI underwent 1.5-T cardiac MRI with conventional magnitude (MagIR) and phase-sensitive IR (PSIR) LGE imaging and T1 mapping at 15 min post-contrast. T1-based synthetic MagIR and PSIR images were calculated with a TI ranging from -100 to +150 ms at 5-ms intervals relative to the optimal TI (TI{sub 0}). LGE was quantified using a five standard deviation (5SD) and full width at half-maximum (FWHM) thresholds. Measurements were compared using one-way analysis of variance. The MagIR{sub sy} technique provided precise assessment of LGE area at TIs ≥ TI{sub 0}, while precision was decreased below TI{sub 0}. The LGE area showed significant differences at ≤ -25 ms compared to TI{sub 0} using 5SD (P < 0.001) and at ≤ -65 ms using the FWHM approach (P < 0.001). LGE measurements did not show significant difference over the analysed TI range in the PSIR{sub sy} images using either of the quantification methods. T1 map-based PSIR{sub sy} images provide precise quantification of MI independent of TI at the investigated time point post-contrast. MagIR{sub sy}-based MI quantification is precise at TI{sub 0} and at longer TIs while showing decreased precision at TI values below TI{sub 0}. (orig.)
Correcting Spatial Variance of RCM for GEO SAR Imaging Based on Time-Frequency Scaling
Yu, Ze; Lin, Peng; Xiao, Peng; Kang, Lihong; Li, Chunsheng
2016-01-01
Compared with low-Earth orbit synthetic aperture radar (SAR), a geosynchronous (GEO) SAR can have a shorter revisit period and vaster coverage. However, relative motion between this SAR and targets is more complicated, which makes range cell migration (RCM) spatially variant along both range and azimuth. As a result, efficient and precise imaging becomes difficult. This paper analyzes and models spatial variance for GEO SAR in the time and frequency domains. A novel algorithm for GEO SAR imaging with a resolution of 2 m in both the ground cross-range and range directions is proposed, which is composed of five steps. The first is to eliminate linear azimuth variance through the first azimuth time scaling. The second is to achieve RCM correction and range compression. The third is to correct residual azimuth variance by the second azimuth time-frequency scaling. The fourth and final steps are to accomplish azimuth focusing and correct geometric distortion. The most important innovation of this algorithm is implementation of the time-frequency scaling to correct high-order azimuth variance. As demonstrated by simulation results, this algorithm can accomplish GEO SAR imaging with good and uniform imaging quality over the entire swath. PMID:27428974
Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting.
Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen F; Wald, Lawrence L
2016-08-01
This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple MR tissue parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization.
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.
Precision synchrotron radiation detectors
International Nuclear Information System (INIS)
Levi, M.; Rouse, F.; Butler, J.
1989-03-01
Precision detectors to measure synchrotron radiation beam positions have been designed and installed as part of beam energy spectrometers at the Stanford Linear Collider (SLC). The distance between pairs of synchrotron radiation beams is measured absolutely to better than 28 /mu/m on a pulse-to-pulse basis. This contributes less than 5 MeV to the error in the measurement of SLC beam energies (approximately 50 GeV). A system of high-resolution video cameras viewing precisely-aligned fiducial wire arrays overlaying phosphorescent screens has achieved this accuracy. Also, detectors of synchrotron radiation using the charge developed by the ejection of Compton-recoil electrons from an array of fine wires are being developed. 4 refs., 5 figs., 1 tab
CERN. Geneva
2006-01-01
For more than three decades, the quest for ever higher precision in laser spectroscopy of the simple hydrogen atom has inspired many advances in laser, optical, and spectroscopic techniques, culminating in femtosecond laser optical frequency combs as perhaps the most precise measuring tools known to man. Applications range from optical atomic clocks and tests of QED and relativity to searches for time variations of fundamental constants. Recent experiments are extending frequency comb techniques into the extreme ultraviolet. Laser frequency combs can also control the electric field of ultrashort light pulses, creating powerful new tools for the emerging field of attosecond science.Organiser(s): L. Alvarez-Gaume / PH-THNote: * Tea & coffee will be served at 16:00.
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)
Quad precision delay generator
International Nuclear Information System (INIS)
Krishnan, Shanti; Gopalakrishnan, K.R.; Marballi, K.R.
1997-01-01
A Quad Precision Delay Generator delays a digital edge by a programmed amount of time, varying from nanoseconds to microseconds. The output of this generator has an amplitude of the order of tens of volts and rise time of the order of nanoseconds. This was specifically designed and developed to meet the stringent requirements of the plasma focus experiments. Plasma focus is a laboratory device for producing and studying nuclear fusion reactions in hot deuterium plasma. 3 figs
Maximum likelihood window for time delay estimation
International Nuclear Information System (INIS)
Lee, Young Sup; Yoon, Dong Jin; Kim, Chi Yup
2004-01-01
Time delay estimation for the detection of leak location in underground pipelines is critically important. Because the exact leak location depends upon the precision of the time delay between sensor signals due to leak noise and the speed of elastic waves, the research on the estimation of time delay has been one of the key issues in leak lovating with the time arrival difference method. In this study, an optimal Maximum Likelihood window is considered to obtain a better estimation of the time delay. This method has been proved in experiments, which can provide much clearer and more precise peaks in cross-correlation functions of leak signals. The leak location error has been less than 1 % of the distance between sensors, for example the error was not greater than 3 m for 300 m long underground pipelines. Apart from the experiment, an intensive theoretical analysis in terms of signal processing has been described. The improved leak locating with the suggested method is due to the windowing effect in frequency domain, which offers a weighting in significant frequencies.
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...
Maximum Entropy in Drug Discovery
Directory of Open Access Journals (Sweden)
Chih-Yuan Tseng
2014-07-01
Full Text Available Drug discovery applies multidisciplinary approaches either experimentally, computationally or both ways to identify lead compounds to treat various diseases. While conventional approaches have yielded many US Food and Drug Administration (FDA-approved drugs, researchers continue investigating and designing better approaches to increase the success rate in the discovery process. In this article, we provide an overview of the current strategies and point out where and how the method of maximum entropy has been introduced in this area. The maximum entropy principle has its root in thermodynamics, yet since Jaynes’ pioneering work in the 1950s, the maximum entropy principle has not only been used as a physics law, but also as a reasoning tool that allows us to process information in hand with the least bias. Its applicability in various disciplines has been abundantly demonstrated. We give several examples of applications of maximum entropy in different stages of drug discovery. Finally, we discuss a promising new direction in drug discovery that is likely to hinge on the ways of utilizing maximum entropy.
International Nuclear Information System (INIS)
Beer, M.
1980-01-01
The maximum likelihood method for the multivariate normal distribution is applied to the case of several individual eigenvalues. Correlated Monte Carlo estimates of the eigenvalue are assumed to follow this prescription and aspects of the assumption are examined. Monte Carlo cell calculations using the SAM-CE and VIM codes for the TRX-1 and TRX-2 benchmark reactors, and SAM-CE full core results are analyzed with this method. Variance reductions of a few percent to a factor of 2 are obtained from maximum likelihood estimation as compared with the simple average and the minimum variance individual eigenvalue. The numerical results verify that the use of sample variances and correlation coefficients in place of the corresponding population statistics still leads to nearly minimum variance estimation for a sufficient number of histories and aggregates
The Challenges of Precision Medicine in COPD.
Cazzola, Mario; Calzetta, Luigino; Rogliani, Paola; Matera, Maria Gabriella
2017-08-01
Pheno-/endotyping chronic obstructive pulmonary disease (COPD) is really important because it provides patients with precise and personalized medicine. The central concept of precision medicine is to take individual variability into account when making management decisions. Precision medicine should ensure that patients get the right treatment at the right dose at the right time, with minimum harmful consequences and maximum efficacy. Ideally, we should search for genetic and molecular biomarker-based profiles. Given the clinical complexity of COPD, it seems likely that a panel of several biomarkers will be required to characterize pathogenetic factors and their course over time. The need for biomarkers to guide the clinical care of individuals with COPD and to enhance the possibilities of success in drug development is clear and urgent, but biomarker development is tremendously challenging and expensive, and translation of research efforts to date has been largely ineffective. Furthermore, the development of personalized treatments will require a much more detailed understanding of the clinical and biological heterogeneity of COPD. Therefore, we are still far from being able to apply precision medicine in COPD and the treatable traits and FEV 1 -free approaches are attempts to precision medicine in COPD that must be considered still quite unsophisticated.
Partitioning of the variance in the growth parameters of Erwinia carotovora on vegetable products.
Shorten, P R; Membré, J-M; Pleasants, A B; Kubaczka, M; Soboleva, T K
2004-06-01
The objective of this paper was to estimate and partition the variability in the microbial growth model parameters describing the growth of Erwinia carotovora on pasteurised and non-pasteurised vegetable juice from laboratory experiments performed under different temperature-varying conditions. We partitioned the model parameter variance and covariance components into effects due to temperature profile and replicate using a maximum likelihood technique. Temperature profile and replicate were treated as random effects and the food substrate was treated as a fixed effect. The replicate variance component was small indicating a high level of control in this experiment. Our analysis of the combined E. carotovora growth data sets used the Baranyi primary microbial growth model along with the Ratkowsky secondary growth model. The variability in the microbial growth parameters estimated from these microbial growth experiments is essential for predicting the mean and variance through time of the E. carotovora population size in a product supply chain and is the basis for microbiological risk assessment and food product shelf-life estimation. The variance partitioning made here also assists in the management of optimal product distribution networks by identifying elements of the supply chain contributing most to product variability. Copyright 2003 Elsevier B.V.
Graf, Alexandra C; Bauer, Peter
2011-06-30
We calculate the maximum type 1 error rate of the pre-planned conventional fixed sample size test for comparing the means of independent normal distributions (with common known variance) which can be yielded when sample size and allocation rate to the treatment arms can be modified in an interim analysis. Thereby it is assumed that the experimenter fully exploits knowledge of the unblinded interim estimates of the treatment effects in order to maximize the conditional type 1 error rate. The 'worst-case' strategies require knowledge of the unknown common treatment effect under the null hypothesis. Although this is a rather hypothetical scenario it may be approached in practice when using a standard control treatment for which precise estimates are available from historical data. The maximum inflation of the type 1 error rate is substantially larger than derived by Proschan and Hunsberger (Biometrics 1995; 51:1315-1324) for design modifications applying balanced samples before and after the interim analysis. Corresponding upper limits for the maximum type 1 error rate are calculated for a number of situations arising from practical considerations (e.g. restricting the maximum sample size, not allowing sample size to decrease, allowing only increase in the sample size in the experimental treatment). The application is discussed for a motivating example. Copyright © 2011 John Wiley & Sons, Ltd.
Precision electroweak measurements
International Nuclear Information System (INIS)
Demarteau, M.
1996-11-01
Recent electroweak precision measurements fro e + e - and p anti p colliders are presented. Some emphasis is placed on the recent developments in the heavy flavor sector. The measurements are compared to predictions from the Standard Model of electroweak interactions. All results are found to be consistent with the Standard Model. The indirect constraint on the top quark mass from all measurements is in excellent agreement with the direct m t measurements. Using the world's electroweak data in conjunction with the current measurement of the top quark mass, the constraints on the Higgs' mass are discussed
International Nuclear Information System (INIS)
Monteil, St.
2009-12-01
This document aims at summarizing a dozen of years of the author's research in High Energy Physics, in particular dealing with precision tests of the electroweak theory. Parity violating asymmetries measurements at LEP with the ALEPH detector together with global consistency checks of the Kobayashi-Maskawa paradigm within the CKM-fitter group are gathered in the first part of the document. The second part deals with the unpublished instrumental work about the design, tests, productions and commissioning of the elements of the Pre-Shower detector of the LHCb spectrometer at LHC. Physics perspectives with LHCb are eventually discussed as a conclusion. (author)
Wardle, F
2015-01-01
Ultra-precision bearings can achieve extreme accuracy of rotation, making them ideal for use in numerous applications across a variety of fields, including hard disk drives, roundness measuring machines and optical scanners. Ultraprecision Bearings provides a detailed review of the different types of bearing and their properties, as well as an analysis of the factors that influence motion error, stiffness and damping. Following an introduction to basic principles of motion error, each chapter of the book is then devoted to the basic principles and properties of a specific type of bearin
Maximum stellar iron core mass
Indian Academy of Sciences (India)
60, No. 3. — journal of. March 2003 physics pp. 415–422. Maximum stellar iron core mass. F W GIACOBBE. Chicago Research Center/American Air Liquide ... iron core compression due to the weight of non-ferrous matter overlying the iron cores within large .... thermal equilibrium velocities will tend to be non-relativistic.
Maximum entropy beam diagnostic tomography
International Nuclear Information System (INIS)
Mottershead, C.T.
1985-01-01
This paper reviews the formalism of maximum entropy beam diagnostic tomography as applied to the Fusion Materials Irradiation Test (FMIT) prototype accelerator. The same formalism has also been used with streak camera data to produce an ultrahigh speed movie of the beam profile of the Experimental Test Accelerator (ETA) at Livermore. 11 refs., 4 figs
Maximum entropy beam diagnostic tomography
International Nuclear Information System (INIS)
Mottershead, C.T.
1985-01-01
This paper reviews the formalism of maximum entropy beam diagnostic tomography as applied to the Fusion Materials Irradiation Test (FMIT) prototype accelerator. The same formalism has also been used with streak camera data to produce an ultrahigh speed movie of the beam profile of the Experimental Test Accelerator (ETA) at Livermore
A portable storage maximum thermometer
International Nuclear Information System (INIS)
Fayart, Gerard.
1976-01-01
A clinical thermometer storing the voltage corresponding to the maximum temperature in an analog memory is described. End of the measurement is shown by a lamp switch out. The measurement time is shortened by means of a low thermal inertia platinum probe. This portable thermometer is fitted with cell test and calibration system [fr
ANALISIS PORTOFOLIO RESAMPLED EFFICIENT FRONTIER BERDASARKAN OPTIMASI MEAN-VARIANCE
Abdurakhman, Abdurakhman
2008-01-01
Keputusan alokasi asset yang tepat pada investasi portofolio dapat memaksimalkan keuntungan dan atau meminimalkan risiko. Metode yang sering dipakai dalam optimasi portofolio adalah metode Mean-Variance Markowitz. Dalam prakteknya, metode ini mempunyai kelemahan tidak terlalu stabil. Sedikit perubahan dalam estimasi parameter input menyebabkan perubahan besar pada komposisi portofolio. Untuk itu dikembangkan metode optimasi portofolio yang dapat mengatasi ketidakstabilan metode Mean-Variance ...
Capturing option anomalies with a variance-dependent pricing kernel
Christoffersen, P.; Heston, S.; Jacobs, K.
2013-01-01
We develop a GARCH option model with a variance premium by combining the Heston-Nandi (2000) dynamic with a new pricing kernel that nests Rubinstein (1976) and Brennan (1979). While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is
Realized range-based estimation of integrated variance
DEFF Research Database (Denmark)
Christensen, Kim; Podolskij, Mark
2007-01-01
We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with the realized range-based variance-a statistic that replaces every squared return of the realized variance with a normalized squared range. If the entire sample path of the process is a...
Diagnostic checking in linear processes with infinit variance
Krämer, Walter; Runde, Ralf
1998-01-01
We consider empirical autocorrelations of residuals from infinite variance autoregressive processes. Unlike the finite-variance case, it emerges that the limiting distribution, after suitable normalization, is not always more concentrated around zero when residuals rather than true innovations are employed.
Evaluation of Mean and Variance Integrals without Integration
Joarder, A. H.; Omar, M. H.
2007-01-01
The mean and variance of some continuous distributions, in particular the exponentially decreasing probability distribution and the normal distribution, are considered. Since they involve integration by parts, many students do not feel comfortable. In this note, a technique is demonstrated for deriving mean and variance through differential…
Adjustment of heterogenous variances and a calving year effect in ...
African Journals Online (AJOL)
Data at the beginning and at the end of lactation period, have higher variances than tests in the middle of the lactation. Furthermore, first lactations have lower mean and variances compared to second and third lactations. This is a deviation from the basic assumptions required for the application of repeatability models.
Direct encoding of orientation variance in the visual system.
Norman, Liam J; Heywood, Charles A; Kentridge, Robert W
2015-01-01
Our perception of regional irregularity, an example of which is orientation variance, seems effortless when we view two patches of texture that differ in this attribute. Little is understood, however, of how the visual system encodes a regional statistic like orientation variance, but there is some evidence to suggest that it is directly encoded by populations of neurons tuned broadly to high or low levels. The present study shows that selective adaptation to low or high levels of variance results in a perceptual aftereffect that shifts the perceived level of variance of a subsequently viewed texture in the direction away from that of the adapting stimulus (Experiments 1 and 2). Importantly, the effect is durable across changes in mean orientation, suggesting that the encoding of orientation variance is independent of global first moment orientation statistics (i.e., mean orientation). In Experiment 3 it was shown that the variance-specific aftereffect did not show signs of being encoded in a spatiotopic reference frame, similar to the equivalent aftereffect of adaptation to the first moment orientation statistic (the tilt aftereffect), which is represented in the primary visual cortex and exists only in retinotopic coordinates. Experiment 4 shows that a neuropsychological patient with damage to ventral areas of the cortex but spared intact early areas retains sensitivity to orientation variance. Together these results suggest that orientation variance is encoded directly by the visual system and possibly at an early cortical stage.
Beyond the Mean: Sensitivities of the Variance of Population Growth.
Trotter, Meredith V; Krishna-Kumar, Siddharth; Tuljapurkar, Shripad
2013-03-01
Populations in variable environments are described by both a mean growth rate and a variance of stochastic population growth. Increasing variance will increase the width of confidence bounds around estimates of population size, growth, probability of and time to quasi-extinction. However, traditional sensitivity analyses of stochastic matrix models only consider the sensitivity of the mean growth rate. We derive an exact method for calculating the sensitivity of the variance in population growth to changes in demographic parameters. Sensitivities of the variance also allow a new sensitivity calculation for the cumulative probability of quasi-extinction. We apply this new analysis tool to an empirical dataset on at-risk polar bears to demonstrate its utility in conservation biology We find that in many cases a change in life history parameters will increase both the mean and variance of population growth of polar bears. This counterintuitive behaviour of the variance complicates predictions about overall population impacts of management interventions. Sensitivity calculations for cumulative extinction risk factor in changes to both mean and variance, providing a highly useful quantitative tool for conservation management. The mean stochastic growth rate and its sensitivities do not fully describe the dynamics of population growth. The use of variance sensitivities gives a more complete understanding of population dynamics and facilitates the calculation of new sensitivities for extinction processes.
Genotypic-specific variance in Caenorhabditis elegans lifetime fecundity.
Diaz, S Anaid; Viney, Mark
2014-06-01
Organisms live in heterogeneous environments, so strategies that maximze fitness in such environments will evolve. Variation in traits is important because it is the raw material on which natural selection acts during evolution. Phenotypic variation is usually thought to be due to genetic variation and/or environmentally induced effects. Therefore, genetically identical individuals in a constant environment should have invariant traits. Clearly, genetically identical individuals do differ phenotypically, usually thought to be due to stochastic processes. It is now becoming clear, especially from studies of unicellular species, that phenotypic variance among genetically identical individuals in a constant environment can be genetically controlled and that therefore, in principle, this can be subject to selection. However, there has been little investigation of these phenomena in multicellular species. Here, we have studied the mean lifetime fecundity (thus a trait likely to be relevant to reproductive success), and variance in lifetime fecundity, in recently-wild isolates of the model nematode Caenorhabditis elegans. We found that these genotypes differed in their variance in lifetime fecundity: some had high variance in fecundity, others very low variance. We find that this variance in lifetime fecundity was negatively related to the mean lifetime fecundity of the lines, and that the variance of the lines was positively correlated between environments. We suggest that the variance in lifetime fecundity may be a bet-hedging strategy used by this species.
