Covariance Applications in Criticality Safety, Light Water Reactor Analysis, and Spent Fuel Characterization

DOE PAGES

Williams, M. L.; Wiarda, D.; Ilas, G.; ...

2014-06-15

Recently, we processed a new covariance data library based on ENDF/B-VII.1 for the SCALE nuclear analysis code system. The multigroup covariance data are discussed here, along with testing and application results for critical benchmark experiments. Moreover, the cross section covariance library, along with covariances for fission product yields and decay data, is used to compute uncertainties in the decay heat produced by a burned reactor fuel assembly.

Pu239 Cross-Section Variations Based on Experimental Uncertainties and Covariances

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sigeti, David Edward; Williams, Brian J.; Parsons, D. Kent

2016-10-18

Algorithms and software have been developed for producing variations in plutonium-239 neutron cross sections based on experimental uncertainties and covariances. The varied cross-section sets may be produced as random samples from the multi-variate normal distribution defined by an experimental mean vector and covariance matrix, or they may be produced as Latin-Hypercube/Orthogonal-Array samples (based on the same means and covariances) for use in parametrized studies. The variations obey two classes of constraints that are obligatory for cross-section sets and which put related constraints on the mean vector and covariance matrix that detemine the sampling. Because the experimental means and covariances domore » not obey some of these constraints to sufficient precision, imposing the constraints requires modifying the experimental mean vector and covariance matrix. Modification is done with an algorithm based on linear algebra that minimizes changes to the means and covariances while insuring that the operations that impose the different constraints do not conflict with each other.« less

A Comparison of Methods for Estimating the Determinant of High-Dimensional Covariance Matrix.

PubMed

Hu, Zongliang; Dong, Kai; Dai, Wenlin; Tong, Tiejun

2017-09-21

The determinant of the covariance matrix for high-dimensional data plays an important role in statistical inference and decision. It has many real applications including statistical tests and information theory. Due to the statistical and computational challenges with high dimensionality, little work has been proposed in the literature for estimating the determinant of high-dimensional covariance matrix. In this paper, we estimate the determinant of the covariance matrix using some recent proposals for estimating high-dimensional covariance matrix. Specifically, we consider a total of eight covariance matrix estimation methods for comparison. Through extensive simulation studies, we explore and summarize some interesting comparison results among all compared methods. We also provide practical guidelines based on the sample size, the dimension, and the correlation of the data set for estimating the determinant of high-dimensional covariance matrix. Finally, from a perspective of the loss function, the comparison study in this paper may also serve as a proxy to assess the performance of the covariance matrix estimation.

Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models.

PubMed

Garcia, Tanya P; Ma, Yanyuan

2017-10-01

We develop consistent and efficient estimation of parameters in general regression models with mismeasured covariates. We assume the model error and covariate distributions are unspecified, and the measurement error distribution is a general parametric distribution with unknown variance-covariance. We construct root- n consistent, asymptotically normal and locally efficient estimators using the semiparametric efficient score. We do not estimate any unknown distribution or model error heteroskedasticity. Instead, we form the estimator under possibly incorrect working distribution models for the model error, error-prone covariate, or both. Empirical results demonstrate robustness to different incorrect working models in homoscedastic and heteroskedastic models with error-prone covariates.

Remediating Non-Positive Definite State Covariances for Collision Probability Estimation

NASA Technical Reports Server (NTRS)

Hall, Doyle T.; Hejduk, Matthew D.; Johnson, Lauren C.

2017-01-01

The NASA Conjunction Assessment Risk Analysis team estimates the probability of collision (Pc) for a set of Earth-orbiting satellites. The Pc estimation software processes satellite position+velocity states and their associated covariance matri-ces. On occasion, the software encounters non-positive definite (NPD) state co-variances, which can adversely affect or prevent the Pc estimation process. Inter-polation inaccuracies appear to account for the majority of such covariances, alt-hough other mechanisms contribute also. This paper investigates the origin of NPD state covariance matrices, three different methods for remediating these co-variances when and if necessary, and the associated effects on the Pc estimation process.

Precomputing Process Noise Covariance for Onboard Sequential Filters

NASA Technical Reports Server (NTRS)

Olson, Corwin G.; Russell, Ryan P.; Carpenter, J. Russell

2017-01-01

Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis studies is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.

Precomputing Process Noise Covariance for Onboard Sequential Filters

NASA Technical Reports Server (NTRS)

Olson, Corwin G.; Russell, Ryan P.; Carpenter, J. Russell

2017-01-01

Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory, using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis publications is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.

Covariate Imbalance and Precision in Measuring Treatment Effects

ERIC Educational Resources Information Center

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…

Dangers in Using Analysis of Covariance Procedures.

ERIC Educational Resources Information Center

Campbell, Kathleen T.

Problems associated with the use of analysis of covariance (ANCOVA) as a statistical control technique are explained. Three problems relate to the use of "OVA" methods (analysis of variance, analysis of covariance, multivariate analysis of variance, and multivariate analysis of covariance) in general. These are: (1) the wasting of information when…

Structural Analysis of Covariance and Correlation Matrices.

ERIC Educational Resources Information Center

Joreskog, Karl G.

1978-01-01

A general approach to analysis of covariance structures is considered, in which the variances and covariances or correlations of the observed variables are directly expressed in terms of the parameters of interest. The statistical problems of identification, estimation and testing of such covariance or correlation structures are discussed.…

An Upper Bound on High Speed Satellite Collision Probability When Only One Object has Position Uncertainty Information

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2015-01-01

Upper bounds on high speed satellite collision probability, PC †, have been investigated. Previous methods assume an individual position error covariance matrix is available for each object. The two matrices being combined into a single, relative position error covariance matrix. Components of the combined error covariance are then varied to obtain a maximum PC. If error covariance information for only one of the two objects was available, either some default shape has been used or nothing could be done. An alternative is presented that uses the known covariance information along with a critical value of the missing covariance to obtain an approximate but potentially useful Pc upper bound.

Covariant diagrams for one-loop matching

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Zhengkang

Here, we present a diagrammatic formulation of recently-revived covariant functional approaches to one-loop matching from an ultraviolet (UV) theory to a low-energy effective field theory. Various terms following from a covariant derivative expansion (CDE) are represented by diagrams which, unlike conventional Feynman diagrams, involve gauge-covariant quantities and are thus dubbed "covariant diagrams." The use of covariant diagrams helps organize and simplify one-loop matching calculations, which we illustrate with examples. Of particular interest is the derivation of UV model-independent universal results, which reduce matching calculations of specific UV models to applications of master formulas. We also show how such derivation canmore » be done in a more concise manner than the previous literature, and discuss how additional structures that are not directly captured by existing universal results, including mixed heavy-light loops, open covariant derivatives, and mixed statistics, can be easily accounted for.« less

Covariant diagrams for one-loop matching

DOE PAGES

Zhang, Zhengkang

2017-05-30

Here, we present a diagrammatic formulation of recently-revived covariant functional approaches to one-loop matching from an ultraviolet (UV) theory to a low-energy effective field theory. Various terms following from a covariant derivative expansion (CDE) are represented by diagrams which, unlike conventional Feynman diagrams, involve gauge-covariant quantities and are thus dubbed "covariant diagrams." The use of covariant diagrams helps organize and simplify one-loop matching calculations, which we illustrate with examples. Of particular interest is the derivation of UV model-independent universal results, which reduce matching calculations of specific UV models to applications of master formulas. We also show how such derivation canmore » be done in a more concise manner than the previous literature, and discuss how additional structures that are not directly captured by existing universal results, including mixed heavy-light loops, open covariant derivatives, and mixed statistics, can be easily accounted for.« less

Bayes linear covariance matrix adjustment

NASA Astrophysics Data System (ADS)

Wilkinson, Darren J.

1995-12-01

In this thesis, a Bayes linear methodology for the adjustment of covariance matrices is presented and discussed. A geometric framework for quantifying uncertainties about covariance matrices is set up, and an inner-product for spaces of random matrices is motivated and constructed. The inner-product on this space captures aspects of our beliefs about the relationship between covariance matrices of interest to us, providing a structure rich enough for us to adjust beliefs about unknown matrices in the light of data such as sample covariance matrices, exploiting second-order exchangeability and related specifications to obtain representations allowing analysis. Adjustment is associated with orthogonal projection, and illustrated with examples of adjustments for some common problems. The problem of adjusting the covariance matrices underlying exchangeable random vectors is tackled and discussed. Learning about the covariance matrices associated with multivariate time series dynamic linear models is shown to be amenable to a similar approach. Diagnostics for matrix adjustments are also discussed.

Bayesian Analysis of Structural Equation Models with Nonlinear Covariates and Latent Variables

ERIC Educational Resources Information Center

Song, Xin-Yuan; Lee, Sik-Yum

2006-01-01

In this article, we formulate a nonlinear structural equation model (SEM) that can accommodate covariates in the measurement equation and nonlinear terms of covariates and exogenous latent variables in the structural equation. The covariates can come from continuous or discrete distributions. A Bayesian approach is developed to analyze the…

Eliciting Systematic Rule Use in Covariation Judgment [the Early Years].

ERIC Educational Resources Information Center

Shaklee, Harriet; Paszek, Donald

Related research suggests that children may show some simple understanding of event covariations by the early elementary school years. The present experiments use a rule analysis methodology to investigate covariation judgments of children in this age range. In Experiment 1, children in second, third and fourth grade judged covariations on 12…

Hidden Covariation Detection Produces Faster, Not Slower, Social Judgments

ERIC Educational Resources Information Center

Barker, Lynne A.; Andrade, Jackie

2006-01-01

In P. Lewicki's (1986b) demonstration of hidden covariation detection (HCD), responses of participants were slower to faces that corresponded with a covariation encountered previously than to faces with novel covariations. This slowing contrasts with the typical finding that priming leads to faster responding and suggests that HCD is a unique type…

Structural covariance networks across the life span, from 6 to 94 years of age.

PubMed

DuPre, Elizabeth; Spreng, R Nathan

2017-10-01

Structural covariance examines covariation of gray matter morphology between brain regions and across individuals. Despite significant interest in the influence of age on structural covariance patterns, no study to date has provided a complete life span perspective-bridging childhood with early, middle, and late adulthood-on the development of structural covariance networks. Here, we investigate the life span trajectories of structural covariance in six canonical neurocognitive networks: default, dorsal attention, frontoparietal control, somatomotor, ventral attention, and visual. By combining data from five open-access data sources, we examine the structural covariance trajectories of these networks from 6 to 94 years of age in a sample of 1,580 participants. Using partial least squares, we show that structural covariance patterns across the life span exhibit two significant, age-dependent trends. The first trend is a stable pattern whose integrity declines over the life span. The second trend is an inverted-U that differentiates young adulthood from other age groups. Hub regions, including posterior cingulate cortex and anterior insula, appear particularly influential in the expression of this second age-dependent trend. Overall, our results suggest that structural covariance provides a reliable definition of neurocognitive networks across the life span and reveal both shared and network-specific trajectories.

A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance.

PubMed

Zheng, Binqi; Fu, Pengcheng; Li, Baoqing; Yuan, Xiaobing

2018-03-07

The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system. To resolve this problem, this paper proposes a robust adaptive UKF (RAUKF) to improve the accuracy and robustness of state estimation with uncertain noise covariance. More specifically, at each timestep, a standard UKF will be implemented first to obtain the state estimations using the new acquired measurement data. Then an online fault-detection mechanism is adopted to judge if it is necessary to update current noise covariance. If necessary, innovation-based method and residual-based method are used to calculate the estimations of current noise covariance of process and measurement, respectively. By utilizing a weighting factor, the filter will combine the last noise covariance matrices with the estimations as the new noise covariance matrices. Finally, the state estimations will be corrected according to the new noise covariance matrices and previous state estimations. Compared with the standard UKF and other adaptive UKF algorithms, RAUKF converges faster to the actual noise covariance and thus achieves a better performance in terms of robustness, accuracy, and computation for nonlinear estimation with uncertain noise covariance, which is demonstrated by the simulation results.

A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance

PubMed Central

Zheng, Binqi; Yuan, Xiaobing

2018-01-01

The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system. To resolve this problem, this paper proposes a robust adaptive UKF (RAUKF) to improve the accuracy and robustness of state estimation with uncertain noise covariance. More specifically, at each timestep, a standard UKF will be implemented first to obtain the state estimations using the new acquired measurement data. Then an online fault-detection mechanism is adopted to judge if it is necessary to update current noise covariance. If necessary, innovation-based method and residual-based method are used to calculate the estimations of current noise covariance of process and measurement, respectively. By utilizing a weighting factor, the filter will combine the last noise covariance matrices with the estimations as the new noise covariance matrices. Finally, the state estimations will be corrected according to the new noise covariance matrices and previous state estimations. Compared with the standard UKF and other adaptive UKF algorithms, RAUKF converges faster to the actual noise covariance and thus achieves a better performance in terms of robustness, accuracy, and computation for nonlinear estimation with uncertain noise covariance, which is demonstrated by the simulation results. PMID:29518960

Structural covariance networks across the life span, from 6 to 94 years of age

PubMed Central

DuPre, Elizabeth; Spreng, R. Nathan

2017-01-01

Structural covariance examines covariation of gray matter morphology between brain regions and across individuals. Despite significant interest in the influence of age on structural covariance patterns, no study to date has provided a complete life span perspective—bridging childhood with early, middle, and late adulthood—on the development of structural covariance networks. Here, we investigate the life span trajectories of structural covariance in six canonical neurocognitive networks: default, dorsal attention, frontoparietal control, somatomotor, ventral attention, and visual. By combining data from five open-access data sources, we examine the structural covariance trajectories of these networks from 6 to 94 years of age in a sample of 1,580 participants. Using partial least squares, we show that structural covariance patterns across the life span exhibit two significant, age-dependent trends. The first trend is a stable pattern whose integrity declines over the life span. The second trend is an inverted-U that differentiates young adulthood from other age groups. Hub regions, including posterior cingulate cortex and anterior insula, appear particularly influential in the expression of this second age-dependent trend. Overall, our results suggest that structural covariance provides a reliable definition of neurocognitive networks across the life span and reveal both shared and network-specific trajectories. PMID:29855624

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

PubMed

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

2013-07-01

Age-specific variances and covariances in reproductive success shape the total variance in lifetime reproductive success (LRS), age-specific opportunities for selection, and population demographic variance and effective size. Age-specific (co)variances in reproductive success achieved through different reproductive routes must therefore be quantified to predict population, phenotypic and evolutionary dynamics in age-structured populations. While numerous studies have quantified age-specific variation in mean reproductive success, age-specific variances and covariances in reproductive success, and the contributions of different reproductive routes to these (co)variances, have not been comprehensively quantified in natural populations. We applied 'additive' and 'independent' methods of variance decomposition to complete data describing apparent (social) and realised (genetic) age-specific reproductive success across 11 cohorts of socially monogamous but genetically polygynandrous song sparrows (Melospiza melodia). We thereby quantified age-specific (co)variances in male within-pair and extra-pair reproductive success (WPRS and EPRS) and the contributions of these (co)variances to the total variances in age-specific reproductive success and LRS. 'Additive' decomposition showed that within-age and among-age (co)variances in WPRS across males aged 2-4 years contributed most to the total variance in LRS. Age-specific (co)variances in EPRS contributed relatively little. However, extra-pair reproduction altered age-specific variances in reproductive success relative to the social mating system, and hence altered the relative contributions of age-specific reproductive success to the total variance in LRS. 'Independent' decomposition showed that the (co)variances in age-specific WPRS, EPRS and total reproductive success, and the resulting opportunities for selection, varied substantially across males that survived to each age. Furthermore, extra-pair reproduction increased the variance in age-specific reproductive success relative to the social mating system to a degree that increased across successive age classes. This comprehensive decomposition of the total variances in age-specific reproductive success and LRS into age-specific (co)variances attributable to two reproductive routes showed that within-age and among-age covariances contributed substantially to the total variance and that extra-pair reproduction can alter the (co)variance structure of age-specific reproductive success. Such covariances and impacts should consequently be integrated into theoretical assessments of demographic and evolutionary processes in age-structured populations. © 2013 The Authors. Journal of Animal Ecology © 2013 British Ecological Society.

Structural covariance of brain region volumes is associated with both structural connectivity and transcriptomic similarity.

PubMed

Yee, Yohan; Fernandes, Darren J; French, Leon; Ellegood, Jacob; Cahill, Lindsay S; Vousden, Dulcie A; Spencer Noakes, Leigh; Scholz, Jan; van Eede, Matthijs C; Nieman, Brian J; Sled, John G; Lerch, Jason P

2018-05-18

An organizational pattern seen in the brain, termed structural covariance, is the statistical association of pairs of brain regions in their anatomical properties. These associations, measured across a population as covariances or correlations usually in cortical thickness or volume, are thought to reflect genetic and environmental underpinnings. Here, we examine the biological basis of structural volume covariance in the mouse brain. We first examined large scale associations between brain region volumes using an atlas-based approach that parcellated the entire mouse brain into 318 regions over which correlations in volume were assessed, for volumes obtained from 153 mouse brain images via high-resolution MRI. We then used a seed-based approach and determined, for 108 different seed regions across the brain and using mouse gene expression and connectivity data from the Allen Institute for Brain Science, the variation in structural covariance data that could be explained by distance to seed, transcriptomic similarity to seed, and connectivity to seed. We found that overall, correlations in structure volumes hierarchically clustered into distinct anatomical systems, similar to findings from other studies and similar to other types of networks in the brain, including structural connectivity and transcriptomic similarity networks. Across seeds, this structural covariance was significantly explained by distance (17% of the variation, up to a maximum of 49% for structural covariance to the visceral area of the cortex), transcriptomic similarity (13% of the variation, up to maximum of 28% for structural covariance to the primary visual area) and connectivity (15% of the variation, up to a maximum of 36% for structural covariance to the intermediate reticular nucleus in the medulla) of covarying structures. Together, distance, connectivity, and transcriptomic similarity explained 37% of structural covariance, up to a maximum of 63% for structural covariance to the visceral area. Additionally, this pattern of explained variation differed spatially across the brain, with transcriptomic similarity playing a larger role in the cortex than subcortex, while connectivity explains structural covariance best in parts of the cortex, midbrain, and hindbrain. These results suggest that both gene expression and connectivity underlie structural volume covariance, albeit to different extents depending on brain region, and this relationship is modulated by distance. Copyright © 2018. Published by Elsevier Inc.

Measuring continuous baseline covariate imbalances in clinical trial data

PubMed Central

Ciolino, Jody D.; Martin, Renee’ H.; Zhao, Wenle; Hill, Michael D.; Jauch, Edward C.; Palesch, Yuko Y.

2014-01-01

This paper presents and compares several methods of measuring continuous baseline covariate imbalance in clinical trial data. Simulations illustrate that though the t-test is an inappropriate method of assessing continuous baseline covariate imbalance, the test statistic itself is a robust measure in capturing imbalance in continuous covariate distributions. Guidelines to assess effects of imbalance on bias, type I error rate, and power for hypothesis test for treatment effect on continuous outcomes are presented, and the benefit of covariate-adjusted analysis (ANCOVA) is also illustrated. PMID:21865270

Covariance of fluid-turbulence theory.

PubMed

Ariki, Taketo

2015-05-01

Covariance of physical quantities in fluid-turbulence theory and their governing equations under generalized coordinate transformation is discussed. It is shown that the velocity fluctuation and its governing law have a covariance under far wider group of coordinate transformation than that of conventional Euclidean invariance, and, as a natural consequence, various correlations and their governing laws are shown to be formulated in covariant manners under this wider transformation group. In addition, it is also shown that the covariance of the Reynolds stress is tightly connected to the objectivity of the mean flow.

Stable Estimation of a Covariance Matrix Guided by Nuclear Norm Penalties

PubMed Central

Chi, Eric C.; Lange, Kenneth

2014-01-01

Estimation of a covariance matrix or its inverse plays a central role in many statistical methods. For these methods to work reliably, estimated matrices must not only be invertible but also well-conditioned. The current paper introduces a novel prior to ensure a well-conditioned maximum a posteriori (MAP) covariance estimate. The prior shrinks the sample covariance estimator towards a stable target and leads to a MAP estimator that is consistent and asymptotically efficient. Thus, the MAP estimator gracefully transitions towards the sample covariance matrix as the number of samples grows relative to the number of covariates. The utility of the MAP estimator is demonstrated in two standard applications – discriminant analysis and EM clustering – in this sampling regime. PMID:25143662

Parametric Covariance Model for Horizon-Based Optical Navigation

NASA Technical Reports Server (NTRS)

Hikes, Jacob; Liounis, Andrew J.; Christian, John A.

2016-01-01

This Note presents an entirely parametric version of the covariance for horizon-based optical navigation measurements. The covariance can be written as a function of only the spacecraft position, two sensor design parameters, the illumination direction, the size of the observed planet, the size of the lit arc to be used, and the total number of observed horizon points. As a result, one may now more clearly understand the sensitivity of horizon-based optical navigation performance as a function of these key design parameters, which is insight that was obscured in previous (and nonparametric) versions of the covariance. Finally, the new parametric covariance is shown to agree with both the nonparametric analytic covariance and results from a Monte Carlo analysis.

Partial covariance based functional connectivity computation using Ledoit-Wolf covariance regularization.

PubMed

Brier, Matthew R; Mitra, Anish; McCarthy, John E; Ances, Beau M; Snyder, Abraham Z

2015-11-01

Functional connectivity refers to shared signals among brain regions and is typically assessed in a task free state. Functional connectivity commonly is quantified between signal pairs using Pearson correlation. However, resting-state fMRI is a multivariate process exhibiting a complicated covariance structure. Partial covariance assesses the unique variance shared between two brain regions excluding any widely shared variance, hence is appropriate for the analysis of multivariate fMRI datasets. However, calculation of partial covariance requires inversion of the covariance matrix, which, in most functional connectivity studies, is not invertible owing to rank deficiency. Here we apply Ledoit-Wolf shrinkage (L2 regularization) to invert the high dimensional BOLD covariance matrix. We investigate the network organization and brain-state dependence of partial covariance-based functional connectivity. Although RSNs are conventionally defined in terms of shared variance, removal of widely shared variance, surprisingly, improved the separation of RSNs in a spring embedded graphical model. This result suggests that pair-wise unique shared variance plays a heretofore unrecognized role in RSN covariance organization. In addition, application of partial correlation to fMRI data acquired in the eyes open vs. eyes closed states revealed focal changes in uniquely shared variance between the thalamus and visual cortices. This result suggests that partial correlation of resting state BOLD time series reflect functional processes in addition to structural connectivity. Copyright © 2015 Elsevier Inc. All rights reserved.

Fitting direct covariance structures by the MSTRUCT modeling language of the CALIS procedure.

PubMed

Yung, Yiu-Fai; Browne, Michael W; Zhang, Wei

2015-02-01

This paper demonstrates the usefulness and flexibility of the general structural equation modelling (SEM) approach to fitting direct covariance patterns or structures (as opposed to fitting implied covariance structures from functional relationships among variables). In particular, the MSTRUCT modelling language (or syntax) of the CALIS procedure (SAS/STAT version 9.22 or later: SAS Institute, 2010) is used to illustrate the SEM approach. The MSTRUCT modelling language supports a direct covariance pattern specification of each covariance element. It also supports the input of additional independent and dependent parameters. Model tests, fit statistics, estimates, and their standard errors are then produced under the general SEM framework. By using numerical and computational examples, the following tests of basic covariance patterns are illustrated: sphericity, compound symmetry, and multiple-group covariance patterns. Specification and testing of two complex correlation structures, the circumplex pattern and the composite direct product models with or without composite errors and scales, are also illustrated by the MSTRUCT syntax. It is concluded that the SEM approach offers a general and flexible modelling of direct covariance and correlation patterns. In conjunction with the use of SAS macros, the MSTRUCT syntax provides an easy-to-use interface for specifying and fitting complex covariance and correlation structures, even when the number of variables or parameters becomes large. © 2014 The British Psychological Society.

Evaluation of Approaches to Deal with Low-Frequency Nuisance Covariates in Population Pharmacokinetic Analyses.

PubMed

Lagishetty, Chakradhar V; Duffull, Stephen B

2015-11-01

Clinical studies include occurrences of rare variables, like genotypes, which due to their frequency and strength render their effects difficult to estimate from a dataset. Variables that influence the estimated value of a model-based parameter are termed covariates. It is often difficult to determine if such an effect is significant, since type I error can be inflated when the covariate is rare. Their presence may have either an insubstantial effect on the parameters of interest, hence are ignorable, or conversely they may be influential and therefore non-ignorable. In the case that these covariate effects cannot be estimated due to power and are non-ignorable, then these are considered nuisance, in that they have to be considered but due to type 1 error are of limited interest. This study assesses methods of handling nuisance covariate effects. The specific objectives include (1) calibrating the frequency of a covariate that is associated with type 1 error inflation, (2) calibrating its strength that renders it non-ignorable and (3) evaluating methods for handling these non-ignorable covariates in a nonlinear mixed effects model setting. Type 1 error was determined for the Wald test. Methods considered for handling the nuisance covariate effects were case deletion, Box-Cox transformation and inclusion of a specific fixed effects parameter. Non-ignorable nuisance covariates were found to be effectively handled through addition of a fixed effect parameter.

Cross-population myelination covariance of human cerebral cortex.

PubMed

Ma, Zhiwei; Zhang, Nanyin

2017-09-01

Cross-population covariance of brain morphometric quantities provides a measure of interareal connectivity, as it is believed to be determined by the coordinated neurodevelopment of connected brain regions. Although useful, structural covariance analysis predominantly employed bulky morphological measures with mixed compartments, whereas studies of the structural covariance of any specific subdivisions such as myelin are rare. Characterizing myelination covariance is of interest, as it will reveal connectivity patterns determined by coordinated development of myeloarchitecture between brain regions. Using myelin content MRI maps from the Human Connectome Project, here we showed that the cortical myelination covariance was highly reproducible, and exhibited a brain organization similar to that previously revealed by other connectivity measures. Additionally, the myelination covariance network shared common topological features of human brain networks such as small-worldness. Furthermore, we found that the correlation between myelination covariance and resting-state functional connectivity (RSFC) was uniform within each resting-state network (RSN), but could considerably vary across RSNs. Interestingly, this myelination covariance-RSFC correlation was appreciably stronger in sensory and motor networks than cognitive and polymodal association networks, possibly due to their different circuitry structures. This study has established a new brain connectivity measure specifically related to axons, and this measure can be valuable to investigating coordinated myeloarchitecture development. Hum Brain Mapp 38:4730-4743, 2017. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

A cautionary note on the use of the Analysis of Covariance (ANCOVA) in classification designs with and without within-subject factors

PubMed Central

Schneider, Bruce A.; Avivi-Reich, Meital; Mozuraitis, Mindaugas

2015-01-01

A number of statistical textbooks recommend using an analysis of covariance (ANCOVA) to control for the effects of extraneous factors that might influence the dependent measure of interest. However, it is not generally recognized that serious problems of interpretation can arise when the design contains comparisons of participants sampled from different populations (classification designs). Designs that include a comparison of younger and older adults, or a comparison of musicians and non-musicians are examples of classification designs. In such cases, estimates of differences among groups can be contaminated by differences in the covariate population means across groups. A second problem of interpretation will arise if the experimenter fails to center the covariate measures (subtracting the mean covariate score from each covariate score) whenever the design contains within-subject factors. Unless the covariate measures on the participants are centered, estimates of within-subject factors are distorted, and significant increases in Type I error rates, and/or losses in power can occur when evaluating the effects of within-subject factors. This paper: (1) alerts potential users of ANCOVA of the need to center the covariate measures when the design contains within-subject factors, and (2) indicates how they can avoid biases when one cannot assume that the expected value of the covariate measure is the same for all of the groups in a classification design. PMID:25954230

Partial covariance based functional connectivity computation using Ledoit-Wolf covariance regularization

PubMed Central

Brier, Matthew R.; Mitra, Anish; McCarthy, John E.; Ances, Beau M.; Snyder, Abraham Z.

2015-01-01

Functional connectivity refers to shared signals among brain regions and is typically assessed in a task free state. Functional connectivity commonly is quantified between signal pairs using Pearson correlation. However, resting-state fMRI is a multivariate process exhibiting a complicated covariance structure. Partial covariance assesses the unique variance shared between two brain regions excluding any widely shared variance, hence is appropriate for the analysis of multivariate fMRI datasets. However, calculation of partial covariance requires inversion of the covariance matrix, which, in most functional connectivity studies, is not invertible owing to rank deficiency. Here we apply Ledoit-Wolf shrinkage (L2 regularization) to invert the high dimensional BOLD covariance matrix. We investigate the network organization and brain-state dependence of partial covariance-based functional connectivity. Although RSNs are conventionally defined in terms of shared variance, removal of widely shared variance, surprisingly, improved the separation of RSNs in a spring embedded graphical model. This result suggests that pair-wise unique shared variance plays a heretofore unrecognized role in RSN covariance organization. In addition, application of partial correlation to fMRI data acquired in the eyes open vs. eyes closed states revealed focal changes in uniquely shared variance between the thalamus and visual cortices. This result suggests that partial correlation of resting state BOLD time series reflect functional processes in addition to structural connectivity. PMID:26208872

Perturbative approach to covariance matrix of the matter power spectrum

NASA Astrophysics Data System (ADS)

Mohammed, Irshad; Seljak, Uroš; Vlah, Zvonimir

2017-04-01

We evaluate the covariance matrix of the matter power spectrum using perturbation theory up to dominant terms at 1-loop order and compare it to numerical simulations. We decompose the covariance matrix into the disconnected (Gaussian) part, trispectrum from the modes outside the survey (supersample variance) and trispectrum from the modes inside the survey, and show how the different components contribute to the overall covariance matrix. We find the agreement with the simulations is at a 10 per cent level up to k ˜ 1 h Mpc-1. We show that all the connected components are dominated by the large-scale modes (k < 0.1 h Mpc-1), regardless of the value of the wave vectors k, k΄ of the covariance matrix, suggesting that one must be careful in applying the jackknife or bootstrap methods to the covariance matrix. We perform an eigenmode decomposition of the connected part of the covariance matrix, showing that at higher k, it is dominated by a single eigenmode. The full covariance matrix can be approximated as the disconnected part only, with the connected part being treated as an external nuisance parameter with a known scale dependence, and a known prior on its variance for a given survey volume. Finally, we provide a prescription for how to evaluate the covariance matrix from small box simulations without the need to simulate large volumes.

Earth Observation System Flight Dynamics System Covariance Realism

NASA Technical Reports Server (NTRS)

Zaidi, Waqar H.; Tracewell, David

2016-01-01

This presentation applies a covariance realism technique to the National Aeronautics and Space Administration (NASA) Earth Observation System (EOS) Aqua and Aura spacecraft based on inferential statistics. The technique consists of three parts: collection calculation of definitive state estimates through orbit determination, calculation of covariance realism test statistics at each covariance propagation point, and proper assessment of those test statistics.

The Misspecification of the Covariance Structures in Multilevel Models for Single-Case Data: A Monte Carlo Simulation Study

ERIC Educational Resources Information Center

Moeyaert, Mariola; Ugille, Maaike; Ferron, John M.; Beretvas, S. Natasha; Van den Noortgate, Wim

2016-01-01

The impact of misspecifying covariance matrices at the second and third levels of the three-level model is evaluated. Results indicate that ignoring existing covariance has no effect on the treatment effect estimate. In addition, the between-case variance estimates are unbiased when covariance is either modeled or ignored. If the research interest…

Forest ecosystem respiration estimated from eddy covariance and chamber measurements under high turbulence and substantial tree mortality from bark beetles

Treesearch

Heather N. Speckman; John M. Frank; John B. Bradford; Brianna L. Miles; William J. Massman; William J. Parton; Michael G. Ryan

2015-01-01

Eddy covariance nighttime fluxes are uncertain due to potential measurement biases. Many studies report eddy covariance nighttime flux lower than flux from extrapolated chamber measurements, despite corrections for low turbulence. We compared eddy covariance and chamber estimates of ecosystem respiration at the GLEES Ameriflux site over seven growing seasons under high...

Retrodictive determinism. [covariant and transformational behavior of tensor fields in hydrodynamics and thermodynamics

NASA Technical Reports Server (NTRS)

Kiehn, R. M.

1976-01-01

With respect to irreversible, non-homeomorphic maps, contravariant and covariant tensor fields have distinctly natural covariance and transformational behavior. For thermodynamic processes which are non-adiabatic, the fact that the process cannot be represented by a homeomorphic map emphasizes the logical arrow of time, an idea which encompasses a principle of retrodictive determinism for covariant tensor fields.

Power and money in cluster randomized trials: when is it worth measuring a covariate?

PubMed

Moerbeek, Mirjam

2006-08-15

The power to detect a treatment effect in cluster randomized trials can be increased by increasing the number of clusters. An alternative is to include covariates into the regression model that relates treatment condition to outcome. In this paper, formulae are derived in order to evaluate both strategies on basis of their costs. It is shown that the strategy that uses covariates is more cost-efficient in detecting a treatment effect when the costs to measure these covariates are small and the correlation between the covariates and outcome is sufficiently large. The minimum required correlation depends on the cluster size, and the costs to recruit a cluster and to measure the covariate, relative to the costs to recruit a person. Measuring a covariate that varies at the person level only is recommended when cluster sizes are small and the costs to recruit and measure a cluster are large. Measuring a cluster level covariate is recommended when cluster sizes are large and the costs to recruit and measure a cluster are small. An illustrative example shows the use of the formulae in a practical setting. Copyright 2006 John Wiley & Sons, Ltd.

Covariance Manipulation for Conjunction Assessment

NASA Technical Reports Server (NTRS)

Hejduk, M. D.

2016-01-01

The manipulation of space object covariances to try to provide additional or improved information to conjunction risk assessment is not an uncommon practice. Types of manipulation include fabricating a covariance when it is missing or unreliable to force the probability of collision (Pc) to a maximum value ('PcMax'), scaling a covariance to try to improve its realism or see the effect of covariance volatility on the calculated Pc, and constructing the equivalent of an epoch covariance at a convenient future point in the event ('covariance forecasting'). In bringing these methods to bear for Conjunction Assessment (CA) operations, however, some do not remain fully consistent with best practices for conducting risk management, some seem to be of relatively low utility, and some require additional information before they can contribute fully to risk analysis. This study describes some basic principles of modern risk management (following the Kaplan construct) and then examines the PcMax and covariance forecasting paradigms for alignment with these principles; it then further examines the expected utility of these methods in the modern CA framework. Both paradigms are found to be not without utility, but only in situations that are somewhat carefully circumscribed.

Spatio-Temporal EEG Models for Brain Interfaces

PubMed Central

Gonzalez-Navarro, P.; Moghadamfalahi, M.; Akcakaya, M.; Erdogmus, D.

2016-01-01

Multichannel electroencephalography (EEG) is widely used in non-invasive brain computer interfaces (BCIs) for user intent inference. EEG can be assumed to be a Gaussian process with unknown mean and autocovariance, and the estimation of parameters is required for BCI inference. However, the relatively high dimensionality of the EEG feature vectors with respect to the number of labeled observations lead to rank deficient covariance matrix estimates. In this manuscript, to overcome ill-conditioned covariance estimation, we propose a structure for the covariance matrices of the multichannel EEG signals. Specifically, we assume that these covariances can be modeled as a Kronecker product of temporal and spatial covariances. Our results over the experimental data collected from the users of a letter-by-letter typing BCI show that with less number of parameter estimations, the system can achieve higher classification accuracies compared to a method that uses full unstructured covariance estimation. Moreover, in order to illustrate that the proposed Kronecker product structure could enable shortening the BCI calibration data collection sessions, using Cramer-Rao bound analysis on simulated data, we demonstrate that a model with structured covariance matrices will achieve the same estimation error as a model with no covariance structure using fewer labeled EEG observations. PMID:27713590

Functional mapping of reaction norms to multiple environmental signals through nonparametric covariance estimation

PubMed Central

2011-01-01

Background The identification of genes or quantitative trait loci that are expressed in response to different environmental factors such as temperature and light, through functional mapping, critically relies on precise modeling of the covariance structure. Previous work used separable parametric covariance structures, such as a Kronecker product of autoregressive one [AR(1)] matrices, that do not account for interaction effects of different environmental factors. Results We implement a more robust nonparametric covariance estimator to model these interactions within the framework of functional mapping of reaction norms to two signals. Our results from Monte Carlo simulations show that this estimator can be useful in modeling interactions that exist between two environmental signals. The interactions are simulated using nonseparable covariance models with spatio-temporal structural forms that mimic interaction effects. Conclusions The nonparametric covariance estimator has an advantage over separable parametric covariance estimators in the detection of QTL location, thus extending the breadth of use of functional mapping in practical settings. PMID:21269481

AFCI-2.0 Library of Neutron Cross Section Covariances

DOE Office of Scientific and Technical Information (OSTI.GOV)

Herman, M.; Herman,M.; Oblozinsky,P.

2011-06-26

Neutron cross section covariance library has been under development by BNL-LANL collaborative effort over the last three years. The primary purpose of the library is to provide covariances for the Advanced Fuel Cycle Initiative (AFCI) data adjustment project, which is focusing on the needs of fast advanced burner reactors. The covariances refer to central values given in the 2006 release of the U.S. neutron evaluated library ENDF/B-VII. The preliminary version (AFCI-2.0beta) has been completed in October 2010 and made available to the users for comments. In the final 2.0 release, covariances for a few materials were updated, in particular newmore » LANL evaluations for {sup 238,240}Pu and {sup 241}Am were adopted. BNL was responsible for covariances for structural materials and fission products, management of the library and coordination of the work, while LANL was in charge of covariances for light nuclei and for actinides.« less

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

PubMed Central

Patton, J. L.; Hubbe, A.; Marroig, G.

2016-01-01

Phenotypic (co)variation is a prerequisite for evolutionary change, and understanding how (co)variation evolves is of crucial importance to the biological sciences. Theoretical models predict that under directional selection, phenotypic (co)variation should evolve in step with the underlying adaptive landscape, increasing the degree of correlation among co-selected traits as well as the amount of genetic variance in the direction of selection. Whether either of these outcomes occurs in natural populations is an open question and thus an important gap in evolutionary theory. Here, we documented changes in the phenotypic (co)variation structure in two separate natural populations in each of two chipmunk species (Tamias alpinus and T. speciosus) undergoing directional selection. In populations where selection was strongest (those of T. alpinus), we observed changes, at least for one population, in phenotypic (co)variation that matched theoretical expectations, namely an increase of both phenotypic integration and (co)variance in the direction of selection and a re-alignment of the major axis of variation with the selection gradient. PMID:27881744

Covariance descriptor fusion for target detection

NASA Astrophysics Data System (ADS)

Cukur, Huseyin; Binol, Hamidullah; Bal, Abdullah; Yavuz, Fatih

2016-05-01

Target detection is one of the most important topics for military or civilian applications. In order to address such detection tasks, hyperspectral imaging sensors provide useful images data containing both spatial and spectral information. Target detection has various challenging scenarios for hyperspectral images. To overcome these challenges, covariance descriptor presents many advantages. Detection capability of the conventional covariance descriptor technique can be improved by fusion methods. In this paper, hyperspectral bands are clustered according to inter-bands correlation. Target detection is then realized by fusion of covariance descriptor results based on the band clusters. The proposed combination technique is denoted Covariance Descriptor Fusion (CDF). The efficiency of the CDF is evaluated by applying to hyperspectral imagery to detect man-made objects. The obtained results show that the CDF presents better performance than the conventional covariance descriptor.

UDU/T/ covariance factorization for Kalman filtering

NASA Technical Reports Server (NTRS)

Thornton, C. L.; Bierman, G. J.

1980-01-01

There has been strong motivation to produce numerically stable formulations of the Kalman filter algorithms because it has long been known that the original discrete-time Kalman formulas are numerically unreliable. Numerical instability can be avoided by propagating certain factors of the estimate error covariance matrix rather than the covariance matrix itself. This paper documents filter algorithms that correspond to the covariance factorization P = UDU(T), where U is a unit upper triangular matrix and D is diagonal. Emphasis is on computational efficiency and numerical stability, since these properties are of key importance in real-time filter applications. The history of square-root and U-D covariance filters is reviewed. Simple examples are given to illustrate the numerical inadequacy of the Kalman covariance filter algorithms; these examples show how factorization techniques can give improved computational reliability.

Covariance Manipulation for Conjunction Assessment

NASA Technical Reports Server (NTRS)

Hejduk, M. D.

2016-01-01

Use of probability of collision (Pc) has brought sophistication to CA. Made possible by JSpOC precision catalogue because provides covariance. Has essentially replaced miss distance as basic CA parameter. Embrace of Pc has elevated methods to 'manipulate' covariance to enable/improve CA calculations. Two such methods to be examined here; compensation for absent or unreliable covariances through 'Maximum Pc' calculation constructs, projection (not propagation) of epoch covariances forward in time to try to enable better risk assessments. Two questions to be answered about each; situations to which such approaches are properly applicable, amount of utility that such methods offer.

Computation of transform domain covariance matrices

NASA Technical Reports Server (NTRS)

Fino, B. J.; Algazi, V. R.

1975-01-01

It is often of interest in applications to compute the covariance matrix of a random process transformed by a fast unitary transform. Here, the recursive definition of fast unitary transforms is used to derive recursive relations for the covariance matrices of the transformed process. These relations lead to fast methods of computation of covariance matrices and to substantial reductions of the number of arithmetic operations required.

Bayesian hierarchical model for large-scale covariance matrix estimation.

PubMed

Zhu, Dongxiao; Hero, Alfred O

2007-12-01

Many bioinformatics problems implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy due to "overfitting." We cast the large-scale covariance matrix estimation problem into the Bayesian hierarchical model framework, and introduce dependency between covariance parameters. We demonstrate the advantages of our approaches over the traditional approaches using simulations and OMICS data analysis.

Comparison of bias-corrected covariance estimators for MMRM analysis in longitudinal data with dropouts.

PubMed

Gosho, Masahiko; Hirakawa, Akihiro; Noma, Hisashi; Maruo, Kazushi; Sato, Yasunori

2017-10-01

In longitudinal clinical trials, some subjects will drop out before completing the trial, so their measurements towards the end of the trial are not obtained. Mixed-effects models for repeated measures (MMRM) analysis with "unstructured" (UN) covariance structure are increasingly common as a primary analysis for group comparisons in these trials. Furthermore, model-based covariance estimators have been routinely used for testing the group difference and estimating confidence intervals of the difference in the MMRM analysis using the UN covariance. However, using the MMRM analysis with the UN covariance could lead to convergence problems for numerical optimization, especially in trials with a small-sample size. Although the so-called sandwich covariance estimator is robust to misspecification of the covariance structure, its performance deteriorates in settings with small-sample size. We investigated the performance of the sandwich covariance estimator and covariance estimators adjusted for small-sample bias proposed by Kauermann and Carroll ( J Am Stat Assoc 2001; 96: 1387-1396) and Mancl and DeRouen ( Biometrics 2001; 57: 126-134) fitting simpler covariance structures through a simulation study. In terms of the type 1 error rate and coverage probability of confidence intervals, Mancl and DeRouen's covariance estimator with compound symmetry, first-order autoregressive (AR(1)), heterogeneous AR(1), and antedependence structures performed better than the original sandwich estimator and Kauermann and Carroll's estimator with these structures in the scenarios where the variance increased across visits. The performance based on Mancl and DeRouen's estimator with these structures was nearly equivalent to that based on the Kenward-Roger method for adjusting the standard errors and degrees of freedom with the UN structure. The model-based covariance estimator with the UN structure under unadjustment of the degrees of freedom, which is frequently used in applications, resulted in substantial inflation of the type 1 error rate. We recommend the use of Mancl and DeRouen's estimator in MMRM analysis if the number of subjects completing is ( n + 5) or less, where n is the number of planned visits. Otherwise, the use of Kenward and Roger's method with UN structure should be the best way.

How large are the consequences of covariate imbalance in cluster randomized trials: a simulation study with a continuous outcome and a binary covariate at the cluster level.

PubMed

Moerbeek, Mirjam; van Schie, Sander

2016-07-11

The number of clusters in a cluster randomized trial is often low. It is therefore likely random assignment of clusters to treatment conditions results in covariate imbalance. There are no studies that quantify the consequences of covariate imbalance in cluster randomized trials on parameter and standard error bias and on power to detect treatment effects. The consequences of covariance imbalance in unadjusted and adjusted linear mixed models are investigated by means of a simulation study. The factors in this study are the degree of imbalance, the covariate effect size, the cluster size and the intraclass correlation coefficient. The covariate is binary and measured at the cluster level; the outcome is continuous and measured at the individual level. The results show covariate imbalance results in negligible parameter bias and small standard error bias in adjusted linear mixed models. Ignoring the possibility of covariate imbalance while calculating the sample size at the cluster level may result in a loss in power of at most 25 % in the adjusted linear mixed model. The results are more severe for the unadjusted linear mixed model: parameter biases up to 100 % and standard error biases up to 200 % may be observed. Power levels based on the unadjusted linear mixed model are often too low. The consequences are most severe for large clusters and/or small intraclass correlation coefficients since then the required number of clusters to achieve a desired power level is smallest. The possibility of covariate imbalance should be taken into account while calculating the sample size of a cluster randomized trial. Otherwise more sophisticated methods to randomize clusters to treatments should be used, such as stratification or balance algorithms. All relevant covariates should be carefully identified, be actually measured and included in the statistical model to avoid severe levels of parameter and standard error bias and insufficient power levels.

Estimation of genetic connectedness diagnostics based on prediction errors without the prediction error variance-covariance matrix.

PubMed

Holmes, John B; Dodds, Ken G; Lee, Michael A

2017-03-02

An important issue in genetic evaluation is the comparability of random effects (breeding values), particularly between pairs of animals in different contemporary groups. This is usually referred to as genetic connectedness. While various measures of connectedness have been proposed in the literature, there is general agreement that the most appropriate measure is some function of the prediction error variance-covariance matrix. However, obtaining the prediction error variance-covariance matrix is computationally demanding for large-scale genetic evaluations. Many alternative statistics have been proposed that avoid the computational cost of obtaining the prediction error variance-covariance matrix, such as counts of genetic links between contemporary groups, gene flow matrices, and functions of the variance-covariance matrix of estimated contemporary group fixed effects. In this paper, we show that a correction to the variance-covariance matrix of estimated contemporary group fixed effects will produce the exact prediction error variance-covariance matrix averaged by contemporary group for univariate models in the presence of single or multiple fixed effects and one random effect. We demonstrate the correction for a series of models and show that approximations to the prediction error matrix based solely on the variance-covariance matrix of estimated contemporary group fixed effects are inappropriate in certain circumstances. Our method allows for the calculation of a connectedness measure based on the prediction error variance-covariance matrix by calculating only the variance-covariance matrix of estimated fixed effects. Since the number of fixed effects in genetic evaluation is usually orders of magnitudes smaller than the number of random effect levels, the computational requirements for our method should be reduced.

Generating survival times to simulate Cox proportional hazards models with time-varying covariates.

PubMed

Austin, Peter C

2012-12-20

Simulations and Monte Carlo methods serve an important role in modern statistical research. They allow for an examination of the performance of statistical procedures in settings in which analytic and mathematical derivations may not be feasible. A key element in any statistical simulation is the existence of an appropriate data-generating process: one must be able to simulate data from a specified statistical model. We describe data-generating processes for the Cox proportional hazards model with time-varying covariates when event times follow an exponential, Weibull, or Gompertz distribution. We consider three types of time-varying covariates: first, a dichotomous time-varying covariate that can change at most once from untreated to treated (e.g., organ transplant); second, a continuous time-varying covariate such as cumulative exposure at a constant dose to radiation or to a pharmaceutical agent used for a chronic condition; third, a dichotomous time-varying covariate with a subject being able to move repeatedly between treatment states (e.g., current compliance or use of a medication). In each setting, we derive closed-form expressions that allow one to simulate survival times so that survival times are related to a vector of fixed or time-invariant covariates and to a single time-varying covariate. We illustrate the utility of our closed-form expressions for simulating event times by using Monte Carlo simulations to estimate the statistical power to detect as statistically significant the effect of different types of binary time-varying covariates. This is compared with the statistical power to detect as statistically significant a binary time-invariant covariate. Copyright © 2012 John Wiley & Sons, Ltd.

HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS.

PubMed

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2011-01-01

The variance covariance matrix plays a central role in the inferential theories of high dimensional factor models in finance and economics. Popular regularization methods of directly exploiting sparsity are not directly applicable to many financial problems. Classical methods of estimating the covariance matrices are based on the strict factor models, assuming independent idiosyncratic components. This assumption, however, is restrictive in practical applications. By assuming sparse error covariance matrix, we allow the presence of the cross-sectional correlation even after taking out common factors, and it enables us to combine the merits of both methods. We estimate the sparse covariance using the adaptive thresholding technique as in Cai and Liu (2011), taking into account the fact that direct observations of the idiosyncratic components are unavailable. The impact of high dimensionality on the covariance matrix estimation based on the factor structure is then studied.

Definition of Contravariant Velocity Components

NASA Technical Reports Server (NTRS)

Hung, Ching-moa; Kwak, Dochan (Technical Monitor)

2002-01-01

In this paper we have reviewed the basics of tensor analysis in an attempt to clarify some misconceptions regarding contravariant and covariant vector components as used in fluid dynamics. We have indicated that contravariant components are components of a given vector expressed as a unique combination of the covariant base vector system and, vice versa, that the covariant components are components of a vector expressed with the contravariant base vector system. Mathematically, expressing a vector with a combination of base vector is a decomposition process for a specific base vector system. Hence, the contravariant velocity components are decomposed components of velocity vector along the directions of coordinate lines, with respect to the covariant base vector system. However, the contravariant (and covariant) components are not physical quantities. Their magnitudes and dimensions are controlled by their corresponding covariant (and contravariant) base vectors.

Perturbative approach to covariance matrix of the matter power spectrum

DOE PAGES

Mohammed, Irshad; Seljak, Uros; Vlah, Zvonimir

2016-12-14

Here, we evaluate the covariance matrix of the matter power spectrum using perturbation theory up to dominant terms at 1-loop order and compare it to numerical simulations. We decompose the covariance matrix into the disconnected (Gaussian) part, trispectrum from the modes outside the survey (beat coupling or super-sample variance), and trispectrum from the modes inside the survey, and show how the different components contribute to the overall covariance matrix. We find the agreement with the simulations is at a 10\\% level up tomore » $$k \\sim 1 h {\\rm Mpc^{-1}}$$. We also show that all the connected components are dominated by the large-scale modes ($$k<0.1 h {\\rm Mpc^{-1}}$$), regardless of the value of the wavevectors $$k,\\, k'$$ of the covariance matrix, suggesting that one must be careful in applying the jackknife or bootstrap methods to the covariance matrix. We perform an eigenmode decomposition of the connected part of the covariance matrix, showing that at higher $k$ it is dominated by a single eigenmode. Furthermore, the full covariance matrix can be approximated as the disconnected part only, with the connected part being treated as an external nuisance parameter with a known scale dependence, and a known prior on its variance for a given survey volume. Finally, we provide a prescription for how to evaluate the covariance matrix from small box simulations without the need to simulate large volumes.« less

Cortisol Covariation Within Parents of Young Children: Moderation by Relationship Aggression

PubMed Central

Saxbe, Darby E.; Adam, Emma K.; Dunkel Schetter, Christine; Guardino, Christine M.; Simon, Clarissa; McKinney, Chelsea O.; Shalowitz, Madeleine U.; Shriver, Eunice Kennedy

2015-01-01

Covariation in diurnal cortisol has been observed in several studies of cohabiting couples. In two such studies (Liu et al, 2013, Saxbe & Repetti, 2010), relationship distress was associated with stronger within-couple correlations, suggesting that couples’ physiological linkage with each other may indicate problematic dyadic functioning. Although intimate partner aggression has been associated with dysregulation in women’s diurnal cortisol, it has not yet been tested as a moderator of within-couple covariation. This study reports on a diverse sample of 122 parents who sampled salivary cortisol on matched days for two years following the birth of an infant. Partners showed strong positive cortisol covariation. In couples with higher levels of partner-perpetrated aggression reported by women at one year postpartum, both women and men had a flatter diurnal decrease in cortisol and stronger correlations with partners’ cortisol sampled at the same timepoints. In other words, relationship aggression was linked both with indices of suboptimal cortisol rhythms in both members of the couples and with stronger within-couple covariation coefficients. These results persisted when relationship satisfaction and demographic covariates were included in the model. During some of the sampling days, some women were pregnant with a subsequent child, but pregnancy did not significantly moderate cortisol levels or within-couple covariation. The findings suggest that couples experiencing relationship aggression have both suboptimal neuroendocrine profiles and stronger covariation. Cortisol covariation is an understudied phenomenon with potential implications for couples’ relationship functioning and physical health. PMID:26298691

Cortisol covariation within parents of young children: Moderation by relationship aggression.

PubMed

Saxbe, Darby E; Adam, Emma K; Schetter, Christine Dunkel; Guardino, Christine M; Simon, Clarissa; McKinney, Chelsea O; Shalowitz, Madeleine U

2015-12-01

Covariation in diurnal cortisol has been observed in several studies of cohabiting couples. In two such studies (Liu et al., 2013; Saxbe and Repetti, 2010), relationship distress was associated with stronger within-couple correlations, suggesting that couples' physiological linkage with each other may indicate problematic dyadic functioning. Although intimate partner aggression has been associated with dysregulation in women's diurnal cortisol, it has not yet been tested as a moderator of within-couple covariation. This study reports on a diverse sample of 122 parents who sampled salivary cortisol on matched days for two years following the birth of an infant. Partners showed strong positive cortisol covariation. In couples with higher levels of partner-perpetrated aggression reported by women at one year postpartum, both women and men had a flatter diurnal decrease in cortisol and stronger correlations with partners' cortisol sampled at the same timepoints. In other words, relationship aggression was linked both with indices of suboptimal cortisol rhythms in both members of the couples and with stronger within-couple covariation coefficients. These results persisted when relationship satisfaction and demographic covariates were included in the model. During some of the sampling days, some women were pregnant with a subsequent child, but pregnancy did not significantly moderate cortisol levels or within-couple covariation. The findings suggest that couples experiencing relationship aggression have both suboptimal neuroendocrine profiles and stronger covariation. Cortisol covariation is an understudied phenomenon with potential implications for couples' relationship functioning and physical health. Copyright © 2015 Elsevier Ltd. All rights reserved.

A Wavelet based Suboptimal Kalman Filter for Assimilation of Stratospheric Chemical Tracer Observations

NASA Technical Reports Server (NTRS)

Tangborn, Andrew; Auger, Ludovic

2003-01-01

A suboptimal Kalman filter system which evolves error covariances in terms of a truncated set of wavelet coefficients has been developed for the assimilation of chemical tracer observations of CH4. This scheme projects the discretized covariance propagation equations and covariance matrix onto an orthogonal set of compactly supported wavelets. Wavelet representation is localized in both location and scale, which allows for efficient representation of the inherently anisotropic structure of the error covariances. The truncation is carried out in such a way that the resolution of the error covariance is reduced only in the zonal direction, where gradients are smaller. Assimilation experiments which last 24 days, and used different degrees of truncation were carried out. These reduced the covariance size by 90, 97 and 99 % and the computational cost of covariance propagation by 80, 93 and 96 % respectively. The difference in both error covariance and the tracer field between the truncated and full systems over this period were found to be not growing in the first case, and growing relatively slowly in the later two cases. The largest errors in the tracer fields were found to occur in regions of largest zonal gradients in the constituent field. This results indicate that propagation of error covariances for a global two-dimensional data assimilation system are currently feasible. Recommendations for further reduction in computational cost are made with the goal of extending this technique to three-dimensional global assimilation systems.

Signs of depth-luminance covariance in 3-D cluttered scenes.

PubMed

Scaccia, Milena; Langer, Michael S

2018-03-01

In three-dimensional (3-D) cluttered scenes such as foliage, deeper surfaces often are more shadowed and hence darker, and so depth and luminance often have negative covariance. We examined whether the sign of depth-luminance covariance plays a role in depth perception in 3-D clutter. We compared scenes rendered with negative and positive depth-luminance covariance where positive covariance means that deeper surfaces are brighter and negative covariance means deeper surfaces are darker. For each scene, the sign of the depth-luminance covariance was given by occlusion cues. We tested whether subjects could use this sign information to judge the depth order of two target surfaces embedded in 3-D clutter. The clutter consisted of distractor surfaces that were randomly distributed in a 3-D volume. We tested three independent variables: the sign of the depth-luminance covariance, the colors of the targets and distractors, and the background luminance. An analysis of variance showed two main effects: Subjects performed better when the deeper surfaces were darker and when the color of the target surfaces was the same as the color of the distractors. There was also a strong interaction: Subjects performed better under a negative depth-luminance covariance condition when targets and distractors had different colors than when they had the same color. Our results are consistent with a "dark means deep" rule, but the use of this rule depends on the similarity between the color of the targets and color of the 3-D clutter.

An Upper Bound on Orbital Debris Collision Probability When Only One Object has Position Uncertainty Information

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2015-01-01

Upper bounds on high speed satellite collision probability, P (sub c), have been investigated. Previous methods assume an individual position error covariance matrix is available for each object. The two matrices being combined into a single, relative position error covariance matrix. Components of the combined error covariance are then varied to obtain a maximum P (sub c). If error covariance information for only one of the two objects was available, either some default shape has been used or nothing could be done. An alternative is presented that uses the known covariance information along with a critical value of the missing covariance to obtain an approximate but useful P (sub c) upper bound. There are various avenues along which an upper bound on the high speed satellite collision probability has been pursued. Typically, for the collision plane representation of the high speed collision probability problem, the predicted miss position in the collision plane is assumed fixed. Then the shape (aspect ratio of ellipse), the size (scaling of standard deviations) or the orientation (rotation of ellipse principal axes) of the combined position error ellipse is varied to obtain a maximum P (sub c). Regardless as to the exact details of the approach, previously presented methods all assume that an individual position error covariance matrix is available for each object and the two are combined into a single, relative position error covariance matrix. This combined position error covariance matrix is then modified according to the chosen scheme to arrive at a maximum P (sub c). But what if error covariance information for one of the two objects is not available? When error covariance information for one of the objects is not available the analyst has commonly defaulted to the situation in which only the relative miss position and velocity are known without any corresponding state error covariance information. The various usual methods of finding a maximum P (sub c) do no good because the analyst defaults to no knowledge of the combined, relative position error covariance matrix. It is reasonable to think, given an assumption of no covariance information, an analyst might still attempt to determine the error covariance matrix that results in an upper bound on the P (sub c). Without some guidance on limits to the shape, size and orientation of the unknown covariance matrix, the limiting case is a degenerate ellipse lying along the relative miss vector in the collision plane. Unless the miss position is exceptionally large or the at-risk object is exceptionally small, this method results in a maximum P (sub c) too large to be of practical use. For example, assuming that the miss distance is equal to the current ISS alert volume along-track (+ or -) distance of 25 kilometers and that the at-risk area has a 70 meter radius. The maximum (degenerate ellipse) P (sub c) is about 0.00136. At 40 kilometers, the maximum P (sub c) would be 0.00085 which is still almost an order of magnitude larger than the ISS maneuver threshold of 0.0001. In fact, a miss distance of almost 340 kilometers is necessary to reduce the maximum P (sub c) associated with this degenerate ellipse to the ISS maneuver threshold value. Such a result is frequently of no practical value to the analyst. Some improvement may be made with respect to this problem by realizing that while the position error covariance matrix of one of the objects (usually the debris object) may not be known the position error covariance matrix of the other object (usually the asset) is almost always available. Making use of the position error covariance information for the one object provides an improvement in finding a maximum P (sub c) which, in some cases, may offer real utility. The equations to be used are presented and their use discussed.

Generation of intensity covariations of the oxygen green and red lines in the nightglow

NASA Astrophysics Data System (ADS)

Misawa, K.; Takeuchi, I.; Kato, Y.; Aoyama, I.

1984-02-01

The cause of intensity covariations of the oxygen green and red lines is studied. Intensity covariations are compared with the auroral-electrojet-activity index AE, the substorm Pi2, and the magnetogram. It is suggested that intensity covariations or double-intensity maxima of the red line occur in association with intense auroral substorms, and that they are the direct experimental evidences of Testud's theory (1973).

Extensions of output variance constrained controllers to hard constraints

NASA Technical Reports Server (NTRS)

Skelton, R.; Zhu, G.

1989-01-01

Covariance Controllers assign specified matrix values to the state covariance. A number of robustness results are directly related to the covariance matrix. The conservatism in known upperbounds on the H infinity, L infinity, and L (sub 2) norms for stability and disturbance robustness of linear uncertain systems using covariance controllers is illustrated with examples. These results are illustrated for continuous and discrete time systems. **** ONLY 2 BLOCK MARKERS FOUND -- RETRY *****

Multivariate generalized hidden Markov regression models with random covariates: Physical exercise in an elderly population.

PubMed

Punzo, Antonio; Ingrassia, Salvatore; Maruotti, Antonello

2018-04-22

A time-varying latent variable model is proposed to jointly analyze multivariate mixed-support longitudinal data. The proposal can be viewed as an extension of hidden Markov regression models with fixed covariates (HMRMFCs), which is the state of the art for modelling longitudinal data, with a special focus on the underlying clustering structure. HMRMFCs are inadequate for applications in which a clustering structure can be identified in the distribution of the covariates, as the clustering is independent from the covariates distribution. Here, hidden Markov regression models with random covariates are introduced by explicitly specifying state-specific distributions for the covariates, with the aim of improving the recovering of the clusters in the data with respect to a fixed covariates paradigm. The hidden Markov regression models with random covariates class is defined focusing on the exponential family, in a generalized linear model framework. Model identifiability conditions are sketched, an expectation-maximization algorithm is outlined for parameter estimation, and various implementation and operational issues are discussed. Properties of the estimators of the regression coefficients, as well as of the hidden path parameters, are evaluated through simulation experiments and compared with those of HMRMFCs. The method is applied to physical activity data. Copyright © 2018 John Wiley & Sons, Ltd.

Modeling spatiotemporal covariance for magnetoencephalography or electroencephalography source analysis.

PubMed

Plis, Sergey M; George, J S; Jun, S C; Paré-Blagoev, J; Ranken, D M; Wood, C C; Schmidt, D M

2007-01-01

We propose a new model to approximate spatiotemporal noise covariance for use in neural electromagnetic source analysis, which better captures temporal variability in background activity. As with other existing formalisms, our model employs a Kronecker product of matrices representing temporal and spatial covariance. In our model, spatial components are allowed to have differing temporal covariances. Variability is represented as a series of Kronecker products of spatial component covariances and corresponding temporal covariances. Unlike previous attempts to model covariance through a sum of Kronecker products, our model is designed to have a computationally manageable inverse. Despite increased descriptive power, inversion of the model is fast, making it useful in source analysis. We have explored two versions of the model. One is estimated based on the assumption that spatial components of background noise have uncorrelated time courses. Another version, which gives closer approximation, is based on the assumption that time courses are statistically independent. The accuracy of the structural approximation is compared to an existing model, based on a single Kronecker product, using both Frobenius norm of the difference between spatiotemporal sample covariance and a model, and scatter plots. Performance of ours and previous models is compared in source analysis of a large number of single dipole problems with simulated time courses and with background from authentic magnetoencephalography data.

Covariate Imbalance and Adjustment for Logistic Regression Analysis of Clinical Trial Data

PubMed Central

Ciolino, Jody D.; Martin, Reneé H.; Zhao, Wenle; Jauch, Edward C.; Hill, Michael D.; Palesch, Yuko Y.

2014-01-01

In logistic regression analysis for binary clinical trial data, adjusted treatment effect estimates are often not equivalent to unadjusted estimates in the presence of influential covariates. This paper uses simulation to quantify the benefit of covariate adjustment in logistic regression. However, International Conference on Harmonization guidelines suggest that covariate adjustment be pre-specified. Unplanned adjusted analyses should be considered secondary. Results suggest that that if adjustment is not possible or unplanned in a logistic setting, balance in continuous covariates can alleviate some (but never all) of the shortcomings of unadjusted analyses. The case of log binomial regression is also explored. PMID:24138438

Estimation of Covariance Matrix on Bi-Response Longitudinal Data Analysis with Penalized Spline Regression

NASA Astrophysics Data System (ADS)

Islamiyati, A.; Fatmawati; Chamidah, N.

