Policy on Street and Driveway Access to North Carolina Highways

DOT National Transportation Integrated Search

2003-07-01

The primary concern of those responsible for North Carolina's vast highway system is to provide for the safe and efficient movement of people and goods. As an aid in acheiving this goal, this manual sets forth the Policy on Street and Driveway Access...

FRONT ELEVATION, WITH DRIVEWAY ON LEFT HAND SIDE, AND STREET ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

FRONT ELEVATION, WITH DRIVEWAY ON LEFT HAND SIDE, AND STREET IN FOREGROUND. VIEW FACING NORTHEAST - Camp H.M. Smith and Navy Public Works Center Manana Title VII (Capehart) Housing, Four-Bedroom, Single-Family Type 10, Birch Circle, Elm Drive, Elm Circle, and Date Drive, Pearl City, Honolulu County, HI

DRAWING R100131, COMPANY OFFICERS' AREA, BUILDING LOCATIONS, DRIVEWAYS, AND SIDEWALKS, ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

DRAWING R-1001-31, COMPANY OFFICERS' AREA, BUILDING LOCATIONS, DRIVEWAYS, AND SIDEWALKS, LAS LOMAS AND BUENA VISTA DRIVES. Ink on linen, signed by H.B. Nurse. Date has been erased, but probably June 15, 1933. Also marked "PWC 104288." - Hamilton Field, East of Nave Drive, Novato, Marin County, CA

9 CFR 355.15 - Inedible material operating and storage rooms; outer premises, docks, driveways, etc.; fly...

Code of Federal Regulations, 2010 CFR

2010-01-01

...-breeding material; nuisances. All operating and storage rooms and departments of inspected plants used for... storage rooms; outer premises, docks, driveways, etc.; fly-breeding material; nuisances. 355.15 Section... premises of every inspected plant shall be kept in clean and orderly condition. All catchbasins on the...

9 CFR 355.15 - Inedible material operating and storage rooms; outer premises, docks, driveways, etc.; fly...

Code of Federal Regulations, 2011 CFR

2011-01-01

...-breeding material; nuisances. All operating and storage rooms and departments of inspected plants used for... storage rooms; outer premises, docks, driveways, etc.; fly-breeding material; nuisances. 355.15 Section... premises of every inspected plant shall be kept in clean and orderly condition. All catchbasins on the...

DRAWING R100132, FIELD OFFICERS' AREA, BUILDING LOCATIONS, DRIVEWAYS, AND SIDEWALKS, ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

DRAWING R-1001-32, FIELD OFFICERS' AREA, BUILDING LOCATIONS, DRIVEWAYS, AND SIDEWALKS, SOUTH CIRCLE, CASA GRANDE REAL, AND SEQUOIA DRIVES. Ink on linen, signed by H.B. Nurse. Date has been erased, but probably June 15, 1933. Also marked "PWC 104289." - Hamilton Field, East of Nave Drive, Novato, Marin County, CA

Full-Depth Asphalt Pavements for Parking Lots and Driveways.

ERIC Educational Resources Information Center

Asphalt Inst., College Park, MD.

The latest information for designing full-depth asphalt pavements for parking lots and driveways is covered in relationship to the continued increase in vehicle registration. It is based on The Asphalt Institute's Thickness Design Manual, Series No. 1 (MS-1), Seventh Edition, which covers all aspects of asphalt pavement thickness design in detail,…

FRONT (LEFT SIDE) OBLIQUE OF HOUSE, WITH DRIVEWAY IN THE ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

FRONT (LEFT SIDE) OBLIQUE OF HOUSE, WITH DRIVEWAY IN THE FOREGROUND. VIEW FACING NORTHEAST - Camp H.M. Smith and Navy Public Works Center Manana Title VII (Capehart) Housing, Three-Bedroom Single-Family Types 8 and 11, Birch Circle, Elm Drive, Elm Circle, and Date Drive, Pearl City, Honolulu County, HI

9 CFR 309.7 - Livestock affected with anthrax; cleaning and disinfection of infected livestock pens and driveways.

Code of Federal Regulations, 2013 CFR

2013-01-01

... 9 Animals and Animal Products 2 2013-01-01 2013-01-01 false Livestock affected with anthrax... INSPECTION § 309.7 Livestock affected with anthrax; cleaning and disinfection of infected livestock pens and driveways. (a) Any livestock found on ante-mortem inspection to be affected with anthrax shall be identified...

9 CFR 309.7 - Livestock affected with anthrax; cleaning and disinfection of infected livestock pens and driveways.

Code of Federal Regulations, 2014 CFR

2014-01-01

... 9 Animals and Animal Products 2 2014-01-01 2014-01-01 false Livestock affected with anthrax... INSPECTION § 309.7 Livestock affected with anthrax; cleaning and disinfection of infected livestock pens and driveways. (a) Any livestock found on ante-mortem inspection to be affected with anthrax shall be identified...

9 CFR 309.7 - Livestock affected with anthrax; cleaning and disinfection of infected livestock pens and driveways.

Code of Federal Regulations, 2012 CFR

2012-01-01

... 9 Animals and Animal Products 2 2012-01-01 2012-01-01 false Livestock affected with anthrax... INSPECTION § 309.7 Livestock affected with anthrax; cleaning and disinfection of infected livestock pens and driveways. (a) Any livestock found on ante-mortem inspection to be affected with anthrax shall be identified...

Mean-variance model for portfolio optimization with background risk based on uncertainty theory

NASA Astrophysics Data System (ADS)

Zhai, Jia; Bai, Manying

2018-04-01

The aim of this paper is to develop a mean-variance model for portfolio optimization considering the background risk, liquidity and transaction cost based on uncertainty theory. In portfolio selection problem, returns of securities and assets liquidity are assumed as uncertain variables because of incidents or lacking of historical data, which are common in economic and social environment. We provide crisp forms of the model and a hybrid intelligent algorithm to solve it. Under a mean-variance framework, we analyze the portfolio frontier characteristic considering independently additive background risk. In addition, we discuss some effects of background risk and liquidity constraint on the portfolio selection. Finally, we demonstrate the proposed models by numerical simulations.

Markowitz portfolio optimization model employing fuzzy measure

NASA Astrophysics Data System (ADS)

Ramli, Suhailywati; Jaaman, Saiful Hafizah

2017-04-01

Markowitz in 1952 introduced the mean-variance methodology for the portfolio selection problems. His pioneering research has shaped the portfolio risk-return model and become one of the most important research fields in modern finance. This paper extends the classical Markowitz's mean-variance portfolio selection model applying the fuzzy measure to determine the risk and return. In this paper, we apply the original mean-variance model as a benchmark, fuzzy mean-variance model with fuzzy return and the model with return are modeled by specific types of fuzzy number for comparison. The model with fuzzy approach gives better performance as compared to the mean-variance approach. The numerical examples are included to illustrate these models by employing Malaysian share market data.

Mean-Variance portfolio optimization by using non constant mean and volatility based on the negative exponential utility function

NASA Astrophysics Data System (ADS)

Soeryana, Endang; Halim, Nurfadhlina Bt Abdul; Sukono, Rusyaman, Endang; Supian, Sudradjat

2017-03-01

Investments in stocks investors are also faced with the issue of risk, due to daily price of stock also fluctuate. For minimize the level of risk, investors usually forming an investment portfolio. Establishment of a portfolio consisting of several stocks are intended to get the optimal composition of the investment portfolio. This paper discussed about optimizing investment portfolio of Mean-Variance to stocks by using mean and volatility is not constant based on the Negative Exponential Utility Function. Non constant mean analyzed using models Autoregressive Moving Average (ARMA), while non constant volatility models are analyzed using the Generalized Autoregressive Conditional heteroscedastic (GARCH). Optimization process is performed by using the Lagrangian multiplier technique. As a numerical illustration, the method is used to analyze some stocks in Indonesia. The expected result is to get the proportion of investment in each stock analyzed

Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy.

PubMed

Chiu, Mei Choi; Pun, Chi Seng; Wong, Hoi Ying

2017-08-01

Investors interested in the global financial market must analyze financial securities internationally. Making an optimal global investment decision involves processing a huge amount of data for a high-dimensional portfolio. This article investigates the big data challenges of two mean-variance optimal portfolios: continuous-time precommitment and constant-rebalancing strategies. We show that both optimized portfolios implemented with the traditional sample estimates converge to the worst performing portfolio when the portfolio size becomes large. The crux of the problem is the estimation error accumulated from the huge dimension of stock data. We then propose a linear programming optimal (LPO) portfolio framework, which applies a constrained ℓ 1 minimization to the theoretical optimal control to mitigate the risk associated with the dimensionality issue. The resulting portfolio becomes a sparse portfolio that selects stocks with a data-driven procedure and hence offers a stable mean-variance portfolio in practice. When the number of observations becomes large, the LPO portfolio converges to the oracle optimal portfolio, which is free of estimation error, even though the number of stocks grows faster than the number of observations. Our numerical and empirical studies demonstrate the superiority of the proposed approach. © 2017 Society for Risk Analysis.

Inverse Optimization: A New Perspective on the Black-Litterman Model.

PubMed

Bertsimas, Dimitris; Gupta, Vishal; Paschalidis, Ioannis Ch

2012-12-11

The Black-Litterman (BL) model is a widely used asset allocation model in the financial industry. In this paper, we provide a new perspective. The key insight is to replace the statistical framework in the original approach with ideas from inverse optimization. This insight allows us to significantly expand the scope and applicability of the BL model. We provide a richer formulation that, unlike the original model, is flexible enough to incorporate investor information on volatility and market dynamics. Equally importantly, our approach allows us to move beyond the traditional mean-variance paradigm of the original model and construct "BL"-type estimators for more general notions of risk such as coherent risk measures. Computationally, we introduce and study two new "BL"-type estimators and their corresponding portfolios: a Mean Variance Inverse Optimization (MV-IO) portfolio and a Robust Mean Variance Inverse Optimization (RMV-IO) portfolio. These two approaches are motivated by ideas from arbitrage pricing theory and volatility uncertainty. Using numerical simulation and historical backtesting, we show that both methods often demonstrate a better risk-reward tradeoff than their BL counterparts and are more robust to incorrect investor views.

Mean-variance portfolio optimization by using time series approaches based on logarithmic utility function

NASA Astrophysics Data System (ADS)

Soeryana, E.; Fadhlina, N.; Sukono; Rusyaman, E.; Supian, S.

2017-01-01

Investments in stocks investors are also faced with the issue of risk, due to daily price of stock also fluctuate. For minimize the level of risk, investors usually forming an investment portfolio. Establishment of a portfolio consisting of several stocks are intended to get the optimal composition of the investment portfolio. This paper discussed about optimizing investment portfolio of Mean-Variance to stocks by using mean and volatility is not constant based on logarithmic utility function. Non constant mean analysed using models Autoregressive Moving Average (ARMA), while non constant volatility models are analysed using the Generalized Autoregressive Conditional heteroscedastic (GARCH). Optimization process is performed by using the Lagrangian multiplier technique. As a numerical illustration, the method is used to analyse some Islamic stocks in Indonesia. The expected result is to get the proportion of investment in each Islamic stock analysed.

Optimal design criteria - prediction vs. parameter estimation

NASA Astrophysics Data System (ADS)

Waldl, Helmut

2014-05-01

G-optimality is a popular design criterion for optimal prediction, it tries to minimize the kriging variance over the whole design region. A G-optimal design minimizes the maximum variance of all predicted values. If we use kriging methods for prediction it is self-evident to use the kriging variance as a measure of uncertainty for the estimates. Though the computation of the kriging variance and even more the computation of the empirical kriging variance is computationally very costly and finding the maximum kriging variance in high-dimensional regions can be time demanding such that we cannot really find the G-optimal design with nowadays available computer equipment in practice. We cannot always avoid this problem by using space-filling designs because small designs that minimize the empirical kriging variance are often non-space-filling. D-optimality is the design criterion related to parameter estimation. A D-optimal design maximizes the determinant of the information matrix of the estimates. D-optimality in terms of trend parameter estimation and D-optimality in terms of covariance parameter estimation yield basically different designs. The Pareto frontier of these two competing determinant criteria corresponds with designs that perform well under both criteria. Under certain conditions searching the G-optimal design on the above Pareto frontier yields almost as good results as searching the G-optimal design in the whole design region. In doing so the maximum of the empirical kriging variance has to be computed only a few times though. The method is demonstrated by means of a computer simulation experiment based on data provided by the Belgian institute Management Unit of the North Sea Mathematical Models (MUMM) that describe the evolution of inorganic and organic carbon and nutrients, phytoplankton, bacteria and zooplankton in the Southern Bight of the North Sea.

The effect of model uncertainty on some optimal routing problems

NASA Technical Reports Server (NTRS)

Mohanty, Bibhu; Cassandras, Christos G.

1991-01-01

The effect of model uncertainties on optimal routing in a system of parallel queues is examined. The uncertainty arises in modeling the service time distribution for the customers (jobs, packets) to be served. For a Poisson arrival process and Bernoulli routing, the optimal mean system delay generally depends on the variance of this distribution. However, as the input traffic load approaches the system capacity the optimal routing assignment and corresponding mean system delay are shown to converge to a variance-invariant point. The implications of these results are examined in the context of gradient-based routing algorithms. An example of a model-independent algorithm using online gradient estimation is also included.

The importance of personality and parental styles on optimism in adolescents.

PubMed

Zanon, Cristian; Bastianello, Micheline Roat; Pacico, Juliana Cerentini; Hutz, Claudio Simon

2014-01-01

Some studies have suggested that personality factors are important to optimism development. Others have emphasized that family relations are relevant variables to optimism. This study aimed to evaluate the importance of parenting styles to optimism controlling for the variance accounted for by personality factors. Participants were 344 Brazilian high school students (44% male) with mean age of 16.2 years (SD = 1) who answered personality, optimism, responsiveness and demandingness scales. Hierarchical regression analyses were conducted having personality factors (in the first step) and maternal and paternal parenting styles, and demandingness and responsiveness (in the second step) as predictive variables and optimism as the criterion. Personality factors, especially neuroticism (β = -.34, p < .01), extraversion (β = .26, p < .01) and agreeableness (β = .16, p < .01), accounted for 34% of the optimism variance and insignificant variance was predicted exclusively by parental styles (1%). These findings suggest that personality is more important to optimism development than parental styles.