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…
Neutron spectra unfolding with maximum entropy and maximum likelihood
International Nuclear Information System (INIS)
Itoh, Shikoh; Tsunoda, Toshiharu
1989-01-01
A new unfolding theory has been established on the basis of the maximum entropy principle and the maximum likelihood method. This theory correctly embodies the Poisson statistics of neutron detection, and always brings a positive solution over the whole energy range. Moreover, the theory unifies both problems of overdetermined and of underdetermined. For the latter, the ambiguity in assigning a prior probability, i.e. the initial guess in the Bayesian sense, has become extinct by virtue of the principle. An approximate expression of the covariance matrix for the resultant spectra is also presented. An efficient algorithm to solve the nonlinear system, which appears in the present study, has been established. Results of computer simulation showed the effectiveness of the present theory. (author)
Gonçalves, M A D; Bello, N M; Dritz, S S; Tokach, M D; DeRouchey, J M; Woodworth, J C; Goodband, R D
2016-05-01
Advanced methods for dose-response assessments are used to estimate the minimum concentrations of a nutrient that maximizes a given outcome of interest, thereby determining nutritional requirements for optimal performance. Contrary to standard modeling assumptions, experimental data often present a design structure that includes correlations between observations (i.e., blocking, nesting, etc.) as well as heterogeneity of error variances; either can mislead inference if disregarded. Our objective is to demonstrate practical implementation of linear and nonlinear mixed models for dose-response relationships accounting for correlated data structure and heterogeneous error variances. To illustrate, we modeled data from a randomized complete block design study to evaluate the standardized ileal digestible (SID) Trp:Lys ratio dose-response on G:F of nursery pigs. A base linear mixed model was fitted to explore the functional form of G:F relative to Trp:Lys ratios and assess model assumptions. Next, we fitted 3 competing dose-response mixed models to G:F, namely a quadratic polynomial (QP) model, a broken-line linear (BLL) ascending model, and a broken-line quadratic (BLQ) ascending model, all of which included heteroskedastic specifications, as dictated by the base model. The GLIMMIX procedure of SAS (version 9.4) was used to fit the base and QP models and the NLMIXED procedure was used to fit the BLL and BLQ models. We further illustrated the use of a grid search of initial parameter values to facilitate convergence and parameter estimation in nonlinear mixed models. Fit between competing dose-response models was compared using a maximum likelihood-based Bayesian information criterion (BIC). The QP, BLL, and BLQ models fitted on G:F of nursery pigs yielded BIC values of 353.7, 343.4, and 345.2, respectively, thus indicating a better fit of the BLL model. The BLL breakpoint estimate of the SID Trp:Lys ratio was 16.5% (95% confidence interval [16.1, 17.0]). Problems with
Precision lifetime measurements
International Nuclear Information System (INIS)
Tanner, C.E.
1994-01-01
Precision measurements of atomic lifetimes provide important information necessary for testing atomic theory. The authors employ resonant laser excitation of a fast atomic beam to measure excited state lifetimes by observing the decay-in-flight of the emitted fluorescence. A similar technique was used by Gaupp, et al., who reported measurements with precisions of less than 0.2%. Their program includes lifetime measurements of the low lying p states in alkali and alkali like systems. Motivation for this work comes from a need to test the atomic many-body-perturbation theory (MBPT) that is necessary for interpretation of parity nonconservation experiments in atomic cesium. The authors have measured the cesium 6p 2 P 1/2 and 6p 2 P 3/2 state lifetimes to be 34.934±0.094 ns and 30.499±0.070 ns respectively. With minor changes to the apparatus, they have extended their measurements to include the lithium 2p 2 P 1/2 and 2p 2 P 3/2 states
Fundamentals of precision medicine
Divaris, Kimon
2018-01-01
Imagine a world where clinicians make accurate diagnoses and provide targeted therapies to their patients according to well-defined, biologically-informed disease subtypes, accounting for individual differences in genetic make-up, behaviors, cultures, lifestyles and the environment. This is not as utopic as it may seem. Relatively recent advances in science and technology have led to an explosion of new information on what underlies health and what constitutes disease. These novel insights emanate from studies of the human genome and microbiome, their associated transcriptomes, proteomes and metabolomes, as well as epigenomics and exposomics—such ‘omics data can now be generated at unprecedented depth and scale, and at rapidly decreasing cost. Making sense and integrating these fundamental information domains to transform health care and improve health remains a challenge—an ambitious, laudable and high-yield goal. Precision dentistry is no longer a distant vision; it is becoming part of the rapidly evolving present. Insights from studies of the human genome and microbiome, their associated transcriptomes, proteomes and metabolomes, and epigenomics and exposomics have reached an unprecedented depth and scale. Much more needs to be done, however, for the realization of precision medicine in the oral health domain. PMID:29227115
Precision measurements in supersymmetry
Energy Technology Data Exchange (ETDEWEB)
Feng, Johnathan Lee [Stanford Univ., CA (United States)
1995-05-01
Supersymmetry is a promising framework in which to explore extensions of the standard model. If candidates for supersymmetric particles are found, precision measurements of their properties will then be of paramount importance. The prospects for such measurements and their implications are the subject of this thesis. If charginos are produced at the LEP II collider, they are likely to be one of the few available supersymmetric signals for many years. The author considers the possibility of determining fundamental supersymmetry parameters in such a scenario. The study is complicated by the dependence of observables on a large number of these parameters. He proposes a straightforward procedure for disentangling these dependences and demonstrate its effectiveness by presenting a number of case studies at representative points in parameter space. In addition to determining the properties of supersymmetric particles, precision measurements may also be used to establish that newly-discovered particles are, in fact, supersymmetric. Supersymmetry predicts quantitative relations among the couplings and masses of superparticles. The author discusses tests of such relations at a future e{sup +}e{sup {minus}} linear collider, using measurements that exploit the availability of polarizable beams. Stringent tests of supersymmetry from chargino production are demonstrated in two representative cases, and fermion and neutralino processes are also discussed.
Gorringe, T. P.; Hertzog, D. W.
2015-09-01
The muon is playing a unique role in sub-atomic physics. Studies of muon decay both determine the overall strength and establish the chiral structure of weak interactions, as well as setting extraordinary limits on charged-lepton-flavor-violating processes. Measurements of the muon's anomalous magnetic moment offer singular sensitivity to the completeness of the standard model and the predictions of many speculative theories. Spectroscopy of muonium and muonic atoms gives unmatched determinations of fundamental quantities including the magnetic moment ratio μμ /μp, lepton mass ratio mμ /me, and proton charge radius rp. Also, muon capture experiments are exploring elusive features of weak interactions involving nucleons and nuclei. We will review the experimental landscape of contemporary high-precision and high-sensitivity experiments with muons. One focus is the novel methods and ingenious techniques that achieve such precision and sensitivity in recent, present, and planned experiments. Another focus is the uncommonly broad and topical range of questions in atomic, nuclear and particle physics that such experiments explore.
Powell, J. W.; Westphal, D. A.
1991-08-01
A workshop to obtain input from industry on the establishment of the Precision Joining Center (PJC) was held on July 10-12, 1991. The PJC is a center for training Joining Technologists in advanced joining techniques and concepts in order to promote the competitiveness of U.S. industry. The center will be established as part of the DOE Defense Programs Technology Commercialization Initiative, and operated by EG&G Rocky Flats in cooperation with the American Welding Society and the Colorado School of Mines Center for Welding and Joining Research. The overall objectives of the workshop were to validate the need for a Joining Technologists to fill the gap between the welding operator and the welding engineer, and to assure that the PJC will train individuals to satisfy that need. The consensus of the workshop participants was that the Joining Technologist is a necessary position in industry, and is currently used, with some variation, by many companies. It was agreed that the PJC core curriculum, as presented, would produce a Joining Technologist of value to industries that use precision joining techniques. The advantage of the PJC would be to train the Joining Technologist much more quickly and more completely. The proposed emphasis of the PJC curriculum on equipment intensive and hands-on training was judged to be essential.
On the Spike Train Variability Characterized by Variance-to-Mean Power Relationship.
Koyama, Shinsuke
2015-07-01
We propose a statistical method for modeling the non-Poisson variability of spike trains observed in a wide range of brain regions. Central to our approach is the assumption that the variance and the mean of interspike intervals are related by a power function characterized by two parameters: the scale factor and exponent. It is shown that this single assumption allows the variability of spike trains to have an arbitrary scale and various dependencies on the firing rate in the spike count statistics, as well as in the interval statistics, depending on the two parameters of the power function. We also propose a statistical model for spike trains that exhibits the variance-to-mean power relationship. Based on this, a maximum likelihood method is developed for inferring the parameters from rate-modulated spike trains. The proposed method is illustrated on simulated and experimental spike trains.
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
On Maximum Entropy and Inference
Directory of Open Access Journals (Sweden)
Luigi Gresele
2017-11-01
Full Text Available Maximum entropy is a powerful concept that entails a sharp separation between relevant and irrelevant variables. It is typically invoked in inference, once an assumption is made on what the relevant variables are, in order to estimate a model from data, that affords predictions on all other (dependent variables. Conversely, maximum entropy can be invoked to retrieve the relevant variables (sufficient statistics directly from the data, once a model is identified by Bayesian model selection. We explore this approach in the case of spin models with interactions of arbitrary order, and we discuss how relevant interactions can be inferred. In this perspective, the dimensionality of the inference problem is not set by the number of parameters in the model, but by the frequency distribution of the data. We illustrate the method showing its ability to recover the correct model in a few prototype cases and discuss its application on a real dataset.
How to become twice more precise in detecting neuropsychological impairments
Directory of Open Access Journals (Sweden)
Davide Crepaldi
2014-04-01
The data indicate that using a better statistical model to calculate expected scores is highly beneficial in terms of amount of explained variance, that is, we can gauge the true effects of subject (e.g., age and item variables (e.g., frequency much more precisely, thus enjoying higher–quality corrected scores. Critically, this reflects substantially into how (simulated and actual patients are classified.
Maximum Water Hammer Sensitivity Analysis
Jalil Emadi; Abbas Solemani
2011-01-01
Pressure waves and Water Hammer occur in a pumping system when valves are closed or opened suddenly or in the case of sudden failure of pumps. Determination of maximum water hammer is considered one of the most important technical and economical items of which engineers and designers of pumping stations and conveyance pipelines should take care. Hammer Software is a recent application used to simulate water hammer. The present study focuses on determining significance of ...
Directory of Open Access Journals (Sweden)
Yunfeng Shan
2008-01-01
Full Text Available Genomes and genes diversify during evolution; however, it is unclear to what extent genes still retain the relationship among species. Model species for molecular phylogenetic studies include yeasts and viruses whose genomes were sequenced as well as plants that have the fossil-supported true phylogenetic trees available. In this study, we generated single gene trees of seven yeast species as well as single gene trees of nine baculovirus species using all the orthologous genes among the species compared. Homologous genes among seven known plants were used for validation of the ﬁnding. Four algorithms—maximum parsimony (MP, minimum evolution (ME, maximum likelihood (ML, and neighbor-joining (NJ—were used. Trees were reconstructed before and after weighting the DNA and protein sequence lengths among genes. Rarely a gene can always generate the “true tree” by all the four algorithms. However, the most frequent gene tree, termed “maximum gene-support tree” (MGS tree, or WMGS tree for the weighted one, in yeasts, baculoviruses, or plants was consistently found to be the “true tree” among the species. The results provide insights into the overall degree of divergence of orthologous genes of the genomes analyzed and suggest the following: 1 The true tree relationship among the species studied is still maintained by the largest group of orthologous genes; 2 There are usually more orthologous genes with higher similarities between genetically closer species than between genetically more distant ones; and 3 The maximum gene-support tree reﬂects the phylogenetic relationship among species in comparison.
LCLS Maximum Credible Beam Power
International Nuclear Information System (INIS)
Clendenin, J.
2005-01-01
The maximum credible beam power is defined as the highest credible average beam power that the accelerator can deliver to the point in question, given the laws of physics, the beam line design, and assuming all protection devices have failed. For a new accelerator project, the official maximum credible beam power is determined by project staff in consultation with the Radiation Physics Department, after examining the arguments and evidence presented by the appropriate accelerator physicist(s) and beam line engineers. The definitive parameter becomes part of the project's safety envelope. This technical note will first review the studies that were done for the Gun Test Facility (GTF) at SSRL, where a photoinjector similar to the one proposed for the LCLS is being tested. In Section 3 the maximum charge out of the gun for a single rf pulse is calculated. In Section 4, PARMELA simulations are used to track the beam from the gun to the end of the photoinjector. Finally in Section 5 the beam through the matching section and injected into Linac-1 is discussed
Rose, Kevin C.; Winslow, Luke A.; Read, Jordan S.; Read, Emily K.; Solomon, Christopher T.; Adrian, Rita; Hanson, Paul C.
2014-01-01
Diel changes in dissolved oxygen are often used to estimate gross primary production (GPP) and ecosystem respiration (ER) in aquatic ecosystems. Despite the widespread use of this approach to understand ecosystem metabolism, we are only beginning to understand the degree and underlying causes of uncertainty for metabolism model parameter estimates. Here, we present a novel approach to improve the precision and accuracy of ecosystem metabolism estimates by identifying physical metrics that indicate when metabolism estimates are highly uncertain. Using datasets from seventeen instrumented GLEON (Global Lake Ecological Observatory Network) lakes, we discovered that many physical characteristics correlated with uncertainty, including PAR (photosynthetically active radiation, 400-700 nm), daily variance in Schmidt stability, and wind speed. Low PAR was a consistent predictor of high variance in GPP model parameters, but also corresponded with low ER model parameter variance. We identified a threshold (30% of clear sky PAR) below which GPP parameter variance increased rapidly and was significantly greater in nearly all lakes compared with variance on days with PAR levels above this threshold. The relationship between daily variance in Schmidt stability and GPP model parameter variance depended on trophic status, whereas daily variance in Schmidt stability was consistently positively related to ER model parameter variance. Wind speeds in the range of ~0.8-3 m s–1 were consistent predictors of high variance for both GPP and ER model parameters, with greater uncertainty in eutrophic lakes. Our findings can be used to reduce ecosystem metabolism model parameter uncertainty and identify potential sources of that uncertainty.
Precision Medicine in Cancer Treatment
Precision medicine helps doctors select cancer treatments that are most likely to help patients based on a genetic understanding of their disease. Learn about the promise of precision medicine and the role it plays in cancer treatment.
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...
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
McGarvey, Richard; Burch, Paul; Matthews, Janet M
2016-01-01
Natural populations of plants and animals spatially cluster because (1) suitable habitat is patchy, and (2) within suitable habitat, individuals aggregate further into clusters of higher density. We compare the precision of random and systematic field sampling survey designs under these two processes of species clustering. Second, we evaluate the performance of 13 estimators for the variance of the sample mean from a systematic survey. Replicated simulated surveys, as counts from 100 transects, allocated either randomly or systematically within the study region, were used to estimate population density in six spatial point populations including habitat patches and Matérn circular clustered aggregations of organisms, together and in combination. The standard one-start aligned systematic survey design, a uniform 10 x 10 grid of transects, was much more precise. Variances of the 10 000 replicated systematic survey mean densities were one-third to one-fifth of those from randomly allocated transects, implying transect sample sizes giving equivalent precision by random survey would need to be three to five times larger. Organisms being restricted to patches of habitat was alone sufficient to yield this precision advantage for the systematic design. But this improved precision for systematic sampling in clustered populations is underestimated by standard variance estimators used to compute confidence intervals. True variance for the survey sample mean was computed from the variance of 10 000 simulated survey mean estimates. Testing 10 published and three newly proposed variance estimators, the two variance estimators (v) that corrected for inter-transect correlation (ν₈ and ν(W)) were the most accurate and also the most precise in clustered populations. These greatly outperformed the two "post-stratification" variance estimators (ν₂ and ν₃) that are now more commonly applied in systematic surveys. Similar variance estimator performance rankings were found with
Generic maximum likely scale selection
DEFF Research Database (Denmark)
Pedersen, Kim Steenstrup; Loog, Marco; Markussen, Bo
2007-01-01
in this work is on applying this selection principle under a Brownian image model. This image model provides a simple scale invariant prior for natural images and we provide illustrative examples of the behavior of our scale estimation on such images. In these illustrative examples, estimation is based......The fundamental problem of local scale selection is addressed by means of a novel principle, which is based on maximum likelihood estimation. The principle is generally applicable to a broad variety of image models and descriptors, and provides a generic scale estimation methodology. The focus...
Precision Medicine in Cardiovascular Diseases
Directory of Open Access Journals (Sweden)
Yan Liu
2017-02-01
Full Text Available Since President Obama announced the Precision Medicine Initiative in the United States, more and more attention has been paid to precision medicine. However, clinicians have already used it to treat conditions such as cancer. Many cardiovascular diseases have a familial presentation, and genetic variants are associated with the prevention, diagnosis, and treatment of cardiovascular diseases, which are the basis for providing precise care to patients with cardiovascular diseases. Large-scale cohorts and multiomics are critical components of precision medicine. Here we summarize the application of precision medicine to cardiovascular diseases based on cohort and omic studies, and hope to elicit discussion about future health care.
International Nuclear Information System (INIS)
Morales P, J.R.; Avila P, P.
1996-01-01
If we have consider the maximum permissible levels showed for the case of oysters, it results forbidding to collect oysters at the four stations of the El Chijol Channel ( Veracruz, Mexico), as well as along the channel itself, because the metal concentrations studied exceed these limits. In this case the application of Welch tests were not necessary. For the water hyacinth the means of the treatments were unequal in Fe, Cu, Ni, and Zn. This case is more illustrative, for the conclusion has been reached through the application of the Welch tests to treatments with heterogeneous variances. (Author)
Comparison of variance estimators for metaanalysis of instrumental variable estimates
Schmidt, A. F.; Hingorani, A. D.; Jefferis, B. J.; White, J.; Groenwold, R. H H; Dudbridge, F.; Ben-Shlomo, Y.; Chaturvedi, N.; Engmann, J.; Hughes, A.; Humphries, S.; Hypponen, E.; Kivimaki, M.; Kuh, D.; Kumari, M.; Menon, U.; Morris, R.; Power, C.; Price, J.; Wannamethee, G.; Whincup, P.
2016-01-01
Background: Mendelian randomization studies perform instrumental variable (IV) analysis using genetic IVs. Results of individual Mendelian randomization studies can be pooled through meta-analysis. We explored how different variance estimators influence the meta-analysed IV estimate. Methods: Two
Capturing Option Anomalies with a Variance-Dependent Pricing Kernel
DEFF Research Database (Denmark)
Christoffersen, Peter; Heston, Steven; Jacobs, Kris
2013-01-01
We develop a GARCH option model with a new pricing kernel allowing for a variance premium. While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is nonmonotonic. A negative variance premium makes it U shaped. We present new semiparametric...... evidence to confirm this U-shaped relationship between the risk-neutral and physical probability densities. The new pricing kernel substantially improves our ability to reconcile the time-series properties of stock returns with the cross-section of option prices. It provides a unified explanation...... for the implied volatility puzzle, the overreaction of long-term options to changes in short-term variance, and the fat tails of the risk-neutral return distribution relative to the physical distribution....
Phenotypic variance explained by local ancestry in admixed African Americans.
Shriner, Daniel; Bentley, Amy R; Doumatey, Ayo P; Chen, Guanjie; Zhou, Jie; Adeyemo, Adebowale; Rotimi, Charles N
2015-01-01
We surveyed 26 quantitative traits and disease outcomes to understand the proportion of phenotypic variance explained by local ancestry in admixed African Americans. After inferring local ancestry as the number of African-ancestry chromosomes at hundreds of thousands of genotyped loci across all autosomes, we used a linear mixed effects model to estimate the variance explained by local ancestry in two large independent samples of unrelated African Americans. We found that local ancestry at major and polygenic effect genes can explain up to 20 and 8% of phenotypic variance, respectively. These findings provide evidence that most but not all additive genetic variance is explained by genetic markers undifferentiated by ancestry. These results also inform the proportion of health disparities due to genetic risk factors and the magnitude of error in association studies not controlling for local ancestry.
Allowable variance set on left ventricular function parameter
International Nuclear Information System (INIS)
Zhou Li'na; Qi Zhongzhi; Zeng Yu; Ou Xiaohong; Li Lin
2010-01-01
Purpose: To evaluate the influence of allowable Variance settings on left ventricular function parameter of the arrhythmia patients during gated myocardial perfusion imaging. Method: 42 patients with evident arrhythmia underwent myocardial perfusion SPECT, 3 different allowable variance with 20%, 60%, 100% would be set before acquisition for every patients,and they will be acquired simultaneously. After reconstruction by Astonish, end-diastole volume(EDV) and end-systolic volume (ESV) and left ventricular ejection fraction (LVEF) would be computed with Quantitative Gated SPECT(QGS). Using SPSS software EDV, ESV, EF values of analysis of variance. Result: there is no statistical difference between three groups. Conclusion: arrhythmia patients undergo Gated myocardial perfusion imaging, Allowable Variance settings on EDV, ESV, EF value does not have a statistical meaning. (authors)
Host nutrition alters the variance in parasite transmission potential.
Vale, Pedro F; Choisy, Marc; Little, Tom J
2013-04-23
The environmental conditions experienced by hosts are known to affect their mean parasite transmission potential. How different conditions may affect the variance of transmission potential has received less attention, but is an important question for disease management, especially if specific ecological contexts are more likely to foster a few extremely infectious hosts. Using the obligate-killing bacterium Pasteuria ramosa and its crustacean host Daphnia magna, we analysed how host nutrition affected the variance of individual parasite loads, and, therefore, transmission potential. Under low food, individual parasite loads showed similar mean and variance, following a Poisson distribution. By contrast, among well-nourished hosts, parasite loads were right-skewed and overdispersed, following a negative binomial distribution. Abundant food may, therefore, yield individuals causing potentially more transmission than the population average. Measuring both the mean and variance of individual parasite loads in controlled experimental infections may offer a useful way of revealing risk factors for potential highly infectious hosts.