2018-03-01

The correlation assumption of the longitudinal data with bi-response occurs on the measurement between the subjects of observation and the response. It causes the auto-correlation of error, and this can be overcome by using a covariance matrix. In this article, we estimate the covariance matrix based on the penalized spline regression model. Penalized spline involves knot points and smoothing parameters simultaneously in controlling the smoothness of the curve. Based on our simulation study, the estimated regression model of the weighted penalized spline with covariance matrix gives a smaller error value compared to the error of the model without covariance matrix.

Real-time probabilistic covariance tracking with efficient model update.

PubMed

Wu, Yi; Cheng, Jian; Wang, Jinqiao; Lu, Hanqing; Wang, Jun; Ling, Haibin; Blasch, Erik; Bai, Li

2012-05-01

The recently proposed covariance region descriptor has been proven robust and versatile for a modest computational cost. The covariance matrix enables efficient fusion of different types of features, where the spatial and statistical properties, as well as their correlation, are characterized. The similarity between two covariance descriptors is measured on Riemannian manifolds. Based on the same metric but with a probabilistic framework, we propose a novel tracking approach on Riemannian manifolds with a novel incremental covariance tensor learning (ICTL). To address the appearance variations, ICTL incrementally learns a low-dimensional covariance tensor representation and efficiently adapts online to appearance changes of the target with only O(1) computational complexity, resulting in a real-time performance. The covariance-based representation and the ICTL are then combined with the particle filter framework to allow better handling of background clutter, as well as the temporary occlusions. We test the proposed probabilistic ICTL tracker on numerous benchmark sequences involving different types of challenges including occlusions and variations in illumination, scale, and pose. The proposed approach demonstrates excellent real-time performance, both qualitatively and quantitatively, in comparison with several previously proposed trackers.

The evolution of phenotypic integration: How directional selection reshapes covariation in mice

PubMed Central

Penna, Anna; Melo, Diogo; Bernardi, Sandra; Oyarzabal, Maria Inés; Marroig, Gabriel

2017-01-01

Abstract Variation is the basis for evolution, and understanding how variation can evolve is a central question in biology. In complex phenotypes, covariation plays an even more important role, as genetic associations between traits can bias and alter evolutionary change. Covariation can be shaped by complex interactions between loci, and this genetic architecture can also change during evolution. In this article, we analyzed mouse lines experimentally selected for changes in size to address the question of how multivariate covariation changes under directional selection, as well as to identify the consequences of these changes to evolution. Selected lines showed a clear restructuring of covariation in their cranium and, instead of depleting their size variation, these lines increased their magnitude of integration and the proportion of variation associated with the direction of selection. This result is compatible with recent theoretical works on the evolution of covariation that take the complexities of genetic architecture into account. This result also contradicts the traditional view of the effects of selection on available covariation and suggests a much more complex view of how populations respond to selection. PMID:28685813

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

PubMed

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

2016-11-30

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

Multilevel covariance regression with correlated random effects in the mean and variance structure.

PubMed

Quintero, Adrian; Lesaffre, Emmanuel

2017-09-01

Multivariate regression methods generally assume a constant covariance matrix for the observations. In case a heteroscedastic model is needed, the parametric and nonparametric covariance regression approaches can be restrictive in the literature. We propose a multilevel regression model for the mean and covariance structure, including random intercepts in both components and allowing for correlation between them. The implied conditional covariance function can be different across clusters as a result of the random effect in the variance structure. In addition, allowing for correlation between the random intercepts in the mean and covariance makes the model convenient for skewedly distributed responses. Furthermore, it permits us to analyse directly the relation between the mean response level and the variability in each cluster. Parameter estimation is carried out via Gibbs sampling. We compare the performance of our model to other covariance modelling approaches in a simulation study. Finally, the proposed model is applied to the RN4CAST dataset to identify the variables that impact burnout of nurses in Belgium. © 2017 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Propensity score to detect baseline imbalance in cluster randomized trials: the role of the c-statistic.

PubMed

Leyrat, Clémence; Caille, Agnès; Foucher, Yohann; Giraudeau, Bruno

2016-01-22

Despite randomization, baseline imbalance and confounding bias may occur in cluster randomized trials (CRTs). Covariate imbalance may jeopardize the validity of statistical inferences if they occur on prognostic factors. Thus, the diagnosis of a such imbalance is essential to adjust statistical analysis if required. We developed a tool based on the c-statistic of the propensity score (PS) model to detect global baseline covariate imbalance in CRTs and assess the risk of confounding bias. We performed a simulation study to assess the performance of the proposed tool and applied this method to analyze the data from 2 published CRTs. The proposed method had good performance for large sample sizes (n =500 per arm) and when the number of unbalanced covariates was not too small as compared with the total number of baseline covariates (≥40% of unbalanced covariates). We also provide a strategy for pre selection of the covariates needed to be included in the PS model to enhance imbalance detection. The proposed tool could be useful in deciding whether covariate adjustment is required before performing statistical analyses of CRTs.

Stochastic process approximation for recursive estimation with guaranteed bound on the error covariance

NASA Technical Reports Server (NTRS)

Menga, G.

1975-01-01

An approach, is proposed for the design of approximate, fixed order, discrete time realizations of stochastic processes from the output covariance over a finite time interval, was proposed. No restrictive assumptions are imposed on the process; it can be nonstationary and lead to a high dimension realization. Classes of fixed order models are defined, having the joint covariance matrix of the combined vector of the outputs in the interval of definition greater or equal than the process covariance; (the difference matrix is nonnegative definite). The design is achieved by minimizing, in one of those classes, a measure of the approximation between the model and the process evaluated by the trace of the difference of the respective covariance matrices. Models belonging to these classes have the notable property that, under the same measurement system and estimator structure, the output estimation error covariance matrix computed on the model is an upper bound of the corresponding covariance on the real process. An application of the approach is illustrated by the modeling of random meteorological wind profiles from the statistical analysis of historical data.

HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS

PubMed Central

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2012-01-01

The variance covariance matrix plays a central role in the inferential theories of high dimensional factor models in finance and economics. Popular regularization methods of directly exploiting sparsity are not directly applicable to many financial problems. Classical methods of estimating the covariance matrices are based on the strict factor models, assuming independent idiosyncratic components. This assumption, however, is restrictive in practical applications. By assuming sparse error covariance matrix, we allow the presence of the cross-sectional correlation even after taking out common factors, and it enables us to combine the merits of both methods. We estimate the sparse covariance using the adaptive thresholding technique as in Cai and Liu (2011), taking into account the fact that direct observations of the idiosyncratic components are unavailable. The impact of high dimensionality on the covariance matrix estimation based on the factor structure is then studied. PMID:22661790

A generalized spatiotemporal covariance model for stationary background in analysis of MEG data.

PubMed

Plis, S M; Schmidt, D M; Jun, S C; Ranken, D M

2006-01-01

Using a noise covariance model based on a single Kronecker product of spatial and temporal covariance in the spatiotemporal analysis of MEG data was demonstrated to provide improvement in the results over that of the commonly used diagonal noise covariance model. In this paper we present a model that is a generalization of all of the above models. It describes models based on a single Kronecker product of spatial and temporal covariance as well as more complicated multi-pair models together with any intermediate form expressed as a sum of Kronecker products of spatial component matrices of reduced rank and their corresponding temporal covariance matrices. The model provides a framework for controlling the tradeoff between the described complexity of the background and computational demand for the analysis using this model. Ways to estimate the value of the parameter controlling this tradeoff are also discussed.

Adjoints and Low-rank Covariance Representation

NASA Technical Reports Server (NTRS)

Tippett, Michael K.; Cohn, Stephen E.

2000-01-01

Quantitative measures of the uncertainty of Earth System estimates can be as important as the estimates themselves. Second moments of estimation errors are described by the covariance matrix, whose direct calculation is impractical when the number of degrees of freedom of the system state is large. Ensemble and reduced-state approaches to prediction and data assimilation replace full estimation error covariance matrices by low-rank approximations. The appropriateness of such approximations depends on the spectrum of the full error covariance matrix, whose calculation is also often impractical. Here we examine the situation where the error covariance is a linear transformation of a forcing error covariance. We use operator norms and adjoints to relate the appropriateness of low-rank representations to the conditioning of this transformation. The analysis is used to investigate low-rank representations of the steady-state response to random forcing of an idealized discrete-time dynamical system.

Multiple feature fusion via covariance matrix for visual tracking

NASA Astrophysics Data System (ADS)

Jin, Zefenfen; Hou, Zhiqiang; Yu, Wangsheng; Wang, Xin; Sun, Hui

2018-04-01

Aiming at the problem of complicated dynamic scenes in visual target tracking, a multi-feature fusion tracking algorithm based on covariance matrix is proposed to improve the robustness of the tracking algorithm. In the frame-work of quantum genetic algorithm, this paper uses the region covariance descriptor to fuse the color, edge and texture features. It also uses a fast covariance intersection algorithm to update the model. The low dimension of region covariance descriptor, the fast convergence speed and strong global optimization ability of quantum genetic algorithm, and the fast computation of fast covariance intersection algorithm are used to improve the computational efficiency of fusion, matching, and updating process, so that the algorithm achieves a fast and effective multi-feature fusion tracking. The experiments prove that the proposed algorithm can not only achieve fast and robust tracking but also effectively handle interference of occlusion, rotation, deformation, motion blur and so on.

ARMA Cholesky Factor Models for the Covariance Matrix of Linear Models.

PubMed

Lee, Keunbaik; Baek, Changryong; Daniels, Michael J

2017-11-01

In longitudinal studies, serial dependence of repeated outcomes must be taken into account to make correct inferences on covariate effects. As such, care must be taken in modeling the covariance matrix. However, estimation of the covariance matrix is challenging because there are many parameters in the matrix and the estimated covariance matrix should be positive definite. To overcomes these limitations, two Cholesky decomposition approaches have been proposed: modified Cholesky decomposition for autoregressive (AR) structure and moving average Cholesky decomposition for moving average (MA) structure, respectively. However, the correlations of repeated outcomes are often not captured parsimoniously using either approach separately. In this paper, we propose a class of flexible, nonstationary, heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the covariance matrix that we denote as ARMACD. We analyze a recent lung cancer study to illustrate the power of our proposed methods.

The effect of covariate mean differences on the standard error and confidence interval for the comparison of treatment means.

PubMed

Liu, Xiaofeng Steven

2011-05-01

The use of covariates is commonly believed to reduce the unexplained error variance and the standard error for the comparison of treatment means, but the reduction in the standard error is neither guaranteed nor uniform over different sample sizes. The covariate mean differences between the treatment conditions can inflate the standard error of the covariate-adjusted mean difference and can actually produce a larger standard error for the adjusted mean difference than that for the unadjusted mean difference. When the covariate observations are conceived of as randomly varying from one study to another, the covariate mean differences can be related to a Hotelling's T(2) . Using this Hotelling's T(2) statistic, one can always find a minimum sample size to achieve a high probability of reducing the standard error and confidence interval width for the adjusted mean difference. ©2010 The British Psychological Society.

A quantile regression model for failure-time data with time-dependent covariates

PubMed Central

Gorfine, Malka; Goldberg, Yair; Ritov, Ya’acov

2017-01-01

Summary Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by allowing the covariates to vary with quantiles. This article provides a novel quantile regression model accommodating time-dependent covariates, for analyzing survival data subject to right censoring. Our simple estimation technique assumes the existence of instrumental variables. In addition, we present a doubly-robust estimator in the sense of Robins and Rotnitzky (1992, Recovery of information and adjustment for dependent censoring using surrogate markers. In: Jewell, N. P., Dietz, K. and Farewell, V. T. (editors), AIDS Epidemiology. Boston: Birkhaäuser, pp. 297–331.). The asymptotic properties of the estimators are rigorously studied. Finite-sample properties are demonstrated by a simulation study. The utility of the proposed methodology is demonstrated using the Stanford heart transplant dataset. PMID:27485534

Adjusted adaptive Lasso for covariate model-building in nonlinear mixed-effect pharmacokinetic models.

PubMed

Haem, Elham; Harling, Kajsa; Ayatollahi, Seyyed Mohammad Taghi; Zare, Najaf; Karlsson, Mats O

2017-02-01

One important aim in population pharmacokinetics (PK) and pharmacodynamics is identification and quantification of the relationships between the parameters and covariates. Lasso has been suggested as a technique for simultaneous estimation and covariate selection. In linear regression, it has been shown that Lasso possesses no oracle properties, which means it asymptotically performs as though the true underlying model was given in advance. Adaptive Lasso (ALasso) with appropriate initial weights is claimed to possess oracle properties; however, it can lead to poor predictive performance when there is multicollinearity between covariates. This simulation study implemented a new version of ALasso, called adjusted ALasso (AALasso), to take into account the ratio of the standard error of the maximum likelihood (ML) estimator to the ML coefficient as the initial weight in ALasso to deal with multicollinearity in non-linear mixed-effect models. The performance of AALasso was compared with that of ALasso and Lasso. PK data was simulated in four set-ups from a one-compartment bolus input model. Covariates were created by sampling from a multivariate standard normal distribution with no, low (0.2), moderate (0.5) or high (0.7) correlation. The true covariates influenced only clearance at different magnitudes. AALasso, ALasso and Lasso were compared in terms of mean absolute prediction error and error of the estimated covariate coefficient. The results show that AALasso performed better in small data sets, even in those in which a high correlation existed between covariates. This makes AALasso a promising method for covariate selection in nonlinear mixed-effect models.

Further Evaluation of Covariate Analysis using Empirical Bayes Estimates in Population Pharmacokinetics: the Perception of Shrinkage and Likelihood Ratio Test.

PubMed

Xu, Xu Steven; Yuan, Min; Yang, Haitao; Feng, Yan; Xu, Jinfeng; Pinheiro, Jose

2017-01-01

Covariate analysis based on population pharmacokinetics (PPK) is used to identify clinically relevant factors. The likelihood ratio test (LRT) based on nonlinear mixed effect model fits is currently recommended for covariate identification, whereas individual empirical Bayesian estimates (EBEs) are considered unreliable due to the presence of shrinkage. The objectives of this research were to investigate the type I error for LRT and EBE approaches, to confirm the similarity of power between the LRT and EBE approaches from a previous report and to explore the influence of shrinkage on LRT and EBE inferences. Using an oral one-compartment PK model with a single covariate impacting on clearance, we conducted a wide range of simulations according to a two-way factorial design. The results revealed that the EBE-based regression not only provided almost identical power for detecting a covariate effect, but also controlled the false positive rate better than the LRT approach. Shrinkage of EBEs is likely not the root cause for decrease in power or inflated false positive rate although the size of the covariate effect tends to be underestimated at high shrinkage. In summary, contrary to the current recommendations, EBEs may be a better choice for statistical tests in PPK covariate analysis compared to LRT. We proposed a three-step covariate modeling approach for population PK analysis to utilize the advantages of EBEs while overcoming their shortcomings, which allows not only markedly reducing the run time for population PK analysis, but also providing more accurate covariate tests.

A consistent covariant quantization of the Brink-Schwarz superparticle

NASA Astrophysics Data System (ADS)

Eisenberg, Yeshayahu

1992-02-01

We perform the covariant quantization of the ten-dimensional Brink-Schwarz superparticle by reducing it to a system whose constraints are all first class, covariant and have only two levels of reducibility. Research supported by the Rothschild Fellowship.

The patterns of genomic variances and covariances across genome for milk production traits between Chinese and Nordic Holstein populations.

PubMed

Li, Xiujin; Lund, Mogens Sandø; Janss, Luc; Wang, Chonglong; Ding, Xiangdong; Zhang, Qin; Su, Guosheng

2017-03-15

With the development of SNP chips, SNP information provides an efficient approach to further disentangle different patterns of genomic variances and covariances across the genome for traits of interest. Due to the interaction between genotype and environment as well as possible differences in genetic background, it is reasonable to treat the performances of a biological trait in different populations as different but genetic correlated traits. In the present study, we performed an investigation on the patterns of region-specific genomic variances, covariances and correlations between Chinese and Nordic Holstein populations for three milk production traits. Variances and covariances between Chinese and Nordic Holstein populations were estimated for genomic regions at three different levels of genome region (all SNP as one region, each chromosome as one region and every 100 SNP as one region) using a novel multi-trait random regression model which uses latent variables to model heterogeneous variance and covariance. In the scenario of the whole genome as one region, the genomic variances, covariances and correlations obtained from the new multi-trait Bayesian method were comparable to those obtained from a multi-trait GBLUP for all the three milk production traits. In the scenario of each chromosome as one region, BTA 14 and BTA 5 accounted for very large genomic variance, covariance and correlation for milk yield and fat yield, whereas no specific chromosome showed very large genomic variance, covariance and correlation for protein yield. In the scenario of every 100 SNP as one region, most regions explained <0.50% of genomic variance and covariance for milk yield and fat yield, and explained <0.30% for protein yield, while some regions could present large variance and covariance. Although overall correlations between two populations for the three traits were positive and high, a few regions still showed weakly positive or highly negative genomic correlations for milk yield and fat yield. The new multi-trait Bayesian method using latent variables to model heterogeneous variance and covariance could work well for estimating the genomic variances and covariances for all genome regions simultaneously. Those estimated genomic parameters could be useful to improve the genomic prediction accuracy for Chinese and Nordic Holstein populations using a joint reference data in the future.

Robustness of meta-analyses in finding gene × environment interactions

PubMed Central

Shi, Gang; Nehorai, Arye

2017-01-01

Meta-analyses that synthesize statistical evidence across studies have become important analytical tools for genetic studies. Inspired by the success of genome-wide association studies of the genetic main effect, researchers are searching for gene × environment interactions. Confounders are routinely included in the genome-wide gene × environment interaction analysis as covariates; however, this does not control for any confounding effects on the results if covariate × environment interactions are present. We carried out simulation studies to evaluate the robustness to the covariate × environment confounder for meta-regression and joint meta-analysis, which are two commonly used meta-analysis methods for testing the gene × environment interaction or the genetic main effect and interaction jointly. Here we show that meta-regression is robust to the covariate × environment confounder while joint meta-analysis is subject to the confounding effect with inflated type I error rates. Given vast sample sizes employed in genome-wide gene × environment interaction studies, non-significant covariate × environment interactions at the study level could substantially elevate the type I error rate at the consortium level. When covariate × environment confounders are present, type I errors can be controlled in joint meta-analysis by including the covariate × environment terms in the analysis at the study level. Alternatively, meta-regression can be applied, which is robust to potential covariate × environment confounders. PMID:28362796

Structural whole-brain covariance of the anterior and posterior hippocampus: Associations with age and memory.

PubMed

Nordin, Kristin; Persson, Jonas; Stening, Eva; Herlitz, Agneta; Larsson, Elna-Marie; Söderlund, Hedvig

2018-02-01

The hippocampus (HC) interacts with distributed brain regions to support memory and shows significant volume reductions in aging, but little is known about age effects on hippocampal whole-brain structural covariance. It is also unclear whether the anterior and posterior HC show similar or distinct patterns of whole-brain covariance and to what extent these are related to memory functions organized along the hippocampal longitudinal axis. Using the multivariate approach partial least squares, we assessed structural whole-brain covariance of the HC in addition to regional volume, in young, middle-aged and older adults (n = 221), and assessed associations with episodic and spatial memory. Based on findings of sex differences in both memory and brain aging, we further considered sex as a potential modulating factor of age effects. There were two main covariance patterns: one capturing common anterior and posterior covariance, and one differentiating the two regions by capturing anterior-specific covariance only. These patterns were differentially related to associative memory while unrelated to measures of single-item memory and spatial memory. Although patterns were qualitatively comparable across age groups, participants' expression of both patterns decreased with age, independently of sex. The results suggest that the organization of hippocampal structural whole-brain covariance remains stable across age, but that the integrity of these networks decreases as the brain undergoes age-related alterations. © 2017 Wiley Periodicals, Inc.

An evidence-based approach to globally assess the covariate-dependent effect of the MTHFR single nucleotide polymorphism rs1801133 on blood homocysteine: a systematic review and meta-analysis.

PubMed

Jin, Huifeng; Cheng, Haojie; Chen, Wei; Sheng, Xiaoming; Levy, Mark A; Brown, Mark J; Tian, Junqiang

2018-05-01

The single nucleotide polymorphism of the gene 5,10-methylenetetrahydrofolate reductase (MTHFR) C677T (or rs1801133) is the most established genetic factor that increases plasma total homocysteine (tHcy) and consequently results in hyperhomocysteinemia. Yet, given the limited penetrance of this genetic variant, it is necessary to individually predict the risk of hyperhomocysteinemia for an rs1801133 carrier. We hypothesized that variability in this genetic risk is largely due to the presence of factors (covariates) that serve as effect modifiers, confounders, or both, such as folic acid (FA) intake, and aimed to assess this risk in the complex context of these covariates. We systematically extracted from published studies the data on tHcy, rs1801133, and any previously reported rs1801133 covariates. The resulting metadata set was first used to analyze the covariates' modifying effect by meta-regression and other statistical means. Subsequently, we controlled for this modifying effect by genotype-stratifying tHcy data and analyzed the variability in the risk resulting from the confounding of covariates. The data set contains data on 36 rs1801133 covariates that were collected from 114,799 participants and 256 qualified studies, among which 6 covariates (sex, age, race, FA intake, smoking, and alcohol consumption) are the most frequently informed and therefore included for statistical analysis. The effect of rs1801133 on tHcy exhibits significant variability that can be attributed to effect modification as well as confounding by these covariates. Via statistical modeling, we predicted the covariate-dependent risk of tHcy elevation and hyperhomocysteinemia in a systematic manner. We showed an evidence-based approach that globally assesses the covariate-dependent effect of rs1801133 on tHcy. The results should assist clinicians in interpreting the rs1801133 data from genetic testing for their patients. Such information is also important for the public, who increasingly receive genetic data from commercial services without interpretation of its clinical relevance. This study was registered at Research Registry with the registration number reviewregistry328.

Path-Dependent Travel Time Prediction Variance and Covariance for a Global Tomographic P- and S-Velocity Model

NASA Astrophysics Data System (ADS)

Hipp, J. R.; Ballard, S.; Begnaud, M. L.; Encarnacao, A. V.; Young, C. J.; Phillips, W. S.

2015-12-01

Recently our combined SNL-LANL research team has succeeded in developing a global, seamless 3D tomographic P- and S-velocity model (SALSA3D) that provides superior first P and first S travel time predictions at both regional and teleseismic distances. However, given the variable data quality and uneven data sampling associated with this type of model, it is essential that there be a means to calculate high-quality estimates of the path-dependent variance and covariance associated with the predicted travel times of ray paths through the model. In this paper, we describe a methodology for accomplishing this by exploiting the full model covariance matrix and show examples of path-dependent travel time prediction uncertainty computed from our latest tomographic model. Typical global 3D SALSA3D models have on the order of 1/2 million nodes, so the challenge in calculating the covariance matrix is formidable: 0.9 TB storage for 1/2 of a symmetric matrix, necessitating an Out-Of-Core (OOC) blocked matrix solution technique. With our approach the tomography matrix (G which includes a prior model covariance constraint) is multiplied by its transpose (GTG) and written in a blocked sub-matrix fashion. We employ a distributed parallel solution paradigm that solves for (GTG)-1 by assigning blocks to individual processing nodes for matrix decomposition update and scaling operations. We first find the Cholesky decomposition of GTG which is subsequently inverted. Next, we employ OOC matrix multiplication methods to calculate the model covariance matrix from (GTG)-1 and an assumed data covariance matrix. Given the model covariance matrix, we solve for the travel-time covariance associated with arbitrary ray-paths by summing the model covariance along both ray paths. Setting the paths equal and taking the square root yields the travel prediction uncertainty for the single path.

Large Covariance Estimation by Thresholding Principal Orthogonal Complements

PubMed Central

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2012-01-01

This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence of some cross-sectional correlation even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding (POET) method to explore such an approximate factor structure with sparsity. The POET estimator includes the sample covariance matrix, the factor-based covariance matrix (Fan, Fan, and Lv, 2008), the thresholding estimator (Bickel and Levina, 2008) and the adaptive thresholding estimator (Cai and Liu, 2011) as specific examples. We provide mathematical insights when the factor analysis is approximately the same as the principal component analysis for high-dimensional data. The rates of convergence of the sparse residual covariance matrix and the conditional sparse covariance matrix are studied under various norms. It is shown that the impact of estimating the unknown factors vanishes as the dimensionality increases. The uniform rates of convergence for the unobserved factors and their factor loadings are derived. The asymptotic results are also verified by extensive simulation studies. Finally, a real data application on portfolio allocation is presented. PMID:24348088

Large Covariance Estimation by Thresholding Principal Orthogonal Complements.

PubMed

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2013-09-01

This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence of some cross-sectional correlation even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding (POET) method to explore such an approximate factor structure with sparsity. The POET estimator includes the sample covariance matrix, the factor-based covariance matrix (Fan, Fan, and Lv, 2008), the thresholding estimator (Bickel and Levina, 2008) and the adaptive thresholding estimator (Cai and Liu, 2011) as specific examples. We provide mathematical insights when the factor analysis is approximately the same as the principal component analysis for high-dimensional data. The rates of convergence of the sparse residual covariance matrix and the conditional sparse covariance matrix are studied under various norms. It is shown that the impact of estimating the unknown factors vanishes as the dimensionality increases. The uniform rates of convergence for the unobserved factors and their factor loadings are derived. The asymptotic results are also verified by extensive simulation studies. Finally, a real data application on portfolio allocation is presented.

A three domain covariance framework for EEG/MEG data.

PubMed

Roś, Beata P; Bijma, Fetsje; de Gunst, Mathisca C M; de Munck, Jan C

2015-10-01

In this paper we introduce a covariance framework for the analysis of single subject EEG and MEG data that takes into account observed temporal stationarity on small time scales and trial-to-trial variations. We formulate a model for the covariance matrix, which is a Kronecker product of three components that correspond to space, time and epochs/trials, and consider maximum likelihood estimation of the unknown parameter values. An iterative algorithm that finds approximations of the maximum likelihood estimates is proposed. Our covariance model is applicable in a variety of cases where spontaneous EEG or MEG acts as source of noise and realistic noise covariance estimates are needed, such as in evoked activity studies, or where the properties of spontaneous EEG or MEG are themselves the topic of interest, like in combined EEG-fMRI experiments in which the correlation between EEG and fMRI signals is investigated. We use a simulation study to assess the performance of the estimator and investigate the influence of different assumptions about the covariance factors on the estimated covariance matrix and on its components. We apply our method to real EEG and MEG data sets. Copyright © 2015 Elsevier Inc. All rights reserved.

(13)C-(15)N correlation via unsymmetrical indirect covariance NMR: application to vinblastine.

PubMed

Martin, Gary E; Hilton, Bruce D; Blinov, Kirill A; Williams, Antony J

2007-12-01

Unsymmetrical indirect covariance processing methods allow the derivation of hyphenated 2D NMR data from the component 2D spectra, potentially circumventing the acquisition of the much lower sensitivity hyphenated 2D NMR experimental data. Calculation of HSQC-COSY and HSQC-NOESY spectra from GHSQC, COSY, and NOESY spectra, respectively, has been reported. The use of unsymmetrical indirect covariance processing has also been applied to the combination of (1)H- (13)C GHSQC and (1)H- (15)N long-range correlation data (GHMBC, IMPEACH, or CIGAR-HMBC). The application of unsymmetrical indirect covariance processing to spectra of vinblastine is now reported, specifically the algorithmic extraction of (13)C- (15)N correlations via the unsymmetrical indirect covariance processing of the combination of (1)H- (13)C GHSQC and long-range (1)H- (15)N GHMBC to produce the equivalent of a (13)C- (15)N HSQC-HMBC correlation spectrum. The elimination of artifact responses with aromatic solvent-induced shifts (ASIS) is shown in addition to a method of forecasting potential artifact responses through the indirect covariance processing of the GHSQC spectrum used in the unsymmetrical indirect covariance processing.

A Semiparametric Approach to Simultaneous Covariance Estimation for Bivariate Sparse Longitudinal Data

PubMed Central

Das, Kiranmoy; Daniels, Michael J.

2014-01-01

Summary Estimation of the covariance structure for irregular sparse longitudinal data has been studied by many authors in recent years but typically using fully parametric specifications. In addition, when data are collected from several groups over time, it is known that assuming the same or completely different covariance matrices over groups can lead to loss of efficiency and/or bias. Nonparametric approaches have been proposed for estimating the covariance matrix for regular univariate longitudinal data by sharing information across the groups under study. For the irregular case, with longitudinal measurements that are bivariate or multivariate, modeling becomes more difficult. In this article, to model bivariate sparse longitudinal data from several groups, we propose a flexible covariance structure via a novel matrix stick-breaking process for the residual covariance structure and a Dirichlet process mixture of normals for the random effects. Simulation studies are performed to investigate the effectiveness of the proposed approach over more traditional approaches. We also analyze a subset of Framingham Heart Study data to examine how the blood pressure trajectories and covariance structures differ for the patients from different BMI groups (high, medium and low) at baseline. PMID:24400941

The evolution of phenotypic integration: How directional selection reshapes covariation in mice.

PubMed

Penna, Anna; Melo, Diogo; Bernardi, Sandra; Oyarzabal, Maria Inés; Marroig, Gabriel

2017-10-01

Variation is the basis for evolution, and understanding how variation can evolve is a central question in biology. In complex phenotypes, covariation plays an even more important role, as genetic associations between traits can bias and alter evolutionary change. Covariation can be shaped by complex interactions between loci, and this genetic architecture can also change during evolution. In this article, we analyzed mouse lines experimentally selected for changes in size to address the question of how multivariate covariation changes under directional selection, as well as to identify the consequences of these changes to evolution. Selected lines showed a clear restructuring of covariation in their cranium and, instead of depleting their size variation, these lines increased their magnitude of integration and the proportion of variation associated with the direction of selection. This result is compatible with recent theoretical works on the evolution of covariation that take the complexities of genetic architecture into account. This result also contradicts the traditional view of the effects of selection on available covariation and suggests a much more complex view of how populations respond to selection. © 2017 The Author(s). Evolution published by Wiley Periodicals, Inc. on behalf of The Society for the Study of Evolution.

Complementary nonparametric analysis of covariance for logistic regression in a randomized clinical trial setting.

PubMed

Tangen, C M; Koch, G G

1999-03-01

In the randomized clinical trial setting, controlling for covariates is expected to produce variance reduction for the treatment parameter estimate and to adjust for random imbalances of covariates between the treatment groups. However, for the logistic regression model, variance reduction is not obviously obtained. This can lead to concerns about the assumptions of the logistic model. We introduce a complementary nonparametric method for covariate adjustment. It provides results that are usually compatible with expectations for analysis of covariance. The only assumptions required are based on randomization and sampling arguments. The resulting treatment parameter is a (unconditional) population average log-odds ratio that has been adjusted for random imbalance of covariates. Data from a randomized clinical trial are used to compare results from the traditional maximum likelihood logistic method with those from the nonparametric logistic method. We examine treatment parameter estimates, corresponding standard errors, and significance levels in models with and without covariate adjustment. In addition, we discuss differences between unconditional population average treatment parameters and conditional subpopulation average treatment parameters. Additional features of the nonparametric method, including stratified (multicenter) and multivariate (multivisit) analyses, are illustrated. Extensions of this methodology to the proportional odds model are also made.

Lorentz covariance of loop quantum gravity

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rovelli, Carlo; Speziale, Simone

2011-05-15

The kinematics of loop gravity can be given a manifestly Lorentz-covariant formulation: the conventional SU(2)-spin-network Hilbert space can be mapped to a space K of SL(2,C) functions, where Lorentz covariance is manifest. K can be described in terms of a certain subset of the projected spin networks studied by Livine, Alexandrov and Dupuis. It is formed by SL(2,C) functions completely determined by their restriction on SU(2). These are square-integrable in the SU(2) scalar product, but not in the SL(2,C) one. Thus, SU(2)-spin-network states can be represented by Lorentz-covariant SL(2,C) functions, as two-component photons can be described in the Lorentz-covariant Gupta-Bleulermore » formalism. As shown by Wolfgang Wieland in a related paper, this manifestly Lorentz-covariant formulation can also be directly obtained from canonical quantization. We show that the spinfoam dynamics of loop quantum gravity is locally SL(2,C)-invariant in the bulk, and yields states that are precisely in K on the boundary. This clarifies how the SL(2,C) spinfoam formalism yields an SU(2) theory on the boundary. These structures define a tidy Lorentz-covariant formalism for loop gravity.« less

A stochastic multiple imputation algorithm for missing covariate data in tree-structured survival analysis.

PubMed

Wallace, Meredith L; Anderson, Stewart J; Mazumdar, Sati

2010-12-20

Missing covariate data present a challenge to tree-structured methodology due to the fact that a single tree model, as opposed to an estimated parameter value, may be desired for use in a clinical setting. To address this problem, we suggest a multiple imputation algorithm that adds draws of stochastic error to a tree-based single imputation method presented by Conversano and Siciliano (Technical Report, University of Naples, 2003). Unlike previously proposed techniques for accommodating missing covariate data in tree-structured analyses, our methodology allows the modeling of complex and nonlinear covariate structures while still resulting in a single tree model. We perform a simulation study to evaluate our stochastic multiple imputation algorithm when covariate data are missing at random and compare it to other currently used methods. Our algorithm is advantageous for identifying the true underlying covariate structure when complex data and larger percentages of missing covariate observations are present. It is competitive with other current methods with respect to prediction accuracy. To illustrate our algorithm, we create a tree-structured survival model for predicting time to treatment response in older, depressed adults. Copyright © 2010 John Wiley & Sons, Ltd.

Covariance NMR Processing and Analysis for Protein Assignment.

PubMed

Harden, Bradley J; Frueh, Dominique P

2018-01-01

During NMR resonance assignment it is often necessary to relate nuclei to one another indirectly, through their common correlations to other nuclei. Covariance NMR has emerged as a powerful technique to correlate such nuclei without relying on error-prone peak peaking. However, false-positive artifacts in covariance spectra have impeded a general application to proteins. We recently introduced pre- and postprocessing steps to reduce the prevalence of artifacts in covariance spectra, allowing for the calculation of a variety of 4D covariance maps obtained from diverse combinations of pairs of 3D spectra, and we have employed them to assign backbone and sidechain resonances in two large and challenging proteins. In this chapter, we present a detailed protocol describing how to (1) properly prepare existing 3D spectra for covariance, (2) understand and apply our processing script, and (3) navigate and interpret the resulting 4D spectra. We also provide solutions to a number of errors that may occur when using our script, and we offer practical advice when assigning difficult signals. We believe such 4D spectra, and covariance NMR in general, can play an integral role in the assignment of NMR signals.

Hawking radiation, covariant boundary conditions, and vacuum states

DOE Office of Scientific and Technical Information (OSTI.GOV)

Banerjee, Rabin; Kulkarni, Shailesh

2009-04-15

The basic characteristics of the covariant chiral current and the covariant chiral energy-momentum tensor are obtained from a chiral effective action. These results are used to justify the covariant boundary condition used in recent approaches of computing the Hawking flux from chiral gauge and gravitational anomalies. We also discuss a connection of our results with the conventional calculation of nonchiral currents and stress tensors in different (Unruh, Hartle-Hawking and Boulware) states.

A Testosterone-Related Structural Brain Phenotype Predicts Aggressive Behavior From Childhood to Adulthood

PubMed Central

Nguyen, Tuong-Vi; McCracken, James T; Albaugh, Matthew D; Botteron, Kelly N.; Hudziak, James J; Ducharme, Simon

2015-01-01

Structural covariance, the examination of anatomic correlations between brain regions, has emerged recently as a valid and useful measure of developmental brain changes. Yet the exact biological processes leading to changes in covariance, and the relation between such covariance and behavior, remain largely unexplored. The steroid hormone testosterone represents a compelling mechanism through which this structural covariance may be developmentally regulated in humans. Although steroid hormone receptors can be found throughout the central nervous system, the amygdala represents a key target for testosterone-specific effects, given its high density of androgen receptors. In addition, testosterone has been found to impact cortical thickness (CTh) across the whole brain, suggesting that it may also regulate the structural relationship, or covariance, between the amygdala and CTh. Here we examined testosterone-related covariance between amygdala volumes and whole-brain CTh, as well as its relationship to aggression levels, in a longitudinal sample of children, adolescents, and young adults 6 to 22 years old. We found: (1) testosterone-specific modulation of the covariance between the amygdala and medial prefrontal cortex (mPFC); (2) a significant relationship between amygdala-mPFC covariance and levels of aggression; and (3) mediation effects of amygdala-mPFC covariance on the relationship between testosterone and aggression. These effects were independent of sex, age, pubertal stage, estradiol levels and anxious-depressed symptoms. These findings are consistent with prior evidence that testosterone targets the neural circuits regulating affect and impulse regulation, and show, for the first time in humans, how androgen-dependent organizational effects may regulate a very specific, aggression-related structural brain phenotype from childhood to young adulthood. PMID:26431805

Covariate analysis of bivariate survival data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bennett, L.E.

1992-01-01

The methods developed are used to analyze the effects of covariates on bivariate survival data when censoring and ties are present. The proposed method provides models for bivariate survival data that include differential covariate effects and censored observations. The proposed models are based on an extension of the univariate Buckley-James estimators which replace censored data points by their expected values, conditional on the censoring time and the covariates. For the bivariate situation, it is necessary to determine the expectation of the failure times for one component conditional on the failure or censoring time of the other component. Two different methodsmore » have been developed to estimate these expectations. In the semiparametric approach these expectations are determined from a modification of Burke's estimate of the bivariate empirical survival function. In the parametric approach censored data points are also replaced by their conditional expected values where the expected values are determined from a specified parametric distribution. The model estimation will be based on the revised data set, comprised of uncensored components and expected values for the censored components. The variance-covariance matrix for the estimated covariate parameters has also been derived for both the semiparametric and parametric methods. Data from the Demographic and Health Survey was analyzed by these methods. The two outcome variables are post-partum amenorrhea and breastfeeding; education and parity were used as the covariates. Both the covariate parameter estimates and the variance-covariance estimates for the semiparametric and parametric models will be compared. In addition, a multivariate test statistic was used in the semiparametric model to examine contrasts. The significance of the statistic was determined from a bootstrap distribution of the test statistic.« less

A testosterone-related structural brain phenotype predicts aggressive behavior from childhood to adulthood.

PubMed

Nguyen, Tuong-Vi; McCracken, James T; Albaugh, Matthew D; Botteron, Kelly N; Hudziak, James J; Ducharme, Simon

2016-01-01

Structural covariance, the examination of anatomic correlations between brain regions, has emerged recently as a valid and useful measure of developmental brain changes. Yet the exact biological processes leading to changes in covariance, and the relation between such covariance and behavior, remain largely unexplored. The steroid hormone testosterone represents a compelling mechanism through which this structural covariance may be developmentally regulated in humans. Although steroid hormone receptors can be found throughout the central nervous system, the amygdala represents a key target for testosterone-specific effects, given its high density of androgen receptors. In addition, testosterone has been found to impact cortical thickness (CTh) across the whole brain, suggesting that it may also regulate the structural relationship, or covariance, between the amygdala and CTh. Here, we examined testosterone-related covariance between amygdala volumes and whole-brain CTh, as well as its relationship to aggression levels, in a longitudinal sample of children, adolescents, and young adults 6-22 years old. We found: (1) testosterone-specific modulation of the covariance between the amygdala and medial prefrontal cortex (mPFC); (2) a significant relationship between amygdala-mPFC covariance and levels of aggression; and (3) mediation effects of amygdala-mPFC covariance on the relationship between testosterone and aggression. These effects were independent of sex, age, pubertal stage, estradiol levels and anxious-depressed symptoms. These findings are consistent with prior evidence that testosterone targets the neural circuits regulating affect and impulse regulation, and show, for the first time in humans, how androgen-dependent organizational effects may regulate a very specific, aggression-related structural brain phenotype from childhood to young adulthood. Copyright © 2015 Elsevier Ltd. All rights reserved.

Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

PubMed

Xie, Yanmei; Zhang, Biao

2017-04-20

Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and Nutrition Examination Survey (NHANES).

Corrected score estimation in the proportional hazards model with misclassified discrete covariates

PubMed Central

Zucker, David M.; Spiegelman, Donna

2013-01-01

SUMMARY We consider Cox proportional hazards regression when the covariate vector includes error-prone discrete covariates along with error-free covariates, which may be discrete or continuous. The misclassification in the discrete error-prone covariates is allowed to be of any specified form. Building on the work of Nakamura and his colleagues, we present a corrected score method for this setting. The method can handle all three major study designs (internal validation design, external validation design, and replicate measures design), both functional and structural error models, and time-dependent covariates satisfying a certain ‘localized error’ condition. We derive the asymptotic properties of the method and indicate how to adjust the covariance matrix of the regression coefficient estimates to account for estimation of the misclassification matrix. We present the results of a finite-sample simulation study under Weibull survival with a single binary covariate having known misclassification rates. The performance of the method described here was similar to that of related methods we have examined in previous works. Specifically, our new estimator performed as well as or, in a few cases, better than the full Weibull maximum likelihood estimator. We also present simulation results for our method for the case where the misclassification probabilities are estimated from an external replicate measures study. Our method generally performed well in these simulations. The new estimator has a broader range of applicability than many other estimators proposed in the literature, including those described in our own earlier work, in that it can handle time-dependent covariates with an arbitrary misclassification structure. We illustrate the method on data from a study of the relationship between dietary calcium intake and distal colon cancer. PMID:18219700

Calculating Path-Dependent Travel Time Prediction Variance and Covariance fro a Global Tomographic P-Velocity Model

NASA Astrophysics Data System (ADS)

Ballard, S.; Hipp, J. R.; Encarnacao, A.; Young, C. J.; Begnaud, M. L.; Phillips, W. S.

2012-12-01

Seismic event locations can be made more accurate and precise by computing predictions of seismic travel time through high fidelity 3D models of the wave speed in the Earth's interior. Given the variable data quality and uneven data sampling associated with this type of model, it is essential that there be a means to calculate high-quality estimates of the path-dependent variance and covariance associated with the predicted travel times of ray paths through the model. In this paper, we describe a methodology for accomplishing this by exploiting the full model covariance matrix and show examples of path-dependent travel time prediction uncertainty computed from SALSA3D, our global, seamless 3D tomographic P-velocity model. Typical global 3D models have on the order of 1/2 million nodes, so the challenge in calculating the covariance matrix is formidable: 0.9 TB storage for 1/2 of a symmetric matrix, necessitating an Out-Of-Core (OOC) blocked matrix solution technique. With our approach the tomography matrix (G which includes Tikhonov regularization terms) is multiplied by its transpose (GTG) and written in a blocked sub-matrix fashion. We employ a distributed parallel solution paradigm that solves for (GTG)-1 by assigning blocks to individual processing nodes for matrix decomposition update and scaling operations. We first find the Cholesky decomposition of GTG which is subsequently inverted. Next, we employ OOC matrix multiplication methods to calculate the model covariance matrix from (GTG)-1 and an assumed data covariance matrix. Given the model covariance matrix, we solve for the travel-time covariance associated with arbitrary ray-paths by summing the model covariance along both ray paths. Setting the paths equal and taking the square root yields the travel prediction uncertainty for the single path.

Nonrelativistic fluids on scale covariant Newton-Cartan backgrounds

NASA Astrophysics Data System (ADS)

Mitra, Arpita

2017-12-01

The nonrelativistic covariant framework for fields is extended to investigate fields and fluids on scale covariant curved backgrounds. The scale covariant Newton-Cartan background is constructed using the localization of space-time symmetries of nonrelativistic fields in flat space. Following this, we provide a Weyl covariant formalism which can be used to study scale invariant fluids. By considering ideal fluids as an example, we describe its thermodynamic and hydrodynamic properties and explicitly demonstrate that it satisfies the local second law of thermodynamics. As a further application, we consider the low energy description of Hall fluids. Specifically, we find that the gauge fields for scale transformations lead to corrections of the Wen-Zee and Berry phase terms contained in the effective action.

Empirical State Error Covariance Matrix for Batch Estimation

NASA Technical Reports Server (NTRS)

Frisbee, Joe

2015-01-01

State estimation techniques effectively provide mean state estimates. However, the theoretical state error covariance matrices provided as part of these techniques often suffer from a lack of confidence in their ability to describe the uncertainty in the estimated states. By a reinterpretation of the equations involved in the weighted batch least squares algorithm, it is possible to directly arrive at an empirical state error covariance matrix. The proposed empirical state error covariance matrix will contain the effect of all error sources, known or not. This empirical error covariance matrix may be calculated as a side computation for each unique batch solution. Results based on the proposed technique will be presented for a simple, two observer and measurement error only problem.

Coincidence and covariance data acquisition in photoelectron and -ion spectroscopy. II. Analysis and applications

NASA Astrophysics Data System (ADS)

Mikosch, Jochen; Patchkovskii, Serguei

2013-10-01

We use an analytical theory of noisy Poisson processes, developed in the preceding companion publication, to compare coincidence and covariance measurement approaches in photoelectron and -ion spectroscopy. For non-unit detection efficiencies, coincidence data acquisition (DAQ) suffers from false coincidences. The rate of false coincidences grows quadratically with the rate of elementary ionization events. To minimize false coincidences for rare event outcomes, very low event rates may hence be required. Coincidence measurements exhibit high tolerance to noise introduced by unstable experimental conditions. Covariance DAQ on the other hand is free of systematic errors as long as stable experimental conditions are maintained. In the presence of noise, all channels in a covariance measurement become correlated. Under favourable conditions, covariance DAQ may allow orders of magnitude reduction in measurement times. Finally, we use experimental data for strong-field ionization of 1,3-butadiene to illustrate how fluctuations in experimental conditions can contaminate a covariance measurement, and how such contamination can be detected.

Multiple imputation of covariates by fully conditional specification: Accommodating the substantive model

PubMed Central

Seaman, Shaun R; White, Ian R; Carpenter, James R

2015-01-01

Missing covariate data commonly occur in epidemiological and clinical research, and are often dealt with using multiple imputation. Imputation of partially observed covariates is complicated if the substantive model is non-linear (e.g. Cox proportional hazards model), or contains non-linear (e.g. squared) or interaction terms, and standard software implementations of multiple imputation may impute covariates from models that are incompatible with such substantive models. We show how imputation by fully conditional specification, a popular approach for performing multiple imputation, can be modified so that covariates are imputed from models which are compatible with the substantive model. We investigate through simulation the performance of this proposal, and compare it with existing approaches. Simulation results suggest our proposal gives consistent estimates for a range of common substantive models, including models which contain non-linear covariate effects or interactions, provided data are missing at random and the assumed imputation models are correctly specified and mutually compatible. Stata software implementing the approach is freely available. PMID:24525487

The survival-reproduction association becomes stronger when conditions are good.

PubMed

Robert, Alexandre; Bolton, Mark; Jiguet, Frédéric; Bried, Joël

2015-11-07

Positive covariations between survival and reproductive performance (S-R covariation) are generally interpreted in the context of fixed or dynamic demographic heterogeneity (i.e. persistent differences between individuals, or dynamic variation in resource acquisition), but the processes underlying covariations are still unknown. We used multi-event modelling to investigate how environmental and individual features influence S-R covariation patterns in a long-lived seabird, the Monteiro's storm petrel (Oceanodroma monteiroi). Our analysis reveals that a strong positive association between individual breeding success and subsequent survival occurs only when conditions are favourable to reproduction (in favourable years, in high-quality nests and in nest-faithful breeders). This finding reflects differences in the main causes of breeding failure and mortality under favourable and unfavourable conditions, which in turn lead to distinct patterns of S-R covariation. We suggest, in particular, that resource-related sources of demographic heterogeneity do not generate a strong S-R covariation, in contrast with hidden and unpredictable sources of variation. © 2015 The Author(s).

Covariance Partition Priors: A Bayesian Approach to Simultaneous Covariance Estimation for Longitudinal Data.

PubMed

Gaskins, J T; Daniels, M J

2016-01-02

The estimation of the covariance matrix is a key concern in the analysis of longitudinal data. When data consists of multiple groups, it is often assumed the covariance matrices are either equal across groups or are completely distinct. We seek methodology to allow borrowing of strength across potentially similar groups to improve estimation. To that end, we introduce a covariance partition prior which proposes a partition of the groups at each measurement time. Groups in the same set of the partition share dependence parameters for the distribution of the current measurement given the preceding ones, and the sequence of partitions is modeled as a Markov chain to encourage similar structure at nearby measurement times. This approach additionally encourages a lower-dimensional structure of the covariance matrices by shrinking the parameters of the Cholesky decomposition toward zero. We demonstrate the performance of our model through two simulation studies and the analysis of data from a depression study. This article includes Supplementary Material available online.

Space-time models based on random fields with local interactions

NASA Astrophysics Data System (ADS)

Hristopulos, Dionissios T.; Tsantili, Ivi C.

2016-08-01

The analysis of space-time data from complex, real-life phenomena requires the use of flexible and physically motivated covariance functions. In most cases, it is not possible to explicitly solve the equations of motion for the fields or the respective covariance functions. In the statistical literature, covariance functions are often based on mathematical constructions. In this paper, we propose deriving space-time covariance functions by solving “effective equations of motion”, which can be used as statistical representations of systems with diffusive behavior. In particular, we propose to formulate space-time covariance functions based on an equilibrium effective Hamiltonian using the linear response theory. The effective space-time dynamics is then generated by a stochastic perturbation around the equilibrium point of the classical field Hamiltonian leading to an associated Langevin equation. We employ a Hamiltonian which extends the classical Gaussian field theory by including a curvature term and leads to a diffusive Langevin equation. Finally, we derive new forms of space-time covariance functions.

Theory and simulations of covariance mapping in multiple dimensions for data analysis in high-event-rate experiments

NASA Astrophysics Data System (ADS)

Zhaunerchyk, V.; Frasinski, L. J.; Eland, J. H. D.; Feifel, R.

2014-05-01

Multidimensional covariance analysis and its validity for correlation of processes leading to multiple products are investigated from a theoretical point of view. The need to correct for false correlations induced by experimental parameters which fluctuate from shot to shot, such as the intensity of self-amplified spontaneous emission x-ray free-electron laser pulses, is emphasized. Threefold covariance analysis based on simple extension of the two-variable formulation is shown to be valid for variables exhibiting Poisson statistics. In this case, false correlations arising from fluctuations in an unstable experimental parameter that scale linearly with signals can be eliminated by threefold partial covariance analysis, as defined here. Fourfold covariance based on the same simple extension is found to be invalid in general. Where fluctuations in an unstable parameter induce nonlinear signal variations, a technique of contingent covariance analysis is proposed here to suppress false correlations. In this paper we also show a method to eliminate false correlations associated with fluctuations of several unstable experimental parameters.

Treatment selection in a randomized clinical trial via covariate-specific treatment effect curves.

PubMed

Ma, Yunbei; Zhou, Xiao-Hua

2017-02-01

For time-to-event data in a randomized clinical trial, we proposed two new methods for selecting an optimal treatment for a patient based on the covariate-specific treatment effect curve, which is used to represent the clinical utility of a predictive biomarker. To select an optimal treatment for a patient with a specific biomarker value, we proposed pointwise confidence intervals for each covariate-specific treatment effect curve and the difference between covariate-specific treatment effect curves of two treatments. Furthermore, to select an optimal treatment for a future biomarker-defined subpopulation of patients, we proposed confidence bands for each covariate-specific treatment effect curve and the difference between each pair of covariate-specific treatment effect curve over a fixed interval of biomarker values. We constructed the confidence bands based on a resampling technique. We also conducted simulation studies to evaluate finite-sample properties of the proposed estimation methods. Finally, we illustrated the application of the proposed method in a real-world data set.

Bayes Factor Covariance Testing in Item Response Models.

PubMed

Fox, Jean-Paul; Mulder, Joris; Sinharay, Sandip

2017-12-01

Two marginal one-parameter item response theory models are introduced, by integrating out the latent variable or random item parameter. It is shown that both marginal response models are multivariate (probit) models with a compound symmetry covariance structure. Several common hypotheses concerning the underlying covariance structure are evaluated using (fractional) Bayes factor tests. The support for a unidimensional factor (i.e., assumption of local independence) and differential item functioning are evaluated by testing the covariance components. The posterior distribution of common covariance components is obtained in closed form by transforming latent responses with an orthogonal (Helmert) matrix. This posterior distribution is defined as a shifted-inverse-gamma, thereby introducing a default prior and a balanced prior distribution. Based on that, an MCMC algorithm is described to estimate all model parameters and to compute (fractional) Bayes factor tests. Simulation studies are used to show that the (fractional) Bayes factor tests have good properties for testing the underlying covariance structure of binary response data. The method is illustrated with two real data studies.

Galaxy–galaxy lensing estimators and their covariance properties

DOE PAGES

Singh, Sukhdeep; Mandelbaum, Rachel; Seljak, Uros; ...

2017-07-21

Here, we study the covariance properties of real space correlation function estimators – primarily galaxy–shear correlations, or galaxy–galaxy lensing – using SDSS data for both shear catalogues and lenses (specifically the BOSS LOWZ sample). Using mock catalogues of lenses and sources, we disentangle the various contributions to the covariance matrix and compare them with a simple analytical model. We show that not subtracting the lensing measurement around random points from the measurement around the lens sample is equivalent to performing the measurement using the lens density field instead of the lens overdensity field. While the measurement using the lens densitymore » field is unbiased (in the absence of systematics), its error is significantly larger due to an additional term in the covariance. Therefore, this subtraction should be performed regardless of its beneficial effects on systematics. Comparing the error estimates from data and mocks for estimators that involve the overdensity, we find that the errors are dominated by the shape noise and lens clustering, which empirically estimated covariances (jackknife and standard deviation across mocks) that are consistent with theoretical estimates, and that both the connected parts of the four-point function and the supersample covariance can be neglected for the current levels of noise. While the trade-off between different terms in the covariance depends on the survey configuration (area, source number density), the diagnostics that we use in this work should be useful for future works to test their empirically determined covariances.« less

Quantification of Covariance in Tropical Cyclone Activity across Teleconnected Basins

NASA Astrophysics Data System (ADS)

Tolwinski-Ward, S. E.; Wang, D.

2015-12-01

Rigorous statistical quantification of natural hazard covariance across regions has important implications for risk management, and is also of fundamental scientific interest. We present a multivariate Bayesian Poisson regression model for inferring the covariance in tropical cyclone (TC) counts across multiple ocean basins and across Saffir-Simpson intensity categories. Such covariability results from the influence of large-scale modes of climate variability on local environments that can alternately suppress or enhance TC genesis and intensification, and our model also simultaneously quantifies the covariance of TC counts with various climatic modes in order to deduce the source of inter-basin TC covariability. The model explicitly treats the time-dependent uncertainty in observed maximum sustained wind data, and hence the nominal intensity category of each TC. Differences in annual TC counts as measured by different agencies are also formally addressed. The probabilistic output of the model can be probed for probabilistic answers to such questions as: - Does the relationship between different categories of TCs differ statistically by basin? - Which climatic predictors have significant relationships with TC activity in each basin? - Are the relationships between counts in different basins conditionally independent given the climatic predictors, or are there other factors at play affecting inter-basin covariability? - How can a portfolio of insured property be optimized across space to minimize risk? Although we present results of our model applied to TCs, the framework is generalizable to covariance estimation between multivariate counts of natural hazards across regions and/or across peril types.

Missing continuous outcomes under covariate dependent missingness in cluster randomised trials

PubMed Central

Diaz-Ordaz, Karla; Bartlett, Jonathan W

2016-01-01

Attrition is a common occurrence in cluster randomised trials which leads to missing outcome data. Two approaches for analysing such trials are cluster-level analysis and individual-level analysis. This paper compares the performance of unadjusted cluster-level analysis, baseline covariate adjusted cluster-level analysis and linear mixed model analysis, under baseline covariate dependent missingness in continuous outcomes, in terms of bias, average estimated standard error and coverage probability. The methods of complete records analysis and multiple imputation are used to handle the missing outcome data. We considered four scenarios, with the missingness mechanism and baseline covariate effect on outcome either the same or different between intervention groups. We show that both unadjusted cluster-level analysis and baseline covariate adjusted cluster-level analysis give unbiased estimates of the intervention effect only if both intervention groups have the same missingness mechanisms and there is no interaction between baseline covariate and intervention group. Linear mixed model and multiple imputation give unbiased estimates under all four considered scenarios, provided that an interaction of intervention and baseline covariate is included in the model when appropriate. Cluster mean imputation has been proposed as a valid approach for handling missing outcomes in cluster randomised trials. We show that cluster mean imputation only gives unbiased estimates when missingness mechanism is the same between the intervention groups and there is no interaction between baseline covariate and intervention group. Multiple imputation shows overcoverage for small number of clusters in each intervention group. PMID:27177885

Cox model with interval-censored covariate in cohort studies.

PubMed

Ahn, Soohyun; Lim, Johan; Paik, Myunghee Cho; Sacco, Ralph L; Elkind, Mitchell S

2018-05-18

In cohort studies the outcome is often time to a particular event, and subjects are followed at regular intervals. Periodic visits may also monitor a secondary irreversible event influencing the event of primary interest, and a significant proportion of subjects develop the secondary event over the period of follow-up. The status of the secondary event serves as a time-varying covariate, but is recorded only at the times of the scheduled visits, generating incomplete time-varying covariates. While information on a typical time-varying covariate is missing for entire follow-up period except the visiting times, the status of the secondary event are unavailable only between visits where the status has changed, thus interval-censored. One may view interval-censored covariate of the secondary event status as missing time-varying covariates, yet missingness is partial since partial information is provided throughout the follow-up period. Current practice of using the latest observed status produces biased estimators, and the existing missing covariate techniques cannot accommodate the special feature of missingness due to interval censoring. To handle interval-censored covariates in the Cox proportional hazards model, we propose an available-data estimator, a doubly robust-type estimator as well as the maximum likelihood estimator via EM algorithm and present their asymptotic properties. We also present practical approaches that are valid. We demonstrate the proposed methods using our motivating example from the Northern Manhattan Study. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Using machine learning to assess covariate balance in matching studies.

PubMed

Linden, Ariel; Yarnold, Paul R

2016-12-01

In order to assess the effectiveness of matching approaches in observational studies, investigators typically present summary statistics for each observed pre-intervention covariate, with the objective of showing that matching reduces the difference in means (or proportions) between groups to as close to zero as possible. In this paper, we introduce a new approach to distinguish between study groups based on their distributions of the covariates using a machine-learning algorithm called optimal discriminant analysis (ODA). Assessing covariate balance using ODA as compared with the conventional method has several key advantages: the ability to ascertain how individuals self-select based on optimal (maximum-accuracy) cut-points on the covariates; the application to any variable metric and number of groups; its insensitivity to skewed data or outliers; and the use of accuracy measures that can be widely applied to all analyses. Moreover, ODA accepts analytic weights, thereby extending the assessment of covariate balance to any study design where weights are used for covariate adjustment. By comparing the two approaches using empirical data, we are able to demonstrate that using measures of classification accuracy as balance diagnostics produces highly consistent results to those obtained via the conventional approach (in our matched-pairs example, ODA revealed a weak statistically significant relationship not detected by the conventional approach). Thus, investigators should consider ODA as a robust complement, or perhaps alternative, to the conventional approach for assessing covariate balance in matching studies. © 2016 John Wiley & Sons, Ltd.

Cox regression analysis with missing covariates via nonparametric multiple imputation.

PubMed

Hsu, Chiu-Hsieh; Yu, Mandi

2018-01-01

We consider the situation of estimating Cox regression in which some covariates are subject to missing, and there exists additional information (including observed event time, censoring indicator and fully observed covariates) which may be predictive of the missing covariates. We propose to use two working regression models: one for predicting the missing covariates and the other for predicting the missing probabilities. For each missing covariate observation, these two working models are used to define a nearest neighbor imputing set. This set is then used to non-parametrically impute covariate values for the missing observation. Upon the completion of imputation, Cox regression is performed on the multiply imputed datasets to estimate the regression coefficients. In a simulation study, we compare the nonparametric multiple imputation approach with the augmented inverse probability weighted (AIPW) method, which directly incorporates the two working models into estimation of Cox regression, and the predictive mean matching imputation (PMM) method. We show that all approaches can reduce bias due to non-ignorable missing mechanism. The proposed nonparametric imputation method is robust to mis-specification of either one of the two working models and robust to mis-specification of the link function of the two working models. In contrast, the PMM method is sensitive to misspecification of the covariates included in imputation. The AIPW method is sensitive to the selection probability. We apply the approaches to a breast cancer dataset from Surveillance, Epidemiology and End Results (SEER) Program.

Missing continuous outcomes under covariate dependent missingness in cluster randomised trials.

PubMed

Hossain, Anower; Diaz-Ordaz, Karla; Bartlett, Jonathan W

2017-06-01

Attrition is a common occurrence in cluster randomised trials which leads to missing outcome data. Two approaches for analysing such trials are cluster-level analysis and individual-level analysis. This paper compares the performance of unadjusted cluster-level analysis, baseline covariate adjusted cluster-level analysis and linear mixed model analysis, under baseline covariate dependent missingness in continuous outcomes, in terms of bias, average estimated standard error and coverage probability. The methods of complete records analysis and multiple imputation are used to handle the missing outcome data. We considered four scenarios, with the missingness mechanism and baseline covariate effect on outcome either the same or different between intervention groups. We show that both unadjusted cluster-level analysis and baseline covariate adjusted cluster-level analysis give unbiased estimates of the intervention effect only if both intervention groups have the same missingness mechanisms and there is no interaction between baseline covariate and intervention group. Linear mixed model and multiple imputation give unbiased estimates under all four considered scenarios, provided that an interaction of intervention and baseline covariate is included in the model when appropriate. Cluster mean imputation has been proposed as a valid approach for handling missing outcomes in cluster randomised trials. We show that cluster mean imputation only gives unbiased estimates when missingness mechanism is the same between the intervention groups and there is no interaction between baseline covariate and intervention group. Multiple imputation shows overcoverage for small number of clusters in each intervention group.

Galaxy–galaxy lensing estimators and their covariance properties

DOE Office of Scientific and Technical Information (OSTI.GOV)

Singh, Sukhdeep; Mandelbaum, Rachel; Seljak, Uros

Here, we study the covariance properties of real space correlation function estimators – primarily galaxy–shear correlations, or galaxy–galaxy lensing – using SDSS data for both shear catalogues and lenses (specifically the BOSS LOWZ sample). Using mock catalogues of lenses and sources, we disentangle the various contributions to the covariance matrix and compare them with a simple analytical model. We show that not subtracting the lensing measurement around random points from the measurement around the lens sample is equivalent to performing the measurement using the lens density field instead of the lens overdensity field. While the measurement using the lens densitymore » field is unbiased (in the absence of systematics), its error is significantly larger due to an additional term in the covariance. Therefore, this subtraction should be performed regardless of its beneficial effects on systematics. Comparing the error estimates from data and mocks for estimators that involve the overdensity, we find that the errors are dominated by the shape noise and lens clustering, which empirically estimated covariances (jackknife and standard deviation across mocks) that are consistent with theoretical estimates, and that both the connected parts of the four-point function and the supersample covariance can be neglected for the current levels of noise. While the trade-off between different terms in the covariance depends on the survey configuration (area, source number density), the diagnostics that we use in this work should be useful for future works to test their empirically determined covariances.« less

Galaxy-galaxy lensing estimators and their covariance properties

NASA Astrophysics Data System (ADS)

Singh, Sukhdeep; Mandelbaum, Rachel; Seljak, Uroš; Slosar, Anže; Vazquez Gonzalez, Jose

2017-11-01

We study the covariance properties of real space correlation function estimators - primarily galaxy-shear correlations, or galaxy-galaxy lensing - using SDSS data for both shear catalogues and lenses (specifically the BOSS LOWZ sample). Using mock catalogues of lenses and sources, we disentangle the various contributions to the covariance matrix and compare them with a simple analytical model. We show that not subtracting the lensing measurement around random points from the measurement around the lens sample is equivalent to performing the measurement using the lens density field instead of the lens overdensity field. While the measurement using the lens density field is unbiased (in the absence of systematics), its error is significantly larger due to an additional term in the covariance. Therefore, this subtraction should be performed regardless of its beneficial effects on systematics. Comparing the error estimates from data and mocks for estimators that involve the overdensity, we find that the errors are dominated by the shape noise and lens clustering, which empirically estimated covariances (jackknife and standard deviation across mocks) that are consistent with theoretical estimates, and that both the connected parts of the four-point function and the supersample covariance can be neglected for the current levels of noise. While the trade-off between different terms in the covariance depends on the survey configuration (area, source number density), the diagnostics that we use in this work should be useful for future works to test their empirically determined covariances.