Variance-Stable R-Estimators.

DTIC Science & Technology

1984-05-01

By means of the concept of change-of variance function we investigate the stability properties of the asymptotic variance of R-estimators. This allows us to construct the optimal V-robust R-estimator that minimizes the asymptotic variance at the model, under the side condition of a bounded change-of variance function. Finally, we discuss the connection between this function and an influence function for two-sample rank tests introduced by Eplett (1980). (Author)

Collection and analysis of samples for polycyclic aromatic hydrocarbons in dust and other solids related to sealed and unsealed pavement from 10 cities across the United States, 2005-07

USGS Publications Warehouse

Van Metre, Peter C.; Mahler, Barbara J.; Wilson, Jennifer T.; Burbank, Teresa L.

2008-01-01

Parking lots and driveways are dominant features of the modern urban landscape, and in the United States, sealcoat is widely used on these surfaces. One of the most widely used types of sealcoat contains refined coal tar; coal-tar-based sealcoat products have a mean polycyclic aromatic hydrocarbon (PAH) concentration of about 5 percent. A previous study reported that parking lots in Austin, Texas, treated with coal-tar sealcoat were a major source of PAH compounds in streams. This report presents methods for and data from the analysis of concentrations of PAH compounds in dust from sealed and unsealed pavement from nine U.S. cities, and concentrations of PAH compounds in other related solid materials (sealcoat surface scrapings, nearby street dust, and nearby soil) from three of those same cities and a 10th city. Dust samples were collected by sweeping dust from areas of several square meters with a soft nylon brush into a dustpan. Some samples were from individual lots or driveways, and some samples consisted of approximately equal amounts of material from three lots. Samples were sieved to remove coarse sand and gravel and analyzed by gas chromatography/mass spectrometry. Concentrations of PAHs vary greatly among samples with total PAH (sigmaPAH), the sum of 12 unsubstituted parent PAHs, ranging from nondetection for all 12 PAHs (several samples from Portland, Oregon, and Seattle, Washington; sigmaPAH of less than 36,000 micrograms per kilogram) to 19,000,000 micrograms per kilogram for a sealcoat scraping sample (Milwaukee, Wisconsin). The largest PAH concentrations in dust are from a driveway sample from suburban Chicago, Illinois (sigmaPAH of 9,600,000 micrograms per kilogram).

Static vs stochastic optimization: A case study of FTSE Bursa Malaysia sectorial indices

NASA Astrophysics Data System (ADS)

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

2014-06-01

Traditional portfolio optimization methods in the likes of Markowitz' mean-variance model and semi-variance model utilize static expected return and volatility risk from historical data to generate an optimal portfolio. The optimal portfolio may not truly be optimal in reality due to the fact that maximum and minimum values from the data may largely influence the expected return and volatility risk values. This paper considers distributions of assets' return and volatility risk to determine a more realistic optimized portfolio. For illustration purposes, the sectorial indices data in FTSE Bursa Malaysia is employed. The results show that stochastic optimization provides more stable information ratio.

Inverse Optimization: A New Perspective on the Black-Litterman Model

PubMed Central

Bertsimas, Dimitris; Gupta, Vishal; Paschalidis, Ioannis Ch.

2014-01-01

The Black-Litterman (BL) model is a widely used asset allocation model in the financial industry. In this paper, we provide a new perspective. The key insight is to replace the statistical framework in the original approach with ideas from inverse optimization. This insight allows us to significantly expand the scope and applicability of the BL model. We provide a richer formulation that, unlike the original model, is flexible enough to incorporate investor information on volatility and market dynamics. Equally importantly, our approach allows us to move beyond the traditional mean-variance paradigm of the original model and construct “BL”-type estimators for more general notions of risk such as coherent risk measures. Computationally, we introduce and study two new “BL”-type estimators and their corresponding portfolios: a Mean Variance Inverse Optimization (MV-IO) portfolio and a Robust Mean Variance Inverse Optimization (RMV-IO) portfolio. These two approaches are motivated by ideas from arbitrage pricing theory and volatility uncertainty. Using numerical simulation and historical backtesting, we show that both methods often demonstrate a better risk-reward tradeoff than their BL counterparts and are more robust to incorrect investor views. PMID:25382873

Training versus Instructions in the Acquisition of Cognitive Learning Strategies

DTIC Science & Technology

1980-08-01

Then as you turned into the driveway someone started to throw tomatoes at you! As you are reaching for the front door knob you slip on a banana peel ...shopping list such as hot dogs, tomatoes, bananas , and tuna fish, they would try to imagine vivid mental pictures of the items at the respective loci. For...example, they could picture huge hot dogs blocking the street, rotten tomatoes splattered all over the driveway, a front door shaped like a banana , and

Ant Colony Optimization for Markowitz Mean-Variance Portfolio Model

NASA Astrophysics Data System (ADS)

Deng, Guang-Feng; Lin, Woo-Tsong

This work presents Ant Colony Optimization (ACO), which was initially developed to be a meta-heuristic for combinatorial optimization, for solving the cardinality constraints Markowitz mean-variance portfolio model (nonlinear mixed quadratic programming problem). To our knowledge, an efficient algorithmic solution for this problem has not been proposed until now. Using heuristic algorithms in this case is imperative. Numerical solutions are obtained for five analyses of weekly price data for the following indices for the period March, 1992 to September, 1997: Hang Seng 31 in Hong Kong, DAX 100 in Germany, FTSE 100 in UK, S&P 100 in USA and Nikkei 225 in Japan. The test results indicate that the ACO is much more robust and effective than Particle swarm optimization (PSO), especially for low-risk investment portfolios.

Static vs stochastic optimization: A case study of FTSE Bursa Malaysia sectorial indices

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

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

2014-06-19

Traditional portfolio optimization methods in the likes of Markowitz' mean-variance model and semi-variance model utilize static expected return and volatility risk from historical data to generate an optimal portfolio. The optimal portfolio may not truly be optimal in reality due to the fact that maximum and minimum values from the data may largely influence the expected return and volatility risk values. This paper considers distributions of assets' return and volatility risk to determine a more realistic optimized portfolio. For illustration purposes, the sectorial indices data in FTSE Bursa Malaysia is employed. The results show that stochastic optimization provides more stablemore » information ratio.« less

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.

A synthesis of studies of access point density as a risk factor for road accidents.

PubMed

Elvik, Rune

2017-10-01

Studies of the relationship between access point density (number of access points, or driveways, per kilometre of road) and accident frequency or rate (number of accidents per unit of exposure) have consistently found that accident rate increases when access point density increases. This paper presents a formal synthesis of the findings of these studies. It was found that the addition of one access point per kilometre of road is associated with an increase of 4% in the expected number of accidents, controlling for traffic volume. Although studies consistently indicate an increase in accident rate as access point density increases, the size of the increase varies substantially between studies. In addition to reviewing studies of access point density as a risk factor, the paper discusses some issues related to formally synthesising regression coefficients by applying the inverse-variance method of meta-analysis. Copyright © 2017 Elsevier Ltd. All rights reserved.

Control algorithms for dynamic attenuators.

PubMed

Hsieh, Scott S; Pelc, Norbert J

2014-06-01

The authors describe algorithms to control dynamic attenuators in CT and compare their performance using simulated scans. Dynamic attenuators are prepatient beam shaping filters that modulate the distribution of x-ray fluence incident on the patient on a view-by-view basis. These attenuators can reduce dose while improving key image quality metrics such as peak or mean variance. In each view, the attenuator presents several degrees of freedom which may be individually adjusted. The total number of degrees of freedom across all views is very large, making many optimization techniques impractical. The authors develop a theory for optimally controlling these attenuators. Special attention is paid to a theoretically perfect attenuator which controls the fluence for each ray individually, but the authors also investigate and compare three other, practical attenuator designs which have been previously proposed: the piecewise-linear attenuator, the translating attenuator, and the double wedge attenuator. The authors pose and solve the optimization problems of minimizing the mean and peak variance subject to a fixed dose limit. For a perfect attenuator and mean variance minimization, this problem can be solved in simple, closed form. For other attenuator designs, the problem can be decomposed into separate problems for each view to greatly reduce the computational complexity. Peak variance minimization can be approximately solved using iterated, weighted mean variance (WMV) minimization. Also, the authors develop heuristics for the perfect and piecewise-linear attenuators which do not require a priori knowledge of the patient anatomy. The authors compare these control algorithms on different types of dynamic attenuators using simulated raw data from forward projected DICOM files of a thorax and an abdomen. The translating and double wedge attenuators reduce dose by an average of 30% relative to current techniques (bowtie filter with tube current modulation) without increasing peak variance. The 15-element piecewise-linear dynamic attenuator reduces dose by an average of 42%, and the perfect attenuator reduces dose by an average of 50%. Improvements in peak variance are several times larger than improvements in mean variance. Heuristic control eliminates the need for a prescan. For the piecewise-linear attenuator, the cost of heuristic control is an increase in dose of 9%. The proposed iterated WMV minimization produces results that are within a few percent of the true solution. Dynamic attenuators show potential for significant dose reduction. A wide class of dynamic attenuators can be accurately controlled using the described methods.

Mean-Variance Hedging on Uncertain Time Horizon in a Market with a Jump

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

Kharroubi, Idris, E-mail: kharroubi@ceremade.dauphine.fr; Lim, Thomas, E-mail: lim@ensiie.fr; Ngoupeyou, Armand, E-mail: armand.ngoupeyou@univ-paris-diderot.fr

2013-12-15

In this work, we study the problem of mean-variance hedging with a random horizon T∧τ, where T is a deterministic constant and τ is a jump time of the underlying asset price process. We first formulate this problem as a stochastic control problem and relate it to a system of BSDEs with a jump. We then provide a verification theorem which gives the optimal strategy for the mean-variance hedging using the solution of the previous system of BSDEs. Finally, we prove that this system of BSDEs admits a solution via a decomposition approach coming from filtration enlargement theory.

Robust optimization of supersonic ORC nozzle guide vanes

NASA Astrophysics Data System (ADS)

Bufi, Elio A.; Cinnella, Paola

2017-03-01

An efficient Robust Optimization (RO) strategy is developed for the design of 2D supersonic Organic Rankine Cycle turbine expanders. The dense gas effects are not-negligible for this application and they are taken into account describing the thermodynamics by means of the Peng-Robinson-Stryjek-Vera equation of state. The design methodology combines an Uncertainty Quantification (UQ) loop based on a Bayesian kriging model of the system response to the uncertain parameters, used to approximate statistics (mean and variance) of the uncertain system output, a CFD solver, and a multi-objective non-dominated sorting algorithm (NSGA), also based on a Kriging surrogate of the multi-objective fitness function, along with an adaptive infill strategy for surrogate enrichment at each generation of the NSGA. The objective functions are the average and variance of the isentropic efficiency. The blade shape is parametrized by means of a Free Form Deformation (FFD) approach. The robust optimal blades are compared to the baseline design (based on the Method of Characteristics) and to a blade obtained by means of a deterministic CFD-based optimization.

TARGETED SEQUENTIAL DESIGN FOR TARGETED LEARNING INFERENCE OF THE OPTIMAL TREATMENT RULE AND ITS MEAN REWARD.

PubMed

Chambaz, Antoine; Zheng, Wenjing; van der Laan, Mark J

2017-01-01

This article studies the targeted sequential inference of an optimal treatment rule (TR) and its mean reward in the non-exceptional case, i.e. , assuming that there is no stratum of the baseline covariates where treatment is neither beneficial nor harmful, and under a companion margin assumption. Our pivotal estimator, whose definition hinges on the targeted minimum loss estimation (TMLE) principle, actually infers the mean reward under the current estimate of the optimal TR. This data-adaptive statistical parameter is worthy of interest on its own. Our main result is a central limit theorem which enables the construction of confidence intervals on both mean rewards under the current estimate of the optimal TR and under the optimal TR itself. The asymptotic variance of the estimator takes the form of the variance of an efficient influence curve at a limiting distribution, allowing to discuss the efficiency of inference. As a by product, we also derive confidence intervals on two cumulated pseudo-regrets, a key notion in the study of bandits problems. A simulation study illustrates the procedure. One of the corner-stones of the theoretical study is a new maximal inequality for martingales with respect to the uniform entropy integral.

Research on regularized mean-variance portfolio selection strategy with modified Roy safety-first principle.

PubMed

Atta Mills, Ebenezer Fiifi Emire; Yan, Dawen; Yu, Bo; Wei, Xinyuan

2016-01-01

We propose a consolidated risk measure based on variance and the safety-first principle in a mean-risk portfolio optimization framework. The safety-first principle to financial portfolio selection strategy is modified and improved. Our proposed models are subjected to norm regularization to seek near-optimal stable and sparse portfolios. We compare the cumulative wealth of our preferred proposed model to a benchmark, S&P 500 index for the same period. Our proposed portfolio strategies have better out-of-sample performance than the selected alternative portfolio rules in literature and control the downside risk of the portfolio returns.

Mean-variance portfolio selection for defined-contribution pension funds with stochastic salary.

PubMed

Zhang, Chubing

2014-01-01

This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.

Hybrid computer optimization of systems with random parameters

NASA Technical Reports Server (NTRS)

White, R. C., Jr.

1972-01-01

A hybrid computer Monte Carlo technique for the simulation and optimization of systems with random parameters is presented. The method is applied to the simultaneous optimization of the means and variances of two parameters in the radar-homing missile problem treated by McGhee and Levine.