Minimum variance Monte Carlo importance sampling with parametric dependence
International Nuclear Information System (INIS)
Ragheb, M.M.H.; Halton, J.; Maynard, C.W.
1981-01-01
An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de
Advanced methods of analysis variance on scenarios of nuclear prospective
International Nuclear Information System (INIS)
Blazquez, J.; Montalvo, C.; Balbas, M.; Garcia-Berrocal, A.
2011-01-01
Traditional techniques of propagation of variance are not very reliable, because there are uncertainties of 100% relative value, for this so use less conventional methods, such as Beta distribution, Fuzzy Logic and the Monte Carlo Method.
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 +
Precisely predictable Dirac observables
Cordes, Heinz Otto
2006-01-01
This work presents a "Clean Quantum Theory of the Electron", based on Dirac’s equation. "Clean" in the sense of a complete mathematical explanation of the well known paradoxes of Dirac’s theory, and a connection to classical theory, including the motion of a magnetic moment (spin) in the given field, all for a charged particle (of spin ½) moving in a given electromagnetic field. This theory is relativistically covariant, and it may be regarded as a mathematically consistent quantum-mechanical generalization of the classical motion of such a particle, à la Newton and Einstein. Normally, our fields are time-independent, but also discussed is the time-dependent case, where slightly different features prevail. A "Schroedinger particle", such as a light quantum, experiences a very different (time-dependent) "Precise Predictablity of Observables". An attempt is made to compare both cases. There is not the Heisenberg uncertainty of location and momentum; rather, location alone possesses a built-in uncertainty ...
Prompt and Precise Prototyping
2003-01-01
For Sanders Design International, Inc., of Wilton, New Hampshire, every passing second between the concept and realization of a product is essential to succeed in the rapid prototyping industry where amongst heavy competition, faster time-to-market means more business. To separate itself from its rivals, Sanders Design aligned with NASA's Marshall Space Flight Center to develop what it considers to be the most accurate rapid prototyping machine for fabrication of extremely precise tooling prototypes. The company's Rapid ToolMaker System has revolutionized production of high quality, small-to-medium sized prototype patterns and tooling molds with an exactness that surpasses that of computer numerically-controlled (CNC) machining devices. Created with funding and support from Marshall under a Small Business Innovation Research (SBIR) contract, the Rapid ToolMaker is a dual-use technology with applications in both commercial and military aerospace fields. The advanced technology provides cost savings in the design and manufacturing of automotive, electronic, and medical parts, as well as in other areas of consumer interest, such as jewelry and toys. For aerospace applications, the Rapid ToolMaker enables fabrication of high-quality turbine and compressor blades for jet engines on unmanned air vehicles, aircraft, and missiles.
Precisely Tracking Childhood Death.
Farag, Tamer H; Koplan, Jeffrey P; Breiman, Robert F; Madhi, Shabir A; Heaton, Penny M; Mundel, Trevor; Ordi, Jaume; Bassat, Quique; Menendez, Clara; Dowell, Scott F
2017-07-01
Little is known about the specific causes of neonatal and under-five childhood death in high-mortality geographic regions due to a lack of primary data and dependence on inaccurate tools, such as verbal autopsy. To meet the ambitious new Sustainable Development Goal 3.2 to eliminate preventable child mortality in every country, better approaches are needed to precisely determine specific causes of death so that prevention and treatment interventions can be strengthened and focused. Minimally invasive tissue sampling (MITS) is a technique that uses needle-based postmortem sampling, followed by advanced histopathology and microbiology to definitely determine cause of death. The Bill & Melinda Gates Foundation is supporting a new surveillance system called the Child Health and Mortality Prevention Surveillance network, which will determine cause of death using MITS in combination with other information, and yield cause-specific population-based mortality rates, eventually in up to 12-15 sites in sub-Saharan Africa and south Asia. However, the Gates Foundation funding alone is not enough. We call on governments, other funders, and international stakeholders to expand the use of pathology-based cause of death determination to provide the information needed to end preventable childhood mortality.
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
Extreme Maximum Land Surface Temperatures.
Garratt, J. R.
1992-09-01
There are numerous reports in the literature of observations of land surface temperatures. Some of these, almost all made in situ, reveal maximum values in the 50°-70°C range, with a few, made in desert regions, near 80°C. Consideration of a simplified form of the surface energy balance equation, utilizing likely upper values of absorbed shortwave flux (1000 W m2) and screen air temperature (55°C), that surface temperatures in the vicinity of 90°-100°C may occur for dry, darkish soils of low thermal conductivity (0.1-0.2 W m1 K1). Numerical simulations confirm this and suggest that temperature gradients in the first few centimeters of soil may reach 0.5°-1°C mm1 under these extreme conditions. The study bears upon the intrinsic interest of identifying extreme maximum temperatures and yields interesting information regarding the comfort zone of animals (including man).
Sumarsih, S.; Sulistiyanto, B.; Utama, C. S.
2018-02-01
The aim of the research was to evaluate microbiological quality of Panicum maximum grass silage with addition Lactobacillus sp as starter. The completely randomized design was been used on this research with 4 treaments and 3 replications. The treatments were P0 ( Panicum maximum grass silage without addition Lactobacillus sp ), P1 ( Panicum maximum grass silage with 2% addition Lactobacillus sp), P2 (Panicum maximum grass silage with 4% addition Lactobacillus sp) and P3 (Panicum maximum grass silage with 6% addition Lactobacillus sp).The parameters were microbial populations of Panicum maximum grass silage (total lactic acid bacteria, total bacteria, total fungi, and Coliform bacteria. The data obtained were analyzed variance (ANOVA) and further tests performed Duncan’s Multiple Areas. The population of lactic acid bacteria was higher (PMicrobiological quality of Panicum maximum grass silage with addition Lactobacillus sp was better than no addition Lactobacillus sp.
Variance and covariance calculations for nuclear materials accounting using ''MAVARIC''
International Nuclear Information System (INIS)
Nasseri, K.K.
1987-07-01
Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined
Variance 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)
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
A Maximum Principle for SDEs of Mean-Field Type
Energy Technology Data Exchange (ETDEWEB)
Andersson, Daniel, E-mail: danieand@math.kth.se; Djehiche, Boualem, E-mail: boualem@math.kth.se [Royal Institute of Technology, Department of Mathematics (Sweden)
2011-06-15
We study the optimal control of a stochastic differential equation (SDE) of mean-field type, where the coefficients are allowed to depend on some functional of the law as well as the state of the process. Moreover the cost functional is also of mean-field type, which makes the control problem time inconsistent in the sense that the Bellman optimality principle does not hold. Under the assumption of a convex action space a maximum principle of local form is derived, specifying the necessary conditions for optimality. These are also shown to be sufficient under additional assumptions. This maximum principle differs from the classical one, where the adjoint equation is a linear backward SDE, since here the adjoint equation turns out to be a linear mean-field backward SDE. As an illustration, we apply the result to the mean-variance portfolio selection problem.
A Maximum Principle for SDEs of Mean-Field Type
International Nuclear Information System (INIS)
Andersson, Daniel; Djehiche, Boualem
2011-01-01
We study the optimal control of a stochastic differential equation (SDE) of mean-field type, where the coefficients are allowed to depend on some functional of the law as well as the state of the process. Moreover the cost functional is also of mean-field type, which makes the control problem time inconsistent in the sense that the Bellman optimality principle does not hold. Under the assumption of a convex action space a maximum principle of local form is derived, specifying the necessary conditions for optimality. These are also shown to be sufficient under additional assumptions. This maximum principle differs from the classical one, where the adjoint equation is a linear backward SDE, since here the adjoint equation turns out to be a linear mean-field backward SDE. As an illustration, we apply the result to the mean-variance portfolio selection problem.
Precise Truss Assembly Using Commodity Parts and Low Precision Welding
Komendera, Erik; Reishus, Dustin; Dorsey, John T.; Doggett, W. R.; Correll, Nikolaus
2014-01-01
Hardware and software design and system integration for an intelligent precision jigging robot (IPJR), which allows high precision assembly using commodity parts and low-precision bonding, is described. Preliminary 2D experiments that are motivated by the problem of assembling space telescope optical benches and very large manipulators on orbit using inexpensive, stock hardware and low-precision welding are also described. An IPJR is a robot that acts as the precise "jigging", holding parts of a local structure assembly site in place, while an external low precision assembly agent cuts and welds members. The prototype presented in this paper allows an assembly agent (for this prototype, a human using only low precision tools), to assemble a 2D truss made of wooden dowels to a precision on the order of millimeters over a span on the order of meters. The analysis of the assembly error and the results of building a square structure and a ring structure are discussed. Options for future work, to extend the IPJR paradigm to building in 3D structures at micron precision are also summarized.
[Precision nutrition in the era of precision medicine].
Chen, P Z; Wang, H
2016-12-06
Precision medicine has been increasingly incorporated into clinical practice and is enabling a new era for disease prevention and treatment. As an important constituent of precision medicine, precision nutrition has also been drawing more attention during physical examinations. The main aim of precision nutrition is to provide safe and efficient intervention methods for disease treatment and management, through fully considering the genetics, lifestyle (dietary, exercise and lifestyle choices), metabolic status, gut microbiota and physiological status (nutrient level and disease status) of individuals. Three major components should be considered in precision nutrition, including individual criteria for sufficient nutritional status, biomarker monitoring or techniques for nutrient detection and the applicable therapeutic or intervention methods. It was suggested that, in clinical practice, many inherited and chronic metabolic diseases might be prevented or managed through precision nutritional intervention. For generally healthy populations, because lifestyles, dietary factors, genetic factors and environmental exposures vary among individuals, precision nutrition is warranted to improve their physical activity and reduce disease risks. In summary, research and practice is leading toward precision nutrition becoming an integral constituent of clinical nutrition and disease prevention in the era of precision medicine.
Precision medicine in myasthenia graves: begin from the data precision
Hong, Yu; Xie, Yanchen; Hao, Hong-Jun; Sun, Ren-Cheng
2016-01-01
Myasthenia gravis (MG) is a prototypic autoimmune disease with overt clinical and immunological heterogeneity. The data of MG is far from individually precise now, partially due to the rarity and heterogeneity of this disease. In this review, we provide the basic insights of MG data precision, including onset age, presenting symptoms, generalization, thymus status, pathogenic autoantibodies, muscle involvement, severity and response to treatment based on references and our previous studies. Subgroups and quantitative traits of MG are discussed in the sense of data precision. The role of disease registries and scientific bases of precise analysis are also discussed to ensure better collection and analysis of MG data. PMID:27127759
System for memorizing maximum values
Bozeman, Richard J., Jr.
1992-08-01
The invention discloses a system capable of memorizing maximum sensed values. The system includes conditioning circuitry which receives the analog output signal from a sensor transducer. The conditioning circuitry rectifies and filters the analog signal and provides an input signal to a digital driver, which may be either linear or logarithmic. The driver converts the analog signal to discrete digital values, which in turn triggers an output signal on one of a plurality of driver output lines n. The particular output lines selected is dependent on the converted digital value. A microfuse memory device connects across the driver output lines, with n segments. Each segment is associated with one driver output line, and includes a microfuse that is blown when a signal appears on the associated driver output line.
Remarks on the maximum luminosity
Cardoso, Vitor; Ikeda, Taishi; Moore, Christopher J.; Yoo, Chul-Moon
2018-04-01
The quest for fundamental limitations on physical processes is old and venerable. Here, we investigate the maximum possible power, or luminosity, that any event can produce. We show, via full nonlinear simulations of Einstein's equations, that there exist initial conditions which give rise to arbitrarily large luminosities. However, the requirement that there is no past horizon in the spacetime seems to limit the luminosity to below the Planck value, LP=c5/G . Numerical relativity simulations of critical collapse yield the largest luminosities observed to date, ≈ 0.2 LP . We also present an analytic solution to the Einstein equations which seems to give an unboundedly large luminosity; this will guide future numerical efforts to investigate super-Planckian luminosities.
Maximum mutual information regularized classification
Wang, Jim Jing-Yan
2014-09-07
In this paper, a novel pattern classification approach is proposed by regularizing the classifier learning to maximize mutual information between the classification response and the true class label. We argue that, with the learned classifier, the uncertainty of the true class label of a data sample should be reduced by knowing its classification response as much as possible. The reduced uncertainty is measured by the mutual information between the classification response and the true class label. To this end, when learning a linear classifier, we propose to maximize the mutual information between classification responses and true class labels of training samples, besides minimizing the classification error and reducing the classifier complexity. An objective function is constructed by modeling mutual information with entropy estimation, and it is optimized by a gradient descend method in an iterative algorithm. Experiments on two real world pattern classification problems show the significant improvements achieved by maximum mutual information regularization.
Scintillation counter, maximum gamma aspect
International Nuclear Information System (INIS)
Thumim, A.D.
1975-01-01
A scintillation counter, particularly for counting gamma ray photons, includes a massive lead radiation shield surrounding a sample-receiving zone. The shield is disassembleable into a plurality of segments to allow facile installation and removal of a photomultiplier tube assembly, the segments being so constructed as to prevent straight-line access of external radiation through the shield into radiation-responsive areas. Provisions are made for accurately aligning the photomultiplier tube with respect to one or more sample-transmitting bores extending through the shield to the sample receiving zone. A sample elevator, used in transporting samples into the zone, is designed to provide a maximum gamma-receiving aspect to maximize the gamma detecting efficiency. (U.S.)
Maximum mutual information regularized classification
Wang, Jim Jing-Yan; Wang, Yi; Zhao, Shiguang; Gao, Xin
2014-01-01
In this paper, a novel pattern classification approach is proposed by regularizing the classifier learning to maximize mutual information between the classification response and the true class label. We argue that, with the learned classifier, the uncertainty of the true class label of a data sample should be reduced by knowing its classification response as much as possible. The reduced uncertainty is measured by the mutual information between the classification response and the true class label. To this end, when learning a linear classifier, we propose to maximize the mutual information between classification responses and true class labels of training samples, besides minimizing the classification error and reducing the classifier complexity. An objective function is constructed by modeling mutual information with entropy estimation, and it is optimized by a gradient descend method in an iterative algorithm. Experiments on two real world pattern classification problems show the significant improvements achieved by maximum mutual information regularization.
Reduction of variance in spectral estimates for correction of ultrasonic aberration.
Astheimer, Jeffrey P; Pilkington, Wayne C; Waag, Robert C
2006-01-01
A variance reduction factor is defined to describe the rate of convergence and accuracy of spectra estimated from overlapping ultrasonic scattering volumes when the scattering is from a spatially uncorrelated medium. Assuming that the individual volumes are localized by a spherically symmetric Gaussian window and that centers of the volumes are located on orbits of an icosahedral rotation group, the factor is minimized by adjusting the weight and radius of each orbit. Conditions necessary for the application of the variance reduction method, particularly for statistical estimation of aberration, are examined. The smallest possible value of the factor is found by allowing an unlimited number of centers constrained only to be within a ball rather than on icosahedral orbits. Computations using orbits formed by icosahedral vertices, face centers, and edge midpoints with a constraint radius limited to a small multiple of the Gaussian width show that a significant reduction of variance can be achieved from a small number of centers in the confined volume and that this reduction is nearly the maximum obtainable from an unlimited number of centers in the same volume.
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.
Sufficient Stochastic Maximum Principle in a Regime-Switching Diffusion Model
Energy Technology Data Exchange (ETDEWEB)
Donnelly, Catherine, E-mail: C.Donnelly@hw.ac.uk [Heriot-Watt University, Department of Actuarial Mathematics and Statistics (United Kingdom)
2011-10-15
We prove a sufficient stochastic maximum principle for the optimal control of a regime-switching diffusion model. We show the connection to dynamic programming and we apply the result to a quadratic loss minimization problem, which can be used to solve a mean-variance portfolio selection problem.
Sufficient Stochastic Maximum Principle in a Regime-Switching Diffusion Model
International Nuclear Information System (INIS)
Donnelly, Catherine
2011-01-01
We prove a sufficient stochastic maximum principle for the optimal control of a regime-switching diffusion model. We show the connection to dynamic programming and we apply the result to a quadratic loss minimization problem, which can be used to solve a mean-variance portfolio selection problem.
Genetic Variance in Homophobia: Evidence from Self- and Peer Reports.
Zapko-Willmes, Alexandra; Kandler, Christian
2018-01-01
The present twin study combined self- and peer assessments of twins' general homophobia targeting gay men in order to replicate previous behavior genetic findings across different rater perspectives and to disentangle self-rater-specific variance from common variance in self- and peer-reported homophobia (i.e., rater-consistent variance). We hypothesized rater-consistent variance in homophobia to be attributable to genetic and nonshared environmental effects, and self-rater-specific variance to be partially accounted for by genetic influences. A sample of 869 twins and 1329 peer raters completed a seven item scale containing cognitive, affective, and discriminatory homophobic tendencies. After correction for age and sex differences, we found most of the genetic contributions (62%) and significant nonshared environmental contributions (16%) to individual differences in self-reports on homophobia to be also reflected in peer-reported homophobia. A significant genetic component, however, was self-report-specific (38%), suggesting that self-assessments alone produce inflated heritability estimates to some degree. Different explanations are discussed.
How does variance in fertility change over the demographic transition?
Hruschka, Daniel J; Burger, Oskar
2016-04-19
Most work on the human fertility transition has focused on declines in mean fertility. However, understanding changes in the variance of reproductive outcomes can be equally important for evolutionary questions about the heritability of fertility, individual determinants of fertility and changing patterns of reproductive skew. Here, we document how variance in completed fertility among women (45-49 years) differs across 200 surveys in 72 low- to middle-income countries where fertility transitions are currently in progress at various stages. Nearly all (91%) of samples exhibit variance consistent with a Poisson process of fertility, which places systematic, and often severe, theoretical upper bounds on the proportion of variance that can be attributed to individual differences. In contrast to the pattern of total variance, these upper bounds increase from high- to mid-fertility samples, then decline again as samples move from mid to low fertility. Notably, the lowest fertility samples often deviate from a Poisson process. This suggests that as populations move to low fertility their reproduction shifts from a rate-based process to a focus on an ideal number of children. We discuss the implications of these findings for predicting completed fertility from individual-level variables. © 2016 The Author(s).
STUDY ON MAXIMUM SPECIFIC SLUDGE ACIVITY OF DIFFERENT ANAEROBIC GRANULAR SLUDGE BY BATCH TESTS
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
The maximum specific sludge activity of granular sludge from large-scale UASB, IC and Biobed anaerobic reactors were investigated by batch tests. The limitation factors related to maximum specific sludge activity (diffusion, substrate sort, substrate concentration and granular size) were studied. The general principle and procedure for the precise measurement of maximum specific sludge activity were suggested. The potential capacity of loading rate of the IC and Biobed anaerobic reactors were analyzed and compared by use of the batch tests results.
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.
Maximum entropy and Bayesian methods
International Nuclear Information System (INIS)
Smith, C.R.; Erickson, G.J.; Neudorfer, P.O.
1992-01-01
Bayesian probability theory and Maximum Entropy methods are at the core of a new view of scientific inference. These 'new' ideas, along with the revolution in computational methods afforded by modern computers allow astronomers, electrical engineers, image processors of any type, NMR chemists and physicists, and anyone at all who has to deal with incomplete and noisy data, to take advantage of methods that, in the past, have been applied only in some areas of theoretical physics. The title workshops have been the focus of a group of researchers from many different fields, and this diversity is evident in this book. There are tutorial and theoretical papers, and applications in a very wide variety of fields. Almost any instance of dealing with incomplete and noisy data can be usefully treated by these methods, and many areas of theoretical research are being enhanced by the thoughtful application of Bayes' theorem. Contributions contained in this volume present a state-of-the-art overview that will be influential and useful for many years to come
Impact of Damping Uncertainty on SEA Model Response Variance
Schiller, Noah; Cabell, Randolph; Grosveld, Ferdinand
2010-01-01
Statistical Energy Analysis (SEA) is commonly used to predict high-frequency vibroacoustic levels. This statistical approach provides the mean response over an ensemble of random subsystems that share the same gross system properties such as density, size, and damping. Recently, techniques have been developed to predict the ensemble variance as well as the mean response. However these techniques do not account for uncertainties in the system properties. In the present paper uncertainty in the damping loss factor is propagated through SEA to obtain more realistic prediction bounds that account for both ensemble and damping variance. The analysis is performed on a floor-equipped cylindrical test article that resembles an aircraft fuselage. Realistic bounds on the damping loss factor are determined from measurements acquired on the sidewall of the test article. The analysis demonstrates that uncertainties in damping have the potential to significantly impact the mean and variance of the predicted response.