Estimation and Testing of Partial Covariances, Correlations, and Regression Weights Using Maximum Likelihood Factor Analysis.

ERIC Educational Resources Information Center

And Others; Werts, Charles E.

1979-01-01

It is shown how partial covariance, part and partial correlation, and regression weights can be estimated and tested for significance by means of a factor analytic model. Comparable partial covariance, correlations, and regression weights have identical significance tests. (Author)

The use of a covariate reduces experimental error in nutrient digestion studies in growing pigs

USDA-ARS?s Scientific Manuscript database

Covariance analysis limits error, the degree of nuisance variation, and overparameterizing factors to accurately measure treatment effects. Data dealing with growth, carcass composition, and genetics often utilize covariates in data analysis. In contrast, nutritional studies typically do not. The ob...

Covariate Balance in Bayesian Propensity Score Approaches for Observational Studies

ERIC Educational Resources Information Center

Chen, Jianshen; Kaplan, David

2015-01-01

Bayesian alternatives to frequentist propensity score approaches have recently been proposed. However, few studies have investigated their covariate balancing properties. This article compares a recently developed two-step Bayesian propensity score approach to the frequentist approach with respect to covariate balance. The effects of different…

Empirical Performance of Covariates in Education Observational Studies

ERIC Educational Resources Information Center

Wong, Vivian C.; Valentine, Jeffrey C.; Miller-Bains, Kate

2017-01-01

This article summarizes results from 12 empirical evaluations of observational methods in education contexts. We look at the performance of three common covariate-types in observational studies where the outcome is a standardized reading or math test. They are: pretest measures, local geographic matching, and rich covariate sets with a strong…

Covariant harmonic oscillators: 1973 revisited

NASA Technical Reports Server (NTRS)

Noz, M. E.

1993-01-01

Using the relativistic harmonic oscillator, a physical basis is given to the phenomenological wave function of Yukawa which is covariant and normalizable. It is shown that this wave function can be interpreted in terms of the unitary irreducible representations of the Poincare group. The transformation properties of these covariant wave functions are also demonstrated.

Handling Correlations between Covariates and Random Slopes in Multilevel Models

ERIC Educational Resources Information Center

Bates, Michael David; Castellano, Katherine E.; Rabe-Hesketh, Sophia; Skrondal, Anders

2014-01-01

This article discusses estimation of multilevel/hierarchical linear models that include cluster-level random intercepts and random slopes. Viewing the models as structural, the random intercepts and slopes represent the effects of omitted cluster-level covariates that may be correlated with included covariates. The resulting correlations between…

Alternative Multiple Imputation Inference for Mean and Covariance Structure Modeling

ERIC Educational Resources Information Center

Lee, Taehun; Cai, Li

2012-01-01

Model-based multiple imputation has become an indispensable method in the educational and behavioral sciences. Mean and covariance structure models are often fitted to multiply imputed data sets. However, the presence of multiple random imputations complicates model fit testing, which is an important aspect of mean and covariance structure…

A Latent Transition Model with Logistic Regression

ERIC Educational Resources Information Center

Chung, Hwan; Walls, Theodore A.; Park, Yousung

2007-01-01

Latent transition models increasingly include covariates that predict prevalence of latent classes at a given time or transition rates among classes over time. In many situations, the covariate of interest may be latent. This paper describes an approach for handling both manifest and latent covariates in a latent transition model. A Bayesian…

Estimation for the Linear Model With Uncertain Covariance Matrices

NASA Astrophysics Data System (ADS)

Zachariah, Dave; Shariati, Nafiseh; Bengtsson, Mats; Jansson, Magnus; Chatterjee, Saikat

2014-03-01

We derive a maximum a posteriori estimator for the linear observation model, where the signal and noise covariance matrices are both uncertain. The uncertainties are treated probabilistically by modeling the covariance matrices with prior inverse-Wishart distributions. The nonconvex problem of jointly estimating the signal of interest and the covariance matrices is tackled by a computationally efficient fixed-point iteration as well as an approximate variational Bayes solution. The statistical performance of estimators is compared numerically to state-of-the-art estimators from the literature and shown to perform favorably.

Quantum channels irreducibly covariant with respect to the finite group generated by the Weyl operators

NASA Astrophysics Data System (ADS)

Siudzińska, Katarzyna; Chruściński, Dariusz

2018-03-01

In matrix algebras, we introduce a class of linear maps that are irreducibly covariant with respect to the finite group generated by the Weyl operators. In particular, we analyze the irreducibly covariant quantum channels, that is, the completely positive and trace-preserving linear maps. Interestingly, imposing additional symmetries leads to the so-called generalized Pauli channels, which were recently considered in the context of the non-Markovian quantum evolution. Finally, we provide examples of irreducibly covariant positive but not necessarily completely positive maps.

Students’ Covariational Reasoning in Solving Integrals’ Problems

NASA Astrophysics Data System (ADS)

Harini, N. V.; Fuad, Y.; Ekawati, R.

2018-01-01

Covariational reasoning plays an important role to indicate quantities vary in learning calculus. This study investigates students’ covariational reasoning during their studies concerning two covarying quantities in integral problem. Six undergraduate students were chosen to solve problems that involved interpreting and representing how quantities change in tandem. Interviews were conducted to reveal the students’ reasoning while solving covariational problems. The result emphasizes that undergraduate students were able to construct the relation of dependent variables that changes in tandem with the independent variable. However, students faced difficulty in forming images of continuously changing rates and could not accurately apply the concept of integrals. These findings suggest that learning calculus should be increased emphasis on coordinating images of two quantities changing in tandem about instantaneously rate of change and to promote conceptual knowledge in integral techniques.

Fast and accurate estimation of the covariance between pairwise maximum likelihood distances.

PubMed

Gil, Manuel

2014-01-01

Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989) which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error.

Fast and accurate estimation of the covariance between pairwise maximum likelihood distances

PubMed Central

2014-01-01

Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989) which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error. PMID:25279263

[Calculating Pearson residual in logistic regressions: a comparison between SPSS and SAS].

PubMed

Xu, Hao; Zhang, Tao; Li, Xiao-song; Liu, Yuan-yuan

2015-01-01

To compare the results of Pearson residual calculations in logistic regression models using SPSS and SAS. We reviewed Pearson residual calculation methods, and used two sets of data to test logistic models constructed by SPSS and STATA. One model contained a small number of covariates compared to the number of observed. The other contained a similar number of covariates as the number of observed. The two software packages produced similar Pearson residual estimates when the models contained a similar number of covariates as the number of observed, but the results differed when the number of observed was much greater than the number of covariates. The two software packages produce different results of Pearson residuals, especially when the models contain a small number of covariates. Further studies are warranted.

Alterations in Anatomical Covariance in the Prematurely Born

PubMed Central

Scheinost, Dustin; Kwon, Soo Hyun; Lacadie, Cheryl; Vohr, Betty R.; Schneider, Karen C.; Papademetris, Xenophon; Constable, R. Todd; Ment, Laura R.

2017-01-01

Abstract Preterm (PT) birth results in long-term alterations in functional and structural connectivity, but the related changes in anatomical covariance are just beginning to be explored. To test the hypothesis that PT birth alters patterns of anatomical covariance, we investigated brain volumes of 25 PTs and 22 terms at young adulthood using magnetic resonance imaging. Using regional volumetrics, seed-based analyses, and whole brain graphs, we show that PT birth is associated with reduced volume in bilateral temporal and inferior frontal lobes, left caudate, left fusiform, and posterior cingulate for prematurely born subjects at young adulthood. Seed-based analyses demonstrate altered patterns of anatomical covariance for PTs compared with terms. PTs exhibit reduced covariance with R Brodmann area (BA) 47, Broca's area, and L BA 21, Wernicke's area, and white matter volume in the left prefrontal lobe, but increased covariance with R BA 47 and left cerebellum. Graph theory analyses demonstrate that measures of network complexity are significantly less robust in PTs compared with term controls. Volumes in regions showing group differences are significantly correlated with phonological awareness, the fundamental basis for reading acquisition, for the PTs. These data suggest both long-lasting and clinically significant alterations in the covariance in the PTs at young adulthood. PMID:26494796

Massive data compression for parameter-dependent covariance matrices

NASA Astrophysics Data System (ADS)

Heavens, Alan F.; Sellentin, Elena; de Mijolla, Damien; Vianello, Alvise

2017-12-01

We show how the massive data compression algorithm MOPED can be used to reduce, by orders of magnitude, the number of simulated data sets which are required to estimate the covariance matrix required for the analysis of Gaussian-distributed data. This is relevant when the covariance matrix cannot be calculated directly. The compression is especially valuable when the covariance matrix varies with the model parameters. In this case, it may be prohibitively expensive to run enough simulations to estimate the full covariance matrix throughout the parameter space. This compression may be particularly valuable for the next generation of weak lensing surveys, such as proposed for Euclid and Large Synoptic Survey Telescope, for which the number of summary data (such as band power or shear correlation estimates) is very large, ∼104, due to the large number of tomographic redshift bins which the data will be divided into. In the pessimistic case where the covariance matrix is estimated separately for all points in an Monte Carlo Markov Chain analysis, this may require an unfeasible 109 simulations. We show here that MOPED can reduce this number by a factor of 1000, or a factor of ∼106 if some regularity in the covariance matrix is assumed, reducing the number of simulations required to a manageable 103, making an otherwise intractable analysis feasible.

Double-adjustment in propensity score matching analysis: choosing a threshold for considering residual imbalance.

PubMed

Nguyen, Tri-Long; Collins, Gary S; Spence, Jessica; Daurès, Jean-Pierre; Devereaux, P J; Landais, Paul; Le Manach, Yannick

2017-04-28

Double-adjustment can be used to remove confounding if imbalance exists after propensity score (PS) matching. However, it is not always possible to include all covariates in adjustment. We aimed to find the optimal imbalance threshold for entering covariates into regression. We conducted a series of Monte Carlo simulations on virtual populations of 5,000 subjects. We performed PS 1:1 nearest-neighbor matching on each sample. We calculated standardized mean differences across groups to detect any remaining imbalance in the matched samples. We examined 25 thresholds (from 0.01 to 0.25, stepwise 0.01) for considering residual imbalance. The treatment effect was estimated using logistic regression that contained only those covariates considered to be unbalanced by these thresholds. We showed that regression adjustment could dramatically remove residual confounding bias when it included all of the covariates with a standardized difference greater than 0.10. The additional benefit was negligible when we also adjusted for covariates with less imbalance. We found that the mean squared error of the estimates was minimized under the same conditions. If covariate balance is not achieved, we recommend reiterating PS modeling until standardized differences below 0.10 are achieved on most covariates. In case of remaining imbalance, a double adjustment might be worth considering.

Mapping structural covariance networks of facial emotion recognition in early psychosis: A pilot study.

PubMed

Buchy, Lisa; Barbato, Mariapaola; Makowski, Carolina; Bray, Signe; MacMaster, Frank P; Deighton, Stephanie; Addington, Jean

2017-11-01

People with psychosis show deficits recognizing facial emotions and disrupted activation in the underlying neural circuitry. We evaluated associations between facial emotion recognition and cortical thickness using a correlation-based approach to map structural covariance networks across the brain. Fifteen people with an early psychosis provided magnetic resonance scans and completed the Penn Emotion Recognition and Differentiation tasks. Fifteen historical controls provided magnetic resonance scans. Cortical thickness was computed using CIVET and analyzed with linear models. Seed-based structural covariance analysis was done using the mapping anatomical correlations across the cerebral cortex methodology. To map structural covariance networks involved in facial emotion recognition, the right somatosensory cortex and bilateral fusiform face areas were selected as seeds. Statistics were run in SurfStat. Findings showed increased cortical covariance between the right fusiform face region seed and right orbitofrontal cortex in controls than early psychosis subjects. Facial emotion recognition scores were not significantly associated with thickness in any region. A negative effect of Penn Differentiation scores on cortical covariance was seen between the left fusiform face area seed and right superior parietal lobule in early psychosis subjects. Results suggest that facial emotion recognition ability is related to covariance in a temporal-parietal network in early psychosis. Copyright © 2017 Elsevier B.V. All rights reserved.

Efficient Semiparametric Inference Under Two-Phase Sampling, With Applications to Genetic Association Studies.

PubMed

Tao, Ran; Zeng, Donglin; Lin, Dan-Yu

2017-01-01

In modern epidemiological and clinical studies, the covariates of interest may involve genome sequencing, biomarker assay, or medical imaging and thus are prohibitively expensive to measure on a large number of subjects. A cost-effective solution is the two-phase design, under which the outcome and inexpensive covariates are observed for all subjects during the first phase and that information is used to select subjects for measurements of expensive covariates during the second phase. For example, subjects with extreme values of quantitative traits were selected for whole-exome sequencing in the National Heart, Lung, and Blood Institute (NHLBI) Exome Sequencing Project (ESP). Herein, we consider general two-phase designs, where the outcome can be continuous or discrete, and inexpensive covariates can be continuous and correlated with expensive covariates. We propose a semiparametric approach to regression analysis by approximating the conditional density functions of expensive covariates given inexpensive covariates with B-spline sieves. We devise a computationally efficient and numerically stable EM-algorithm to maximize the sieve likelihood. In addition, we establish the consistency, asymptotic normality, and asymptotic efficiency of the estimators. Furthermore, we demonstrate the superiority of the proposed methods over existing ones through extensive simulation studies. Finally, we present applications to the aforementioned NHLBI ESP.

Risk factors of neonatal mortality and child mortality in Bangladesh

PubMed Central

Maniruzzaman, Md; Suri, Harman S; Kumar, Nishith; Abedin, Md Menhazul; Rahman, Md Jahanur; El-Baz, Ayman; Bhoot, Makrand; Teji, Jagjit S; Suri, Jasjit S

2018-01-01

Background Child and neonatal mortality is a serious problem in Bangladesh. The main objective of this study was to determine the most significant socio-economic factors (covariates) between the years 2011 and 2014 that influences on neonatal and child mortality and to further suggest the plausible policy proposals. Methods We modeled the neonatal and child mortality as categorical dependent variable (alive vs death of the child) while 16 covariates are used as independent variables using χ2 statistic and multiple logistic regression (MLR) based on maximum likelihood estimate. Findings Using the MLR, for neonatal mortality, diarrhea showed the highest positive coefficient (β = 1.130; P < 0.010) leading to most significant covariate for both 2011 and 2014. The corresponding odds ratios were: 0.323 for both the years. The second most significant covariate in 2011 was birth order between 2-6 years (β = 0.744; P < 0.001), while father’s education was negative correlation (β = -0.910; P < 0.050). In general, 10 covariates in 2011 and 5 covariates in 2014 were significant, so there was an improvement in socio-economic conditions for neonatal mortality. For child mortality, birth order between 2-6 years and 7 and above years showed the highest positive coefficients (β = 1.042; P < 0.010) and (β = 1.285; P < 0.050) for 2011. The corresponding odds ratios were: 2.835 and 3.614, respectively. Father's education showed the highest coefficient (β = 0.770; P < 0.050) indicating the significant covariate for 2014 and the corresponding odds ratio was 2.160. In general, 6 covariates in 2011 and 4 covariates in 2014 were also significant, so there was also an improvement in socio-economic conditions for child mortality. This study allows policy makers to make appropriate decisions to reduce neonatal and child mortality in Bangladesh. Conclusions In 2014, mother’s age and father’s education were also still significant covariates for child mortality. This study allows policy makers to make appropriate decisions to reduce neonatal and child mortality in Bangladesh. PMID:29740501

Covariance Based Pre-Filters and Screening Criteria for Conjunction Analysis

NASA Astrophysics Data System (ADS)

George, E., Chan, K.

2012-09-01

Several relationships are developed relating object size, initial covariance and range at closest approach to probability of collision. These relationships address the following questions: - Given the objects' initial covariance and combined hard body size, what is the maximum possible value of the probability of collision (Pc)? - Given the objects' initial covariance, what is the maximum combined hard body radius for which the probability of collision does not exceed the tolerance limit? - Given the objects' initial covariance and the combined hard body radius, what is the minimum miss distance for which the probability of collision does not exceed the tolerance limit? - Given the objects' initial covariance and the miss distance, what is the maximum combined hard body radius for which the probability of collision does not exceed the tolerance limit? The first relationship above allows the elimination of object pairs from conjunction analysis (CA) on the basis of the initial covariance and hard-body sizes of the objects. The application of this pre-filter to present day catalogs with estimated covariance results in the elimination of approximately 35% of object pairs as unable to ever conjunct with a probability of collision exceeding 1x10-6. Because Pc is directly proportional to object size and inversely proportional to covariance size, this pre-filter will have a significantly larger impact on future catalogs, which are expected to contain a much larger fraction of small debris tracked only by a limited subset of available sensors. This relationship also provides a mathematically rigorous basis for eliminating objects from analysis entirely based on element set age or quality - a practice commonly done by rough rules of thumb today. Further, these relations can be used to determine the required geometric screening radius for all objects. This analysis reveals the screening volumes for small objects are much larger than needed, while the screening volumes for pairs of large objects may be inadequate. These relationships may also form the basis of an important metric for catalog maintenance by defining the maximum allowable covariance size for effective conjunction analysis. The application of these techniques promises to greatly improve the efficiency and completeness of conjunction analysis.

Modelling Nitrogen Oxides in Los Angeles Using a Hybrid Dispersion/Land Use Regression Model

NASA Astrophysics Data System (ADS)

Wilton, Darren C.

The goal of this dissertation is to develop models capable of predicting long term annual average NOx concentrations in urban areas. Predictions from simple meteorological dispersion models and seasonal proxies for NO2 oxidation were included as covariates in a land use regression (LUR) model for NOx in Los Angeles, CA. The NO x measurements were obtained from a comprehensive measurement campaign that is part of the Multi-Ethnic Study of Atherosclerosis Air Pollution Study (MESA Air). Simple land use regression models were initially developed using a suite of GIS-derived land use variables developed from various buffer sizes (R²=0.15). Caline3, a simple steady-state Gaussian line source model, was initially incorporated into the land-use regression framework. The addition of this spatio-temporally varying Caline3 covariate improved the simple LUR model predictions. The extent of improvement was much more pronounced for models based solely on the summer measurements (simple LUR: R²=0.45; Caline3/LUR: R²=0.70), than it was for models based on all seasons (R²=0.20). We then used a Lagrangian dispersion model to convert static land use covariates for population density, commercial/industrial area into spatially and temporally varying covariates. The inclusion of these covariates resulted in significant improvement in model prediction (R²=0.57). In addition to the dispersion model covariates described above, a two-week average value of daily peak-hour ozone was included as a surrogate of the oxidation of NO2 during the different sampling periods. This additional covariate further improved overall model performance for all models. The best model by 10-fold cross validation (R²=0.73) contained the Caline3 prediction, a static covariate for length of A3 roads within 50 meters, the Calpuff-adjusted covariates derived from both population density and industrial/commercial land area, and the ozone covariate. This model was tested against annual average NOx concentrations from an independent data set from the EPA's Air Quality System (AQS) and MESA Air fixed site monitors, and performed very well (R²=0.82).

Risk factors of neonatal mortality and child mortality in Bangladesh.

PubMed

Maniruzzaman, Md; Suri, Harman S; Kumar, Nishith; Abedin, Md Menhazul; Rahman, Md Jahanur; El-Baz, Ayman; Bhoot, Makrand; Teji, Jagjit S; Suri, Jasjit S

2018-06-01

Child and neonatal mortality is a serious problem in Bangladesh. The main objective of this study was to determine the most significant socio-economic factors (covariates) between the years 2011 and 2014 that influences on neonatal and child mortality and to further suggest the plausible policy proposals. We modeled the neonatal and child mortality as categorical dependent variable (alive vs death of the child) while 16 covariates are used as independent variables using χ 2 statistic and multiple logistic regression (MLR) based on maximum likelihood estimate. Using the MLR, for neonatal mortality, diarrhea showed the highest positive coefficient (β = 1.130; P  < 0.010) leading to most significant covariate for both 2011 and 2014. The corresponding odds ratios were: 0.323 for both the years. The second most significant covariate in 2011 was birth order between 2-6 years (β = 0.744; P  < 0.001), while father's education was negative correlation (β = -0.910; P  < 0.050). In general, 10 covariates in 2011 and 5 covariates in 2014 were significant, so there was an improvement in socio-economic conditions for neonatal mortality. For child mortality, birth order between 2-6 years and 7 and above years showed the highest positive coefficients (β = 1.042; P  < 0.010) and (β = 1.285; P  < 0.050) for 2011. The corresponding odds ratios were: 2.835 and 3.614, respectively. Father's education showed the highest coefficient (β = 0.770; P  < 0.050) indicating the significant covariate for 2014 and the corresponding odds ratio was 2.160. In general, 6 covariates in 2011 and 4 covariates in 2014 were also significant, so there was also an improvement in socio-economic conditions for child mortality. This study allows policy makers to make appropriate decisions to reduce neonatal and child mortality in Bangladesh. In 2014, mother's age and father's education were also still significant covariates for child mortality. This study allows policy makers to make appropriate decisions to reduce neonatal and child mortality in Bangladesh.

Galaxy two-point covariance matrix estimation for next generation surveys

NASA Astrophysics Data System (ADS)

Howlett, Cullan; Percival, Will J.

2017-12-01

We perform a detailed analysis of the covariance matrix of the spherically averaged galaxy power spectrum and present a new, practical method for estimating this within an arbitrary survey without the need for running mock galaxy simulations that cover the full survey volume. The method uses theoretical arguments to modify the covariance matrix measured from a set of small-volume cubic galaxy simulations, which are computationally cheap to produce compared to larger simulations and match the measured small-scale galaxy clustering more accurately than is possible using theoretical modelling. We include prescriptions to analytically account for the window function of the survey, which convolves the measured covariance matrix in a non-trivial way. We also present a new method to include the effects of super-sample covariance and modes outside the small simulation volume which requires no additional simulations and still allows us to scale the covariance matrix. As validation, we compare the covariance matrix estimated using our new method to that from a brute-force calculation using 500 simulations originally created for analysis of the Sloan Digital Sky Survey Main Galaxy Sample. We find excellent agreement on all scales of interest for large-scale structure analysis, including those dominated by the effects of the survey window, and on scales where theoretical models of the clustering normally break down, but the new method produces a covariance matrix with significantly better signal-to-noise ratio. Although only formally correct in real space, we also discuss how our method can be extended to incorporate the effects of redshift space distortions.

Genome-Wide Networks of Amino Acid Covariances Are Common among Viruses

PubMed Central

Donlin, Maureen J.; Szeto, Brandon; Gohara, David W.; Aurora, Rajeev

2012-01-01

Coordinated variation among positions in amino acid sequence alignments can reveal genetic dependencies at noncontiguous positions, but methods to assess these interactions are incompletely developed. Previously, we found genome-wide networks of covarying residue positions in the hepatitis C virus genome (R. Aurora, M. J. Donlin, N. A. Cannon, and J. E. Tavis, J. Clin. Invest. 119:225–236, 2009). Here, we asked whether such networks are present in a diverse set of viruses and, if so, what they may imply about viral biology. Viral sequences were obtained for 16 viruses in 13 species from 9 families. The entire viral coding potential for each virus was aligned, all possible amino acid covariances were identified using the observed-minus-expected-squared algorithm at a false-discovery rate of ≤1%, and networks of covariances were assessed using standard methods. Covariances that spanned the viral coding potential were common in all viruses. In all cases, the covariances formed a single network that contained essentially all of the covariances. The hepatitis C virus networks had hub-and-spoke topologies, but all other networks had random topologies with an unusually large number of highly connected nodes. These results indicate that genome-wide networks of genetic associations and the coordinated evolution they imply are very common in viral genomes, that the networks rarely have the hub-and-spoke topology that dominates other biological networks, and that network topologies can vary substantially even within a given viral group. Five examples with hepatitis B virus and poliovirus are presented to illustrate how covariance network analysis can lead to inferences about viral biology. PMID:22238298

Meta-analytical synthesis of regression coefficients under different categorization scheme of continuous covariates.

PubMed

Yoneoka, Daisuke; Henmi, Masayuki

2017-11-30

Recently, the number of clinical prediction models sharing the same regression task has increased in the medical literature. However, evidence synthesis methodologies that use the results of these regression models have not been sufficiently studied, particularly in meta-analysis settings where only regression coefficients are available. One of the difficulties lies in the differences between the categorization schemes of continuous covariates across different studies. In general, categorization methods using cutoff values are study specific across available models, even if they focus on the same covariates of interest. Differences in the categorization of covariates could lead to serious bias in the estimated regression coefficients and thus in subsequent syntheses. To tackle this issue, we developed synthesis methods for linear regression models with different categorization schemes of covariates. A 2-step approach to aggregate the regression coefficient estimates is proposed. The first step is to estimate the joint distribution of covariates by introducing a latent sampling distribution, which uses one set of individual participant data to estimate the marginal distribution of covariates with categorization. The second step is to use a nonlinear mixed-effects model with correction terms for the bias due to categorization to estimate the overall regression coefficients. Especially in terms of precision, numerical simulations show that our approach outperforms conventional methods, which only use studies with common covariates or ignore the differences between categorization schemes. The method developed in this study is also applied to a series of WHO epidemiologic studies on white blood cell counts. Copyright © 2017 John Wiley & Sons, Ltd.

Structural Covariance of the Default Network in Healthy and Pathological Aging

PubMed Central

Turner, Gary R.

2013-01-01

Significant progress has been made uncovering functional brain networks, yet little is known about the corresponding structural covariance networks. The default network's functional architecture has been shown to change over the course of healthy and pathological aging. We examined cross-sectional and longitudinal datasets to reveal the structural covariance of the human default network across the adult lifespan and through the progression of Alzheimer's disease (AD). We used a novel approach to identify the structural covariance of the default network and derive individual participant scores that reflect the covariance pattern in each brain image. A seed-based multivariate analysis was conducted on structural images in the cross-sectional OASIS (N = 414) and longitudinal Alzheimer's Disease Neuroimaging Initiative (N = 434) datasets. We reproduced the distributed topology of the default network, based on a posterior cingulate cortex seed, consistent with prior reports of this intrinsic connectivity network. Structural covariance of the default network scores declined in healthy and pathological aging. Decline was greatest in the AD cohort and in those who progressed from mild cognitive impairment to AD. Structural covariance of the default network scores were positively associated with general cognitive status, reduced in APOEε4 carriers versus noncarriers, and associated with CSF biomarkers of AD. These findings identify the structural covariance of the default network and characterize changes to the network's gray matter integrity across the lifespan and through the progression of AD. The findings provide evidence for the large-scale network model of neurodegenerative disease, in which neurodegeneration spreads through intrinsically connected brain networks in a disease specific manner. PMID:24048852

Differential Age-Related Changes in Structural Covariance Networks of Human Anterior and Posterior Hippocampus.

PubMed

Li, Xinwei; Li, Qiongling; Wang, Xuetong; Li, Deyu; Li, Shuyu

2018-01-01

The hippocampus plays an important role in memory function relying on information interaction between distributed brain areas. The hippocampus can be divided into the anterior and posterior sections with different structure and function along its long axis. The aim of this study is to investigate the effects of normal aging on the structural covariance of the anterior hippocampus (aHPC) and the posterior hippocampus (pHPC). In this study, 240 healthy subjects aged 18-89 years were selected and subdivided into young (18-23 years), middle-aged (30-58 years), and older (61-89 years) groups. The aHPC and pHPC was divided based on the location of uncal apex in the MNI space. Then, the structural covariance networks were constructed by examining their covariance in gray matter volumes with other brain regions. Finally, the influence of age on the structural covariance of these hippocampal sections was explored. We found that the aHPC and pHPC had different structural covariance patterns, but both of them were associated with the medial temporal lobe and insula. Moreover, both increased and decreased covariances were found with the aHPC but only increased covariance was found with the pHPC with age ( p < 0.05, family-wise error corrected). These decreased connections occurred within the default mode network, while the increased connectivity mainly occurred in other memory systems that differ from the hippocampus. This study reveals different age-related influence on the structural networks of the aHPC and pHPC, providing an essential insight into the mechanisms of the hippocampus in normal aging.

Teaching the Verhulst Model: A Teaching Experiment in Covariational Reasoning and Exponential Growth

ERIC Educational Resources Information Center

Castillo-Garsow, Carlos

2010-01-01

Both Thompson and the duo of Confrey and Smith describe how students might be taught to build "ways of thinking" about exponential behavior by coordinating the covariation of two changing quantities, however, these authors build exponential behavior from different meanings of covariation. Confrey and Smith advocate beginning with discrete additive…

Conditional Covariance Theory and Detect for Polytomous Items

ERIC Educational Resources Information Center

Zhang, Jinming

2007-01-01

This paper extends the theory of conditional covariances to polytomous items. It has been proven that under some mild conditions, commonly assumed in the analysis of response data, the conditional covariance of two items, dichotomously or polytomously scored, given an appropriately chosen composite is positive if, and only if, the two items…

Using Fit Indexes to Select a Covariance Model for Longitudinal Data

ERIC Educational Resources Information Center

Liu, Siwei; Rovine, Michael J.; Molenaar, Peter C. M.

2012-01-01

This study investigated the performance of fit indexes in selecting a covariance structure for longitudinal data. Data were simulated to follow a compound symmetry, first-order autoregressive, first-order moving average, or random-coefficients covariance structure. We examined the ability of the likelihood ratio test (LRT), root mean square error…

Investigating Approaches to Estimating Covariate Effects in Growth Mixture Modeling: A Simulation Study

ERIC Educational Resources Information Center

Li, Ming; Harring, Jeffrey R.

2017-01-01

Researchers continue to be interested in efficient, accurate methods of estimating coefficients of covariates in mixture modeling. Including covariates related to the latent class analysis not only may improve the ability of the mixture model to clearly differentiate between subjects but also makes interpretation of latent group membership more…

Simulation-Extrapolation for Estimating Means and Causal Effects with Mismeasured Covariates

ERIC Educational Resources Information Center

Lockwood, J. R.; McCaffrey, Daniel F.

2015-01-01

Regression, weighting and related approaches to estimating a population mean from a sample with nonrandom missing data often rely on the assumption that conditional on covariates, observed samples can be treated as random. Standard methods using this assumption generally will fail to yield consistent estimators when covariates are measured with…

A Standardized Generalized Dimensionality Discrepancy Measure and a Standardized Model-Based Covariance for Dimensionality Assessment for Multidimensional Models

ERIC Educational Resources Information Center

Levy, Roy; Xu, Yuning; Yel, Nedim; Svetina, Dubravka

2015-01-01

The standardized generalized dimensionality discrepancy measure and the standardized model-based covariance are introduced as tools to critique dimensionality assumptions in multidimensional item response models. These tools are grounded in a covariance theory perspective and associated connections between dimensionality and local independence.…

The Importance of Covariate Selection in Controlling for Selection Bias in Observational Studies

ERIC Educational Resources Information Center

Steiner, Peter M.; Cook, Thomas D.; Shadish, William R.; Clark, M. H.

2010-01-01

The assumption of strongly ignorable treatment assignment is required for eliminating selection bias in observational studies. To meet this assumption, researchers often rely on a strategy of selecting covariates that they think will control for selection bias. Theory indicates that the most important covariates are those highly correlated with…

A class of covariate-dependent spatiotemporal covariance functions

PubMed Central

Reich, Brian J; Eidsvik, Jo; Guindani, Michele; Nail, Amy J; Schmidt, Alexandra M.

2014-01-01

In geostatistics, it is common to model spatially distributed phenomena through an underlying stationary and isotropic spatial process. However, these assumptions are often untenable in practice because of the influence of local effects in the correlation structure. Therefore, it has been of prolonged interest in the literature to provide flexible and effective ways to model non-stationarity in the spatial effects. Arguably, due to the local nature of the problem, we might envision that the correlation structure would be highly dependent on local characteristics of the domain of study, namely the latitude, longitude and altitude of the observation sites, as well as other locally defined covariate information. In this work, we provide a flexible and computationally feasible way for allowing the correlation structure of the underlying processes to depend on local covariate information. We discuss the properties of the induced covariance functions and discuss methods to assess its dependence on local covariate information by means of a simulation study and the analysis of data observed at ozone-monitoring stations in the Southeast United States. PMID:24772199

A multivariate multilevel Gaussian model with a mixed effects structure in the mean and covariance part.

PubMed

Li, Baoyue; Bruyneel, Luk; Lesaffre, Emmanuel

2014-05-20

A traditional Gaussian hierarchical model assumes a nested multilevel structure for the mean and a constant variance at each level. We propose a Bayesian multivariate multilevel factor model that assumes a multilevel structure for both the mean and the covariance matrix. That is, in addition to a multilevel structure for the mean we also assume that the covariance matrix depends on covariates and random effects. This allows to explore whether the covariance structure depends on the values of the higher levels and as such models heterogeneity in the variances and correlation structure of the multivariate outcome across the higher level values. The approach is applied to the three-dimensional vector of burnout measurements collected on nurses in a large European study to answer the research question whether the covariance matrix of the outcomes depends on recorded system-level features in the organization of nursing care, but also on not-recorded factors that vary with countries, hospitals, and nursing units. Simulations illustrate the performance of our modeling approach. Copyright © 2013 John Wiley & Sons, Ltd.

Synthesis of linear regression coefficients by recovering the within-study covariance matrix from summary statistics.

PubMed

Yoneoka, Daisuke; Henmi, Masayuki

2017-06-01

Recently, the number of regression models has dramatically increased in several academic fields. However, within the context of meta-analysis, synthesis methods for such models have not been developed in a commensurate trend. One of the difficulties hindering the development is the disparity in sets of covariates among literature models. If the sets of covariates differ across models, interpretation of coefficients will differ, thereby making it difficult to synthesize them. Moreover, previous synthesis methods for regression models, such as multivariate meta-analysis, often have problems because covariance matrix of coefficients (i.e. within-study correlations) or individual patient data are not necessarily available. This study, therefore, proposes a brief explanation regarding a method to synthesize linear regression models under different covariate sets by using a generalized least squares method involving bias correction terms. Especially, we also propose an approach to recover (at most) threecorrelations of covariates, which is required for the calculation of the bias term without individual patient data. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Zero-inflated count models for longitudinal measurements with heterogeneous random effects.

PubMed

Zhu, Huirong; Luo, Sheng; DeSantis, Stacia M

2017-08-01

Longitudinal zero-inflated count data arise frequently in substance use research when assessing the effects of behavioral and pharmacological interventions. Zero-inflated count models (e.g. zero-inflated Poisson or zero-inflated negative binomial) with random effects have been developed to analyze this type of data. In random effects zero-inflated count models, the random effects covariance matrix is typically assumed to be homogeneous (constant across subjects). However, in many situations this matrix may be heterogeneous (differ by measured covariates). In this paper, we extend zero-inflated count models to account for random effects heterogeneity by modeling their variance as a function of covariates. We show via simulation that ignoring intervention and covariate-specific heterogeneity can produce biased estimates of covariate and random effect estimates. Moreover, those biased estimates can be rectified by correctly modeling the random effects covariance structure. The methodological development is motivated by and applied to the Combined Pharmacotherapies and Behavioral Interventions for Alcohol Dependence (COMBINE) study, the largest clinical trial of alcohol dependence performed in United States with 1383 individuals.

Beamforming using subspace estimation from a diagonally averaged sample covariance.

PubMed

Quijano, Jorge E; Zurk, Lisa M

2017-08-01

The potential benefit of a large-aperture sonar array for high resolution target localization is often challenged by the lack of sufficient data required for adaptive beamforming. This paper introduces a Toeplitz-constrained estimator of the clairvoyant signal covariance matrix corresponding to multiple far-field targets embedded in background isotropic noise. The estimator is obtained by averaging along subdiagonals of the sample covariance matrix, followed by covariance extrapolation using the method of maximum entropy. The sample covariance is computed from limited data snapshots, a situation commonly encountered with large-aperture arrays in environments characterized by short periods of local stationarity. Eigenvectors computed from the Toeplitz-constrained covariance are used to construct signal-subspace projector matrices, which are shown to reduce background noise and improve detection of closely spaced targets when applied to subspace beamforming. Monte Carlo simulations corresponding to increasing array aperture suggest convergence of the proposed projector to the clairvoyant signal projector, thereby outperforming the classic projector obtained from the sample eigenvectors. Beamforming performance of the proposed method is analyzed using simulated data, as well as experimental data from the Shallow Water Array Performance experiment.

Spatial design and strength of spatial signal: Effects on covariance estimation

USGS Publications Warehouse

Irvine, Kathryn M.; Gitelman, Alix I.; Hoeting, Jennifer A.

2007-01-01

In a spatial regression context, scientists are often interested in a physical interpretation of components of the parametric covariance function. For example, spatial covariance parameter estimates in ecological settings have been interpreted to describe spatial heterogeneity or “patchiness” in a landscape that cannot be explained by measured covariates. In this article, we investigate the influence of the strength of spatial dependence on maximum likelihood (ML) and restricted maximum likelihood (REML) estimates of covariance parameters in an exponential-with-nugget model, and we also examine these influences under different sampling designs—specifically, lattice designs and more realistic random and cluster designs—at differing intensities of sampling (n=144 and 361). We find that neither ML nor REML estimates perform well when the range parameter and/or the nugget-to-sill ratio is large—ML tends to underestimate the autocorrelation function and REML produces highly variable estimates of the autocorrelation function. The best estimates of both the covariance parameters and the autocorrelation function come under the cluster sampling design and large sample sizes. As a motivating example, we consider a spatial model for stream sulfate concentration.

Covariance Matrix Evaluations for Independent Mass Fission Yields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Terranova, N., E-mail: nicholas.terranova@unibo.it; Serot, O.; Archier, P.

2015-01-15

Recent needs for more accurate fission product yields include covariance information to allow improved uncertainty estimations of the parameters used by design codes. The aim of this work is to investigate the possibility to generate more reliable and complete uncertainty information on independent mass fission yields. Mass yields covariances are estimated through a convolution between the multi-Gaussian empirical model based on Brosa's fission modes, which describe the pre-neutron mass yields, and the average prompt neutron multiplicity curve. The covariance generation task has been approached using the Bayesian generalized least squared method through the CONRAD code. Preliminary results on mass yieldsmore » variance-covariance matrix will be presented and discussed from physical grounds in the case of {sup 235}U(n{sub th}, f) and {sup 239}Pu(n{sub th}, f) reactions.« less

Analyzing average and conditional effects with multigroup multilevel structural equation models

PubMed Central

Mayer, Axel; Nagengast, Benjamin; Fletcher, John; Steyer, Rolf

2014-01-01

Conventionally, multilevel analysis of covariance (ML-ANCOVA) has been the recommended approach for analyzing treatment effects in quasi-experimental multilevel designs with treatment application at the cluster-level. In this paper, we introduce the generalized ML-ANCOVA with linear effect functions that identifies average and conditional treatment effects in the presence of treatment-covariate interactions. We show how the generalized ML-ANCOVA model can be estimated with multigroup multilevel structural equation models that offer considerable advantages compared to traditional ML-ANCOVA. The proposed model takes into account measurement error in the covariates, sampling error in contextual covariates, treatment-covariate interactions, and stochastic predictors. We illustrate the implementation of ML-ANCOVA with an example from educational effectiveness research where we estimate average and conditional effects of early transition to secondary schooling on reading comprehension. PMID:24795668

Analysis of capture-recapture models with individual covariates using data augmentation

USGS Publications Warehouse

Royle, J. Andrew

2009-01-01

I consider the analysis of capture-recapture models with individual covariates that influence detection probability. Bayesian analysis of the joint likelihood is carried out using a flexible data augmentation scheme that facilitates analysis by Markov chain Monte Carlo methods, and a simple and straightforward implementation in freely available software. This approach is applied to a study of meadow voles (Microtus pennsylvanicus) in which auxiliary data on a continuous covariate (body mass) are recorded, and it is thought that detection probability is related to body mass. In a second example, the model is applied to an aerial waterfowl survey in which a double-observer protocol is used. The fundamental unit of observation is the cluster of individual birds, and the size of the cluster (a discrete covariate) is used as a covariate on detection probability.

True covariance simulation of the EUVE update filter

NASA Technical Reports Server (NTRS)

Bar-Itzhack, Itzhack Y.; Harman, R. R.

1989-01-01

A covariance analysis of the performance and sensitivity of the attitude determination Extended Kalman Filter (EKF) used by the On Board Computer (OBC) of the Extreme Ultra Violet Explorer (EUVE) spacecraft is presented. The linearized dynamics and measurement equations of the error states are derived which constitute the truth model describing the real behavior of the systems involved. The design model used by the OBC EKF is then obtained by reducing the order of the truth model. The covariance matrix of the EKF which uses the reduced order model is not the correct covariance of the EKF estimation error. A true covariance analysis has to be carried out in order to evaluate the correct accuracy of the OBC generated estimates. The results of such analysis are presented which indicate both the performance and the sensitivity of the OBC EKF.

Linear Regression with a Randomly Censored Covariate: Application to an Alzheimer's Study.

PubMed

Atem, Folefac D; Qian, Jing; Maye, Jacqueline E; Johnson, Keith A; Betensky, Rebecca A

2017-01-01

The association between maternal age of onset of dementia and amyloid deposition (measured by in vivo positron emission tomography (PET) imaging) in cognitively normal older offspring is of interest. In a regression model for amyloid, special methods are required due to the random right censoring of the covariate of maternal age of onset of dementia. Prior literature has proposed methods to address the problem of censoring due to assay limit of detection, but not random censoring. We propose imputation methods and a survival regression method that do not require parametric assumptions about the distribution of the censored covariate. Existing imputation methods address missing covariates, but not right censored covariates. In simulation studies, we compare these methods to the simple, but inefficient complete case analysis, and to thresholding approaches. We apply the methods to the Alzheimer's study.

Calculating Path-Dependent Travel Time Prediction Variance and Covariance for the SALSA3D Global Tomographic P-Velocity Model with a Distributed Parallel Multi-Core Computer

NASA Astrophysics Data System (ADS)

Hipp, J. R.; Encarnacao, A.; Ballard, S.; Young, C. J.; Phillips, W. S.; Begnaud, M. L.

2011-12-01

Recently our combined SNL-LANL research team has succeeded in developing a global, seamless 3D tomographic P-velocity model (SALSA3D) that provides superior first P travel time predictions at both regional and teleseismic distances. However, given the variable data quality and uneven data sampling associated with this type of model, it is essential that there be a means to calculate high-quality estimates of the path-dependent variance and covariance associated with the predicted travel times of ray paths through the model. In this paper, we show a methodology for accomplishing this by exploiting the full model covariance matrix. Our model has on the order of 1/2 million nodes, so the challenge in calculating the covariance matrix is formidable: 0.9 TB storage for 1/2 of a symmetric matrix, necessitating an Out-Of-Core (OOC) blocked matrix solution technique. With our approach the tomography matrix (G which includes Tikhonov regularization terms) is multiplied by its transpose (GTG) and written in a blocked sub-matrix fashion. We employ a distributed parallel solution paradigm that solves for (GTG)-1 by assigning blocks to individual processing nodes for matrix decomposition update and scaling operations. We first find the Cholesky decomposition of GTG which is subsequently inverted. Next, we employ OOC matrix multiply methods to calculate the model covariance matrix from (GTG)-1 and an assumed data covariance matrix. Given the model covariance matrix we solve for the travel-time covariance associated with arbitrary ray-paths by integrating the model covariance along both ray paths. Setting the paths equal gives variance for that path. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

The radiated noise from isotropic turbulence revisited

NASA Technical Reports Server (NTRS)

Lilley, Geoffrey M.

1993-01-01

The noise radiated from isotropic turbulence at low Mach numbers and high Reynolds numbers, as derived by Proudman (1952), was the first application of Lighthill's Theory of Aerodynamic Noise to a complete flow field. The theory presented by Proudman involves the assumption of the neglect of retarded time differences and so replaces the second-order retarded-time and space covariance of Lighthill's stress tensor, Tij, and in particular its second time derivative, by the equivalent simultaneous covariance. This assumption is a valid approximation in the derivation of the second partial derivative of Tij/derivative of t exp 2 covariance at low Mach numbers, but is not justified when that covariance is reduced to the sum of products of the time derivatives of equivalent second-order velocity covariances as required when Gaussian statistics are assumed. The present paper removes these assumptions and finds that although the changes in the analysis are substantial, the change in the numerical result for the total acoustic power is small. The present paper also considers an alternative analysis which does not neglect retarded times. It makes use of the Lighthill relationship, whereby the fourth-order Tij retarded-time covariance is evaluated from the square of similar second order covariance, which is assumed known. In this derivation, no statistical assumptions are involved. This result, using distributions for the second-order space-time velocity squared covariance based on the Direct Numerical Simulation (DNS) results of both Sarkar and Hussaini(1993) and Dubois(1993), is compared with the re-evaluation of Proudman's original model. These results are then compared with the sound power derived from a phenomenological model based on simple approximations to the retarded-time/space covariance of Txx. Finally, the recent numerical solutions of Sarkar and Hussaini(1993) for the acoustic power are compared with the results obtained from the analytic solutions.

The utility of covariance of combining ability in plant breeding.

PubMed

Arunachalam, V

1976-11-01

The definition of covariances of half- and full sibs, and hence that of variances of general and specific combining ability with regard to a quantitative character, is extended to take into account the respective covariances between a pair of characters. The interpretation of the dispersion and correlation matrices of general and specific combining ability is discussed by considering a set of single, three- and four-way crosses, made using diallel and line × tester mating systems in Pennisetum typhoides. The general implications of the concept of covariance of combining ability in plant breeding are discussed.

Covariate-free and Covariate-dependent Reliability.

PubMed

Bentler, Peter M

2016-12-01

Classical test theory reliability coefficients are said to be population specific. Reliability generalization, a meta-analysis method, is the main procedure for evaluating the stability of reliability coefficients across populations. A new approach is developed to evaluate the degree of invariance of reliability coefficients to population characteristics. Factor or common variance of a reliability measure is partitioned into parts that are, and are not, influenced by control variables, resulting in a partition of reliability into a covariate-dependent and a covariate-free part. The approach can be implemented in a single sample and can be applied to a variety of reliability coefficients.

Natural Covariant Planck Scale Cutoffs and the Cosmic Microwave Background Spectrum.

PubMed

Chatwin-Davies, Aidan; Kempf, Achim; Martin, Robert T W

2017-07-21

We calculate the impact of quantum gravity-motivated ultraviolet cutoffs on inflationary predictions for the cosmic microwave background spectrum. We model the ultraviolet cutoffs fully covariantly to avoid possible artifacts of covariance breaking. Imposing these covariant cutoffs results in the production of small, characteristically k-dependent oscillations in the spectrum. The size of the effect scales linearly with the ratio of the Planck to Hubble lengths during inflation. Consequently, the relative size of the effect could be as large as one part in 10^{5}; i.e., eventual observability may not be ruled out.

Low-dimensional Representation of Error Covariance

NASA Technical Reports Server (NTRS)

Tippett, Michael K.; Cohn, Stephen E.; Todling, Ricardo; Marchesin, Dan

2000-01-01

Ensemble and reduced-rank approaches to prediction and assimilation rely on low-dimensional approximations of the estimation error covariances. Here stability properties of the forecast/analysis cycle for linear, time-independent systems are used to identify factors that cause the steady-state analysis error covariance to admit a low-dimensional representation. A useful measure of forecast/analysis cycle stability is the bound matrix, a function of the dynamics, observation operator and assimilation method. Upper and lower estimates for the steady-state analysis error covariance matrix eigenvalues are derived from the bound matrix. The estimates generalize to time-dependent systems. If much of the steady-state analysis error variance is due to a few dominant modes, the leading eigenvectors of the bound matrix approximate those of the steady-state analysis error covariance matrix. The analytical results are illustrated in two numerical examples where the Kalman filter is carried to steady state. The first example uses the dynamics of a generalized advection equation exhibiting nonmodal transient growth. Failure to observe growing modes leads to increased steady-state analysis error variances. Leading eigenvectors of the steady-state analysis error covariance matrix are well approximated by leading eigenvectors of the bound matrix. The second example uses the dynamics of a damped baroclinic wave model. The leading eigenvectors of a lowest-order approximation of the bound matrix are shown to approximate well the leading eigenvectors of the steady-state analysis error covariance matrix.

The Performance Analysis Based on SAR Sample Covariance Matrix

PubMed Central

Erten, Esra

2012-01-01

Multi-channel systems appear in several fields of application in science. In the Synthetic Aperture Radar (SAR) context, multi-channel systems may refer to different domains, as multi-polarization, multi-interferometric or multi-temporal data, or even a combination of them. Due to the inherent speckle phenomenon present in SAR images, the statistical description of the data is almost mandatory for its utilization. The complex images acquired over natural media present in general zero-mean circular Gaussian characteristics. In this case, second order statistics as the multi-channel covariance matrix fully describe the data. For practical situations however, the covariance matrix has to be estimated using a limited number of samples, and this sample covariance matrix follow the complex Wishart distribution. In this context, the eigendecomposition of the multi-channel covariance matrix has been shown in different areas of high relevance regarding the physical properties of the imaged scene. Specifically, the maximum eigenvalue of the covariance matrix has been frequently used in different applications as target or change detection, estimation of the dominant scattering mechanism in polarimetric data, moving target indication, etc. In this paper, the statistical behavior of the maximum eigenvalue derived from the eigendecomposition of the sample multi-channel covariance matrix in terms of multi-channel SAR images is simplified for SAR community. Validation is performed against simulated data and examples of estimation and detection problems using the analytical expressions are as well given. PMID:22736976

FEMALE AND MALE GENETIC EFFECTS ON OFFSPRING PATERNITY: ADDITIVE GENETIC (CO)VARIANCES IN FEMALE EXTRA-PAIR REPRODUCTION AND MALE PATERNITY SUCCESS IN SONG SPARROWS (MELOSPIZA MELODIA)

PubMed Central

Reid, Jane M; Arcese, Peter; Keller, Lukas F; Losdat, Sylvain

2014-01-01

Ongoing evolution of polyandry, and consequent extra-pair reproduction in socially monogamous systems, is hypothesized to be facilitated by indirect selection stemming from cross-sex genetic covariances with components of male fitness. Specifically, polyandry is hypothesized to create positive genetic covariance with male paternity success due to inevitable assortative reproduction, driving ongoing coevolution. However, it remains unclear whether such covariances could or do emerge within complex polyandrous systems. First, we illustrate that genetic covariances between female extra-pair reproduction and male within-pair paternity success might be constrained in socially monogamous systems where female and male additive genetic effects can have opposing impacts on the paternity of jointly reared offspring. Second, we demonstrate nonzero additive genetic variance in female liability for extra-pair reproduction and male liability for within-pair paternity success, modeled as direct and associative genetic effects on offspring paternity, respectively, in free-living song sparrows (Melospiza melodia). The posterior mean additive genetic covariance between these liabilities was slightly positive, but the credible interval was wide and overlapped zero. Therefore, although substantial total additive genetic variance exists, the hypothesis that ongoing evolution of female extra-pair reproduction is facilitated by genetic covariance with male within-pair paternity success cannot yet be definitively supported or rejected either conceptually or empirically. PMID:24724612

Estimation of covariate-specific time-dependent ROC curves in the presence of missing biomarkers.

PubMed

Li, Shanshan; Ning, Yang

2015-09-01

Covariate-specific time-dependent ROC curves are often used to evaluate the diagnostic accuracy of a biomarker with time-to-event outcomes, when certain covariates have an impact on the test accuracy. In many medical studies, measurements of biomarkers are subject to missingness due to high cost or limitation of technology. This article considers estimation of covariate-specific time-dependent ROC curves in the presence of missing biomarkers. To incorporate the covariate effect, we assume a proportional hazards model for the failure time given the biomarker and the covariates, and a semiparametric location model for the biomarker given the covariates. In the presence of missing biomarkers, we propose a simple weighted estimator for the ROC curves where the weights are inversely proportional to the selection probability. We also propose an augmented weighted estimator which utilizes information from the subjects with missing biomarkers. The augmented weighted estimator enjoys the double-robustness property in the sense that the estimator remains consistent if either the missing data process or the conditional distribution of the missing data given the observed data is correctly specified. We derive the large sample properties of the proposed estimators and evaluate their finite sample performance using numerical studies. The proposed approaches are illustrated using the US Alzheimer's Disease Neuroimaging Initiative (ADNI) dataset. © 2015, The International Biometric Society.

A trade-off solution between model resolution and covariance in surface-wave inversion

USGS Publications Warehouse

Xia, J.; Xu, Y.; Miller, R.D.; Zeng, C.

2010-01-01

Regularization is necessary for inversion of ill-posed geophysical problems. Appraisal of inverse models is essential for meaningful interpretation of these models. Because uncertainties are associated with regularization parameters, extra conditions are usually required to determine proper parameters for assessing inverse models. Commonly used techniques for assessment of a geophysical inverse model derived (generally iteratively) from a linear system are based on calculating the model resolution and the model covariance matrices. Because the model resolution and the model covariance matrices of the regularized solutions are controlled by the regularization parameter, direct assessment of inverse models using only the covariance matrix may provide incorrect results. To assess an inverted model, we use the concept of a trade-off between model resolution and covariance to find a proper regularization parameter with singular values calculated in the last iteration. We plot the singular values from large to small to form a singular value plot. A proper regularization parameter is normally the first singular value that approaches zero in the plot. With this regularization parameter, we obtain a trade-off solution between model resolution and model covariance in the vicinity of a regularized solution. The unit covariance matrix can then be used to calculate error bars of the inverse model at a resolution level determined by the regularization parameter. We demonstrate this approach with both synthetic and real surface-wave data. ?? 2010 Birkh??user / Springer Basel AG.

Robust Averaging of Covariances for EEG Recordings Classification in Motor Imagery Brain-Computer Interfaces.

PubMed

Uehara, Takashi; Sartori, Matteo; Tanaka, Toshihisa; Fiori, Simone

2017-06-01

The estimation of covariance matrices is of prime importance to analyze the distribution of multivariate signals. In motor imagery-based brain-computer interfaces (MI-BCI), covariance matrices play a central role in the extraction of features from recorded electroencephalograms (EEGs); therefore, correctly estimating covariance is crucial for EEG classification. This letter discusses algorithms to average sample covariance matrices (SCMs) for the selection of the reference matrix in tangent space mapping (TSM)-based MI-BCI. Tangent space mapping is a powerful method of feature extraction and strongly depends on the selection of a reference covariance matrix. In general, the observed signals may include outliers; therefore, taking the geometric mean of SCMs as the reference matrix may not be the best choice. In order to deal with the effects of outliers, robust estimators have to be used. In particular, we discuss and test the use of geometric medians and trimmed averages (defined on the basis of several metrics) as robust estimators. The main idea behind trimmed averages is to eliminate data that exhibit the largest distance from the average covariance calculated on the basis of all available data. The results of the experiments show that while the geometric medians show little differences from conventional methods in terms of classification accuracy in the classification of electroencephalographic recordings, the trimmed averages show significant improvement for all subjects.

Threshold regression to accommodate a censored covariate.

PubMed

Qian, Jing; Chiou, Sy Han; Maye, Jacqueline E; Atem, Folefac; Johnson, Keith A; Betensky, Rebecca A

2018-06-22

In several common study designs, regression modeling is complicated by the presence of censored covariates. Examples of such covariates include maternal age of onset of dementia that may be right censored in an Alzheimer's amyloid imaging study of healthy subjects, metabolite measurements that are subject to limit of detection censoring in a case-control study of cardiovascular disease, and progressive biomarkers whose baseline values are of interest, but are measured post-baseline in longitudinal neuropsychological studies of Alzheimer's disease. We propose threshold regression approaches for linear regression models with a covariate that is subject to random censoring. Threshold regression methods allow for immediate testing of the significance of the effect of a censored covariate. In addition, they provide for unbiased estimation of the regression coefficient of the censored covariate. We derive the asymptotic properties of the resulting estimators under mild regularity conditions. Simulations demonstrate that the proposed estimators have good finite-sample performance, and often offer improved efficiency over existing methods. We also derive a principled method for selection of the threshold. We illustrate the approach in application to an Alzheimer's disease study that investigated brain amyloid levels in older individuals, as measured through positron emission tomography scans, as a function of maternal age of dementia onset, with adjustment for other covariates. We have developed an R package, censCov, for implementation of our method, available at CRAN. © 2018, The International Biometric Society.

Alterations in Anatomical Covariance in the Prematurely Born.

PubMed

Scheinost, Dustin; Kwon, Soo Hyun; Lacadie, Cheryl; Vohr, Betty R; Schneider, Karen C; Papademetris, Xenophon; Constable, R Todd; Ment, Laura R

2017-01-01

Preterm (PT) birth results in long-term alterations in functional and structural connectivity, but the related changes in anatomical covariance are just beginning to be explored. To test the hypothesis that PT birth alters patterns of anatomical covariance, we investigated brain volumes of 25 PTs and 22 terms at young adulthood using magnetic resonance imaging. Using regional volumetrics, seed-based analyses, and whole brain graphs, we show that PT birth is associated with reduced volume in bilateral temporal and inferior frontal lobes, left caudate, left fusiform, and posterior cingulate for prematurely born subjects at young adulthood. Seed-based analyses demonstrate altered patterns of anatomical covariance for PTs compared with terms. PTs exhibit reduced covariance with R Brodmann area (BA) 47, Broca's area, and L BA 21, Wernicke's area, and white matter volume in the left prefrontal lobe, but increased covariance with R BA 47 and left cerebellum. Graph theory analyses demonstrate that measures of network complexity are significantly less robust in PTs compared with term controls. Volumes in regions showing group differences are significantly correlated with phonological awareness, the fundamental basis for reading acquisition, for the PTs. These data suggest both long-lasting and clinically significant alterations in the covariance in the PTs at young adulthood. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Multiple Imputation of a Randomly Censored Covariate Improves Logistic Regression Analysis.

PubMed

Atem, Folefac D; Qian, Jing; Maye, Jacqueline E; Johnson, Keith A; Betensky, Rebecca A

2016-01-01

Randomly censored covariates arise frequently in epidemiologic studies. The most commonly used methods, including complete case and single imputation or substitution, suffer from inefficiency and bias. They make strong parametric assumptions or they consider limit of detection censoring only. We employ multiple imputation, in conjunction with semi-parametric modeling of the censored covariate, to overcome these shortcomings and to facilitate robust estimation. We develop a multiple imputation approach for randomly censored covariates within the framework of a logistic regression model. We use the non-parametric estimate of the covariate distribution or the semiparametric Cox model estimate in the presence of additional covariates in the model. We evaluate this procedure in simulations, and compare its operating characteristics to those from the complete case analysis and a survival regression approach. We apply the procedures to an Alzheimer's study of the association between amyloid positivity and maternal age of onset of dementia. Multiple imputation achieves lower standard errors and higher power than the complete case approach under heavy and moderate censoring and is comparable under light censoring. The survival regression approach achieves the highest power among all procedures, but does not produce interpretable estimates of association. Multiple imputation offers a favorable alternative to complete case analysis and ad hoc substitution methods in the presence of randomly censored covariates within the framework of logistic regression.

Variations of cosmic large-scale structure covariance matrices across parameter space

NASA Astrophysics Data System (ADS)

Reischke, Robert; Kiessling, Alina; Schäfer, Björn Malte

2017-03-01

The likelihood function for cosmological parameters, given by e.g. weak lensing shear measurements, depends on contributions to the covariance induced by the non-linear evolution of the cosmic web. As highly non-linear clustering to date has only been described by numerical N-body simulations in a reliable and sufficiently precise way, the necessary computational costs for estimating those covariances at different points in parameter space are tremendous. In this work, we describe the change of the matter covariance and the weak lensing covariance matrix as a function of cosmological parameters by constructing a suitable basis, where we model the contribution to the covariance from non-linear structure formation using Eulerian perturbation theory at third order. We show that our formalism is capable of dealing with large matrices and reproduces expected degeneracies and scaling with cosmological parameters in a reliable way. Comparing our analytical results to numerical simulations, we find that the method describes the variation of the covariance matrix found in the SUNGLASS weak lensing simulation pipeline within the errors at one-loop and tree-level for the spectrum and the trispectrum, respectively, for multipoles up to ℓ ≤ 1300. We show that it is possible to optimize the sampling of parameter space where numerical simulations should be carried out by minimizing interpolation errors and propose a corresponding method to distribute points in parameter space in an economical way.

A Class of Population Covariance Matrices in the Bootstrap Approach to Covariance Structure Analysis

ERIC Educational Resources Information Center

Yuan, Ke-Hai; Hayashi, Kentaro; Yanagihara, Hirokazu

2007-01-01

Model evaluation in covariance structure analysis is critical before the results can be trusted. Due to finite sample sizes and unknown distributions of real data, existing conclusions regarding a particular statistic may not be applicable in practice. The bootstrap procedure automatically takes care of the unknown distribution and, for a given…

Conditional Covariance Theory and DETECT for Polytomous Items. Research Report. ETS RR-04-50

ERIC Educational Resources Information Center

Zhang, Jinming

2004-01-01

This paper extends the theory of conditional covariances to polytomous items. It has been mathematically proven that under some mild conditions, commonly assumed in the analysis of response data, the conditional covariance of two items, dichotomously or polytomously scored, is positive if the two items are dimensionally homogeneous and negative…

Covariance hypotheses for LANDSAT data

NASA Technical Reports Server (NTRS)

Decell, H. P.; Peters, C.

1983-01-01

Two covariance hypotheses are considered for LANDSAT data acquired by sampling fields, one an autoregressive covariance structure and the other the hypothesis of exchangeability. A minimum entropy approximation of the first structure by the second is derived and shown to have desirable properties for incorporation into a mixture density estimation procedure. Results of a rough test of the exchangeability hypothesis are presented.

A Common Genetic Factor Explains the Covariation among ADHD ODD and CD Symptoms in 9-10 Year Old Boys and Girls

ERIC Educational Resources Information Center

Tuvblad, Catherine; Zheng, Mo; Raine, Adrian; Baker, Laura A.

2009-01-01

Previous studies examining the covariation among Attention Deficit Hyperactivity Disorder (ADHD), Oppositional Defiant Disorder (ODD) and Conduct Disorder (CD) have yielded inconsistent results. Some studies have concluded that the covariation among these symptoms is due to common genetic influences, whereas others have found a common…

Higher Order First Integrals of Motion in a Gauge Covariant Hamiltonian Framework

NASA Astrophysics Data System (ADS)

Visinescu, Mihai

The higher order symmetries are investigated in a covariant Hamiltonian formulation. The covariant phase-space approach is extended to include the presence of external gauge fields and scalar potentials. The special role of the Killing-Yano tensors is pointed out. Some nontrivial examples involving Runge-Lenz type conserved quantities are explicitly worked out.