Replica approach to mean-variance portfolio optimization

NASA Astrophysics Data System (ADS)

Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre

2016-12-01

We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the solution does not need to be assumed, but emerges as the unique solution of the optimization problem. We also check the stability of this solution and find that the eigenvalues of the Hessian are positive for r  =  N/T  <  1, where N is the dimension of the portfolio and T the length of the time series used to estimate the covariance matrix. At the critical point r  =  1 a phase transition is taking place. The out of sample estimation error blows up at this point as 1/(1  -  r), independently of the covariance matrix or the expected return, displaying the universality not only of the critical exponent, but also the critical point. As a conspicuous illustration of the dangers of in-sample estimates, the optimal in-sample variance is found to vanish at the critical point inversely proportional to the divergent estimation error.

Optimal allocation of testing resources for statistical simulations

NASA Astrophysics Data System (ADS)

Quintana, Carolina; Millwater, Harry R.; Singh, Gulshan; Golden, Patrick

2015-07-01

Statistical estimates from simulation involve uncertainty caused by the variability in the input random variables due to limited data. Allocating resources to obtain more experimental data of the input variables to better characterize their probability distributions can reduce the variance of statistical estimates. The methodology proposed determines the optimal number of additional experiments required to minimize the variance of the output moments given single or multiple constraints. The method uses multivariate t-distribution and Wishart distribution to generate realizations of the population mean and covariance of the input variables, respectively, given an amount of available data. This method handles independent and correlated random variables. A particle swarm method is used for the optimization. The optimal number of additional experiments per variable depends on the number and variance of the initial data, the influence of the variable in the output function and the cost of each additional experiment. The methodology is demonstrated using a fretting fatigue example.

Meta-analysis with missing study-level sample variance data.

PubMed

Chowdhry, Amit K; Dworkin, Robert H; McDermott, Michael P

2016-07-30

We consider a study-level meta-analysis with a normally distributed outcome variable and possibly unequal study-level variances, where the object of inference is the difference in means between a treatment and control group. A common complication in such an analysis is missing sample variances for some studies. A frequently used approach is to impute the weighted (by sample size) mean of the observed variances (mean imputation). Another approach is to include only those studies with variances reported (complete case analysis). Both mean imputation and complete case analysis are only valid under the missing-completely-at-random assumption, and even then the inverse variance weights produced are not necessarily optimal. We propose a multiple imputation method employing gamma meta-regression to impute the missing sample variances. Our method takes advantage of study-level covariates that may be used to provide information about the missing data. Through simulation studies, we show that multiple imputation, when the imputation model is correctly specified, is superior to competing methods in terms of confidence interval coverage probability and type I error probability when testing a specified group difference. Finally, we describe a similar approach to handling missing variances in cross-over studies. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary

PubMed Central

Zhang, Chubing

2014-01-01

This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier. PMID:24782667

Analytic solution to variance optimization with no short positions

NASA Astrophysics Data System (ADS)

Kondor, Imre; Papp, Gábor; Caccioli, Fabio

2017-12-01

We consider the variance portfolio optimization problem with a ban on short selling. We provide an analytical solution by means of the replica method for the case of a portfolio of independent, but not identically distributed, assets. We study the behavior of the solution as a function of the ratio r between the number N of assets and the length T of the time series of returns used to estimate risk. The no-short-selling constraint acts as an asymmetric \

Control algorithms for dynamic attenuators

PubMed Central

Hsieh, Scott S.; Pelc, Norbert J.

2014-01-01

Purpose: The authors describe algorithms to control dynamic attenuators in CT and compare their performance using simulated scans. Dynamic attenuators are prepatient beam shaping filters that modulate the distribution of x-ray fluence incident on the patient on a view-by-view basis. These attenuators can reduce dose while improving key image quality metrics such as peak or mean variance. In each view, the attenuator presents several degrees of freedom which may be individually adjusted. The total number of degrees of freedom across all views is very large, making many optimization techniques impractical. The authors develop a theory for optimally controlling these attenuators. Special attention is paid to a theoretically perfect attenuator which controls the fluence for each ray individually, but the authors also investigate and compare three other, practical attenuator designs which have been previously proposed: the piecewise-linear attenuator, the translating attenuator, and the double wedge attenuator. Methods: The authors pose and solve the optimization problems of minimizing the mean and peak variance subject to a fixed dose limit. For a perfect attenuator and mean variance minimization, this problem can be solved in simple, closed form. For other attenuator designs, the problem can be decomposed into separate problems for each view to greatly reduce the computational complexity. Peak variance minimization can be approximately solved using iterated, weighted mean variance (WMV) minimization. Also, the authors develop heuristics for the perfect and piecewise-linear attenuators which do not require a priori knowledge of the patient anatomy. The authors compare these control algorithms on different types of dynamic attenuators using simulated raw data from forward projected DICOM files of a thorax and an abdomen. Results: The translating and double wedge attenuators reduce dose by an average of 30% relative to current techniques (bowtie filter with tube current modulation) without increasing peak variance. The 15-element piecewise-linear dynamic attenuator reduces dose by an average of 42%, and the perfect attenuator reduces dose by an average of 50%. Improvements in peak variance are several times larger than improvements in mean variance. Heuristic control eliminates the need for a prescan. For the piecewise-linear attenuator, the cost of heuristic control is an increase in dose of 9%. The proposed iterated WMV minimization produces results that are within a few percent of the true solution. Conclusions: Dynamic attenuators show potential for significant dose reduction. A wide class of dynamic attenuators can be accurately controlled using the described methods. PMID:24877818

flowVS: channel-specific variance stabilization in flow cytometry.

PubMed

Azad, Ariful; Rajwa, Bartek; Pothen, Alex

2016-07-28

Comparing phenotypes of heterogeneous cell populations from multiple biological conditions is at the heart of scientific discovery based on flow cytometry (FC). When the biological signal is measured by the average expression of a biomarker, standard statistical methods require that variance be approximately stabilized in populations to be compared. Since the mean and variance of a cell population are often correlated in fluorescence-based FC measurements, a preprocessing step is needed to stabilize the within-population variances. We present a variance-stabilization algorithm, called flowVS, that removes the mean-variance correlations from cell populations identified in each fluorescence channel. flowVS transforms each channel from all samples of a data set by the inverse hyperbolic sine (asinh) transformation. For each channel, the parameters of the transformation are optimally selected by Bartlett's likelihood-ratio test so that the populations attain homogeneous variances. The optimum parameters are then used to transform the corresponding channels in every sample. flowVS is therefore an explicit variance-stabilization method that stabilizes within-population variances in each channel by evaluating the homoskedasticity of clusters with a likelihood-ratio test. With two publicly available datasets, we show that flowVS removes the mean-variance dependence from raw FC data and makes the within-population variance relatively homogeneous. We demonstrate that alternative transformation techniques such as flowTrans, flowScape, logicle, and FCSTrans might not stabilize variance. Besides flow cytometry, flowVS can also be applied to stabilize variance in microarray data. With a publicly available data set we demonstrate that flowVS performs as well as the VSN software, a state-of-the-art approach developed for microarrays. The homogeneity of variance in cell populations across FC samples is desirable when extracting features uniformly and comparing cell populations with different levels of marker expressions. The newly developed flowVS algorithm solves the variance-stabilization problem in FC and microarrays by optimally transforming data with the help of Bartlett's likelihood-ratio test. On two publicly available FC datasets, flowVS stabilizes within-population variances more evenly than the available transformation and normalization techniques. flowVS-based variance stabilization can help in performing comparison and alignment of phenotypically identical cell populations across different samples. flowVS and the datasets used in this paper are publicly available in Bioconductor.

A comparison of portfolio selection models via application on ISE 100 index data

NASA Astrophysics Data System (ADS)

Altun, Emrah; Tatlidil, Hüseyin

2013-10-01

Markowitz Model, a classical approach to portfolio optimization problem, relies on two important assumptions: the expected return is multivariate normally distributed and the investor is risk averter. But this model has not been extensively used in finance. Empirical results show that it is very hard to solve large scale portfolio optimization problems with Mean-Variance (M-V)model. Alternative model, Mean Absolute Deviation (MAD) model which is proposed by Konno and Yamazaki [7] has been used to remove most of difficulties of Markowitz Mean-Variance model. MAD model don't need to assume that the probability of the rates of return is normally distributed and based on Linear Programming. Another alternative portfolio model is Mean-Lower Semi Absolute Deviation (M-LSAD), which is proposed by Speranza [3]. We will compare these models to determine which model gives more appropriate solution to investors.

Control Variates and Optimal Designs in Metamodeling

DTIC Science & Technology

2013-03-01

27 2.4.5 Selection of Control Variates for Inclusion in Model...meet the normality assumption (Nelson 1990, Nelson and Yang 1992, Anonuevo and Nelson 1988). Jacknifing, splitting, and bootstrapping can be used to...freedom to estimate the variance are lost due to being used for the control variate inclusion . This means the variance reduction achieved must now be

Accounting for connectivity and spatial correlation in the optimal placement of wildlife habitat

Treesearch

John Hof; Curtis H. Flather

1996-01-01

This paper investigates optimization approaches to simultaneously modelling habitat fragmentation and spatial correlation between patch populations. The problem is formulated with habitat connectivity affecting population means and variances, with spatial correlations accounted for in covariance calculations. Population with a pre-specifled confidence level is then...

Optimizing occupational exposure measurement strategies when estimating the log-scale arithmetic mean value--an example from the reinforced plastics industry.

PubMed

Lampa, Erik G; Nilsson, Leif; Liljelind, Ingrid E; Bergdahl, Ingvar A

2006-06-01

When assessing occupational exposures, repeated measurements are in most cases required. Repeated measurements are more resource intensive than a single measurement, so careful planning of the measurement strategy is necessary to assure that resources are spent wisely. The optimal strategy depends on the objectives of the measurements. Here, two different models of random effects analysis of variance (ANOVA) are proposed for the optimization of measurement strategies by the minimization of the variance of the estimated log-transformed arithmetic mean value of a worker group, i.e. the strategies are optimized for precise estimation of that value. The first model is a one-way random effects ANOVA model. For that model it is shown that the best precision in the estimated mean value is always obtained by including as many workers as possible in the sample while restricting the number of replicates to two or at most three regardless of the size of the variance components. The second model introduces the 'shared temporal variation' which accounts for those random temporal fluctuations of the exposure that the workers have in common. It is shown for that model that the optimal sample allocation depends on the relative sizes of the between-worker component and the shared temporal component, so that if the between-worker component is larger than the shared temporal component more workers should be included in the sample and vice versa. The results are illustrated graphically with an example from the reinforced plastics industry. If there exists a shared temporal variation at a workplace, that variability needs to be accounted for in the sampling design and the more complex model is recommended.

Risk Factors Associated with Injury and Mortality from Paediatric Low Speed Vehicle Incidents: A Systematic Review

PubMed Central

Paul Anthikkat, Anne; Page, Andrew; Barker, Ruth

2013-01-01

Objective. This study reviews modifiable risk factors associated with fatal and nonfatal injury from low-speed vehicle runover (LSVRO) incidents involving children aged 0–15 years. Data Sources. Electronic searches for child pedestrian and driveway injuries from the peer-reviewed literature and transport-related websites from 1955 to 2012. Study Selection. 41 studies met the study inclusion criteria. Data Extraction. A systematic narrative summary was conducted that included study design, methodology, risk factors, and other study variables. Results. The most commonly reported risk factors for LSVRO incidents included age under 5 years, male gender, and reversing vehicles. The majority of reported incidents involved residential driveways, but several studies identified other traffic and nontraffic locations. Low socioeconomic status and rental accommodation were also associated with LSVRO injury. Vehicles were most commonly driven by a family member, predominantly a parent. Conclusion. There are a number of modifiable vehicular, environmental, and behavioural factors associated with LSVRO injuries in young children that have been identified in the literature to date. Strategies relating to vehicle design (devices for increased rearward visibility and crash avoidance systems), housing design (physical separation of driveway and play areas), and behaviour (driver behaviour, supervision of young children) are discussed. PMID:23781251

Geostatistical modeling of riparian forest microclimate and its implications for sampling

USGS Publications Warehouse

Eskelson, B.N.I.; Anderson, P.D.; Hagar, J.C.; Temesgen, H.

2011-01-01

Predictive models of microclimate under various site conditions in forested headwater stream - riparian areas are poorly developed, and sampling designs for characterizing underlying riparian microclimate gradients are sparse. We used riparian microclimate data collected at eight headwater streams in the Oregon Coast Range to compare ordinary kriging (OK), universal kriging (UK), and kriging with external drift (KED) for point prediction of mean maximum air temperature (Tair). Several topographic and forest structure characteristics were considered as site-specific parameters. Height above stream and distance to stream were the most important covariates in the KED models, which outperformed OK and UK in terms of root mean square error. Sample patterns were optimized based on the kriging variance and the weighted means of shortest distance criterion using the simulated annealing algorithm. The optimized sample patterns outperformed systematic sample patterns in terms of mean kriging variance mainly for small sample sizes. These findings suggest methods for increasing efficiency of microclimate monitoring in riparian areas.

Computation of mean and variance of the radiotherapy dose for PCA-modeled random shape and position variations of the target.

PubMed

Budiarto, E; Keijzer, M; Storchi, P R M; Heemink, A W; Breedveld, S; Heijmen, B J M

2014-01-20

Radiotherapy dose delivery in the tumor and surrounding healthy tissues is affected by movements and deformations of the corresponding organs between fractions. The random variations may be characterized by non-rigid, anisotropic principal component analysis (PCA) modes. In this article new dynamic dose deposition matrices, based on established PCA modes, are introduced as a tool to evaluate the mean and the variance of the dose at each target point resulting from any given set of fluence profiles. The method is tested for a simple cubic geometry and for a prostate case. The movements spread out the distributions of the mean dose and cause the variance of the dose to be highest near the edges of the beams. The non-rigidity and anisotropy of the movements are reflected in both quantities. The dynamic dose deposition matrices facilitate the inclusion of the mean and the variance of the dose in the existing fluence-profile optimizer for radiotherapy planning, to ensure robust plans with respect to the movements.