Genetic and environmental variance in content dimensions of the MMPI.
Rose, R J
1988-08-01
To evaluate genetic and environmental variance in the Minnesota Multiphasic Personality Inventory (MMPI), I studied nine factor scales identified in the first item factor analysis of normal adult MMPIs in a sample of 820 adolescent and young adult co-twins. Conventional twin comparisons documented heritable variance in six of the nine MMPI factors (Neuroticism, Psychoticism, Extraversion, Somatic Complaints, Inadequacy, and Cynicism), whereas significant influence from shared environmental experience was found for four factors (Masculinity versus Femininity, Extraversion, Religious Orthodoxy, and Intellectual Interests). Genetic variance in the nine factors was more evident in results from twin sisters than those of twin brothers, and a developmental-genetic analysis, using hierarchical multiple regressions of double-entry matrixes of the twins' raw data, revealed that in four MMPI factor scales, genetic effects were significantly modulated by age or gender or their interaction during the developmental period from early adolescence to early adulthood.
A new variance stabilizing transformation for gene expression data analysis.
Kelmansky, Diana M; Martínez, Elena J; Leiva, Víctor
2013-12-01
In this paper, we introduce a new family of power transformations, which has the generalized logarithm as one of its members, in the same manner as the usual logarithm belongs to the family of Box-Cox power transformations. Although the new family has been developed for analyzing gene expression data, it allows a wider scope of mean-variance related data to be reached. We study the analytical properties of the new family of transformations, as well as the mean-variance relationships that are stabilized by using its members. We propose a methodology based on this new family, which includes a simple strategy for selecting the family member adequate for a data set. We evaluate the finite sample behavior of different classical and robust estimators based on this strategy by Monte Carlo simulations. We analyze real genomic data by using the proposed transformation to empirically show how the new methodology allows the variance of these data to be stabilized.
Pricing perpetual American options under multiscale stochastic elasticity of variance
International Nuclear Information System (INIS)
Yoon, Ji-Hun
2015-01-01
Highlights: • We study the effects of the stochastic elasticity of variance on perpetual American option. • Our SEV model consists of a fast mean-reverting factor and a slow mean-revering factor. • A slow scale factor has a very significant impact on the option price. • We analyze option price structures through the market prices of elasticity risk. - Abstract: This paper studies pricing the perpetual American options under a constant elasticity of variance type of underlying asset price model where the constant elasticity is replaced by a fast mean-reverting Ornstein–Ulenbeck process and a slowly varying diffusion process. By using a multiscale asymptotic analysis, we find the impact of the stochastic elasticity of variance on the option prices and the optimal exercise prices with respect to model parameters. Our results enhance the existing option price structures in view of flexibility and applicability through the market prices of elasticity risk
Monte Carlo variance reduction approaches for non-Boltzmann tallies
International Nuclear Information System (INIS)
Booth, T.E.
1992-12-01
Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed
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.
Xiao, Mengli; Zhang, Yongbo; Fu, Huimin; Wang, Zhihua
2018-05-01
High-precision navigation algorithm is essential for the future Mars pinpoint landing mission. The unknown inputs caused by large uncertainties of atmospheric density and aerodynamic coefficients as well as unknown measurement biases may cause large estimation errors of conventional Kalman filters. This paper proposes a derivative-free version of nonlinear unbiased minimum variance filter for Mars entry navigation. This filter has been designed to solve this problem by estimating the state and unknown measurement biases simultaneously with derivative-free character, leading to a high-precision algorithm for the Mars entry navigation. IMU/radio beacons integrated navigation is introduced in the simulation, and the result shows that with or without radio blackout, our proposed filter could achieve an accurate state estimation, much better than the conventional unscented Kalman filter, showing the ability of high-precision Mars entry navigation algorithm. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.
Variance estimation for sensitivity analysis of poverty and inequality measures
Directory of Open Access Journals (Sweden)
Christian Dudel
2017-04-01
Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.
Studying Variance in the Galactic Ultra-compact Binary Population
Larson, Shane; Breivik, Katelyn
2017-01-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations on week-long timescales, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Variance of a product with application to uranium estimation
International Nuclear Information System (INIS)
Lowe, V.W.; Waterman, M.S.
1976-01-01
The U in a container can either be determined directly by NDA or by estimating the weight of material in the container and the concentration of U in this material. It is important to examine the statistical properties of estimating the amount of U by multiplying the estimates of weight and concentration. The variance of the product determines the accuracy of the estimate of the amount of uranium. This paper examines the properties of estimates of the variance of the product of two random variables
Variance components for body weight in Japanese quails (Coturnix japonica
Directory of Open Access Journals (Sweden)
RO Resende
2005-03-01
Full Text Available The objective of this study was to estimate the variance components for body weight in Japanese quails by Bayesian procedures. The body weight at hatch (BWH and at 7 (BW07, 14 (BW14, 21 (BW21 and 28 days of age (BW28 of 3,520 quails was recorded from August 2001 to June 2002. A multiple-trait animal model with additive genetic, maternal environment and residual effects was implemented by Gibbs sampling methodology. A single Gibbs sampling with 80,000 rounds was generated by the program MTGSAM (Multiple Trait Gibbs Sampling in Animal Model. Normal and inverted Wishart distributions were used as prior distributions for the random effects and the variance components, respectively. Variance components were estimated based on the 500 samples that were left after elimination of 30,000 rounds in the burn-in period and 100 rounds of each thinning interval. The posterior means of additive genetic variance components were 0.15; 4.18; 14.62; 27.18 and 32.68; the posterior means of maternal environment variance components were 0.23; 1.29; 2.76; 4.12 and 5.16; and the posterior means of residual variance components were 0.084; 6.43; 22.66; 31.21 and 30.85, at hatch, 7, 14, 21 and 28 days old, respectively. The posterior means of heritability were 0.33; 0.35; 0.36; 0.43 and 0.47 at hatch, 7, 14, 21 and 28 days old, respectively. These results indicate that heritability increased with age. On the other hand, after hatch there was a marked reduction in the maternal environment variance proportion of the phenotypic variance, whose estimates were 0.50; 0.11; 0.07; 0.07 and 0.08 for BWH, BW07, BW14, BW21 and BW28, respectively. The genetic correlation between weights at different ages was high, except for those estimates between BWH and weight at other ages. Changes in body weight of quails can be efficiently achieved by selection.
Levine's guide to SPSS for analysis of variance
Braver, Sanford L; Page, Melanie
2003-01-01
A greatly expanded and heavily revised second edition, this popular guide provides instructions and clear examples for running analyses of variance (ANOVA) and several other related statistical tests of significance with SPSS. No other guide offers the program statements required for the more advanced tests in analysis of variance. All of the programs in the book can be run using any version of SPSS, including versions 11 and 11.5. A table at the end of the preface indicates where each type of analysis (e.g., simple comparisons) can be found for each type of design (e.g., mixed two-factor desi
Variance squeezing and entanglement of the XX central spin model
International Nuclear Information System (INIS)
El-Orany, Faisal A A; Abdalla, M Sebawe
2011-01-01
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
Asymptotic variance of grey-scale surface area estimators
DEFF Research Database (Denmark)
Svane, Anne Marie
Grey-scale local algorithms have been suggested as a fast way of estimating surface area from grey-scale digital images. Their asymptotic mean has already been described. In this paper, the asymptotic behaviour of the variance is studied in isotropic and sufficiently smooth settings, resulting...... in a general asymptotic bound. For compact convex sets with nowhere vanishing Gaussian curvature, the asymptotics can be described more explicitly. As in the case of volume estimators, the variance is decomposed into a lattice sum and an oscillating term of at most the same magnitude....
Variance squeezing and entanglement of the XX central spin model
Energy Technology Data Exchange (ETDEWEB)
El-Orany, Faisal A A [Department of Mathematics and Computer Science, Faculty of Science, Suez Canal University, Ismailia (Egypt); Abdalla, M Sebawe, E-mail: m.sebaweh@physics.org [Mathematics Department, College of Science, King Saud University PO Box 2455, Riyadh 11451 (Saudi Arabia)
2011-01-21
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
MEASUREMENT AND PRECISION, EXPERIMENTAL VERSION.
Harvard Univ., Cambridge, MA. Harvard Project Physics.
THIS DOCUMENT IS AN EXPERIMENTAL VERSION OF A PROGRAMED TEXT ON MEASUREMENT AND PRECISION. PART I CONTAINS 24 FRAMES DEALING WITH PRECISION AND SIGNIFICANT FIGURES ENCOUNTERED IN VARIOUS MATHEMATICAL COMPUTATIONS AND MEASUREMENTS. PART II BEGINS WITH A BRIEF SECTION ON EXPERIMENTAL DATA, COVERING SUCH POINTS AS (1) ESTABLISHING THE ZERO POINT, (2)…
Maximum entropy principal for transportation
International Nuclear Information System (INIS)
Bilich, F.; Da Silva, R.
2008-01-01
In this work we deal with modeling of the transportation phenomenon for use in the transportation planning process and policy-impact studies. The model developed is based on the dependence concept, i.e., the notion that the probability of a trip starting at origin i is dependent on the probability of a trip ending at destination j given that the factors (such as travel time, cost, etc.) which affect travel between origin i and destination j assume some specific values. The derivation of the solution of the model employs the maximum entropy principle combining a priori multinomial distribution with a trip utility concept. This model is utilized to forecast trip distributions under a variety of policy changes and scenarios. The dependence coefficients are obtained from a regression equation where the functional form is derived based on conditional probability and perception of factors from experimental psychology. The dependence coefficients encode all the information that was previously encoded in the form of constraints. In addition, the dependence coefficients encode information that cannot be expressed in the form of constraints for practical reasons, namely, computational tractability. The equivalence between the standard formulation (i.e., objective function with constraints) and the dependence formulation (i.e., without constraints) is demonstrated. The parameters of the dependence-based trip-distribution model are estimated, and the model is also validated using commercial air travel data in the U.S. In addition, policy impact analyses (such as allowance of supersonic flights inside the U.S. and user surcharge at noise-impacted airports) on air travel are performed.
Precision medicine for nurses: 101.
Lemoine, Colleen
2014-05-01
To introduce the key concepts and terms associated with precision medicine and support understanding of future developments in the field by providing an overview and history of precision medicine, related ethical considerations, and nursing implications. Current nursing, medical and basic science literature. Rapid progress in understanding the oncogenic drivers associated with cancer is leading to a shift toward precision medicine, where treatment is based on targeting specific genetic and epigenetic alterations associated with a particular cancer. Nurses will need to embrace the paradigm shift to precision medicine, expend the effort necessary to learn the essential terminology, concepts and principles, and work collaboratively with physician colleagues to best position our patients to maximize the potential that precision medicine can offer. Copyright © 2014 Elsevier Inc. All rights reserved.
Maximum Parsimony on Phylogenetic networks
2012-01-01
Background Phylogenetic networks are generalizations of phylogenetic trees, that are used to model evolutionary events in various contexts. Several different methods and criteria have been introduced for reconstructing phylogenetic trees. Maximum Parsimony is a character-based approach that infers a phylogenetic tree by minimizing the total number of evolutionary steps required to explain a given set of data assigned on the leaves. Exact solutions for optimizing parsimony scores on phylogenetic trees have been introduced in the past. Results In this paper, we define the parsimony score on networks as the sum of the substitution costs along all the edges of the network; and show that certain well-known algorithms that calculate the optimum parsimony score on trees, such as Sankoff and Fitch algorithms extend naturally for networks, barring conflicting assignments at the reticulate vertices. We provide heuristics for finding the optimum parsimony scores on networks. Our algorithms can be applied for any cost matrix that may contain unequal substitution costs of transforming between different characters along different edges of the network. We analyzed this for experimental data on 10 leaves or fewer with at most 2 reticulations and found that for almost all networks, the bounds returned by the heuristics matched with the exhaustively determined optimum parsimony scores. Conclusion The parsimony score we define here does not directly reflect the cost of the best tree in the network that displays the evolution of the character. However, when searching for the most parsimonious network that describes a collection of characters, it becomes necessary to add additional cost considerations to prefer simpler structures, such as trees over networks. The parsimony score on a network that we describe here takes into account the substitution costs along the additional edges incident on each reticulate vertex, in addition to the substitution costs along the other edges which are
Study of forecasting maximum demand of electric power
Energy Technology Data Exchange (ETDEWEB)
Yoo, B.C.; Hwang, Y.J. [Korea Energy Economics Institute, Euiwang (Korea, Republic of)
1997-08-01
As far as the past performances of power supply and demand in Korea is concerned, one of the striking phenomena is that there have been repeated periodic surpluses and shortages of power generation facilities. Precise assumption and prediction of power demands is the basic work in establishing a supply plan and carrying out the right policy since facilities investment of the power generation industry requires a tremendous amount of capital and a long construction period. The purpose of this study is to study a model for the inference and prediction of a more precise maximum demand under these backgrounds. The non-parametric model considered in this study, paying attention to meteorological factors such as temperature and humidity, does not have a simple proportionate relationship with the maximum power demand, but affects it through mutual complicated nonlinear interaction. I used the non-parametric inference technique by introducing meteorological effects without importing any literal assumption on the interaction of temperature and humidity preliminarily. According to the analysis result, it is found that the non-parametric model that introduces the number of tropical nights which shows the continuity of the meteorological effect has better prediction power than the linear model. The non- parametric model that considers both the number of tropical nights and the number of cooling days at the same time is a model for predicting maximum demand. 7 refs., 6 figs., 9 tabs.
Energy Technology Data Exchange (ETDEWEB)
Christoforou, Stavros, E-mail: stavros.christoforou@gmail.com [Kirinthou 17, 34100, Chalkida (Greece); Hoogenboom, J. Eduard, E-mail: j.e.hoogenboom@tudelft.nl [Department of Applied Sciences, Delft University of Technology (Netherlands)
2011-07-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k{sub eff} estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
International Nuclear Information System (INIS)
Christoforou, Stavros; Hoogenboom, J. Eduard
2011-01-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k_e_f_f estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
2014-01-01
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding...
Analysis of Variance: What Is Your Statistical Software Actually Doing?
Li, Jian; Lomax, Richard G.
2011-01-01
Users assume statistical software packages produce accurate results. In this article, the authors systematically examined Statistical Package for the Social Sciences (SPSS) and Statistical Analysis System (SAS) for 3 analysis of variance (ANOVA) designs, mixed-effects ANOVA, fixed-effects analysis of covariance (ANCOVA), and nested ANOVA. For each…
Genetic variance components for residual feed intake and feed ...
African Journals Online (AJOL)
Feeding costs of animals is a major determinant of profitability in livestock production enterprises. Genetic selection to improve feed efficiency aims to reduce feeding cost in beef cattle and thereby improve profitability. This study estimated genetic (co)variances between weaning weight and other production, reproduction ...
Cumulative Prospect Theory, Option Returns, and the Variance Premium
Baele, Lieven; Driessen, Joost; Ebert, Sebastian; Londono Yarce, J.M.; Spalt, Oliver
The variance premium and the pricing of out-of-the-money (OTM) equity index options are major challenges to standard asset pricing models. We develop a tractable equilibrium model with Cumulative Prospect Theory (CPT) preferences that can overcome both challenges. The key insight is that the
Hydrograph variances over different timescales in hydropower production networks
Zmijewski, Nicholas; Wörman, Anders
2016-08-01
The operation of water reservoirs involves a spectrum of timescales based on the distribution of stream flow travel times between reservoirs, as well as the technical, environmental, and social constraints imposed on the operation. In this research, a hydrodynamically based description of the flow between hydropower stations was implemented to study the relative importance of wave diffusion on the spectrum of hydrograph variance in a regulated watershed. Using spectral decomposition of the effluence hydrograph of a watershed, an exact expression of the variance in the outflow response was derived, as a function of the trends of hydraulic and geomorphologic dispersion and management of production and reservoirs. We show that the power spectra of involved time-series follow nearly fractal patterns, which facilitates examination of the relative importance of wave diffusion and possible changes in production demand on the outflow spectrum. The exact spectral solution can also identify statistical bounds of future demand patterns due to limitations in storage capacity. The impact of the hydraulic description of the stream flow on the reservoir discharge was examined for a given power demand in River Dalälven, Sweden, as function of a stream flow Peclet number. The regulation of hydropower production on the River Dalälven generally increased the short-term variance in the effluence hydrograph, whereas wave diffusion decreased the short-term variance over periods of white noise) as a result of current production objectives.
Gravity interpretation of dipping faults using the variance analysis method
International Nuclear Information System (INIS)
Essa, Khalid S
2013-01-01
A new algorithm is developed to estimate simultaneously the depth and the dip angle of a buried fault from the normalized gravity gradient data. This algorithm utilizes numerical first horizontal derivatives computed from the observed gravity anomaly, using filters of successive window lengths to estimate the depth and the dip angle of a buried dipping fault structure. For a fixed window length, the depth is estimated using a least-squares sense for each dip angle. The method is based on computing the variance of the depths determined from all horizontal gradient anomaly profiles using the least-squares method for each dip angle. The minimum variance is used as a criterion for determining the correct dip angle and depth of the buried structure. When the correct dip angle is used, the variance of the depths is always less than the variances computed using wrong dip angles. The technique can be applied not only to the true residuals, but also to the measured Bouguer gravity data. The method is applied to synthetic data with and without random errors and two field examples from Egypt and Scotland. In all cases examined, the estimated depths and other model parameters are found to be in good agreement with the actual values. (paper)
Bounds for Tail Probabilities of the Sample Variance
Directory of Open Access Journals (Sweden)
Van Zuijlen M
2009-01-01
Full Text Available We provide bounds for tail probabilities of the sample variance. The bounds are expressed in terms of Hoeffding functions and are the sharpest known. They are designed having in mind applications in auditing as well as in processing data related to environment.
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.
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 ...
The Threat of Common Method Variance Bias to Theory Building
Reio, Thomas G., Jr.
2010-01-01
The need for more theory building scholarship remains one of the pressing issues in the field of HRD. Researchers can employ quantitative, qualitative, and/or mixed methods to support vital theory-building efforts, understanding however that each approach has its limitations. The purpose of this article is to explore common method variance bias as…
40 CFR 268.44 - Variance from a treatment standard.
2010-07-01
... complete petition may be requested as needed to send to affected states and Regional Offices. (e) The... provide an opportunity for public comment. The final decision on a variance from a treatment standard will... than) the concentrations necessary to minimize short- and long-term threats to human health and the...
Application of effective variance method for contamination monitor calibration
International Nuclear Information System (INIS)
Goncalez, O.L.; Freitas, I.S.M. de.
1990-01-01
In this report, the calibration of a thin window Geiger-Muller type monitor for alpha superficial contamination is presented. The calibration curve is obtained by the method of the least-squares fitting with effective variance. The method and the approach for the calculation are briefly discussed. (author)
The VIX, the Variance Premium, and Expected Returns
DEFF Research Database (Denmark)
Osterrieder, Daniela Maria; Ventosa-Santaulària, Daniel; Vera-Valdés, Eduardo
2018-01-01
. These problems are eliminated if risk is captured by the variance premium (VP) instead; it is unobservable, however. We propose a 2SLS estimator that produces consistent estimates without observing the VP. Using this method, we find a positive risk–return trade-off and long-run return predictability. Our...
Some asymptotic theory for variance function smoothing | Kibua ...
African Journals Online (AJOL)
Simple selection of the smoothing parameter is suggested. Both homoscedastic and heteroscedastic regression models are considered. Keywords: Asymptotic, Smoothing, Kernel, Bandwidth, Bias, Variance, Mean squared error, Homoscedastic, Heteroscedastic. > East African Journal of Statistics Vol. 1 (1) 2005: pp. 9-22 ...
Variance-optimal hedging for processes with stationary independent increments
DEFF Research Database (Denmark)
Hubalek, Friedrich; Kallsen, J.; Krawczyk, L.
We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward recursion or backward stochastic differential equation, we...
Adaptive Nonparametric Variance Estimation for a Ratio Estimator ...
African Journals Online (AJOL)
Kernel estimators for smooth curves require modifications when estimating near end points of the support, both for practical and asymptotic reasons. The construction of such boundary kernels as solutions of variational problem is a difficult exercise. For estimating the error variance of a ratio estimator, we suggest an ...
A note on minimum-variance theory and beyond
International Nuclear Information System (INIS)
Feng Jianfeng; Tartaglia, Giangaetano; Tirozzi, Brunello
2004-01-01
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons
Handling nonnormality and variance heterogeneity for quantitative sublethal toxicity tests.