A Systematic Approach for Identifying Level-1 Error Covariance Structures in Latent Growth Modeling

ERIC Educational Resources Information Center

Ding, Cherng G.; Jane, Ten-Der; Wu, Chiu-Hui; Lin, Hang-Rung; Shen, Chih-Kang

2017-01-01

It has been pointed out in the literature that misspecification of the level-1 error covariance structure in latent growth modeling (LGM) has detrimental impacts on the inferences about growth parameters. Since correct covariance structure is difficult to specify by theory, the identification needs to rely on a specification search, which,…

In Spite of Indeterminacy Many Common Factor Score Estimates Yield an Identical Reproduced Covariance Matrix

ERIC Educational Resources Information Center

Beauducel, Andre

2007-01-01

It was investigated whether commonly used factor score estimates lead to the same reproduced covariance matrix of observed variables. This was achieved by means of Schonemann and Steiger's (1976) regression component analysis, since it is possible to compute the reproduced covariance matrices of the regression components corresponding to different…

Algal-bacterial co-variation in streams: a cross-stream comparison

Treesearch

Xueqing Gao; Ola A. Olapade; Mark W. Kershner; Laura G. Leff

2004-01-01

Algal-bacterial co-variation has been frequently observed in lentic and marine environments, but the existence of such relationships in lotic ecosystems is not well established. To examine possible co-variation, bacterial number and chlorophyll-a concentration in water and sediments of nine streams from different regions in the USA were examined. In the water, a strong...

An Empirical State Error Covariance Matrix for Batch State Estimation

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2011-01-01

State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. Consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. It then follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully account for the error in the state estimate. By way of a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm, it is possible to arrive at an appropriate, and formally correct, empirical state error covariance matrix. The first specific step of the method is to use the average form of the weighted measurement residual variance performance index rather than its usual total weighted residual form. Next it is helpful to interpret the solution to the normal equations as the average of a collection of sample vectors drawn from a hypothetical parent population. From here, using a standard statistical analysis approach, it directly follows as to how to determine the standard empirical state error covariance matrix. This matrix will contain the total uncertainty in the state estimate, regardless as to the source of the uncertainty. Also, in its most straight forward form, the technique only requires supplemental calculations to be added to existing batch algorithms. The generation of this direct, empirical form of the state error covariance matrix is independent of the dimensionality of the observations. Mixed degrees of freedom for an observation set are allowed. As is the case with any simple, empirical sample variance problems, the presented approach offers an opportunity (at least in the case of weighted least squares) to investigate confidence interval estimates for the error covariance matrix elements. The diagonal or variance terms of the error covariance matrix have a particularly simple form to associate with either a multiple degree of freedom chi-square distribution (more approximate) or with a gamma distribution (less approximate). The off diagonal or covariance terms of the matrix are less clear in their statistical behavior. However, the off diagonal covariance matrix elements still lend themselves to standard confidence interval error analysis. The distributional forms associated with the off diagonal terms are more varied and, perhaps, more approximate than those associated with the diagonal terms. Using a simple weighted least squares sample problem, results obtained through use of the proposed technique are presented. The example consists of a simple, two observer, triangulation problem with range only measurements. Variations of this problem reflect an ideal case (perfect knowledge of the range errors) and a mismodeled case (incorrect knowledge of the range errors).

Development and Testing of Neutron Cross Section Covariance Data for SCALE 6.2

DOE Office of Scientific and Technical Information (OSTI.GOV)

Marshall, William BJ J; Williams, Mark L; Wiarda, Dorothea

2015-01-01

Neutron cross-section covariance data are essential for many sensitivity/uncertainty and uncertainty quantification assessments performed both within the TSUNAMI suite and more broadly throughout the SCALE code system. The release of ENDF/B-VII.1 included a more complete set of neutron cross-section covariance data: these data form the basis for a new cross-section covariance library to be released in SCALE 6.2. A range of testing is conducted to investigate the properties of these covariance data and ensure that the data are reasonable. These tests include examination of the uncertainty in critical experiment benchmark model k eff values due to nuclear data uncertainties, asmore » well as similarity assessments of irradiated pressurized water reactor (PWR) and boiling water reactor (BWR) fuel with suites of critical experiments. The contents of the new covariance library, the testing performed, and the behavior of the new covariance data are described in this paper. The neutron cross-section covariances can be combined with a sensitivity data file generated using the TSUNAMI suite of codes within SCALE to determine the uncertainty in system k eff caused by nuclear data uncertainties. The Verified, Archived Library of Inputs and Data (VALID) maintained at Oak Ridge National Laboratory (ORNL) contains over 400 critical experiment benchmark models, and sensitivity data are generated for each of these models. The nuclear data uncertainty in k eff is generated for each experiment, and the resulting uncertainties are tabulated and compared to the differences in measured and calculated results. The magnitude of the uncertainty for categories of nuclides (such as actinides, fission products, and structural materials) is calculated for irradiated PWR and BWR fuel to quantify the effect of covariance library changes between the SCALE 6.1 and 6.2 libraries. One of the primary applications of sensitivity/uncertainty methods within SCALE is the assessment of similarities between benchmark experiments and safety applications. This is described by a c k value for each experiment with each application. Several studies have analyzed typical c k values for a range of critical experiments compared with hypothetical irradiated fuel applications. The c k value is sensitive to the cross-section covariance data because the contribution of each nuclide is influenced by its uncertainty; large uncertainties indicate more likely bias sources and are thus given more weight. Changes in c k values resulting from different covariance data can be used to examine and assess underlying data changes. These comparisons are performed for PWR and BWR fuel in storage and transportation systems.« less

Covariation assessment for neutral and emotional verbal stimuli in paranoid delusions.

PubMed

Díez-Alegría, Cristina; Vázquez, Carmelo; Hernández-Lloreda, María J

2008-11-01

Selective processing of emotion-relevant information is considered a central feature in various types of psychopathology, yet the mechanisms underlying these biases are not well understood. One of the first steps in processing information is to gather data to judge the covariation or association of events. The aim of this study was to explore whether patients with persecutory delusions would show a covariation bias when processing stimuli related to social threat. We assessed estimations of covariation in-patients with current persecutory (CP) beliefs (N=40), patients with past persecutory (PP) beliefs (N=25), and a non-clinical control (NC) group (N=36). Covariation estimations were assessed under three different experimental conditions. The first two conditions focused on neutral behaviours (Condition 1) and psychological traits (Condition 2) for two distant cultural groups, while the third condition included self-relevant material by exposing the participant to either protective social (positive) or threatening social (negative) statements about the participant or a third person. Our results showed that all participants were precise in their covariation estimations. However, when judging covariation for self-relevant sentences related to social statements (Condition 3), all groups showed a significant tendency to associate positive social interaction (protection themed) sentences to the self. Yet, when using sentences related to social-threat, the CP group showed a bias consisting of overestimating the number of self-referent sentences. Our results showed that there was no specific covariation assessment bias related to paranoid beliefs. Both NCs and participants with persecutory beliefs showed a similar pattern of results when processing neutral or social threat-related sentences. The implications for understanding of the role of self-referent information processing biases in delusion formation are discussed.

A statistical approach for isolating fossil fuel emissions in atmospheric inverse problems

DOE PAGES

Yadav, Vineet; Michalak, Anna M.; Ray, Jaideep; ...

2016-10-27

We study independent verification and quantification of fossil fuel (FF) emissions that constitutes a considerable scientific challenge. By coupling atmospheric observations of CO 2 with models of atmospheric transport, inverse models offer the possibility of overcoming this challenge. However, disaggregating the biospheric and FF flux components of terrestrial fluxes from CO 2 concentration measurements has proven to be difficult, due to observational and modeling limitations. In this study, we propose a statistical inverse modeling scheme for disaggregating winter time fluxes on the basis of their unique error covariances and covariates, where these covariances and covariates are representative of the underlyingmore » processes affecting FF and biospheric fluxes. The application of the method is demonstrated with one synthetic and two real data prototypical inversions by using in situ CO 2 measurements over North America. Also, inversions are performed only for the month of January, as predominance of biospheric CO 2 signal relative to FF CO 2 signal and observational limitations preclude disaggregation of the fluxes in other months. The quality of disaggregation is assessed primarily through examination of a posteriori covariance between disaggregated FF and biospheric fluxes at regional scales. Findings indicate that the proposed method is able to robustly disaggregate fluxes regionally at monthly temporal resolution with a posteriori cross covariance lower than 0.15 µmol m -2 s -1 between FF and biospheric fluxes. Error covariance models and covariates based on temporally varying FF inventory data provide a more robust disaggregation over static proxies (e.g., nightlight intensity and population density). However, the synthetic data case study shows that disaggregation is possible even in absence of detailed temporally varying FF inventory data.« less

How to deal with the high condition number of the noise covariance matrix of gravity field functionals synthesised from a satellite-only global gravity field model?

NASA Astrophysics Data System (ADS)

Klees, R.; Slobbe, D. C.; Farahani, H. H.

2018-03-01

The posed question arises for instance in regional gravity field modelling using weighted least-squares techniques if the gravity field functionals are synthesised from the spherical harmonic coefficients of a satellite-only global gravity model (GGM), and are used as one of the noisy datasets. The associated noise covariance matrix, appeared to be extremely ill-conditioned with a singular value spectrum that decayed gradually to zero without any noticeable gap. We analysed three methods to deal with the ill-conditioned noise covariance matrix: Tihonov regularisation of the noise covariance matrix in combination with the standard formula for the weighted least-squares estimator, a formula of the weighted least-squares estimator, which does not involve the inverse noise covariance matrix, and an estimator based on Rao's unified theory of least-squares. Our analysis was based on a numerical experiment involving a set of height anomalies synthesised from the GGM GOCO05s, which is provided with a full noise covariance matrix. We showed that the three estimators perform similar, provided that the two regularisation parameters each method knows were chosen properly. As standard regularisation parameter choice rules do not apply here, we suggested a new parameter choice rule, and demonstrated its performance. Using this rule, we found that the differences between the three least-squares estimates were within noise. For the standard formulation of the weighted least-squares estimator with regularised noise covariance matrix, this required an exceptionally strong regularisation, much larger than one expected from the condition number of the noise covariance matrix. The preferred method is the inversion-free formulation of the weighted least-squares estimator, because of its simplicity with respect to the choice of the two regularisation parameters.

Specific patterns of whole-brain structural covariance of the anterior and posterior hippocampus in young APOE ε4 carriers.

PubMed

Stening, Eva; Persson, Jonas; Eriksson, Elias; Wahlund, Lars-Olof; Zetterberg, Henrik; Söderlund, Hedvig

2017-05-30

Apolipoprotein E (APOE) ε4 has been associated with smaller hippocampal volumes in healthy aging, while findings in young adults are inconclusive. Previous studies have mostly used univariate methods, and without considering potential anterior/posterior differences. Here, we used a multivariate method, partial least squares, and assessed whole-brain structural covariance of the anterior (aHC) and posterior (pHC) hippocampus in young adults (n=97) as a function of APOE ε4 status and sex. Two significant patterns emerged: (1) specific structural covariance of the aHC with frontal regions, temporal and occipital areas in APOE ε4 women, whereas the volume of both the aHC and pHC in all other groups co-varied with frontal, parietal and cerebellar areas; and (2) opposite structural covariance of the pHC in ε4 carriers compared to the aHC in non-carriers, with the pHC of ε4 carriers covarying with parietal and frontal areas, and the aHC of ε4 non-carriers covarying with motor areas and the middle frontal gyrus. APOE ε4 has in young adults been associated with better episodic and spatial memory, functions involving the aHC and pHC, respectively. We found no associations between structural covariance and performance, suggesting that other factors underlie the performance differences seen between carriers and non-carriers. Our findings indicate that APOE ε4 carriers and non-carriers differ in hippocampal organization and that there are differences as a function of sex and hippocampal segment. They stress the need to consider the hippocampus as a heterogeneous structure, and highlight the benefits of multivariate methods in assessing group differences in the brain. Copyright © 2017 Elsevier B.V. All rights reserved.

Autism-specific covariation in perceptual performances: "g" or "p" factor?

PubMed

Meilleur, Andrée-Anne S; Berthiaume, Claude; Bertone, Armando; Mottron, Laurent

2014-01-01

Autistic perception is characterized by atypical and sometimes exceptional performance in several low- (e.g., discrimination) and mid-level (e.g., pattern matching) tasks in both visual and auditory domains. A factor that specifically affects perceptive abilities in autistic individuals should manifest as an autism-specific association between perceptual tasks. The first purpose of this study was to explore how perceptual performances are associated within or across processing levels and/or modalities. The second purpose was to determine if general intelligence, the major factor that accounts for covariation in task performances in non-autistic individuals, equally controls perceptual abilities in autistic individuals. We asked 46 autistic individuals and 46 typically developing controls to perform four tasks measuring low- or mid-level visual or auditory processing. Intelligence was measured with the Wechsler's Intelligence Scale (FSIQ) and Raven Progressive Matrices (RPM). We conducted linear regression models to compare task performances between groups and patterns of covariation between tasks. The addition of either Wechsler's FSIQ or RPM in the regression models controlled for the effects of intelligence. In typically developing individuals, most perceptual tasks were associated with intelligence measured either by RPM or Wechsler FSIQ. The residual covariation between unimodal tasks, i.e. covariation not explained by intelligence, could be explained by a modality-specific factor. In the autistic group, residual covariation revealed the presence of a plurimodal factor specific to autism. Autistic individuals show exceptional performance in some perceptual tasks. Here, we demonstrate the existence of specific, plurimodal covariation that does not dependent on general intelligence (or "g" factor). Instead, this residual covariation is accounted for by a common perceptual process (or "p" factor), which may drive perceptual abilities differently in autistic and non-autistic individuals.

Automated model selection in covariance estimation and spatial whitening of MEG and EEG signals.

PubMed

Engemann, Denis A; Gramfort, Alexandre

2015-03-01

Magnetoencephalography and electroencephalography (M/EEG) measure non-invasively the weak electromagnetic fields induced by post-synaptic neural currents. The estimation of the spatial covariance of the signals recorded on M/EEG sensors is a building block of modern data analysis pipelines. Such covariance estimates are used in brain-computer interfaces (BCI) systems, in nearly all source localization methods for spatial whitening as well as for data covariance estimation in beamformers. The rationale for such models is that the signals can be modeled by a zero mean Gaussian distribution. While maximizing the Gaussian likelihood seems natural, it leads to a covariance estimate known as empirical covariance (EC). It turns out that the EC is a poor estimate of the true covariance when the number of samples is small. To address this issue the estimation needs to be regularized. The most common approach downweights off-diagonal coefficients, while more advanced regularization methods are based on shrinkage techniques or generative models with low rank assumptions: probabilistic PCA (PPCA) and factor analysis (FA). Using cross-validation all of these models can be tuned and compared based on Gaussian likelihood computed on unseen data. We investigated these models on simulations, one electroencephalography (EEG) dataset as well as magnetoencephalography (MEG) datasets from the most common MEG systems. First, our results demonstrate that different models can be the best, depending on the number of samples, heterogeneity of sensor types and noise properties. Second, we show that the models tuned by cross-validation are superior to models with hand-selected regularization. Hence, we propose an automated solution to the often overlooked problem of covariance estimation of M/EEG signals. The relevance of the procedure is demonstrated here for spatial whitening and source localization of MEG signals. Copyright © 2015 Elsevier Inc. All rights reserved.

Autism-Specific Covariation in Perceptual Performances: “g” or “p” Factor?

PubMed Central

Meilleur, Andrée-Anne S.; Berthiaume, Claude; Bertone, Armando; Mottron, Laurent

2014-01-01

Background Autistic perception is characterized by atypical and sometimes exceptional performance in several low- (e.g., discrimination) and mid-level (e.g., pattern matching) tasks in both visual and auditory domains. A factor that specifically affects perceptive abilities in autistic individuals should manifest as an autism-specific association between perceptual tasks. The first purpose of this study was to explore how perceptual performances are associated within or across processing levels and/or modalities. The second purpose was to determine if general intelligence, the major factor that accounts for covariation in task performances in non-autistic individuals, equally controls perceptual abilities in autistic individuals. Methods We asked 46 autistic individuals and 46 typically developing controls to perform four tasks measuring low- or mid-level visual or auditory processing. Intelligence was measured with the Wechsler's Intelligence Scale (FSIQ) and Raven Progressive Matrices (RPM). We conducted linear regression models to compare task performances between groups and patterns of covariation between tasks. The addition of either Wechsler's FSIQ or RPM in the regression models controlled for the effects of intelligence. Results In typically developing individuals, most perceptual tasks were associated with intelligence measured either by RPM or Wechsler FSIQ. The residual covariation between unimodal tasks, i.e. covariation not explained by intelligence, could be explained by a modality-specific factor. In the autistic group, residual covariation revealed the presence of a plurimodal factor specific to autism. Conclusions Autistic individuals show exceptional performance in some perceptual tasks. Here, we demonstrate the existence of specific, plurimodal covariation that does not dependent on general intelligence (or “g” factor). Instead, this residual covariation is accounted for by a common perceptual process (or “p” factor), which may drive perceptual abilities differently in autistic and non-autistic individuals. PMID:25117450

DISSCO: direct imputation of summary statistics allowing covariates

PubMed Central

Xu, Zheng; Duan, Qing; Yan, Song; Chen, Wei; Li, Mingyao; Lange, Ethan; Li, Yun

2015-01-01

Background: Imputation of individual level genotypes at untyped markers using an external reference panel of genotyped or sequenced individuals has become standard practice in genetic association studies. Direct imputation of summary statistics can also be valuable, for example in meta-analyses where individual level genotype data are not available. Two methods (DIST and ImpG-Summary/LD), that assume a multivariate Gaussian distribution for the association summary statistics, have been proposed for imputing association summary statistics. However, both methods assume that the correlations between association summary statistics are the same as the correlations between the corresponding genotypes. This assumption can be violated in the presence of confounding covariates. Methods: We analytically show that in the absence of covariates, correlation among association summary statistics is indeed the same as that among the corresponding genotypes, thus serving as a theoretical justification for the recently proposed methods. We continue to prove that in the presence of covariates, correlation among association summary statistics becomes the partial correlation of the corresponding genotypes controlling for covariates. We therefore develop direct imputation of summary statistics allowing covariates (DISSCO). Results: We consider two real-life scenarios where the correlation and partial correlation likely make practical difference: (i) association studies in admixed populations; (ii) association studies in presence of other confounding covariate(s). Application of DISSCO to real datasets under both scenarios shows at least comparable, if not better, performance compared with existing correlation-based methods, particularly for lower frequency variants. For example, DISSCO can reduce the absolute deviation from the truth by 3.9–15.2% for variants with minor allele frequency <5%. Availability and implementation: http://www.unc.edu/∼yunmli/DISSCO. Contact: yunli@med.unc.edu Supplementary information: Supplementary data are available at Bioinformatics online. PMID:25810429

DISSCO: direct imputation of summary statistics allowing covariates.

PubMed

Xu, Zheng; Duan, Qing; Yan, Song; Chen, Wei; Li, Mingyao; Lange, Ethan; Li, Yun

2015-08-01

Imputation of individual level genotypes at untyped markers using an external reference panel of genotyped or sequenced individuals has become standard practice in genetic association studies. Direct imputation of summary statistics can also be valuable, for example in meta-analyses where individual level genotype data are not available. Two methods (DIST and ImpG-Summary/LD), that assume a multivariate Gaussian distribution for the association summary statistics, have been proposed for imputing association summary statistics. However, both methods assume that the correlations between association summary statistics are the same as the correlations between the corresponding genotypes. This assumption can be violated in the presence of confounding covariates. We analytically show that in the absence of covariates, correlation among association summary statistics is indeed the same as that among the corresponding genotypes, thus serving as a theoretical justification for the recently proposed methods. We continue to prove that in the presence of covariates, correlation among association summary statistics becomes the partial correlation of the corresponding genotypes controlling for covariates. We therefore develop direct imputation of summary statistics allowing covariates (DISSCO). We consider two real-life scenarios where the correlation and partial correlation likely make practical difference: (i) association studies in admixed populations; (ii) association studies in presence of other confounding covariate(s). Application of DISSCO to real datasets under both scenarios shows at least comparable, if not better, performance compared with existing correlation-based methods, particularly for lower frequency variants. For example, DISSCO can reduce the absolute deviation from the truth by 3.9-15.2% for variants with minor allele frequency <5%. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Information matrix estimation procedures for cognitive diagnostic models.

PubMed

Liu, Yanlou; Xin, Tao; Andersson, Björn; Tian, Wei

2018-03-06

Two new methods to estimate the asymptotic covariance matrix for marginal maximum likelihood estimation of cognitive diagnosis models (CDMs), the inverse of the observed information matrix and the sandwich-type estimator, are introduced. Unlike several previous covariance matrix estimators, the new methods take into account both the item and structural parameters. The relationships between the observed information matrix, the empirical cross-product information matrix, the sandwich-type covariance matrix and the two approaches proposed by de la Torre (2009, J. Educ. Behav. Stat., 34, 115) are discussed. Simulation results show that, for a correctly specified CDM and Q-matrix or with a slightly misspecified probability model, the observed information matrix and the sandwich-type covariance matrix exhibit good performance with respect to providing consistent standard errors of item parameter estimates. However, with substantial model misspecification only the sandwich-type covariance matrix exhibits robust performance. © 2018 The British Psychological Society.

Local linear estimation of concordance probability with application to covariate effects models on association for bivariate failure-time data.

PubMed

Ding, Aidong Adam; Hsieh, Jin-Jian; Wang, Weijing

2015-01-01

Bivariate survival analysis has wide applications. In the presence of covariates, most literature focuses on studying their effects on the marginal distributions. However covariates can also affect the association between the two variables. In this article we consider the latter issue by proposing a nonstandard local linear estimator for the concordance probability as a function of covariates. Under the Clayton copula, the conditional concordance probability has a simple one-to-one correspondence with the copula parameter for different data structures including those subject to independent or dependent censoring and dependent truncation. The proposed method can be used to study how covariates affect the Clayton association parameter without specifying marginal regression models. Asymptotic properties of the proposed estimators are derived and their finite-sample performances are examined via simulations. Finally, for illustration, we apply the proposed method to analyze a bone marrow transplant data set.

Inductive reasoning and judgment interference: experiments on Simpson's paradox.

PubMed

Fiedler, Klaus; Walther, Eva; Freytag, Peter; Nickel, Stefanie

2003-01-01

In a series of experiments on inductive reasoning, participants assessed the relationship between gender, success, and a covariate in a situation akin to Simpson's paradox: Although women were less successful then men according to overall statistics, they actually fared better then men at either of two universities. Understanding trivariate relationships of this kind requires cognitive routines similar to analysis of covariance. Across the first five experiments, however, participants generalized the disadvantage of women at the aggregate level to judgments referring to the different levels of the covariate, even when motivation was high and appropriate mental models were activated. The remaining three experiments demonstrated that Simpson's paradox could be mastered when the salience of the covariate was increased and when the salience of gender was decreased by the inclusion of temporal cues that disambiguate the causal status of the covariate. Copyright 2003 Society for Personality and Social Psychology, Inc.

Video based object representation and classification using multiple covariance matrices.

PubMed

Zhang, Yurong; Liu, Quan

2017-01-01

Video based object recognition and classification has been widely studied in computer vision and image processing area. One main issue of this task is to develop an effective representation for video. This problem can generally be formulated as image set representation. In this paper, we present a new method called Multiple Covariance Discriminative Learning (MCDL) for image set representation and classification problem. The core idea of MCDL is to represent an image set using multiple covariance matrices with each covariance matrix representing one cluster of images. Firstly, we use the Nonnegative Matrix Factorization (NMF) method to do image clustering within each image set, and then adopt Covariance Discriminative Learning on each cluster (subset) of images. At last, we adopt KLDA and nearest neighborhood classification method for image set classification. Promising experimental results on several datasets show the effectiveness of our MCDL method.

Revealing hidden covariation detection: evidence for implicit abstraction at study.

PubMed

Rossnagel, C S

2001-09-01

Four experiments in the brain scans paradigm (P. Lewicki, T. Hill, & I. Sasaki, 1989) investigated hidden covariation detection (HCD). In Experiment 1 HCD was found in an implicit- but not in an explicit-instruction group. In Experiment 2 HCD was impaired by nonholistic perception of stimuli but not by divided attention. In Experiment 3 HCD was eliminated by interspersing stimuli that deviated from the critical covariation. In Experiment 4 a transfer procedure was used. HCD was found with dissimilar test stimuli that preserved the covariation but was almost eliminated with similar stimuli that were neutral as to the covariation. Awareness was assessed both by objective and subjective tests in all experiments. Results suggest that HCD is an effect of implicit rule abstraction and that similarity processing plays only a minor role. HCD might be suppressed by intentional search strategies that induce inappropriate aggregation of stimulus information.

Reconstructing signals from noisy data with unknown signal and noise covariance.

PubMed

Oppermann, Niels; Robbers, Georg; Ensslin, Torsten A

2011-10-01

We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The starting point of our considerations is the principle of minimum Gibbs free energy, which was previously used to derive a signal reconstruction algorithm handling uncertainties in the signal covariance. We extend this algorithm to simultaneously uncertain noise and signal covariances using the same principles in the derivation. The resulting equations are general enough to be applied in many different contexts. We demonstrate the performance of the algorithm by applying it to specific example situations and compare it to algorithms not allowing for uncertainties in the noise covariance. The results show that the method we suggest performs very well under a variety of circumstances and is indeed qualitatively superior to the other methods in cases where uncertainty in the noise covariance is present.

Propensity score models in observational comparative effectiveness studies: cornerstone of design or statistical afterthought?

PubMed

Robinson, John W

2012-03-01

Propensity score models are increasingly used in observational comparative effectiveness studies to reduce confounding by covariates that are associated with both a study outcome and treatment choice. Any such potentially confounding covariate will bias estimation of the effect of treatment on the outcome, unless the distribution of that covariate is well-balanced between treatment and control groups. Constructing a subsample of treated and control subjects who are matched on estimated propensity scores is a means of achieving such balance for covariates that are included in the propensity score model. If, during study design, investigators assemble a comprehensive inventory of known and suspected potentially confounding covariates, examination of how well this inventory is covered by the chosen dataset yields an assessment of the extent of bias reduction that is possible by matching on estimated propensity scores. These considerations are explored by examining the designs of three recently published comparative effectiveness studies.

Application of a single-objective, hybrid genetic algorithm approach to pharmacokinetic model building.

PubMed

Sherer, Eric A; Sale, Mark E; Pollock, Bruce G; Belani, Chandra P; Egorin, Merrill J; Ivy, Percy S; Lieberman, Jeffrey A; Manuck, Stephen B; Marder, Stephen R; Muldoon, Matthew F; Scher, Howard I; Solit, David B; Bies, Robert R

2012-08-01

A limitation in traditional stepwise population pharmacokinetic model building is the difficulty in handling interactions between model components. To address this issue, a method was previously introduced which couples NONMEM parameter estimation and model fitness evaluation to a single-objective, hybrid genetic algorithm for global optimization of the model structure. In this study, the generalizability of this approach for pharmacokinetic model building is evaluated by comparing (1) correct and spurious covariate relationships in a simulated dataset resulting from automated stepwise covariate modeling, Lasso methods, and single-objective hybrid genetic algorithm approaches to covariate identification and (2) information criteria values, model structures, convergence, and model parameter values resulting from manual stepwise versus single-objective, hybrid genetic algorithm approaches to model building for seven compounds. Both manual stepwise and single-objective, hybrid genetic algorithm approaches to model building were applied, blinded to the results of the other approach, for selection of the compartment structure as well as inclusion and model form of inter-individual and inter-occasion variability, residual error, and covariates from a common set of model options. For the simulated dataset, stepwise covariate modeling identified three of four true covariates and two spurious covariates; Lasso identified two of four true and 0 spurious covariates; and the single-objective, hybrid genetic algorithm identified three of four true covariates and one spurious covariate. For the clinical datasets, the Akaike information criterion was a median of 22.3 points lower (range of 470.5 point decrease to 0.1 point decrease) for the best single-objective hybrid genetic-algorithm candidate model versus the final manual stepwise model: the Akaike information criterion was lower by greater than 10 points for four compounds and differed by less than 10 points for three compounds. The root mean squared error and absolute mean prediction error of the best single-objective hybrid genetic algorithm candidates were a median of 0.2 points higher (range of 38.9 point decrease to 27.3 point increase) and 0.02 points lower (range of 0.98 point decrease to 0.74 point increase), respectively, than that of the final stepwise models. In addition, the best single-objective, hybrid genetic algorithm candidate models had successful convergence and covariance steps for each compound, used the same compartment structure as the manual stepwise approach for 6 of 7 (86 %) compounds, and identified 54 % (7 of 13) of covariates included by the manual stepwise approach and 16 covariate relationships not included by manual stepwise models. The model parameter values between the final manual stepwise and best single-objective, hybrid genetic algorithm models differed by a median of 26.7 % (q₁ = 4.9 % and q₃ = 57.1 %). Finally, the single-objective, hybrid genetic algorithm approach was able to identify models capable of estimating absorption rate parameters for four compounds that the manual stepwise approach did not identify. The single-objective, hybrid genetic algorithm represents a general pharmacokinetic model building methodology whose ability to rapidly search the feasible solution space leads to nearly equivalent or superior model fits to pharmacokinetic data.

Covariance Function for Nearshore Wave Assimilation Systems

DTIC Science & Technology

2018-01-30

covariance can be modeled by a parameterized Gaussian function, for nearshore wave assimilation applications, the covariance function depends primarily on...case of missing values at the compiled time series, the gaps were filled by weighted interpolation. The weights depend on the number of the...averaging, in order to create the continuous time series, filters out the dependency on the instantaneous meteorological and oceanographic conditions

Item Response Theory with Covariates (IRT-C): Assessing Item Recovery and Differential Item Functioning for the Three-Parameter Logistic Model

ERIC Educational Resources Information Center

Tay, Louis; Huang, Qiming; Vermunt, Jeroen K.

2016-01-01

In large-scale testing, the use of multigroup approaches is limited for assessing differential item functioning (DIF) across multiple variables as DIF is examined for each variable separately. In contrast, the item response theory with covariate (IRT-C) procedure can be used to examine DIF across multiple variables (covariates) simultaneously. To…

Hawking radiation from a Reissner-Nordstroem black hole with a global monopole via covariant anomalies and effective action

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gangopadhyay, Sunandan

2008-08-15

We adopt the covariant anomaly cancellation method as well as the effective action approach to obtain the Hawking radiation from the Reissner-Nordstroem blackhole with a global monopole falling in the class of the most general spherically symmetric charged blackhole ({radical}(-g){ne}1), using only covariant boundary conditions at the event horizon.

Validity of a Residualized Dependent Variable after Pretest Covariance Adjustments: Still the Same Variable?

ERIC Educational Resources Information Center

Nimon, Kim; Henson, Robin K.

2015-01-01

The authors empirically examined whether the validity of a residualized dependent variable after covariance adjustment is comparable to that of the original variable of interest. When variance of a dependent variable is removed as a result of one or more covariates, the residual variance may not reflect the same meaning. Using the pretest-posttest…

The Effect of Unequal Samples, Heterogeneity of Covariance Matrices, and Number of Variables on Discriminant Analysis Classification Tables and Related Statistics.

ERIC Educational Resources Information Center

Spearing, Debra; Woehlke, Paula

To assess the effect on discriminant analysis in terms of correct classification into two groups, the following parameters were systematically altered using Monte Carlo techniques: sample sizes; proportions of one group to the other; number of independent variables; and covariance matrices. The pairing of the off diagonals (or covariances) with…

Applications of Multidimensional Item Response Theory Models with Covariates to Longitudinal Test Data. Research Report. ETS RR-16-21

ERIC Educational Resources Information Center

Fu, Jianbin

2016-01-01

The multidimensional item response theory (MIRT) models with covariates proposed by Haberman and implemented in the "mirt" program provide a flexible way to analyze data based on item response theory. In this report, we discuss applications of the MIRT models with covariates to longitudinal test data to measure skill differences at the…

Solutions for Determining the Significance Region Using the Johnson-Neyman Type Procedure in Generalized Linear (Mixed) Models

ERIC Educational Resources Information Center

Lazar, Ann A.; Zerbe, Gary O.

2011-01-01

Researchers often compare the relationship between an outcome and covariate for two or more groups by evaluating whether the fitted regression curves differ significantly. When they do, researchers need to determine the "significance region," or the values of the covariate where the curves significantly differ. In analysis of covariance (ANCOVA),…

Position Error Covariance Matrix Validation and Correction

NASA Technical Reports Server (NTRS)

Frisbee, Joe, Jr.

2016-01-01

In order to calculate operationally accurate collision probabilities, the position error covariance matrices predicted at times of closest approach must be sufficiently accurate representations of the position uncertainties. This presentation will discuss why the Gaussian distribution is a reasonable expectation for the position uncertainty and how this assumed distribution type is used in the validation and correction of position error covariance matrices.

Numerical Differentiation Methods for Computing Error Covariance Matrices in Item Response Theory Modeling: An Evaluation and a New Proposal

ERIC Educational Resources Information Center

Tian, Wei; Cai, Li; Thissen, David; Xin, Tao

2013-01-01

In item response theory (IRT) modeling, the item parameter error covariance matrix plays a critical role in statistical inference procedures. When item parameters are estimated using the EM algorithm, the parameter error covariance matrix is not an automatic by-product of item calibration. Cai proposed the use of Supplemented EM algorithm for…

Covariance Bell inequalities

NASA Astrophysics Data System (ADS)

Pozsgay, Victor; Hirsch, Flavien; Branciard, Cyril; Brunner, Nicolas

2017-12-01

We introduce Bell inequalities based on covariance, one of the most common measures of correlation. Explicit examples are discussed, and violations in quantum theory are demonstrated. A crucial feature of these covariance Bell inequalities is their nonlinearity; this has nontrivial consequences for the derivation of their local bound, which is not reached by deterministic local correlations. For our simplest inequality, we derive analytically tight bounds for both local and quantum correlations. An interesting application of covariance Bell inequalities is that they can act as "shared randomness witnesses": specifically, the value of the Bell expression gives device-independent lower bounds on both the dimension and the entropy of the shared random variable in a local model.

An Empirical State Error Covariance Matrix for the Weighted Least Squares Estimation Method

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2011-01-01

State estimation techniques effectively provide mean state estimates. However, the theoretical state error covariance matrices provided as part of these techniques often suffer from a lack of confidence in their ability to describe the un-certainty in the estimated states. By a reinterpretation of the equations involved in the weighted least squares algorithm, it is possible to directly arrive at an empirical state error covariance matrix. This proposed empirical state error covariance matrix will contain the effect of all error sources, known or not. Results based on the proposed technique will be presented for a simple, two observer, measurement error only problem.

Multi-scale study on process of contravariant and covariant polymer elongation and drag reduction in viscoelastic turbulence

NASA Astrophysics Data System (ADS)

Horiuti, Kiyosi; Suzuki, Shu

2014-11-01

We study the elongation process of polymers released in the Newtonian homogeneous isotropic turbulence by connecting a mesoscopic description of ensemble of elastic dumbbells using Brownian dynamics (BDS) to the macroscopic description for the fluid using DNS. The dumbbells are allowed to be advected non-affinely with the macroscopically-imposed deformation. More drastic drag reduction is achieved when non-affinity is maximum than in the complete affine case. In the former case, the dumbbell is convected as a covariant vector, and in the latter as a contravariant vector. We derive the exact solution for the governing equation of the motion of dumbbells. The maximum stretching of dumbbell is achieved when the dumbbell aligns in the direction of vorticity in the contravariant case, and when the dumbbell directs outward perpendicularly on the vortex sheet in the covariant case. Alignment in the BDS-DNS data agrees with the theoretical results. In the mixture of contravariant and covariant dumbbells, the covariant dumbbells are transversely aligned with the contravariant dumbbells. Compared with the cases without mixture, stretching of covariant dumbbell is enhanced, while that of contravariant dumbbell is reduced. Application of this phenomenon is discussed.

Robust Covariate-Adjusted Log-Rank Statistics and Corresponding Sample Size Formula for Recurrent Events Data

PubMed Central

Song, Rui; Kosorok, Michael R.; Cai, Jianwen

2009-01-01

Summary Recurrent events data are frequently encountered in clinical trials. This article develops robust covariate-adjusted log-rank statistics applied to recurrent events data with arbitrary numbers of events under independent censoring and the corresponding sample size formula. The proposed log-rank tests are robust with respect to different data-generating processes and are adjusted for predictive covariates. It reduces to the Kong and Slud (1997, Biometrika 84, 847–862) setting in the case of a single event. The sample size formula is derived based on the asymptotic normality of the covariate-adjusted log-rank statistics under certain local alternatives and a working model for baseline covariates in the recurrent event data context. When the effect size is small and the baseline covariates do not contain significant information about event times, it reduces to the same form as that of Schoenfeld (1983, Biometrics 39, 499–503) for cases of a single event or independent event times within a subject. We carry out simulations to study the control of type I error and the comparison of powers between several methods in finite samples. The proposed sample size formula is illustrated using data from an rhDNase study. PMID:18162107

Propensity score method: a non-parametric technique to reduce model dependence

PubMed Central

2017-01-01

Propensity score analysis (PSA) is a powerful technique that it balances pretreatment covariates, making the causal effect inference from observational data as reliable as possible. The use of PSA in medical literature has increased exponentially in recent years, and the trend continue to rise. The article introduces rationales behind PSA, followed by illustrating how to perform PSA in R with MatchIt package. There are a variety of methods available for PS matching such as nearest neighbors, full matching, exact matching and genetic matching. The task can be easily done by simply assigning a string value to the method argument in the matchit() function. The generic summary() and plot() functions can be applied to an object of class matchit to check covariate balance after matching. Furthermore, there is a useful package PSAgraphics that contains several graphical functions to check covariate balance between treatment groups across strata. If covariate balance is not achieved, one can modify model specifications or use other techniques such as random forest and recursive partitioning to better represent the underlying structure between pretreatment covariates and treatment assignment. The process can be repeated until the desirable covariate balance is achieved. PMID:28164092

Convex Banding of the Covariance Matrix

PubMed Central

Bien, Jacob; Bunea, Florentina; Xiao, Luo

2016-01-01

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding or tapered estimators. In particular, our convex banding estimator is minimax rate adaptive in Frobenius and operator norms, up to log factors, over commonly-studied classes of covariance matrices, and over more general classes. Furthermore, it correctly recovers the bandwidth when the true covariance is exactly banded. Our convex formulation admits a simple and efficient algorithm. Empirical studies demonstrate its practical effectiveness and illustrate that our exactly-banded estimator works well even when the true covariance matrix is only close to a banded matrix, confirming our theoretical results. Our method compares favorably with all existing methods, in terms of accuracy and speed. We illustrate the practical merits of the convex banding estimator by showing that it can be used to improve the performance of discriminant analysis for classifying sound recordings. PMID:28042189

Convex Banding of the Covariance Matrix.

PubMed

Bien, Jacob; Bunea, Florentina; Xiao, Luo

2016-01-01

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding or tapered estimators. In particular, our convex banding estimator is minimax rate adaptive in Frobenius and operator norms, up to log factors, over commonly-studied classes of covariance matrices, and over more general classes. Furthermore, it correctly recovers the bandwidth when the true covariance is exactly banded. Our convex formulation admits a simple and efficient algorithm. Empirical studies demonstrate its practical effectiveness and illustrate that our exactly-banded estimator works well even when the true covariance matrix is only close to a banded matrix, confirming our theoretical results. Our method compares favorably with all existing methods, in terms of accuracy and speed. We illustrate the practical merits of the convex banding estimator by showing that it can be used to improve the performance of discriminant analysis for classifying sound recordings.

Instrumental variables as bias amplifiers with general outcome and confounding.

PubMed

Ding, P; VanderWeele, T J; Robins, J M

2017-06-01

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed covariates. It is often believed that the more covariates we condition on, the more plausible this unconfoundedness assumption is. This belief has had a huge impact on practical causal inference, suggesting that we should adjust for all pretreatment covariates. However, when there is unmeasured confounding between the treatment and outcome, estimators adjusting for some pretreatment covariate might have greater bias than estimators without adjusting for this covariate. This kind of covariate is called a bias amplifier, and includes instrumental variables that are independent of the confounder, and affect the outcome only through the treatment. Previously, theoretical results for this phenomenon have been established only for linear models. We fill in this gap in the literature by providing a general theory, showing that this phenomenon happens under a wide class of models satisfying certain monotonicity assumptions. We further show that when the treatment follows an additive or multiplicative model conditional on the instrumental variable and the confounder, these monotonicity assumptions can be interpreted as the signs of the arrows of the causal diagrams.

Application of copulas to improve covariance estimation for partial least squares.

PubMed

D'Angelo, Gina M; Weissfeld, Lisa A

2013-02-20

Dimension reduction techniques, such as partial least squares, are useful for computing summary measures and examining relationships in complex settings. Partial least squares requires an estimate of the covariance matrix as a first step in the analysis, making this estimate critical to the results. In addition, the covariance matrix also forms the basis for other techniques in multivariate analysis, such as principal component analysis and independent component analysis. This paper has been motivated by an example from an imaging study in Alzheimer's disease where there is complete separation between Alzheimer's and control subjects for one of the imaging modalities. This separation occurs in one block of variables and does not occur with the second block of variables resulting in inaccurate estimates of the covariance. We propose the use of a copula to obtain estimates of the covariance in this setting, where one set of variables comes from a mixture distribution. Simulation studies show that the proposed estimator is an improvement over the standard estimators of covariance. We illustrate the methods from the motivating example from a study in the area of Alzheimer's disease. Copyright © 2012 John Wiley & Sons, Ltd.

Covariance mapping techniques

NASA Astrophysics Data System (ADS)

Frasinski, Leszek J.

2016-08-01

Recent technological advances in the generation of intense femtosecond pulses have made covariance mapping an attractive analytical technique. The laser pulses available are so intense that often thousands of ionisation and Coulomb explosion events will occur within each pulse. To understand the physics of these processes the photoelectrons and photoions need to be correlated, and covariance mapping is well suited for operating at the high counting rates of these laser sources. Partial covariance is particularly useful in experiments with x-ray free electron lasers, because it is capable of suppressing pulse fluctuation effects. A variety of covariance mapping methods is described: simple, partial (single- and multi-parameter), sliced, contingent and multi-dimensional. The relationship to coincidence techniques is discussed. Covariance mapping has been used in many areas of science and technology: inner-shell excitation and Auger decay, multiphoton and multielectron ionisation, time-of-flight and angle-resolved spectrometry, infrared spectroscopy, nuclear magnetic resonance imaging, stimulated Raman scattering, directional gamma ray sensing, welding diagnostics and brain connectivity studies (connectomics). This review gives practical advice for implementing the technique and interpreting the results, including its limitations and instrumental constraints. It also summarises recent theoretical studies, highlights unsolved problems and outlines a personal view on the most promising research directions.

Shrinkage Estimation of Varying Covariate Effects Based On Quantile Regression

PubMed Central

Peng, Limin; Xu, Jinfeng; Kutner, Nancy

2013-01-01

Varying covariate effects often manifest meaningful heterogeneity in covariate-response associations. In this paper, we adopt a quantile regression model that assumes linearity at a continuous range of quantile levels as a tool to explore such data dynamics. The consideration of potential non-constancy of covariate effects necessitates a new perspective for variable selection, which, under the assumed quantile regression model, is to retain variables that have effects on all quantiles of interest as well as those that influence only part of quantiles considered. Current work on l1-penalized quantile regression either does not concern varying covariate effects or may not produce consistent variable selection in the presence of covariates with partial effects, a practical scenario of interest. In this work, we propose a shrinkage approach by adopting a novel uniform adaptive LASSO penalty. The new approach enjoys easy implementation without requiring smoothing. Moreover, it can consistently identify the true model (uniformly across quantiles) and achieve the oracle estimation efficiency. We further extend the proposed shrinkage method to the case where responses are subject to random right censoring. Numerical studies confirm the theoretical results and support the utility of our proposals. PMID:25332515

Demographic and Psychological Predictors of Panel Attrition: Evidence from the New Zealand Attitudes and Values Study

PubMed Central

Satherley, Nicole; Milojev, Petar; Greaves, Lara M.; Huang, Yanshu; Osborne, Danny; Bulbulia, Joseph; Sibley, Chris G.

2015-01-01

This study examines attrition rates over the first four years of the New Zealand Attitudes and Values Study, a longitudinal national panel sample of New Zealand adults. We report the base rate and covariates for the following four distinct classes of respondents: explicit withdrawals, lost respondents, intermittent respondents and constant respondents. A multinomial logistic regression examined an extensive range of demographic and socio-psychological covariates (among them the Big-Six personality traits) associated with membership in these classes (N = 5,814). Results indicated that men, Māori and Asian peoples were less likely to be constant respondents. Conscientiousness and Honesty-Humility were also positively associated with membership in the constant respondent class. Notably, the effect sizes for the socio-psychological covariates of panel attrition tended to match or exceed those of standard demographic covariates. This investigation broadens the focus of research on panel attrition beyond demographics by including a comprehensive set of socio-psychological covariates. Our findings show that core psychological covariates convey important information about panel attrition, and are practically important to the management of longitudinal panel samples like the New Zealand Attitudes and Values Study. PMID:25793746

On the regularity of the covariance matrix of a discretized scalar field on the sphere

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bilbao-Ahedo, J.D.; Barreiro, R.B.; Herranz, D.

2017-02-01

We present a comprehensive study of the regularity of the covariance matrix of a discretized field on the sphere. In a particular situation, the rank of the matrix depends on the number of pixels, the number of spherical harmonics, the symmetries of the pixelization scheme and the presence of a mask. Taking into account the above mentioned components, we provide analytical expressions that constrain the rank of the matrix. They are obtained by expanding the determinant of the covariance matrix as a sum of determinants of matrices made up of spherical harmonics. We investigate these constraints for five different pixelizationsmore » that have been used in the context of Cosmic Microwave Background (CMB) data analysis: Cube, Icosahedron, Igloo, GLESP and HEALPix, finding that, at least in the considered cases, the HEALPix pixelization tends to provide a covariance matrix with a rank closer to the maximum expected theoretical value than the other pixelizations. The effect of the propagation of numerical errors in the regularity of the covariance matrix is also studied for different computational precisions, as well as the effect of adding a certain level of noise in order to regularize the matrix. In addition, we investigate the application of the previous results to a particular example that requires the inversion of the covariance matrix: the estimation of the CMB temperature power spectrum through the Quadratic Maximum Likelihood algorithm. Finally, some general considerations in order to achieve a regular covariance matrix are also presented.« less

Random sampling and validation of covariance matrices of resonance parameters

NASA Astrophysics Data System (ADS)

Plevnik, Lucijan; Zerovnik, Gašper

2017-09-01

Analytically exact methods for random sampling of arbitrary correlated parameters are presented. Emphasis is given on one hand on the possible inconsistencies in the covariance data, concentrating on the positive semi-definiteness and consistent sampling of correlated inherently positive parameters, and on the other hand on optimization of the implementation of the methods itself. The methods have been applied in the program ENDSAM, written in the Fortran language, which from a file from a nuclear data library of a chosen isotope in ENDF-6 format produces an arbitrary number of new files in ENDF-6 format which contain values of random samples of resonance parameters (in accordance with corresponding covariance matrices) in places of original values. The source code for the program ENDSAM is available from the OECD/NEA Data Bank. The program works in the following steps: reads resonance parameters and their covariance data from nuclear data library, checks whether the covariance data is consistent, and produces random samples of resonance parameters. The code has been validated with both realistic and artificial data to show that the produced samples are statistically consistent. Additionally, the code was used to validate covariance data in existing nuclear data libraries. A list of inconsistencies, observed in covariance data of resonance parameters in ENDF-VII.1, JEFF-3.2 and JENDL-4.0 is presented. For now, the work has been limited to resonance parameters, however the methods presented are general and can in principle be extended to sampling and validation of any nuclear data.

Empirical likelihood inference in randomized clinical trials.

PubMed

Zhang, Biao

2017-01-01

In individually randomized controlled trials, in addition to the primary outcome, information is often available on a number of covariates prior to randomization. This information is frequently utilized to undertake adjustment for baseline characteristics in order to increase precision of the estimation of average treatment effects; such adjustment is usually performed via covariate adjustment in outcome regression models. Although the use of covariate adjustment is widely seen as desirable for making treatment effect estimates more precise and the corresponding hypothesis tests more powerful, there are considerable concerns that objective inference in randomized clinical trials can potentially be compromised. In this paper, we study an empirical likelihood approach to covariate adjustment and propose two unbiased estimating functions that automatically decouple evaluation of average treatment effects from regression modeling of covariate-outcome relationships. The resulting empirical likelihood estimator of the average treatment effect is as efficient as the existing efficient adjusted estimators 1 when separate treatment-specific working regression models are correctly specified, yet are at least as efficient as the existing efficient adjusted estimators 1 for any given treatment-specific working regression models whether or not they coincide with the true treatment-specific covariate-outcome relationships. We present a simulation study to compare the finite sample performance of various methods along with some results on analysis of a data set from an HIV clinical trial. The simulation results indicate that the proposed empirical likelihood approach is more efficient and powerful than its competitors when the working covariate-outcome relationships by treatment status are misspecified.

Structural Covariance of the Prefrontal-Amygdala Pathways Associated with Heart Rate Variability.

PubMed

Wei, Luqing; Chen, Hong; Wu, Guo-Rong

2018-01-01

The neurovisceral integration model has shown a key role of the amygdala in neural circuits underlying heart rate variability (HRV) modulation, and suggested that reciprocal connections from amygdala to brain regions centered on the central autonomic network (CAN) are associated with HRV. To provide neuroanatomical evidence for these theoretical perspectives, the current study used covariance analysis of MRI-based gray matter volume (GMV) to map structural covariance network of the amygdala, and then determined whether the interregional structural correlations related to individual differences in HRV. The results showed that covariance patterns of the amygdala encompassed large portions of cortical (e.g., prefrontal, cingulate, and insula) and subcortical (e.g., striatum, hippocampus, and midbrain) regions, lending evidence from structural covariance analysis to the notion that the amygdala was a pivotal node in neural pathways for HRV modulation. Importantly, participants with higher resting HRV showed increased covariance of amygdala to dorsal medial prefrontal cortex and anterior cingulate cortex (dmPFC/dACC) extending into adjacent medial motor regions [i.e., pre-supplementary motor area (pre-SMA)/SMA], demonstrating structural covariance of the prefrontal-amygdala pathways implicated in HRV, and also implying that resting HRV may reflect the function of neural circuits underlying cognitive regulation of emotion as well as facilitation of adaptive behaviors to emotion. Our results, thus, provide anatomical substrates for the neurovisceral integration model that resting HRV may index an integrative neural network which effectively organizes emotional, cognitive, physiological and behavioral responses in the service of goal-directed behavior and adaptability.

A formal and data-based comparison of measures of motor-equivalent covariation.

PubMed

Verrel, Julius

2011-09-15

Different analysis methods have been developed for assessing motor-equivalent organization of movement variability. In the uncontrolled manifold (UCM) method, the structure of variability is analyzed by comparing goal-equivalent and non-goal-equivalent variability components at the level of elemental variables (e.g., joint angles). In contrast, in the covariation by randomization (CR) approach, motor-equivalent organization is assessed by comparing variability at the task level between empirical and decorrelated surrogate data. UCM effects can be due to both covariation among elemental variables and selective channeling of variability to elemental variables with low task sensitivity ("individual variation"), suggesting a link between the UCM and CR method. However, the precise relationship between the notion of covariation in the two approaches has not been analyzed in detail yet. Analysis of empirical and simulated data from a study on manual pointing shows that in general the two approaches are not equivalent, but the respective covariation measures are highly correlated (ρ > 0.7) for two proposed definitions of covariation in the UCM context. For one-dimensional task spaces, a formal comparison is possible and in fact the two notions of covariation are equivalent. In situations in which individual variation does not contribute to UCM effects, for which necessary and sufficient conditions are derived, this entails the equivalence of the UCM and CR analysis. Implications for the interpretation of UCM effects are discussed. Copyright © 2011 Elsevier B.V. All rights reserved.

Female and male genetic effects on offspring paternity: additive genetic (co)variances in female extra-pair reproduction and male paternity success in song sparrows (Melospiza melodia).

PubMed

Reid, Jane M; Arcese, Peter; Keller, Lukas F; Losdat, Sylvain

2014-08-01

Ongoing evolution of polyandry, and consequent extra-pair reproduction in socially monogamous systems, is hypothesized to be facilitated by indirect selection stemming from cross-sex genetic covariances with components of male fitness. Specifically, polyandry is hypothesized to create positive genetic covariance with male paternity success due to inevitable assortative reproduction, driving ongoing coevolution. However, it remains unclear whether such covariances could or do emerge within complex polyandrous systems. First, we illustrate that genetic covariances between female extra-pair reproduction and male within-pair paternity success might be constrained in socially monogamous systems where female and male additive genetic effects can have opposing impacts on the paternity of jointly reared offspring. Second, we demonstrate nonzero additive genetic variance in female liability for extra-pair reproduction and male liability for within-pair paternity success, modeled as direct and associative genetic effects on offspring paternity, respectively, in free-living song sparrows (Melospiza melodia). The posterior mean additive genetic covariance between these liabilities was slightly positive, but the credible interval was wide and overlapped zero. Therefore, although substantial total additive genetic variance exists, the hypothesis that ongoing evolution of female extra-pair reproduction is facilitated by genetic covariance with male within-pair paternity success cannot yet be definitively supported or rejected either conceptually or empirically. © 2014 The Author(s). Evolution published by Wiley Periodicals, Inc. on behalf of The Society for the Study of Evolution.

Machine learning for predicting soil classes in three semi-arid landscapes

USGS Publications Warehouse

Brungard, Colby W.; Boettinger, Janis L.; Duniway, Michael C.; Wills, Skye A.; Edwards, Thomas C.

2015-01-01

Mapping the spatial distribution of soil taxonomic classes is important for informing soil use and management decisions. Digital soil mapping (DSM) can quantitatively predict the spatial distribution of soil taxonomic classes. Key components of DSM are the method and the set of environmental covariates used to predict soil classes. Machine learning is a general term for a broad set of statistical modeling techniques. Many different machine learning models have been applied in the literature and there are different approaches for selecting covariates for DSM. However, there is little guidance as to which, if any, machine learning model and covariate set might be optimal for predicting soil classes across different landscapes. Our objective was to compare multiple machine learning models and covariate sets for predicting soil taxonomic classes at three geographically distinct areas in the semi-arid western United States of America (southern New Mexico, southwestern Utah, and northeastern Wyoming). All three areas were the focus of digital soil mapping studies. Sampling sites at each study area were selected using conditioned Latin hypercube sampling (cLHS). We compared models that had been used in other DSM studies, including clustering algorithms, discriminant analysis, multinomial logistic regression, neural networks, tree based methods, and support vector machine classifiers. Tested machine learning models were divided into three groups based on model complexity: simple, moderate, and complex. We also compared environmental covariates derived from digital elevation models and Landsat imagery that were divided into three different sets: 1) covariates selected a priori by soil scientists familiar with each area and used as input into cLHS, 2) the covariates in set 1 plus 113 additional covariates, and 3) covariates selected using recursive feature elimination. Overall, complex models were consistently more accurate than simple or moderately complex models. Random forests (RF) using covariates selected via recursive feature elimination was consistently the most accurate, or was among the most accurate, classifiers between study areas and between covariate sets within each study area. We recommend that for soil taxonomic class prediction, complex models and covariates selected by recursive feature elimination be used. Overall classification accuracy in each study area was largely dependent upon the number of soil taxonomic classes and the frequency distribution of pedon observations between taxonomic classes. Individual subgroup class accuracy was generally dependent upon the number of soil pedon observations in each taxonomic class. The number of soil classes is related to the inherent variability of a given area. The imbalance of soil pedon observations between classes is likely related to cLHS. Imbalanced frequency distributions of soil pedon observations between classes must be addressed to improve model accuracy. Solutions include increasing the number of soil pedon observations in classes with few observations or decreasing the number of classes. Spatial predictions using the most accurate models generally agree with expected soil–landscape relationships. Spatial prediction uncertainty was lowest in areas of relatively low relief for each study area.

Dynamic Tasking of Networked Sensors Using Covariance Information

DTIC Science & Technology

2010-09-01

has been created under an effort called TASMAN (Tasking Autonomous Sensors in a Multiple Application Network). One of the first studies utilizing this...environment was focused on a novel resource management approach, namely covariance-based tasking. Under this scheme, the state error covariance of...resident space objects (RSO), sensor characteristics, and sensor- target geometry were used to determine the effectiveness of future observations in

Constant covariance in local vertical coordinates for near-circular orbits

NASA Technical Reports Server (NTRS)

Shepperd, Stanley W.

1991-01-01

A method is presented for devising a covariance matrix that either remains constant or grows in keeping with the presence of a period error in a rotating local-vertical coordinate system. The solution presented may prove useful in the initialization of simulation covariance matrices for near-circular-orbit problems. Use is made of the Clohessy-Wiltshire equations and the travelling-ellipse formulation.

Using Item-Type Performance Covariance to Improve the Skill Model of an Existing Tutor

ERIC Educational Resources Information Center

Pavlik, Philip I., Jr.; Cen, Hao; Wu, Lili; Koedinger, Kenneth R.

2008-01-01

Using data from an existing pre-algebra computer-based tutor, we analyzed the covariance of item-types with the goal of describing a more effective way to assign skill labels to item-types. Analyzing covariance is important because it allows us to place the skills in a related network in which we can identify the role each skill plays in learning…

Relative-Error-Covariance Algorithms

NASA Technical Reports Server (NTRS)

Bierman, Gerald J.; Wolff, Peter J.

1991-01-01

Two algorithms compute error covariance of difference between optimal estimates, based on data acquired during overlapping or disjoint intervals, of state of discrete linear system. Provides quantitative measure of mutual consistency or inconsistency of estimates of states. Relative-error-covariance concept applied, to determine degree of correlation between trajectories calculated from two overlapping sets of measurements and construct real-time test of consistency of state estimates based upon recently acquired data.

The Effects of Including Observed Means or Latent Means as Covariates in Multilevel Models for Cluster Randomized Trials

ERIC Educational Resources Information Center

Aydin, Burak; Leite, Walter L.; Algina, James

2016-01-01

We investigated methods of including covariates in two-level models for cluster randomized trials to increase power to detect the treatment effect. We compared multilevel models that included either an observed cluster mean or a latent cluster mean as a covariate, as well as the effect of including Level 1 deviation scores in the model. A Monte…

Ferris Wheels and Filling Bottles: A Case of a Student's Transfer of Covariational Reasoning across Tasks with Different Backgrounds and Features

ERIC Educational Resources Information Center

Johnson, Heather Lynn; McClintock, Evan; Hornbein, Peter

2017-01-01

Using an actor-oriented perspective on transfer, we report a case of a student's transfer of covariational reasoning across tasks involving different backgrounds and features. In this study, we investigated the research question: How might a student's covariational reasoning on Ferris wheel tasks, involving attributes of distance, width, and…

Covariant relativistic hydrodynamics of multispecies plasma and generalized Ohm's law

NASA Astrophysics Data System (ADS)

Gedalin, Michael

1996-04-01

Fully covariant hydrodynamical equations for a multispecies relativistic plasma in an external electromagnetic field are derived. The derived multifluid description takes into account binary Coulomb collisions, annihilation, and interaction with the photon background in terms of the invariant collision cross sections. A generalized Ohm's law is derived in a manifestly covariant form. Particular attention is devoted to the relativistic electron-positron plasma.

Filter Tuning Using the Chi-Squared Statistic

NASA Technical Reports Server (NTRS)

Lilly-Salkowski, Tyler

2017-01-01

The Goddard Space Flight Center (GSFC) Flight Dynamics Facility (FDF) performs orbit determination (OD) for the Aqua and Aura satellites. Both satellites are located in low Earth orbit (LEO), and are part of what is considered the A-Train satellite constellation. Both spacecraft are currently in the science phase of their respective missions. The FDF has recently been tasked with delivering definitive covariance for each satellite.The main source of orbit determination used for these missions is the Orbit Determination Toolkit developed by Analytical Graphics Inc. (AGI). This software uses an Extended Kalman Filter (EKF) to estimate the states of both spacecraft. The filter incorporates force modelling, ground station and space network measurements to determine spacecraft states. It also generates a covariance at each measurement. This covariance can be useful for evaluating the overall performance of the tracking data measurements and the filter itself. An accurate covariance is also useful for covariance propagation which is utilized in collision avoidance operations. It is also valuable when attempting to determine if the current orbital solution will meet mission requirements in the future.This paper examines the use of the Chi-square statistic as a means of evaluating filter performance. The Chi-square statistic is calculated to determine the realism of a covariance based on the prediction accuracy and the covariance values at a given point in time. Once calculated, it is the distribution of this statistic that provides insight on the accuracy of the covariance.For the EKF to correctly calculate the covariance, error models associated with tracking data measurements must be accurately tuned. Over estimating or under estimating these error values can have detrimental effects on the overall filter performance. The filter incorporates ground station measurements, which can be tuned based on the accuracy of the individual ground stations. It also includes measurements from the NASA space network (SN), which can be affected by the assumed accuracy of the TDRS satellite state at the time of the measurement.The force modelling in the EKF is also an important factor that affects the propagation accuracy and covariance sizing. The dominant force in the LEO orbit regime is the drag force caused by atmospheric drag. Accurate accounting of the drag force is especially important for the accuracy of the propagated state. The implementation of a box and wing model to improve drag estimation accuracy, and its overall effect on the covariance state is explored.The process of tuning the EKF for Aqua and Aura support is described, including examination of the measurement errors of available observation types (Doppler and range), and methods of dealing with potentially volatile atmospheric drag modeling. Predictive accuracy and the distribution of the Chi-square statistic, calculated based of the ODTK EKF solutions, are assessed versus accepted norms for the orbit regime.

Covariance versus correlation in capacitated vehicle routing problem-investment fund allocation problem

NASA Astrophysics Data System (ADS)

Mamat, Nur Jumaadzan Zaleha; Jaaman, Saiful Hafizah; Ahmad, Rokiah@Rozita

2017-04-01

Capacitated Vehicle Routing Problem-Investment Fund Allocation Problem (CVRP-IFAP) provides investors with a sequence of assets to allocate their funds into. To minimize total risks of investment in CVRP-IFAP covariance values measure the risks between two assets. Another measure of risks are correlation values between returns. The correlation values can be used to diversify the risk of investment loss in order to optimize expected return against a certain level of risk. This study compares the total risk obtained from CVRP-IFAP when using covariance values and correlation values. Results show that CVRP-IFAP with covariance values provides lesser total risks and a significantly better measure of risk.

Gram-Schmidt algorithms for covariance propagation

NASA Technical Reports Server (NTRS)

Thornton, C. L.; Bierman, G. J.

1977-01-01

This paper addresses the time propagation of triangular covariance factors. Attention is focused on the square-root free factorization, P = UD(transpose of U), where U is unit upper triangular and D is diagonal. An efficient and reliable algorithm for U-D propagation is derived which employs Gram-Schmidt orthogonalization. Partitioning the state vector to distinguish bias and coloured process noise parameters increase mapping efficiency. Cost comparisons of the U-D, Schmidt square-root covariance and conventional covariance propagation methods are made using weighted arithmetic operation counts. The U-D time update is shown to be less costly than the Schmidt method; and, except in unusual circumstances, it is within 20% of the cost of conventional propagation.

Gram-Schmidt algorithms for covariance propagation

NASA Technical Reports Server (NTRS)

Thornton, C. L.; Bierman, G. J.

1975-01-01

This paper addresses the time propagation of triangular covariance factors. Attention is focused on the square-root free factorization, P = UDU/T/, where U is unit upper triangular and D is diagonal. An efficient and reliable algorithm for U-D propagation is derived which employs Gram-Schmidt orthogonalization. Partitioning the state vector to distinguish bias and colored process noise parameters increases mapping efficiency. Cost comparisons of the U-D, Schmidt square-root covariance and conventional covariance propagation methods are made using weighted arithmetic operation counts. The U-D time update is shown to be less costly than the Schmidt method; and, except in unusual circumstances, it is within 20% of the cost of conventional propagation.

Simplification of the Kalman filter for meteorological data assimilation

NASA Technical Reports Server (NTRS)

Dee, Dick P.