Firefly algorithm for cardinality constrained mean-variance portfolio optimization problem with entropy diversity constraint.

PubMed

Bacanin, Nebojsa; Tuba, Milan

2014-01-01

Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results.

Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint

PubMed Central

2014-01-01

Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results. PMID:24991645

Heritable Environmental Variance Causes Nonlinear Relationships Between Traits: Application to Birth Weight and Stillbirth of Pigs

PubMed Central

Mulder, Herman A.; Hill, William G.; Knol, Egbert F.

2015-01-01

There is recent evidence from laboratory experiments and analysis of livestock populations that not only the phenotype itself, but also its environmental variance, is under genetic control. Little is known about the relationships between the environmental variance of one trait and mean levels of other traits, however. A genetic covariance between these is expected to lead to nonlinearity between them, for example between birth weight and survival of piglets, where animals of extreme weights have lower survival. The objectives were to derive this nonlinear relationship analytically using multiple regression and apply it to data on piglet birth weight and survival. This study provides a framework to study such nonlinear relationships caused by genetic covariance of environmental variance of one trait and the mean of the other. It is shown that positions of phenotypic and genetic optima may differ and that genetic relationships are likely to be more curvilinear than phenotypic relationships, dependent mainly on the environmental correlation between these traits. Genetic correlations may change if the population means change relative to the optimal phenotypes. Data of piglet birth weight and survival show that the presence of nonlinearity can be partly explained by the genetic covariance between environmental variance of birth weight and survival. The framework developed can be used to assess effects of artificial and natural selection on means and variances of traits and the statistical method presented can be used to estimate trade-offs between environmental variance of one trait and mean levels of others. PMID:25631318

A diffusion-based approach to stochastic individual growth and energy budget, with consequences to life-history optimization and population dynamics.

PubMed

Filin, I

2009-06-01

Using diffusion processes, I model stochastic individual growth, given exogenous hazards and starvation risk. By maximizing survival to final size, optimal life histories (e.g. switching size for habitat/dietary shift) are determined by two ratios: mean growth rate over growth variance (diffusion coefficient) and mortality rate over mean growth rate; all are size dependent. For example, switching size decreases with either ratio, if both are positive. I provide examples and compare with previous work on risk-sensitive foraging and the energy-predation trade-off. I then decompose individual size into reversibly and irreversibly growing components, e.g. reserves and structure. I provide a general expression for optimal structural growth, when reserves grow stochastically. I conclude that increased growth variance of reserves delays structural growth (raises threshold size for its commencement) but may eventually lead to larger structures. The effect depends on whether the structural trait is related to foraging or defence. Implications for population dynamics are discussed.

Estimation of transformation parameters for microarray data.

PubMed

Durbin, Blythe; Rocke, David M

2003-07-22

Durbin et al. (2002), Huber et al. (2002) and Munson (2001) independently introduced a family of transformations (the generalized-log family) which stabilizes the variance of microarray data up to the first order. We introduce a method for estimating the transformation parameter in tandem with a linear model based on the procedure outlined in Box and Cox (1964). We also discuss means of finding transformations within the generalized-log family which are optimal under other criteria, such as minimum residual skewness and minimum mean-variance dependency. R and Matlab code and test data are available from the authors on request.

The magnitude and colour of noise in genetic negative feedback systems.

PubMed

Voliotis, Margaritis; Bowsher, Clive G

2012-08-01

The comparative ability of transcriptional and small RNA-mediated negative feedback to control fluctuations or 'noise' in gene expression remains unexplored. Both autoregulatory mechanisms usually suppress the average (mean) of the protein level and its variability across cells. The variance of the number of proteins per molecule of mean expression is also typically reduced compared with the unregulated system, but is almost never below the value of one. This relative variance often substantially exceeds a recently obtained, theoretical lower limit for biochemical feedback systems. Adding the transcriptional or small RNA-mediated control has different effects. Transcriptional autorepression robustly reduces both the relative variance and persistence (lifetime) of fluctuations. Both benefits combine to reduce noise in downstream gene expression. Autorepression via small RNA can achieve more extreme noise reduction and typically has less effect on the mean expression level. However, it is often more costly to implement and is more sensitive to rate parameters. Theoretical lower limits on the relative variance are known to decrease slowly as a measure of the cost per molecule of mean expression increases. However, the proportional increase in cost to achieve substantial noise suppression can be different away from the optimal frontier-for transcriptional autorepression, it is frequently negligible.

Access management for Kentucky.

DOT National Transportation Integrated Search

2004-02-01

The Access Management Manual published by the Transportation Research Board in 2003 defines access management as the "systematic control of the location, spacing, design, and operation of driveways, median openings, interchanges, and street connectio...

29 CFR 1926.404 - Wiring design and protection.

Code of Federal Regulations, 2014 CFR

2014-07-01

... streets, alleys, roads, and driveways. (iii) Clearance from building openings. Conductors shall have a... used, they shall be free from nonconductive coatings, such as paint or enamel; and, if practicable...

A Constrained Least Squares Approach to Mobile Positioning: Algorithms and Optimality

NASA Astrophysics Data System (ADS)

Cheung, KW; So, HC; Ma, W.-K.; Chan, YT

2006-12-01

The problem of locating a mobile terminal has received significant attention in the field of wireless communications. Time-of-arrival (TOA), received signal strength (RSS), time-difference-of-arrival (TDOA), and angle-of-arrival (AOA) are commonly used measurements for estimating the position of the mobile station. In this paper, we present a constrained weighted least squares (CWLS) mobile positioning approach that encompasses all the above described measurement cases. The advantages of CWLS include performance optimality and capability of extension to hybrid measurement cases (e.g., mobile positioning using TDOA and AOA measurements jointly). Assuming zero-mean uncorrelated measurement errors, we show by mean and variance analysis that all the developed CWLS location estimators achieve zero bias and the Cramér-Rao lower bound approximately when measurement error variances are small. The asymptotic optimum performance is also confirmed by simulation results.

Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior

NASA Astrophysics Data System (ADS)

Morton de Lachapelle, David; Challet, Damien

2010-07-01

Despite the availability of very detailed data on financial markets, agent-based modeling is hindered by the lack of information about real trader behavior. This makes it impossible to validate agent-based models, which are thus reverse-engineering attempts. This work is a contribution towards building a set of stylized facts about the traders themselves. Using the client database of Swissquote Bank SA, the largest online Swiss broker, we find empirical relationships between turnover, account values and the number of assets in which a trader is invested. A theory based on simple mean-variance portfolio optimization that crucially includes variable transaction costs is able to reproduce faithfully the observed behaviors. We finally argue that our results bring to light the collective ability of a population to construct a mean-variance portfolio that takes into account the structure of transaction costs.

Meta-heuristic CRPS minimization for the calibration of short-range probabilistic forecasts

NASA Astrophysics Data System (ADS)

Mohammadi, Seyedeh Atefeh; Rahmani, Morteza; Azadi, Majid

2016-08-01

This paper deals with the probabilistic short-range temperature forecasts over synoptic meteorological stations across Iran using non-homogeneous Gaussian regression (NGR). NGR creates a Gaussian forecast probability density function (PDF) from the ensemble output. The mean of the normal predictive PDF is a bias-corrected weighted average of the ensemble members and its variance is a linear function of the raw ensemble variance. The coefficients for the mean and variance are estimated by minimizing the continuous ranked probability score (CRPS) during a training period. CRPS is a scoring rule for distributional forecasts. In the paper of Gneiting et al. (Mon Weather Rev 133:1098-1118, 2005), Broyden-Fletcher-Goldfarb-Shanno (BFGS) method is used to minimize the CRPS. Since BFGS is a conventional optimization method with its own limitations, we suggest using the particle swarm optimization (PSO), a robust meta-heuristic method, to minimize the CRPS. The ensemble prediction system used in this study consists of nine different configurations of the weather research and forecasting model for 48-h forecasts of temperature during autumn and winter 2011 and 2012. The probabilistic forecasts were evaluated using several common verification scores including Brier score, attribute diagram and rank histogram. Results show that both BFGS and PSO find the optimal solution and show the same evaluation scores, but PSO can do this with a feasible random first guess and much less computational complexity.

Risk-sensitivity and the mean-variance trade-off: decision making in sensorimotor control

PubMed Central

Nagengast, Arne J.; Braun, Daniel A.; Wolpert, Daniel M.

2011-01-01

Numerous psychophysical studies suggest that the sensorimotor system chooses actions that optimize the average cost associated with a movement. Recently, however, violations of this hypothesis have been reported in line with economic theories of decision-making that not only consider the mean payoff, but are also sensitive to risk, that is the variability of the payoff. Here, we examine the hypothesis that risk-sensitivity in sensorimotor control arises as a mean-variance trade-off in movement costs. We designed a motor task in which participants could choose between a sure motor action that resulted in a fixed amount of effort and a risky motor action that resulted in a variable amount of effort that could be either lower or higher than the fixed effort. By changing the mean effort of the risky action while experimentally fixing its variance, we determined indifference points at which participants chose equiprobably between the sure, fixed amount of effort option and the risky, variable effort option. Depending on whether participants accepted a variable effort with a mean that was higher, lower or equal to the fixed effort, they could be classified as risk-seeking, risk-averse or risk-neutral. Most subjects were risk-sensitive in our task consistent with a mean-variance trade-off in effort, thereby, underlining the importance of risk-sensitivity in computational models of sensorimotor control. PMID:21208966

Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process

NASA Astrophysics Data System (ADS)

Yan, Wei; Chang, Yuwen

2016-12-01

Considering the stochastic exchange rate, this paper is concerned with the dynamic portfolio selection in financial market. The optimal investment problem is formulated as a continuous-time mathematical model under mean-variance criterion. These processes follow jump-diffusion processes (Weiner process and Poisson process). Then the corresponding Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and its efferent frontier is obtained. Moreover, the optimal strategy is also derived under safety-first criterion.

Training set optimization under population structure in genomic selection.

PubMed

Isidro, Julio; Jannink, Jean-Luc; Akdemir, Deniz; Poland, Jesse; Heslot, Nicolas; Sorrells, Mark E

2015-01-01

Population structure must be evaluated before optimization of the training set population. Maximizing the phenotypic variance captured by the training set is important for optimal performance. The optimization of the training set (TRS) in genomic selection has received much interest in both animal and plant breeding, because it is critical to the accuracy of the prediction models. In this study, five different TRS sampling algorithms, stratified sampling, mean of the coefficient of determination (CDmean), mean of predictor error variance (PEVmean), stratified CDmean (StratCDmean) and random sampling, were evaluated for prediction accuracy in the presence of different levels of population structure. In the presence of population structure, the most phenotypic variation captured by a sampling method in the TRS is desirable. The wheat dataset showed mild population structure, and CDmean and stratified CDmean methods showed the highest accuracies for all the traits except for test weight and heading date. The rice dataset had strong population structure and the approach based on stratified sampling showed the highest accuracies for all traits. In general, CDmean minimized the relationship between genotypes in the TRS, maximizing the relationship between TRS and the test set. This makes it suitable as an optimization criterion for long-term selection. Our results indicated that the best selection criterion used to optimize the TRS seems to depend on the interaction of trait architecture and population structure.

Cost effective stream-gaging strategies for the Lower Colorado River basin; the Blythe field office operations

USGS Publications Warehouse

Moss, Marshall E.; Gilroy, Edward J.

1980-01-01

This report describes the theoretical developments and illustrates the applications of techniques that recently have been assembled to analyze the cost-effectiveness of federally funded stream-gaging activities in support of the Colorado River compact and subsequent adjudications. The cost effectiveness of 19 stream gages in terms of minimizing the sum of the variances of the errors of estimation of annual mean discharge is explored by means of a sequential-search optimization scheme. The search is conducted over a set of decision variables that describes the number of times that each gaging route is traveled in a year. A gage route is defined as the most expeditious circuit that is made from a field office to visit one or more stream gages and return to the office. The error variance is defined as a function of the frequency of visits to a gage by using optimal estimation theory. Currently a minimum of 12 visits per year is made to any gage. By changing to a six-visit minimum, the same total error variance can be attained for the 19 stations with a budget of 10% less than the current one. Other strategies are also explored. (USGS)

Optimal decision making on the basis of evidence represented in spike trains.

PubMed

Zhang, Jiaxiang; Bogacz, Rafal

2010-05-01

Experimental data indicate that perceptual decision making involves integration of sensory evidence in certain cortical areas. Theoretical studies have proposed that the computation in neural decision circuits approximates statistically optimal decision procedures (e.g., sequential probability ratio test) that maximize the reward rate in sequential choice tasks. However, these previous studies assumed that the sensory evidence was represented by continuous values from gaussian distributions with the same variance across alternatives. In this article, we make a more realistic assumption that sensory evidence is represented in spike trains described by the Poisson processes, which naturally satisfy the mean-variance relationship observed in sensory neurons. We show that for such a representation, the neural circuits involving cortical integrators and basal ganglia can approximate the optimal decision procedures for two and multiple alternative choice tasks.

Robust portfolio selection based on asymmetric measures of variability of stock returns

NASA Astrophysics Data System (ADS)

Chen, Wei; Tan, Shaohua

2009-10-01

This paper addresses a new uncertainty set--interval random uncertainty set for robust optimization. The form of interval random uncertainty set makes it suitable for capturing the downside and upside deviations of real-world data. These deviation measures capture distributional asymmetry and lead to better optimization results. We also apply our interval random chance-constrained programming to robust mean-variance portfolio selection under interval random uncertainty sets in the elements of mean vector and covariance matrix. Numerical experiments with real market data indicate that our approach results in better portfolio performance.