Ritz, Christian; Van der Vliet, Leana
2009-09-01
The advantages of using regression-based techniques to derive endpoints from environmental toxicity data are clear, and slowly, this superior analytical technique is gaining acceptance. As use of regression-based analysis becomes more widespread, some of the associated nuances and potential problems come into sharper focus. Looking at data sets that cover a broad spectrum of standard test species, we noticed that some model fits to data failed to meet two key assumptions-variance homogeneity and normality-that are necessary for correct statistical analysis via regression-based techniques. Failure to meet these assumptions often is caused by reduced variance at the concentrations showing severe adverse effects. Although commonly used with linear regression analysis, transformation of the response variable only is not appropriate when fitting data using nonlinear regression techniques. Through analysis of sample data sets, including Lemna minor, Eisenia andrei (terrestrial earthworm), and algae, we show that both the so-called Box-Cox transformation and use of the Poisson distribution can help to correct variance heterogeneity and nonnormality and so allow nonlinear regression analysis to be implemented. Both the Box-Cox transformation and the Poisson distribution can be readily implemented into existing protocols for statistical analysis. By correcting for nonnormality and variance heterogeneity, these two statistical tools can be used to encourage the transition to regression-based analysis and the depreciation of less-desirable and less-flexible analytical techniques, such as linear interpolation.
Molecular variance of the Tunisian almond germplasm assessed by ...
African Journals Online (AJOL)
The genetic variance analysis of 82 almond (Prunus dulcis Mill.) genotypes was performed using ten genomic simple sequence repeats (SSRs). A total of 50 genotypes from Tunisia including local landraces identified while prospecting the different sites of Bizerte and Sidi Bouzid (Northern and central parts) which are the ...
Starting design for use in variance exchange algorithms | Iwundu ...
African Journals Online (AJOL)
A new method of constructing the initial design for use in variance exchange algorithms is presented. The method chooses support points to go into the design as measures of distances of the support points from the centre of the geometric region and of permutation-invariant sets. The initial design is as close as possible to ...
Decomposition of variance in terms of conditional means
Directory of Open Access Journals (Sweden)
Alessandro Figà Talamanca
2013-05-01
Full Text Available Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables. We suggest that this approach be used to complement other existing techniques to study the interdependence of the variables involved. According to our method, the variance is expressed as a sum of orthogonal components, obtained as differences of conditional means, with respect to the qualitative characters. The resulting expression for the variance depends on the ordering in which the characters are considered. We suggest an algorithm which leads to an ordering which is deemed natural. The first set of data concerns the score achieved by a population of students on an entrance examination based on a multiple choice test with 30 questions. In this case the qualitative characters are dyadic and correspond to correct or incorrect answer to each question. The second set of data concerns the delay to obtain the degree for a population of graduates of Italian universities. The variance in this case is analyzed with respect to a set of seven specific qualitative characters of the population studied (gender, previous education, working condition, parent's educational level, field of study, etc..
A Hold-out method to correct PCA variance inflation
DEFF Research Database (Denmark)
Garcia-Moreno, Pablo; Artes-Rodriguez, Antonio; Hansen, Lars Kai
2012-01-01
In this paper we analyze the problem of variance inflation experienced by the PCA algorithm when working in an ill-posed scenario where the dimensionality of the training set is larger than its sample size. In an earlier article a correction method based on a Leave-One-Out (LOO) procedure...
Heterogeneity of variance and its implications on dairy cattle breeding
African Journals Online (AJOL)
Milk yield data (n = 12307) from 116 Holstein-Friesian herds were grouped into three production environments based on mean and standard deviation of herd 305-day milk yield and evaluated for within herd variation using univariate animal model procedures. Variance components were estimated by derivative free REML ...
Effects of Diversification of Assets on Mean and Variance | Jayeola ...
African Journals Online (AJOL)
Diversification is a means of minimizing risk and maximizing returns by investing in a variety of assets of the portfolio. This paper is written to determine the effects of diversification of three types of Assets; uncorrelated, perfectly correlated and perfectly negatively correlated assets on mean and variance. To go about this, ...
Perspective projection for variance pose face recognition from camera calibration
Fakhir, M. M.; Woo, W. L.; Chambers, J. A.; Dlay, S. S.
2016-04-01
Variance pose is an important research topic in face recognition. The alteration of distance parameters across variance pose face features is a challenging. We provide a solution for this problem using perspective projection for variance pose face recognition. Our method infers intrinsic camera parameters of the image which enable the projection of the image plane into 3D. After this, face box tracking and centre of eyes detection can be identified using our novel technique to verify the virtual face feature measurements. The coordinate system of the perspective projection for face tracking allows the holistic dimensions for the face to be fixed in different orientations. The training of frontal images and the rest of the poses on FERET database determine the distance from the centre of eyes to the corner of box face. The recognition system compares the gallery of images against different poses. The system initially utilises information on position of both eyes then focuses principally on closest eye in order to gather data with greater reliability. Differentiation between the distances and position of the right and left eyes is a unique feature of our work with our algorithm outperforming other state of the art algorithms thus enabling stable measurement in variance pose for each individual.
On zero variance Monte Carlo path-stretching schemes
International Nuclear Information System (INIS)
Lux, I.
1983-01-01
A zero variance path-stretching biasing scheme proposed for a special case by Dwivedi is derived in full generality. The procedure turns out to be the generalization of the exponential transform. It is shown that the biased game can be interpreted as an analog simulation procedure, thus saving some computational effort in comparison with the corresponding nonanalog game
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
Directory of Open Access Journals (Sweden)
João Batista Duarte
2001-09-01
Full Text Available O objetivo do trabalho foi comparar, por meio de simulação, as estimativas de componentes de variância produzidas pelos métodos ANOVA (análise da variância, ML (máxima verossimilhança, REML (máxima verossimilhança restrita e MIVQUE(0 (estimador quadrático não viesado de variância mínima, no delineamento de blocos aumentados com tratamentos adicionais (progênies de uma ou mais procedências (cruzamentos. Os resultados indicaram superioridade relativa do método MIVQUE(0. O método ANOVA, embora não tendencioso, apresentou as estimativas de menor precisão. Os métodos de máxima verossimilhança, sobretudo ML, tenderam a subestimar a variância do erro experimental ( e a superestimar as variâncias genotípicas (, em especial nos experimentos de menor tamanho (n/>0,5. Contudo, o método produziu as piores estimativas de variâncias genotípicas quando as progênies vieram de diferentes cruzamentos e os experimentos foram pequenos.This work compares by simulation estimates of variance components produced by the ANOVA (analysis of variance, ML (maximum likelihood, REML (restricted maximum likelihood, and MIVQUE(0 (minimum variance quadratic unbiased estimator methods for augmented block design with additional treatments (progenies stemming from one or more origins (crosses. Results showed the superiority of the MIVQUE(0 estimation. The ANOVA method, although unbiased, showed estimates with lower precision. The ML and REML methods produced downwards biased estimates for error variance (, and upwards biased estimates for genotypic variances (, particularly the ML method. Biases for the REML estimation became negligible when progenies were derived from a single cross, and experiments were of larger size with ratios />0.5. This method, however, provided the worst estimates for genotypic variances when progenies were derived from several crosses and the experiments were of small size (n<120 observations.
Advanced bioanalytics for precision medicine.
Roda, Aldo; Michelini, Elisa; Caliceti, Cristiana; Guardigli, Massimo; Mirasoli, Mara; Simoni, Patrizia
2018-01-01
Precision medicine is a new paradigm that combines diagnostic, imaging, and analytical tools to produce accurate diagnoses and therapeutic interventions tailored to the individual patient. This approach stands in contrast to the traditional "one size fits all" concept, according to which researchers develop disease treatments and preventions for an "average" patient without considering individual differences. The "one size fits all" concept has led to many ineffective or inappropriate treatments, especially for pathologies such as Alzheimer's disease and cancer. Now, precision medicine is receiving massive funding in many countries, thanks to its social and economic potential in terms of improved disease prevention, diagnosis, and therapy. Bioanalytical chemistry is critical to precision medicine. This is because identifying an appropriate tailored therapy requires researchers to collect and analyze information on each patient's specific molecular biomarkers (e.g., proteins, nucleic acids, and metabolites). In other words, precision diagnostics is not possible without precise bioanalytical chemistry. This Trend article highlights some of the most recent advances, including massive analysis of multilayer omics, and new imaging technique applications suitable for implementing precision medicine. Graphical abstract Precision medicine combines bioanalytical chemistry, molecular diagnostics, and imaging tools for performing accurate diagnoses and selecting optimal therapies for each patient.
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.
Precision Oncology: Between Vaguely Right and Precisely Wrong.
Brock, Amy; Huang, Sui
2017-12-01
Precision Oncology seeks to identify and target the mutation that drives a tumor. Despite its straightforward rationale, concerns about its effectiveness are mounting. What is the biological explanation for the "imprecision?" First, Precision Oncology relies on indiscriminate sequencing of genomes in biopsies that barely represent the heterogeneous mix of tumor cells. Second, findings that defy the orthodoxy of oncogenic "driver mutations" are now accumulating: the ubiquitous presence of oncogenic mutations in silent premalignancies or the dynamic switching without mutations between various cell phenotypes that promote progression. Most troublesome is the observation that cancer cells that survive treatment still will have suffered cytotoxic stress and thereby enter a stem cell-like state, the seeds for recurrence. The benefit of "precision targeting" of mutations is inherently limited by this counterproductive effect. These findings confirm that there is no precise linear causal relationship between tumor genotype and phenotype, a reminder of logician Carveth Read's caution that being vaguely right may be preferable to being precisely wrong. An open-minded embrace of the latest inconvenient findings indicating nongenetic and "imprecise" phenotype dynamics of tumors as summarized in this review will be paramount if Precision Oncology is ultimately to lead to clinical benefits. Cancer Res; 77(23); 6473-9. ©2017 AACR . ©2017 American Association for Cancer Research.
Numerical precision control and GRACE
International Nuclear Information System (INIS)
Fujimoto, J.; Hamaguchi, N.; Ishikawa, T.; Kaneko, T.; Morita, H.; Perret-Gallix, D.; Tokura, A.; Shimizu, Y.
2006-01-01
The control of the numerical precision of large-scale computations like those generated by the GRACE system for automatic Feynman diagram calculations has become an intrinsic part of those packages. Recently, Hitachi Ltd. has developed in FORTRAN a new library HMLIB for quadruple and octuple precision arithmetic where the number of lost-bits is made available. This library has been tested with success on the 1-loop radiative correction to e + e - ->e + e - τ + τ - . It is shown that the approach followed by HMLIB provides an efficient way to track down the source of numerical significance losses and to deliver high-precision results yet minimizing computing time
Twenty-Five Years of Applications of the Modified Allan Variance in Telecommunications.
Bregni, Stefano
2016-04-01
The Modified Allan Variance (MAVAR) was originally defined in 1981 for measuring frequency stability in precision oscillators. Due to its outstanding accuracy in discriminating power-law noise, it attracted significant interest among telecommunications engineers since the early 1990s, when it was approved as a standard measure in international standards, redressed as Time Variance (TVAR), for specifying the time stability of network synchronization signals and of equipment clocks. A dozen years later, the usage of MAVAR was also introduced for Internet traffic analysis to estimate self-similarity and long-range dependence. Further, in this field, it demonstrated superior accuracy and sensitivity, better than most popular tools already in use. This paper surveys the last 25 years of progress in extending the field of application of the MAVAR in telecommunications. First, the rationale and principles of the MAVAR are briefly summarized. Its adaptation as TVAR for specification of timing stability is presented. The usage of MAVAR/TVAR in telecommunications standards is reviewed. Examples of measurements on real telecommunications equipment clocks are presented, providing an overview on their actual performance in terms of MAVAR. Moreover, applications of MAVAR to network traffic analysis are surveyed. The superior accuracy of MAVAR in estimating long-range dependence is emphasized by highlighting some remarkable practical examples of real network traffic analysis.
De Hertogh, Benoît; De Meulder, Bertrand; Berger, Fabrice; Pierre, Michael; Bareke, Eric; Gaigneaux, Anthoula; Depiereux, Eric
2010-01-11
Recent reanalysis of spike-in datasets underscored the need for new and more accurate benchmark datasets for statistical microarray analysis. We present here a fresh method using biologically-relevant data to evaluate the performance of statistical methods. Our novel method ranks the probesets from a dataset composed of publicly-available biological microarray data and extracts subset matrices with precise information/noise ratios. Our method can be used to determine the capability of different methods to better estimate variance for a given number of replicates. The mean-variance and mean-fold change relationships of the matrices revealed a closer approximation of biological reality. Performance analysis refined the results from benchmarks published previously.We show that the Shrinkage t test (close to Limma) was the best of the methods tested, except when two replicates were examined, where the Regularized t test and the Window t test performed slightly better. The R scripts used for the analysis are available at http://urbm-cluster.urbm.fundp.ac.be/~bdemeulder/.
A theory of timing in scintillation counters based on maximum likelihood estimation
International Nuclear Information System (INIS)
Tomitani, Takehiro
1982-01-01
A theory of timing in scintillation counters based on the maximum likelihood estimation is presented. An optimum filter that minimizes the variance of timing is described. A simple formula to estimate the variance of timing is presented as a function of photoelectron number, scintillation decay constant and the single electron transit time spread in the photomultiplier. The present method was compared with the theory by E. Gatti and V. Svelto. The proposed method was applied to two simple models and rough estimations of potential time resolution of several scintillators are given. The proposed method is applicable to the timing in Cerenkov counters and semiconductor detectors as well. (author)
Two-dimensional maximum entropy image restoration
International Nuclear Information System (INIS)
Brolley, J.E.; Lazarus, R.B.; Suydam, B.R.; Trussell, H.J.
1977-07-01
An optical check problem was constructed to test P LOG P maximum entropy restoration of an extremely distorted image. Useful recovery of the original image was obtained. Comparison with maximum a posteriori restoration is made. 7 figures
Lung Cancer Precision Medicine Trials
Patients with lung cancer are benefiting from the boom in targeted and immune-based therapies. With a series of precision medicine trials, NCI is keeping pace with the rapidly changing treatment landscape for lung cancer.
Precision engineering: an evolutionary perspective.
Evans, Chris J
2012-08-28
Precision engineering is a relatively new name for a technology with roots going back over a thousand years; those roots span astronomy, metrology, fundamental standards, manufacturing and money-making (literally). Throughout that history, precision engineers have created links across disparate disciplines to generate innovative responses to society's needs and wants. This review combines historical and technological perspectives to illuminate precision engineering's current character and directions. It first provides us a working definition of precision engineering and then reviews the subject's roots. Examples will be given showing the contributions of the technology to society, while simultaneously showing the creative tension between the technological convergence that spurs new directions and the vertical disintegration that optimizes manufacturing economics.
How GNSS Enables Precision Farming
2014-12-01
Precision farming: Feeding a Growing Population Enables Those Who Feed the World. Immediate and Ongoing Needs - population growth (more to feed) - urbanization (decrease in arable land) Double food production by 2050 to meet world demand. To meet thi...
FROM PERSONALIZED TO PRECISION MEDICINE
Directory of Open Access Journals (Sweden)
K. V. Raskina
2017-01-01
Full Text Available The need to maintain a high quality of life against a backdrop of its inevitably increasing duration is one of the main problems of modern health care. The concept of "right drug to the right patient at the right time", which at first was bearing the name "personalized", is currently unanimously approved by international scientific community as "precision medicine". Precision medicine takes all the individual characteristics into account: genes diversity, environment, lifestyles, and even bacterial microflora and also involves the use of the latest technological developments, which serves to ensure that each patient gets assistance fitting his state best. In the United States, Canada and France national precision medicine programs have already been submitted and implemented. The aim of this review is to describe the dynamic integration of precision medicine methods into routine medical practice and life of modern society. The new paradigm prospects description are complemented by figures, proving the already achieved success in the application of precise methods for example, the targeted therapy of cancer. All in all, the presence of real-life examples, proving the regularity of transition to a new paradigm, and a wide range of technical and diagnostic capabilities available and constantly evolving make the all-round transition to precision medicine almost inevitable.
Peyronie's Reconstruction for Maximum Length and Girth Gain: Geometrical Principles
Directory of Open Access Journals (Sweden)
Paulo H. Egydio
2008-01-01
Full Text Available Peyronie's disease has been associated with penile shortening and some degree of erectile dysfunction. Surgical reconstruction should be based on giving a functional penis, that is, rectifying the penis with rigidity enough to make the sexual intercourse. The procedure should be discussed preoperatively in terms of length and girth reconstruction in order to improve patient satisfaction. The tunical reconstruction for maximum penile length and girth restoration should be based on the maximum length of the dissected neurovascular bundle possible and the application of geometrical principles to define the precise site and size of tunical incision and grafting procedure. As penile rectification and rigidity are required to achieve complete functional restoration of the penis and 20 to 54% of patients experience associated erectile dysfunction, penile straightening alone may not be enough to provide complete functional restoration. Therefore, phosphodiesterase inhibitors, self-injection, or penile prosthesis may need to be added in some cases.
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
Receiver function estimated by maximum entropy deconvolution
Institute of Scientific and Technical Information of China (English)
吴庆举; 田小波; 张乃铃; 李卫平; 曾融生
2003-01-01
Maximum entropy deconvolution is presented to estimate receiver function, with the maximum entropy as the rule to determine auto-correlation and cross-correlation functions. The Toeplitz equation and Levinson algorithm are used to calculate the iterative formula of error-predicting filter, and receiver function is then estimated. During extrapolation, reflective coefficient is always less than 1, which keeps maximum entropy deconvolution stable. The maximum entropy of the data outside window increases the resolution of receiver function. Both synthetic and real seismograms show that maximum entropy deconvolution is an effective method to measure receiver function in time-domain.
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 \
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.
Maximum Power from a Solar Panel
Directory of Open Access Journals (Sweden)
Michael Miller
2010-01-01
Full Text Available Solar energy has become a promising alternative to conventional fossil fuel sources. Solar panels are used to collect solar radiation and convert it into electricity. One of the techniques used to maximize the effectiveness of this energy alternative is to maximize the power output of the solar collector. In this project the maximum power is calculated by determining the voltage and the current of maximum power. These quantities are determined by finding the maximum value for the equation for power using differentiation. After the maximum values are found for each time of day, each individual quantity, voltage of maximum power, current of maximum power, and maximum power is plotted as a function of the time of day.
The Achilles Heel of Normal Determinations via Minimum Variance Techniques: Worldline Dependencies
Ma, Z.; Scudder, J. D.; Omidi, N.
2002-12-01
Time series of data collected across current layers are usually organized by divining coordinate transformations (as from minimum variance) that permits a geometrical interpretation for the data collected. Almost without exception the current layer geometry is inferred by supposing that the current carrying layer is locally planar. Only after this geometry is ``determined'' can the various quantities predicted by theory calculated. The precision of reconnection rated ``measured'' and the quantitative support for or against component reconnection be evaluated. This paper defines worldline traversals across fully resolved Hall two fluid models of reconnecting current sheets (with varying sizes of guide fields) and across a 2-D hybrid solution of a super critical shock layer. Along each worldline various variance techniques are used to infer current sheet normals based on the data observed along this worldline alone. We then contrast these inferred normals with those known from the overview of the fully resolved spatial pictures of the layer. Absolute errors of 20 degrees in the normal are quite commonplace, but errors of 40-90 deg are also implied, especially for worldlines that make more and more oblique angles to the true current sheet normal. These mistaken ``inferences'' are traceable to the degree that the data collected sample 2-D variations within these layers or not. While it is not surprising that these variance techniques give incorrect errors in the presence of layers that possess 2-D variations, it is illuminating that such large errors need not be signalled by the traditional error formulae for the error cones on normals that have been previously used to estimate the errors of normal choices. Frequently the absolute errors that depend on worldline path can be 10 times the random error that formulae would predict based on eigenvalues of the covariance matrix. A given time series cannot be associated in any a priori way with a specific worldline
Heritability and variance components of some morphological and agronomic in alfalfa
International Nuclear Information System (INIS)
Ates, E.; Tekeli, S.