1991-01-01

The paper proposes a new statistical method of data assimilation that is based on a simplification of the Kalman filter equations. The forecast error covariance evolution is approximated simply by advecting the mass-error covariance field, deriving the remaining covariances geostrophically, and accounting for external model-error forcing only at the end of each forecast cycle. This greatly reduces the cost of computation of the forecast error covariance. In simulations with a linear, one-dimensional shallow-water model and data generated artificially, the performance of the simplified filter is compared with that of the Kalman filter and the optimal interpolation (OI) method. The simplified filter produces analyses that are nearly optimal, and represents a significant improvement over OI.

Covariance Matrix Estimation for Massive MIMO

NASA Astrophysics Data System (ADS)

Upadhya, Karthik; Vorobyov, Sergiy A.

2018-04-01

We propose a novel pilot structure for covariance matrix estimation in massive multiple-input multiple-output (MIMO) systems in which each user transmits two pilot sequences, with the second pilot sequence multiplied by a random phase-shift. The covariance matrix of a particular user is obtained by computing the sample cross-correlation of the channel estimates obtained from the two pilot sequences. This approach relaxes the requirement that all the users transmit their uplink pilots over the same set of symbols. We derive expressions for the achievable rate and the mean-squared error of the covariance matrix estimate when the proposed method is used with staggered pilots. The performance of the proposed method is compared with existing methods through simulations.

Directional variance adjustment: bias reduction in covariance matrices based on factor analysis with an application to portfolio optimization.

PubMed

Bartz, Daniel; Hatrick, Kerr; Hesse, Christian W; Müller, Klaus-Robert; Lemm, Steven

2013-01-01

Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA) algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation.

Directional Variance Adjustment: Bias Reduction in Covariance Matrices Based on Factor Analysis with an Application to Portfolio Optimization

PubMed Central

Bartz, Daniel; Hatrick, Kerr; Hesse, Christian W.; Müller, Klaus-Robert; Lemm, Steven

2013-01-01

Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA) algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation. PMID:23844016

Tailored tools to improve pharmacotherapy in infants.

PubMed

Allegaert, Karel

2014-08-01

Extensive within-population variability is the essence of neonatal pharmacology. Despite this, infants remain one of the last therapeutic orphans. Together with additional legal initiatives, tailoring of already available tools (modeling, covariates, pharmacovigilance) may significantly improve pharmacotherapy in infants. Modeling approaches that hold the promise to improve pharmacotherapy in infants are between-compound extrapolation for compounds that undergo the same route of elimination and integration of time-varying physiology to adapt for the fast maturational changes. Besides these maturational covariates (size, age), newly emerging covariates relate to novel treatment modalities (extracorporeal circulation, hypothermia), environmental issues (microbiome, critical illness) or pharmacogenetics. All these covariates interact with the maturational variation. Finally, pharmacovigilance also needs to be tailored to the characteristics of this population. This relates to preventive strategies, signal detection and assessment of causality. Knowledge on pharmacotherapy in infants is lagging. Tailoring available tools to the specific characteristics (maturation) and clinical needs (newly emerging covariates) of infants is feasible but needs creativity and a multidisciplinary collaboration between modelers, academia, clinical researchers and, obviously, the public, including parents.

Robust infrared targets tracking with covariance matrix representation

NASA Astrophysics Data System (ADS)

Cheng, Jian

2009-07-01

Robust infrared target tracking is an important and challenging research topic in many military and security applications, such as infrared imaging guidance, infrared reconnaissance, scene surveillance, etc. To effectively tackle the nonlinear and non-Gaussian state estimation problems, particle filtering is introduced to construct the theory framework of infrared target tracking. Under this framework, the observation probabilistic model is one of main factors for infrared targets tracking performance. In order to improve the tracking performance, covariance matrices are introduced to represent infrared targets with the multi-features. The observation probabilistic model can be constructed by computing the distance between the reference target's and the target samples' covariance matrix. Because the covariance matrix provides a natural tool for integrating multiple features, and is scale and illumination independent, target representation with covariance matrices can hold strong discriminating ability and robustness. Two experimental results demonstrate the proposed method is effective and robust for different infrared target tracking, such as the sensor ego-motion scene, and the sea-clutter scene.

Triangular covariance factorizations for. Ph.D. Thesis. - Calif. Univ.

NASA Technical Reports Server (NTRS)

Thornton, C. L.

1976-01-01

An improved computational form of the discrete Kalman filter is derived using an upper triangular factorization of the error covariance matrix. The covariance P is factored such that P = UDUT where U is unit upper triangular and D is diagonal. Recursions are developed for propagating the U-D covariance factors together with the corresponding state estimate. The resulting algorithm, referred to as the U-D filter, combines the superior numerical precision of square root filtering techniques with an efficiency comparable to that of Kalman's original formula. Moreover, this method is easily implemented and involves no more computer storage than the Kalman algorithm. These characteristics make the U-D method an attractive realtime filtering technique. A new covariance error analysis technique is obtained from an extension of the U-D filter equations. This evaluation method is flexible and efficient and may provide significantly improved numerical results. Cost comparisons show that for a large class of problems the U-D evaluation algorithm is noticeably less expensive than conventional error analysis methods.

Treating Sample Covariances for Use in Strongly Coupled Atmosphere-Ocean Data Assimilation

NASA Astrophysics Data System (ADS)

Smith, Polly J.; Lawless, Amos S.; Nichols, Nancy K.

2018-01-01

Strongly coupled data assimilation requires cross-domain forecast error covariances; information from ensembles can be used, but limited sampling means that ensemble derived error covariances are routinely rank deficient and/or ill-conditioned and marred by noise. Thus, they require modification before they can be incorporated into a standard assimilation framework. Here we compare methods for improving the rank and conditioning of multivariate sample error covariance matrices for coupled atmosphere-ocean data assimilation. The first method, reconditioning, alters the matrix eigenvalues directly; this preserves the correlation structures but does not remove sampling noise. We show that it is better to recondition the correlation matrix rather than the covariance matrix as this prevents small but dynamically important modes from being lost. The second method, model state-space localization via the Schur product, effectively removes sample noise but can dampen small cross-correlation signals. A combination that exploits the merits of each is found to offer an effective alternative.

A Wavelet Based Suboptimal Kalman Filter for Assimilation of Stratospheric Chemical Tracer Observations

NASA Technical Reports Server (NTRS)

Auger, Ludovic; Tangborn, Andrew; Atlas, Robert (Technical Monitor)

2002-01-01

A suboptimal Kalman filter system which evolves error covariances in terms of a truncated set of wavelet coefficients has been developed for the assimilation of chemical tracer observations of CH4. The truncation is carried out in such a way that the resolution of the error covariance, is reduced only in the zonal direction, where gradients are smaller. Assimilation experiments which last 24 days, and used different degrees of truncation were carried out. These reduced the covariance, by 90, 97 and 99 % and the computational cost of covariance propagation by 80, 93 and 96 % respectively. The difference in both error covariance and the tracer field between the truncated and full systems over this period were found to be not growing in the first case, and a growing relatively slowly in the later two cases. The largest errors in the tracer fields were found to occur in regions of largest zonal gradients in the tracer field.

HIGHLIGHTING DIFFERENCES BETWEEN CONDITIONAL AND UNCONDITIONAL QUANTILE REGRESSION APPROACHES THROUGH AN APPLICATION TO ASSESS MEDICATION ADHERENCE

PubMed Central

BORAH, BIJAN J.; BASU, ANIRBAN

2014-01-01

The quantile regression (QR) framework provides a pragmatic approach in understanding the differential impacts of covariates along the distribution of an outcome. However, the QR framework that has pervaded the applied economics literature is based on the conditional quantile regression method. It is used to assess the impact of a covariate on a quantile of the outcome conditional on specific values of other covariates. In most cases, conditional quantile regression may generate results that are often not generalizable or interpretable in a policy or population context. In contrast, the unconditional quantile regression method provides more interpretable results as it marginalizes the effect over the distributions of other covariates in the model. In this paper, the differences between these two regression frameworks are highlighted, both conceptually and econometrically. Additionally, using real-world claims data from a large US health insurer, alternative QR frameworks are implemented to assess the differential impacts of covariates along the distribution of medication adherence among elderly patients with Alzheimer’s disease. PMID:23616446

Semi-parametric regression model for survival data: graphical visualization with R

PubMed Central

2016-01-01

Cox proportional hazards model is a semi-parametric model that leaves its baseline hazard function unspecified. The rationale to use Cox proportional hazards model is that (I) the underlying form of hazard function is stringent and unrealistic, and (II) researchers are only interested in estimation of how the hazard changes with covariate (relative hazard). Cox regression model can be easily fit with coxph() function in survival package. Stratified Cox model may be used for covariate that violates the proportional hazards assumption. The relative importance of covariates in population can be examined with the rankhazard package in R. Hazard ratio curves for continuous covariates can be visualized using smoothHR package. This curve helps to better understand the effects that each continuous covariate has on the outcome. Population attributable fraction is a classic quantity in epidemiology to evaluate the impact of risk factor on the occurrence of event in the population. In survival analysis, the adjusted/unadjusted attributable fraction can be plotted against survival time to obtain attributable fraction function. PMID:28090517

Robust estimation for partially linear models with large-dimensional covariates

PubMed Central

Zhu, LiPing; Li, RunZe; Cui, HengJian

2014-01-01

We are concerned with robust estimation procedures to estimate the parameters in partially linear models with large-dimensional covariates. To enhance the interpretability, we suggest implementing a noncon-cave regularization method in the robust estimation procedure to select important covariates from the linear component. We establish the consistency for both the linear and the nonlinear components when the covariate dimension diverges at the rate of o(n), where n is the sample size. We show that the robust estimate of linear component performs asymptotically as well as its oracle counterpart which assumes the baseline function and the unimportant covariates were known a priori. With a consistent estimator of the linear component, we estimate the nonparametric component by a robust local linear regression. It is proved that the robust estimate of nonlinear component performs asymptotically as well as if the linear component were known in advance. Comprehensive simulation studies are carried out and an application is presented to examine the finite-sample performance of the proposed procedures. PMID:24955087

Meta-STEPP: subpopulation treatment effect pattern plot for individual patient data meta-analysis.

PubMed

Wang, Xin Victoria; Cole, Bernard; Bonetti, Marco; Gelber, Richard D

2016-09-20

We have developed a method, called Meta-STEPP (subpopulation treatment effect pattern plot for meta-analysis), to explore treatment effect heterogeneity across covariate values in the meta-analysis setting for time-to-event data when the covariate of interest is continuous. Meta-STEPP forms overlapping subpopulations from individual patient data containing similar numbers of events with increasing covariate values, estimates subpopulation treatment effects using standard fixed-effects meta-analysis methodology, displays the estimated subpopulation treatment effect as a function of the covariate values, and provides a statistical test to detect possibly complex treatment-covariate interactions. Simulation studies show that this test has adequate type-I error rate recovery as well as power when reasonable window sizes are chosen. When applied to eight breast cancer trials, Meta-STEPP suggests that chemotherapy is less effective for tumors with high estrogen receptor expression compared with those with low expression. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

The probability of misassociation between neighboring targets

NASA Astrophysics Data System (ADS)

Areta, Javier A.; Bar-Shalom, Yaakov; Rothrock, Ronald

2008-04-01

This paper presents procedures to calculate the probability that the measurement originating from an extraneous target will be (mis)associated with a target of interest for the cases of Nearest Neighbor and Global association. It is shown that these misassociation probabilities depend, under certain assumptions, on a particular - covariance weighted - norm of the difference between the targets' predicted measurements. For the Nearest Neighbor association, the exact solution, obtained for the case of equal innovation covariances, is based on a noncentral chi-square distribution. An approximate solution is also presented for the case of unequal innovation covariances. For the Global case an approximation is presented for the case of "similar" innovation covariances. In the general case of unequal innovation covariances where this approximation fails, an exact method based on the inversion of the characteristic function is presented. The theoretical results, confirmed by Monte Carlo simulations, quantify the benefit of Global vs. Nearest Neighbor association. These results are applied to problems of single sensor as well as centralized fusion architecture multiple sensor tracking.

Small vessel disease is linked to disrupted structural network covariance in Alzheimer's disease.

PubMed

Nestor, Sean M; Mišić, Bratislav; Ramirez, Joel; Zhao, Jiali; Graham, Simon J; Verhoeff, Nicolaas P L G; Stuss, Donald T; Masellis, Mario; Black, Sandra E

2017-07-01

Cerebral small vessel disease (SVD) is thought to contribute to Alzheimer's disease (AD) through abnormalities in white matter networks. Gray matter (GM) hub covariance networks share only partial overlap with white matter connectivity, and their relationship with SVD has not been examined in AD. We developed a multivariate analytical pipeline to elucidate the cortical GM thickness systems that covary with major network hubs and assessed whether SVD and neurodegenerative pathologic markers were associated with attenuated covariance network integrity in mild AD and normal elderly control subjects. SVD burden was associated with reduced posterior cingulate corticocortical GM network integrity and subneocorticocortical hub network integrity in AD. These findings provide evidence that SVD is linked to the selective disruption of cortical hub GM networks in AD brains and point to the need to consider GM hub covariance networks when assessing network disruption in mixed disease. Copyright © 2017 the Alzheimer's Association. Published by Elsevier Inc. All rights reserved.

Mixed model approaches for diallel analysis based on a bio-model.

PubMed

Zhu, J; Weir, B S

1996-12-01

A MINQUE(1) procedure, which is minimum norm quadratic unbiased estimation (MINQUE) method with 1 for all the prior values, is suggested for estimating variance and covariance components in a bio-model for diallel crosses. Unbiasedness and efficiency of estimation were compared for MINQUE(1), restricted maximum likelihood (REML) and MINQUE theta which has parameter values for the prior values. MINQUE(1) is almost as efficient as MINQUE theta for unbiased estimation of genetic variance and covariance components. The bio-model is efficient and robust for estimating variance and covariance components for maternal and paternal effects as well as for nuclear effects. A procedure of adjusted unbiased prediction (AUP) is proposed for predicting random genetic effects in the bio-model. The jack-knife procedure is suggested for estimation of sampling variances of estimated variance and covariance components and of predicted genetic effects. Worked examples are given for estimation of variance and covariance components and for prediction of genetic merits.

Structure-function covariation with nonfeeding ecological variables influences evolution of feeding specialization in Carnivora

PubMed Central

Tseng, Z. Jack; Flynn, John J.

2018-01-01

Skull shape convergence is pervasive among vertebrates. Although this is frequently inferred to indicate similar functional underpinnings, neither the specific structure-function linkages nor the selective environments in which the supposed functional adaptations arose are commonly identified and tested. We demonstrate that nonfeeding factors relating to sexual maturity and precipitation-related arboreality also can generate structure-function relationships in the skulls of carnivorans (dogs, cats, seals, and relatives) through covariation with masticatory performance. We estimated measures of masticatory performance related to ecological variables that covary with cranial shape in the mammalian order Carnivora, integrating geometric morphometrics and finite element analyses. Even after accounting for phylogenetic autocorrelation, cranial shapes are significantly correlated to both feeding and nonfeeding ecological variables, and covariation with both variable types generated significant masticatory performance gradients. This suggests that mechanisms of obligate shape covariation with nonfeeding variables can produce performance changes resembling those arising from feeding adaptations in Carnivora. PMID:29441363

A modified approach to estimating sample size for simple logistic regression with one continuous covariate.

PubMed

Novikov, I; Fund, N; Freedman, L S

2010-01-15

Different methods for the calculation of sample size for simple logistic regression (LR) with one normally distributed continuous covariate give different results. Sometimes the difference can be large. Furthermore, some methods require the user to specify the prevalence of cases when the covariate equals its population mean, rather than the more natural population prevalence. We focus on two commonly used methods and show through simulations that the power for a given sample size may differ substantially from the nominal value for one method, especially when the covariate effect is large, while the other method performs poorly if the user provides the population prevalence instead of the required parameter. We propose a modification of the method of Hsieh et al. that requires specification of the population prevalence and that employs Schouten's sample size formula for a t-test with unequal variances and group sizes. This approach appears to increase the accuracy of the sample size estimates for LR with one continuous covariate.

Robust estimation for partially linear models with large-dimensional covariates.

PubMed

Zhu, LiPing; Li, RunZe; Cui, HengJian

2013-10-01

We are concerned with robust estimation procedures to estimate the parameters in partially linear models with large-dimensional covariates. To enhance the interpretability, we suggest implementing a noncon-cave regularization method in the robust estimation procedure to select important covariates from the linear component. We establish the consistency for both the linear and the nonlinear components when the covariate dimension diverges at the rate of [Formula: see text], where n is the sample size. We show that the robust estimate of linear component performs asymptotically as well as its oracle counterpart which assumes the baseline function and the unimportant covariates were known a priori. With a consistent estimator of the linear component, we estimate the nonparametric component by a robust local linear regression. It is proved that the robust estimate of nonlinear component performs asymptotically as well as if the linear component were known in advance. Comprehensive simulation studies are carried out and an application is presented to examine the finite-sample performance of the proposed procedures.

A Robust Statistics Approach to Minimum Variance Portfolio Optimization

NASA Astrophysics Data System (ADS)

Yang, Liusha; Couillet, Romain; McKay, Matthew R.

2015-12-01

We study the design of portfolios under a minimum risk criterion. The performance of the optimized portfolio relies on the accuracy of the estimated covariance matrix of the portfolio asset returns. For large portfolios, the number of available market returns is often of similar order to the number of assets, so that the sample covariance matrix performs poorly as a covariance estimator. Additionally, financial market data often contain outliers which, if not correctly handled, may further corrupt the covariance estimation. We address these shortcomings by studying the performance of a hybrid covariance matrix estimator based on Tyler's robust M-estimator and on Ledoit-Wolf's shrinkage estimator while assuming samples with heavy-tailed distribution. Employing recent results from random matrix theory, we develop a consistent estimator of (a scaled version of) the realized portfolio risk, which is minimized by optimizing online the shrinkage intensity. Our portfolio optimization method is shown via simulations to outperform existing methods both for synthetic and real market data.

Using Bayesian regression to test hypotheses about relationships between parameters and covariates in cognitive models.

PubMed

Boehm, Udo; Steingroever, Helen; Wagenmakers, Eric-Jan

2018-06-01

An important tool in the advancement of cognitive science are quantitative models that represent different cognitive variables in terms of model parameters. To evaluate such models, their parameters are typically tested for relationships with behavioral and physiological variables that are thought to reflect specific cognitive processes. However, many models do not come equipped with the statistical framework needed to relate model parameters to covariates. Instead, researchers often revert to classifying participants into groups depending on their values on the covariates, and subsequently comparing the estimated model parameters between these groups. Here we develop a comprehensive solution to the covariate problem in the form of a Bayesian regression framework. Our framework can be easily added to existing cognitive models and allows researchers to quantify the evidential support for relationships between covariates and model parameters using Bayes factors. Moreover, we present a simulation study that demonstrates the superiority of the Bayesian regression framework to the conventional classification-based approach.

How Bias Reduction Is Affected by Covariate Choice, Unreliability, and Mode of Data Analysis: Results from Two Types of within-Study Comparisons

ERIC Educational Resources Information Center

Cook, Thomas D.; Steiner, Peter M.; Pohl, Steffi

2009-01-01

This study uses within-study comparisons to assess the relative importance of covariate choice, unreliability in the measurement of these covariates, and whether regression or various forms of propensity score analysis are used to analyze the outcome data. Two of the within-study comparisons are of the four-arm type, and many more are of the…

Factor Models for Ordinal Variables With Covariate Effects on the Manifest and Latent Variables: A Comparison of LISREL and IRT Approaches

ERIC Educational Resources Information Center

Moustaki, Irini; Joreskog, Karl G.; Mavridis, Dimitris

2004-01-01

We consider a general type of model for analyzing ordinal variables with covariate effects and 2 approaches for analyzing data for such models, the item response theory (IRT) approach and the PRELIS-LISREL (PLA) approach. We compare these 2 approaches on the basis of 2 examples, 1 involving only covariate effects directly on the ordinal variables…

Covariance Recovery from a Square Root Information Matrix for Data Association

DTIC Science & Technology

2009-07-02

association is one of the core problems of simultaneous localization and mapping (SLAM), and it requires knowledge about the uncertainties of the...association is one of the core problems of simultaneous localization and mapping (SLAM), and it requires knowledge about the uncertainties of the...back-substitution as well as efficient access to marginal covariances, which is described next. 2.2. Recovering Marginal Covariances Knowledge of the

Crew Resource Management Use in U.S. Air Force Flight and Family Medicine Clinics

DTIC Science & Technology

2013-06-30

However, it is much less studied in medicine, especially outpatient care. Because of their dual role as physicians and aircrew, flight surgeons might...rank, gender , and major command (MAJCOM) affiliation to see if any of these covariates might explain any variation in individual domain scores...variables. Covariates included group (flight surgeon versus family physician), rank, gender , and MAJCOM. Significant covariate effects were further

Structural and Maturational Covariance in Early Childhood Brain Development.

PubMed

Geng, Xiujuan; Li, Gang; Lu, Zhaohua; Gao, Wei; Wang, Li; Shen, Dinggang; Zhu, Hongtu; Gilmore, John H

2017-03-01

Brain structural covariance networks (SCNs) composed of regions with correlated variation are altered in neuropsychiatric disease and change with age. Little is known about the development of SCNs in early childhood, a period of rapid cortical growth. We investigated the development of structural and maturational covariance networks, including default, dorsal attention, primary visual and sensorimotor networks in a longitudinal population of 118 children after birth to 2 years old and compared them with intrinsic functional connectivity networks. We found that structural covariance of all networks exhibit strong correlations mostly limited to their seed regions. By Age 2, default and dorsal attention structural networks are much less distributed compared with their functional maps. The maturational covariance maps, however, revealed significant couplings in rates of change between distributed regions, which partially recapitulate their functional networks. The structural and maturational covariance of the primary visual and sensorimotor networks shows similar patterns to the corresponding functional networks. Results indicate that functional networks are in place prior to structural networks, that correlated structural patterns in adult may arise in part from coordinated cortical maturation, and that regional co-activation in functional networks may guide and refine the maturation of SCNs over childhood development. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Levy Matrices and Financial Covariances

NASA Astrophysics Data System (ADS)

Burda, Zdzislaw; Jurkiewicz, Jerzy; Nowak, Maciej A.; Papp, Gabor; Zahed, Ismail

2003-10-01

In a given market, financial covariances capture the intra-stock correlations and can be used to address statistically the bulk nature of the market as a complex system. We provide a statistical analysis of three SP500 covariances with evidence for raw tail distributions. We study the stability of these tails against reshuffling for the SP500 data and show that the covariance with the strongest tails is robust, with a spectral density in remarkable agreement with random Lévy matrix theory. We study the inverse participation ratio for the three covariances. The strong localization observed at both ends of the spectral density is analogous to the localization exhibited in the random Lévy matrix ensemble. We discuss two competitive mechanisms responsible for the occurrence of an extensive and delocalized eigenvalue at the edge of the spectrum: (a) the Lévy character of the entries of the correlation matrix and (b) a sort of off-diagonal order induced by underlying inter-stock correlations. (b) can be destroyed by reshuffling, while (a) cannot. We show that the stocks with the largest scattering are the least susceptible to correlations, and likely candidates for the localized states. We introduce a simple model for price fluctuations which captures behavior of the SP500 covariances. It may be of importance for assets diversification.

Does the covariance structure matter in longitudinal modelling for the prediction of future CD4 counts?

PubMed

Taylor, J M; Law, N

1998-10-30

We investigate the importance of the assumed covariance structure for longitudinal modelling of CD4 counts. We examine how individual predictions of future CD4 counts are affected by the covariance structure. We consider four covariance structures: one based on an integrated Ornstein-Uhlenbeck stochastic process; one based on Brownian motion, and two derived from standard linear and quadratic random-effects models. Using data from the Multicenter AIDS Cohort Study and from a simulation study, we show that there is a noticeable deterioration in the coverage rate of confidence intervals if we assume the wrong covariance. There is also a loss in efficiency. The quadratic random-effects model is found to be the best in terms of correctly calibrated prediction intervals, but is substantially less efficient than the others. Incorrectly specifying the covariance structure as linear random effects gives too narrow prediction intervals with poor coverage rates. Fitting using the model based on the integrated Ornstein-Uhlenbeck stochastic process is the preferred one of the four considered because of its efficiency and robustness properties. We also use the difference between the future predicted and observed CD4 counts to assess an appropriate transformation of CD4 counts; a fourth root, cube root and square root all appear reasonable choices.

Application of seemingly unrelated regression in medical data with intermittently observed time-dependent covariates.

PubMed

Keshavarzi, Sareh; Ayatollahi, Seyyed Mohammad Taghi; Zare, Najaf; Pakfetrat, Maryam

2012-01-01

BACKGROUND. In many studies with longitudinal data, time-dependent covariates can only be measured intermittently (not at all observation times), and this presents difficulties for standard statistical analyses. This situation is common in medical studies, and methods that deal with this challenge would be useful. METHODS. In this study, we performed the seemingly unrelated regression (SUR) based models, with respect to each observation time in longitudinal data with intermittently observed time-dependent covariates and further compared these models with mixed-effect regression models (MRMs) under three classic imputation procedures. Simulation studies were performed to compare the sample size properties of the estimated coefficients for different modeling choices. RESULTS. In general, the proposed models in the presence of intermittently observed time-dependent covariates showed a good performance. However, when we considered only the observed values of the covariate without any imputations, the resulted biases were greater. The performances of the proposed SUR-based models in comparison with MRM using classic imputation methods were nearly similar with approximately equal amounts of bias and MSE. CONCLUSION. The simulation study suggests that the SUR-based models work as efficiently as MRM in the case of intermittently observed time-dependent covariates. Thus, it can be used as an alternative to MRM.

Approximations of noise covariance in multi-slice helical CT scans: impact on lung nodule size estimation.

PubMed

Zeng, Rongping; Petrick, Nicholas; Gavrielides, Marios A; Myers, Kyle J

2011-10-07

Multi-slice computed tomography (MSCT) scanners have become popular volumetric imaging tools. Deterministic and random properties of the resulting CT scans have been studied in the literature. Due to the large number of voxels in the three-dimensional (3D) volumetric dataset, full characterization of the noise covariance in MSCT scans is difficult to tackle. However, as usage of such datasets for quantitative disease diagnosis grows, so does the importance of understanding the noise properties because of their effect on the accuracy of the clinical outcome. The goal of this work is to study noise covariance in the helical MSCT volumetric dataset. We explore possible approximations to the noise covariance matrix with reduced degrees of freedom, including voxel-based variance, one-dimensional (1D) correlation, two-dimensional (2D) in-plane correlation and the noise power spectrum (NPS). We further examine the effect of various noise covariance models on the accuracy of a prewhitening matched filter nodule size estimation strategy. Our simulation results suggest that the 1D longitudinal, 2D in-plane and NPS prewhitening approaches can improve the performance of nodule size estimation algorithms. When taking into account computational costs in determining noise characterizations, the NPS model may be the most efficient approximation to the MSCT noise covariance matrix.

On analyzing ordinal data when responses and covariates are both missing at random.

PubMed

Rana, Subrata; Roy, Surupa; Das, Kalyan

2016-08-01

In many occasions, particularly in biomedical studies, data are unavailable for some responses and covariates. This leads to biased inference in the analysis when a substantial proportion of responses or a covariate or both are missing. Except a few situations, methods for missing data have earlier been considered either for missing response or for missing covariates, but comparatively little attention has been directed to account for both missing responses and missing covariates, which is partly attributable to complexity in modeling and computation. This seems to be important as the precise impact of substantial missing data depends on the association between two missing data processes as well. The real difficulty arises when the responses are ordinal by nature. We develop a joint model to take into account simultaneously the association between the ordinal response variable and covariates and also that between the missing data indicators. Such a complex model has been analyzed here by using the Markov chain Monte Carlo approach and also by the Monte Carlo relative likelihood approach. Their performance on estimating the model parameters in finite samples have been looked into. We illustrate the application of these two methods using data from an orthodontic study. Analysis of such data provides some interesting information on human habit. © The Author(s) 2013.

The impact of covariance misspecification in group-based trajectory models for longitudinal data with non-stationary covariance structure.

PubMed

Davies, Christopher E; Glonek, Gary Fv; Giles, Lynne C

2017-08-01

One purpose of a longitudinal study is to gain a better understanding of how an outcome of interest changes among a given population over time. In what follows, a trajectory will be taken to mean the series of measurements of the outcome variable for an individual. Group-based trajectory modelling methods seek to identify subgroups of trajectories within a population, such that trajectories that are grouped together are more similar to each other than to trajectories in distinct groups. Group-based trajectory models generally assume a certain structure in the covariances between measurements, for example conditional independence, homogeneous variance between groups or stationary variance over time. Violations of these assumptions could be expected to result in poor model performance. We used simulation to investigate the effect of covariance misspecification on misclassification of trajectories in commonly used models under a range of scenarios. To do this we defined a measure of performance relative to the ideal Bayesian correct classification rate. We found that the more complex models generally performed better over a range of scenarios. In particular, incorrectly specified covariance matrices could significantly bias the results but using models with a correct but more complicated than necessary covariance matrix incurred little cost.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Heritability, covariation and natural selection on 24 traits of common evening primrose (Oenothera biennis) from a field experiment.

PubMed

Johnson, M T J; Agrawal, A A; Maron, J L; Salminen, J-P

2009-06-01

This study explored genetic variation and co-variation in multiple functional plant traits. Our goal was to characterize selection, heritabilities and genetic correlations among different types of traits to gain insight into the evolutionary ecology of plant populations and their interactions with insect herbivores. In a field experiment, we detected significant heritable variation for each of 24 traits of Oenothera biennis and extensive genetic covariance among traits. Traits with diverse functions formed several distinct groups that exhibited positive genetic covariation with each other. Genetic variation in life-history traits and secondary chemistry together explained a large proportion of variation in herbivory (r(2) = 0.73). At the same time, selection acted on lifetime biomass, life-history traits and two secondary compounds of O. biennis, explaining over 95% of the variation in relative fitness among genotypes. The combination of genetic covariances and directional selection acting on multiple traits suggests that adaptive evolution of particular traits is constrained, and that correlated evolution of groups of traits will occur, which is expected to drive the evolution of increased herbivore susceptibility. As a whole, our study indicates that an examination of genetic variation and covariation among many different types of traits can provide greater insight into the evolutionary ecology of plant populations and plant-herbivore interactions.

Estimating and testing interactions when explanatory variables are subject to non-classical measurement error.

PubMed

Murad, Havi; Kipnis, Victor; Freedman, Laurence S

2016-10-01

Assessing interactions in linear regression models when covariates have measurement error (ME) is complex.We previously described regression calibration (RC) methods that yield consistent estimators and standard errors for interaction coefficients of normally distributed covariates having classical ME. Here we extend normal based RC (NBRC) and linear RC (LRC) methods to a non-classical ME model, and describe more efficient versions that combine estimates from the main study and internal sub-study. We apply these methods to data from the Observing Protein and Energy Nutrition (OPEN) study. Using simulations we show that (i) for normally distributed covariates efficient NBRC and LRC were nearly unbiased and performed well with sub-study size ≥200; (ii) efficient NBRC had lower MSE than efficient LRC; (iii) the naïve test for a single interaction had type I error probability close to the nominal significance level, whereas efficient NBRC and LRC were slightly anti-conservative but more powerful; (iv) for markedly non-normal covariates, efficient LRC yielded less biased estimators with smaller variance than efficient NBRC. Our simulations suggest that it is preferable to use: (i) efficient NBRC for estimating and testing interaction effects of normally distributed covariates and (ii) efficient LRC for estimating and testing interactions for markedly non-normal covariates. © The Author(s) 2013.

Form of the manifestly covariant Lagrangian

NASA Astrophysics Data System (ADS)

Johns, Oliver Davis

1985-10-01

The preferred form for the manifestly covariant Lagrangian function of a single, charged particle in a given electromagnetic field is the subject of some disagreement in the textbooks. Some authors use a ``homogeneous'' Lagrangian and others use a ``modified'' form in which the covariant Hamiltonian function is made to be nonzero. We argue in favor of the ``homogeneous'' form. We show that the covariant Lagrangian theories can be understood only if one is careful to distinguish quantities evaluated on the varied (in the sense of the calculus of variations) world lines from quantities evaluated on the unvaried world lines. By making this distinction, we are able to derive the Hamilton-Jacobi and Klein-Gordon equations from the ``homogeneous'' Lagrangian, even though the covariant Hamiltonian function is identically zero on all world lines. The derivation of the Klein-Gordon equation in particular gives Lagrangian theoretical support to the derivations found in standard quantum texts, and is also shown to be consistent with the Feynman path-integral method. We conclude that the ``homogeneous'' Lagrangian is a completely adequate basis for covariant Lagrangian theory both in classical and quantum mechanics. The article also explores the analogy with the Fermat theorem of optics, and illustrates a simple invariant notation for the Lagrangian and other four-vector equations.

Bio-Optical Data Assimilation With Observational Error Covariance Derived From an Ensemble of Satellite Images

NASA Astrophysics Data System (ADS)

Shulman, Igor; Gould, Richard W.; Frolov, Sergey; McCarthy, Sean; Penta, Brad; Anderson, Stephanie; Sakalaukus, Peter

2018-03-01

An ensemble-based approach to specify observational error covariance in the data assimilation of satellite bio-optical properties is proposed. The observational error covariance is derived from statistical properties of the generated ensemble of satellite MODIS-Aqua chlorophyll (Chl) images. The proposed observational error covariance is used in the Optimal Interpolation scheme for the assimilation of MODIS-Aqua Chl observations. The forecast error covariance is specified in the subspace of the multivariate (bio-optical, physical) empirical orthogonal functions (EOFs) estimated from a month-long model run. The assimilation of surface MODIS-Aqua Chl improved surface and subsurface model Chl predictions. Comparisons with surface and subsurface water samples demonstrate that data assimilation run with the proposed observational error covariance has higher RMSE than the data assimilation run with "optimistic" assumption about observational errors (10% of the ensemble mean), but has smaller or comparable RMSE than data assimilation run with an assumption that observational errors equal to 35% of the ensemble mean (the target error for satellite data product for chlorophyll). Also, with the assimilation of the MODIS-Aqua Chl data, the RMSE between observed and model-predicted fractions of diatoms to the total phytoplankton is reduced by a factor of two in comparison to the nonassimilative run.

EXACT DISTRIBUTIONS OF INTRACLASS CORRELATION AND CRONBACH'S ALPHA WITH GAUSSIAN DATA AND GENERAL COVARIANCE.

PubMed

Kistner, Emily O; Muller, Keith E

2004-09-01

Intraclass correlation and Cronbach's alpha are widely used to describe reliability of tests and measurements. Even with Gaussian data, exact distributions are known only for compound symmetric covariance (equal variances and equal correlations). Recently, large sample Gaussian approximations were derived for the distribution functions. New exact results allow calculating the exact distribution function and other properties of intraclass correlation and Cronbach's alpha, for Gaussian data with any covariance pattern, not just compound symmetry. Probabilities are computed in terms of the distribution function of a weighted sum of independent chi-square random variables. New F approximations for the distribution functions of intraclass correlation and Cronbach's alpha are much simpler and faster to compute than the exact forms. Assuming the covariance matrix is known, the approximations typically provide sufficient accuracy, even with as few as ten observations. Either the exact or approximate distributions may be used to create confidence intervals around an estimate of reliability. Monte Carlo simulations led to a number of conclusions. Correctly assuming that the covariance matrix is compound symmetric leads to accurate confidence intervals, as was expected from previously known results. However, assuming and estimating a general covariance matrix produces somewhat optimistically narrow confidence intervals with 10 observations. Increasing sample size to 100 gives essentially unbiased coverage. Incorrectly assuming compound symmetry leads to pessimistically large confidence intervals, with pessimism increasing with sample size. In contrast, incorrectly assuming general covariance introduces only a modest optimistic bias in small samples. Hence the new methods seem preferable for creating confidence intervals, except when compound symmetry definitely holds.

Precision matrix expansion - efficient use of numerical simulations in estimating errors on cosmological parameters

NASA Astrophysics Data System (ADS)

Friedrich, Oliver; Eifler, Tim

2018-01-01

Computing the inverse covariance matrix (or precision matrix) of large data vectors is crucial in weak lensing (and multiprobe) analyses of the large-scale structure of the Universe. Analytically computed covariances are noise-free and hence straightforward to invert; however, the model approximations might be insufficient for the statistical precision of future cosmological data. Estimating covariances from numerical simulations improves on these approximations, but the sample covariance estimator is inherently noisy, which introduces uncertainties in the error bars on cosmological parameters and also additional scatter in their best-fitting values. For future surveys, reducing both effects to an acceptable level requires an unfeasibly large number of simulations. In this paper we describe a way to expand the precision matrix around a covariance model and show how to estimate the leading order terms of this expansion from simulations. This is especially powerful if the covariance matrix is the sum of two contributions, C = A+B, where A is well understood analytically and can be turned off in simulations (e.g. shape noise for cosmic shear) to yield a direct estimate of B. We test our method in mock experiments resembling tomographic weak lensing data vectors from the Dark Energy Survey (DES) and the Large Synoptic Survey Telescope (LSST). For DES we find that 400 N-body simulations are sufficient to achieve negligible statistical uncertainties on parameter constraints. For LSST this is achieved with 2400 simulations. The standard covariance estimator would require >105 simulations to reach a similar precision. We extend our analysis to a DES multiprobe case finding a similar performance.

Estimating restricted mean treatment effects with stacked survival models

PubMed Central

Wey, Andrew; Vock, David M.; Connett, John; Rudser, Kyle

2016-01-01

The difference in restricted mean survival times between two groups is a clinically relevant summary measure. With observational data, there may be imbalances in confounding variables between the two groups. One approach to account for such imbalances is estimating a covariate-adjusted restricted mean difference by modeling the covariate-adjusted survival distribution, and then marginalizing over the covariate distribution. Since the estimator for the restricted mean difference is defined by the estimator for the covariate-adjusted survival distribution, it is natural to expect that a better estimator of the covariate-adjusted survival distribution is associated with a better estimator of the restricted mean difference. We therefore propose estimating restricted mean differences with stacked survival models. Stacked survival models estimate a weighted average of several survival models by minimizing predicted error. By including a range of parametric, semi-parametric, and non-parametric models, stacked survival models can robustly estimate a covariate-adjusted survival distribution and, therefore, the restricted mean treatment effect in a wide range of scenarios. We demonstrate through a simulation study that better performance of the covariate-adjusted survival distribution often leads to better mean-squared error of the restricted mean difference although there are notable exceptions. In addition, we demonstrate that the proposed estimator can perform nearly as well as Cox regression when the proportional hazards assumption is satisfied and significantly better when proportional hazards is violated. Finally, the proposed estimator is illustrated with data from the United Network for Organ Sharing to evaluate post-lung transplant survival between large and small-volume centers. PMID:26934835

Structural Covariance of the Prefrontal-Amygdala Pathways Associated with Heart Rate Variability

PubMed Central

Wei, Luqing; Chen, Hong; Wu, Guo-Rong

2018-01-01

The neurovisceral integration model has shown a key role of the amygdala in neural circuits underlying heart rate variability (HRV) modulation, and suggested that reciprocal connections from amygdala to brain regions centered on the central autonomic network (CAN) are associated with HRV. To provide neuroanatomical evidence for these theoretical perspectives, the current study used covariance analysis of MRI-based gray matter volume (GMV) to map structural covariance network of the amygdala, and then determined whether the interregional structural correlations related to individual differences in HRV. The results showed that covariance patterns of the amygdala encompassed large portions of cortical (e.g., prefrontal, cingulate, and insula) and subcortical (e.g., striatum, hippocampus, and midbrain) regions, lending evidence from structural covariance analysis to the notion that the amygdala was a pivotal node in neural pathways for HRV modulation. Importantly, participants with higher resting HRV showed increased covariance of amygdala to dorsal medial prefrontal cortex and anterior cingulate cortex (dmPFC/dACC) extending into adjacent medial motor regions [i.e., pre-supplementary motor area (pre-SMA)/SMA], demonstrating structural covariance of the prefrontal-amygdala pathways implicated in HRV, and also implying that resting HRV may reflect the function of neural circuits underlying cognitive regulation of emotion as well as facilitation of adaptive behaviors to emotion. Our results, thus, provide anatomical substrates for the neurovisceral integration model that resting HRV may index an integrative neural network which effectively organizes emotional, cognitive, physiological and behavioral responses in the service of goal-directed behavior and adaptability. PMID:29545744

Least-Squares Data Adjustment with Rank-Deficient Data Covariance Matrices

DOE Office of Scientific and Technical Information (OSTI.GOV)

Williams, J.G.

2011-07-01

A derivation of the linear least-squares adjustment formulae is required that avoids the assumption that the covariance matrix of prior parameters can be inverted. Possible proofs are of several kinds, including: (i) extension of standard results for the linear regression formulae, and (ii) minimization by differentiation of a quadratic form of the deviations in parameters and responses. In this paper, the least-squares adjustment equations are derived in both these ways, while explicitly assuming that the covariance matrix of prior parameters is singular. It will be proved that the solutions are unique and that, contrary to statements that have appeared inmore » the literature, the least-squares adjustment problem is not ill-posed. No modification is required to the adjustment formulae that have been used in the past in the case of a singular covariance matrix for the priors. In conclusion: The linear least-squares adjustment formula that has been used in the past is valid in the case of a singular covariance matrix for the covariance matrix of prior parameters. Furthermore, it provides a unique solution. Statements in the literature, to the effect that the problem is ill-posed are wrong. No regularization of the problem is required. This has been proved in the present paper by two methods, while explicitly assuming that the covariance matrix of prior parameters is singular: i) extension of standard results for the linear regression formulae, and (ii) minimization by differentiation of a quadratic form of the deviations in parameters and responses. No modification is needed to the adjustment formulae that have been used in the past. (author)« less

Evaluation of Cox's model and logistic regression for matched case-control data with time-dependent covariates: a simulation study.

PubMed

Leffondré, Karen; Abrahamowicz, Michal; Siemiatycki, Jack

2003-12-30

Case-control studies are typically analysed using the conventional logistic model, which does not directly account for changes in the covariate values over time. Yet, many exposures may vary over time. The most natural alternative to handle such exposures would be to use the Cox model with time-dependent covariates. However, its application to case-control data opens the question of how to manipulate the risk sets. Through a simulation study, we investigate how the accuracy of the estimates of Cox's model depends on the operational definition of risk sets and/or on some aspects of the time-varying exposure. We also assess the estimates obtained from conventional logistic regression. The lifetime experience of a hypothetical population is first generated, and a matched case-control study is then simulated from this population. We control the frequency, the age at initiation, and the total duration of exposure, as well as the strengths of their effects. All models considered include a fixed-in-time covariate and one or two time-dependent covariate(s): the indicator of current exposure and/or the exposure duration. Simulation results show that none of the models always performs well. The discrepancies between the odds ratios yielded by logistic regression and the 'true' hazard ratio depend on both the type of the covariate and the strength of its effect. In addition, it seems that logistic regression has difficulty separating the effects of inter-correlated time-dependent covariates. By contrast, each of the two versions of Cox's model systematically induces either a serious under-estimation or a moderate over-estimation bias. The magnitude of the latter bias is proportional to the true effect, suggesting that an improved manipulation of the risk sets may eliminate, or at least reduce, the bias. Copyright 2003 JohnWiley & Sons, Ltd.

A comparison of the conditional inference survival forest model to random survival forests based on a simulation study as well as on two applications with time-to-event data.

PubMed

Nasejje, Justine B; Mwambi, Henry; Dheda, Keertan; Lesosky, Maia

2017-07-28

Random survival forest (RSF) models have been identified as alternative methods to the Cox proportional hazards model in analysing time-to-event data. These methods, however, have been criticised for the bias that results from favouring covariates with many split-points and hence conditional inference forests for time-to-event data have been suggested. Conditional inference forests (CIF) are known to correct the bias in RSF models by separating the procedure for the best covariate to split on from that of the best split point search for the selected covariate. In this study, we compare the random survival forest model to the conditional inference model (CIF) using twenty-two simulated time-to-event datasets. We also analysed two real time-to-event datasets. The first dataset is based on the survival of children under-five years of age in Uganda and it consists of categorical covariates with most of them having more than two levels (many split-points). The second dataset is based on the survival of patients with extremely drug resistant tuberculosis (XDR TB) which consists of mainly categorical covariates with two levels (few split-points). The study findings indicate that the conditional inference forest model is superior to random survival forest models in analysing time-to-event data that consists of covariates with many split-points based on the values of the bootstrap cross-validated estimates for integrated Brier scores. However, conditional inference forests perform comparably similar to random survival forests models in analysing time-to-event data consisting of covariates with fewer split-points. Although survival forests are promising methods in analysing time-to-event data, it is important to identify the best forest model for analysis based on the nature of covariates of the dataset in question.

The SENSE-Isomorphism Theoretical Image Voxel Estimation (SENSE-ITIVE) Model for Reconstruction and Observing Statistical Properties of Reconstruction Operators

PubMed Central

Bruce, Iain P.; Karaman, M. Muge; Rowe, Daniel B.

2012-01-01

The acquisition of sub-sampled data from an array of receiver coils has become a common means of reducing data acquisition time in MRI. Of the various techniques used in parallel MRI, SENSitivity Encoding (SENSE) is one of the most common, making use of a complex-valued weighted least squares estimation to unfold the aliased images. It was recently shown in Bruce et al. [Magn. Reson. Imag. 29(2011):1267–1287] that when the SENSE model is represented in terms of a real-valued isomorphism, it assumes a skew-symmetric covariance between receiver coils, as well as an identity covariance structure between voxels. In this manuscript, we show that not only is the skew-symmetric coil covariance unlike that of real data, but the estimated covariance structure between voxels over a time series of experimental data is not an identity matrix. As such, a new model, entitled SENSE-ITIVE, is described with both revised coil and voxel covariance structures. Both the SENSE and SENSE-ITIVE models are represented in terms of real-valued isomorphisms, allowing for a statistical analysis of reconstructed voxel means, variances, and correlations resulting from the use of different coil and voxel covariance structures used in the reconstruction processes to be conducted. It is shown through both theoretical and experimental illustrations that the miss-specification of the coil and voxel covariance structures in the SENSE model results in a lower standard deviation in each voxel of the reconstructed images, and thus an artificial increase in SNR, compared to the standard deviation and SNR of the SENSE-ITIVE model where both the coil and voxel covariances are appropriately accounted for. It is also shown that there are differences in the correlations induced by the reconstruction operations of both models, and consequently there are differences in the correlations estimated throughout the course of reconstructed time series. These differences in correlations could result in meaningful differences in interpretation of results. PMID:22617147

Risk-Stratified Imputation in Survival Analysis

PubMed Central

Kennedy, Richard E.; Adragni, Kofi P.; Tiwari, Hemant K.; Voeks, Jenifer H.; Brott, Thomas G.; Howard, George

2013-01-01

Background Censoring that is dependent on covariates associated with survival can arise in randomized trials due to changes in recruitment and eligibility criteria to minimize withdrawals, potentially leading to biased treatment effect estimates. Imputation approaches have been proposed to address censoring in survival analysis; and while these approaches may provide unbiased estimates of treatment effects, imputation of a large number of outcomes may over- or underestimate the associated variance based on the imputation pool selected. Purpose We propose an improved method, risk-stratified imputation, as an alternative to address withdrawal related to the risk of events in the context of time-to-event analyses. Methods Our algorithm performs imputation from a pool of replacement subjects with similar values of both treatment and covariate(s) of interest, that is, from a risk-stratified sample. This stratification prior to imputation addresses the requirement of time-to-event analysis that censored observations are representative of all other observations in the risk group with similar exposure variables. We compared our risk-stratified imputation to case deletion and bootstrap imputation in a simulated dataset in which the covariate of interest (study withdrawal) was related to treatment. A motivating example from a recent clinical trial is also presented to demonstrate the utility of our method. Results In our simulations, risk-stratified imputation gives estimates of treatment effect comparable to bootstrap and auxiliary variable imputation while avoiding inaccuracies of the latter two in estimating the associated variance. Similar results were obtained in analysis of clinical trial data. Limitations Risk-stratified imputation has little advantage over other imputation methods when covariates of interest are not related to treatment, although its performance is superior when covariates are related to treatment. Risk-stratified imputation is intended for categorical covariates, and may be sensitive to the width of the matching window if continuous covariates are used. Conclusions The use of the risk-stratified imputation should facilitate the analysis of many clinical trials, in which one group has a higher withdrawal rate that is related to treatment. PMID:23818434

An Empirical State Error Covariance Matrix Orbit Determination Example

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2015-01-01

State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. First, consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. Then it follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix of the estimate will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully include all of the errors in the state estimate. The empirical error covariance matrix is determined from a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm. It is a formally correct, empirical state error covariance matrix obtained through use of the average form of the weighted measurement residual variance performance index rather than the usual total weighted residual form. Based on its formulation, this matrix will contain the total uncertainty in the state estimate, regardless as to the source of the uncertainty and whether the source is anticipated or not. It is expected that the empirical error covariance matrix will give a better, statistical representation of the state error in poorly modeled systems or when sensor performance is suspect. In its most straight forward form, the technique only requires supplemental calculations to be added to existing batch estimation algorithms. In the current problem being studied a truth model making use of gravity with spherical, J2 and J4 terms plus a standard exponential type atmosphere with simple diurnal and random walk components is used. The ability of the empirical state error covariance matrix to account for errors is investigated under four scenarios during orbit estimation. These scenarios are: exact modeling under known measurement errors, exact modeling under corrupted measurement errors, inexact modeling under known measurement errors, and inexact modeling under corrupted measurement errors. For this problem a simple analog of a distributed space surveillance network is used. The sensors in this network make only range measurements and with simple normally distributed measurement errors. The sensors are assumed to have full horizon to horizon viewing at any azimuth. For definiteness, an orbit at the approximate altitude and inclination of the International Space Station is used for the study. The comparison analyses of the data involve only total vectors. No investigation of specific orbital elements is undertaken. The total vector analyses will look at the chisquare values of the error in the difference between the estimated state and the true modeled state using both the empirical and theoretical error covariance matrices for each of scenario.

Algorithm-Eigenvalue Estimation of Hyperspectral Wishart Covariance Matrices from a Limited Number of Samples

DTIC Science & Technology

2015-03-01

ALGORITHM—EIGENVALUE ESTIMATION OF HYPERSPECTRAL WISHART COVARIANCE MATRICES FROM A LIMITED NUMBER OF SAMPLES ECBC-TN-067 Avishai Ben- David ...NUMBER 6. AUTHOR(S) Ben- David , Avishai (ECBC) and Davidson, Charles E. (STC) 5d. PROJECT NUMBER 5e. TASK NUMBER 5f. WORK UNIT NUMBER 7...and published by Avishai Ben- David and Charles E. Davidson (Eigenvalue Estimation of Hyperspectral WishartCovariance Matrices from Limited Number of

Transurethral Ultrasound Diffraction Tomography

DTIC Science & Technology

2007-03-01

the covariance matrix was derived. The covariance reduced to that of the X- ray CT under the assumptions of linear operator and real data.[5] The...the covariance matrix in the linear x- ray computed tomography is a special case of the inverse scattering matrix derived in this paper. The matrix was...is derived in Sec. IV, and its relation to that of the linear x- ray computed tomography appears in Sec. V. In Sec. VI, the inverse scattering

Covariant fields on anti-de Sitter spacetimes

NASA Astrophysics Data System (ADS)

Cotăescu, Ion I.

2018-02-01

The covariant free fields of any spin on anti-de Sitter (AdS) spacetimes are studied, pointing out that these transform under isometries according to covariant representations (CRs) of the AdS isometry group, induced by those of the Lorentz group. Applying the method of ladder operators, it is shown that the CRs with unique spin are equivalent with discrete unitary irreducible representations (UIRs) of positive energy of the universal covering group of the isometry one. The action of the Casimir operators is studied finding how the weights of these representations (reps.) may depend on the mass and spin of the covariant field. The conclusion is that on AdS spacetime, one cannot formulate a universal mass condition as in special relativity.

SMURC: High-Dimension Small-Sample Multivariate Regression With Covariance Estimation.

PubMed

Bayar, Belhassen; Bouaynaya, Nidhal; Shterenberg, Roman

2017-03-01

We consider a high-dimension low sample-size multivariate regression problem that accounts for correlation of the response variables. The system is underdetermined as there are more parameters than samples. We show that the maximum likelihood approach with covariance estimation is senseless because the likelihood diverges. We subsequently propose a normalization of the likelihood function that guarantees convergence. We call this method small-sample multivariate regression with covariance (SMURC) estimation. We derive an optimization problem and its convex approximation to compute SMURC. Simulation results show that the proposed algorithm outperforms the regularized likelihood estimator with known covariance matrix and the sparse conditional Gaussian graphical model. We also apply SMURC to the inference of the wing-muscle gene network of the Drosophila melanogaster (fruit fly).

Homonuclear long-range correlation spectra from HMBC experiments by covariance processing.

PubMed

Schoefberger, Wolfgang; Smrecki, Vilko; Vikić-Topić, Drazen; Müller, Norbert

2007-07-01

We present a new application of covariance nuclear magnetic resonance processing based on 1H--13C-HMBC experiments which provides an effective way for establishing indirect 1H--1H and 13C--13C nuclear spin connectivity at natural isotope abundance. The method, which identifies correlated spin networks in terms of covariance between one-dimensional traces from a single decoupled HMBC experiment, derives 13C--13C as well as 1H--1H spin connectivity maps from the two-dimensional frequency domain heteronuclear long-range correlation data matrix. The potential and limitations of this novel covariance NMR application are demonstrated on two compounds: eugenyl-beta-D-glucopyranoside and an emodin-derivative. Copyright (c) 2007 John Wiley & Sons, Ltd.

Optical Implementation of the Optimal Universal and Phase-Covariant Quantum Cloning Machines

NASA Astrophysics Data System (ADS)

Ye, Liu; Song, Xue-Ke; Yang, Jie; Yang, Qun; Ma, Yang-Cheng

Quantum cloning relates to the security of quantum computation and quantum communication. In this paper, firstly we propose a feasible unified scheme to implement optimal 1 → 2 universal, 1 → 2 asymmetric and symmetric phase-covariant cloning, and 1 → 2 economical phase-covariant quantum cloning machines only via a beam splitter. Then 1 → 3 economical phase-covariant quantum cloning machines also can be realized by adding another beam splitter in context of linear optics. The scheme is based on the interference of two photons on a beam splitter with different splitting ratios for vertical and horizontal polarization components. It is shown that under certain condition, the scheme is feasible by current experimental technology.

Improving chemical species tomography of turbulent flows using covariance estimation.

PubMed

Grauer, Samuel J; Hadwin, Paul J; Daun, Kyle J

2017-05-01

Chemical species tomography (CST) experiments can be divided into limited-data and full-rank cases. Both require solving ill-posed inverse problems, and thus the measurement data must be supplemented with prior information to carry out reconstructions. The Bayesian framework formalizes the role of additive information, expressed as the mean and covariance of a joint-normal prior probability density function. We present techniques for estimating the spatial covariance of a flow under limited-data and full-rank conditions. Our results show that incorporating a covariance estimate into CST reconstruction via a Bayesian prior increases the accuracy of instantaneous estimates. Improvements are especially dramatic in real-time limited-data CST, which is directly applicable to many industrially relevant experiments.

Marginalized zero-inflated Poisson models with missing covariates.

PubMed

Benecha, Habtamu K; Preisser, John S; Divaris, Kimon; Herring, Amy H; Das, Kalyan

2018-05-11

Unlike zero-inflated Poisson regression, marginalized zero-inflated Poisson (MZIP) models for counts with excess zeros provide estimates with direct interpretations for the overall effects of covariates on the marginal mean. In the presence of missing covariates, MZIP and many other count data models are ordinarily fitted using complete case analysis methods due to lack of appropriate statistical methods and software. This article presents an estimation method for MZIP models with missing covariates. The method, which is applicable to other missing data problems, is illustrated and compared with complete case analysis by using simulations and dental data on the caries preventive effects of a school-based fluoride mouthrinse program. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Exceptional Form of D=11 Supergravity

NASA Astrophysics Data System (ADS)

Hohm, Olaf; Samtleben, Henning

2013-12-01

Eleven-dimensional supergravity reveals large exceptional symmetries upon reduction, in accordance with the U-duality groups of M theory, but their higher-dimensional geometric origin has remained a mystery. In this Letter, we show that D=11 supergravity can be extended to be fully covariant under the exceptional groups En(n), n=6, 7, 8. Motivated by a similar formulation of double field theory we introduce an extended “exceptional spacetime.” We illustrate the construction by giving the explicit E6(6) covariant form: the full D=11 supergravity, in a 5+6 splitting of coordinates but without truncation, embeds into an E6(6) covariant 5+27 dimensional theory. We argue that this covariant form likewise comprises type IIB supergravity.

Adapting Covariance Propagation to Account for the Presence of Modeled and Unmodeled Maneuvers

NASA Technical Reports Server (NTRS)

Schiff, Conrad

2006-01-01

This paper explores techniques that can be used to adapt the standard linearized propagation of an orbital covariance matrix to the case where there is a maneuver and an associated execution uncertainty. A Monte Carlo technique is used to construct a final orbital covariance matrix for a 'prop-burn-prop' process that takes into account initial state uncertainty and execution uncertainties in the maneuver magnitude. This final orbital covariance matrix is regarded as 'truth' and comparisons are made with three methods using modified linearized covariance propagation. The first method accounts for the maneuver by modeling its nominal effect within the state transition matrix but excludes the execution uncertainty by omitting a process noise matrix from the computation. The second method does not model the maneuver but includes a process noise matrix to account for the uncertainty in its magnitude. The third method, which is essentially a hybrid of the first two, includes the nominal portion of the maneuver via the state transition matrix and uses a process noise matrix to account for the magnitude uncertainty. The first method is unable to produce the final orbit covariance except in the case of zero maneuver uncertainty. The second method yields good accuracy for the final covariance matrix but fails to model the final orbital state accurately. Agreement between the simulated covariance data produced by this method and the Monte Carlo truth data fell within 0.5-2.5 percent over a range of maneuver sizes that span two orders of magnitude (0.1-20 m/s). The third method, which yields a combination of good accuracy in the computation of the final covariance matrix and correct accounting for the presence of the maneuver in the nominal orbit, is the best method for applications involving the computation of times of closest approach and the corresponding probability of collision, PC. However, applications for the two other methods exist and are briefly discussed. Although the process model ("prop-burn-prop") that was studied is very simple - point-mass gravitational effects due to the Earth combined with an impulsive delta-V in the velocity direction for the maneuver - generalizations to more complex scenarios, including high fidelity force models, finite duration maneuvers, and maneuver pointing errors, are straightforward and are discussed in the conclusion.

Integrating the pace-of-life syndrome across species, sexes and individuals: covariation of life history and personality under pesticide exposure.

PubMed

Debecker, Sara; Sanmartín-Villar, Iago; de Guinea-Luengo, Miguel; Cordero-Rivera, Adolfo; Stoks, Robby

2016-05-01

The pace-of-life syndrome (POLS) hypothesis integrates covariation of life-history traits along a fast-slow continuum and covariation of behavioural traits along a proactive-reactive personality continuum. Few studies have investigated these predicted life-history/personality associations among species and between sexes. Furthermore, whether and how contaminants interfere with POLS patterns remains unexplored. We tested for covariation patterns in life history and in behaviour, and for life-history/personality covariation among species, among individuals within species and between sexes. Moreover, we investigated whether pesticide exposure affects covariation between life history and behaviour and whether species and sexes with a faster POLS strategy have a higher sensitivity to pesticides. We reared larvae of four species of Ischnura damselflies in a common garden experiment with an insecticide treatment (chlorpyrifos absent/present) in the final instar. We measured four life-history traits (larval growth rate during the pesticide treatment, larval development time, adult mass and life span) and two behavioural traits (larval feeding activity and boldness, each before and after the pesticide treatment). At the individual level, life-history traits and behavioural traits aligned along a fast-slow and a proactive-reactive continuum, respectively. Species-specific differences in life history, with fast-lived species having a faster larval growth and development, a lower mass at emergence and a shorter life span, suggested that time constraints in the larval stage were predictably driving life-history evolution both in the larval stage and across metamorphosis in the adult stage. Across species, females were consistently more slow-lived than males, reflecting that a large body size and a long life span are generally more important for females. In contrast to the POLS hypothesis, there was only little evidence for the expected positive coupling between life-history pace and proactivity. Pesticide exposure decreased larval growth rate and affected life-history/personality covariation in the most fast-lived species. Our study supports the existence of life-history and behavioural continua with limited support for life-history/personality covariation. Variation in digestive physiology may explain this decoupling of life history and behaviour and provide valuable mechanistic insights to understand and predict the occurrence of life-history/personality covariation patterns. © 2016 The Authors. Journal of Animal Ecology © 2016 British Ecological Society.

Non-linear matter power spectrum covariance matrix errors and cosmological parameter uncertainties

NASA Astrophysics Data System (ADS)

Blot, L.; Corasaniti, P. S.; Amendola, L.; Kitching, T. D.

2016-06-01

The covariance of the matter power spectrum is a key element of the analysis of galaxy clustering data. Independent realizations of observational measurements can be used to sample the covariance, nevertheless statistical sampling errors will propagate into the cosmological parameter inference potentially limiting the capabilities of the upcoming generation of galaxy surveys. The impact of these errors as function of the number of realizations has been previously evaluated for Gaussian distributed data. However, non-linearities in the late-time clustering of matter cause departures from Gaussian statistics. Here, we address the impact of non-Gaussian errors on the sample covariance and precision matrix errors using a large ensemble of N-body simulations. In the range of modes where finite volume effects are negligible (0.1 ≲ k [h Mpc-1] ≲ 1.2), we find deviations of the variance of the sample covariance with respect to Gaussian predictions above ˜10 per cent at k > 0.3 h Mpc-1. Over the entire range these reduce to about ˜5 per cent for the precision matrix. Finally, we perform a Fisher analysis to estimate the effect of covariance errors on the cosmological parameter constraints. In particular, assuming Euclid-like survey characteristics we find that a number of independent realizations larger than 5000 is necessary to reduce the contribution of sampling errors to the cosmological parameter uncertainties at subpercent level. We also show that restricting the analysis to large scales k ≲ 0.2 h Mpc-1 results in a considerable loss in constraining power, while using the linear covariance to include smaller scales leads to an underestimation of the errors on the cosmological parameters.

The impact of covariance localization on the performance of an ocean EnKF system assimilating glider data in the Ligurian Sea

NASA Astrophysics Data System (ADS)

Falchetti, Silvia; Alvarez, Alberto

2018-04-01

Data assimilation through an ensemble Kalman filter (EnKF) is not exempt from deficiencies, including the generation of long-range unphysical correlations that degrade its performance. The covariance localization technique has been proposed and used in previous research to mitigate this effect. However, an evaluation of its performance is usually hindered by the sparseness and unsustained collection of independent observations. This article assesses the performance of an ocean prediction system composed of a multivariate EnKF coupled with a regional configuration of the Regional Ocean Model System (ROMS) with a covariance localization solution and data assimilation from an ocean glider that operated over a limited region of the Ligurian Sea. Simultaneous with the operation of the forecast system, a high-quality data set was repeatedly collected with a CTD sensor, i.e., every day during the period from 5 to 20 August 2013 (approximately 4 to 5 times the synoptic time scale of the area), located on board the NR/V Alliance for model validation. Comparisons between the validation data set and the forecasts provide evidence that the performance of the prediction system with covariance localization is superior to that observed using only EnKF assimilation without localization or using a free run ensemble. Furthermore, it is shown that covariance localization also increases the robustness of the model to the location of the assimilated data. Our analysis reveals that improvements are detected with regard to not only preventing the occurrence of spurious correlations but also preserving the spatial coherence in the updated covariance matrix. Covariance localization has been shown to be relevant in operational frameworks where short-term forecasts (on the order of days) are required.

Short-time windowed covariance: A metric for identifying non-stationary, event-related covariant cortical sites

PubMed Central

Blakely, Timothy; Ojemann, Jeffrey G.; Rao, Rajesh P.N.