Safety Benefits of Access Spacing

DOT National Transportation Integrated Search

1997-01-01

The spacing of driveways and streets is an important element in roadway planning, design, and operation. Access points are the main source of accidents and congestion. Their location and spacing affects the safety and functional integrity of streets ...

75 FR 28632 - Federal Housing Administration (FHA)-Temporary Exemption From Compliance With FHA's Regulation on...

Federal Register 2010, 2011, 2012, 2013, 2014

2010-05-21

... and balconies, walkways and driveways. iii The roofing, plumbing systems, electrical systems, heating and air conditioning systems; iv. All interiors; and v. All insulation and ventilation systems, as...

Research notes : helping businesses in work zones.

DOT National Transportation Integrated Search

2001-03-01

Many business owners fear that highway construction projects will significantly reduce traffic to their businesses. Customers complain about the difficulty in finding business driveways in work zones. Drivers are guided through most work zone using o...

The magnitude and colour of noise in genetic negative feedback systems

PubMed Central

Voliotis, Margaritis; Bowsher, Clive G.

2012-01-01

The comparative ability of transcriptional and small RNA-mediated negative feedback to control fluctuations or ‘noise’ in gene expression remains unexplored. Both autoregulatory mechanisms usually suppress the average (mean) of the protein level and its variability across cells. The variance of the number of proteins per molecule of mean expression is also typically reduced compared with the unregulated system, but is almost never below the value of one. This relative variance often substantially exceeds a recently obtained, theoretical lower limit for biochemical feedback systems. Adding the transcriptional or small RNA-mediated control has different effects. Transcriptional autorepression robustly reduces both the relative variance and persistence (lifetime) of fluctuations. Both benefits combine to reduce noise in downstream gene expression. Autorepression via small RNA can achieve more extreme noise reduction and typically has less effect on the mean expression level. However, it is often more costly to implement and is more sensitive to rate parameters. Theoretical lower limits on the relative variance are known to decrease slowly as a measure of the cost per molecule of mean expression increases. However, the proportional increase in cost to achieve substantial noise suppression can be different away from the optimal frontier—for transcriptional autorepression, it is frequently negligible. PMID:22581772

Iowa's cooperative snow fence program.

DOT National Transportation Integrated Search

2005-06-01

While we cant keep it from blowing, there are ways to influence the wind that carries tons : of blowing and drifting snow. Periodically, severe winter storms will create large snow : drifts that close roads and driveways, isolate farmsteads and in...

Longitudinal channelizing devices along business entrances in work zones.

DOT National Transportation Integrated Search

2015-04-01

This report documents the efforts and results of research to evaluate the effectiveness of alternatives to the : use of channelizing drums for driveway delineation in work zones. The Florida Department of : Transportation (FDOT) had originally sought...

Contextual view of Goerlitz Property, showing eucalyptus trees along west ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

Contextual view of Goerlitz Property, showing eucalyptus trees along west side of driveway; parking lot and utility pole in foreground. Camera facing 38" northeast - Goerlitz House, 9893 Highland Avenue, Rancho Cucamonga, San Bernardino County, CA

30 CFR 77.807-1 - High-voltage powerlines; clearances above ground.

Code of Federal Regulations, 2011 CFR

2011-07-01

... ground. 77.807-1 Section 77.807-1 Mineral Resources MINE SAFETY AND HEALTH ADMINISTRATION, DEPARTMENT OF...; clearances above ground. High-voltage powerlines located above driveways, haulageways, and railroad tracks... feet above ground. ...

30 CFR 77.807-1 - High-voltage powerlines; clearances above ground.

Code of Federal Regulations, 2010 CFR

2010-07-01

... ground. 77.807-1 Section 77.807-1 Mineral Resources MINE SAFETY AND HEALTH ADMINISTRATION, DEPARTMENT OF...; clearances above ground. High-voltage powerlines located above driveways, haulageways, and railroad tracks... feet above ground. ...

Effective measures to restrict vehicle turning movements.

DOT National Transportation Integrated Search

2015-12-01

This study evaluated alternatives to raised/non-traversable medians on driveways and approaches. : Raised medians are often considered as an effective technique to limit direct left-turns that may be due : to a significant number of conflict points. ...

System level analysis and control of manufacturing process variation

DOEpatents

Hamada, Michael S.; Martz, Harry F.; Eleswarpu, Jay K.; Preissler, Michael J.

2005-05-31

A computer-implemented method is implemented for determining the variability of a manufacturing system having a plurality of subsystems. Each subsystem of the plurality of subsystems is characterized by signal factors, noise factors, control factors, and an output response, all having mean and variance values. Response models are then fitted to each subsystem to determine unknown coefficients for use in the response models that characterize the relationship between the signal factors, noise factors, control factors, and the corresponding output response having mean and variance values that are related to the signal factors, noise factors, and control factors. The response models for each subsystem are coupled to model the output of the manufacturing system as a whole. The coefficients of the fitted response models are randomly varied to propagate variances through the plurality of subsystems and values of signal factors and control factors are found to optimize the output of the manufacturing system to meet a specified criterion.

Optimal portfolio strategy with cross-correlation matrix composed by DCCA coefficients: Evidence from the Chinese stock market

NASA Astrophysics Data System (ADS)

Sun, Xuelian; Liu, Zixian

2016-02-01

In this paper, a new estimator of correlation matrix is proposed, which is composed of the detrended cross-correlation coefficients (DCCA coefficients), to improve portfolio optimization. In contrast to Pearson's correlation coefficients (PCC), DCCA coefficients acquired by the detrended cross-correlation analysis (DCCA) method can describe the nonlinear correlation between assets, and can be decomposed in different time scales. These properties of DCCA make it possible to improve the investment effect and more valuable to investigate the scale behaviors of portfolios. The minimum variance portfolio (MVP) model and the Mean-Variance (MV) model are used to evaluate the effectiveness of this improvement. Stability analysis shows the effect of two kinds of correlation matrices on the estimation error of portfolio weights. The observed scale behaviors are significant to risk management and could be used to optimize the portfolio selection.

Robust Portfolio Optimization Using Pseudodistances.

PubMed

Toma, Aida; Leoni-Aubin, Samuela

2015-01-01

The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios. This fact is due to the unbounded influence that outliers can have on the mean returns and covariance estimators that are inputs in the optimization procedure. In this paper we present robust estimators of mean and covariance matrix obtained by minimizing an empirical version of a pseudodistance between the assumed model and the true model underlying the data. We prove and discuss theoretical properties of these estimators, such as affine equivariance, B-robustness, asymptotic normality and asymptotic relative efficiency. These estimators can be easily used in place of the classical estimators, thereby providing robust optimized portfolios. A Monte Carlo simulation study and applications to real data show the advantages of the proposed approach. We study both in-sample and out-of-sample performance of the proposed robust portfolios comparing them with some other portfolios known in literature.

Robust Portfolio Optimization Using Pseudodistances

PubMed Central

2015-01-01

The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios. This fact is due to the unbounded influence that outliers can have on the mean returns and covariance estimators that are inputs in the optimization procedure. In this paper we present robust estimators of mean and covariance matrix obtained by minimizing an empirical version of a pseudodistance between the assumed model and the true model underlying the data. We prove and discuss theoretical properties of these estimators, such as affine equivariance, B-robustness, asymptotic normality and asymptotic relative efficiency. These estimators can be easily used in place of the classical estimators, thereby providing robust optimized portfolios. A Monte Carlo simulation study and applications to real data show the advantages of the proposed approach. We study both in-sample and out-of-sample performance of the proposed robust portfolios comparing them with some other portfolios known in literature. PMID:26468948

Optimal Solar PV Arrays Integration for Distributed Generation

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

Omitaomu, Olufemi A; Li, Xueping

2012-01-01

Solar photovoltaic (PV) systems hold great potential for distributed energy generation by installing PV panels on rooftops of residential and commercial buildings. Yet challenges arise along with the variability and non-dispatchability of the PV systems that affect the stability of the grid and the economics of the PV system. This paper investigates the integration of PV arrays for distributed generation applications by identifying a combination of buildings that will maximize solar energy output and minimize system variability. Particularly, we propose mean-variance optimization models to choose suitable rooftops for PV integration based on Markowitz mean-variance portfolio selection model. We further introducemore » quantity and cardinality constraints to result in a mixed integer quadratic programming problem. Case studies based on real data are presented. An efficient frontier is obtained for sample data that allows decision makers to choose a desired solar energy generation level with a comfortable variability tolerance level. Sensitivity analysis is conducted to show the tradeoffs between solar PV energy generation potential and variability.« less

8. July, 1970 DETAIL OF BRICK SIDEWALK AND GRANITE CURB, ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

8. July, 1970 DETAIL OF BRICK SIDEWALK AND GRANITE CURB, LOOKING EAST ON NORTH SIDE OF INDIA STREET FROM DRIVEWAY OF 31 INDIA STREET - India Street Neighborhood Study, 15-45 India Street, Nantucket, Nantucket County, MA

7. July, 1970 DETAIL OF BRICK SIDEWALK AND GRANITE CURB, ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

7. July, 1970 DETAIL OF BRICK SIDEWALK AND GRANITE CURB, LOOKING EAST ON NORTH SIDE OF INDIA STREET FROM DRIVEWAY OF 31 INDIA STREET - India Street Neighborhood Study, 15-45 India Street, Nantucket, Nantucket County, MA

Investigation of emergency vehicle crashes in the state of Michigan

DOT National Transportation Integrated Search

2009-10-15

Crashes occurring during emergency response were more likely to occur near intersections or driveways, : under dark lighting conditions, and during the PM peak period and the most prevalent types of crashes : were angle, headon, and sideswipe coll...

IMPERVIOUS SURFACE RESEARCH IN THE MID-ATLANTIC

EPA Science Inventory

Anthropogenic impervious surfaces have an important relationship with non-point source pollution (NPS) in urban watersheds. These human-created surfaces include such features as roads, parking lots, rooftops, sidewalks, and driveways. The amount of impervious surface area in a ...

Large deviations and portfolio optimization

NASA Astrophysics Data System (ADS)

Sornette, Didier

Risk control and optimal diversification constitute a major focus in the finance and insurance industries as well as, more or less consciously, in our everyday life. We present a discussion of the characterization of risks and of the optimization of portfolios that starts from a simple illustrative model and ends by a general functional integral formulation. A major item is that risk, usually thought of as one-dimensional in the conventional mean-variance approach, has to be addressed by the full distribution of losses. Furthermore, the time-horizon of the investment is shown to play a major role. We show the importance of accounting for large fluctuations and use the theory of Cramér for large deviations in this context. We first treat a simple model with a single risky asset that exemplifies the distinction between the average return and the typical return and the role of large deviations in multiplicative processes, and the different optimal strategies for the investors depending on their size. We then analyze the case of assets whose price variations are distributed according to exponential laws, a situation that is found to describe daily price variations reasonably well. Several portfolio optimization strategies are presented that aim at controlling large risks. We end by extending the standard mean-variance portfolio optimization theory, first within the quasi-Gaussian approximation and then using a general formulation for non-Gaussian correlated assets in terms of the formalism of functional integrals developed in the field theory of critical phenomena.

Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach

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

Pham, Huyên, E-mail: pham@math.univ-paris-diderot.fr; Wei, Xiaoli, E-mail: tyswxl@gmail.com

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.

Groundwater management under uncertainty using a stochastic multi-cell model

NASA Astrophysics Data System (ADS)

Joodavi, Ata; Zare, Mohammad; Ziaei, Ali Naghi; Ferré, Ty P. A.

2017-08-01

The optimization of spatially complex groundwater management models over long time horizons requires the use of computationally efficient groundwater flow models. This paper presents a new stochastic multi-cell lumped-parameter aquifer model that explicitly considers uncertainty in groundwater recharge. To achieve this, the multi-cell model is combined with the constrained-state formulation method. In this method, the lower and upper bounds of groundwater heads are incorporated into the mass balance equation using indicator functions. This provides expressions for the means, variances and covariances of the groundwater heads, which can be included in the constraint set in an optimization model. This method was used to formulate two separate stochastic models: (i) groundwater flow in a two-cell aquifer model with normal and non-normal distributions of groundwater recharge; and (ii) groundwater management in a multiple cell aquifer in which the differences between groundwater abstractions and water demands are minimized. The comparison between the results obtained from the proposed modeling technique with those from Monte Carlo simulation demonstrates the capability of the proposed models to approximate the means, variances and covariances. Significantly, considering covariances between the heads of adjacent cells allows a more accurate estimate of the variances of the groundwater heads. Moreover, this modeling technique requires no discretization of state variables, thus offering an efficient alternative to computationally demanding methods.

Automatic p wave analysis over 24 hours in patients with paroxysmal or persistent atrial fibrillation.

PubMed

Bitzen, Alexander; Sternickel, Karsten; Lewalter, Thorsten; Schwab, Jörg Otto; Yang, Alexander; Schrickel, Jan Wilko; Linhart, Markus; Wolpert, Christian; Jung, Werner; David, Peter; Lüderitz, Berndt; Nickenig, Georg; Lickfett, Lars

2007-10-01

Patients with atrial fibrillation (AF) often exhibit abnormalities of P wave morphology during sinus rhythm. We examined a novel method for automatic P wave analysis in the 24-hour-Holter-ECG of 60 patients with paroxysmal or persistent AF and 12 healthy subjects. Recorded ECG signals were transferred to the analysis program where 5-10 P and R waves were manually marked. A wavelet transform performed a time-frequency decomposition to train neural networks. Afterwards, the detected P waves were described using a Gauss function optimized to fit the individual morphology and providing amplitude and duration at half P wave height. >96% of P waves were detected, 47.4 +/- 20.7% successfully analyzed afterwards. In the patient population, the mean amplitude was 0.073 +/- 0.028 mV (mean variance 0.020 +/- 0.008 mV(2)), the mean duration at half height 23.5 +/- 2.7 ms (mean variance 4.2 +/- 1.6 ms(2)). In the control group, the mean amplitude (0.105 +/- 0.020 ms) was significantly higher (P < 0.0005), the mean variance of duration at half height (2.9 +/- 0.6 ms(2)) significantly lower (P < 0.0085). This method shows promise for identification of triggering factors of AF.