2005-01-01
Four alfalfa cultivars were investigated using randomized complete-block design with three replications. Variance components, variance coefficients and heritability values of some morphological characters, herbage yield, dry matter yield and seed yield were determined. Maximum main stem height (78.69 cm), main stem diameter (4.85 mm), leaflet width (0.93 cm), seeds/pod (6.57), herbage yield (75.64 t ha/sub -1/), dry matter yield (20.06 t ha/sub -1/) and seed yield (0.49 t ha/sub -1/) were obtained from cv. Marina. Leaflet length varied from 1.65 to 2.08 cm. The raceme length measured 3.15 to 4.38 cm in alfalfa cultivars. The highest 1000-seeds weight values (2.42-2.49 g) were found from Marina and Sitel cultivars. Heritability values of various traits were: 91.0% for main stem height, 97.6% for main stem diameter, 81.8% for leaflet length, 88.8% for leaflet width, 90.4% for leaf/stem ratio, 28.3% for racemes/main stem, 99.0% for raceme length, 99.2% for seeds/pod, 88.0% for 1000-seeds weight, 97.2% for herbage yield, 99.6% for dry matter yield and 95.4% for seed yield. (author)
Noise measurement from magnitude MRI using local estimates of variance and skewness
International Nuclear Information System (INIS)
Rajan, Jeny; Poot, Dirk; Juntu, Jaber; Sijbers, Jan
2010-01-01
In this note, we address the estimation of the noise level in magnitude magnetic resonance (MR) images in the absence of background data. Most of the methods proposed earlier exploit the Rayleigh distributed background region in MR images to estimate the noise level. These methods, however, cannot be used for images where no background information is available. In this note, we propose two different approaches for noise level estimation in the absence of the image background. The first method is based on the local estimation of the noise variance using maximum likelihood estimation and the second method is based on the local estimation of the skewness of the magnitude data distribution. Experimental results on synthetic and real MR image datasets show that the proposed estimators accurately estimate the noise level in a magnitude MR image, even without background data. (note)
DEFF Research Database (Denmark)
Diamantis, Konstantinos; Greenaway, Alan H.; Anderson, Tom
2017-01-01
Recent progress in adaptive beamforming techniques for medical ultrasound has shown that current resolution limits can be surpassed. One method of obtaining improved lateral resolution is the Minimum Variance (MV) beamformer. The frequency domain implementation of this method effectively divides...... the broadband ultrasound signals into sub-bands (MVS) to conform with the narrow-band assumption of the original MV theory. This approach is investigated here using experimental Synthetic Aperture (SA) data from wire and cyst phantoms. A 7 MHz linear array transducer is used with the SARUS experimental...... ultrasound scanner for the data acquisition. The lateral resolution and the contrast obtained, are evaluated and compared with those from the conventional Delay-and-Sum (DAS) beamformer and the MV temporal implementation (MVT). From the wire phantom the Full-Width-at-Half-Maximum (FWHM) measured at a depth...
Variance as a Leading Indicator of Regime Shift in Ecosystem Services
Directory of Open Access Journals (Sweden)
William A. Brock
2006-12-01
Full Text Available Many environmental conflicts involve pollutants such as greenhouse gas emissions that are dispersed through space and cause losses of ecosystem services. As pollutant emissions rise in one place, a spatial cascade of declining ecosystem services can spread across a larger landscape because of the dispersion of the pollutant. This paper considers the problem of anticipating such spatial regime shifts by monitoring time series of the pollutant or associated ecosystem services. Using such data, it is possible to construct indicators that rise sharply in advance of regime shifts. Specifically, the maximum eigenvalue of the variance-covariance matrix of the multivariate time series of pollutants and ecosystem services rises prior to the regime shift. No specific knowledge of the mechanisms underlying the regime shift is needed to construct the indicator. Such leading indicators of regime shifts could provide useful signals to management agencies or to investors in ecosystem service markets.
A phantom study on temporal and subband Minimum Variance adaptive beamforming
DEFF Research Database (Denmark)
Diamantis, Konstantinos; Voxen, Iben Holfort; Greenaway, Alan H.
2014-01-01
This paper compares experimentally temporal and subband implementations of the Minimum Variance (MV) adaptive beamformer for medical ultrasound imaging. The performance of the two approaches is tested by comparing wire phantom measurements, obtained by the research ultrasound scanner SARUS. A 7 MHz...... BK8804 linear transducer was used to scan a wire phantom in which wires are separated by 10 mm. Performance is then evaluated by the lateral Full-Width-Half-Maximum (FWHM), the Peak Sidelobe Level (PSL), and the computational load. Beamformed single emission responses are also compared with those...... from conventional Delay-and-Sum (DAS) beamformer. FWHM measured at the depth of 46.6 mm, is 0.02 mm (0.09λ) for both adaptive methods while the corresponding values for Hanning and Boxcar weights are 0.64 and 0.44 mm respectively. Between the MV beamformers a -2 dB difference in PSL is noticed in favor...
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.
Nanomaterials for Cancer Precision Medicine.
Wang, Yilong; Sun, Shuyang; Zhang, Zhiyuan; Shi, Donglu
2018-04-01
Medical science has recently advanced to the point where diagnosis and therapeutics can be carried out with high precision, even at the molecular level. A new field of "precision medicine" has consequently emerged with specific clinical implications and challenges that can be well-addressed by newly developed nanomaterials. Here, a nanoscience approach to precision medicine is provided, with a focus on cancer therapy, based on a new concept of "molecularly-defined cancers." "Next-generation sequencing" is introduced to identify the oncogene that is responsible for a class of cancers. This new approach is fundamentally different from all conventional cancer therapies that rely on diagnosis of the anatomic origins where the tumors are found. To treat cancers at molecular level, a recently developed "microRNA replacement therapy" is applied, utilizing nanocarriers, in order to regulate the driver oncogene, which is the core of cancer precision therapeutics. Furthermore, the outcome of the nanomediated oncogenic regulation has to be accurately assessed by the genetically characterized, patient-derived xenograft models. Cancer therapy in this fashion is a quintessential example of precision medicine, presenting many challenges to the materials communities with new issues in structural design, surface functionalization, gene/drug storage and delivery, cell targeting, and medical imaging. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Precision Medicine and Men's Health.
Mata, Douglas A; Katchi, Farhan M; Ramasamy, Ranjith
2017-07-01
Precision medicine can greatly benefit men's health by helping to prevent, diagnose, and treat prostate cancer, benign prostatic hyperplasia, infertility, hypogonadism, and erectile dysfunction. For example, precision medicine can facilitate the selection of men at high risk for prostate cancer for targeted prostate-specific antigen screening and chemoprevention administration, as well as assist in identifying men who are resistant to medical therapy for prostatic hyperplasia, who may instead require surgery. Precision medicine-trained clinicians can also let couples know whether their specific cause of infertility should be bypassed by sperm extraction and in vitro fertilization to prevent abnormalities in their offspring. Though precision medicine's role in the management of hypogonadism has yet to be defined, it could be used to identify biomarkers associated with individual patients' responses to treatment so that appropriate therapy can be prescribed. Last, precision medicine can improve erectile dysfunction treatment by identifying genetic polymorphisms that regulate response to medical therapies and by aiding in the selection of patients for further cardiovascular disease screening.
Precision Medicine in Gastrointestinal Pathology.
Wang, David H; Park, Jason Y
2016-05-01
-Precision medicine is the promise of individualized therapy and management of patients based on their personal biology. There are now multiple global initiatives to perform whole-genome sequencing on millions of individuals. In the United States, an early program was the Million Veteran Program, and a more recent proposal in 2015 by the president of the United States is the Precision Medicine Initiative. To implement precision medicine in routine oncology care, genetic variants present in tumors need to be matched with effective clinical therapeutics. When we focus on the current state of precision medicine for gastrointestinal malignancies, it becomes apparent that there is a mixed history of success and failure. -To present the current state of precision medicine using gastrointestinal oncology as a model. We will present currently available targeted therapeutics, promising new findings in clinical genomic oncology, remaining quality issues in genomic testing, and emerging oncology clinical trial designs. -Review of the literature including clinical genomic studies on gastrointestinal malignancies, clinical oncology trials on therapeutics targeted to molecular alterations, and emerging clinical oncology study designs. -Translating our ability to sequence thousands of genes into meaningful improvements in patient survival will be the challenge for the next decade.
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
An assessment of the precision and confidence of aquatic eddy correlation measurements
DEFF Research Database (Denmark)
Donis, Daphne; Holtappels, Moritz; Noss, Christian
2015-01-01
facility with well-constrained hydrodynamics. These observations are used to review data processing procedures and to recommend improved deployment methods, thus improving the precision, reliability, and confidence of EC measurements. Specifically, this study demonstrates that 1) the alignment of the time...... series based on maximum cross correlation improved the precision of EC flux estimations; 2) an oxygen sensor with a response time of
Sensing technologies for precision irrigation
Ćulibrk, Dubravko; Minic, Vladan; Alonso Fernandez, Marta; Alvarez Osuna, Javier; Crnojevic, Vladimir
2014-01-01
This brief provides an overview of state-of-the-art sensing technologies relevant to the problem of precision irrigation, an emerging field within the domain of precision agriculture. Applications of wireless sensor networks, satellite data and geographic information systems in the domain are covered. This brief presents the basic concepts of the technologies and emphasizes the practical aspects that enable the implementation of intelligent irrigation systems. The authors target a broad audience interested in this theme and organize the content in five chapters, each concerned with a specific technology needed to address the problem of optimal crop irrigation. Professionals and researchers will find the text a thorough survey with practical applications.
Precision measurement with atom interferometry
International Nuclear Information System (INIS)
Wang Jin
2015-01-01
Development of atom interferometry and its application in precision measurement are reviewed in this paper. The principle, features and the implementation of atom interferometers are introduced, the recent progress of precision measurement with atom interferometry, including determination of gravitational constant and fine structure constant, measurement of gravity, gravity gradient and rotation, test of weak equivalence principle, proposal of gravitational wave detection, and measurement of quadratic Zeeman shift are reviewed in detail. Determination of gravitational redshift, new definition of kilogram, and measurement of weak force with atom interferometry are also briefly introduced. (topical review)
ELECTROWEAK PHYSICS AND PRECISION STUDIES
International Nuclear Information System (INIS)
MARCIANO, W.
2005-01-01
The utility of precision electroweak measurements for predicting the Standard Model Higgs mass via quantum loop effects is discussed. Current values of m W , sin 2 θ W (m Z ) # ovr MS# and m t imply a relatively light Higgs which is below the direct experimental bound but possibly consistent with Supersymmetry expectations. The existence of Supersymmetry is further suggested by a 2σ discrepancy between experiment and theory for the muon anomalous magnetic moment. Constraints from precision studies on other types of ''New Physics'' are also briefly described
Universal precision sine bar attachment
Mann, Franklin D. (Inventor)
1989-01-01
This invention relates to an attachment for a sine bar which can be used to perform measurements during lathe operations or other types of machining operations. The attachment can be used for setting precision angles on vises, dividing heads, rotary tables and angle plates. It can also be used in the inspection of machined parts, when close tolerances are required, and in the layout of precision hardware. The novelty of the invention is believed to reside in a specific versatile sine bar attachment for measuring a variety of angles on a number of different types of equipment.
Introduction to precise numerical methods
Aberth, Oliver
2007-01-01
Precise numerical analysis may be defined as the study of computer methods for solving mathematical problems either exactly or to prescribed accuracy. This book explains how precise numerical analysis is constructed. The book also provides exercises which illustrate points from the text and references for the methods presented. All disc-based content for this title is now available on the Web. · Clearer, simpler descriptions and explanations ofthe various numerical methods· Two new types of numerical problems; accurately solving partial differential equations with the included software and computing line integrals in the complex plane.
Maximum permissible voltage of YBCO coated conductors
Energy Technology Data Exchange (ETDEWEB)
Wen, J.; Lin, B.; Sheng, J.; Xu, J.; Jin, Z. [Department of Electrical Engineering, Shanghai Jiao Tong University, Shanghai (China); Hong, Z., E-mail: zhiyong.hong@sjtu.edu.cn [Department of Electrical Engineering, Shanghai Jiao Tong University, Shanghai (China); Wang, D.; Zhou, H.; Shen, X.; Shen, C. [Qingpu Power Supply Company, State Grid Shanghai Municipal Electric Power Company, Shanghai (China)
2014-06-15
Highlights: • We examine three kinds of tapes’ maximum permissible voltage. • We examine the relationship between quenching duration and maximum permissible voltage. • Continuous I{sub c} degradations under repetitive quenching where tapes reaching maximum permissible voltage. • The relationship between maximum permissible voltage and resistance, temperature. - Abstract: Superconducting fault current limiter (SFCL) could reduce short circuit currents in electrical power system. One of the most important thing in developing SFCL is to find out the maximum permissible voltage of each limiting element. The maximum permissible voltage is defined as the maximum voltage per unit length at which the YBCO coated conductors (CC) do not suffer from critical current (I{sub c}) degradation or burnout. In this research, the time of quenching process is changed and voltage is raised until the I{sub c} degradation or burnout happens. YBCO coated conductors test in the experiment are from American superconductor (AMSC) and Shanghai Jiao Tong University (SJTU). Along with the quenching duration increasing, the maximum permissible voltage of CC decreases. When quenching duration is 100 ms, the maximum permissible of SJTU CC, 12 mm AMSC CC and 4 mm AMSC CC are 0.72 V/cm, 0.52 V/cm and 1.2 V/cm respectively. Based on the results of samples, the whole length of CCs used in the design of a SFCL can be determined.
Change-Point and Trend Analysis on Annual Maximum Discharge in Continental United States
Serinaldi, F.; Villarini, G.; Smith, J. A.; Krajewski, W. F.
2008-12-01
Annual maximum discharge records from 36 stations representing different hydro-climatic regimes in the continental United States with at least 100 years of records are used to investigate the presence of temporal trends and abrupt changes in mean and variance. Change point analysis is performed by means of two non- parametric (Pettitt and CUSUM), one semi-parametric (Guan), and two parametric (Rodionov and Bayesian Change Point) tests. Two non-parametric (Mann-Kendall and Spearman) and one parametric (Pearson) tests are applied to detect the presence of temporal trends. Generalized Additive Model for Location Scale and Shape (GAMLSS) models are also used to parametrically model the streamflow data exploiting their flexibility to account for changes and temporal trends in the parameters of distribution functions. Additionally, serial correlation is assessed in advance by computing the autocorrelation function (ACF), and the Hurst parameter is estimated using two estimators (aggregated variance and differenced variance methods) to investigate the presence of long range dependence. The results of this study indicate lack of long range dependence in the maximum streamflow series. At some stations the authors found a statistically significant change point in the mean and/or variance, while in general they detected no statistically significant temporal trends.
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.
Xiao, Ning-Cong; Li, Yan-Feng; Wang, Zhonglai; Peng, Weiwen; Huang, Hong-Zhong
2013-01-01
In this paper the combinations of maximum entropy method and Bayesian inference for reliability assessment of deteriorating system is proposed. Due to various uncertainties, less data and incomplete information, system parameters usually cannot be determined precisely. These uncertainty parameters can be modeled by fuzzy sets theory and the Bayesian inference which have been proved to be useful for deteriorating systems under small sample sizes. The maximum entropy approach can be used to cal...
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
STANFORD (SLAC): Precision electroweak result
International Nuclear Information System (INIS)
Anon.
1994-01-01
Precision testing of the electroweak sector of the Standard Model has intensified with the recent publication* of results from the SLD collaboration's 1993 run on the Stanford Linear Collider, SLC. Using a highly polarized electron beam colliding with an unpolarized positron beam, SLD physicists measured the left-right asymmetry at the Z boson resonance with dramatically improved accuracy over 1992
Spin and precision electroweak physics
Energy Technology Data Exchange (ETDEWEB)
Marciano, W.J. [Brookhaven National Lab., Upton, NY (United States)
1994-12-01
A perspective on fundamental parameters and precision tests of the Standard Model is given. Weak neutral current reactions are discussed with emphasis on those processes involving (polarized) electrons. The role of electroweak radiative corrections in determining the top quark mass and probing for {open_quotes}new physics{close_quotes} is described.
Spin and precision electroweak physics
International Nuclear Information System (INIS)
Marciano, W.J.
1993-01-01
A perspective on fundamental parameters and precision tests of the Standard Model is given. Weak neutral current reactions are discussed with emphasis on those processes involving (polarized) electrons. The role of electroweak radiative corrections in determining the top quark mass and probing for ''new physics'' is described
Precision surveying system for PEP
International Nuclear Information System (INIS)
Gunn, J.; Lauritzen, T.; Sah, R.; Pellisier, P.F.
1977-01-01
A semi-automatic precision surveying system is being developed for PEP. Reference elevations for vertical alignment will be provided by a liquid level. The short range surveying will be accomplished using a Laser Surveying System featuring automatic data acquisition and analysis
Precision medicine at the crossroads.
Olson, Maynard V
2017-10-11
There are bioethical, institutional, economic, legal, and cultural obstacles to creating the robust-precompetitive-data resource that will be required to advance the vision of "precision medicine," the ability to use molecular data to target therapies to patients for whom they offer the most benefit at the least risk. Creation of such an "information commons" was the central recommendation of the 2011 report Toward Precision Medicine issued by a committee of the National Research Council of the USA (Committee on a Framework for Development of a New Taxonomy of Disease; National Research Council. Toward precision medicine: building a knowledge network for biomedical research and a new taxonomy of disease. 2011). In this commentary, I review the rationale for creating an information commons and the obstacles to doing so; then, I endorse a path forward based on the dynamic consent of research subjects interacting with researchers through trusted mediators. I assert that the advantages of the proposed system overwhelm alternative ways of handling data on the phenotypes, genotypes, and environmental exposures of individual humans; hence, I argue that its creation should be the central policy objective of early efforts to make precision medicine a reality.
Proton gyromagnetic precision measurement system
International Nuclear Information System (INIS)
Zhu Deming; Deming Zhu
1991-01-01
A computerized control and measurement system used in the proton gyromagnetic precision meausrement is descirbed. It adopts the CAMAC data acquisition equipment, using on-line control and analysis with the HP85 and PDP-11/60 computer systems. It also adopts the RSX11M computer operation system, and the control software is written in FORTRAN language
Investigation of a precise static leach test for the testing of simulated nuclear waste materials
International Nuclear Information System (INIS)
Kingston, H.M.; Cronin, D.J.; Epstein, M.S.
1984-01-01
The precision of the nuclear waste static leach test was evaluated using controlled experimental conditions and homogeneous glass materials. The majority of the leachate components were subjected to simultaneous multielement DCP analysis. The overall precision of the static leach test is determined by the summation of random effects caused by: variance in the experimental conditions of the leaching procedure; inhomogeneity of the material to be leached; and variance of the analytical techniques used to determine elemental concentrations in the leachate. In this study, strict control of key experimental parameters was employed to reduce the first source of variance. In addition, special attention to the preparation of glass samples to be tested assured a high degree of homogeneity. Described here are the details of the reduction of these two sources of variance to a point where the overall test precision is limited by that of the analysis step. Of the elements determined - B, Ba, Ca, Cs, Mo, Na, Si, Sr, and Zn - only Ca and Zn exhibited replicate imprecision significantly greater than that observed in the analysis of the leachate solutions. The imprecision in the Zn was partially attributed to the non-reproducible adsorption onto the leach vessel walls during the 28 day test period. None of the other elements exhibited this behavior
Revealing the Maximum Strength in Nanotwinned Copper
DEFF Research Database (Denmark)
Lu, L.; Chen, X.; Huang, Xiaoxu
2009-01-01
boundary–related processes. We investigated the maximum strength of nanotwinned copper samples with different twin thicknesses. We found that the strength increases with decreasing twin thickness, reaching a maximum at 15 nanometers, followed by a softening at smaller values that is accompanied by enhanced...
Modelling maximum canopy conductance and transpiration in ...
African Journals Online (AJOL)
There is much current interest in predicting the maximum amount of water that can be transpired by Eucalyptus trees. It is possible that industrial waste water may be applied as irrigation water to eucalypts and it is important to predict the maximum transpiration rates of these plantations in an attempt to dispose of this ...
Finite mixture model: A maximum likelihood estimation approach on time series data
Yen, Phoong Seuk; Ismail, Mohd Tahir; Hamzah, Firdaus Mohamad
2014-09-01
Recently, statistician emphasized on the fitting of finite mixture model by using maximum likelihood estimation as it provides asymptotic properties. In addition, it shows consistency properties as the sample sizes increases to infinity. This illustrated that maximum likelihood estimation is an unbiased estimator. Moreover, the estimate parameters obtained from the application of maximum likelihood estimation have smallest variance as compared to others statistical method as the sample sizes increases. Thus, maximum likelihood estimation is adopted in this paper to fit the two-component mixture model in order to explore the relationship between rubber price and exchange rate for Malaysia, Thailand, Philippines and Indonesia. Results described that there is a negative effect among rubber price and exchange rate for all selected countries.
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.
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
High-precision performance testing of the LHC power converters
Bastos, M; Dreesen, P; Fernqvist, G; Fournier, O; Hudson, G
2007-01-01
The magnet power converters for LHC were procured in three parts, power part, current transducers and control electronics, to enable a maximum of industrial participation in the manufacturing and still guarantee the very high precision (a few parts in 10-6) required by LHC. One consequence of this approach was several stages of system tests: factory reception tests, CERN reception tests, integration tests , short-circuit tests and commissioning on the final load in the LHC tunnel. The majority of the power converters for LHC have now been delivered, integrated into complete converter and high-precision performance testing is well advanced. This paper presents the techniques used for high-precision testing and the results obtained.
Precision and accuracy in radiotherapy
International Nuclear Information System (INIS)
Brenner, J.D.