2014-01-01

Background Electrocorticography (ECoG) signals can provide high spatio-temporal resolution and high signal to noise ratio recordings of local neural activity from the surface of the brain. Previous studies have shown that broad-band, spatially focal, high-frequency increases in ECoG signals are highly correlated with movement and other cognitive tasks and can be volitionally modulated. However, significant additional information may be present in inter-electrode interactions, but adding additional higher order inter-electrode interactions can be impractical from a computational aspect, if not impossible. New method In this paper we present a new method of calculating high frequency interactions between electrodes called Short-Time Windowed Covariance (STWC) that builds on mathematical techniques currently used in neural signal analysis, along with an implementation that accelerates the algorithm by orders of magnitude by leveraging commodity, off-the-shelf graphics processing unit (GPU) hardware. Results Using the hardware-accelerated implementation of STWC, we identify many types of event-related inter-electrode interactions from human ECoG recordings on global and local scales that have not been identified by previous methods. Unique temporal patterns are observed for digit flexion in both low- (10 mm spacing) and high-resolution (3 mm spacing) electrode arrays. Comparison with existing methods Covariance is a commonly used metric for identifying correlated signals, but the standard covariance calculations do not allow for temporally varying covariance. In contrast STWC allows and identifies event-driven changes in covariance without identifying spurious noise correlations. Conclusions: STWC can be used to identify event-related neural interactions whose high computational load is well suited to GPU capabilities. PMID:24211499

Dark matter statistics for large galaxy catalogs: power spectra and covariance matrices

NASA Astrophysics Data System (ADS)

Klypin, Anatoly; Prada, Francisco

2018-06-01

Large-scale surveys of galaxies require accurate theoretical predictions of the dark matter clustering for thousands of mock galaxy catalogs. We demonstrate that this goal can be achieve with the new Parallel Particle-Mesh (PM) N-body code GLAM at a very low computational cost. We run ˜22, 000 simulations with ˜2 billion particles that provide ˜1% accuracy of the dark matter power spectra P(k) for wave-numbers up to k ˜ 1hMpc-1. Using this large data-set we study the power spectrum covariance matrix. In contrast to many previous analytical and numerical results, we find that the covariance matrix normalised to the power spectrum C(k, k΄)/P(k)P(k΄) has a complex structure of non-diagonal components: an upturn at small k, followed by a minimum at k ≈ 0.1 - 0.2 hMpc-1, and a maximum at k ≈ 0.5 - 0.6 hMpc-1. The normalised covariance matrix strongly evolves with redshift: C(k, k΄)∝δα(t)P(k)P(k΄), where δ is the linear growth factor and α ≈ 1 - 1.25, which indicates that the covariance matrix depends on cosmological parameters. We also show that waves longer than 1h-1Gpc have very little impact on the power spectrum and covariance matrix. This significantly reduces the computational costs and complexity of theoretical predictions: relatively small volume ˜(1h-1Gpc)3 simulations capture the necessary properties of dark matter clustering statistics. As our results also indicate, achieving ˜1% errors in the covariance matrix for k < 0.50 hMpc-1 requires a resolution better than ɛ ˜ 0.5h-1Mpc.

A pilot study of cognitive insight and structural covariance in first-episode psychosis.

PubMed

Kuang, Corin; Buchy, Lisa; Barbato, Mariapaola; Makowski, Carolina; MacMaster, Frank P; Bray, Signe; Deighton, Stephanie; Addington, Jean

2017-01-01

Cognitive insight is described as a balance between one's self-reflectiveness (recognition and correction of dysfunctional reasoning), and self-certainty (overconfidence). Neuroimaging studies have linked the ventrolateral prefrontal cortex (VLPFC) to cognitive insight in people with psychosis. However, the relationship between cognitive insight and structural connectivity between the VLPFC and other brain areas is unknown. Here, we investigated the modulation of cognitive insight on structural covariance networks involving the VLPFC in a first-episode psychosis sample. Fifteen patients with a first-episode psychosis provided magnetic resonance (MR) scans and completed the Beck Cognitive Insight Scale (BCIS). MR scans were also available for 15 historical controls. Seed-based analysis of structural covariance was conducted using the Mapping Anatomical Correlations Across the Cerebral Cortex (MACACC) methodology, whereby Pearson correlation coefficients were extracted between seed regions in left and right VLPFC and cortical thickness across the brain. Structural covariance maps between groups were compared at each vertex. In first-episode subjects, we evaluated the modulation of BCIS scores on cortical covariance between VLPFC and every other vertex. Findings showed no significant group difference between first-episode psychosis subjects and controls in thickness covariance seeded from left or right VLPFC. However, in first-episode psychosis subjects, a positive association with self-certainty was found in networks seeded from both left and right VLPFC with thickness in medial frontal cortex and right pars triangularis. No significant associations were found for self-reflectiveness. These results suggest that self-certainty, but not self-reflectiveness, positively modulated cortical covariance in a frontal network in patients with a first-episode psychosis. Copyright © 2016 Elsevier B.V. All rights reserved.

Structural covariance of neostriatal and limbic regions in patients with obsessive-compulsive disorder.

PubMed

Subirà, Marta; Cano, Marta; de Wit, Stella J; Alonso, Pino; Cardoner, Narcís; Hoexter, Marcelo Q; Kwon, Jun Soo; Nakamae, Takashi; Lochner, Christine; Sato, João R; Jung, Wi Hoon; Narumoto, Jin; Stein, Dan J; Pujol, Jesus; Mataix-Cols, David; Veltman, Dick J; Menchón, José M; van den Heuvel, Odile A; Soriano-Mas, Carles

2016-03-01

Frontostriatal and frontoamygdalar connectivity alterations in patients with obsessive-compulsive disorder (OCD) have been typically described in functional neuroimaging studies. However, structural covariance, or volumetric correlations across distant brain regions, also provides network-level information. Altered structural covariance has been described in patients with different psychiatric disorders, including OCD, but to our knowledge, alterations within frontostriatal and frontoamygdalar circuits have not been explored. We performed a mega-analysis pooling structural MRI scans from the Obsessive-compulsive Brain Imaging Consortium and assessed whole-brain voxel-wise structural covariance of 4 striatal regions (dorsal and ventral caudate nucleus, and dorsal-caudal and ventral-rostral putamen) and 2 amygdalar nuclei (basolateral and centromedial-superficial). Images were preprocessed with the standard pipeline of voxel-based morphometry studies using Statistical Parametric Mapping software. Our analyses involved 329 patients with OCD and 316 healthy controls. Patients showed increased structural covariance between the left ventral-rostral putamen and the left inferior frontal gyrus/frontal operculum region. This finding had a significant interaction with age; the association held only in the subgroup of older participants. Patients with OCD also showed increased structural covariance between the right centromedial-superficial amygdala and the ventromedial prefrontal cortex. This was a cross-sectional study. Because this is a multisite data set analysis, participant recruitment and image acquisition were performed in different centres. Most patients were taking medication, and treatment protocols differed across centres. Our results provide evidence for structural network-level alterations in patients with OCD involving 2 frontosubcortical circuits of relevance for the disorder and indicate that structural covariance contributes to fully characterizing brain alterations in patients with psychiatric disorders.

Covariance Matrix Estimation for the Cryo-EM Heterogeneity Problem*

PubMed Central

Katsevich, E.; Katsevich, A.; Singer, A.

2015-01-01

In cryo-electron microscopy (cryo-EM), a microscope generates a top view of a sample of randomly oriented copies of a molecule. The problem of single particle reconstruction (SPR) from cryo-EM is to use the resulting set of noisy two-dimensional projection images taken at unknown directions to reconstruct the three-dimensional (3D) structure of the molecule. In some situations, the molecule under examination exhibits structural variability, which poses a fundamental challenge in SPR. The heterogeneity problem is the task of mapping the space of conformational states of a molecule. It has been previously suggested that the leading eigenvectors of the covariance matrix of the 3D molecules can be used to solve the heterogeneity problem. Estimating the covariance matrix is challenging, since only projections of the molecules are observed, but not the molecules themselves. In this paper, we formulate a general problem of covariance estimation from noisy projections of samples. This problem has intimate connections with matrix completion problems and high-dimensional principal component analysis. We propose an estimator and prove its consistency. When there are finitely many heterogeneity classes, the spectrum of the estimated covariance matrix reveals the number of classes. The estimator can be found as the solution to a certain linear system. In the cryo-EM case, the linear operator to be inverted, which we term the projection covariance transform, is an important object in covariance estimation for tomographic problems involving structural variation. Inverting it involves applying a filter akin to the ramp filter in tomography. We design a basis in which this linear operator is sparse and thus can be tractably inverted despite its large size. We demonstrate via numerical experiments on synthetic datasets the robustness of our algorithm to high levels of noise. PMID:25699132

Large-Scale Covariability Between Aerosol and Precipitation Over the 7-SEAS Region: Observations and Simulations

NASA Technical Reports Server (NTRS)

Huang, Jingfeng; Hsu, N. Christina; Tsay, Si-Chee; Zhang, Chidong; Jeong, Myeong Jae; Gautam, Ritesh; Bettenhausen, Corey; Sayer, Andrew M.; Hansell, Richard A.; Liu, Xiaohong;

Mapping malaria incidence distribution that accounts for environmental factors in Maputo Province - Mozambique

PubMed Central

2010-01-01

Background The objective was to study if an association exists between the incidence of malaria and some weather parameters in tropical Maputo province, Mozambique. Methods A Bayesian hierarchical model to malaria count data aggregated at district level over a two years period is formulated. This model made it possible to account for spatial area variations. The model was extended to include environmental covariates temperature and rainfall. Study period was then divided into two climate conditions: rainy and dry seasons. The incidences of malaria between the two seasons were compared. Parameter estimation and inference were carried out using MCMC simulation techniques based on Poisson variation. Model comparisons are made using DIC. Results For winter season, in 2001 the temperature covariate with estimated value of -8.88 shows no association to malaria incidence. In year 2002, the parameter estimation of the same covariate resulted in 5.498 of positive level of association. In both years rainfall covariate determines no dependency to malaria incidence. Malaria transmission is higher in wet season with both covariates positively related to malaria with posterior means 1.99 and 2.83 in year 2001. For 2002 only temperature is associated to malaria incidence with estimated value 2.23. Conclusions The incidence of malaria in year 2001, presents an independent spatial pattern for temperature in summer and for rainfall in winter seasons respectively. In year 2002 temperature determines the spatial pattern of malaria incidence in the region. Temperature influences the model in cases where both covariates are introduced in winter and summer season. Its influence is extended to the summer model with temperature covariate only. It is reasonable to state that with the occurrence of high temperatures, malaria incidence had certainly escalated in this year. PMID:20302674

Plausible combinations: An improved method to evaluate the covariate structure of Cormack-Jolly-Seber mark-recapture models

USGS Publications Warehouse

Bromaghin, Jeffrey F.; McDonald, Trent L.; Amstrup, Steven C.

2013-01-01

Mark-recapture models are extensively used in quantitative population ecology, providing estimates of population vital rates, such as survival, that are difficult to obtain using other methods. Vital rates are commonly modeled as functions of explanatory covariates, adding considerable flexibility to mark-recapture models, but also increasing the subjectivity and complexity of the modeling process. Consequently, model selection and the evaluation of covariate structure remain critical aspects of mark-recapture modeling. The difficulties involved in model selection are compounded in Cormack-Jolly- Seber models because they are composed of separate sub-models for survival and recapture probabilities, which are conceptualized independently even though their parameters are not statistically independent. The construction of models as combinations of sub-models, together with multiple potential covariates, can lead to a large model set. Although desirable, estimation of the parameters of all models may not be feasible. Strategies to search a model space and base inference on a subset of all models exist and enjoy widespread use. However, even though the methods used to search a model space can be expected to influence parameter estimation, the assessment of covariate importance, and therefore the ecological interpretation of the modeling results, the performance of these strategies has received limited investigation. We present a new strategy for searching the space of a candidate set of Cormack-Jolly-Seber models and explore its performance relative to existing strategies using computer simulation. The new strategy provides an improved assessment of the importance of covariates and covariate combinations used to model survival and recapture probabilities, while requiring only a modest increase in the number of models on which inference is based in comparison to existing techniques.

Explicitly covariant dispersion relations and self-induced transparency

NASA Astrophysics Data System (ADS)

Mahajan, S. M.; Asenjo, Felipe A.

2017-02-01

Explicitly covariant dispersion relations for a variety of plasma waves in unmagnetized and magnetized plasmas are derived in a systematic manner from a fully covariant plasma formulation. One needs to invoke relatively little known invariant combinations constructed from the ambient electromagnetic fields and the wave vector to accomplish the program. The implication of this work applied to the self-induced transparency effect is discussed. Some problems arising from the inconsistent use of relativity are pointed out.

FoodPro: A Web-Based Tool for Evaluating Covariance and Correlation NMR Spectra Associated with Food Processes

PubMed Central

Chikayama, Eisuke; Yamashina, Ryo; Komatsu, Keiko; Tsuboi, Yuuri; Sakata, Kenji; Kikuchi, Jun; Sekiyama, Yasuyo

2016-01-01

Foods from agriculture and fishery products are processed using various technologies. Molecular mixture analysis during food processing has the potential to help us understand the molecular mechanisms involved, thus enabling better cooking of the analyzed foods. To date, there has been no web-based tool focusing on accumulating Nuclear Magnetic Resonance (NMR) spectra from various types of food processing. Therefore, we have developed a novel web-based tool, FoodPro, that includes a food NMR spectrum database and computes covariance and correlation spectra to tasting and hardness. As a result, FoodPro has accumulated 236 aqueous (extracted in D2O) and 131 hydrophobic (extracted in CDCl3) experimental bench-top 60-MHz NMR spectra, 1753 tastings scored by volunteers, and 139 hardness measurements recorded by a penetrometer, all placed into a core database. The database content was roughly classified into fish and vegetable groups from the viewpoint of different spectrum patterns. FoodPro can query a user food NMR spectrum, search similar NMR spectra with a specified similarity threshold, and then compute estimated tasting and hardness, covariance, and correlation spectra to tasting and hardness. Querying fish spectra exemplified specific covariance spectra to tasting and hardness, giving positive covariance for tasting at 1.31 ppm for lactate and 3.47 ppm for glucose and a positive covariance for hardness at 3.26 ppm for trimethylamine N-oxide. PMID:27775560

Covariance and correlation estimation in electron-density maps.

PubMed

Altomare, Angela; Cuocci, Corrado; Giacovazzo, Carmelo; Moliterni, Anna; Rizzi, Rosanna

2012-03-01

Quite recently two papers have been published [Giacovazzo & Mazzone (2011). Acta Cryst. A67, 210-218; Giacovazzo et al. (2011). Acta Cryst. A67, 368-382] which calculate the variance in any point of an electron-density map at any stage of the phasing process. The main aim of the papers was to associate a standard deviation to each pixel of the map, in order to obtain a better estimate of the map reliability. This paper deals with the covariance estimate between points of an electron-density map in any space group, centrosymmetric or non-centrosymmetric, no matter the correlation between the model and target structures. The aim is as follows: to verify if the electron density in one point of the map is amplified or depressed as an effect of the electron density in one or more other points of the map. High values of the covariances are usually connected with undesired features of the map. The phases are the primitive random variables of our probabilistic model; the covariance changes with the quality of the model and therefore with the quality of the phases. The conclusive formulas show that the covariance is also influenced by the Patterson map. Uncertainty on measurements may influence the covariance, particularly in the final stages of the structure refinement; a general formula is obtained taking into account both phase and measurement uncertainty, valid at any stage of the crystal structure solution.

HSQC-1,n-ADEQUATE: a new approach to long-range 13C-13C correlation by covariance processing.

PubMed

Martin, Gary E; Hilton, Bruce D; Willcott, M Robert; Blinov, Kirill A

2011-10-01

Long-range, two-dimensional heteronuclear shift correlation NMR methods play a pivotal role in the assembly of novel molecular structures. The well-established GHMBC method is a high-sensitivity mainstay technique, affording connectivity information via (n)J(CH) coupling pathways. Unfortunately, there is no simple way of determining the value of n and hence no way of differentiating two-bond from three- and occasionally four-bond correlations. Three-bond correlations, however, generally predominate. Recent work has shown that the unsymmetrical indirect covariance or generalized indirect covariance processing of multiplicity edited GHSQC and 1,1-ADEQUATE spectra provides high-sensitivity access to a (13)C-(13) C connectivity map in the form of an HSQC-1,1-ADEQUATE spectrum. Covariance processing of these data allows the 1,1-ADEQUATE connectivity information to be exploited with the inherent sensitivity of the GHSQC spectrum rather than the intrinsically lower sensitivity of the 1,1-ADEQUATE spectrum itself. Data acquisition times and/or sample size can be substantially reduced when covariance processing is to be employed. In an extension of that work, 1,n-ADEQUATE spectra can likewise be subjected to covariance processing to afford high-sensitivity access to the equivalent of (4)J(CH) GHMBC connectivity information. The method is illustrated using strychnine as a model compound. Copyright © 2011 John Wiley & Sons, Ltd.

Genetic covariance between components of male reproductive success: within-pair vs. extra-pair paternity in song sparrows

PubMed Central

Reid, J M; Arcese, P; Losdat, S

2014-01-01

The evolutionary trajectories of reproductive systems, including both male and female multiple mating and hence polygyny and polyandry, are expected to depend on the additive genetic variances and covariances in and among components of male reproductive success achieved through different reproductive tactics. However, genetic covariances among key components of male reproductive success have not been estimated in wild populations. We used comprehensive paternity data from socially monogamous but genetically polygynandrous song sparrows (Melospiza melodia) to estimate additive genetic variance and covariance in the total number of offspring a male sired per year outside his social pairings (i.e. his total extra-pair reproductive success achieved through multiple mating) and his liability to sire offspring produced by his socially paired female (i.e. his success in defending within-pair paternity). Both components of male fitness showed nonzero additive genetic variance, and the estimated genetic covariance was positive, implying that males with high additive genetic value for extra-pair reproduction also have high additive genetic propensity to sire their socially paired female's offspring. There was consequently no evidence of a genetic or phenotypic trade-off between male within-pair paternity success and extra-pair reproductive success. Such positive genetic covariance might be expected to facilitate ongoing evolution of polygyny and could also shape the ongoing evolution of polyandry through indirect selection. PMID:25186454

Does shape co-variation between the skull and the mandible have functional consequences? A 3D approach for a 3D problem

PubMed Central

Cornette, Raphaël; Baylac, Michel; Souter, Thibaud; Herrel, Anthony

2013-01-01

Morpho-functional patterns are important drivers of phenotypic diversity given their importance in a fitness-related context. Although modularity of the mandible and skull has been studied extensively in mammals, few studies have explored shape co-variation between these two structures. Despite being developmentally independent, the skull and mandible form a functionally integrated unit. In the present paper we use 3D surface geometric morphometric methods allowing us to explore the form of both skull and mandible in its 3D complexity using the greater white-toothed shrew as a model. This approach allows an accurate 3D description of zones devoid of anatomical landmarks that are functionally important. Two-block partial least-squares approaches were used to describe the co-variation of form between skull and mandible. Moreover, a 3D biomechanical model was used to explore the functional consequences of the observed patterns of co-variation. Our results show the efficiency of the method in investigations of complex morpho-functional patterns. Indeed, the description of shape co-variation between the skull and the mandible highlighted the location and the intensity of their functional relationships through the jaw adductor muscles linking these two structures. Our results also demonstrated that shape co-variation in form between the skull and mandible has direct functional consequences on the recruitment of muscles during biting. PMID:23964811

Inclusion of dosimetric data as covariates in toxicity-related radiogenomic studies : A systematic review.

PubMed

Yahya, Noorazrul; Chua, Xin-Jane; Manan, Hanani A; Ismail, Fuad

2018-05-17

This systematic review evaluates the completeness of dosimetric features and their inclusion as covariates in genetic-toxicity association studies. Original research studies associating genetic features and normal tissue complications following radiotherapy were identified from PubMed. The use of dosimetric data was determined by mining the statement of prescription dose, dose fractionation, target volume selection or arrangement and dose distribution. The consideration of the dosimetric data as covariates was based on the statement mentioned in the statistical analysis section. The significance of these covariates was extracted from the results section. Descriptive analyses were performed to determine their completeness and inclusion as covariates. A total of 174 studies were found to satisfy the inclusion criteria. Studies published ≥2010 showed increased use of dose distribution information (p = 0.07). 33% of studies did not include any dose features in the analysis of gene-toxicity associations. Only 29% included dose distribution features as covariates and reported the results. 59% of studies which included dose distribution features found significant associations to toxicity. A large proportion of studies on the correlation of genetic markers with radiotherapy-related side effects considered no dosimetric parameters. Significance of dose distribution features was found in more than half of the studies including these features, emphasizing their importance. Completeness of radiation-specific clinical data may have increased in recent years which may improve gene-toxicity association studies.

Covariation bias for food-related control is associated with eating disorders symptoms in normal adolescents.

PubMed

Mayer, Birgit; Muris, Peter; Kramer Freher, Nancy; Stout, Janne; Polak, Marike

2012-12-01

Covariation bias refers to the phenomenon of overestimating the contingency between certain stimuli and negative outcomes, which is considered as a heuristic playing a role in the maintenance of certain types of psychopathology. In the present study, covariation bias was investigated within the context of eating pathology. In a sample of 148 adolescents (101 girls, 47 boys; mean age 15.3 years), a priori and a posteriori contingencies were measured between words referring to control and loss of control over eating behavior, on the one hand, and fear, disgust, positive and neutral outcomes, on the other hand. Results indicated that all adolescents displayed an a priori covariation bias reflecting an overestimation of the contingency of words referring to loss of control over eating behavior and fear- and disgust-relevant outcomes, while words referring to control over eating behavior were more often associated with positive and neutral outcomes. This bias was unrelated to level of eating disorder symptoms. In the case of a posteriori contingency estimates no overall bias could be observed, but some evidence was found indicating that girls with higher levels of eating disorder symptoms displayed a stronger covariation bias. These findings provide further support for the notion that covariation bias is involved in eating pathology, and also demonstrate that this type of cognitive distortion is already present in adolescents. Copyright © 2012 Elsevier Ltd. All rights reserved.

FoodPro: A Web-Based Tool for Evaluating Covariance and Correlation NMR Spectra Associated with Food Processes.

PubMed

Chikayama, Eisuke; Yamashina, Ryo; Komatsu, Keiko; Tsuboi, Yuuri; Sakata, Kenji; Kikuchi, Jun; Sekiyama, Yasuyo

2016-10-19

Foods from agriculture and fishery products are processed using various technologies. Molecular mixture analysis during food processing has the potential to help us understand the molecular mechanisms involved, thus enabling better cooking of the analyzed foods. To date, there has been no web-based tool focusing on accumulating Nuclear Magnetic Resonance (NMR) spectra from various types of food processing. Therefore, we have developed a novel web-based tool, FoodPro, that includes a food NMR spectrum database and computes covariance and correlation spectra to tasting and hardness. As a result, FoodPro has accumulated 236 aqueous (extracted in D₂O) and 131 hydrophobic (extracted in CDCl₃) experimental bench-top 60-MHz NMR spectra, 1753 tastings scored by volunteers, and 139 hardness measurements recorded by a penetrometer, all placed into a core database. The database content was roughly classified into fish and vegetable groups from the viewpoint of different spectrum patterns. FoodPro can query a user food NMR spectrum, search similar NMR spectra with a specified similarity threshold, and then compute estimated tasting and hardness, covariance, and correlation spectra to tasting and hardness. Querying fish spectra exemplified specific covariance spectra to tasting and hardness, giving positive covariance for tasting at 1.31 ppm for lactate and 3.47 ppm for glucose and a positive covariance for hardness at 3.26 ppm for trimethylamine N -oxide.

Fast Component Pursuit for Large-Scale Inverse Covariance Estimation.

PubMed

Han, Lei; Zhang, Yu; Zhang, Tong

2016-08-01

The maximum likelihood estimation (MLE) for the Gaussian graphical model, which is also known as the inverse covariance estimation problem, has gained increasing interest recently. Most existing works assume that inverse covariance estimators contain sparse structure and then construct models with the ℓ 1 regularization. In this paper, different from existing works, we study the inverse covariance estimation problem from another perspective by efficiently modeling the low-rank structure in the inverse covariance, which is assumed to be a combination of a low-rank part and a diagonal matrix. One motivation for this assumption is that the low-rank structure is common in many applications including the climate and financial analysis, and another one is that such assumption can reduce the computational complexity when computing its inverse. Specifically, we propose an efficient COmponent Pursuit (COP) method to obtain the low-rank part, where each component can be sparse. For optimization, the COP method greedily learns a rank-one component in each iteration by maximizing the log-likelihood. Moreover, the COP algorithm enjoys several appealing properties including the existence of an efficient solution in each iteration and the theoretical guarantee on the convergence of this greedy approach. Experiments on large-scale synthetic and real-world datasets including thousands of millions variables show that the COP method is faster than the state-of-the-art techniques for the inverse covariance estimation problem when achieving comparable log-likelihood on test data.

Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering.

PubMed

Chang, Jinyuan; Zhou, Wen; Zhou, Wen-Xin; Wang, Lan

2017-03-01

Comparing large covariance matrices has important applications in modern genomics, where scientists are often interested in understanding whether relationships (e.g., dependencies or co-regulations) among a large number of genes vary between different biological states. We propose a computationally fast procedure for testing the equality of two large covariance matrices when the dimensions of the covariance matrices are much larger than the sample sizes. A distinguishing feature of the new procedure is that it imposes no structural assumptions on the unknown covariance matrices. Hence, the test is robust with respect to various complex dependence structures that frequently arise in genomics. We prove that the proposed procedure is asymptotically valid under weak moment conditions. As an interesting application, we derive a new gene clustering algorithm which shares the same nice property of avoiding restrictive structural assumptions for high-dimensional genomics data. Using an asthma gene expression dataset, we illustrate how the new test helps compare the covariance matrices of the genes across different gene sets/pathways between the disease group and the control group, and how the gene clustering algorithm provides new insights on the way gene clustering patterns differ between the two groups. The proposed methods have been implemented in an R-package HDtest and are available on CRAN. © 2016, The International Biometric Society.

Disruption of structural covariance networks for language in autism is modulated by verbal ability.

PubMed

Sharda, Megha; Khundrakpam, Budhachandra S; Evans, Alan C; Singh, Nandini C

2016-03-01

The presence of widespread speech and language deficits is a core feature of autism spectrum disorders (ASD). These impairments have often been attributed to altered connections between brain regions. Recent developments in anatomical correlation-based approaches to map structural covariance offer an effective way of studying such connections in vivo. In this study, we employed such a structural covariance network (SCN)-based approach to investigate the integrity of anatomical networks in fronto-temporal brain regions of twenty children with ASD compared to an age and gender-matched control group of twenty-two children. Our findings reflected large-scale disruption of inter and intrahemispheric covariance in left frontal SCNs in the ASD group compared to controls, but no differences in right fronto-temporal SCNs. Interhemispheric covariance in left-seeded networks was further found to be modulated by verbal ability of the participants irrespective of autism diagnosis, suggesting that language function might be related to the strength of interhemispheric structural covariance between frontal regions. Additionally, regional cortical thickening was observed in right frontal and left posterior regions, which was predicted by decreasing symptom severity and increasing verbal ability in ASD. These findings unify reports of regional differences in cortical morphology in ASD. They also suggest that reduced left hemisphere asymmetry and increased frontal growth may not only reflect neurodevelopmental aberrations but also compensatory mechanisms.

Earth Observing System Covariance Realism Updates

NASA Technical Reports Server (NTRS)

Ojeda Romero, Juan A.; Miguel, Fred

2017-01-01

This presentation will be given at the International Earth Science Constellation Mission Operations Working Group meetings June 13-15, 2017 to discuss the Earth Observing System Covariance Realism updates.

Testing a single regression coefficient in high dimensional linear models

PubMed Central

Zhong, Ping-Shou; Li, Runze; Wang, Hansheng; Tsai, Chih-Ling

2017-01-01

In linear regression models with high dimensional data, the classical z-test (or t-test) for testing the significance of each single regression coefficient is no longer applicable. This is mainly because the number of covariates exceeds the sample size. In this paper, we propose a simple and novel alternative by introducing the Correlated Predictors Screening (CPS) method to control for predictors that are highly correlated with the target covariate. Accordingly, the classical ordinary least squares approach can be employed to estimate the regression coefficient associated with the target covariate. In addition, we demonstrate that the resulting estimator is consistent and asymptotically normal even if the random errors are heteroscedastic. This enables us to apply the z-test to assess the significance of each covariate. Based on the p-value obtained from testing the significance of each covariate, we further conduct multiple hypothesis testing by controlling the false discovery rate at the nominal level. Then, we show that the multiple hypothesis testing achieves consistent model selection. Simulation studies and empirical examples are presented to illustrate the finite sample performance and the usefulness of the proposed method, respectively. PMID:28663668

Testing a single regression coefficient in high dimensional linear models.

PubMed

Lan, Wei; Zhong, Ping-Shou; Li, Runze; Wang, Hansheng; Tsai, Chih-Ling

2016-11-01

In linear regression models with high dimensional data, the classical z -test (or t -test) for testing the significance of each single regression coefficient is no longer applicable. This is mainly because the number of covariates exceeds the sample size. In this paper, we propose a simple and novel alternative by introducing the Correlated Predictors Screening (CPS) method to control for predictors that are highly correlated with the target covariate. Accordingly, the classical ordinary least squares approach can be employed to estimate the regression coefficient associated with the target covariate. In addition, we demonstrate that the resulting estimator is consistent and asymptotically normal even if the random errors are heteroscedastic. This enables us to apply the z -test to assess the significance of each covariate. Based on the p -value obtained from testing the significance of each covariate, we further conduct multiple hypothesis testing by controlling the false discovery rate at the nominal level. Then, we show that the multiple hypothesis testing achieves consistent model selection. Simulation studies and empirical examples are presented to illustrate the finite sample performance and the usefulness of the proposed method, respectively.

Einstein Revisited - Gravity in Curved Spacetime Without Event Horizons

NASA Astrophysics Data System (ADS)

Leiter, Darryl

2000-04-01

In terms of covariant derivatives with respect to flat background spacetimes upon which the physical curved spacetime is imposed (1), covariant conservation of energy momentum requires, via the Bianchi Identity, that the Einstein tensor be equated to the matter energy momentum tensor. However the Einstein tensor covariantly splits (2) into two tensor parts: (a) a term proportional to the gravitational stress energy momentum tensor, and (b) an anti-symmetric tensor which obeys a covariant 4-divergence identity called the Freud Identity. Hence covariant conservation of energy momentum requires, via the Freud Identity, that the Freud tensor be equal to a constant times the matter energy momentum tensor. The resultant field equations (3) agree with the Einstein equations to first order, but differ in higher orders (4) such that black holes are replaced by "red holes" i.e., dense objects collapsed inside of their photon orbits with no event horizons. (1) Rosen, N., (1963), Ann. Phys. v22, 1; (2) Rund, H., (1991), Alg. Grps. & Geom. v8, 267; (3) Yilmaz, Hl, (1992), Nuo. Cim. v107B, 946; (4) Roberstson, S., (1999),Ap.J. v515, 365.

Generalized Linear Covariance Analysis

NASA Technical Reports Server (NTRS)

Carpenter, James R.; Markley, F. Landis

2014-01-01

This talk presents a comprehensive approach to filter modeling for generalized covariance analysis of both batch least-squares and sequential estimators. We review and extend in two directions the results of prior work that allowed for partitioning of the state space into solve-for'' and consider'' parameters, accounted for differences between the formal values and the true values of the measurement noise, process noise, and textita priori solve-for and consider covariances, and explicitly partitioned the errors into subspaces containing only the influence of the measurement noise, process noise, and solve-for and consider covariances. In this work, we explicitly add sensitivity analysis to this prior work, and relax an implicit assumption that the batch estimator's epoch time occurs prior to the definitive span. We also apply the method to an integrated orbit and attitude problem, in which gyro and accelerometer errors, though not estimated, influence the orbit determination performance. We illustrate our results using two graphical presentations, which we call the variance sandpile'' and the sensitivity mosaic,'' and we compare the linear covariance results to confidence intervals associated with ensemble statistics from a Monte Carlo analysis.

TRANSPOSABLE REGULARIZED COVARIANCE MODELS WITH AN APPLICATION TO MISSING DATA IMPUTATION

PubMed Central

Allen, Genevera I.; Tibshirani, Robert

2015-01-01

Missing data estimation is an important challenge with high-dimensional data arranged in the form of a matrix. Typically this data matrix is transposable, meaning that either the rows, columns or both can be treated as features. To model transposable data, we present a modification of the matrix-variate normal, the mean-restricted matrix-variate normal, in which the rows and columns each have a separate mean vector and covariance matrix. By placing additive penalties on the inverse covariance matrices of the rows and columns, these so called transposable regularized covariance models allow for maximum likelihood estimation of the mean and non-singular covariance matrices. Using these models, we formulate EM-type algorithms for missing data imputation in both the multivariate and transposable frameworks. We present theoretical results exploiting the structure of our transposable models that allow these models and imputation methods to be applied to high-dimensional data. Simulations and results on microarray data and the Netflix data show that these imputation techniques often outperform existing methods and offer a greater degree of flexibility. PMID:26877823

TRANSPOSABLE REGULARIZED COVARIANCE MODELS WITH AN APPLICATION TO MISSING DATA IMPUTATION.

PubMed

Allen, Genevera I; Tibshirani, Robert

2010-06-01

Missing data estimation is an important challenge with high-dimensional data arranged in the form of a matrix. Typically this data matrix is transposable , meaning that either the rows, columns or both can be treated as features. To model transposable data, we present a modification of the matrix-variate normal, the mean-restricted matrix-variate normal , in which the rows and columns each have a separate mean vector and covariance matrix. By placing additive penalties on the inverse covariance matrices of the rows and columns, these so called transposable regularized covariance models allow for maximum likelihood estimation of the mean and non-singular covariance matrices. Using these models, we formulate EM-type algorithms for missing data imputation in both the multivariate and transposable frameworks. We present theoretical results exploiting the structure of our transposable models that allow these models and imputation methods to be applied to high-dimensional data. Simulations and results on microarray data and the Netflix data show that these imputation techniques often outperform existing methods and offer a greater degree of flexibility.

Students' challenges with polar functions: covariational reasoning and plotting in the polar coordinate system

NASA Astrophysics Data System (ADS)

Habre, Samer

2017-01-01

Covariational reasoning has been the focus of many studies but only a few looked into this reasoning in the polar coordinate system. In fact, research on student's familiarity with polar coordinates and graphing in the polar coordinate system is scarce. This paper examines the challenges that students face when plotting polar curves using the corresponding plot in the Cartesian plane. In particular, it examines how students coordinate the covariation in the polar coordinate system with the covariation in the Cartesian one. The research, which was conducted in a sophomore level Calculus class at an American university operating in Lebanon, investigates in addition the challenges when students synchronize the reasoning between the two coordinate systems. For this, the mental actions that students engage in when performing covariational tasks are examined. Results show that coordinating the value of one polar variable with changes in the other was well achieved. Coordinating the direction of change of one variable with changes in the other variable was more challenging for students especially when the radial distance r is negative.

Highlighting differences between conditional and unconditional quantile regression approaches through an application to assess medication adherence.

PubMed

Borah, Bijan J; Basu, Anirban

2013-09-01

The quantile regression (QR) framework provides a pragmatic approach in understanding the differential impacts of covariates along the distribution of an outcome. However, the QR framework that has pervaded the applied economics literature is based on the conditional quantile regression method. It is used to assess the impact of a covariate on a quantile of the outcome conditional on specific values of other covariates. In most cases, conditional quantile regression may generate results that are often not generalizable or interpretable in a policy or population context. In contrast, the unconditional quantile regression method provides more interpretable results as it marginalizes the effect over the distributions of other covariates in the model. In this paper, the differences between these two regression frameworks are highlighted, both conceptually and econometrically. Additionally, using real-world claims data from a large US health insurer, alternative QR frameworks are implemented to assess the differential impacts of covariates along the distribution of medication adherence among elderly patients with Alzheimer's disease. Copyright © 2013 John Wiley & Sons, Ltd.

Inventory Uncertainty Quantification using TENDL Covariance Data in Fispact-II

DOE Office of Scientific and Technical Information (OSTI.GOV)

Eastwood, J.W.; Morgan, J.G.; Sublet, J.-Ch., E-mail: jean-christophe.sublet@ccfe.ac.uk

2015-01-15

The new inventory code Fispact-II provides predictions of inventory, radiological quantities and their uncertainties using nuclear data covariance information. Central to the method is a novel fast pathways search algorithm using directed graphs. The pathways output provides (1) an aid to identifying important reactions, (2) fast estimates of uncertainties, (3) reduced models that retain important nuclides and reactions for use in the code's Monte Carlo sensitivity analysis module. Described are the methods that are being implemented for improving uncertainty predictions, quantification and propagation using the covariance data that the recent nuclear data libraries contain. In the TENDL library, above themore » upper energy of the resolved resonance range, a Monte Carlo method in which the covariance data come from uncertainties of the nuclear model calculations is used. The nuclear data files are read directly by FISPACT-II without any further intermediate processing. Variance and covariance data are processed and used by FISPACT-II to compute uncertainties in collapsed cross sections, and these are in turn used to predict uncertainties in inventories and all derived radiological data.« less

Model selection for marginal regression analysis of longitudinal data with missing observations and covariate measurement error.

PubMed

Shen, Chung-Wei; Chen, Yi-Hau

2015-10-01

Missing observations and covariate measurement error commonly arise in longitudinal data. However, existing methods for model selection in marginal regression analysis of longitudinal data fail to address the potential bias resulting from these issues. To tackle this problem, we propose a new model selection criterion, the Generalized Longitudinal Information Criterion, which is based on an approximately unbiased estimator for the expected quadratic error of a considered marginal model accounting for both data missingness and covariate measurement error. The simulation results reveal that the proposed method performs quite well in the presence of missing data and covariate measurement error. On the contrary, the naive procedures without taking care of such complexity in data may perform quite poorly. The proposed method is applied to data from the Taiwan Longitudinal Study on Aging to assess the relationship of depression with health and social status in the elderly, accommodating measurement error in the covariate as well as missing observations. © The Author 2015. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Controlling Surface Plasmons Through Covariant Transformation of the Spin-Dependent Geometric Phase Between Curved Metamaterials

NASA Astrophysics Data System (ADS)

Zhong, Fan; Li, Jensen; Liu, Hui; Zhu, Shining

2018-06-01

General relativity uses curved space-time to describe accelerating frames. The movement of particles in different curved space-times can be regarded as equivalent physical processes based on the covariant transformation between different frames. In this Letter, we use one-dimensional curved metamaterials to mimic accelerating particles in curved space-times. The different curved shapes of structures are used to mimic different accelerating frames. The different geometric phases along the structure are used to mimic different movements in the frame. Using the covariant principle of general relativity, we can obtain equivalent nanostructures based on space-time transformations, such as the Lorentz transformation and conformal transformation. In this way, many covariant structures can be found that produce the same surface plasmon fields when excited by spin photons. A new kind of accelerating beam, the Rindler beam, is obtained based on the Rindler metric in gravity. Very large effective indices can be obtained in such systems based on geometric-phase gradient. This general covariant design method can be extended to many other optical media.

Operation Reliability Assessment for Cutting Tools by Applying a Proportional Covariate Model to Condition Monitoring Information

PubMed Central

Cai, Gaigai; Chen, Xuefeng; Li, Bing; Chen, Baojia; He, Zhengjia

2012-01-01

The reliability of cutting tools is critical to machining precision and production efficiency. The conventional statistic-based reliability assessment method aims at providing a general and overall estimation of reliability for a large population of identical units under given and fixed conditions. However, it has limited effectiveness in depicting the operational characteristics of a cutting tool. To overcome this limitation, this paper proposes an approach to assess the operation reliability of cutting tools. A proportional covariate model is introduced to construct the relationship between operation reliability and condition monitoring information. The wavelet packet transform and an improved distance evaluation technique are used to extract sensitive features from vibration signals, and a covariate function is constructed based on the proportional covariate model. Ultimately, the failure rate function of the cutting tool being assessed is calculated using the baseline covariate function obtained from a small sample of historical data. Experimental results and a comparative study show that the proposed method is effective for assessing the operation reliability of cutting tools. PMID:23201980

Using SAS PROC CALIS to fit Level-1 error covariance structures of latent growth models.

PubMed

Ding, Cherng G; Jane, Ten-Der

2012-09-01

In the present article, we demonstrates the use of SAS PROC CALIS to fit various types of Level-1 error covariance structures of latent growth models (LGM). Advantages of the SEM approach, on which PROC CALIS is based, include the capabilities of modeling the change over time for latent constructs, measured by multiple indicators; embedding LGM into a larger latent variable model; incorporating measurement models for latent predictors; and better assessing model fit and the flexibility in specifying error covariance structures. The strength of PROC CALIS is always accompanied with technical coding work, which needs to be specifically addressed. We provide a tutorial on the SAS syntax for modeling the growth of a manifest variable and the growth of a latent construct, focusing the documentation on the specification of Level-1 error covariance structures. Illustrations are conducted with the data generated from two given latent growth models. The coding provided is helpful when the growth model has been well determined and the Level-1 error covariance structure is to be identified.

Bayesian semiparametric estimation of covariate-dependent ROC curves

PubMed Central

Rodríguez, Abel; Martínez, Julissa C.

2014-01-01

Receiver operating characteristic (ROC) curves are widely used to measure the discriminating power of medical tests and other classification procedures. In many practical applications, the performance of these procedures can depend on covariates such as age, naturally leading to a collection of curves associated with different covariate levels. This paper develops a Bayesian heteroscedastic semiparametric regression model and applies it to the estimation of covariate-dependent ROC curves. More specifically, our approach uses Gaussian process priors to model the conditional mean and conditional variance of the biomarker of interest for each of the populations under study. The model is illustrated through an application to the evaluation of prostate-specific antigen for the diagnosis of prostate cancer, which contrasts the performance of our model against alternative models. PMID:24174579

Filter Tuning Using the Chi-Squared Statistic

NASA Technical Reports Server (NTRS)

Lilly-Salkowski, Tyler B.

2017-01-01

This paper examines the use of the Chi-square statistic as a means of evaluating filter performance. The goal of the process is to characterize the filter performance in the metric of covariance realism. The Chi-squared statistic is the value calculated to determine the realism of a covariance based on the prediction accuracy and the covariance values at a given point in time. Once calculated, it is the distribution of this statistic that provides insight on the accuracy of the covariance. The process of tuning an Extended Kalman Filter (EKF) for Aqua and Aura support is described, including examination of the measurement errors of available observation types, and methods of dealing with potentially volatile atmospheric drag modeling. Predictive accuracy and the distribution of the Chi-squared statistic, calculated from EKF solutions, are assessed.

How gauge covariance of the fermion and boson propagators in QED constrain the effective fermion-boson vertex

DOE PAGES

Jia, Shaoyang; Pennington, M. R.

2016-12-12

In this paper, we derive the gauge covariance requirement imposed on the QED fermion-photon three-point function within the framework of a spectral representation for fermion propagators. When satisfied, such requirement ensures solutions to the fermion propagator Schwinger-Dyson equation (SDE) in any covariant gauge with arbitrary numbers of spacetime dimensions to be consistent with the Landau-Khalatnikov-Fradkin transformation (LKFT). The general result has been verified by the special cases of three and four dimensions. Additionally, we present the condition that ensures the vacuum polarization is independent of the gauge parameter. Finally, as an illustration, we show how the gauge technique dimensionally regularizedmore » in four dimensions does not satisfy the covariance requirement.« less

Effects of Nicotine Deprivation on Craving Response Covariation in Smokers

PubMed Central

Sayette, Michael A.; Martin, Christopher S.; Hull, Jay G.; Wertz, Joan M.; Perrott, Michael A.

2009-01-01

Most models of craving propose that when cravings are strong, diverse responses—thought to index an underlying craving state— covary. Previous studies provided weak support for this hypothesis. The authors tested whether nicotine deprivation affects degree of covariation across multiple measures related to craving. Heavy and light smokers (N = 127) were exposed to smoking cues while either nicotine deprived or nondeprived. Measures included urge ratings, affective valence, a behavioral choice task assessing perceived reinforcement value of smoking, and smoking-related judgment tasks. Results indicated higher correlations in the nicotine-deprived than in nondeprived group. The measures principally responsible for this effect loaded onto a single common Craving factor for nicotine-deprived but not nondeprived smokers. These findings suggest that, under certain conditions, measures of craving-related processes covary. PMID:12653419

A Simple Simulation Technique for Nonnormal Data with Prespecified Skewness, Kurtosis, and Covariance Matrix.

PubMed

Foldnes, Njål; Olsson, Ulf Henning

2016-01-01

We present and investigate a simple way to generate nonnormal data using linear combinations of independent generator (IG) variables. The simulated data have prespecified univariate skewness and kurtosis and a given covariance matrix. In contrast to the widely used Vale-Maurelli (VM) transform, the obtained data are shown to have a non-Gaussian copula. We analytically obtain asymptotic robustness conditions for the IG distribution. We show empirically that popular test statistics in covariance analysis tend to reject true models more often under the IG transform than under the VM transform. This implies that overly optimistic evaluations of estimators and fit statistics in covariance structure analysis may be tempered by including the IG transform for nonnormal data generation. We provide an implementation of the IG transform in the R environment.

Application of random survival forests in understanding the determinants of under-five child mortality in Uganda in the presence of covariates that satisfy the proportional and non-proportional hazards assumption.

PubMed

Nasejje, Justine B; Mwambi, Henry

2017-09-07

Uganda just like any other Sub-Saharan African country, has a high under-five child mortality rate. To inform policy on intervention strategies, sound statistical methods are required to critically identify factors strongly associated with under-five child mortality rates. The Cox proportional hazards model has been a common choice in analysing data to understand factors strongly associated with high child mortality rates taking age as the time-to-event variable. However, due to its restrictive proportional hazards (PH) assumption, some covariates of interest which do not satisfy the assumption are often excluded in the analysis to avoid mis-specifying the model. Otherwise using covariates that clearly violate the assumption would mean invalid results. Survival trees and random survival forests are increasingly becoming popular in analysing survival data particularly in the case of large survey data and could be attractive alternatives to models with the restrictive PH assumption. In this article, we adopt random survival forests which have never been used in understanding factors affecting under-five child mortality rates in Uganda using Demographic and Health Survey data. Thus the first part of the analysis is based on the use of the classical Cox PH model and the second part of the analysis is based on the use of random survival forests in the presence of covariates that do not necessarily satisfy the PH assumption. Random survival forests and the Cox proportional hazards model agree that the sex of the household head, sex of the child, number of births in the past 1 year are strongly associated to under-five child mortality in Uganda given all the three covariates satisfy the PH assumption. Random survival forests further demonstrated that covariates that were originally excluded from the earlier analysis due to violation of the PH assumption were important in explaining under-five child mortality rates. These covariates include the number of children under the age of five in a household, number of births in the past 5 years, wealth index, total number of children ever born and the child's birth order. The results further indicated that the predictive performance for random survival forests built using covariates including those that violate the PH assumption was higher than that for random survival forests built using only covariates that satisfy the PH assumption. Random survival forests are appealing methods in analysing public health data to understand factors strongly associated with under-five child mortality rates especially in the presence of covariates that violate the proportional hazards assumption.

Morphological covariance in anatomical MRI scans can identify discrete neural pathways in the brain and their disturbances in persons with neuropsychiatric disorders.

PubMed

Bansal, Ravi; Hao, Xuejun; Peterson, Bradley S

2015-05-01

We hypothesize that coordinated functional activity within discrete neural circuits induces morphological organization and plasticity within those circuits. Identifying regions of morphological covariation that are independent of morphological covariation in other regions therefore may therefore allow us to identify discrete neural systems within the brain. Comparing the magnitude of these variations in individuals who have psychiatric disorders with the magnitude of variations in healthy controls may allow us to identify aberrant neural pathways in psychiatric illnesses. We measured surface morphological features by applying nonlinear, high-dimensional warping algorithms to manually defined brain regions. We transferred those measures onto the surface of a unit sphere via conformal mapping and then used spherical wavelets and their scaling coefficients to simplify the data structure representing these surface morphological features of each brain region. We used principal component analysis (PCA) to calculate covariation in these morphological measures, as represented by their scaling coefficients, across several brain regions. We then assessed whether brain subregions that covaried in morphology, as identified by large eigenvalues in the PCA, identified specific neural pathways of the brain. To do so, we spatially registered the subnuclei for each eigenvector into the coordinate space of a Diffusion Tensor Imaging dataset; we used these subnuclei as seed regions to track and compare fiber pathways with known fiber pathways identified in neuroanatomical atlases. We applied these procedures to anatomical MRI data in a cohort of 82 healthy participants (42 children, 18 males, age 10.5 ± 2.43 years; 40 adults, 22 males, age 32.42 ± 10.7 years) and 107 participants with Tourette's Syndrome (TS) (71 children, 59 males, age 11.19 ± 2.2 years; 36 adults, 21 males, age 37.34 ± 10.9 years). We evaluated the construct validity of the identified covariation in morphology using DTI data from a different set of 20 healthy adults (10 males, mean age 29.7 ± 7.7 years). The PCA identified portions of structures that covaried across the brain, the eigenvalues measuring the magnitude of the covariation in morphology along the respective eigenvectors. Our results showed that the eigenvectors, and the DTI fibers tracked from their associated brain regions, corresponded with known neural pathways in the brain. In addition, the eigenvectors that captured morphological covariation across regions, and the principal components along those eigenvectors, identified neural pathways with aberrant morphological features associated with TS. These findings suggest that covariations in brain morphology can identify aberrant neural pathways in specific neuropsychiatric disorders. Copyright © 2015. Published by Elsevier Inc.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen Qing; Department of Modern Physics, University of Science and Technology of China, Hefei 230026; Cheng Jianhua

In this paper we demonstrate that optimal 1{yields}M phase-covariant cloning quantum cloning is available via free dynamical evolution of spin networks. By properly designing the network and the couplings between spins, we show that optimal 1{yields}M phase-covariant cloning can be achieved if the initial state is prepared as a specific symmetric state. Especially, when M is an odd number, the optimal phase-covariant cloning can be achieved without ancillas. Moreover, we demonstrate that the same framework is capable for optimal 1{yields}2 universal cloning.

New symmetries and ghost structure of covariant string theories

NASA Astrophysics Data System (ADS)

Neveu, A.; Nicolai, H.; West, P.

1986-02-01

It is shown that there exists an infinite set of new symmetries of the previously given covariant string formulations. These symmetries have themselves an infinite set of hidden local symmetries and so on. A new physically equivalent further extended string action is given in which the infinite set of symmetries is most easily displayed. A quantization involving gauge fixing and ghosts of the various covariant string actions is given. permanent address: Kings College, Mathematics Department, London WC2R 2LS, UK.

Coincidence and covariance data acquisition in photoelectron and -ion spectroscopy. I. Formal theory

NASA Astrophysics Data System (ADS)

Mikosch, Jochen; Patchkovskii, Serguei

2013-10-01

We derive a formal theory of noisy Poisson processes with multiple outcomes. We obtain simple, compact expressions for the probability distribution function of arbitrarily complex composite events and its moments. We illustrate the utility of the theory by analyzing properties of coincidence and covariance photoelectron-photoion detection involving single-ionization events. The results and techniques introduced in this work are directly applicable to more general coincidence and covariance experiments, including multiple ionization and multiple-ion fragmentation pathways.

Wavelets and spacetime squeeze

NASA Technical Reports Server (NTRS)

Han, D.; Kim, Y. S.; Noz, Marilyn E.

1993-01-01

It is shown that the wavelet is the natural language for the Lorentz covariant description of localized light waves. A model for covariant superposition is constructed for light waves with different frequencies. It is therefore possible to construct a wave function for light waves carrying a covariant probability interpretation. It is shown that the time-energy uncertainty relation (Delta(t))(Delta(w)) is approximately 1 for light waves is a Lorentz-invariant relation. The connection between photons and localized light waves is examined critically.

A Simple Approach to Inference in Covariance Structure Modeling with Missing Data: Bayesian Analysis. Project 2.4, Quantitative Models To Monitor the Status and Progress of Learning and Performance and Their Antecedents.

ERIC Educational Resources Information Center

Muthen, Bengt

This paper investigates methods that avoid using multiple groups to represent the missing data patterns in covariance structure modeling, attempting instead to do a single-group analysis where the only action the analyst has to take is to indicate that data is missing. A new covariance structure approach developed by B. Muthen and G. Arminger is…

Parametric number covariance in quantum chaotic spectra.

PubMed

Vinayak; Kumar, Sandeep; Pandey, Akhilesh

2016-03-01

We study spectral parametric correlations in quantum chaotic systems and introduce the number covariance as a measure of such correlations. We derive analytic results for the classical random matrix ensembles using the binary correlation method and obtain compact expressions for the covariance. We illustrate the universality of this measure by presenting the spectral analysis of the quantum kicked rotors for the time-reversal invariant and time-reversal noninvariant cases. A local version of the parametric number variance introduced earlier is also investigated.

Covariant n/sup 2/-plet mass formulas

DOE Office of Scientific and Technical Information (OSTI.GOV)

Davidson, A.

Using a generalized internal symmetry group analogous to the Lorentz group, we have constructed a covariant n/sup 2/-plet mass operator. This operator is built as a scalar matrix in the (n;n*) representation, and its SU(n) breaking parameters are identified as intrinsic boost ones. Its basic properties are: covariance, Hermiticity, positivity, charge conjugation, quark contents, and a self-consistent n/sup 2/-1, 1 mixing. The GMO and the Okubo formulas are obtained by considering two different limits of the same generalized mass formula.

Non-Linear Optimization Applied to Angle-of-Arrival Satellite-Based Geolocation with Correlated Measurements

DTIC Science & Technology

2015-03-01

General covariance intersection covariance matrix Σ1 Measurement 1’s covariance matrix I(X) Fisher information matrix g Confidence region L Lower... information in this chapter will discuss the motivation and background of the geolocation algorithm with the scope of the applications for this research. The...algorithm is able to produce the best description of an object given the information from a set of measurements. Determining a position requires the use of a

Spatial Covariability of Temperature and Hydroclimate as a Function of Timescale During the Common Era

NASA Astrophysics Data System (ADS)

McKay, N.

2017-12-01

As timescale increases from years to centuries, the spatial scale of covariability in the climate system is hypothesized to increase as well. Covarying spatial scales are larger for temperature than for hydroclimate, however, both aspects of the climate system show systematic changes on large-spatial scales on orbital to tectonic timescales. The extent to which this phenomenon is evident in temperature and hydroclimate at centennial timescales is largely unknown. Recent syntheses of multidecadal to century-scale variability in hydroclimate during the past 2k in the Arctic, North America, and Australasia show little spatial covariability in hydroclimate during the Common Era. To determine 1) the evidence for systematic relationships between the spatial scale of climate covariability as a function of timescale, and 2) whether century-scale hydroclimate variability deviates from the relationship between spatial covariability and timescale, we quantify this phenomenon during the Common Era by calculating the e-folding distance in large instrumental and paleoclimate datasets. We calculate this metric of spatial covariability, at different timescales (1, 10 and 100-yr), for a large network of temperature and precipitation observations from the Global Historical Climatology Network (n=2447), from v2.0.0 of the PAGES2k temperature database (n=692), and from moisture-sensitive paleoclimate records North America, the Arctic, and the Iso2k project (n = 328). Initial results support the hypothesis that the spatial scale of covariability is larger for temperature, than for precipitation or paleoclimate hydroclimate indicators. Spatially, e-folding distances for temperature are largest at low latitudes and over the ocean. Both instrumental and proxy temperature data show clear evidence for increasing spatial extent as a function of timescale, but this phenomenon is very weak in the hydroclimate data analyzed here. In the proxy hydroclimate data, which are predominantly indicators of effective moisture, e-folding distance increases from annual to decadal timescales, but does not continue to increase to centennial timescales. Future work includes examining additional instrumental and proxy datasets of moisture variability, and extending the analysis to millennial timescales of variability.

Development of a multi-data assimilation scheme to integrate Bio-Argo floats data with ocean colour satellite data into the CMEMS MFC-Biogeochemistry

NASA Astrophysics Data System (ADS)

Cossarini, Gianpiero; D'Ortenzio, Fabrizio; Mariotti, Laura; Mignot, Alexandre; Salon, Stefano

2017-04-01

The Mediterranean Sea is a very promising site to develop and test the assimilation of Bio-Argo data since 1) the Bio-Argo network is one of the densest of the global ocean, and 2) a consolidate data assimilation framework of biogeochemical variables (3DVAR-BIO, presently based on assimilation of satellite-estimated surface chlorophyll data) already exists within the CMEMS biogeochemical model system for Mediterranean Sea. The MASSIMILI project, granted by the CMEMS Service Evolution initiative, is aimed to develop the assimilation of Bio-Argo Floats data into the CMEMS biogeochemical model system of the Mediterranean Sea, by means of an upgrade of the 3DVAR-BIO scheme. Specific developments of the 3DVAR-BIO scheme focus on the estimate of new operators of the variational decomposition of the background error covariance matrix and on the implementation of the new observation operator specifically for the Bio-Argo float vertical profile data. In particular, a new horizontal covariance operator for chlorophyll, nitrate and oxygen is based on 3D fields of horizontal correlation radius calculated from a long-term reanalysis simulation. A new vertical covariance operator is built on monthly and spatial varying EOF decomposition to account for the spatiotemporal variability of vertical structure of the three variables error covariance. Further, the observation error covariance is a key factor for an effective assimilation of the Bio-Argo data into the model dynamics. The sensitivities of assimilation to the different factors are estimated. First results of the implementation of the new 3DVAR-BIO scheme show the impact of Bio-Argo data on the 3D fields of chlorophyll, nitrate and oxygen. Tuning the length scale factors of horizontal covariance, analysing the sensitivity of the observation error covariance, introducing non-diagonal biogeochemical covariance operator and non-diagonal multi-platform operator (i.e. Bio-Argo and satellite) are crucial future steps for the success of the MASSIMILI project. In our contribute, we will discuss the recent and promising advancements this strategic project has been having in the past year and its potential for the whole operational biogeochemical modelling community.

On the Singularity in the Estimation of the Quaternion-of-Rotation

NASA Technical Reports Server (NTRS)

Bar-Itzhack, Itzhack Y.; Thienel, Julie K.

2003-01-01

It has been claimed in the archival literature that the covariance matrix of a Kalman filter, which is designed to estimate the quaternion-of-rotation, is necessarily rank deficient because the normality constraint of the quaternion produces dependence between the quaternion elements. In reality, though, this phenomenon does not occur. The covariance matrix is not singular, and the filter is well behaved. Several simple examples are presented that demonstrate the regularity of the covariance matrix. First, estimation cases are presented where a relationship exists between the estimated variables, and yet the covariance matrix is not singular. Then the particular problem of quaternion estimation is analyzed. It is shown that the discrepancy stems from the fact that a functional relationship exists between the elements of the true quaternion but not between its estimated elements.

Estimation of Noise Properties for TV-regularized Image Reconstruction in Computed Tomography

PubMed Central

Sánchez, Adrian A.

2016-01-01

A method for predicting the image covariance resulting from total-variation-penalized iterative image reconstruction (TV-penalized IIR) is presented and demonstrated in a variety of contexts. The method is validated against the sample covariance from statistical noise realizations for a small image using a variety of comparison metrics. Potential applications for the covariance approximation include investigation of image properties such as object- and signal-dependence of noise, and noise stationarity. These applications are demonstrated, along with the construction of image pixel variance maps for two-dimensional 128 × 128 pixel images. Methods for extending the proposed covariance approximation to larger images and improving computational efficiency are discussed. Future work will apply the developed methodology to the construction of task-based image quality metrics such as the Hotelling observer detectability for TV-based IIR. PMID:26308968

Effect of the curvature parameter on least-squares prediction within poor data coverage: case study for Africa

NASA Astrophysics Data System (ADS)

Abd-Elmotaal, Hussein; Kühtreiber, Norbert

2016-04-01

In the framework of the IAG African Geoid Project, there are a lot of large data gaps in its gravity database. These gaps are filled initially using unequal weight least-squares prediction technique. This technique uses a generalized Hirvonen covariance function model to replace the empirically determined covariance function. The generalized Hirvonen covariance function model has a sensitive parameter which is related to the curvature parameter of the covariance function at the origin. This paper studies the effect of the curvature parameter on the least-squares prediction results, especially in the large data gaps as appearing in the African gravity database. An optimum estimation of the curvature parameter has also been carried out. A wide comparison among the results obtained in this research along with their obtained accuracy is given and thoroughly discussed.

Computer codes for checking, plotting and processing of neutron cross-section covariance data and their application

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sartori, E.; Roussin, R.W.

This paper presents a brief review of computer codes concerned with checking, plotting, processing and using of covariances of neutron cross-section data. It concentrates on those available from the computer code information centers of the United States and the OECD/Nuclear Energy Agency. Emphasis will be placed also on codes using covariances for specific applications such as uncertainty analysis, data adjustment and data consistency analysis. Recent evaluations contain neutron cross section covariance information for all isotopes of major importance for technological applications of nuclear energy. It is therefore important that the available software tools needed for taking advantage of this informationmore » are widely known as hey permit the determination of better safety margins and allow the optimization of more economic, I designs of nuclear energy systems.« less

Covariant conserved currents for scalar-tensor Horndeski theory

NASA Astrophysics Data System (ADS)

Schmidt, J.; Bičák, J.

2018-04-01

The scalar-tensor theories have become popular recently in particular in connection with attempts to explain present accelerated expansion of the universe, but they have been considered as a natural extension of general relativity long time ago. The Horndeski scalar-tensor theory involving four invariantly defined Lagrangians is a natural choice since it implies field equations involving at most second derivatives. Following the formalisms of defining covariant global quantities and conservation laws for perturbations of spacetimes in standard general relativity, we extend these methods to the general Horndeski theory and find the covariant conserved currents for all four Lagrangians. The current is also constructed in the case of linear perturbations involving both metric and scalar fields. As a specific illustration, we derive a superpotential that leads to the covariantly conserved current in the Branse-Dicke theory.

Estimation of noise properties for TV-regularized image reconstruction in computed tomography.

PubMed

Sánchez, Adrian A

2015-09-21

A method for predicting the image covariance resulting from total-variation-penalized iterative image reconstruction (TV-penalized IIR) is presented and demonstrated in a variety of contexts. The method is validated against the sample covariance from statistical noise realizations for a small image using a variety of comparison metrics. Potential applications for the covariance approximation include investigation of image properties such as object- and signal-dependence of noise, and noise stationarity. These applications are demonstrated, along with the construction of image pixel variance maps for two-dimensional 128 × 128 pixel images. Methods for extending the proposed covariance approximation to larger images and improving computational efficiency are discussed. Future work will apply the developed methodology to the construction of task-based image quality metrics such as the Hotelling observer detectability for TV-based IIR.

Estimation of noise properties for TV-regularized image reconstruction in computed tomography

NASA Astrophysics Data System (ADS)

Sánchez, Adrian A.

2015-09-01

A method for predicting the image covariance resulting from total-variation-penalized iterative image reconstruction (TV-penalized IIR) is presented and demonstrated in a variety of contexts. The method is validated against the sample covariance from statistical noise realizations for a small image using a variety of comparison metrics. Potential applications for the covariance approximation include investigation of image properties such as object- and signal-dependence of noise, and noise stationarity. These applications are demonstrated, along with the construction of image pixel variance maps for two-dimensional 128× 128 pixel images. Methods for extending the proposed covariance approximation to larger images and improving computational efficiency are discussed. Future work will apply the developed methodology to the construction of task-based image quality metrics such as the Hotelling observer detectability for TV-based IIR.

What is the right formalism to search for resonances?

NASA Astrophysics Data System (ADS)

Mikhasenko, M.; Pilloni, A.; Nys, J.; Albaladejo, M.; Fernández-Ramírez, C.; Jackura, A.; Mathieu, V.; Sherrill, N.; Skwarnicki, T.; Szczepaniak, A. P.