4. CONTEXTUAL VIEW OF THE VILLAGE COMPLEX, SHOWING COTTAGE NO. ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

4. CONTEXTUAL VIEW OF THE VILLAGE COMPLEX, SHOWING COTTAGE NO. 1 IN FOREGROUND, LOOKING SOUTH ALONG THE ENTRANCE DRIVEWAY (OLD CHARLES ROAD) - Nine Mile Hydroelectric Development, State Highway 291 along Spokane River, Nine Mile Falls, Spokane County, WA

Amenity or necessity? street standards as parking policy [research brief].

DOT National Transportation Integrated Search

2012-06-01

Single family homes, cul de sacs, spacious garages, wide streets, etc. are among the typical features of suburban developments across the United States. Despite the abundant parking spaces available on the premises (inside garages or in driveways), m...

USEPA EPIC IMPERVIOUS SURFACE RESEARCH IN THE MID-ATLANTIC

EPA Science Inventory

Anthropogenic impervious surfaces have an important relationship with non-point source pollution (NPS) in urban watersheds. These human-created surfaces include such features as roads, parking lots, rooftops, sidewalks, and driveways. The amount of impervious surface area in a ...

Improved traffic control measures to prevent incorrect turns at highway-rail grade crossings.

DOT National Transportation Integrated Search

2013-11-01

A number of injuries and fatal collisions have occurred at certain highway-rail grade crossings that are located immediately adjacent to highway intersections, driveways or interstate ramps. Some guide signage, pavement markings, and other traffic co...

Utilizing LIDAR data to analyze access management criteria in Utah.

DOT National Transportation Integrated Search

2017-05-01

The primary objective of this research was to increase understanding of the safety impacts across the state related to access management. This was accomplished by using the Light Detection and Ranging (LiDAR) database to evaluate driveway spacing and...

6. Historic American Buildings Survey E. W. Russell, Photographer, Feb. ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

6. Historic American Buildings Survey E. W. Russell, Photographer, Feb. 12, 1937 VIEW LOOKING UP MAIN DRIVEWAY SHOWING SO. E. (UPPER PORTION) OF BLDG. ALSO WEST ELEV. OF CHURCH. - Convent of the Visitation, 2300 Spring Hill Avenue, Mobile, Mobile County, AL

An Optimal Estimation Method to Obtain Surface Layer Turbulent Fluxes from Profile Measurements

NASA Astrophysics Data System (ADS)

Kang, D.

2015-12-01

In the absence of direct turbulence measurements, the turbulence characteristics of the atmospheric surface layer are often derived from measurements of the surface layer mean properties based on Monin-Obukhov Similarity Theory (MOST). This approach requires two levels of the ensemble mean wind, temperature, and water vapor, from which the fluxes of momentum, sensible heat, and water vapor can be obtained. When only one measurement level is available, the roughness heights and the assumed properties of the corresponding variables at the respective roughness heights are used. In practice, the temporal mean with large number of samples are used in place of the ensemble mean. However, in many situations the samples of data are taken from multiple levels. It is thus desirable to derive the boundary layer flux properties using all measurements. In this study, we used an optimal estimation approach to derive surface layer properties based on all available measurements. This approach assumes that the samples are taken from a population whose ensemble mean profile follows the MOST. An optimized estimate is obtained when the results yield a minimum cost function defined as a weighted summation of all error variance at each sample altitude. The weights are based one sample data variance and the altitude of the measurements. This method was applied to measurements in the marine atmospheric surface layer from a small boat using radiosonde on a tethered balloon where temperature and relative humidity profiles in the lowest 50 m were made repeatedly in about 30 minutes. We will present the resultant fluxes and the derived MOST mean profiles using different sets of measurements. The advantage of this method over the 'traditional' methods will be illustrated. Some limitations of this optimization method will also be discussed. Its application to quantify the effects of marine surface layer environment on radar and communication signal propagation will be shown as well.

σ -SCF: A Direct Energy-targeting Method To Mean-field Excited States

NASA Astrophysics Data System (ADS)

Ye, Hongzhou; Welborn, Matthew; Ricke, Nathan; van Voorhis, Troy

The mean-field solutions of electronic excited states are much less accessible than ground state (e.g. Hartree-Fock) solutions. Energy-based optimization methods for excited states, like Δ-SCF, tend to fall into the lowest solution consistent with a given symmetry - a problem known as ``variational collapse''. In this work, we combine the ideas of direct energy-targeting and variance-based optimization in order to describe excited states at the mean-field level. The resulting method, σ-SCF, has several advantages. First, it allows one to target any desired excited state by specifying a single parameter: a guess of the energy of that state. It can therefore, in principle, find all excited states. Second, it avoids variational collapse by using a variance-based, unconstrained local minimization. As a consequence, all states - ground or excited - are treated on an equal footing. Third, it provides an alternate approach to locate Δ-SCF solutions that are otherwise hardly accessible by the usual non-aufbau configuration initial guess. We present results for this new method for small atoms (He, Be) and molecules (H2, HF). This work was funded by a Grant from NSF (CHE-1464804).

MAJOR TRANSPORT MECHANISMS OF PYRETHROIDS IN RESIDENTIAL SETTINGS AND EFFECTS OF MITIGATION MEASURES

PubMed Central

Davidson, Paul C; Jones, Russell L; Harbourt, Christopher M; Hendley, Paul; Goodwin, Gregory E; Sliz, Bradley A

2014-01-01

The major pathways for transport of pyrethroids were determined in runoff studies conducted at a full-scale test facility in central California, USA. The 6 replicate house lots were typical of front lawns and house fronts of California residential developments and consisted of stucco walls, garage doors, driveways, and residential lawn irrigation sprinkler systems. Each of the 6 lots also included a rainfall simulator to generate artificial rainfall events. Different pyrethroids were applied to 5 surfaces—driveway, garage door and adjacent walls, lawn, lawn perimeter (grass near the house walls), and house walls above grass. The volume of runoff water from each house lot was measured, sampled, and analyzed to determine the amount of pyrethroid mass lost from each surface. Applications to 3 of the house lots were made using the application practices typically used prior to recent label changes, and applications were made to the other 3 house lots according to the revised application procedures. Results from the house lots using the historic application procedures showed that losses of the compounds applied to the driveway and garage door (including the adjacent walls) were 99.75% of total measured runoff losses. The greatest losses were associated with significant rainfall events rather than lawn irrigation events. However, runoff losses were 40 times less using the revised application procedures recently specified on pyrethroid labels. Environ Toxicol Chem 2014;33:52–60. © 2013 The Authors. Environmental Toxicology and Chemistry published by Wiley Periodicals, Inc. on behalf of SETAC. This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution, and reproduction in any medium, provided the original work is properly cited. PMID:24105831

Maximizing the reliability of genomic selection by optimizing the calibration set of reference individuals: comparison of methods in two diverse groups of maize inbreds (Zea mays L.).

PubMed

Rincent, R; Laloë, D; Nicolas, S; Altmann, T; Brunel, D; Revilla, P; Rodríguez, V M; Moreno-Gonzalez, J; Melchinger, A; Bauer, E; Schoen, C-C; Meyer, N; Giauffret, C; Bauland, C; Jamin, P; Laborde, J; Monod, H; Flament, P; Charcosset, A; Moreau, L

2012-10-01

Genomic selection refers to the use of genotypic information for predicting breeding values of selection candidates. A prediction formula is calibrated with the genotypes and phenotypes of reference individuals constituting the calibration set. The size and the composition of this set are essential parameters affecting the prediction reliabilities. The objective of this study was to maximize reliabilities by optimizing the calibration set. Different criteria based on the diversity or on the prediction error variance (PEV) derived from the realized additive relationship matrix-best linear unbiased predictions model (RA-BLUP) were used to select the reference individuals. For the latter, we considered the mean of the PEV of the contrasts between each selection candidate and the mean of the population (PEVmean) and the mean of the expected reliabilities of the same contrasts (CDmean). These criteria were tested with phenotypic data collected on two diversity panels of maize (Zea mays L.) genotyped with a 50k SNPs array. In the two panels, samples chosen based on CDmean gave higher reliabilities than random samples for various calibration set sizes. CDmean also appeared superior to PEVmean, which can be explained by the fact that it takes into account the reduction of variance due to the relatedness between individuals. Selected samples were close to optimality for a wide range of trait heritabilities, which suggests that the strategy presented here can efficiently sample subsets in panels of inbred lines. A script to optimize reference samples based on CDmean is available on request.

An evaluation of soil sampling for 137Cs using various field-sampling volumes.

PubMed

Nyhan, J W; White, G C; Schofield, T G; Trujillo, G

1983-05-01

The sediments from a liquid effluent receiving area at the Los Alamos National Laboratory and soils from an intensive study area in the fallout pathway of Trinity were sampled for 137Cs using 25-, 500-, 2500- and 12,500-cm3 field sampling volumes. A highly replicated sampling program was used to determine mean concentrations and inventories of 137Cs at each site, as well as estimates of spatial, aliquoting, and counting variance components of the radionuclide data. The sampling methods were also analyzed as a function of soil size fractions collected in each field sampling volume and of the total cost of the program for a given variation in the radionuclide survey results. Coefficients of variation (CV) of 137Cs inventory estimates ranged from 0.063 to 0.14 for Mortandad Canyon sediments, whereas CV values for Trinity soils were observed from 0.38 to 0.57. Spatial variance components of 137Cs concentration data were usually found to be larger than either the aliquoting or counting variance estimates and were inversely related to field sampling volume at the Trinity intensive site. Subsequent optimization studies of the sampling schemes demonstrated that each aliquot should be counted once, and that only 2-4 aliquots out of as many as 30 collected need be assayed for 137Cs. The optimization studies showed that as sample costs increased to 45 man-hours of labor per sample, the variance of the mean 137Cs concentration decreased dramatically, but decreased very little with additional labor.

18 CFR 1304.205 - Other water-use facilities.

Code of Federal Regulations, 2014 CFR

2014-04-01

... concrete boat launching ramp with associated driveway may be located within the access corridor... concrete is allowable; asphalt is not permitted. (b) Tables or benches for cleaning fish are permitted on... adjacent structures during winter drawdown. (h) Closed loop heat exchanges for residential heat pump...

18 CFR 1304.205 - Other water-use facilities.

Code of Federal Regulations, 2013 CFR

2013-04-01

... concrete boat launching ramp with associated driveway may be located within the access corridor... concrete is allowable; asphalt is not permitted. (b) Tables or benches for cleaning fish are permitted on... adjacent structures during winter drawdown. (h) Closed loop heat exchanges for residential heat pump...

18 CFR 1304.205 - Other water-use facilities.

Code of Federal Regulations, 2012 CFR

2012-04-01

... concrete boat launching ramp with associated driveway may be located within the access corridor... concrete is allowable; asphalt is not permitted. (b) Tables or benches for cleaning fish are permitted on... adjacent structures during winter drawdown. (h) Closed loop heat exchanges for residential heat pump...

Detail view to show the bronze gates hanging in the ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

Detail view to show the bronze gates hanging in the driveway portals; the open grille is foliated and crowned with patriotic eagle emblems - United States Department of Commerce, Bounded by Fourteenth, Fifteenth, and E streets and Constitution Avenue, Washington, District of Columbia, DC

Integration of electromagnetic induction sensor data in soil sampling scheme optimization using simulated annealing.

PubMed

Barca, E; Castrignanò, A; Buttafuoco, G; De Benedetto, D; Passarella, G

2015-07-01

Soil survey is generally time-consuming, labor-intensive, and costly. Optimization of sampling scheme allows one to reduce the number of sampling points without decreasing or even increasing the accuracy of investigated attribute. Maps of bulk soil electrical conductivity (EC a ) recorded with electromagnetic induction (EMI) sensors could be effectively used to direct soil sampling design for assessing spatial variability of soil moisture. A protocol, using a field-scale bulk EC a survey, has been applied in an agricultural field in Apulia region (southeastern Italy). Spatial simulated annealing was used as a method to optimize spatial soil sampling scheme taking into account sampling constraints, field boundaries, and preliminary observations. Three optimization criteria were used. the first criterion (minimization of mean of the shortest distances, MMSD) optimizes the spreading of the point observations over the entire field by minimizing the expectation of the distance between an arbitrarily chosen point and its nearest observation; the second criterion (minimization of weighted mean of the shortest distances, MWMSD) is a weighted version of the MMSD, which uses the digital gradient of the grid EC a data as weighting function; and the third criterion (mean of average ordinary kriging variance, MAOKV) minimizes mean kriging estimation variance of the target variable. The last criterion utilizes the variogram model of soil water content estimated in a previous trial. The procedures, or a combination of them, were tested and compared in a real case. Simulated annealing was implemented by the software MSANOS able to define or redesign any sampling scheme by increasing or decreasing the original sampling locations. The output consists of the computed sampling scheme, the convergence time, and the cooling law, which can be an invaluable support to the process of sampling design. The proposed approach has found the optimal solution in a reasonable computation time. The use of bulk EC a gradient as an exhaustive variable, known at any node of an interpolation grid, has allowed the optimization of the sampling scheme, distinguishing among areas with different priority levels.

Intelligent ensemble T-S fuzzy neural networks with RCDPSO_DM optimization for effective handling of complex clinical pathway variances.