1989-01-01
The required precision due to random errors in the delivery of fractionated dose regime is considered. It is argued that suggestions that 1-3% precision is needed may be unnecessarily conservative. It is further suggested that random and systematic errors should not be combined with equal weight to yield an overall target uncertainty in dose delivery, systematic errors being of greater significance. The authors conclude that imprecise dose delivery and inaccurate dose delivery affect patient-cure results differently. Whereas, for example, a 10% inaccuracy in dose delivery would be quite catastrophic in the case considered here, a corresponding imprecision would have a much smaller effect on overall success rates. (author). 14 refs.; 2 figs
Precision electroweak physics at LEP
Energy Technology Data Exchange (ETDEWEB)
Mannelli, M.
1994-12-01
Copious event statistics, a precise understanding of the LEP energy scale, and a favorable experimental situation at the Z{sup 0} resonance have allowed the LEP experiments to provide both dramatic confirmation of the Standard Model of strong and electroweak interactions and to place substantially improved constraints on the parameters of the model. The author concentrates on those measurements relevant to the electroweak sector. It will be seen that the precision of these measurements probes sensitively the structure of the Standard Model at the one-loop level, where the calculation of the observables measured at LEP is affected by the value chosen for the top quark mass. One finds that the LEP measurements are consistent with the Standard Model, but only if the mass of the top quark is measured to be within a restricted range of about 20 GeV.
Environment-assisted precision measurement
DEFF Research Database (Denmark)
Goldstein, G.; Cappellaro, P.; Maze, J. R.
2011-01-01
We describe a method to enhance the sensitivity of precision measurements that takes advantage of the environment of a quantum sensor to amplify the response of the sensor to weak external perturbations. An individual qubit is used to sense the dynamics of surrounding ancillary qubits, which...... are in turn affected by the external field to be measured. The resulting sensitivity enhancement is determined by the number of ancillas that are coupled strongly to the sensor qubit; it does not depend on the exact values of the coupling strengths and is resilient to many forms of decoherence. The method...... achieves nearly Heisenberg-limited precision measurement, using a novel class of entangled states. We discuss specific applications to improve clock sensitivity using trapped ions and magnetic sensing based on electronic spins in diamond...
Precise object tracking under deformation
International Nuclear Information System (INIS)
Saad, M.H
2010-01-01
The precise object tracking is an essential issue in several serious applications such as; robot vision, automated surveillance (civil and military), inspection, biomedical image analysis, video coding, motion segmentation, human-machine interface, visualization, medical imaging, traffic systems, satellite imaging etc. This frame-work focuses on the precise object tracking under deformation such as scaling , rotation, noise, blurring and change of illumination. This research is a trail to solve these serious problems in visual object tracking by which the quality of the overall system will be improved. Developing a three dimensional (3D) geometrical model to determine the current pose of an object and predict its future location based on FIR model learned by the OLS. This framework presents a robust ranging technique to track a visual target instead of the traditional expensive ranging sensors. The presented research work is applied to real video stream and achieved high precession results.
Fit to Electroweak Precision Data
International Nuclear Information System (INIS)
Erler, Jens
2006-01-01
A brief review of electroweak precision data from LEP, SLC, the Tevatron, and low energies is presented. The global fit to all data including the most recent results on the masses of the top quark and the W boson reinforces the preference for a relatively light Higgs boson. I will also give an outlook on future developments at the Tevatron Run II, CEBAF, the LHC, and the ILC
Precise Object Tracking under Deformation
International Nuclear Information System (INIS)
Saad, M.H.
2010-01-01
The precise object tracking is an essential issue in several serious applications such as; robot vision, automated surveillance (civil and military), inspection, biomedical image analysis, video coding, motion segmentation, human-machine interface, visualization, medical imaging, traffic systems, satellite imaging etc. This framework focuses on the precise object tracking under deformation such as scaling, rotation, noise, blurring and change of illumination. This research is a trail to solve these serious problems in visual object tracking by which the quality of the overall system will be improved. Developing a three dimensional (3D) geometrical model to determine the current pose of an object and predict its future location based on FIR model learned by the OLS. This framework presents a robust ranging technique to track a visual target instead of the traditional expensive ranging sensors. The presented research work is applied to real video stream and achieved high precession results. xiiiThe precise object tracking is an essential issue in several serious applications such as; robot vision, automated surveillance (civil and military), inspection, biomedical image analysis, video coding, motion segmentation, human-machine interface, visualization, medical imaging, traffic systems, satellite imaging etc. This framework focuses on the precise object tracking under deformation such as scaling, rotation, noise, blurring and change of illumination. This research is a trail to solve these serious problems in visual object tracking by which the quality of the overall system will be improved. Developing a three dimensional (3D) geometrical model to determine the current pose of an object and predict its future location based on FIR model learned by the OLS. This framework presents a robust ranging technique to track a visual target instead of the traditional expensive ranging sensors. The presented research work is applied to real video stream and achieved high
Precision measurements of electroweak parameters
Savin, Alexander
2017-01-01
A set of selected precise measurements of the SM parameters from the LHC experiments is discussed. Results on W-mass measurement and forward-backward asymmetry in production of the Drell--Yan events in both dielectron and dimuon decay channels are presented together with results on the effective mixing angle measurements. Electroweak production of the vector bosons in association with two jets is discussed.
Precision titration mini-calorimeter
International Nuclear Information System (INIS)
Ensor, D.; Kullberg, L.; Choppin, G.
1977-01-01
The design and test of a small volume calorimeter of high precision and simple design is described. The calorimeter operates with solution sample volumes in the range of 3 to 5 ml. The results of experiments on the entropy changes for two standard reactions: (1) reaction of tris(hydroxymethyl)aminomethane with hydrochloric acid and (2) reaction between mercury(II) and bromide ions are reported to confirm the accuracy and overall performance of the calorimeter
Fletcher, B. C.
1972-01-01
The critical point of any Bayesian analysis concerns the choice and quantification of the prior information. The effects of prior data on a Bayesian analysis are studied. Comparisons of the maximum likelihood estimator, the Bayesian estimator, and the known failure rate are presented. The results of the many simulated trails are then analyzed to show the region of criticality for prior information being supplied to the Bayesian estimator. In particular, effects of prior mean and variance are determined as a function of the amount of test data available.
Knowledge of Precision Farming Beneficiaries
Directory of Open Access Journals (Sweden)
A.V. Greena
2016-05-01
Full Text Available Precision Farming is one of the many advanced farming practices that make production more efficient by better resource management and reducing wastage. TN-IAMWARM is a world bank funded project aims to improve the farm productivity and income through better water management. The present study was carried out in Kambainallur sub basin of Dharmapuri district with 120 TN-IAMWARM beneficiaries as respondents. The result indicated that more than three fourth (76.67 % of the respondents had high level of knowledge on precision farming technologies which was made possible by the implementation of TN-IAMWARM project. The study further revealed that educational status, occupational status and exposure to agricultural messages had a positive and significant contribution to the knowledge level of the respondents at 0.01 level of probability whereas experience in precision farming and social participation had a positive and significant contribution at 0.05 level of probability.
Casabianca, Jodi M.; Lewis, Charles
2015-01-01
Loglinear smoothing (LLS) estimates the latent trait distribution while making fewer assumptions about its form and maintaining parsimony, thus leading to more precise item response theory (IRT) item parameter estimates than standard marginal maximum likelihood (MML). This article provides the expectation-maximization algorithm for MML estimation…
The Semiparametric Normal Variance-Mean Mixture Model
DEFF Research Database (Denmark)
Korsholm, Lars
1997-01-01
We discuss the normal vairance-mean mixture model from a semi-parametric point of view, i.e. we let the mixing distribution belong to a non parametric family. The main results are consistency of the non parametric maximum likelihood estimat or in this case, and construction of an asymptotically...... normal and efficient estimator....
MXLKID: a maximum likelihood parameter identifier
International Nuclear Information System (INIS)
Gavel, D.T.
1980-07-01
MXLKID (MaXimum LiKelihood IDentifier) is a computer program designed to identify unknown parameters in a nonlinear dynamic system. Using noisy measurement data from the system, the maximum likelihood identifier computes a likelihood function (LF). Identification of system parameters is accomplished by maximizing the LF with respect to the parameters. The main body of this report briefly summarizes the maximum likelihood technique and gives instructions and examples for running the MXLKID program. MXLKID is implemented LRLTRAN on the CDC7600 computer at LLNL. A detailed mathematical description of the algorithm is given in the appendices. 24 figures, 6 tables
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.
Maximum neutron flux in thermal reactors
International Nuclear Information System (INIS)
Strugar, P.V.
1968-12-01
Direct approach to the problem is to calculate spatial distribution of fuel concentration if the reactor core directly using the condition of maximum neutron flux and comply with thermal limitations. This paper proved that the problem can be solved by applying the variational calculus, i.e. by using the maximum principle of Pontryagin. Mathematical model of reactor core is based on the two-group neutron diffusion theory with some simplifications which make it appropriate from maximum principle point of view. Here applied theory of maximum principle are suitable for application. The solution of optimum distribution of fuel concentration in the reactor core is obtained in explicit analytical form. The reactor critical dimensions are roots of a system of nonlinear equations and verification of optimum conditions can be done only for specific examples
Maximum allowable load on wheeled mobile manipulators
International Nuclear Information System (INIS)
Habibnejad Korayem, M.; Ghariblu, H.
2003-01-01
This paper develops a computational technique for finding the maximum allowable load of mobile manipulator during a given trajectory. The maximum allowable loads which can be achieved by a mobile manipulator during a given trajectory are limited by the number of factors; probably the dynamic properties of mobile base and mounted manipulator, their actuator limitations and additional constraints applied to resolving the redundancy are the most important factors. To resolve extra D.O.F introduced by the base mobility, additional constraint functions are proposed directly in the task space of mobile manipulator. Finally, in two numerical examples involving a two-link planar manipulator mounted on a differentially driven mobile base, application of the method to determining maximum allowable load is verified. The simulation results demonstrates the maximum allowable load on a desired trajectory has not a unique value and directly depends on the additional constraint functions which applies to resolve the motion redundancy
Maximum phytoplankton concentrations in the sea
DEFF Research Database (Denmark)
Jackson, G.A.; Kiørboe, Thomas
2008-01-01
A simplification of plankton dynamics using coagulation theory provides predictions of the maximum algal concentration sustainable in aquatic systems. These predictions have previously been tested successfully against results from iron fertilization experiments. We extend the test to data collect...
Maximum-Likelihood Detection Of Noncoherent CPM
Divsalar, Dariush; Simon, Marvin K.
1993-01-01
Simplified detectors proposed for use in maximum-likelihood-sequence detection of symbols in alphabet of size M transmitted by uncoded, full-response continuous phase modulation over radio channel with additive white Gaussian noise. Structures of receivers derived from particular interpretation of maximum-likelihood metrics. Receivers include front ends, structures of which depends only on M, analogous to those in receivers of coherent CPM. Parts of receivers following front ends have structures, complexity of which would depend on N.
Optimal Frequency Ranges for Sub-Microsecond Precision Pulsar Timing
Lam, Michael Timothy; McLaughlin, Maura; Cordes, James; Chatterjee, Shami; Lazio, Joseph
2018-01-01
Precision pulsar timing requires optimization against measurement errors and astrophysical variance from the neutron stars themselves and the interstellar medium. We investigate optimization of arrival time precision as a function of radio frequency and bandwidth. We find that increases in bandwidth that reduce the contribution from receiver noise are countered by the strong chromatic dependence of interstellar effects and intrinsic pulse-profile evolution. The resulting optimal frequency range is therefore telescope and pulsar dependent. We demonstrate the results for five pulsars included in current pulsar timing arrays and determine that they are not optimally observed at current center frequencies. We also find that arrival-time precision can be improved by increases in total bandwidth. Wideband receivers centered at high frequencies can reduce required overall integration times and provide significant improvements in arrival time uncertainty by a factor of $\\sim$$\\sqrt{2}$ in most cases, assuming a fixed integration time. We also discuss how timing programs can be extended to pulsars with larger dispersion measures through the use of higher-frequency observations.
A silicon pad shower maximum detector for a Shashlik calorimeter
International Nuclear Information System (INIS)
Alvsvaag, S.J.; Maeland, O.A.; Klovning, A.
1995-01-01
The new luminosity monitor of the DELPHI detector, STIC (Small angle TIle Calorimeter), was built using a Shashlik technique. This technique does not provide longitudinal sampling of the showers, which limits the measurement of the direction of the incident particles and the e-π separation. For these reasons STIC was equipped with a Silicon Pad Shower Maximum Detector (SPSMD). In order to match the silicon detectors to the Shashlick read out by wavelength shifter (WLS) fibers, the silicon wafers had to be drilled with a precision better than 10μm without damaging the active area of the detectors. This paper describes the SPSMD with emphasis on the fabrication techniques and on the components used. Some preliminary results of the detector performance from data taken with a 45GeV electron beam at CERN are presented. (orig.)
Constraining supersymmetry with precision data
International Nuclear Information System (INIS)
Pierce, D.M.; Erler, J.
1997-01-01
We discuss the results of a global fit to precision data in supersymmetric models. We consider both gravity- and gauge-mediated models. As the superpartner spectrum becomes light, the global fit to the data typically results in larger values of χ 2 . We indicate the regions of parameter space which are excluded by the data. We discuss the additional effect of the B(B→X s γ) measurement. Our analysis excludes chargino masses below M Z in the simplest gauge-mediated model with μ>0, with stronger constraints for larger values of tanβ. copyright 1997 American Institute of Physics
High precision Standard Model Physics
International Nuclear Information System (INIS)
Magnin, J.
2009-01-01
The main goal of the LHCb experiment, one of the four large experiments of the Large Hadron Collider, is to try to give answers to the question of why Nature prefers matter over antimatter? This will be done by studying the decay of b quarks and their antimatter partners, b-bar, which will be produced by billions in 14 TeV p-p collisions by the LHC. In addition, as 'beauty' particles mainly decay in charm particles, an interesting program of charm physics will be carried on, allowing to measure quantities as for instance the D 0 -D-bar 0 mixing, with incredible precision.
Electroweak precision measurements in CMS
Dordevic, Milos
2017-01-01
An overview of recent results on electroweak precision measurements from the CMS Collaboration is presented. Studies of the weak boson differential transverse momentum spectra, Z boson angular coefficients, forward-backward asymmetry of Drell-Yan lepton pairs and charge asymmetry of W boson production are made in comparison to the state-of-the-art Monte Carlo generators and theoretical predictions. The results show a good agreement with the Standard Model. As a proof of principle for future W mass measurements, a W-like analysis of the Z boson mass is performed.
Precision proton spectrometers for CMS
Albrow, Michael
2013-01-01
We plan to add high precision tracking- and timing-detectors at z = +/- 240 m to CMS to study exclusive processes p + p -- p + X + p at high luminosity. This enables the LHC to be used as a tagged photon-photon collider, with X = l+l- and W+W-, and as a "tagged" gluon-gluon collider (with a spectator gluon) for QCD studies with jets. A second stage at z = 240 m would allow observations of exclusive Higgs boson production.
Precise Analysis of String Expressions
DEFF Research Database (Denmark)
Christensen, Aske Simon; Møller, Anders; Schwartzbach, Michael Ignatieff
2003-01-01
We perform static analysis of Java programs to answer a simple question: which values may occur as results of string expressions? The answers are summarized for each expression by a regular language that is guaranteed to contain all possible values. We present several applications of this analysis...... are automatically produced. We present extensive benchmarks demonstrating that the analysis is efficient and produces results of useful precision......., including statically checking the syntax of dynamically generated expressions, such as SQL queries. Our analysis constructs flow graphs from class files and generates a context-free grammar with a nonterminal for each string expression. The language of this grammar is then widened into a regular language...
Directory of Open Access Journals (Sweden)
Andy eClark
2013-05-01
Full Text Available An appreciation of the many roles of ‘precision-weighting’ (upping the gain on select populations of prediction error units opens the door to better accounts of planning and ‘offline simulation’, makes suggestive contact with large bodies of work on embodied and situated cognition, and offers new perspectives on the ‘active brain’. Combined with the complex affordances of language and culture, and operating against the essential backdrop of a variety of more biologically basic ploys and stratagems, the result is a maximally context-sensitive, restless, constantly self-reconfiguring architecture.
Thin films for precision optics
International Nuclear Information System (INIS)
Araujo, J.F.; Maurici, N.; Castro, J.C. de
1983-01-01
The technology of producing dielectric and/or metallic thin films for high precision optical components is discussed. Computer programs were developed in order to calculate and register, graphically, reflectance and transmittance spectra of multi-layer films. The technology of vacuum evaporation of several materials was implemented in our thin-films laboratory; various films for optics were then developed. The possibility of first calculate film characteristics and then produce the film is of great advantage since it reduces the time required to produce a new type of film and also reduces the cost of the project. (C.L.B.) [pt
Sex versus asex: An analysis of the role of variance conversion.
Lewis-Pye, Andrew E M; Montalbán, Antonio
2017-04-01
The question as to why most complex organisms reproduce sexually remains a very active research area in evolutionary biology. Theories dating back to Weismann have suggested that the key may lie in the creation of increased variability in offspring, causing enhanced response to selection. Under appropriate conditions, selection is known to result in the generation of negative linkage disequilibrium, with the effect of recombination then being to increase genetic variance by reducing these negative associations between alleles. It has therefore been a matter of significant interest to understand precisely those conditions resulting in negative linkage disequilibrium, and to recognise also the conditions in which the corresponding increase in genetic variation will be advantageous. Here, we prove rigorous results for the multi-locus case, detailing the build up of negative linkage disequilibrium, and describing the long term effect on population fitness for models with and without bounds on fitness contributions from individual alleles. Under the assumption of large but finite bounds on fitness contributions from alleles, the non-linear nature of the effect of recombination on a population presents serious obstacles in finding the genetic composition of populations at equilibrium, and in establishing convergence to those equilibria. We describe techniques for analysing the long term behaviour of sexual and asexual populations for such models, and use these techniques to establish conditions resulting in higher fitnesses for sexually reproducing populations. Copyright © 2017 Elsevier Inc. All rights reserved.
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...