2018-03-01

Hadron decay chains constitute one of the main sources of information on the QCD spectrum. We discuss the differences between several partial wave analysis formalisms used in the literature to build the amplitudes. We match the helicity amplitudes to the covariant tensor basis. Hereby, we pay attention to the analytical properties of the amplitudes and separate singularities of kinematical and dynamical nature. We study the analytical properties of the spin-orbit (LS) formalism, and some of the covariant tensor approaches. In particular, we explicitly build the amplitudes for the B→ ψ π K and B→ \\bar{D}π π decays, and show that the energy dependence of the covariant approach is model dependent. We also show that the usual recursive construction of covariant tensors explicitly violates crossing symmetry, which would lead to different resonance parameters extracted from scattering and decay processes.

Altered structural covariance of the striatum in functional dyspepsia patients.

PubMed

Liu, P; Zeng, F; Yang, F; Wang, J; Liu, X; Wang, Q; Zhou, G; Zhang, D; Zhu, M; Zhao, R; Wang, A; Gong, Q; Liang, F

2014-08-01

Functional dyspepsia (FD) is thought to be involved in dysregulation within the brain-gut axis. Recently, altered striatum activation has been reported in patients with FD. However, the gray matter (GM) volumes in the striatum and structural covariance patterns of this area are rarely explored. The purpose of this study was to examine the GM volumes and structural covariance patterns of the striatum between FD patients and healthy controls (HCs). T1-weighted magnetic resonance images were obtained from 44 FD patients and 39 HCs. Voxel-based morphometry (VBM) analysis was adopted to examine the GM volumes in the two groups. The caudate- or putamen-related regions identified from VBM analysis were then used as seeds to map the whole brain voxel-wise structural covariance patterns. Finally, a correlation analysis was used to investigate the effects of FD symptoms on the striatum. The results showed increased GM volumes in the bilateral putamen and right caudate. Compared with the structural covariance patterns of the HCs, the FD-related differences were mainly located in the amygdala, hippocampus/parahippocampus (HIPP/paraHIPP), thalamus, lingual gyrus, and cerebellum. And significant positive correlations were found between the volumes in the striatum and the FD duration in the patients. These findings provided preliminary evidence for GM changes in the striatum and different structural covariance patterns in patients with FD. The current results might expand our understanding of the pathophysiology of FD. © 2014 John Wiley & Sons Ltd.

Quantitative methods to direct exploration based on hydrogeologic information

USGS Publications Warehouse

Graettinger, A.J.; Lee, J.; Reeves, H.W.; Dethan, D.

2006-01-01

Quantitatively Directed Exploration (QDE) approaches based on information such as model sensitivity, input data covariance and model output covariance are presented. Seven approaches for directing exploration are developed, applied, and evaluated on a synthetic hydrogeologic site. The QDE approaches evaluate input information uncertainty, subsurface model sensitivity and, most importantly, output covariance to identify the next location to sample. Spatial input parameter values and covariances are calculated with the multivariate conditional probability calculation from a limited number of samples. A variogram structure is used during data extrapolation to describe the spatial continuity, or correlation, of subsurface information. Model sensitivity can be determined by perturbing input data and evaluating output response or, as in this work, sensitivities can be programmed directly into an analysis model. Output covariance is calculated by the First-Order Second Moment (FOSM) method, which combines the covariance of input information with model sensitivity. A groundwater flow example, modeled in MODFLOW-2000, is chosen to demonstrate the seven QDE approaches. MODFLOW-2000 is used to obtain the piezometric head and the model sensitivity simultaneously. The seven QDE approaches are evaluated based on the accuracy of the modeled piezometric head after information from a QDE sample is added. For the synthetic site used in this study, the QDE approach that identifies the location of hydraulic conductivity that contributes the most to the overall piezometric head variance proved to be the best method to quantitatively direct exploration. ?? IWA Publishing 2006.

Modeling rainfall-runoff relationship using multivariate GARCH model

NASA Astrophysics Data System (ADS)

Modarres, R.; Ouarda, T. B. M. J.

2013-08-01

The traditional hydrologic time series approaches are used for modeling, simulating and forecasting conditional mean of hydrologic variables but neglect their time varying variance or the second order moment. This paper introduces the multivariate Generalized Autoregressive Conditional Heteroscedasticity (MGARCH) modeling approach to show how the variance-covariance relationship between hydrologic variables varies in time. These approaches are also useful to estimate the dynamic conditional correlation between hydrologic variables. To illustrate the novelty and usefulness of MGARCH models in hydrology, two major types of MGARCH models, the bivariate diagonal VECH and constant conditional correlation (CCC) models are applied to show the variance-covariance structure and cdynamic correlation in a rainfall-runoff process. The bivariate diagonal VECH-GARCH(1,1) and CCC-GARCH(1,1) models indicated both short-run and long-run persistency in the conditional variance-covariance matrix of the rainfall-runoff process. The conditional variance of rainfall appears to have a stronger persistency, especially long-run persistency, than the conditional variance of streamflow which shows a short-lived drastic increasing pattern and a stronger short-run persistency. The conditional covariance and conditional correlation coefficients have different features for each bivariate rainfall-runoff process with different degrees of stationarity and dynamic nonlinearity. The spatial and temporal pattern of variance-covariance features may reflect the signature of different physical and hydrological variables such as drainage area, topography, soil moisture and ground water fluctuations on the strength, stationarity and nonlinearity of the conditional variance-covariance for a rainfall-runoff process.

The spatiotemporal MEG covariance matrix modeled as a sum of Kronecker products.

PubMed

Bijma, Fetsje; de Munck, Jan C; Heethaar, Rob M

2005-08-15

The single Kronecker product (KP) model for the spatiotemporal covariance of MEG residuals is extended to a sum of Kronecker products. This sum of KP is estimated such that it approximates the spatiotemporal sample covariance best in matrix norm. Contrary to the single KP, this extension allows for describing multiple, independent phenomena in the ongoing background activity. Whereas the single KP model can be interpreted by assuming that background activity is generated by randomly distributed dipoles with certain spatial and temporal characteristics, the sum model can be physiologically interpreted by assuming a composite of such processes. Taking enough terms into account, the spatiotemporal sample covariance matrix can be described exactly by this extended model. In the estimation of the sum of KP model, it appears that the sum of the first 2 KP describes between 67% and 93%. Moreover, these first two terms describe two physiological processes in the background activity: focal, frequency-specific alpha activity, and more widespread non-frequency-specific activity. Furthermore, temporal nonstationarities due to trial-to-trial variations are not clearly visible in the first two terms, and, hence, play only a minor role in the sample covariance matrix in terms of matrix power. Considering the dipole localization, the single KP model appears to describe around 80% of the noise and seems therefore adequate. The emphasis of further improvement of localization accuracy should be on improving the source model rather than the covariance model.

WAIS-IV subtest covariance structure: conceptual and statistical considerations.

PubMed

Ward, L Charles; Bergman, Maria A; Hebert, Katina R

2012-06-01

D. Wechsler (2008b) reported confirmatory factor analyses (CFAs) with standardization data (ages 16-69 years) for 10 core and 5 supplemental subtests from the Wechsler Adult Intelligence Scale-Fourth Edition (WAIS-IV). Analyses of the 15 subtests supported 4 hypothesized oblique factors (Verbal Comprehension, Working Memory, Perceptual Reasoning, and Processing Speed) but also revealed unexplained covariance between Block Design and Visual Puzzles (Perceptual Reasoning subtests). That covariance was not included in the final models. Instead, a path was added from Working Memory to Figure Weights (Perceptual Reasoning subtest) to improve fit and achieve a desired factor pattern. The present research with the same data (N = 1,800) showed that the path from Working Memory to Figure Weights increases the association between Working Memory and Matrix Reasoning. Specifying both paths improves model fit and largely eliminates unexplained covariance between Block Design and Visual Puzzles but with the undesirable consequence that Figure Weights and Matrix Reasoning are equally determined by Perceptual Reasoning and Working Memory. An alternative 4-factor model was proposed that explained theory-implied covariance between Block Design and Visual Puzzles and between Arithmetic and Figure Weights while maintaining compatibility with WAIS-IV Index structure. The proposed model compared favorably with a 5-factor model based on Cattell-Horn-Carroll theory. The present findings emphasize that covariance model comparisons should involve considerations of conceptual coherence and theoretical adherence in addition to statistical fit. (c) 2012 APA, all rights reserved

A causal examination of the effects of confounding factors on multimetric indices

USGS Publications Warehouse

Schoolmaster, Donald R.; Grace, James B.; Schweiger, E. William; Mitchell, Brian R.; Guntenspergen, Glenn R.

2013-01-01

The development of multimetric indices (MMIs) as a means of providing integrative measures of ecosystem condition is becoming widespread. An increasingly recognized problem for the interpretability of MMIs is controlling for the potentially confounding influences of environmental covariates. Most common approaches to handling covariates are based on simple notions of statistical control, leaving the causal implications of covariates and their adjustment unstated. In this paper, we use graphical models to examine some of the potential impacts of environmental covariates on the observed signals between human disturbance and potential response metrics. Using simulations based on various causal networks, we show how environmental covariates can both obscure and exaggerate the effects of human disturbance on individual metrics. We then examine from a causal interpretation standpoint the common practice of adjusting ecological metrics for environmental influences using only the set of sites deemed to be in reference condition. We present and examine the performance of an alternative approach to metric adjustment that uses the whole set of sites and models both environmental and human disturbance effects simultaneously. The findings from our analyses indicate that failing to model and adjust metrics can result in a systematic bias towards those metrics in which environmental covariates function to artificially strengthen the metric–disturbance relationship resulting in MMIs that do not accurately measure impacts of human disturbance. We also find that a “whole-set modeling approach” requires fewer assumptions and is more efficient with the given information than the more commonly applied “reference-set” approach.

Metrics for covariate balance in cohort studies of causal effects.

PubMed

Franklin, Jessica M; Rassen, Jeremy A; Ackermann, Diana; Bartels, Dorothee B; Schneeweiss, Sebastian

2014-05-10

Inferring causation from non-randomized studies of exposure requires that exposure groups can be balanced with respect to prognostic factors for the outcome. Although there is broad agreement in the literature that balance should be checked, there is confusion regarding the appropriate metric. We present a simulation study that compares several balance metrics with respect to the strength of their association with bias in estimation of the effect of a binary exposure on a binary, count, or continuous outcome. The simulations utilize matching on the propensity score with successively decreasing calipers to produce datasets with varying covariate balance. We propose the post-matching C-statistic as a balance metric and found that it had consistently strong associations with estimation bias, even when the propensity score model was misspecified, as long as the propensity score was estimated with sufficient study size. This metric, along with the average standardized difference and the general weighted difference, outperformed all other metrics considered in association with bias, including the unstandardized absolute difference, Kolmogorov-Smirnov and Lévy distances, overlapping coefficient, Mahalanobis balance, and L1 metrics. Of the best-performing metrics, the C-statistic and general weighted difference also have the advantage that they automatically evaluate balance on all covariates simultaneously and can easily incorporate balance on interactions among covariates. Therefore, when combined with the usual practice of comparing individual covariate means and standard deviations across exposure groups, these metrics may provide useful summaries of the observed covariate imbalance. Copyright © 2013 John Wiley & Sons, Ltd.

Do all roads lead to Rome? A comparison of brain networks derived from inter-subject volumetric and metabolic covariance and moment-to-moment hemodynamic correlations in old individuals.

PubMed

Di, Xin; Gohel, Suril; Thielcke, Andre; Wehrl, Hans F; Biswal, Bharat B

2017-11-01

Relationships between spatially remote brain regions in human have typically been estimated by moment-to-moment correlations of blood-oxygen-level dependent signals in resting-state using functional MRI (fMRI). Recently, studies using subject-to-subject covariance of anatomical volumes, cortical thickness, and metabolic activity are becoming increasingly popular. However, question remains on whether these measures reflect the same inter-region connectivity and brain network organizations. In the current study, we systematically analyzed inter-subject volumetric covariance from anatomical MRI images, metabolic covariance from fluorodeoxyglucose positron emission tomography images from 193 healthy subjects, and resting-state moment-to-moment correlations from fMRI images of a subset of 44 subjects. The correlation matrices calculated from the three methods were found to be minimally correlated, with higher correlation in the range of 0.31, as well as limited proportion of overlapping connections. The volumetric network showed the highest global efficiency and lowest mean clustering coefficient, leaning toward random-like network, while the metabolic and resting-state networks conveyed properties more resembling small-world networks. Community structures of the volumetric and metabolic networks did not reflect known functional organizations, which could be observed in resting-state network. The current results suggested that inter-subject volumetric and metabolic covariance do not necessarily reflect the inter-regional relationships and network organizations as resting-state correlations, thus calling for cautions on interpreting results of inter-subject covariance networks.

Non-singular black holes and the limiting curvature mechanism: a Hamiltonian perspective

NASA Astrophysics Data System (ADS)

Ben Achour, J.; Lamy, F.; Liu, H.; Noui, K.

2018-05-01

We revisit the non-singular black hole solution in (extended) mimetic gravity with a limiting curvature from a Hamiltonian point of view. We introduce a parameterization of the phase space which allows us to describe fully the Hamiltonian structure of the theory. We write down the equations of motion that we solve in the regime deep inside the black hole, and we recover that the black hole has no singularity, due to the limiting curvature mechanism. Then, we study the relation between such black holes and effective polymer black holes which have been introduced in the context of loop quantum gravity. As expected, contrary to what happens in the cosmological sector, mimetic gravity with a limiting curvature fails to reproduce the usual effective dynamics of spherically symmetric loop quantum gravity which are generically not covariant. Nonetheless, we exhibit a theory in the class of extended mimetic gravity whose dynamics reproduces the general shape of the effective corrections of spherically symmetric polymer models, but in an undeformed covariant manner. These covariant effective corrections are found to be always metric dependent, i.e. within the bar mu-scheme, underlying the importance of this ingredient for inhomogeneous polymer models. In that respect, extended mimetic gravity can be viewed as an effective covariant theory which naturally implements a covariant notion of point wise holonomy-like corrections. The difference between the mimetic and polymer Hamiltonian formulations provides us with a guide to understand the deformation of covariance in inhomogeneous polymer models.

The Importance of Semi-Major Axis Knowledge in the Determination of Near-Circular Orbits

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell; Schiesser, Emil R.

1998-01-01

Modem orbit determination has mostly been accomplished using Cartesian coordinates. This usage has carried over in recent years to the use of GPS for satellite orbit determination. The unprecedented positioning accuracy of GPS has tended to focus attention more on the system's capability to locate the spacecraft's location at a particular epoch than on its accuracy in determination of the orbit, per se. As is well-known, the latter depends on a coordinated knowledge of position, velocity, and the correlation between their errors. Failure to determine a properly coordinated position/velocity state vector at a given epoch can lead to an epoch state that does not propagate well, and/or may not be usable for the execution of orbit adjustment maneuvers. For the quite common case of near-circular orbits, the degree to which position and velocity estimates are properly coordinated is largely captured by the error in semi-major axis (SMA) they jointly produce. Figure 1 depicts the relationships among radius error, speed error, and their correlation which exist for a typical low altitude Earth orbit. Two familiar consequences are the relationship Figure 1 shows are the following: (1) downrange position error grows at the per orbit rate of 3(pi) times the SMA error; (2) a velocity change imparted to the orbit will have an error of (pi) divided by the orbit period times the SMA error. A less familiar consequence occurs in the problem of initializing the covariance matrix for a sequential orbit determination filter. An initial covariance consistent with orbital dynamics should be used if the covariance is to propagate well. Properly accounting for the SMA error of the initial state in the construction of the initial covariance accomplishes half of this objective, by specifying the partition of the covariance corresponding to down-track position and radial velocity errors. The remainder of the in-plane covariance partition may be specified in terms of the flight path angle error of the initial state. Figure 2 illustrates the effect of properly and not properly initializing a covariance. This figure was produced by propagating the covariance shown on the plot, without process noise, in a circular low Earth orbit whose period is 5828.5 seconds. The upper subplot, in which the proper relationships among position, velocity, and their correlation has been used, shows overall error growth, in terms of the standard deviations of the inertial position coordinates, of about half of the lower subplot, whose initial covariance was based on other considerations.

Phenotypic Covariation and Morphological Diversification in the Ruminant Skull.

PubMed

Haber, Annat

2016-05-01

Differences among clades in their diversification patterns result from a combination of extrinsic and intrinsic factors. In this study, I examined the role of intrinsic factors in the morphological diversification of ruminants, in general, and in the differences between bovids and cervids, in particular. Using skull morphology, which embodies many of the adaptations that distinguish bovids and cervids, I examined 132 of the 200 extant ruminant species. As a proxy for intrinsic constraints, I quantified different aspects of the phenotypic covariation structure within species and compared them with the among-species divergence patterns, using phylogenetic comparative methods. My results show that for most species, divergence is well aligned with their phenotypic covariance matrix and that those that are better aligned have diverged further away from their ancestor. Bovids have dispersed into a wider range of directions in morphospace than cervids, and their overall disparity is higher. This difference is best explained by the lower eccentricity of bovids' within-species covariance matrices. These results are consistent with the role of intrinsic constraints in determining amount, range, and direction of dispersion and demonstrate that intrinsic constraints can influence macroevolutionary patterns even as the covariance structure evolves.

Object Tracking Using Adaptive Covariance Descriptor and Clustering-Based Model Updating for Visual Surveillance

PubMed Central

Qin, Lei; Snoussi, Hichem; Abdallah, Fahed

2014-01-01

We propose a novel approach for tracking an arbitrary object in video sequences for visual surveillance. The first contribution of this work is an automatic feature extraction method that is able to extract compact discriminative features from a feature pool before computing the region covariance descriptor. As the feature extraction method is adaptive to a specific object of interest, we refer to the region covariance descriptor computed using the extracted features as the adaptive covariance descriptor. The second contribution is to propose a weakly supervised method for updating the object appearance model during tracking. The method performs a mean-shift clustering procedure among the tracking result samples accumulated during a period of time and selects a group of reliable samples for updating the object appearance model. As such, the object appearance model is kept up-to-date and is prevented from contamination even in case of tracking mistakes. We conducted comparing experiments on real-world video sequences, which confirmed the effectiveness of the proposed approaches. The tracking system that integrates the adaptive covariance descriptor and the clustering-based model updating method accomplished stable object tracking on challenging video sequences. PMID:24865883

Combinatorial invariants and covariants as tools for conical intersections.

PubMed

Ryb, Itai; Baer, Roi

2004-12-01

The combinatorial invariant and covariant are introduced as practical tools for analysis of conical intersections in molecules. The combinatorial invariant is a quantity depending on adiabatic electronic states taken at discrete nuclear configuration points. It is invariant to the phase choice (gauge) of these states. In the limit that the points trace a loop in nuclear configuration space, the value of the invariant approaches the corresponding Berry phase factor. The Berry phase indicates the presence of an odd or even number of conical intersections on surfaces bounded by these loops. Based on the combinatorial invariant, we develop a computationally simple and efficient method for locating conical intersections. The method is robust due to its use of gauge invariant nature. It does not rely on the landscape of intersecting potential energy surfaces nor does it require the computation of nonadiabatic couplings. We generalize the concept to open paths and combinatorial covariants for higher dimensions obtaining a technique for the construction of the gauge-covariant adiabatic-diabatic transformation matrix. This too does not make use of nonadiabatic couplings. The importance of using gauge-covariant expressions is underlined throughout. These techniques can be readily implemented by standard quantum chemistry codes. (c) 2004 American Institute of Physics.

The effects of stress and sex on selection, genetic covariance, and the evolutionary response.

PubMed

Holman, L; Jacomb, F

2017-10-01

The capacity of a population to adapt to selection (evolvability) depends on whether the structure of genetic variation permits the evolution of fitter trait combinations. Selection, genetic variance and genetic covariance can change under environmental stress, and males and females are not genetically independent, yet the combined effects of stress and dioecy on evolvability are not well understood. Here, we estimate selection, genetic (co)variance and evolvability in both sexes of Tribolium castaneum flour beetles under stressful and benign conditions, using a half-sib breeding design. Although stress uncovered substantial latent heritability, stress also affected genetic covariance, such that evolvability remained low under stress. Sexual selection on males and natural selection on females favoured a similar phenotype, and there was positive intersex genetic covariance. Consequently, sexual selection on males augmented adaptation in females, and intralocus sexual conflict was weak or absent. This study highlights that increased heritability does not necessarily increase evolvability, suggests that selection can deplete genetic variance for multivariate trait combinations with strong effects on fitness, and tests the recent hypothesis that sexual conflict is weaker in stressful or novel environments. © 2017 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2017 European Society For Evolutionary Biology.

Analysis of modified SMI method for adaptive array weight control

NASA Technical Reports Server (NTRS)

Dilsavor, R. L.; Moses, R. L.

1989-01-01

An adaptive array is applied to the problem of receiving a desired signal in the presence of weak interference signals which need to be suppressed. A modification, suggested by Gupta, of the sample matrix inversion (SMI) algorithm controls the array weights. In the modified SMI algorithm, interference suppression is increased by subtracting a fraction F of the noise power from the diagonal elements of the estimated covariance matrix. Given the true covariance matrix and the desired signal direction, the modified algorithm is shown to maximize a well-defined, intuitive output power ratio criterion. Expressions are derived for the expected value and variance of the array weights and output powers as a function of the fraction F and the number of snapshots used in the covariance matrix estimate. These expressions are compared with computer simulation and good agreement is found. A trade-off is found to exist between the desired level of interference suppression and the number of snapshots required in order to achieve that level with some certainty. The removal of noise eigenvectors from the covariance matrix inverse is also discussed with respect to this application. Finally, the type and severity of errors which occur in the covariance matrix estimate are characterized through simulation.

Simultaneous Mean and Covariance Correction Filter for Orbit Estimation.

PubMed

Wang, Xiaoxu; Pan, Quan; Ding, Zhengtao; Ma, Zhengya

2018-05-05

This paper proposes a novel filtering design, from a viewpoint of identification instead of the conventional nonlinear estimation schemes (NESs), to improve the performance of orbit state estimation for a space target. First, a nonlinear perturbation is viewed or modeled as an unknown input (UI) coupled with the orbit state, to avoid the intractable nonlinear perturbation integral (INPI) required by NESs. Then, a simultaneous mean and covariance correction filter (SMCCF), based on a two-stage expectation maximization (EM) framework, is proposed to simply and analytically fit or identify the first two moments (FTM) of the perturbation (viewed as UI), instead of directly computing such the INPI in NESs. Orbit estimation performance is greatly improved by utilizing the fit UI-FTM to simultaneously correct the state estimation and its covariance. Third, depending on whether enough information is mined, SMCCF should outperform existing NESs or the standard identification algorithms (which view the UI as a constant independent of the state and only utilize the identified UI-mean to correct the state estimation, regardless of its covariance), since it further incorporates the useful covariance information in addition to the mean of the UI. Finally, our simulations demonstrate the superior performance of SMCCF via an orbit estimation example.

Altered Cerebral Blood Flow Covariance Network in Schizophrenia.

PubMed

Liu, Feng; Zhuo, Chuanjun; Yu, Chunshui

2016-01-01

Many studies have shown abnormal cerebral blood flow (CBF) in schizophrenia; however, it remains unclear how topological properties of CBF network are altered in this disorder. Here, arterial spin labeling (ASL) MRI was employed to measure resting-state CBF in 96 schizophrenia patients and 91 healthy controls. CBF covariance network of each group was constructed by calculating across-subject CBF covariance between 90 brain regions. Graph theory was used to compare intergroup differences in global and nodal topological measures of the network. Both schizophrenia patients and healthy controls had small-world topology in CBF covariance networks, implying an optimal balance between functional segregation and integration. Compared with healthy controls, schizophrenia patients showed reduced small-worldness, normalized clustering coefficient and local efficiency of the network, suggesting a shift toward randomized network topology in schizophrenia. Furthermore, schizophrenia patients exhibited altered nodal centrality in the perceptual-, affective-, language-, and spatial-related regions, indicating functional disturbance of these systems in schizophrenia. This study demonstrated for the first time that schizophrenia patients have disrupted topological properties in CBF covariance network, which provides a new perspective (efficiency of blood flow distribution between brain regions) for understanding neural mechanisms of schizophrenia.

Comparison of Sensible Heat Flux from Eddy Covariance and Scintillometer over different land surface conditions

NASA Astrophysics Data System (ADS)

Zeweldi, D. A.; Gebremichael, M.; Summis, T.; Wang, J.; Miller, D.

2008-12-01

The large source of uncertainty in satellite-based evapotranspiration algorithm results from the estimation of sensible heat flux H. Traditionally eddy covariance sensors, and recently large-aperture scintillometers, have been used as ground truth to evaluate satellite-based H estimates. The two methods rely on different physical measurement principles, and represent different foot print sizes. In New Mexico, we conducted a field campaign during summer 2008 to compare H estimates obtained from the eddy covariance and scintillometer methods. During this field campaign, we installed sonic anemometers; one propeller eddy covariance (OPEC) equipped with net radiometer and soil heat flux sensors; large aperture scintillometer (LAS); and weather station consisting of wind speed, direction and radiation sensors over three different experimental areas consisting of different roughness conditions (desert, irrigated area and lake). Our results show the similarities and differences in H estimates obtained from these various methods over the different land surface conditions. Further, our results show that the H estimates obtained from the LAS agree with those obtained from the eddy covariance method when high frequency thermocouple temperature, instead of the typical weather station temperature measurements, is used in the LAS analysis.

Multivariate analysis of longitudinal rates of change.

PubMed

Bryan, Matthew; Heagerty, Patrick J

2016-12-10

Longitudinal data allow direct comparison of the change in patient outcomes associated with treatment or exposure. Frequently, several longitudinal measures are collected that either reflect a common underlying health status, or characterize processes that are influenced in a similar way by covariates such as exposure or demographic characteristics. Statistical methods that can combine multivariate response variables into common measures of covariate effects have been proposed in the literature. Current methods for characterizing the relationship between covariates and the rate of change in multivariate outcomes are limited to select models. For example, 'accelerated time' methods have been developed which assume that covariates rescale time in longitudinal models for disease progression. In this manuscript, we detail an alternative multivariate model formulation that directly structures longitudinal rates of change and that permits a common covariate effect across multiple outcomes. We detail maximum likelihood estimation for a multivariate longitudinal mixed model. We show via asymptotic calculations the potential gain in power that may be achieved with a common analysis of multiple outcomes. We apply the proposed methods to the analysis of a trivariate outcome for infant growth and compare rates of change for HIV infected and uninfected infants. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

On the Bayesian Treed Multivariate Gaussian Process with Linear Model of Coregionalization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Konomi, Bledar A.; Karagiannis, Georgios; Lin, Guang

2015-02-01

The Bayesian treed Gaussian process (BTGP) has gained popularity in recent years because it provides a straightforward mechanism for modeling non-stationary data and can alleviate computational demands by fitting models to less data. The extension of BTGP to the multivariate setting requires us to model the cross-covariance and to propose efficient algorithms that can deal with trans-dimensional MCMC moves. In this paper we extend the cross-covariance of the Bayesian treed multivariate Gaussian process (BTMGP) to that of linear model of Coregionalization (LMC) cross-covariances. Different strategies have been developed to improve the MCMC mixing and invert smaller matrices in the Bayesianmore » inference. Moreover, we compare the proposed BTMGP with existing multiple BTGP and BTMGP in test cases and multiphase flow computer experiment in a full scale regenerator of a carbon capture unit. The use of the BTMGP with LMC cross-covariance helped to predict the computer experiments relatively better than existing competitors. The proposed model has a wide variety of applications, such as computer experiments and environmental data. In the case of computer experiments we also develop an adaptive sampling strategy for the BTMGP with LMC cross-covariance function.« less

Censored quantile regression with recursive partitioning-based weights

PubMed Central

Wey, Andrew; Wang, Lan; Rudser, Kyle

2014-01-01

Censored quantile regression provides a useful alternative to the Cox proportional hazards model for analyzing survival data. It directly models the conditional quantile of the survival time and hence is easy to interpret. Moreover, it relaxes the proportionality constraint on the hazard function associated with the popular Cox model and is natural for modeling heterogeneity of the data. Recently, Wang and Wang (2009. Locally weighted censored quantile regression. Journal of the American Statistical Association 103, 1117–1128) proposed a locally weighted censored quantile regression approach that allows for covariate-dependent censoring and is less restrictive than other censored quantile regression methods. However, their kernel smoothing-based weighting scheme requires all covariates to be continuous and encounters practical difficulty with even a moderate number of covariates. We propose a new weighting approach that uses recursive partitioning, e.g. survival trees, that offers greater flexibility in handling covariate-dependent censoring in moderately high dimensions and can incorporate both continuous and discrete covariates. We prove that this new weighting scheme leads to consistent estimation of the quantile regression coefficients and demonstrate its effectiveness via Monte Carlo simulations. We also illustrate the new method using a widely recognized data set from a clinical trial on primary biliary cirrhosis. PMID:23975800

Structural Impairments of Hippocampus in Coal Mine Gas Explosion-Related Posttraumatic Stress Disorder

PubMed Central

Lang, Xu; Li, Huabing; Qin, Wen; Yu, Chunshui

2014-01-01

Investigations on hippocampal and amygdalar volume have revealed inconsistent results in patients with posttraumatic stress disorder (PTSD). Little is known about the structural covariance alterations between the hippocampus and amygdala in PTSD. In this study, we evaluated the alteration in the hippocampal and amygdalar volume and their structural covariance in the coal mine gas explosion related PTSD. High resolution T1-weighted magnetic resonance imaging (MRI) was performed on coal mine gas explosion related PTSD male patients (n = 14) and non-traumatized coalminers without PTSD (n = 25). The voxel-based morphometry (VBM) method was used to test the inter-group differences in hippocampal and amygdalar volume as well as the inter-group differences in structural covariance between the ipsilateral hippocampus and amygdala. PTSD patients exhibited decreased gray matter volume (GMV) in the bilateral hippocampi compared to controls (p<0.05, FDR corrected). GMV covariances between the ipsilateral hippocampus and amygdala were significantly reduced in PTSD patients compared with controls (p<0.05, FDR corrected). The coalminers with gas explosion related PTSD had decreased hippocampal volume and structural covariance with the ipsilateral amygdala, suggesting that the structural impairment of the hippocampus may implicate in the pathophysiology of PTSD. PMID:25000505

Alternative life histories in the Atlantic salmon: genetic covariances within the sneaker sexual tactic in males.

PubMed

Páez, David James; Bernatchez, Louis; Dodson, Julian J

2011-07-22

Alternative reproductive tactics are ubiquitous in many species. Tactic expression often depends on whether an individual's condition surpasses thresholds that are responsible for activating particular developmental pathways. Two central goals in understanding the evolution of reproductive tactics are quantifying the extent to which thresholds are explained by additive genetic effects, and describing their covariation with condition-related traits. We monitored the development of early sexual maturation that leads to the sneaker reproductive tactic in Atlantic salmon (Salmo salar L.). We found evidence for additive genetic variance in the timing of sexual maturity (which is a measure of the surpassing of threshold values) and body-size traits. This suggests that selection can affect the patterns of sexual development by changing the timing of this event and/or body size. Significant levels of covariation between these traits also occurred, implying a potential for correlated responses to selection. Closer examination of genetic covariances suggests that the detected genetic variation is distributed along at least five directions of phenotypic variation. Our results show that the potential for evolution of the life-history traits constituting this reproductive phenotype is greatly influenced by their patterns of genetic covariance.

Alternative life histories in the Atlantic salmon: genetic covariances within the sneaker sexual tactic in males

PubMed Central

Páez, David James; Bernatchez, Louis; Dodson, Julian J.

2011-01-01

Alternative reproductive tactics are ubiquitous in many species. Tactic expression often depends on whether an individual's condition surpasses thresholds that are responsible for activating particular developmental pathways. Two central goals in understanding the evolution of reproductive tactics are quantifying the extent to which thresholds are explained by additive genetic effects, and describing their covariation with condition-related traits. We monitored the development of early sexual maturation that leads to the sneaker reproductive tactic in Atlantic salmon (Salmo salar L.). We found evidence for additive genetic variance in the timing of sexual maturity (which is a measure of the surpassing of threshold values) and body-size traits. This suggests that selection can affect the patterns of sexual development by changing the timing of this event and/or body size. Significant levels of covariation between these traits also occurred, implying a potential for correlated responses to selection. Closer examination of genetic covariances suggests that the detected genetic variation is distributed along at least five directions of phenotypic variation. Our results show that the potential for evolution of the life-history traits constituting this reproductive phenotype is greatly influenced by their patterns of genetic covariance. PMID:21177685

Habitat stability, predation risk and 'memory syndromes'.

PubMed

Dalesman, S; Rendle, A; Dall, S R X

2015-05-27

Habitat stability and predation pressure are thought to be major drivers in the evolutionary maintenance of behavioural syndromes, with trait covariance only occurring within specific habitats. However, animals also exhibit behavioural plasticity, often through memory formation. Memory formation across traits may be linked, with covariance in memory traits (memory syndromes) selected under particular environmental conditions. This study tests whether the pond snail, Lymnaea stagnalis, demonstrates consistency among memory traits ('memory syndrome') related to threat avoidance and foraging. We used eight populations originating from three different habitat types: i) laboratory populations (stable habitat, predator-free); ii) river populations (fairly stable habitat, fish predation); and iii) ditch populations (unstable habitat, invertebrate predation). At a population level, there was a negative relationship between memories related to threat avoidance and food selectivity, but no consistency within habitat type. At an individual level, covariance between memory traits was dependent on habitat. Laboratory populations showed no covariance among memory traits, whereas river populations showed a positive correlation between food memories, and ditch populations demonstrated a negative relationship between threat memory and food memories. Therefore, selection pressures among habitats appear to act independently on memory trait covariation at an individual level and the average response within a population.

Sparse Covariance Matrix Estimation With Eigenvalue Constraints

PubMed Central

LIU, Han; WANG, Lie; ZHAO, Tuo

2014-01-01

We propose a new approach for estimating high-dimensional, positive-definite covariance matrices. Our method extends the generalized thresholding operator by adding an explicit eigenvalue constraint. The estimated covariance matrix simultaneously achieves sparsity and positive definiteness. The estimator is rate optimal in the minimax sense and we develop an efficient iterative soft-thresholding and projection algorithm based on the alternating direction method of multipliers. Empirically, we conduct thorough numerical experiments on simulated datasets as well as real data examples to illustrate the usefulness of our method. Supplementary materials for the article are available online. PMID:25620866

On the use of the covariance matrix to fit correlated data

NASA Astrophysics Data System (ADS)

D'Agostini, G.

1994-07-01

Best fits to data which are affected by systematic uncertainties on the normalization factor have the tendency to produce curves lower than expected if the covariance matrix of the data points is used in the definition of the χ2. This paper shows that the effect is a direct consequence of the hypothesis used to estimate the empirical covariance matrix, namely the linearization on which the usual error propagation relies. The bias can become unacceptable if the normalization error is large, or a large number of data points are fitted.

Modeling Nonstationarity in Space and Time

PubMed Central

2017-01-01

Summary We propose to model a spatio-temporal random field that has nonstationary covariance structure in both space and time domains by applying the concept of the dimension expansion method in Bornn et al. (2012). Simulations are conducted for both separable and nonseparable space-time covariance models, and the model is also illustrated with a streamflow dataset. Both simulation and data analyses show that modeling nonstationarity in both space and time can improve the predictive performance over stationary covariance models or models that are nonstationary in space but stationary in time. PMID:28134977

Modeling nonstationarity in space and time.

PubMed

Shand, Lyndsay; Li, Bo

2017-09-01

We propose to model a spatio-temporal random field that has nonstationary covariance structure in both space and time domains by applying the concept of the dimension expansion method in Bornn et al. (2012). Simulations are conducted for both separable and nonseparable space-time covariance models, and the model is also illustrated with a streamflow dataset. Both simulation and data analyses show that modeling nonstationarity in both space and time can improve the predictive performance over stationary covariance models or models that are nonstationary in space but stationary in time. © 2017, The International Biometric Society.

Towards an exact relativistic theory of Earth's geoid undulation

NASA Astrophysics Data System (ADS)

Kopeikin, Sergei M.; Mazurova, Elena M.; Karpik, Alexander P.

2015-08-01

The present paper extends the Newtonian concept of the geoid in classic geodesy towards the realm of general relativity by utilizing the covariant geometric methods of the perturbation theory of curved manifolds. It yields a covariant definition of the anomalous (disturbing) gravity potential and formulates differential equation for it in the form of a covariant Laplace equation. The paper also derives the Bruns equation for calculation of geoid's height with full account for relativistic effects beyond the Newtonian approximation. A brief discussion of the relativistic Bruns formula is provided.

Quasilocal conserved charges in a covariant theory of gravity.

PubMed

Kim, Wontae; Kulkarni, Shailesh; Yi, Sang-Heon

2013-08-23

In any generally covariant theory of gravity, we show the relationship between the linearized asymptotically conserved current and its nonlinear completion through the identically conserved current. Our formulation for conserved charges is based on the Lagrangian description, and so completely covariant. By using this result, we give a prescription to define quasilocal conserved charges in any higher derivative gravity. As applications of our approach, we demonstrate the angular momentum invariance along the radial direction of black holes and reproduce more efficiently the linearized potential on the asymptotic anti-de Sitter space.

Dimension from covariance matrices.

PubMed

Carroll, T L; Byers, J M

2017-02-01

We describe a method to estimate embedding dimension from a time series. This method includes an estimate of the probability that the dimension estimate is valid. Such validity estimates are not common in algorithms for calculating the properties of dynamical systems. The algorithm described here compares the eigenvalues of covariance matrices created from an embedded signal to the eigenvalues for a covariance matrix of a Gaussian random process with the same dimension and number of points. A statistical test gives the probability that the eigenvalues for the embedded signal did not come from the Gaussian random process.

New method for propagating the square root covariance matrix in triangular form. [using Kalman-Bucy filter

NASA Technical Reports Server (NTRS)

Choe, C. Y.; Tapley, B. D.

1975-01-01

A method proposed by Potter of applying the Kalman-Bucy filter to the problem of estimating the state of a dynamic system is described, in which the square root of the state error covariance matrix is used to process the observations. A new technique which propagates the covariance square root matrix in lower triangular form is given for the discrete observation case. The technique is faster than previously proposed algorithms and is well-adapted for use with the Carlson square root measurement algorithm.

Schur Complement Inequalities for Covariance Matrices and Monogamy of Quantum Correlations

NASA Astrophysics Data System (ADS)

Lami, Ludovico; Hirche, Christoph; Adesso, Gerardo; Winter, Andreas

2016-11-01

We derive fundamental constraints for the Schur complement of positive matrices, which provide an operator strengthening to recently established information inequalities for quantum covariance matrices, including strong subadditivity. This allows us to prove general results on the monogamy of entanglement and steering quantifiers in continuous variable systems with an arbitrary number of modes per party. A powerful hierarchical relation for correlation measures based on the log-determinant of covariance matrices is further established for all Gaussian states, which has no counterpart among quantities based on the conventional von Neumann entropy.

Schur Complement Inequalities for Covariance Matrices and Monogamy of Quantum Correlations.

PubMed

Lami, Ludovico; Hirche, Christoph; Adesso, Gerardo; Winter, Andreas

2016-11-25

We derive fundamental constraints for the Schur complement of positive matrices, which provide an operator strengthening to recently established information inequalities for quantum covariance matrices, including strong subadditivity. This allows us to prove general results on the monogamy of entanglement and steering quantifiers in continuous variable systems with an arbitrary number of modes per party. A powerful hierarchical relation for correlation measures based on the log-determinant of covariance matrices is further established for all Gaussian states, which has no counterpart among quantities based on the conventional von Neumann entropy.

Comparison of elevation and remote sensing derived products as auxiliary data for climate surface interpolation

USGS Publications Warehouse

Alvarez, Otto; Guo, Qinghua; Klinger, Robert C.; Li, Wenkai; Doherty, Paul

2013-01-01

Climate models may be limited in their inferential use if they cannot be locally validated or do not account for spatial uncertainty. Much of the focus has gone into determining which interpolation method is best suited for creating gridded climate surfaces, which often a covariate such as elevation (Digital Elevation Model, DEM) is used to improve the interpolation accuracy. One key area where little research has addressed is in determining which covariate best improves the accuracy in the interpolation. In this study, a comprehensive evaluation was carried out in determining which covariates were most suitable for interpolating climatic variables (e.g. precipitation, mean temperature, minimum temperature, and maximum temperature). We compiled data for each climate variable from 1950 to 1999 from approximately 500 weather stations across the Western United States (32° to 49° latitude and −124.7° to −112.9° longitude). In addition, we examined the uncertainty of the interpolated climate surface. Specifically, Thin Plate Spline (TPS) was used as the interpolation method since it is one of the most popular interpolation techniques to generate climate surfaces. We considered several covariates, including DEM, slope, distance to coast (Euclidean distance), aspect, solar potential, radar, and two Normalized Difference Vegetation Index (NDVI) products derived from Advanced Very High Resolution Radiometer (AVHRR) and Moderate Resolution Imaging Spectroradiometer (MODIS). A tenfold cross-validation was applied to determine the uncertainty of the interpolation based on each covariate. In general, the leading covariate for precipitation was radar, while DEM was the leading covariate for maximum, mean, and minimum temperatures. A comparison to other products such as PRISM and WorldClim showed strong agreement across large geographic areas but climate surfaces generated in this study (ClimSurf) had greater variability at high elevation regions, such as in the Sierra Nevada Mountains.

Logistic regression of family data from retrospective study designs.

PubMed

Whittemore, Alice S; Halpern, Jerry

2003-11-01

We wish to study the effects of genetic and environmental factors on disease risk, using data from families ascertained because they contain multiple cases of the disease. To do so, we must account for the way participants were ascertained, and for within-family correlations in both disease occurrences and covariates. We model the joint probability distribution of the covariates of ascertained family members, given family disease occurrence and pedigree structure. We describe two such covariate models: the random effects model and the marginal model. Both models assume a logistic form for the distribution of one person's covariates that involves a vector beta of regression parameters. The components of beta in the two models have different interpretations, and they differ in magnitude when the covariates are correlated within families. We describe ascertainment assumptions needed to estimate consistently the parameters beta(RE) in the random effects model and the parameters beta(M) in the marginal model. Under the ascertainment assumptions for the random effects model, we show that conditional logistic regression (CLR) of matched family data gives a consistent estimate beta(RE) for beta(RE) and a consistent estimate for the covariance matrix of beta(RE). Under the ascertainment assumptions for the marginal model, we show that unconditional logistic regression (ULR) gives a consistent estimate for beta(M), and we give a consistent estimator for its covariance matrix. The random effects/CLR approach is simple to use and to interpret, but it can use data only from families containing both affected and unaffected members. The marginal/ULR approach uses data from all individuals, but its variance estimates require special computations. A C program to compute these variance estimates is available at http://www.stanford.edu/dept/HRP/epidemiology. We illustrate these pros and cons by application to data on the effects of parity on ovarian cancer risk in mother/daughter pairs, and use simulations to study the performance of the estimates. Copyright 2003 Wiley-Liss, Inc.

Scaling analysis of cloud and rain water in marine stratocumulus and implications for scale-aware microphysical parameterizations

NASA Astrophysics Data System (ADS)

Witte, M.; Morrison, H.; Jensen, J. B.; Bansemer, A.; Gettelman, A.

2017-12-01

The spatial covariance of cloud and rain water (or in simpler terms, small and large drops, respectively) is an important quantity for accurate prediction of the accretion rate in bulk microphysical parameterizations that account for subgrid variability using assumed probability density functions (pdfs). Past diagnoses of this covariance from remote sensing, in situ measurements and large eddy simulation output have implicitly assumed that the magnitude of the covariance is insensitive to grain size (i.e. horizontal resolution) and averaging length, but this is not the case because both cloud and rain water exhibit scale invariance across a wide range of scales - from tens of centimeters to tens of kilometers in the case of cloud water, a range that we will show is primarily limited by instrumentation and sampling issues. Since the individual variances systematically vary as a function of spatial scale, it should be expected that the covariance follows a similar relationship. In this study, we quantify the scaling properties of cloud and rain water content and their covariability from high frequency in situ aircraft measurements of marine stratocumulus taken over the southeastern Pacific Ocean aboard the NSF/NCAR C-130 during the VOCALS-REx field experiment of October-November 2008. First we confirm that cloud and rain water scale in distinct manners, indicating that there is a statistically and potentially physically significant difference in the spatial structure of the two fields. Next, we demonstrate that the covariance is a strong function of spatial scale, which implies important caveats regarding the ability of limited-area models with domains smaller than a few tens of kilometers across to accurately reproduce the spatial organization of precipitation. Finally, we present preliminary work on the development of a scale-aware parameterization of cloud-rain water subgrid covariability based in multifractal analysis intended for application in large-scale model microphysics schemes.

Individual-based versus aggregate meta-analysis in multi-database studies of pregnancy outcomes: the Nordic example of selective serotonin reuptake inhibitors and venlafaxine in pregnancy.

PubMed

Selmer, Randi; Haglund, Bengt; Furu, Kari; Andersen, Morten; Nørgaard, Mette; Zoëga, Helga; Kieler, Helle

2016-10-01

Compare analyses of a pooled data set on the individual level with aggregate meta-analysis in a multi-database study. We reanalysed data on 2.3 million births in a Nordic register based cohort study. We compared estimated odds ratios (OR) for the effect of selective serotonin reuptake inhibitors (SSRI) and venlafaxine use in pregnancy on any cardiovascular birth defect and the rare outcome right ventricular outflow tract obstructions (RVOTO). Common covariates included maternal age, calendar year, birth order, maternal diabetes, and co-medication. Additional covariates were added in analyses with country-optimized adjustment. Country adjusted OR (95%CI) for any cardiovascular birth defect in the individual-based pooled analysis was 1.27 (1.17-1.39), 1.17 (1.07-1.27) adjusted for common covariates and 1.15 (1.05-1.26) adjusted for all covariates. In fixed effects meta-analyses pooled OR was 1.29 (1.19-1.41) based on crude country specific ORs, 1.19 (1.09-1.29) adjusted for common covariates, and 1.16 (1.06-1.27) for country-optimized adjustment. In a random effects model the adjusted OR was 1.07 (0.87-1.32). For RVOTO, OR was 1.48 (1.15-1.89) adjusted for all covariates in the pooled data set, and 1.53 (1.19-1.96) after country-optimized adjustment. Country-specific adjusted analyses at the substance level were not possible for RVOTO. Results of fixed effects meta-analysis and individual-based analyses of a pooled dataset were similar in this study on the association of SSRI/venlafaxine and cardiovascular birth defects. Country-optimized adjustment attenuated the estimates more than adjustment for common covariates only. When data are sparse pooled data on the individual level are needed for adjusted analyses. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Exploratory Network Meta Regression Analysis of Stroke Prevention in Atrial Fibrillation Fails to Identify Any Interactions with Treatment Effect.

PubMed

Batson, Sarah; Sutton, Alex; Abrams, Keith

2016-01-01

Patients with atrial fibrillation are at a greater risk of stroke and therefore the main goal for treatment of patients with atrial fibrillation is to prevent stroke from occurring. There are a number of different stroke prevention treatments available to include warfarin and novel oral anticoagulants. Previous network meta-analyses of novel oral anticoagulants for stroke prevention in atrial fibrillation acknowledge the limitation of heterogeneity across the included trials but have not explored the impact of potentially important treatment modifying covariates. To explore potentially important treatment modifying covariates using network meta-regression analyses for stroke prevention in atrial fibrillation. We performed a network meta-analysis for the outcome of ischaemic stroke and conducted an exploratory regression analysis considering potentially important treatment modifying covariates. These covariates included the proportion of patients with a previous stroke, proportion of males, mean age, the duration of study follow-up and the patients underlying risk of ischaemic stroke. None of the covariates explored impacted relative treatment effects relative to placebo. Notably, the exploration of 'study follow-up' as a covariate supported the assumption that difference in trial durations is unimportant in this indication despite the variation across trials in the network. This study is limited by the quantity of data available. Further investigation is warranted, and, as justifying further trials may be difficult, it would be desirable to obtain individual patient level data (IPD) to facilitate an effort to relate treatment effects to IPD covariates in order to investigate heterogeneity. Observational data could also be examined to establish if there are potential trends elsewhere. The approach and methods presented have potentially wide applications within any indication as to highlight the potential benefit of extending decision problems to include additional comparators outside of those of primary interest to allow for the exploration of heterogeneity.

Structural Covariance Networks in Children with Autism or ADHD

PubMed Central

Romero-Garcia, R.; Mak, E.; Bullmore, E. T.; Baron-Cohen, S.

2017-01-01

Abstract Background While autism and attention-deficit/hyperactivity disorder (ADHD) are considered distinct conditions from a diagnostic perspective, clinically they share some phenotypic features and have high comorbidity. Regardless, most studies have focused on only one condition, with considerable heterogeneity in their results. Taking a dual-condition approach might help elucidate shared and distinct neural characteristics. Method Graph theory was used to analyse topological properties of structural covariance networks across both conditions and relative to a neurotypical (NT; n = 87) group using data from the ABIDE (autism; n = 62) and ADHD-200 datasets (ADHD; n = 69). Regional cortical thickness was used to construct the structural covariance networks. This was analysed in a theoretical framework examining potential differences in long and short-range connectivity, with a specific focus on relation between central graph measures and cortical thickness. Results We found convergence between autism and ADHD, where both conditions show an overall decrease in CT covariance with increased Euclidean distance between centroids compared with a NT population. The 2 conditions also show divergence. Namely, there is less modular overlap between the 2 conditions than there is between each condition and the NT group. The ADHD group also showed reduced cortical thickness and lower degree in hub regions than the autism group. Lastly, the ADHD group also showed reduced wiring costs compared with the autism groups. Conclusions Our results indicate a need for taking an integrated approach when considering highly comorbid conditions such as autism and ADHD. Furthermore, autism and ADHD both showed alterations in the relation between inter-regional covariance and centroid distance, where both groups show a steeper decline in covariance as a function of distance. The 2 groups also diverge on modular organization, cortical thickness of hub regions and wiring cost of the covariance network. Thus, on some network features the groups are distinct, yet on others there is convergence. PMID:28633299

White matter tract covariance patterns predict age-declining cognitive abilities.

PubMed

Gazes, Yunglin; Bowman, F DuBois; Razlighi, Qolamreza R; O'Shea, Deirdre; Stern, Yaakov; Habeck, Christian

2016-01-15

Previous studies investigating the relationship of white matter (WM) integrity to cognitive abilities and aging have either focused on a global measure or a few selected WM tracts. Ideally, contribution from all of the WM tracts should be evaluated at the same time. However, the high collinearity among WM tracts precludes systematic examination of WM tracts simultaneously without sacrificing statistical power due to stringent multiple-comparison corrections. Multivariate covariance techniques enable comprehensive simultaneous examination of all WM tracts without being penalized for high collinearity among observations. In this study, Scaled Subprofile Modeling (SSM) was applied to the mean integrity of 18 major WM tracts to extract covariance patterns that optimally predicted four cognitive abilities (perceptual speed, episodic memory, fluid reasoning, and vocabulary) in 346 participants across ages 20 to 79years old. Using expression of the covariance patterns, age-independent effects of white matter integrity on cognition and the indirect effect of WM integrity on age-related differences in cognition were tested separately, but inferences from the indirect analyses were cautiously made given that cross-sectional data set was used in the analysis. A separate covariance pattern was identified that significantly predicted each cognitive ability after controlling for age except for vocabulary, but the age by WM covariance pattern interaction was not significant for any of the three abilities. Furthermore, each of the patterns mediated the effect of age on the respective cognitive ability. A distinct set of WM tracts was most influential in each of the three patterns. The WM covariance pattern accounting for fluid reasoning showed the most number of influential WM tracts whereas the episodic memory pattern showed the least number. Specific patterns of WM tracts make significant contributions to the age-related differences in perceptual speed, episodic memory, and fluid reasoning but not vocabulary. Other measures of brain health will need to be explored to reveal the major influences on the vocabulary ability. Copyright © 2015 Elsevier Inc. All rights reserved.

Structural Covariance Networks in Children with Autism or ADHD.

PubMed

Bethlehem, R A I; Romero-Garcia, R; Mak, E; Bullmore, E T; Baron-Cohen, S

2017-08-01

While autism and attention-deficit/hyperactivity disorder (ADHD) are considered distinct conditions from a diagnostic perspective, clinically they share some phenotypic features and have high comorbidity. Regardless, most studies have focused on only one condition, with considerable heterogeneity in their results. Taking a dual-condition approach might help elucidate shared and distinct neural characteristics. Graph theory was used to analyse topological properties of structural covariance networks across both conditions and relative to a neurotypical (NT; n = 87) group using data from the ABIDE (autism; n = 62) and ADHD-200 datasets (ADHD; n = 69). Regional cortical thickness was used to construct the structural covariance networks. This was analysed in a theoretical framework examining potential differences in long and short-range connectivity, with a specific focus on relation between central graph measures and cortical thickness. We found convergence between autism and ADHD, where both conditions show an overall decrease in CT covariance with increased Euclidean distance between centroids compared with a NT population. The 2 conditions also show divergence. Namely, there is less modular overlap between the 2 conditions than there is between each condition and the NT group. The ADHD group also showed reduced cortical thickness and lower degree in hub regions than the autism group. Lastly, the ADHD group also showed reduced wiring costs compared with the autism groups. Our results indicate a need for taking an integrated approach when considering highly comorbid conditions such as autism and ADHD. Furthermore, autism and ADHD both showed alterations in the relation between inter-regional covariance and centroid distance, where both groups show a steeper decline in covariance as a function of distance. The 2 groups also diverge on modular organization, cortical thickness of hub regions and wiring cost of the covariance network. Thus, on some network features the groups are distinct, yet on others there is convergence. © The Author 2017. Published by Oxford University Press.

A Functional Interplay between Human Immunodeficiency Virus Type 1 Protease Residues 77 and 93 Involved in Differential Regulation of Precursor Autoprocessing and Mature Protease Activity

PubMed Central

Counts, Christopher J.; Ho, P. Shing; Donlin, Maureen J.; Tavis, John E.; Chen, Chaoping

2015-01-01

HIV-1 protease (PR) is a viral enzyme vital to the production of infectious virions. It is initially synthesized as part of the Gag-Pol polyprotein precursor in the infected cell. The free mature PR is liberated as a result of precursor autoprocessing upon virion release. We previously described a model system to examine autoprocessing in transfected mammalian cells. Here, we report that a covariance analysis of miniprecursor (p6*-PR) sequences derived from drug naïve patients identified a series of amino acid pairs that vary together across independent viral isolates. These covariance pairs were used to build the first topology map of the miniprecursor that suggests high levels of interaction between the p6* peptide and the mature PR. Additionally, several PR-PR covariance pairs are located far from each other (>12 Å Cα to Cα) relative to their positions in the mature PR structure. Biochemical characterization of one such covariance pair (77–93) revealed that each residue shows distinct preference for one of three alkyl amino acids (V, I, and L) and that a polar or charged amino acid at either of these two positions abolishes precursor autoprocessing. The most commonly observed 77V is preferred by the most commonly observed 93I, but the 77I variant is preferred by other 93 variances (L, V, or M) in supporting precursor autoprocessing. Furthermore, the 77I93V covariant enhanced precursor autoprocessing and Gag polyprotein processing but decreased the mature PR activity. Therefore, both covariance and biochemical analyses support a functional association between residues 77 and 93, which are spatially distant from each other in the mature PR structure. Our data also suggests that these covariance pairs differentially regulate precursor autoprocessing and the mature protease activity. PMID:25893662

Adaptive framework to better characterize errors of apriori fluxes and observational residuals in a Bayesian setup for the urban flux inversions.

NASA Astrophysics Data System (ADS)

Ghosh, S.; Lopez-Coto, I.; Prasad, K.; Karion, A.; Mueller, K.; Gourdji, S.; Martin, C.; Whetstone, J. R.

2017-12-01

The National Institute of Standards and Technology (NIST) supports the North-East Corridor Baltimore Washington (NEC-B/W) project and Indianapolis Flux Experiment (INFLUX) aiming to quantify sources of Greenhouse Gas (GHG) emissions as well as their uncertainties. These projects employ different flux estimation methods including top-down inversion approaches. The traditional Bayesian inversion method estimates emission distributions by updating prior information using atmospheric observations of Green House Gases (GHG) coupled to an atmospheric and dispersion model. The magnitude of the update is dependent upon the observed enhancement along with the assumed errors such as those associated with prior information and the atmospheric transport and dispersion model. These errors are specified within the inversion covariance matrices. The assumed structure and magnitude of the specified errors can have large impact on the emission estimates from the inversion. The main objective of this work is to build a data-adaptive model for these covariances matrices. We construct a synthetic data experiment using a Kalman Filter inversion framework (Lopez et al., 2017) employing different configurations of transport and dispersion model and an assumed prior. Unlike previous traditional Bayesian approaches, we estimate posterior emissions using regularized sample covariance matrices associated with prior errors to investigate whether the structure of the matrices help to better recover our hypothetical true emissions. To incorporate transport model error, we use ensemble of transport models combined with space-time analytical covariance to construct a covariance that accounts for errors in space and time. A Kalman Filter is then run using these covariances along with Maximum Likelihood Estimates (MLE) of the involved parameters. Preliminary results indicate that specifying sptio-temporally varying errors in the error covariances can improve the flux estimates and uncertainties. We also demonstrate that differences between the modeled and observed meteorology can be used to predict uncertainties associated with atmospheric transport and dispersion modeling which can help improve the skill of an inversion at urban scales.

Survival analysis with functional covariates for partial follow-up studies.

PubMed

Fang, Hong-Bin; Wu, Tong Tong; Rapoport, Aaron P; Tan, Ming

2016-12-01

Predictive or prognostic analysis plays an increasingly important role in the era of personalized medicine to identify subsets of patients whom the treatment may benefit the most. Although various time-dependent covariate models are available, such models require that covariates be followed in the whole follow-up period. This article studies a new class of functional survival models where the covariates are only monitored in a time interval that is shorter than the whole follow-up period. This paper is motivated by the analysis of a longitudinal study on advanced myeloma patients who received stem cell transplants and T cell infusions after the transplants. The absolute lymphocyte cell counts were collected serially during hospitalization. Those patients are still followed up if they are alive after hospitalization, while their absolute lymphocyte cell counts cannot be measured after that. Another complication is that absolute lymphocyte cell counts are sparsely and irregularly measured. The conventional method using Cox model with time-varying covariates is not applicable because of the different lengths of observation periods. Analysis based on each single observation obviously underutilizes available information and, more seriously, may yield misleading results. This so-called partial follow-up study design represents increasingly common predictive modeling problem where we have serial multiple biomarkers up to a certain time point, which is shorter than the total length of follow-up. We therefore propose a solution to the partial follow-up design. The new method combines functional principal components analysis and survival analysis with selection of those functional covariates. It also has the advantage of handling sparse and irregularly measured longitudinal observations of covariates and measurement errors. Our analysis based on functional principal components reveals that it is the patterns of the trajectories of absolute lymphocyte cell counts, instead of the actual counts, that affect patient's disease-free survival time. © The Author(s) 2014.

Covariant Uniform Acceleration

NASA Astrophysics Data System (ADS)

Friedman, Yaakov; Scarr, Tzvi

2013-04-01

We derive a 4D covariant Relativistic Dynamics Equation. This equation canonically extends the 3D relativistic dynamics equation , where F is the 3D force and p = m0γv is the 3D relativistic momentum. The standard 4D equation is only partially covariant. To achieve full Lorentz covariance, we replace the four-force F by a rank 2 antisymmetric tensor acting on the four-velocity. By taking this tensor to be constant, we obtain a covariant definition of uniformly accelerated motion. This solves a problem of Einstein and Planck. We compute explicit solutions for uniformly accelerated motion. The solutions are divided into four Lorentz-invariant types: null, linear, rotational, and general. For null acceleration, the worldline is cubic in the time. Linear acceleration covariantly extends 1D hyperbolic motion, while rotational acceleration covariantly extends pure rotational motion. We use Generalized Fermi-Walker transport to construct a uniformly accelerated family of inertial frames which are instantaneously comoving to a uniformly accelerated observer. We explain the connection between our approach and that of Mashhoon. We show that our solutions of uniformly accelerated motion have constant acceleration in the comoving frame. Assuming the Weak Hypothesis of Locality, we obtain local spacetime transformations from a uniformly accelerated frame K' to an inertial frame K. The spacetime transformations between two uniformly accelerated frames with the same acceleration are Lorentz. We compute the metric at an arbitrary point of a uniformly accelerated frame. We obtain velocity and acceleration transformations from a uniformly accelerated system K' to an inertial frame K. We introduce the 4D velocity, an adaptation of Horwitz and Piron s notion of "off-shell." We derive the general formula for the time dilation between accelerated clocks. We obtain a formula for the angular velocity of a uniformly accelerated object. Every rest point of K' is uniformly accelerated, and its acceleration is a function of the observer's acceleration and its position. We obtain an interpretation of the Lorentz-Abraham-Dirac equation as an acceleration transformation from K' to K.

Hawking radiation and covariant anomalies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Banerjee, Rabin; Kulkarni, Shailesh

2008-01-15

Generalizing the method of Wilczek and collaborators we provide a derivation of Hawking radiation from charged black holes using only covariant gauge and gravitational anomalies. The reliability and universality of the anomaly cancellation approach to Hawking radiation is also discussed.

Toward a clearer portrayal of confounding bias in instrumental variable applications.

PubMed

Jackson, John W; Swanson, Sonja A

2015-07-01

Recommendations for reporting instrumental variable analyses often include presenting the balance of covariates across levels of the proposed instrument and levels of the treatment. However, such presentation can be misleading as relatively small imbalances among covariates across levels of the instrument can result in greater bias because of bias amplification. We introduce bias plots and bias component plots as alternative tools for understanding biases in instrumental variable analyses. Using previously published data on proposed preference-based, geography-based, and distance-based instruments, we demonstrate why presenting covariate balance alone can be problematic, and how bias component plots can provide more accurate context for bias from omitting a covariate from an instrumental variable versus non-instrumental variable analysis. These plots can also provide relevant comparisons of different proposed instruments considered in the same data. Adaptable code is provided for creating the plots.

Realistic Covariance Prediction for the Earth Science Constellation

NASA Technical Reports Server (NTRS)

Duncan, Matthew; Long, Anne

2006-01-01

Routine satellite operations for the Earth Science Constellation (ESC) include collision risk assessment between members of the constellation and other orbiting space objects. One component of the risk assessment process is computing the collision probability between two space objects. The collision probability is computed using Monte Carlo techniques as well as by numerically integrating relative state probability density functions. Each algorithm takes as inputs state vector and state vector uncertainty information for both objects. The state vector uncertainty information is expressed in terms of a covariance matrix. The collision probability computation is only as good as the inputs. Therefore, to obtain a collision calculation that is a useful decision-making metric, realistic covariance matrices must be used as inputs to the calculation. This paper describes the process used by the NASA/Goddard Space Flight Center's Earth Science Mission Operations Project to generate realistic covariance predictions for three of the Earth Science Constellation satellites: Aqua, Aura and Terra.

A Multipixel Time Series Analysis Method Accounting for Ground Motion, Atmospheric Noise, and Orbital Errors

NASA Astrophysics Data System (ADS)

Jolivet, R.; Simons, M.

2018-02-01

Interferometric synthetic aperture radar time series methods aim to reconstruct time-dependent ground displacements over large areas from sets of interferograms in order to detect transient, periodic, or small-amplitude deformation. Because of computational limitations, most existing methods consider each pixel independently, ignoring important spatial covariances between observations. We describe a framework to reconstruct time series of ground deformation while considering all pixels simultaneously, allowing us to account for spatial covariances, imprecise orbits, and residual atmospheric perturbations. We describe spatial covariances by an exponential decay function dependent of pixel-to-pixel distance. We approximate the impact of imprecise orbit information and residual long-wavelength atmosphere as a low-order polynomial function. Tests on synthetic data illustrate the importance of incorporating full covariances between pixels in order to avoid biased parameter reconstruction. An example of application to the northern Chilean subduction zone highlights the potential of this method.