PubMed

Du, Gang; Jiang, Zhibin; Diao, Xiaodi; Yao, Yang

2013-07-01

Takagi-Sugeno (T-S) fuzzy neural networks (FNNs) can be used to handle complex, fuzzy, uncertain clinical pathway (CP) variances. However, there are many drawbacks, such as slow training rate, propensity to become trapped in a local minimum and poor ability to perform a global search. In order to improve overall performance of variance handling by T-S FNNs, a new CP variance handling method is proposed in this study. It is based on random cooperative decomposing particle swarm optimization with double mutation mechanism (RCDPSO_DM) for T-S FNNs. Moreover, the proposed integrated learning algorithm, combining the RCDPSO_DM algorithm with a Kalman filtering algorithm, is applied to optimize antecedent and consequent parameters of constructed T-S FNNs. Then, a multi-swarm cooperative immigrating particle swarm algorithm ensemble method is used for intelligent ensemble T-S FNNs with RCDPSO_DM optimization to further improve stability and accuracy of CP variance handling. Finally, two case studies on liver and kidney poisoning variances in osteosarcoma preoperative chemotherapy are used to validate the proposed method. The result demonstrates that intelligent ensemble T-S FNNs based on the RCDPSO_DM achieves superior performances, in terms of stability, efficiency, precision and generalizability, over PSO ensemble of all T-S FNNs with RCDPSO_DM optimization, single T-S FNNs with RCDPSO_DM optimization, standard T-S FNNs, standard Mamdani FNNs and T-S FNNs based on other algorithms (cooperative particle swarm optimization and particle swarm optimization) for CP variance handling. Therefore, it makes CP variance handling more effective. Copyright © 2013 Elsevier Ltd. All rights reserved.

Multiobjective robust design of the double wishbone suspension system based on particle swarm optimization.

PubMed

Cheng, Xianfu; Lin, Yuqun

2014-01-01

The performance of the suspension system is one of the most important factors in the vehicle design. For the double wishbone suspension system, the conventional deterministic optimization does not consider any deviations of design parameters, so design sensitivity analysis and robust optimization design are proposed. In this study, the design parameters of the robust optimization are the positions of the key points, and the random factors are the uncertainties in manufacturing. A simplified model of the double wishbone suspension is established by software ADAMS. The sensitivity analysis is utilized to determine main design variables. Then, the simulation experiment is arranged and the Latin hypercube design is adopted to find the initial points. The Kriging model is employed for fitting the mean and variance of the quality characteristics according to the simulation results. Further, a particle swarm optimization method based on simple PSO is applied and the tradeoff between the mean and deviation of performance is made to solve the robust optimization problem of the double wishbone suspension system.

IMPERVIOUS SURFACES AND STREAMFLOW DISCHARGE: A HISTORICAL REMOTE SENSING PERSPECTIVE IN A NORTHERN VIRGINIA SUBWATERSHED

EPA Science Inventory

Impervious surfaces are a leading contributor to non-point-source water pollution in urban watersheds. These surfaces include such features as roads, parking lots, rooftops and driveways. Aerial photography provides a historical vehicle for determining impervious surface growth a...

27. Photocopy of microprint of drawing (microfilm in collection of ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

27. Photocopy of microprint of drawing (microfilm in collection of Amtrak, Philadelphia, Pennsylvania), Kenneth M. Murchison, architect, 1910 'AS BUILT' PLAN AND SECTIONS OF FOUNDATIONS - Baltimore Union Station, Driveways, North of Jones Falls Expressway, between Charles Street & Saint Paul Street, Baltimore, Independent City, MD

Student Drivers Will Find This Defensive Course Difficult

ERIC Educational Resources Information Center

Nation's Schools, 1972

1972-01-01

Map and description of 40-acre defensive driving range being built for secondary school driver education programs in the Burke County Public Schools of North Carolina. Features include a beginner course, streets, driveways, expressway, gravel road, a driver education building, and an emergency skid area. (Author/DN)

Replica Approach for Minimal Investment Risk with Cost

NASA Astrophysics Data System (ADS)

Shinzato, Takashi

2018-06-01

In the present work, the optimal portfolio minimizing the investment risk with cost is discussed analytically, where an objective function is constructed in terms of two negative aspects of investment, the risk and cost. We note the mathematical similarity between the Hamiltonian in the mean-variance model and the Hamiltonians in the Hopfield model and the Sherrington-Kirkpatrick model, show that we can analyze this portfolio optimization problem by using replica analysis, and derive the minimal investment risk with cost and the investment concentration of the optimal portfolio. Furthermore, we validate our proposed method through numerical simulations.

Ant colony algorithm for clustering in portfolio optimization

NASA Astrophysics Data System (ADS)

Subekti, R.; Sari, E. R.; Kusumawati, R.

2018-03-01

This research aims to describe portfolio optimization using clustering methods with ant colony approach. Two stock portfolios of LQ45 Indonesia is proposed based on the cluster results obtained from ant colony optimization (ACO). The first portfolio consists of assets with ant colony displacement opportunities beyond the defined probability limits of the researcher, where the weight of each asset is determined by mean-variance method. The second portfolio consists of two assets with the assumption that each asset is a cluster formed from ACO. The first portfolio has a better performance compared to the second portfolio seen from the Sharpe index.

Genetic evolution, plasticity, and bet-hedging as adaptive responses to temporally autocorrelated fluctuating selection: A quantitative genetic model.

PubMed

Tufto, Jarle

2015-08-01

Adaptive responses to autocorrelated environmental fluctuations through evolution in mean reaction norm elevation and slope and an independent component of the phenotypic variance are analyzed using a quantitative genetic model. Analytic approximations expressing the mutual dependencies between all three response modes are derived and solved for the joint evolutionary outcome. Both genetic evolution in reaction norm elevation and plasticity are favored by slow temporal fluctuations, with plasticity, in the absence of microenvironmental variability, being the dominant evolutionary outcome for reasonable parameter values. For fast fluctuations, tracking of the optimal phenotype through genetic evolution and plasticity is limited. If residual fluctuations in the optimal phenotype are large and stabilizing selection is strong, selection then acts to increase the phenotypic variance (bet-hedging adaptive). Otherwise, canalizing selection occurs. If the phenotypic variance increases with plasticity through the effect of microenvironmental variability, this shifts the joint evolutionary balance away from plasticity in favor of genetic evolution. If microenvironmental deviations experienced by each individual at the time of development and selection are correlated, however, more plasticity evolves. The adaptive significance of evolutionary fluctuations in plasticity and the phenotypic variance, transient evolution, and the validity of the analytic approximations are investigated using simulations. © 2015 The Author(s). Evolution © 2015 The Society for the Study of Evolution.

Employing Sensitivity Derivatives for Robust Optimization under Uncertainty in CFD

NASA Technical Reports Server (NTRS)

Newman, Perry A.; Putko, Michele M.; Taylor, Arthur C., III

2004-01-01

A robust optimization is demonstrated on a two-dimensional inviscid airfoil problem in subsonic flow. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables), an approximate first-order statistical moment method is employed to represent the Computational Fluid Dynamics (CFD) code outputs as expected values with variances. These output quantities are used to form the objective function and constraints. The constraints are cast in probabilistic terms; that is, the probability that a constraint is satisfied is greater than or equal to some desired target probability. Gradient-based robust optimization of this stochastic problem is accomplished through use of both first and second-order sensitivity derivatives. For each robust optimization, the effect of increasing both input standard deviations and target probability of constraint satisfaction are demonstrated. This method provides a means for incorporating uncertainty when considering small deviations from input mean values.

MULTI-SCALE REMOTE SENSING MAPPING OF ANTHROPOGENIC IMPERVIOUS SURFACES: SPATIAL AND TEMPORAL SCALING ISSUES RELATED TO ECOLOGICAL AND HYDROLOGICAL LANDSCAPE ANALYSES

EPA Science Inventory

Anthropogenic impervious surfaces are leading contributors to non-point-source water pollution in urban watersheds. These human-created surfaces include such features as roads, parking lots, rooftops, sideways, and driveways. Aerial photography provides a historical vehicle for...

USING GIS AND AERIAL PHOTOGRAPHY TO DETERMINE A HISTORICAL IMPERVIOUS SURFACE/STREAMFLOW RELATIONSHIP

EPA Science Inventory

Impervious surfaces are a leading contributor to non-point-source water pollution in urban watersheds. These surfaces include such features as roads, parking lots, rooftops and driveways. Arcview GIS and the Image Analysis extension have been utilized to geo-register and map imp...

Safety evaluation of right turns followed by U-turns as an alternative to direct left turns : conflict analysis, Vol. 2

DOT National Transportation Integrated Search

2001-10-01

This project evaluated the safety and operational impacts of two alternative left-turn treatments from driveways/side streets. The two treatments were (1) direct left turns and (2) right turns followed by U-turns. Safety analyses of the alternatives ...

Operational evaluation of right turns followed by U-turns as an alternative to direct left turns, Vol. 3

DOT National Transportation Integrated Search

2001-09-01

This project evaluated the safety and operational impacts of two alternative left-turn treatments from driveways/side streets. The two treatments were: (1) Direct left turns (DLT) and, (2) Right turns followed by U-turns (RTUT). Ten sites were select...

Designing with Traffic Safety in Mind.

ERIC Educational Resources Information Center

Matthews, John

1998-01-01

Provides an example of how one county public school system was able to minimize traffic accidents and increase safety around its schools. Illustrations are provided of safer bus loading zones, pedestrian walkways and sidewalks, staff parking, and acceptable methods for staging buses. A checklist for school driveway design concludes the article.…

43 CFR 3815.1 - Mineral locations.

Code of Federal Regulations, 2014 CFR

2014-10-01

... 43 Public Lands: Interior 2 2014-10-01 2014-10-01 false Mineral locations. 3815.1 Section 3815.1..., DEPARTMENT OF THE INTERIOR MINERALS MANAGEMENT (3000) LANDS AND MINERALS SUBJECT TO LOCATION Mineral Locations in Stock Driveway Withdrawals § 3815.1 Mineral locations. Under authority of the provisions of the...

43 CFR 3815.1 - Mineral locations.

Code of Federal Regulations, 2013 CFR

2013-10-01

... 43 Public Lands: Interior 2 2013-10-01 2013-10-01 false Mineral locations. 3815.1 Section 3815.1..., DEPARTMENT OF THE INTERIOR MINERALS MANAGEMENT (3000) LANDS AND MINERALS SUBJECT TO LOCATION Mineral Locations in Stock Driveway Withdrawals § 3815.1 Mineral locations. Under authority of the provisions of the...

43 CFR 3815.1 - Mineral locations.

Code of Federal Regulations, 2012 CFR

2012-10-01

... 43 Public Lands: Interior 2 2012-10-01 2012-10-01 false Mineral locations. 3815.1 Section 3815.1..., DEPARTMENT OF THE INTERIOR MINERALS MANAGEMENT (3000) LANDS AND MINERALS SUBJECT TO LOCATION Mineral Locations in Stock Driveway Withdrawals § 3815.1 Mineral locations. Under authority of the provisions of the...

43 CFR 3815.1 - Mineral locations.

Code of Federal Regulations, 2011 CFR

2011-10-01

... 43 Public Lands: Interior 2 2011-10-01 2011-10-01 false Mineral locations. 3815.1 Section 3815.1..., DEPARTMENT OF THE INTERIOR MINERALS MANAGEMENT (3000) LANDS AND MINERALS SUBJECT TO LOCATION Mineral Locations in Stock Driveway Withdrawals § 3815.1 Mineral locations. Under authority of the provisions of the...

7 CFR 3555.201 - Site requirements.

Code of Federal Regulations, 2014 CFR

2014-01-01

... contiguous to and have direct access from a street, road, or driveway. Streets and roads must be hard... needed maintenance will be provided. (4) The site must be supported by adequate utilities and water and wastewater disposal systems. Certain water and wastewater systems that are privately-owned may be acceptable...

43 CFR 3815.2 - Prospecting and mining.

Code of Federal Regulations, 2011 CFR

2011-10-01

... 43 Public Lands: Interior 2 2011-10-01 2011-10-01 false Prospecting and mining. 3815.2 Section... Mineral Locations in Stock Driveway Withdrawals § 3815.2 Prospecting and mining. All prospecting and mining operations shall be conducted in such manner as to cause no interference with the use of the...

Optimization of data analysis for the in vivo neutron activation analysis of aluminum in bone.

PubMed

Mohseni, H K; Matysiak, W; Chettle, D R; Byun, S H; Priest, N; Atanackovic, J; Prestwich, W V

2016-10-01

An existing system at McMaster University has been used for the in vivo measurement of aluminum in human bone. Precise and detailed analysis approaches are necessary to determine the aluminum concentration because of the low levels of aluminum found in the bone and the challenges associated with its detection. Phantoms resembling the composition of the human hand with varying concentrations of aluminum were made for testing the system prior to the application to human studies. A spectral decomposition model and a photopeak fitting model involving the inverse-variance weighted mean and a time-dependent analysis were explored to analyze the results and determine the model with the best performance and lowest minimum detection limit. The results showed that the spectral decomposition and the photopeak fitting model with the inverse-variance weighted mean both provided better results compared to the other methods tested. The spectral decomposition method resulted in a marginally lower detection limit (5μg Al/g Ca) compared to the inverse-variance weighted mean (5.2μg Al/g Ca), rendering both equally applicable to human measurements. Copyright © 2016 Elsevier Ltd. All rights reserved.

Factors influencing heterogeneity of radiation-induced DNA-damage measured by the alkaline comet assay.