Precision luminosity measurements at LHCb
Aaij, Roel; Adinolfi, Marco; Affolder, Anthony; Ajaltouni, Ziad; Akar, Simon; Albrecht, Johannes; Alessio, Federico; Alexander, Michael; Ali, Suvayu; Alkhazov, Georgy; Alvarez Cartelle, Paula; Alves Jr, Antonio Augusto; Amato, Sandra; Amerio, Silvia; Amhis, Yasmine; An, Liupan; Anderlini, Lucio; Anderson, Jonathan; Andreassen, Rolf; Andreotti, Mirco; Andrews, Jason; Appleby, Robert; Aquines Gutierrez, Osvaldo; Archilli, Flavio; Artamonov, Alexander; Artuso, Marina; Aslanides, Elie; Auriemma, Giulio; Baalouch, Marouen; Bachmann, Sebastian; Back, John; Badalov, Alexey; Baesso, Clarissa; Baldini, Wander; Barlow, Roger; Barschel, Colin; Barsuk, Sergey; Barter, William; Batozskaya, Varvara; Battista, Vincenzo; Bay, Aurelio; Beaucourt, Leo; Beddow, John; Bedeschi, Franco; Bediaga, Ignacio; Belogurov, Sergey; Belous, Konstantin; Belyaev, Ivan; Ben-Haim, Eli; Bencivenni, Giovanni; Benson, Sean; Benton, Jack; Berezhnoy, Alexander; Bernet, Roland; Bettler, Marc-Olivier; van Beuzekom, Martinus; Bien, Alexander; Bifani, Simone; Bird, Thomas; Bizzeti, Andrea; Bjørnstad, Pål Marius; Blake, Thomas; Blanc, Frédéric; Blouw, Johan; Blusk, Steven; Bocci, Valerio; Bondar, Alexander; Bondar, Nikolay; Bonivento, Walter; Borghi, Silvia; Borgia, Alessandra; Borsato, Martino; Bowcock, Themistocles; Bowen, Espen Eie; Bozzi, Concezio; Brambach, Tobias; Bressieux, Joël; Brett, David; Britsch, Markward; Britton, Thomas; Brodzicka, Jolanta; Brook, Nicholas; Brown, Henry; Bursche, Albert; Buytaert, Jan; Cadeddu, Sandro; Calabrese, Roberto; Calvi, Marta; Calvo Gomez, Miriam; Campana, Pierluigi; Campora Perez, Daniel; Carbone, Angelo; Carboni, Giovanni; Cardinale, Roberta; Cardini, Alessandro; Carson, Laurence; Carvalho Akiba, Kazuyoshi; Casse, Gianluigi; Cassina, Lorenzo; Castillo Garcia, Lucia; Cattaneo, Marco; Cauet, Christophe; Cenci, Riccardo; Charles, Matthew; Charpentier, Philippe; Chefdeville, Maximilien; Chen, Shanzhen; Cheung, Shu-Faye; Chiapolini, Nicola; Chrzaszcz, Marcin; Ciba, Krzystof; Cid Vidal, Xabier; Ciezarek, Gregory; Clarke, Peter; Clemencic, Marco; Cliff, Harry; Closier, Joel; Coco, Victor; Cogan, Julien; Cogneras, Eric; Cojocariu, Lucian; Collazuol, Gianmaria; Collins, Paula; Comerma-Montells, Albert; Contu, Andrea; Cook, Andrew; Coombes, Matthew; Coquereau, Samuel; Corti, Gloria; Corvo, Marco; Counts, Ian; Couturier, Benjamin; Cowan, Greig; Craik, Daniel Charles; Cruz Torres, Melissa Maria; Cunliffe, Samuel; Currie, Robert; D'Ambrosio, Carmelo; Dalseno, Jeremy; David, Pascal; David, Pieter; Davis, Adam; De Bruyn, Kristof; De Capua, Stefano; De Cian, Michel; De Miranda, Jussara; De Paula, Leandro; De Silva, Weeraddana; De Simone, Patrizia; Dean, Cameron Thomas; Decamp, Daniel; Deckenhoff, Mirko; Del Buono, Luigi; Déléage, Nicolas; Derkach, Denis; Deschamps, Olivier; Dettori, Francesco; Di Canto, Angelo; Dijkstra, Hans; Donleavy, Stephanie; Dordei, Francesca; Dorigo, Mirco; Dosil Suárez, Alvaro; Dossett, David; Dovbnya, Anatoliy; Dreimanis, Karlis; Dujany, Giulio; Dupertuis, Frederic; Durante, Paolo; Dzhelyadin, Rustem; Dziurda, Agnieszka; Dzyuba, Alexey; Easo, Sajan; Egede, Ulrik; Egorychev, Victor; Eidelman, Semen; Eisenhardt, Stephan; Eitschberger, Ulrich; Ekelhof, Robert; Eklund, Lars; El Rifai, Ibrahim; Elsasser, Christian; Ely, Scott; Esen, Sevda; Evans, Hannah Mary; Evans, Timothy; Falabella, Antonio; Färber, Christian; Farinelli, Chiara; Farley, Nathanael; Farry, Stephen; Fay, Robert; Ferguson, Dianne; Fernandez Albor, Victor; Ferreira Rodrigues, Fernando; Ferro-Luzzi, Massimiliano; Filippov, Sergey; Fiore, Marco; Fiorini, Massimiliano; Firlej, Miroslaw; Fitzpatrick, Conor; Fiutowski, Tomasz; Fol, Philip; Fontana, Marianna; Fontanelli, Flavio; Forty, Roger; Francisco, Oscar; Frank, Markus; Frei, Christoph; Frosini, Maddalena; Fu, Jinlin; Furfaro, Emiliano; Gallas Torreira, Abraham; Galli, Domenico; Gallorini, Stefano; Gambetta, Silvia; Gandelman, Miriam; Gandini, Paolo; Gao, Yuanning; García Pardiñas, Julián; Garofoli, Justin; Garra Tico, Jordi; Garrido, Lluis; Gascon, David; Gaspar, Clara; Gauld, Rhorry; Gavardi, Laura; Geraci, Angelo; Gersabeck, Evelina; Gersabeck, Marco; Gershon, Timothy; Ghez, Philippe; Gianelle, Alessio; Gianì, Sebastiana; Gibson, Valerie; Giubega, Lavinia-Helena; Gligorov, V.V.; Göbel, Carla; Golubkov, Dmitry; Golutvin, Andrey; Gomes, Alvaro; Gotti, Claudio; Grabalosa Gándara, Marc; Graciani Diaz, Ricardo; Granado Cardoso, Luis Alberto; Graugés, Eugeni; Graziani, Giacomo; Grecu, Alexandru; Greening, Edward; Gregson, Sam; Griffith, Peter; Grillo, Lucia; Grünberg, Oliver; Gui, Bin; Gushchin, Evgeny; Guz, Yury; Gys, Thierry; Hadjivasiliou, Christos; Haefeli, Guido; Haen, Christophe; Haines, Susan; Hall, Samuel; Hamilton, Brian; Hampson, Thomas; Han, Xiaoxue; Hansmann-Menzemer, Stephanie; Harnew, Neville; Harnew, Samuel; Harrison, Jonathan; He, Jibo; Head, Timothy; Heijne, Veerle; Hennessy, Karol; Henrard, Pierre; Henry, Louis; Hernando Morata, Jose Angel; van Herwijnen, Eric; Heß, Miriam; Hicheur, Adlène; Hill, Donal; Hoballah, Mostafa; Hombach, Christoph; Hulsbergen, Wouter; Hunt, Philip; Hussain, Nazim; Hutchcroft, David; Hynds, Daniel; Idzik, Marek; Ilten, Philip; Jacobsson, Richard; Jaeger, Andreas; Jalocha, Pawel; Jans, Eddy; Jaton, Pierre; Jawahery, Abolhassan; Jing, Fanfan; John, Malcolm; Johnson, Daniel; Jones, Christopher; Joram, Christian; Jost, Beat; Jurik, Nathan; Kandybei, Sergii; Kanso, Walaa; Karacson, Matthias; Karbach, Moritz; Karodia, Sarah; Kelsey, Matthew; Kenyon, Ian; Ketel, Tjeerd; Khanji, Basem; Khurewathanakul, Chitsanu; Klaver, Suzanne; Klimaszewski, Konrad; Kochebina, Olga; Kolpin, Michael; Komarov, Ilya; Koopman, Rose; Koppenburg, Patrick; Korolev, Mikhail; Kozlinskiy, Alexandr; Kravchuk, Leonid; Kreplin, Katharina; Kreps, Michal; Krocker, Georg; Krokovny, Pavel; Kruse, Florian; Kucewicz, Wojciech; Kucharczyk, Marcin; Kudryavtsev, Vasily; Kurek, Krzysztof; Kvaratskheliya, Tengiz; La Thi, Viet Nga; Lacarrere, Daniel; Lafferty, George; Lai, Adriano; Lambert, Dean; Lambert, Robert W; Lanfranchi, Gaia; Langenbruch, Christoph; Langhans, Benedikt; Latham, Thomas; Lazzeroni, Cristina; Le Gac, Renaud; van Leerdam, Jeroen; Lees, Jean-Pierre; Lefèvre, Regis; Leflat, Alexander; Lefrançois, Jacques; Leo, Sabato; Leroy, Olivier; Lesiak, Tadeusz; Leverington, Blake; Li, Yiming; Likhomanenko, Tatiana; Liles, Myfanwy; Lindner, Rolf; Linn, Christian; Lionetto, Federica; Liu, Bo; Lohn, Stefan; Longstaff, Iain; Lopes, Jose; Lopez-March, Neus; Lowdon, Peter; Lu, Haiting; Lucchesi, Donatella; Luo, Haofei; Lupato, Anna; Luppi, Eleonora; Lupton, Oliver; Machefert, Frederic; Machikhiliyan, Irina V; Maciuc, Florin; Maev, Oleg; Malde, Sneha; Malinin, Alexander; Manca, Giulia; Mancinelli, Giampiero; Mapelli, Alessandro; Maratas, Jan; Marchand, Jean François; Marconi, Umberto; Marin Benito, Carla; Marino, Pietro; Märki, Raphael; Marks, Jörg; Martellotti, Giuseppe; Martens, Aurelien; Martín Sánchez, Alexandra; Martinelli, Maurizio; Martinez Santos, Diego; Martinez Vidal, Fernando; Martins Tostes, Danielle; Massafferri, André; Matev, Rosen; Mathe, Zoltan; Matteuzzi, Clara; Maurin, Brice; Mazurov, Alexander; McCann, Michael; McCarthy, James; McNab, Andrew; McNulty, Ronan; McSkelly, Ben; Meadows, Brian; Meier, Frank; Meissner, Marco; Merk, Marcel; Milanes, Diego Alejandro; Minard, Marie-Noelle; Moggi, Niccolò; Molina Rodriguez, Josue; Monteil, Stephane; Morandin, Mauro; Morawski, Piotr; Mordà, Alessandro; Morello, Michael Joseph; Moron, Jakub; Morris, Adam Benjamin; Mountain, Raymond; Muheim, Franz; Müller, Katharina; Mussini, Manuel; Muster, Bastien; Naik, Paras; Nakada, Tatsuya; Nandakumar, Raja; Nasteva, Irina; Needham, Matthew; Neri, Nicola; Neubert, Sebastian; Neufeld, Niko; Neuner, Max; Nguyen, Anh Duc; Nguyen, Thi-Dung; Nguyen-Mau, Chung; Nicol, Michelle; Niess, Valentin; Niet, Ramon; Nikitin, Nikolay; Nikodem, Thomas; Novoselov, Alexey; O'Hanlon, Daniel Patrick; Oblakowska-Mucha, Agnieszka; Obraztsov, Vladimir; Oggero, Serena; Ogilvy, Stephen; Okhrimenko, Oleksandr; Oldeman, Rudolf; Onderwater, Gerco; Orlandea, Marius; Otalora Goicochea, Juan Martin; Owen, Patrick; Oyanguren, Maria Arantza; Pal, Bilas Kanti; Palano, Antimo; Palombo, Fernando; Palutan, Matteo; Panman, Jacob; Papanestis, Antonios; Pappagallo, Marco; Pappalardo, Luciano; Parkes, Christopher; Parkinson, Christopher John; Passaleva, Giovanni; Patel, Girish; Patel, Mitesh; Patrignani, Claudia; Pearce, Alex; Pellegrino, Antonio; Pepe Altarelli, Monica; Perazzini, Stefano; Perret, Pascal; Perrin-Terrin, Mathieu; Pescatore, Luca; Pesen, Erhan; Pessina, Gianluigi; Petridis, Konstantin; Petrolini, Alessandro; Picatoste Olloqui, Eduardo; Pietrzyk, Boleslaw; Pilař, Tomas; Pinci, Davide; Pistone, Alessandro; Playfer, Stephen; Plo Casasus, Maximo; Polci, Francesco; Poluektov, Anton; Polycarpo, Erica; Popov, Alexander; Popov, Dmitry; Popovici, Bogdan; Potterat, Cédric; Price, Eugenia; Price, Joseph David; Prisciandaro, Jessica; Pritchard, Adrian; Prouve, Claire; Pugatch, Valery; Puig Navarro, Albert; Punzi, Giovanni; Qian, Wenbin; Rachwal, Bartolomiej; Rademacker, Jonas; Rakotomiaramanana, Barinjaka; Rama, Matteo; Rangel, Murilo; Raniuk, Iurii; Rauschmayr, Nathalie; Raven, Gerhard; Redi, Federico; Reichert, Stefanie; Reid, Matthew; dos Reis, Alberto; Ricciardi, Stefania; Richards, Sophie; Rihl, Mariana; Rinnert, Kurt; Rives Molina, Vincente; Robbe, Patrick; Rodrigues, Ana Barbara; Rodrigues, Eduardo; Rodriguez Perez, Pablo; Roiser, Stefan; Romanovsky, Vladimir; Romero Vidal, Antonio; Rotondo, Marcello; Rouvinet, Julien; Ruf, Thomas; Ruiz, Hugo; Ruiz Valls, Pablo; Saborido Silva, Juan Jose; Sagidova, Naylya; Sail, Paul; Saitta, Biagio; Salustino Guimaraes, Valdir; Sanchez Mayordomo, Carlos; Sanmartin Sedes, Brais; Santacesaria, Roberta; Santamarina Rios, Cibran; Santovetti, Emanuele; Sarti, Alessio; Satriano, Celestina; Satta, Alessia; Saunders, Daniel Martin; Savrina, Darya; Schiller, Manuel; Schindler, Heinrich; Schlupp, Maximilian; Schmelling, Michael; Schmidt, Burkhard; Schneider, Olivier; Schopper, Andreas; Schubiger, Maxime; Schune, Marie Helene; Schwemmer, Rainer; Sciascia, Barbara; Sciubba, Adalberto; Semennikov, Alexander; Sepp, Indrek; Serra, Nicola; Serrano, Justine; Sestini, Lorenzo; Seyfert, Paul; Shapkin, Mikhail; Shapoval, Illya; Shcheglov, Yury; Shears, Tara; Shekhtman, Lev; Shevchenko, Vladimir; Shires, Alexander; Silva Coutinho, Rafael; Simi, Gabriele; Sirendi, Marek; Skidmore, Nicola; Skwarnicki, Tomasz; Smith, Anthony; Smith, Edmund; Smith, Eluned; Smith, Jackson; Smith, Mark; Snoek, Hella; Sokoloff, Michael; Soler, Paul; Soomro, Fatima; Souza, Daniel; Souza De Paula, Bruno; Spaan, Bernhard; Sparkes, Ailsa; Spradlin, Patrick; Sridharan, Srikanth; Stagni, Federico; Stahl, Marian; Stahl, Sascha; Steinkamp, Olaf; Stenyakin, Oleg; Stevenson, Scott; Stoica, Sabin; Stone, Sheldon; Storaci, Barbara; Stracka, Simone; Straticiuc, Mihai; Straumann, Ulrich; Stroili, Roberto; Subbiah, Vijay Kartik; Sun, Liang; Sutcliffe, William; Swientek, Krzysztof; Swientek, Stefan; Syropoulos, Vasileios; Szczekowski, Marek; Szczypka, Paul; Szumlak, Tomasz; T'Jampens, Stephane; Teklishyn, Maksym; Tellarini, Giulia; Teubert, Frederic; Thomas, Christopher; Thomas, Eric; van Tilburg, Jeroen; Tisserand, Vincent; Tobin, Mark; Tolk, Siim; Tomassetti, Luca; Tonelli, Diego; Topp-Joergensen, Stig; Torr, Nicholas; Tournefier, Edwige; Tourneur, Stephane; Tran, Minh Tâm; Tresch, Marco; Trisovic, Ana; Tsaregorodtsev, Andrei; Tsopelas, Panagiotis; Tuning, Niels; Ubeda Garcia, Mario; Ukleja, Artur; Ustyuzhanin, Andrey; Uwer, Ulrich; Vacca, Claudia; Vagnoni, Vincenzo; Valenti, Giovanni; Vallier, Alexis; Vazquez Gomez, Ricardo; Vazquez Regueiro, Pablo; Vázquez Sierra, Carlos; Vecchi, Stefania; Velthuis, Jaap; Veltri, Michele; Veneziano, Giovanni; Vesterinen, Mika; Viaud, Benoit; Vieira, Daniel; Vieites Diaz, Maria; Vilasis-Cardona, Xavier; Vollhardt, Achim; Volyanskyy, Dmytro; Voong, David; Vorobyev, Alexey; Vorobyev, Vitaly; Voß, Christian; de Vries, Jacco; Waldi, Roland; Wallace, Charlotte; Wallace, Ronan; Walsh, John; Wandernoth, Sebastian; Wang, Jianchun; Ward, David; Watson, Nigel; Websdale, David; Whitehead, Mark; Wicht, Jean; Wiedner, Dirk; Wilkinson, Guy; Williams, Matthew; Williams, Mike; Wilschut, Hans; Wilson, Fergus; Wimberley, Jack; Wishahi, Julian; Wislicki, Wojciech; Witek, Mariusz; Wormser, Guy; Wotton, Stephen; Wright, Simon; Wyllie, Kenneth; Xie, Yuehong; Xing, Zhou; Xu, Zhirui; Yang, Zhenwei; Yuan, Xuhao; Yushchenko, Oleg; Zangoli, Maria; Zavertyaev, Mikhail; Zhang, Liming; Zhang, Wen Chao; Zhang, Yanxi; Zhelezov, Alexey; Zhokhov, Anatoly; Zhong, Liang; Zvyagin, Alexander
2014-12-05
Measuring cross-sections at the LHC requires the luminosity to be determined accurately at each centre-of-mass energy $\\sqrt{s}$. In this paper results are reported from the luminosity calibrations carried out at the LHC interaction point 8 with the LHCb detector for $\\sqrt{s}$ = 2.76, 7 and 8 TeV (proton-proton collisions) and for $\\sqrt{s_{NN}}$ = 5 TeV (proton-lead collisions). Both the "van der Meer scan" and "beam-gas imaging" luminosity calibration methods were employed. It is observed that the beam density profile cannot always be described by a function that is factorizable in the two transverse coordinates. The introduction of a two-dimensional description of the beams improves significantly the consistency of the results. For proton-proton interactions at $\\sqrt{s}$ = 8 TeV a relative precision of the luminosity calibration of 1.47% is obtained using van der Meer scans and 1.43% using beam-gas imaging, resulting in a combined precision of 1.12%. Applying the calibration to the full data set determin...
Laser precision microfabrication in Japan
Miyamoto, Isamu; Ooie, Toshihiko; Takeno, Shozui
2000-11-01
Electronic devices such as handy phones and micro computers have been rapidly expanding their market recent years due to their enhanced performance, down sizing and cost down. This has been realized by the innovation in the precision micro- fabrication technology of semiconductors and printed wiring circuit boards (PWB) where laser technologies such as lithography, drilling, trimming, welding and soldering play an important role. In phot lithography, for instance, KrF excimer lasers having a resolution of 0.18 micrometers has been used in production instead of mercury lamp. Laser drilling of PWB has been increased up to over 1000 holes per second, and approximately 800 laser drilling systems of PWB are expected to be delivered in the world market this year, and most of these laser processing systems are manufactured in Japan. Trend of laser micro-fabrication in Japanese industry is described along with recent topics of R&D, government supported project and future tasks of industrial laser precision micro-fabrication on the basis of the survey conducted by Japan laser Processing Society.
Precision experiments in electroweak interactions
International Nuclear Information System (INIS)
Swartz, M.L.
1990-03-01
The electroweak theory of Glashow, Weinberg, and Salam (GWS) has become one of the twin pillars upon which our understanding of all particle physics phenomena rests. It is a brilliant achievement that qualitatively and quantitatively describes all of the vast quantity of experimental data that have been accumulated over some forty years. Note that the word quantitatively must be qualified. The low energy limiting cases of the GWS theory, Quantum Electrodynamics and the V-A Theory of Weak Interactions, have withstood rigorous testing. The high energy synthesis of these ideas, the GWS theory, has not yet been subjected to comparably precise scrutiny. The recent operation of a new generation of proton-antiproton (p bar p) and electron-positron (e + e - ) colliders has made it possible to produce and study large samples of the electroweak gauge bosons W ± and Z 0 . We expect that these facilities will enable very precise tests of the GWS theory to be performed in the near future. In keeping with the theme of this Institute, Physics at the 100 GeV Mass Scale, these lectures will explore the current status and the near-future prospects of these experiments
Antihydrogen production and precision experiments
International Nuclear Information System (INIS)
Nieto, M.M.; Goldman, T.; Holzscheiter, M.H.
1996-01-01
The study of CPT invariance with the highest achievable precision in all particle sectors is of fundamental importance for physics. Equally important is the question of the gravitational acceleration of antimatter. In recent years, impressive progress has been achieved in capturing antiprotons in specially designed Penning traps, in cooling them to energies of a few milli-electron volts, and in storing them for hours in a small volume of space. Positrons have been accumulated in large numbers in similar traps, and low energy positron or positronium beams have been generated. Finally, steady progress has been made in trapping and cooling neutral atoms. Thus the ingredients to form antihydrogen at rest are at hand. Once antihydrogen atoms have been captured at low energy, spectroscopic methods can be applied to interrogate their atomic structure with extremely high precision and compare it to its normal matter counterpart, the hydrogen atom. Especially the 1S-2S transition, with a lifetime of the excited state of 122 msec and thereby a natural linewidth of 5 parts in 10 16 , offers in principle the possibility to directly compare matter and antimatter properties at a level of 1 part in 10 16
Laser fusion and precision engineering
International Nuclear Information System (INIS)
Nakai, Sadao
1989-01-01
The development of laser nuclear fusion energy for attaining the self supply of energy in Japan and establishing the future perspective as the nation is based in the wide fields of high level science and technology. Therefore to its promotion, large expectation is placed as the powerful traction for the development of creative science and technology which are particularly necessary in Japan. The research on laser nuclear fusion advances steadily in the elucidation of the physics of pellet implosion which is its basic concept and compressed plasma parameters. In September, 1986, the number of neutron generation 10 13 , and in October, 1988, the high density compression 600 times as high as solid density have been achieved. Based on these results, now the laser nuclear fusion is in the situation to begin the attainment of ignition condition for nuclear fusion and the realization of break even. The optical components, high power laser technology, fuel pellet production, high resolution measurement, the simulation of implosion using a supercomputer and so on are closely related to precision engineering. In this report, the mechanism of laser nuclear fusion, the present status of its research, and the basic technologies and precision engineering are described. (K.I.)