What is the right formalism to search for resonances?

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mikhasenko, M.; Pilloni, A.; Nys, J.

Hmore » adron decay chains constitute one of the main sources of information on the QCD spectrum. We discuss the differences between several partial wave analysis formalisms used in the literature to build the amplitudes. We match the helicity amplitudes to the covariant tensor basis. ereby, we pay attention to the analytical properties of the amplitudes and separate singularities of kinematical and dynamical nature. We study the analytical properties of the spin-orbit (LS) formalism, and some of the covariant tensor approaches. In particular, we explicitly build the amplitudes for the B → ψ π K and B → D ¯ π π decays, and show that the energy dependence of the covariant approach is model dependent. We also show that the usual recursive construction of covariant tensors explicitly violates crossing symmetry, which would lead to different resonance parameters extracted from scattering and decay processes.« less

What is the right formalism to search for resonances?

DOE PAGES

Mikhasenko, M.; Pilloni, A.; Nys, J.; ...

2018-03-17

Hmore » adron decay chains constitute one of the main sources of information on the QCD spectrum. We discuss the differences between several partial wave analysis formalisms used in the literature to build the amplitudes. We match the helicity amplitudes to the covariant tensor basis. ereby, we pay attention to the analytical properties of the amplitudes and separate singularities of kinematical and dynamical nature. We study the analytical properties of the spin-orbit (LS) formalism, and some of the covariant tensor approaches. In particular, we explicitly build the amplitudes for the B → ψ π K and B → D ¯ π π decays, and show that the energy dependence of the covariant approach is model dependent. We also show that the usual recursive construction of covariant tensors explicitly violates crossing symmetry, which would lead to different resonance parameters extracted from scattering and decay processes.« less

Best (but oft-forgotten) practices: propensity score methods in clinical nutrition research.

PubMed

Ali, M Sanni; Groenwold, Rolf Hh; Klungel, Olaf H

2016-08-01

In observational studies, treatment assignment is a nonrandom process and treatment groups may not be comparable in their baseline characteristics, a phenomenon known as confounding. Propensity score (PS) methods can be used to achieve comparability of treated and nontreated groups in terms of their observed covariates and, as such, control for confounding in estimating treatment effects. In this article, we provide a step-by-step guidance on how to use PS methods. For illustrative purposes, we used simulated data based on an observational study of the relation between oral nutritional supplementation and hospital length of stay. We focused on the key aspects of PS analysis, including covariate selection, PS estimation, covariate balance assessment, treatment effect estimation, and reporting. PS matching, stratification, covariate adjustment, and weighting are discussed. R codes and example data are provided to show the different steps in a PS analysis. © 2016 American Society for Nutrition.

Facilitated assignment of large protein NMR signals with covariance sequential spectra using spectral derivatives.

PubMed

Harden, Bradley J; Nichols, Scott R; Frueh, Dominique P

2014-09-24

Nuclear magnetic resonance (NMR) studies of larger proteins are hampered by difficulties in assigning NMR resonances. Human intervention is typically required to identify NMR signals in 3D spectra, and subsequent procedures depend on the accuracy of this so-called peak picking. We present a method that provides sequential connectivities through correlation maps constructed with covariance NMR, bypassing the need for preliminary peak picking. We introduce two novel techniques to minimize false correlations and merge the information from all original 3D spectra. First, we take spectral derivatives prior to performing covariance to emphasize coincident peak maxima. Second, we multiply covariance maps calculated with different 3D spectra to destroy erroneous sequential correlations. The maps are easy to use and can readily be generated from conventional triple-resonance experiments. Advantages of the method are demonstrated on a 37 kDa nonribosomal peptide synthetase domain subject to spectral overlap.

Noise covariance incorporated MEG-MUSIC algorithm: a method for multiple-dipole estimation tolerant of the influence of background brain activity.

PubMed

Sekihara, K; Poeppel, D; Marantz, A; Koizumi, H; Miyashita, Y

1997-09-01

This paper proposes a method of localizing multiple current dipoles from spatio-temporal biomagnetic data. The method is based on the multiple signal classification (MUSIC) algorithm and is tolerant of the influence of background brain activity. In this method, the noise covariance matrix is estimated using a portion of the data that contains noise, but does not contain any signal information. Then, a modified noise subspace projector is formed using the generalized eigenvectors of the noise and measured-data covariance matrices. The MUSIC localizer is calculated using this noise subspace projector and the noise covariance matrix. The results from a computer simulation have verified the effectiveness of the method. The method was then applied to source estimation for auditory-evoked fields elicited by syllable speech sounds. The results strongly suggest the method's effectiveness in removing the influence of background activity.

A Kalman filter for a two-dimensional shallow-water model

NASA Technical Reports Server (NTRS)

Parrish, D. F.; Cohn, S. E.

1985-01-01

A two-dimensional Kalman filter is described for data assimilation for making weather forecasts. The filter is regarded as superior to the optimal interpolation method because the filter determines the forecast error covariance matrix exactly instead of using an approximation. A generalized time step is defined which includes expressions for one time step of the forecast model, the error covariance matrix, the gain matrix, and the evolution of the covariance matrix. Subsequent time steps are achieved by quantifying the forecast variables or employing a linear extrapolation from a current variable set, assuming the forecast dynamics are linear. Calculations for the evolution of the error covariance matrix are banded, i.e., are performed only with the elements significantly different from zero. Experimental results are provided from an application of the filter to a shallow-water simulation covering a 6000 x 6000 km grid.

Improving Factor Score Estimation Through the Use of Observed Background Characteristics

PubMed Central

Curran, Patrick J.; Cole, Veronica; Bauer, Daniel J.; Hussong, Andrea M.; Gottfredson, Nisha

2016-01-01

A challenge facing nearly all studies in the psychological sciences is how to best combine multiple items into a valid and reliable score to be used in subsequent modelling. The most ubiquitous method is to compute a mean of items, but more contemporary approaches use various forms of latent score estimation. Regardless of approach, outside of large-scale testing applications, scoring models rarely include background characteristics to improve score quality. The current paper used a Monte Carlo simulation design to study score quality for different psychometric models that did and did not include covariates across levels of sample size, number of items, and degree of measurement invariance. The inclusion of covariates improved score quality for nearly all design factors, and in no case did the covariates degrade score quality relative to not considering the influences at all. Results suggest that the inclusion of observed covariates can improve factor score estimation. PMID:28757790

DOE Office of Scientific and Technical Information (OSTI.GOV)

Santamarina, A.; Bernard, D.; Dos Santos, N.

This paper describes the method to define relevant targeted integral measurements that allow the improvement of nuclear data evaluations and the determination of corresponding reliable covariances. {sup 235}U and {sup 56}Fe examples are pointed out for the improvement of JEFF3 data. Utilizations of these covariances are shown for Sensitivity and Representativity studies, Uncertainty calculations, and Transposition of experimental results to industrial applications. S/U studies are more and more used in Reactor Physics and Safety-Criticality. However, the reliability of study results relies strongly on the ND covariance relevancy. Our method derives the real uncertainty associated with each evaluation from calibration onmore » targeted integral measurements. These realistic covariance matrices allow reliable JEFF3.1.1 calculation of prior uncertainty due to nuclear data, as well as uncertainty reduction based on representative integral experiments, in challenging design calculations such as GEN3 and RJH reactors.« less

Covariance Matrix of a Double-Differential Doppler-Broadened Elastic Scattering Cross Section

NASA Astrophysics Data System (ADS)

Arbanas, G.; Becker, B.; Dagan, R.; Dunn, M. E.; Larson, N. M.; Leal, L. C.; Williams, M. L.

2012-05-01

Legendre moments of a double-differential Doppler-broadened elastic neutron scattering cross section on 238U are computed near the 6.67 eV resonance at temperature T = 103 K up to angular order 14. A covariance matrix of these Legendre moments is computed as a functional of the covariance matrix of the elastic scattering cross section. A variance of double-differential Doppler-broadened elastic scattering cross section is computed from the covariance of Legendre moments. Notice: This manuscript has been authored by UT-Battelle, LLC, under contract DE-AC05-00OR22725 with the U.S. Department of Energy. The United States Government retains and the publisher, by accepting the article for publication, acknowledges that the United States Government retains a non-exclusive, paid-up, irrevocable, world-wide license to publish or reproduce the published form of this manuscript, or allow others to do so, for United States Government purposes.

Penalized Ordinal Regression Methods for Predicting Stage of Cancer in High-Dimensional Covariate Spaces.

PubMed

Gentry, Amanda Elswick; Jackson-Cook, Colleen K; Lyon, Debra E; Archer, Kellie J

2015-01-01

The pathological description of the stage of a tumor is an important clinical designation and is considered, like many other forms of biomedical data, an ordinal outcome. Currently, statistical methods for predicting an ordinal outcome using clinical, demographic, and high-dimensional correlated features are lacking. In this paper, we propose a method that fits an ordinal response model to predict an ordinal outcome for high-dimensional covariate spaces. Our method penalizes some covariates (high-throughput genomic features) without penalizing others (such as demographic and/or clinical covariates). We demonstrate the application of our method to predict the stage of breast cancer. In our model, breast cancer subtype is a nonpenalized predictor, and CpG site methylation values from the Illumina Human Methylation 450K assay are penalized predictors. The method has been made available in the ordinalgmifs package in the R programming environment.

Adaptive non-interventional heuristics for covariation detection in causal induction: model comparison and rational analysis.

PubMed

Hattori, Masasi; Oaksford, Mike

2007-09-10

In this article, 41 models of covariation detection from 2 × 2 contingency tables were evaluated against past data in the literature and against data from new experiments. A new model was also included based on a limiting case of the normative phi-coefficient under an extreme rarity assumption, which has been shown to be an important factor in covariation detection (McKenzie & Mikkelsen, 2007) and data selection (Hattori, 2002; Oaksford & Chater, 1994, 2003). The results were supportive of the new model. To investigate its explanatory adequacy, a rational analysis using two computer simulations was conducted. These simulations revealed the environmental conditions and the memory restrictions under which the new model best approximates the normative model of covariation detection in these tasks. They thus demonstrated the adaptive rationality of the new model. 2007 Cognitive Science Society, Inc.

A Fast EM Algorithm for Fitting Joint Models of a Binary Response and Multiple Longitudinal Covariates Subject to Detection Limits

PubMed Central

Bernhardt, Paul W.; Zhang, Daowen; Wang, Huixia Judy

2014-01-01

Joint modeling techniques have become a popular strategy for studying the association between a response and one or more longitudinal covariates. Motivated by the GenIMS study, where it is of interest to model the event of survival using censored longitudinal biomarkers, a joint model is proposed for describing the relationship between a binary outcome and multiple longitudinal covariates subject to detection limits. A fast, approximate EM algorithm is developed that reduces the dimension of integration in the E-step of the algorithm to one, regardless of the number of random effects in the joint model. Numerical studies demonstrate that the proposed approximate EM algorithm leads to satisfactory parameter and variance estimates in situations with and without censoring on the longitudinal covariates. The approximate EM algorithm is applied to analyze the GenIMS data set. PMID:25598564

Optimal estimation of spatially variable recharge and transmissivity fields under steady-state groundwater flow. Part 1. Theory

NASA Astrophysics Data System (ADS)

Graham, Wendy D.; Tankersley, Claude D.

1994-05-01

Stochastic methods are used to analyze two-dimensional steady groundwater flow subject to spatially variable recharge and transmissivity. Approximate partial differential equations are developed for the covariances and cross-covariances between the random head, transmissivity and recharge fields. Closed-form solutions of these equations are obtained using Fourier transform techniques. The resulting covariances and cross-covariances can be incorporated into a Bayesian conditioning procedure which provides optimal estimates of the recharge, transmissivity and head fields given available measurements of any or all of these random fields. Results show that head measurements contain valuable information for estimating the random recharge field. However, when recharge is treated as a spatially variable random field, the value of head measurements for estimating the transmissivity field can be reduced considerably. In a companion paper, the method is applied to a case study of the Upper Floridan Aquifer in NE Florida.

Geographic analysis of shigellosis in Vietnam.

PubMed

Kim, Deok Ryun; Ali, Mohammad; Thiem, Vu Dinh; Park, Jin-Kyung; von Seidlein, Lorenz; Clemens, John

2008-12-01

Geographic and ecological analysis may provide investigators useful ecological information for the control of shigellosis. This paper provides distribution of individual Shigella species in space, and ecological covariates for shigellosis in Nha Trang, Vietnam. Data on shigellosis in neighborhoods were used to identify ecological covariates. A Bayesian hierarchical model was used to obtain joint posterior distribution of model parameters and to construct smoothed risk maps for shigellosis. Neighborhoods with a high proportion of worshippers of traditional religion, close proximity to hospital, or close proximity to the river had increased risk for shigellosis. The ecological covariates associated with Shigella flexneri differed from the covariates for Shigella sonnei. In contrast the spatial distribution of the two species was similar. The disease maps can help identify high-risk areas of shigellosis that can be targeted for interventions. This approach may be useful for the selection of populations and the analysis of vaccine trials.

Method and system to estimate variables in an integrated gasification combined cycle (IGCC) plant

DOEpatents

Kumar, Aditya; Shi, Ruijie; Dokucu, Mustafa

2013-09-17

System and method to estimate variables in an integrated gasification combined cycle (IGCC) plant are provided. The system includes a sensor suite to measure respective plant input and output variables. An extended Kalman filter (EKF) receives sensed plant input variables and includes a dynamic model to generate a plurality of plant state estimates and a covariance matrix for the state estimates. A preemptive-constraining processor is configured to preemptively constrain the state estimates and covariance matrix to be free of constraint violations. A measurement-correction processor may be configured to correct constrained state estimates and a constrained covariance matrix based on processing of sensed plant output variables. The measurement-correction processor is coupled to update the dynamic model with corrected state estimates and a corrected covariance matrix. The updated dynamic model may be configured to estimate values for at least one plant variable not originally sensed by the sensor suite.

Linear and nonlinear variable selection in competing risks data.

PubMed

Ren, Xiaowei; Li, Shanshan; Shen, Changyu; Yu, Zhangsheng

2018-06-15

Subdistribution hazard model for competing risks data has been applied extensively in clinical researches. Variable selection methods of linear effects for competing risks data have been studied in the past decade. There is no existing work on selection of potential nonlinear effects for subdistribution hazard model. We propose a two-stage procedure to select the linear and nonlinear covariate(s) simultaneously and estimate the selected covariate effect(s). We use spectral decomposition approach to distinguish the linear and nonlinear parts of each covariate and adaptive LASSO to select each of the 2 components. Extensive numerical studies are conducted to demonstrate that the proposed procedure can achieve good selection accuracy in the first stage and small estimation biases in the second stage. The proposed method is applied to analyze a cardiovascular disease data set with competing death causes. Copyright © 2018 John Wiley & Sons, Ltd.

Random Effects: Variance Is the Spice of Life.

PubMed

Jupiter, Daniel C

Covariates in regression analyses allow us to understand how independent variables of interest impact our dependent outcome variable. Often, we consider fixed effects covariates (e.g., gender or diabetes status) for which we examine subjects at each value of the covariate. We examine both men and women and, within each gender, examine both diabetic and nondiabetic patients. Occasionally, however, we consider random effects covariates for which we do not examine subjects at every value. For example, we examine patients from only a sample of hospitals and, within each hospital, examine both diabetic and nondiabetic patients. The random sampling of hospitals is in contrast to the complete coverage of all genders. In this column I explore the differences in meaning and analysis when thinking about fixed and random effects variables. Copyright © 2016 American College of Foot and Ankle Surgeons. Published by Elsevier Inc. All rights reserved.

The Effects of Vegetative Type, Edges, Fire History, Rainfall and Management in Fire-Maintained Ecosystems

NASA Technical Reports Server (NTRS)

Breininger, David R.; Foster, Tammy E.; Carter, Geoffrey M.; Duncan, Brean W.; Stolen, Eric D.; Lyon, James E.

2017-01-01

The combined effects of repeated fires, climate, and landscape features (e.g., edges) need greater focus in fire ecology studies, which usually emphasize characteristics of the most recent fire and not fire history. Florida scrub-jays are an imperiled, territorial species that prefer medium (1.2-1.7 m) shrub heights. We measured short, medium, and tall habitat quality states annually within 10 ha grid cells that represented potential territories because frequent fires and vegetative recovery cause annual variation in habitat quality. We used multistate models and model selection to test competing hypotheses about how transition probabilities between states varied annually as functions of environmental covariates. Covariates included vegetative type, edges, precipitation, openings (gaps between shrubs), mechanical cutting, and fire characteristics. Fire characteristics not only included an annual presenceabsence of fire covariate, but also fire history covariates: time since the previous fire, the maximum fire-free interval, and the number of repeated fires. Statistical models with support included many covariates for each transition probability, often including fire history, interactions and nonlinear relationships. Tall territories resulted from 28 years of fire suppression and habitat fragmentation that reduced the spread of fires across landscapes. Despite 35 years of habitat restoration and prescribed fires, half the territories remained tall suggesting a regime shift to a less desirable habitat condition. Measuring territory quality states and environmental covariates each year combined with multistate modeling provided a useful empirical approach to quantify the effects of repeated fire in combinations with environmental variables on transition probabilities that drive management strategies and ecosystem change.

African American Race is an Independent Risk Factor in Survival from Initially Diagnosed Localized Breast Cancer

PubMed Central

Wieder, Robert; Shafiq, Basit; Adam, Nabil

2016-01-01

BACKGROUND: African American race negatively impacts survival from localized breast cancer but co-variable factors confound the impact. METHODS: Data sets were analyzed from the Surveillance, Epidemiology and End Results (SEER) directories from 1973 to 2011 consisting of patients with designated diagnosis of breast adenocarcinoma, race as White or Caucasian, Black or African American, Asian, American Indian or Alaskan Native, Native Hawaiian or Pacific Islander, age, stage I, II or III, grade 1, 2 or 3, estrogen receptor or progesterone receptor positive or negative, marital status as single, married, separated, divorced or widowed and laterality as right or left. The Cox Proportional Hazards Regression model was used to determine hazard ratios for survival. Chi square test was applied to determine the interdependence of variables found significant in the multivariable Cox Proportional Hazards Regression analysis. Cells with stratified data of patients with identical characteristics except African American or Caucasian race were compared. RESULTS: Age, stage, grade, ER and PR status and marital status significantly co-varied with race and with each other. Stratifications by single co-variables demonstrated worse hazard ratios for survival for African Americans. Stratification by three and four co-variables demonstrated worse hazard ratios for survival for African Americans in most subgroupings with sufficient numbers of values. Differences in some subgroupings containing poor prognostic co-variables did not reach significance, suggesting that race effects may be partly overcome by additional poor prognostic indicators. CONCLUSIONS: African American race is a poor prognostic indicator for survival from breast cancer independent of 6 associated co-variables with prognostic significance. PMID:27698895

Functional connectivity change as shared signal dynamics

PubMed Central

Cole, Michael W.; Yang, Genevieve J.; Murray, John D.; Repovš, Grega; Anticevic, Alan

2015-01-01

Background An increasing number of neuroscientific studies gain insights by focusing on differences in functional connectivity – between groups, individuals, temporal windows, or task conditions. We found using simulations that additional insights into such differences can be gained by forgoing variance normalization, a procedure used by most functional connectivity measures. Simulations indicated that these functional connectivity measures are sensitive to increases in independent fluctuations (unshared signal) in time series, consistently reducing functional connectivity estimates (e.g., correlations) even though such changes are unrelated to corresponding fluctuations (shared signal) between those time series. This is inconsistent with the common notion of functional connectivity as the amount of inter-region interaction. New Method Simulations revealed that a version of correlation without variance normalization – covariance – was able to isolate differences in shared signal, increasing interpretability of observed functional connectivity change. Simulations also revealed cases problematic for non-normalized methods, leading to a “covariance conjunction” method combining the benefits of both normalized and non-normalized approaches. Results We found that covariance and covariance conjunction methods can detect functional connectivity changes across a variety of tasks and rest in both clinical and non-clinical functional MRI datasets. Comparison with Existing Method(s) We verified using a variety of tasks and rest in both clinical and non-clinical functional MRI datasets that it matters in practice whether correlation, covariance, or covariance conjunction methods are used. Conclusions These results demonstrate the practical and theoretical utility of isolating changes in shared signal, improving the ability to interpret observed functional connectivity change. PMID:26642966

Parcellation of the human orbitofrontal cortex based on gray matter volume covariance.

PubMed

Liu, Huaigui; Qin, Wen; Qi, Haotian; Jiang, Tianzi; Yu, Chunshui

2015-02-01

The human orbitofrontal cortex (OFC) is an enigmatic brain region that cannot be parcellated reliably using diffusional and functional magnetic resonance imaging (fMRI) because there is signal dropout that results from an inherent defect in imaging techniques. We hypothesise that the OFC can be reliably parcellated into subregions based on gray matter volume (GMV) covariance patterns that are derived from artefact-free structural images. A total of 321 healthy young subjects were examined by high-resolution structural MRI. The OFC was parcellated into subregions-based GMV covariance patterns; and then sex and laterality differences in GMV covariance pattern of each OFC subregion were compared. The human OFC was parcellated into the anterior (OFCa), medial (OFCm), posterior (OFCp), intermediate (OFCi), and lateral (OFCl) subregions. This parcellation scheme was validated by the same analyses of the left OFC and the bilateral OFCs in male and female subjects. Both visual observation and quantitative comparisons indicated a unique GMV covariance pattern for each OFC subregion. These OFC subregions mainly covaried with the prefrontal and temporal cortices, cingulate cortex and amygdala. In addition, GMV correlations of most OFC subregions were similar across sex and laterality except for significant laterality difference in the OFCl. The right OFCl had stronger GMV correlation with the right inferior frontal cortex. Using high-resolution structural images, we established a reliable parcellation scheme for the human OFC, which may provide an in vivo guide for subregion-level studies of this region and improve our understanding of the human OFC at subregional levels. © 2014 Wiley Periodicals, Inc.

Covariance Between Arctic Sea Ice and Clouds Within Atmospheric State Regimes at the Satellite Footprint Level

NASA Technical Reports Server (NTRS)

Taylor, Patrick C.; Kato, Seiji; Xu, Kuan-Man; Cai, Ming

2015-01-01

Understanding the cloud response to sea ice change is necessary for modeling Arctic climate. Previous work has primarily addressed this problem from the interannual variability perspective. This paper provides a refined perspective of sea ice-cloud relationship in the Arctic using a satellite footprint-level quantification of the covariance between sea ice and Arctic low cloud properties from NASA A-Train active remote sensing data. The covariances between Arctic low cloud properties and sea ice concentration are quantified by first partitioning each footprint into four atmospheric regimes defined using thresholds of lower tropospheric stability and mid-tropospheric vertical velocity. Significant regional variability in the cloud properties is found within the atmospheric regimes indicating that the regimes do not completely account for the influence of meteorology. Regional anomalies are used to account for the remaining meteorological influence on clouds. After accounting for meteorological regime and regional influences, a statistically significant but weak covariance between cloud properties and sea ice is found in each season for at least one atmospheric regime. Smaller average cloud fraction and liquid water are found within footprints with more sea ice. The largest-magnitude cloud-sea ice covariance occurs between 500m and 1.2 km when the lower tropospheric stability is between 16 and 24 K. The covariance between low cloud properties and sea ice is found to be largest in fall and is accompanied by significant changes in boundary layer temperature structure where larger average near-surface static stability is found at larger sea ice concentrations.

A Framework for Propagation of Uncertainties in the Kepler Data Analysis Pipeline

NASA Technical Reports Server (NTRS)

Clarke, Bruce D.; Allen, Christopher; Bryson, Stephen T.; Caldwell, Douglas A.; Chandrasekaran, Hema; Cote, Miles T.; Girouard, Forrest; Jenkins, Jon M.; Klaus, Todd C.; Li, Jie;

Evaluation of subset matching methods and forms of covariate balance.

PubMed

de Los Angeles Resa, María; Zubizarreta, José R

2016-11-30

This paper conducts a Monte Carlo simulation study to evaluate the performance of multivariate matching methods that select a subset of treatment and control observations. The matching methods studied are the widely used nearest neighbor matching with propensity score calipers and the more recently proposed methods, optimal matching of an optimally chosen subset and optimal cardinality matching. The main findings are: (i) covariate balance, as measured by differences in means, variance ratios, Kolmogorov-Smirnov distances, and cross-match test statistics, is better with cardinality matching because by construction it satisfies balance requirements; (ii) for given levels of covariate balance, the matched samples are larger with cardinality matching than with the other methods; (iii) in terms of covariate distances, optimal subset matching performs best; (iv) treatment effect estimates from cardinality matching have lower root-mean-square errors, provided strong requirements for balance, specifically, fine balance, or strength-k balance, plus close mean balance. In standard practice, a matched sample is considered to be balanced if the absolute differences in means of the covariates across treatment groups are smaller than 0.1 standard deviations. However, the simulation results suggest that stronger forms of balance should be pursued in order to remove systematic biases due to observed covariates when a difference in means treatment effect estimator is used. In particular, if the true outcome model is additive, then marginal distributions should be balanced, and if the true outcome model is additive with interactions, then low-dimensional joints should be balanced. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Covariance Between Genotypic Effects and its Use for Genomic Inference in Half-Sib Families

PubMed Central

Wittenburg, Dörte; Teuscher, Friedrich; Klosa, Jan; Reinsch, Norbert

2016-01-01

In livestock, current statistical approaches utilize extensive molecular data, e.g., single nucleotide polymorphisms (SNPs), to improve the genetic evaluation of individuals. The number of model parameters increases with the number of SNPs, so the multicollinearity between covariates can affect the results obtained using whole genome regression methods. In this study, dependencies between SNPs due to linkage and linkage disequilibrium among the chromosome segments were explicitly considered in methods used to estimate the effects of SNPs. The population structure affects the extent of such dependencies, so the covariance among SNP genotypes was derived for half-sib families, which are typical in livestock populations. Conditional on the SNP haplotypes of the common parent (sire), the theoretical covariance was determined using the haplotype frequencies of the population from which the individual parent (dam) was derived. The resulting covariance matrix was included in a statistical model for a trait of interest, and this covariance matrix was then used to specify prior assumptions for SNP effects in a Bayesian framework. The approach was applied to one family in simulated scenarios (few and many quantitative trait loci) and using semireal data obtained from dairy cattle to identify genome segments that affect performance traits, as well as to investigate the impact on predictive ability. Compared with a method that does not explicitly consider any of the relationship among predictor variables, the accuracy of genetic value prediction was improved by 10–22%. The results show that the inclusion of dependence is particularly important for genomic inference based on small sample sizes. PMID:27402363

Covariance between Arctic sea ice and clouds within atmospheric state regimes at the satellite footprint level

PubMed Central

Kato, Seiji; Xu, Kuan‐Man; Cai, Ming

2015-01-01

Abstract Understanding the cloud response to sea ice change is necessary for modeling Arctic climate. Previous work has primarily addressed this problem from the interannual variability perspective. This paper provides a refined perspective of sea ice‐cloud relationship in the Arctic using a satellite footprint‐level quantification of the covariance between sea ice and Arctic low cloud properties from NASA A‐Train active remote sensing data. The covariances between Arctic low cloud properties and sea ice concentration are quantified by first partitioning each footprint into four atmospheric regimes defined using thresholds of lower tropospheric stability and midtropospheric vertical velocity. Significant regional variability in the cloud properties is found within the atmospheric regimes indicating that the regimes do not completely account for the influence of meteorology. Regional anomalies are used to account for the remaining meteorological influence on clouds. After accounting for meteorological regime and regional influences, a statistically significant but weak covariance between cloud properties and sea ice is found in each season for at least one atmospheric regime. Smaller average cloud fraction and liquid water are found within footprints with more sea ice. The largest‐magnitude cloud‐sea ice covariance occurs between 500 m and 1.2 km when the lower tropospheric stability is between 16 and 24 K. The covariance between low cloud properties and sea ice is found to be largest in fall and is accompanied by significant changes in boundary layer temperature structure where larger average near‐surface static stability is found at larger sea ice concentrations. PMID:27818851

Covariance between Arctic sea ice and clouds within atmospheric state regimes at the satellite footprint level.

PubMed

Taylor, Patrick C; Kato, Seiji; Xu, Kuan-Man; Cai, Ming

2015-12-27

Understanding the cloud response to sea ice change is necessary for modeling Arctic climate. Previous work has primarily addressed this problem from the interannual variability perspective. This paper provides a refined perspective of sea ice-cloud relationship in the Arctic using a satellite footprint-level quantification of the covariance between sea ice and Arctic low cloud properties from NASA A-Train active remote sensing data. The covariances between Arctic low cloud properties and sea ice concentration are quantified by first partitioning each footprint into four atmospheric regimes defined using thresholds of lower tropospheric stability and midtropospheric vertical velocity. Significant regional variability in the cloud properties is found within the atmospheric regimes indicating that the regimes do not completely account for the influence of meteorology. Regional anomalies are used to account for the remaining meteorological influence on clouds. After accounting for meteorological regime and regional influences, a statistically significant but weak covariance between cloud properties and sea ice is found in each season for at least one atmospheric regime. Smaller average cloud fraction and liquid water are found within footprints with more sea ice. The largest-magnitude cloud-sea ice covariance occurs between 500 m and 1.2 km when the lower tropospheric stability is between 16 and 24 K. The covariance between low cloud properties and sea ice is found to be largest in fall and is accompanied by significant changes in boundary layer temperature structure where larger average near-surface static stability is found at larger sea ice concentrations.

Seagrass metabolism across a productivity gradient using the eddy covariance, Eulerian control volume, and biomass addition techniques

NASA Astrophysics Data System (ADS)

Long, Matthew H.; Berg, Peter; Falter, James L.

2015-05-01

The net ecosystem metabolism of the seagrass Thalassia testudinum was studied across a nutrient and productivity gradient in Florida Bay, Florida, using the Eulerian control volume, eddy covariance, and biomass addition techniques. In situ oxygen fluxes were determined by a triangular Eulerian control volume with sides 250 m long and by eddy covariance instrumentation at its center. The biomass addition technique evaluated the aboveground seagrass productivity through the net biomass added. The spatial and temporal resolutions, accuracies, and applicability of each method were compared. The eddy covariance technique better resolved the short-term flux rates and the productivity gradient across the bay, which was consistent with the long-term measurements from the biomass addition technique. The net primary production rates from the biomass addition technique, which were expected to show greater autotrophy due to the exclusion of sediment metabolism and belowground production, were 71, 53, and 30 mmol carbon m-2 d-1 at 3 sites across the bay. The net ecosystem metabolism was 35, 25, and 11 mmol oxygen m-2 d-1 from the eddy covariance technique and 10, -103, and 14 mmol oxygen m-2 d-1 from the Eulerian control volume across the same sites, respectively. The low-flow conditions in the shallow bays allowed for periodic stratification and long residence times within the Eulerian control volume that likely reduced its precision. Overall, the eddy covariance technique had the highest temporal resolution while producing accurate long-term flux rates that surpassed the capabilities of the biomass addition and Eulerian control volume techniques in these shallow coastal bays.

Multivariate Error Covariance Estimates by Monte-Carlo Simulation for Assimilation Studies in the Pacific Ocean

NASA Technical Reports Server (NTRS)

Borovikov, Anna; Rienecker, Michele M.; Keppenne, Christian; Johnson, Gregory C.

2004-01-01

One of the most difficult aspects of ocean state estimation is the prescription of the model forecast error covariances. The paucity of ocean observations limits our ability to estimate the covariance structures from model-observation differences. In most practical applications, simple covariances are usually prescribed. Rarely are cross-covariances between different model variables used. Here a comparison is made between a univariate Optimal Interpolation (UOI) scheme and a multivariate OI algorithm (MvOI) in the assimilation of ocean temperature. In the UOI case only temperature is updated using a Gaussian covariance function and in the MvOI salinity, zonal and meridional velocities as well as temperature, are updated using an empirically estimated multivariate covariance matrix. Earlier studies have shown that a univariate OI has a detrimental effect on the salinity and velocity fields of the model. Apparently, in a sequential framework it is important to analyze temperature and salinity together. For the MvOI an estimation of the model error statistics is made by Monte-Carlo techniques from an ensemble of model integrations. An important advantage of using an ensemble of ocean states is that it provides a natural way to estimate cross-covariances between the fields of different physical variables constituting the model state vector, at the same time incorporating the model's dynamical and thermodynamical constraints as well as the effects of physical boundaries. Only temperature observations from the Tropical Atmosphere-Ocean array have been assimilated in this study. In order to investigate the efficacy of the multivariate scheme two data assimilation experiments are validated with a large independent set of recently published subsurface observations of salinity, zonal velocity and temperature. For reference, a third control run with no data assimilation is used to check how the data assimilation affects systematic model errors. While the performance of the UOI and MvOI is similar with respect to the temperature field, the salinity and velocity fields are greatly improved when multivariate correction is used, as evident from the analyses of the rms differences of these fields and independent observations. The MvOI assimilation is found to improve upon the control run in generating the water masses with properties close to the observed, while the UOI failed to maintain the temperature and salinity structure.

Lectures on gravitation

NASA Astrophysics Data System (ADS)

Das, Ashok

1. Basics of geometry and relativity. 1.1. Two dimensional geometry. 1.2. Inertial and gravitational masses. 1.3. Relativity -- 2. Relativistic dynamics. 2.1. Relativistic point particle. 2.2. Current and charge densities. 2.3. Maxwell's equations in the presence of sources. 2.4. Motion of a charged particle in EM field. 2.5. Energy-momentum tensor. 2.6. Angular momentum -- 3. Principle of general covariance. 3.1. Principle of equivalence. 3.2. Principle of general covariance. 3.3. Tensor densities -- 4. Affine connection and covariant derivative. 4.1. Parallel transport of a vector. 4.2. Christoffel symbol. 4.3. Covariant derivative of contravariant tensors. 4.4. Metric compatibility. 4.5. Covariant derivative of covariant and mixed tensors. 4.6. Electromagnetic analogy. 4.7. Gradient, divergence and curl -- 5. Geodesic equation. 5.1. Covariant differentiation along a curve. 5.2. Curvature from derivatives. 5.3. Parallel transport along a closed curve. 5.4. Geodesic equation. 5.5. Derivation of geodesic equation from a Lagrangian -- 6. Applications of the geodesic equation. 6.1. Geodesic as representing gravitational effect. 6.2. Rotating coordinate system and the Coriolis force. 6.3. Gravitational red shift. 6.4. Twin paradox and general covariance. 6.5. Other equations in the presence of gravitation -- 7. Curvature tensor and Einstein's equation. 7.1. Curvilinear coordinates versus gravitational field. 7.2. Definition of an inertial coordinate frame. 7.3. Geodesic deviation. 7.4. Properties of the curvature tensor. 7.5. Einstein's equation. 7.6. Cosmological constant. 7.7. Initial value problem. 7.8. Einstein's equation from an action -- 8. Schwarzschild solution. 8.1. Line element. 8.2. Connection. 8.3. Solution of the Einstein equation. 8.4. Properties of the Schwarzschild solution. 8.5. Isotropic coordinates -- 9. Tests of general relativity. 9.1. Radar echo experiment. 9.2. Motion of a particle in a Schwarzschild background. 9.3. Motion of light rays in a Schwarzschild background. 9.4. Perihelion advance of Mercury -- 10. Black holes. 10.1. Singularities of the metric. 10.2. Singularities of the Schwarzschild metric. 10.3. Black holes -- 11. Cosmological models and the big bang theory. 11.1. Homogeneity and isotropy. 11.2. Different models of the universe. 11.3. Hubble's law. 11.4. Evolution equation. 11.5. Big bang theory and blackbody radiation.

Exploratory graphical models of functional and structural connectivity patterns for Alzheimer's Disease diagnosis.

PubMed

Ortiz, Andrés; Munilla, Jorge; Álvarez-Illán, Ignacio; Górriz, Juan M; Ramírez, Javier

2015-01-01

Alzheimer's Disease (AD) is the most common neurodegenerative disease in elderly people. Its development has been shown to be closely related to changes in the brain connectivity network and in the brain activation patterns along with structural changes caused by the neurodegenerative process. Methods to infer dependence between brain regions are usually derived from the analysis of covariance between activation levels in the different areas. However, these covariance-based methods are not able to estimate conditional independence between variables to factor out the influence of other regions. Conversely, models based on the inverse covariance, or precision matrix, such as Sparse Gaussian Graphical Models allow revealing conditional independence between regions by estimating the covariance between two variables given the rest as constant. This paper uses Sparse Inverse Covariance Estimation (SICE) methods to learn undirected graphs in order to derive functional and structural connectivity patterns from Fludeoxyglucose (18F-FDG) Position Emission Tomography (PET) data and segmented Magnetic Resonance images (MRI), drawn from the ADNI database, for Control, MCI (Mild Cognitive Impairment Subjects), and AD subjects. Sparse computation fits perfectly here as brain regions usually only interact with a few other areas. The models clearly show different metabolic covariation patters between subject groups, revealing the loss of strong connections in AD and MCI subjects when compared to Controls. Similarly, the variance between GM (Gray Matter) densities of different regions reveals different structural covariation patterns between the different groups. Thus, the different connectivity patterns for controls and AD are used in this paper to select regions of interest in PET and GM images with discriminative power for early AD diagnosis. Finally, functional an structural models are combined to leverage the classification accuracy. The results obtained in this work show the usefulness of the Sparse Gaussian Graphical models to reveal functional and structural connectivity patterns. This information provided by the sparse inverse covariance matrices is not only used in an exploratory way but we also propose a method to use it in a discriminative way. Regression coefficients are used to compute reconstruction errors for the different classes that are then introduced in a SVM for classification. Classification experiments performed using 68 Controls, 70 AD, and 111 MCI images and assessed by cross-validation show the effectiveness of the proposed method.

A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

NASA Astrophysics Data System (ADS)

Babaee, Hessam; Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em

2017-09-01

We develop a new robust methodology for the stochastic Navier-Stokes equations based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) methods [1-3]. Both approaches are variants of a generalized Karhunen-Loève (KL) expansion in which both the stochastic coefficients and the spatial basis evolve according to system dynamics, hence, capturing the low-dimensional structure of the solution. The DO and BO formulations are mathematically equivalent [3], but they exhibit computationally complimentary properties. Specifically, the BO formulation may fail due to crossing of the eigenvalues of the covariance matrix, while both BO and DO become unstable when there is a high condition number of the covariance matrix or zero eigenvalues. To this end, we combine the two methods into a robust hybrid framework and in addition we employ a pseudo-inverse technique to invert the covariance matrix. The robustness of the proposed method stems from addressing the following issues in the DO/BO formulation: (i) eigenvalue crossing: we resolve the issue of eigenvalue crossing in the BO formulation by switching to the DO near eigenvalue crossing using the equivalence theorem and switching back to BO when the distance between eigenvalues is larger than a threshold value; (ii) ill-conditioned covariance matrix: we utilize a pseudo-inverse strategy to invert the covariance matrix; (iii) adaptivity: we utilize an adaptive strategy to add/remove modes to resolve the covariance matrix up to a threshold value. In particular, we introduce a soft-threshold criterion to allow the system to adapt to the newly added/removed mode and therefore avoid repetitive and unnecessary mode addition/removal. When the total variance approaches zero, we show that the DO/BO formulation becomes equivalent to the evolution equation of the Optimally Time-Dependent modes [4]. We demonstrate the capability of the proposed methodology with several numerical examples, namely (i) stochastic Burgers equation: we analyze the performance of the method in the presence of eigenvalue crossing and zero eigenvalues; (ii) stochastic Kovasznay flow: we examine the method in the presence of a singular covariance matrix; and (iii) we examine the adaptivity of the method for an incompressible flow over a cylinder where for large stochastic forcing thirteen DO/BO modes are active.

How to Obtain the Covariant Form of Maxwell's Equations from the Continuity Equation

ERIC Educational Resources Information Center

Heras, Jose A.

2009-01-01

The covariant Maxwell equations are derived from the continuity equation for the electric charge. This result provides an axiomatic approach to Maxwell's equations in which charge conservation is emphasized as the fundamental axiom underlying these equations.

The covariance matrix for the solution vector of an equality-constrained least-squares problem

NASA Technical Reports Server (NTRS)

Lawson, C. L.

1976-01-01

Methods are given for computing the covariance matrix for the solution vector of an equality-constrained least squares problem. The methods are matched to the solution algorithms given in the book, 'Solving Least Squares Problems.'

Evidence for maximal acceleration and singularity resolution in covariant loop quantum gravity.

PubMed

Rovelli, Carlo; Vidotto, Francesca

2013-08-30

A simple argument indicates that covariant loop gravity (spin foam theory) predicts a maximal acceleration and hence forbids the development of curvature singularities. This supports the results obtained for cosmology and black holes using canonical methods.

A Study of Algorithms for Covariance Structure Analysis with Specific Comparisons Using Factor Analysis.

ERIC Educational Resources Information Center

Lee, S. Y.; Jennrich, R. I.

1979-01-01

A variety of algorithms for analyzing covariance structures are considered. Additionally, two methods of estimation, maximum likelihood, and weighted least squares are considered. Comparisons are made between these algorithms and factor analysis. (Author/JKS)

SEMModComp: An R Package for Calculating Likelihood Ratio Tests for Mean and Covariance Structure Models

ERIC Educational Resources Information Center

Levy, Roy

2010-01-01

SEMModComp, a software package for conducting likelihood ratio tests for mean and covariance structure modeling is described. The package is written in R and freely available for download or on request.

Calculations of Nuclear Astrophysics and Californium Fission Neutron Spectrum Averaged Cross Section Uncertainties Using ENDF/B-VII.1, JEFF-3.1.2, JENDL-4.0 and Low-fidelity Covariances

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pritychenko, B., E-mail: pritychenko@bnl.gov

Nuclear astrophysics and californium fission neutron spectrum averaged cross sections and their uncertainties for ENDF materials have been calculated. Absolute values were deduced with Maxwellian and Mannhart spectra, while uncertainties are based on ENDF/B-VII.1, JEFF-3.1.2, JENDL-4.0 and Low-Fidelity covariances. These quantities are compared with available data, independent benchmarks, EXFOR library, and analyzed for a wide range of cases. Recommendations for neutron cross section covariances are given and implications are discussed.

Strangeness S =-1 hyperon-nucleon scattering in covariant chiral effective field theory

NASA Astrophysics Data System (ADS)

Li, Kai-Wen; Ren, Xiu-Lei; Geng, Li-Sheng; Long, Bingwei

2016-07-01

Motivated by the successes of covariant baryon chiral perturbation theory in one-baryon systems and in heavy-light systems, we study relevance of relativistic effects in hyperon-nucleon interactions with strangeness S =-1 . In this exploratory work, we follow the covariant framework developed by Epelbaum and Gegelia to calculate the Y N scattering amplitude at leading order. By fitting the five low-energy constants to the experimental data, we find that the cutoff dependence is mitigated, compared with the heavy-baryon approach. Nevertheless, the description of the experimental data remains quantitatively similar at leading order.

On the role of dimensionality and sample size for unstructured and structured covariance matrix estimation

NASA Technical Reports Server (NTRS)

Morgera, S. D.; Cooper, D. B.

1976-01-01

The experimental observation that a surprisingly small sample size vis-a-vis dimension is needed to achieve good signal-to-interference ratio (SIR) performance with an adaptive predetection filter is explained. The adaptive filter requires estimates as obtained by a recursive stochastic algorithm of the inverse of the filter input data covariance matrix. The SIR performance with sample size is compared for the situations where the covariance matrix estimates are of unstructured (generalized) form and of structured (finite Toeplitz) form; the latter case is consistent with weak stationarity of the input data stochastic process.

Non-stationary pre-envelope covariances of non-classically damped systems

NASA Astrophysics Data System (ADS)

Muscolino, G.

1991-08-01

A new formulation is given to evaluate the stationary and non-stationary response of linear non-classically damped systems subjected to multi-correlated non-separable Gaussian input processes. This formulation is based on a new and more suitable definition of the impulse response function matrix for such systems. It is shown that, when using this definition, the stochastic response of non-classically damped systems involves the evaluation of quantities similar to those of classically damped ones. Furthermore, considerations about non-stationary cross-covariances, spectral moments and pre-envelope cross-covariances are presented for a monocorrelated input process.

Covariance Method of the Tunneling Radiation from High Dimensional Rotating Black Holes

NASA Astrophysics Data System (ADS)

Li, Hui-Ling; Han, Yi-Wen; Chen, Shuai-Ru; Ding, Cong

2018-04-01

In this paper, Angheben-Nadalini-Vanzo-Zerbini (ANVZ) covariance method is used to study the tunneling radiation from the Kerr-Gödel black hole and Myers-Perry black hole with two independent angular momentum. By solving the Hamilton-Jacobi equation and separating the variables, the radial motion equation of a tunneling particle is obtained. Using near horizon approximation and the distance of the proper pure space, we calculate the tunneling rate and the temperature of Hawking radiation. Thus, the method of ANVZ covariance is extended to the research of high dimensional black hole tunneling radiation.

Near ground measure and theoretical model of plane wave covariance of intensity in anisotropic turbulence.

PubMed

Beason, Melissa; Smith, Christopher; Coffaro, Joseph; Belichki, Sara; Spychalsky, Jonathon; Titus, Franklin; Crabbs, Robert; Andrews, Larry; Phillips, Ronald

2018-06-01

Experimental measurements were recently made which displayed characteristics of plane wave propagation through anisotropic optical turbulence. A near-plane wave beam was propagated a distance of 1 and 2 km at a height of 2 m above the concrete runway at the Shuttle Landing Facility, Kennedy Space Center, Florida, during January and February of 2017. The spatial-temporal fluctuations of the beam were recorded, and the covariance of intensity was calculated. These data sets were compared to a theoretical calculation of covariance of intensity for a plane wave.

Flux Tower Eddy Covariance and Meteorological Measurements for Barrow, Alaska: 2012-2016

DOE Data Explorer

Dengel, Sigrid; Torn, Margaret; Billesbach, David

2017-08-24

The dataset contains half-hourly eddy covariance flux measurements and determinations, companion meteorological measurements, and ancillary data from the flux tower (US-NGB) on the Barrow Environmental Observatory at Barrow (Utqiagvik), Alaska for the period 2012 through 2016. Data have been processed using EddyPro software and screened by the contributor. The flux tower sits in an Arctic coastal tundra ecosystem. This dataset updates a previous dataset by reprocessing a longer period of record in the same manner. Related dataset "Eddy-Covariance and auxiliary measurements, NGEE-Barrow, 2012-2013" DOI:10.5440/1124200.

Fission yield covariances for JEFF: A Bayesian Monte Carlo method

NASA Astrophysics Data System (ADS)

Leray, Olivier; Rochman, Dimitri; Fleming, Michael; Sublet, Jean-Christophe; Koning, Arjan; Vasiliev, Alexander; Ferroukhi, Hakim

2017-09-01

The JEFF library does not contain fission yield covariances, but simply best estimates and uncertainties. This situation is not unique as all libraries are facing this deficiency, firstly due to the lack of a defined format. An alternative approach is to provide a set of random fission yields, themselves reflecting covariance information. In this work, these random files are obtained combining the information from the JEFF library (fission yields and uncertainties) and the theoretical knowledge from the GEF code. Examples of this method are presented for the main actinides together with their impacts on simple burn-up and decay heat calculations.

Competing risks models and time-dependent covariates

PubMed Central

Barnett, Adrian; Graves, Nick

2008-01-01

New statistical models for analysing survival data in an intensive care unit context have recently been developed. Two models that offer significant advantages over standard survival analyses are competing risks models and multistate models. Wolkewitz and colleagues used a competing risks model to examine survival times for nosocomial pneumonia and mortality. Their model was able to incorporate time-dependent covariates and so examine how risk factors that changed with time affected the chances of infection or death. We briefly explain how an alternative modelling technique (using logistic regression) can more fully exploit time-dependent covariates for this type of data. PMID:18423067

More on the covariant retarded Green's function for the electromagnetic field in de Sitter spacetime

DOE Office of Scientific and Technical Information (OSTI.GOV)

Higuchi, Atsushi; Lee, Yen Cheong; Nicholas, Jack R.

2009-11-15

In a recent paper 2 it was shown in examples that the covariant retarded Green's functions in certain gauges for electromagnetism and linearized gravity can be used to reproduce field configurations correctly in spite of the spacelike nature of past infinity in de Sitter spacetime. In this paper we extend the work of Ref. 2 concerning the electromagnetic field and show that the covariant retarded Green's function with an arbitrary value of the gauge parameter reproduces the electromagnetic field from two opposite charges at antipodal points of de Sitter spacetime.

Kernel Equating Under the Non-Equivalent Groups With Covariates Design

PubMed Central

Bränberg, Kenny

2015-01-01

When equating two tests, the traditional approach is to use common test takers and/or common items. Here, the idea is to use variables correlated with the test scores (e.g., school grades and other test scores) as a substitute for common items in a non-equivalent groups with covariates (NEC) design. This is performed in the framework of kernel equating and with an extension of the method developed for post-stratification equating in the non-equivalent groups with anchor test design. Real data from a college admissions test were used to illustrate the use of the design. The equated scores from the NEC design were compared with equated scores from the equivalent group (EG) design, that is, equating with no covariates as well as with equated scores when a constructed anchor test was used. The results indicate that the NEC design can produce lower standard errors compared with an EG design. When covariates were used together with an anchor test, the smallest standard errors were obtained over a large range of test scores. The results obtained, that an EG design equating can be improved by adjusting for differences in test score distributions caused by differences in the distribution of covariates, are useful in practice because not all standardized tests have anchor tests. PMID:29881012

The evolutionary stability of cross-sex, cross-trait genetic covariances.

PubMed

Gosden, Thomas P; Chenoweth, Stephen F

2014-06-01

Although knowledge of the selective agents behind the evolution of sexual dimorphism has advanced considerably in recent years, we still lack a clear understanding of the evolutionary durability of cross-sex genetic covariances that often constrain its evolution. We tested the relative stability of cross-sex genetic covariances for a suite of homologous contact pheromones of the fruit fly Drosophila serrata, along a latitudinal gradient where these traits have diverged in mean. Using a Bayesian framework, which allowed us to account for uncertainty in all parameter estimates, we compared divergence in the total amount and orientation of genetic variance across populations, finding divergence in orientation but not total variance. We then statistically compared orientation divergence of within-sex (G) to cross-sex (B) covariance matrices. In line with a previous theoretical prediction, we find that the cross-sex covariance matrix, B, is more variable than either within-sex G matrix. Decomposition of B matrices into their symmetrical and nonsymmetrical components revealed that instability is linked to the degree of asymmetry. We also find that the degree of asymmetry correlates with latitude suggesting a role for spatially varying natural selection in shaping genetic constraints on the evolution of sexual dimorphism. © 2014 The Author(s). Evolution © 2014 The Society for the Study of Evolution.

Comparing spatial regression to random forests for large ...

EPA Pesticide Factsheets

Environmental data may be “large” due to number of records, number of covariates, or both. Random forests has a reputation for good predictive performance when using many covariates, whereas spatial regression, when using reduced rank methods, has a reputation for good predictive performance when using many records. In this study, we compare these two techniques using a data set containing the macroinvertebrate multimetric index (MMI) at 1859 stream sites with over 200 landscape covariates. Our primary goal is predicting MMI at over 1.1 million perennial stream reaches across the USA. For spatial regression modeling, we develop two new methods to accommodate large data: (1) a procedure that estimates optimal Box-Cox transformations to linearize covariate relationships; and (2) a computationally efficient covariate selection routine that takes into account spatial autocorrelation. We show that our new methods lead to cross-validated performance similar to random forests, but that there is an advantage for spatial regression when quantifying the uncertainty of the predictions. Simulations are used to clarify advantages for each method. This research investigates different approaches for modeling and mapping national stream condition. We use MMI data from the EPA's National Rivers and Streams Assessment and predictors from StreamCat (Hill et al., 2015). Previous studies have focused on modeling the MMI condition classes (i.e., good, fair, and po

The Covariance Adjustment Approaches for Combining Incomparable Cox Regressions Caused by Unbalanced Covariates Adjustment: A Multivariate Meta-Analysis Study.

PubMed

Dehesh, Tania; Zare, Najaf; Ayatollahi, Seyyed Mohammad Taghi

2015-01-01

Univariate meta-analysis (UM) procedure, as a technique that provides a single overall result, has become increasingly popular. Neglecting the existence of other concomitant covariates in the models leads to loss of treatment efficiency. Our aim was proposing four new approximation approaches for the covariance matrix of the coefficients, which is not readily available for the multivariate generalized least square (MGLS) method as a multivariate meta-analysis approach. We evaluated the efficiency of four new approaches including zero correlation (ZC), common correlation (CC), estimated correlation (EC), and multivariate multilevel correlation (MMC) on the estimation bias, mean square error (MSE), and 95% probability coverage of the confidence interval (CI) in the synthesis of Cox proportional hazard models coefficients in a simulation study. Comparing the results of the simulation study on the MSE, bias, and CI of the estimated coefficients indicated that MMC approach was the most accurate procedure compared to EC, CC, and ZC procedures. The precision ranking of the four approaches according to all above settings was MMC ≥ EC ≥ CC ≥ ZC. This study highlights advantages of MGLS meta-analysis on UM approach. The results suggested the use of MMC procedure to overcome the lack of information for having a complete covariance matrix of the coefficients.

Multiclassifier combinatorial proteomics of organelle shadows at the example of mitochondria in chromatin data.

PubMed

Kustatscher, Georg; Grabowski, Piotr; Rappsilber, Juri

2016-02-01

Subcellular localization is an important aspect of protein function, but the protein composition of many intracellular compartments is poorly characterized. For example, many nuclear bodies are challenging to isolate biochemically and thus remain inaccessible to proteomics. Here, we explore covariation in proteomics data as an alternative route to subcellular proteomes. Rather than targeting a structure of interest biochemically, we target it by machine learning. This becomes possible by taking data obtained for one organelle and searching it for traces of another organelle. As an extreme example and proof-of-concept we predict mitochondrial proteins based on their covariation in published interphase chromatin data. We detect about ⅓ of the known mitochondrial proteins in our chromatin data, presumably most as contaminants. However, these proteins are not present at random. We show covariation of mitochondrial proteins in chromatin proteomics data. We then exploit this covariation by multiclassifier combinatorial proteomics to define a list of mitochondrial proteins. This list agrees well with different databases on mitochondrial composition. This benchmark test raises the possibility that, in principle, covariation proteomics may also be applicable to structures for which no biochemical isolation procedures are available. © 2015 The Authors. Proteomics Published by WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Climatic forcing of carbon-oxygen isotopic covariance in temperate-region marl lakes

NASA Technical Reports Server (NTRS)

Drummond, C. N.; Patterson, W. P.; Walker, J. C.

1995-01-01

Carbon and oxygen stable isotopic compositions of lacustrine carbonate from a southeastern Michigan marl lake display linear covariance over a range of 4.0% Peedee belemnite (PDB) in oxygen and 3.9% (PDB) in carbon. Mechanisms of delta 13 C-delta 18 O coupling conventionally attributed to lake closure in arid-region basins are inapplicable to hydrologically open lake systems. Thus, an alternative explanation of isotopic covariance in temperate region dimictic marl lakes is required. We propose that isotopic covariance is a direct record of change in regional climate. In short-residence-time temperate-region lake basins, summer meteoric precipitation is enriched in 18O relative to winter values, and summer organic productivity enriches epilimnic dissolved inorganic carbon in 13C. Thus, climate change toward longer summers and/or shorter winters could result in greater proportions of warm-month meteoric precipitation, longer durations of warm-month productivity, and net long-term enrichment in carbonate 18O and 13C. Isotopic covariance observed in the Michigan marl lake cores is interpreted to reflect postglacial warming from 10 to 3 ka followed by cooler mean annual temperature, a shift toward greater proportions of seasonal summer precipitation, a shortening of the winter season, or some combination of these three factors.

Adolescent internalizing symptoms and negative life events: the sensitizing effects of earlier life stress and cortisol.

PubMed

Ruttle, Paula L; Armstrong, Jeffrey M; Klein, Marjorie H; Essex, Marilyn J

2014-11-01

Although adolescence is marked by increased negative life events and internalizing problems, few studies investigate this association as an ongoing longitudinal process. Moreover, while there are considerable individual differences in the degree to which these phenomena are linked, little is known about the origins of these differences. The present study examines early life stress (ELS) exposure and early-adolescent longitudinal afternoon cortisol level as predictors of the covariation between internalizing symptoms and negative life events across high school. ELS was assessed by maternal report during infancy, and the measure of cortisol was derived from assessments at ages 11, 13, and 15 years. Life events and internalizing symptoms were assessed at ages 15, 17, and 18 years. A two-level hierarchical linear model revealed that ELS and cortisol were independent predictors of the covariation of internalizing symptoms and negative life events. Compared to those with lower levels of ELS, ELS-exposed adolescents displayed tighter covariation between internalizing symptoms and negative life events. Adolescents with lower longitudinal afternoon cortisol displayed tighter covariation between negative life events and internalizing symptoms, while those with higher cortisol demonstrated weaker covariation, partially due to increased levels of internalizing symptoms when faced with fewer negative life events.

Evaluation of the Use of Zero-Augmented Regression Techniques to Model Incidence of Campylobacter Infections in FoodNet.

PubMed

Tremblay, Marlène; Crim, Stacy M; Cole, Dana J; Hoekstra, Robert M; Henao, Olga L; Döpfer, Dörte

2017-10-01

The Foodborne Diseases Active Surveillance Network (FoodNet) is currently using a negative binomial (NB) regression model to estimate temporal changes in the incidence of Campylobacter infection. FoodNet active surveillance in 483 counties collected data on 40,212 Campylobacter cases between years 2004 and 2011. We explored models that disaggregated these data to allow us to account for demographic, geographic, and seasonal factors when examining changes in incidence of Campylobacter infection. We hypothesized that modeling structural zeros and including demographic variables would increase the fit of FoodNet's Campylobacter incidence regression models. Five different models were compared: NB without demographic covariates, NB with demographic covariates, hurdle NB with covariates in the count component only, hurdle NB with covariates in both zero and count components, and zero-inflated NB with covariates in the count component only. Of the models evaluated, the nonzero-augmented NB model with demographic variables provided the best fit. Results suggest that even though zero inflation was not present at this level, individualizing the level of aggregation and using different model structures and predictors per site might be required to correctly distinguish between structural and observational zeros and account for risk factors that vary geographically.

Addressing missing covariates for the regression analysis of competing risks: Prognostic modelling for triaging patients diagnosed with prostate cancer.

PubMed

Escarela, Gabriel; Ruiz-de-Chavez, Juan; Castillo-Morales, Alberto

2016-08-01

Competing risks arise in medical research when subjects are exposed to various types or causes of death. Data from large cohort studies usually exhibit subsets of regressors that are missing for some study subjects. Furthermore, such studies often give rise to censored data. In this article, a carefully formulated likelihood-based technique for the regression analysis of right-censored competing risks data when two of the covariates are discrete and partially missing is developed. The approach envisaged here comprises two models: one describes the covariate effects on both long-term incidence and conditional latencies for each cause of death, whilst the other deals with the observation process by which the covariates are missing. The former is formulated with a well-established mixture model and the latter is characterised by copula-based bivariate probability functions for both the missing covariates and the missing data mechanism. The resulting formulation lends itself to the empirical assessment of non-ignorability by performing sensitivity analyses using models with and without a non-ignorable component. The methods are illustrated on a 20-year follow-up involving a prostate cancer cohort from the National Cancer Institutes Surveillance, Epidemiology, and End Results program. © The Author(s) 2013.

Multilevel Models for Intensive Longitudinal Data with Heterogeneous Autoregressive Errors: The Effect of Misspecification and Correction with Cholesky Transformation

PubMed Central

Jahng, Seungmin; Wood, Phillip K.

2017-01-01

Intensive longitudinal studies, such as ecological momentary assessment studies using electronic diaries, are gaining popularity across many areas of psychology. Multilevel models (MLMs) are most widely used analytical tools for intensive longitudinal data (ILD). Although ILD often have individually distinct patterns of serial correlation of measures over time, inferences of the fixed effects, and random components in MLMs are made under the assumption that all variance and autocovariance components are homogenous across individuals. In the present study, we introduced a multilevel model with Cholesky transformation to model ILD with individually heterogeneous covariance structure. In addition, the performance of the transformation method and the effects of misspecification of heterogeneous covariance structure were investigated through a Monte Carlo simulation. We found that, if individually heterogeneous covariances are incorrectly assumed as homogenous independent or homogenous autoregressive, MLMs produce highly biased estimates of the variance of random intercepts and the standard errors of the fixed intercept and the fixed effect of a level 2 covariate when the average autocorrelation is high. For intensive longitudinal data with individual specific residual covariance, the suggested transformation method showed lower bias in those estimates than the misspecified models when the number of repeated observations within individuals is 50 or more. PMID:28286490

Genetic effect of MTHFR C677T polymorphism on the structural covariance network and white-matter integrity in Alzheimer's disease.

PubMed

Chang, Yu-Tzu; Hsu, Shih-Wei; Tsai, Shih-Jen; Chang, Ya-Ting; Huang, Chi-Wei; Liu, Mu-En; Chen, Nai-Ching; Chang, Wen-Neng; Hsu, Jung-Lung; Lee, Chen-Chang; Chang, Chiung-Chih

2017-06-01

The 677 C to T transition in the MTHFR gene is a genetic determinant for hyperhomocysteinemia. We investigated whether this polymorphism modulates gray matter (GM) structural covariance networks independently of white-matter integrity in patients with Alzheimer's disease (AD). GM structural covariance networks were constructed by 3D T1-magnetic resonance imaging and seed-based analysis. The patients were divided into two genotype groups: C homozygotes (n = 73) and T carriers (n = 62). Using diffusion tensor imaging and white-matter parcellation, 11 fiber bundle integrities were compared between the two genotype groups. Cognitive test scores were the major outcome factors. The T carriers had higher homocysteine levels, lower posterior cingulate cortex GM volume, and more clusters in the dorsal medial lobe subsystem showing stronger covariance strength. Both posterior cingulate cortex seed and interconnected peak cluster volumes predicted cognitive test scores, especially in the T carriers. There were no between-group differences in fiber tract diffusion parameters. The MTHFR 677T polymorphism modulates posterior cingulate cortex-anchored structural covariance strength independently of white matter integrities. Hum Brain Mapp 38:3039-3051, 2017. © 2017 The Authors Human Brain Mapping Published Wiley by Periodicals, Inc. © 2017 The Authors Human Brain Mapping Published Wiley by Periodicals, Inc.

Independent component analysis of DTI data reveals white matter covariances in Alzheimer's disease

NASA Astrophysics Data System (ADS)

Ouyang, Xin; Sun, Xiaoyu; Guo, Ting; Sun, Qiaoyue; Chen, Kewei; Yao, Li; Wu, Xia; Guo, Xiaojuan

2014-03-01

Alzheimer's disease (AD) is a progressive neurodegenerative disease with the clinical symptom of the continuous deterioration of cognitive and memory functions. Multiple diffusion tensor imaging (DTI) indices such as fractional anisotropy (FA) and mean diffusivity (MD) can successfully explain the white matter damages in AD patients. However, most studies focused on the univariate measures (voxel-based analysis) to examine the differences between AD patients and normal controls (NCs). In this investigation, we applied a multivariate independent component analysis (ICA) to investigate the white matter covariances based on FA measurement from DTI data in 35 AD patients and 45 NCs from the Alzheimer's Disease Neuroimaging Initiative (ADNI) database. We found that six independent components (ICs) showed significant FA reductions in white matter covariances in AD compared with NC, including the genu and splenium of corpus callosum (IC-1 and IC-2), middle temporal gyral of temporal lobe (IC-3), sub-gyral of frontal lobe (IC-4 and IC-5) and sub-gyral of parietal lobe (IC-6). Our findings revealed covariant white matter loss in AD patients and suggest that the unsupervised data-driven ICA method is effective to explore the changes of FA in AD. This study assists us in understanding the mechanism of white matter covariant reductions in the development of AD.