PubMed

Seidel, Clemens; Lautenschläger, Christine; Dunst, Jürgen; Müller, Arndt-Christian

2012-04-20

To investigate whether different conditions of DNA structure and radiation treatment could modify heterogeneity of response. Additionally to study variance as a potential parameter of heterogeneity for radiosensitivity testing. Two-hundred leukocytes per sample of healthy donors were split into four groups. I: Intact chromatin structure; II: Nucleoids of histone-depleted DNA; III: Nucleoids of histone-depleted DNA with 90 mM DMSO as antioxidant. Response to single (I-III) and twice (IV) irradiation with 4 Gy and repair kinetics were evaluated using %Tail-DNA. Heterogeneity of DNA damage was determined by calculation of variance of DNA-damage (V) and mean variance (Mvar), mutual comparisons were done by one-way analysis of variance (ANOVA). Heterogeneity of initial DNA-damage (I, 0 min repair) increased without histones (II). Absence of histones was balanced by addition of antioxidants (III). Repair reduced heterogeneity of all samples (with and without irradiation). However double irradiation plus repair led to a higher level of heterogeneity distinguishable from single irradiation and repair in intact cells. Increase of mean DNA damage was associated with a similarly elevated variance of DNA damage (r = +0.88). Heterogeneity of DNA-damage can be modified by histone level, antioxidant concentration, repair and radiation dose and was positively correlated with DNA damage. Experimental conditions might be optimized by reducing scatter of comet assay data by repair and antioxidants, potentially allowing better discrimination of small differences. Amount of heterogeneity measured by variance might be an additional useful parameter to characterize radiosensitivity.

On the problem of data assimilation by means of synchronization

NASA Astrophysics Data System (ADS)

Szendro, Ivan G.; RodríGuez, Miguel A.; López, Juan M.

2009-10-01

The potential use of synchronization as a method for data assimilation is investigated in a Lorenz96 model. Data representing the reality are obtained from a Lorenz96 model with added noise. We study the assimilation scheme by means of synchronization for different noise intensities. We use a novel plot representation of the synchronization error in a phase diagram consisting of two variables: the amplitude and the width of the error after a suitable logarithmic transformation (the so-called mean-variance of logarithms diagram). Our main result concerns the existence of an "optimal" coupling for which the synchronization is maximal. We finally show how this allows us to quantify the degree of assimilation, providing a criterion for the selection of optimal couplings and validity of models.

Sampling intraspecific variability in leaf functional traits: Practical suggestions to maximize collected information.

PubMed

Petruzzellis, Francesco; Palandrani, Chiara; Savi, Tadeja; Alberti, Roberto; Nardini, Andrea; Bacaro, Giovanni

2017-12-01

The choice of the best sampling strategy to capture mean values of functional traits for a species/population, while maintaining information about traits' variability and minimizing the sampling size and effort, is an open issue in functional trait ecology. Intraspecific variability (ITV) of functional traits strongly influences sampling size and effort. However, while adequate information is available about intraspecific variability between individuals (ITV BI ) and among populations (ITV POP ), relatively few studies have analyzed intraspecific variability within individuals (ITV WI ). Here, we provide an analysis of ITV WI of two foliar traits, namely specific leaf area (SLA) and osmotic potential (π), in a population of Quercus ilex L. We assessed the baseline ITV WI level of variation between the two traits and provided the minimum and optimal sampling size in order to take into account ITV WI , comparing sampling optimization outputs with those previously proposed in the literature. Different factors accounted for different amount of variance of the two traits. SLA variance was mostly spread within individuals (43.4% of the total variance), while π variance was mainly spread between individuals (43.2%). Strategies that did not account for all the canopy strata produced mean values not representative of the sampled population. The minimum size to adequately capture the studied functional traits corresponded to 5 leaves taken randomly from 5 individuals, while the most accurate and feasible sampling size was 4 leaves taken randomly from 10 individuals. We demonstrate that the spatial structure of the canopy could significantly affect traits variability. Moreover, different strategies for different traits could be implemented during sampling surveys. We partially confirm sampling sizes previously proposed in the recent literature and encourage future analysis involving different traits.

Generation of uniformly distributed dose points for anatomy-based three-dimensional dose optimization methods in brachytherapy.

PubMed

Lahanas, M; Baltas, D; Giannouli, S; Milickovic, N; Zamboglou, N

2000-05-01

We have studied the accuracy of statistical parameters of dose distributions in brachytherapy using actual clinical implants. These include the mean, minimum and maximum dose values and the variance of the dose distribution inside the PTV (planning target volume), and on the surface of the PTV. These properties have been studied as a function of the number of uniformly distributed sampling points. These parameters, or the variants of these parameters, are used directly or indirectly in optimization procedures or for a description of the dose distribution. The accurate determination of these parameters depends on the sampling point distribution from which they have been obtained. Some optimization methods ignore catheters and critical structures surrounded by the PTV or alternatively consider as surface dose points only those on the contour lines of the PTV. D(min) and D(max) are extreme dose values which are either on the PTV surface or within the PTV. They must be avoided for specification and optimization purposes in brachytherapy. Using D(mean) and the variance of D which we have shown to be stable parameters, achieves a more reliable description of the dose distribution on the PTV surface and within the PTV volume than does D(min) and D(max). Generation of dose points on the real surface of the PTV is obligatory and the consideration of catheter volumes results in a realistic description of anatomical dose distributions.

Longitudinal design considerations to optimize power to detect variances and covariances among rates of change: Simulation results based on actual longitudinal studies

PubMed Central

Rast, Philippe; Hofer, Scott M.

2014-01-01

We investigated the power to detect variances and covariances in rates of change in the context of existing longitudinal studies using linear bivariate growth curve models. Power was estimated by means of Monte Carlo simulations. Our findings show that typical longitudinal study designs have substantial power to detect both variances and covariances among rates of change in a variety of cognitive, physical functioning, and mental health outcomes. We performed simulations to investigate the interplay among number and spacing of occasions, total duration of the study, effect size, and error variance on power and required sample size. The relation between growth rate reliability (GRR) and effect size to the sample size required to detect power ≥ .80 was non-linear, with rapidly decreasing sample sizes needed as GRR increases. The results presented here stand in contrast to previous simulation results and recommendations (Hertzog, Lindenberger, Ghisletta, & von Oertzen, 2006; Hertzog, von Oertzen, Ghisletta, & Lindenberger, 2008; von Oertzen, Ghisletta, & Lindenberger, 2010), which are limited due to confounds between study length and number of waves, error variance with GCR, and parameter values which are largely out of bounds of actual study values. Power to detect change is generally low in the early phases (i.e. first years) of longitudinal studies but can substantially increase if the design is optimized. We recommend additional assessments, including embedded intensive measurement designs, to improve power in the early phases of long-term longitudinal studies. PMID:24219544

A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns

NASA Astrophysics Data System (ADS)

Li, Xiang; Zhang, Yang; Wong, Hau-San; Qin, Zhongfeng

2009-11-01

Portfolio selection theory with fuzzy returns has been well developed and widely applied. Within the framework of credibility theory, several fuzzy portfolio selection models have been proposed such as mean-variance model, entropy optimization model, chance constrained programming model and so on. In order to solve these nonlinear optimization models, a hybrid intelligent algorithm is designed by integrating simulated annealing algorithm, neural network and fuzzy simulation techniques, where the neural network is used to approximate the expected value and variance for fuzzy returns and the fuzzy simulation is used to generate the training data for neural network. Since these models are used to be solved by genetic algorithm, some comparisons between the hybrid intelligent algorithm and genetic algorithm are given in terms of numerical examples, which imply that the hybrid intelligent algorithm is robust and more effective. In particular, it reduces the running time significantly for large size problems.

Mean-Reverting Portfolio With Budget Constraint

NASA Astrophysics Data System (ADS)

Zhao, Ziping; Palomar, Daniel P.

2018-05-01

This paper considers the mean-reverting portfolio design problem arising from statistical arbitrage in the financial markets. We first propose a general problem formulation aimed at finding a portfolio of underlying component assets by optimizing a mean-reversion criterion characterizing the mean-reversion strength, taking into consideration the variance of the portfolio and an investment budget constraint. Then several specific problems are considered based on the general formulation, and efficient algorithms are proposed. Numerical results on both synthetic and market data show that our proposed mean-reverting portfolio design methods can generate consistent profits and outperform the traditional design methods and the benchmark methods in the literature.

The performance of matched-field track-before-detect methods using shallow-water Pacific data.

PubMed

Tantum, Stacy L; Nolte, Loren W; Krolik, Jeffrey L; Harmanci, Kerem

2002-07-01

Matched-field track-before-detect processing, which extends the concept of matched-field processing to include modeling of the source dynamics, has recently emerged as a promising approach for maintaining the track of a moving source. In this paper, optimal Bayesian and minimum variance beamforming track-before-detect algorithms which incorporate a priori knowledge of the source dynamics in addition to the underlying uncertainties in the ocean environment are presented. A Markov model is utilized for the source motion as a means of capturing the stochastic nature of the source dynamics without assuming uniform motion. In addition, the relationship between optimal Bayesian track-before-detect processing and minimum variance track-before-detect beamforming is examined, revealing how an optimal tracking philosophy may be used to guide the modification of existing beamforming techniques to incorporate track-before-detect capabilities. Further, the benefits of implementing an optimal approach over conventional methods are illustrated through application of these methods to shallow-water Pacific data collected as part of the SWellEX-1 experiment. The results show that incorporating Markovian dynamics for the source motion provides marked improvement in the ability to maintain target track without the use of a uniform velocity hypothesis.

Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints

NASA Astrophysics Data System (ADS)

Yan, Wei

2012-01-01

An investment problem is considered with dynamic mean-variance(M-V) portfolio criterion under discontinuous prices which follow jump-diffusion processes according to the actual prices of stocks and the normality and stability of the financial market. The short-selling of stocks is prohibited in this mathematical model. Then, the corresponding stochastic Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and the solution of the stochastic HJB equation based on the theory of stochastic LQ control and viscosity solution is obtained. The efficient frontier and optimal strategies of the original dynamic M-V portfolio selection problem are also provided. And then, the effects on efficient frontier under the value-at-risk constraint are illustrated. Finally, an example illustrating the discontinuous prices based on M-V portfolio selection is presented.

ASPHALT FOR OFF-STREET PAVING AND PLAY AREAS, 3RD EDITION.

ERIC Educational Resources Information Center

Asphalt Inst., College Park, MD.

THIS PAMPHLET DISCUSSES THE ALTERNATIVE METHODS, APPLICATIONS, AND TECHNICAL CONSIDERATIONS FOR OFF-STREET PAVING AND PLAY AREAS. OFF-STREET PAVING INCLUDES--(1) ASPHALT-PAVED PARKING AREAS, (2) ROOF DECK PARKING AREAS, (3) ASPHALT-PAVED DRIVEWAYS, (4) ASPHALT-PAVED SERVICE STATION LOTS, AND (5) SIDEWALKS. THE DISCUSSION OF PLAY AREAS…

Safety evaluation of right turns followed by U-turns as an alternative to direct left turns : crash data analysis, Vol. 1

DOT National Transportation Integrated Search

2001-10-01

This project evaluated the safety and operational impacts of two alternative left-turn treatments from driveway/side streets. The two treatments were: (1) direct left turns and, (2) right turns followed by U-turns. Safety analyses of the alternatives...

44 CFR 15.14 - Vehicular and pedestrian traffic.

Code of Federal Regulations, 2014 CFR

2014-10-01

..., DEPARTMENT OF HOMELAND SECURITY GENERAL CONDUCT AT THE MT. WEATHER EMERGENCY ASSISTANCE CENTER AND AT THE... entering or while at Mt. Weather or the NETC must drive carefully and safely at all times and must obey the...) At both Mt. Weather and the NETC we prohibit: (1) Blocking entrances, driveways, walks, loading...

44 CFR 15.14 - Vehicular and pedestrian traffic.

Code of Federal Regulations, 2010 CFR

2010-10-01

..., DEPARTMENT OF HOMELAND SECURITY GENERAL CONDUCT AT THE MT. WEATHER EMERGENCY ASSISTANCE CENTER AND AT THE... entering or while at Mt. Weather or the NETC must drive carefully and safely at all times and must obey the...) At both Mt. Weather and the NETC we prohibit: (1) Blocking entrances, driveways, walks, loading...

44 CFR 15.14 - Vehicular and pedestrian traffic.

Code of Federal Regulations, 2011 CFR

2011-10-01

..., DEPARTMENT OF HOMELAND SECURITY GENERAL CONDUCT AT THE MT. WEATHER EMERGENCY ASSISTANCE CENTER AND AT THE... entering or while at Mt. Weather or the NETC must drive carefully and safely at all times and must obey the...) At both Mt. Weather and the NETC we prohibit: (1) Blocking entrances, driveways, walks, loading...

44 CFR 15.14 - Vehicular and pedestrian traffic.

Code of Federal Regulations, 2012 CFR

2012-10-01

..., DEPARTMENT OF HOMELAND SECURITY GENERAL CONDUCT AT THE MT. WEATHER EMERGENCY ASSISTANCE CENTER AND AT THE... entering or while at Mt. Weather or the NETC must drive carefully and safely at all times and must obey the...) At both Mt. Weather and the NETC we prohibit: (1) Blocking entrances, driveways, walks, loading...

44 CFR 15.14 - Vehicular and pedestrian traffic.

Code of Federal Regulations, 2013 CFR

2013-10-01

..., DEPARTMENT OF HOMELAND SECURITY GENERAL CONDUCT AT THE MT. WEATHER EMERGENCY ASSISTANCE CENTER AND AT THE... entering or while at Mt. Weather or the NETC must drive carefully and safely at all times and must obey the...) At both Mt. Weather and the NETC we prohibit: (1) Blocking entrances, driveways, walks, loading...

Design Science in Human-Computer Interaction: A Model and Three Examples

ERIC Educational Resources Information Center

Prestopnik, Nathan R.

2013-01-01

Humanity has entered an era where computing technology is virtually ubiquitous. From websites and mobile devices to computers embedded in appliances on our kitchen counters and automobiles parked in our driveways, information and communication technologies (ICTs) and IT artifacts are fundamentally changing the ways we interact with our world.…

9 CFR 309.7 - Livestock affected with anthrax; cleaning and disinfection of infected livestock pens and driveways.

Code of Federal Regulations, 2011 CFR

2011-01-01

... Products FOOD SAFETY AND INSPECTION SERVICE, DEPARTMENT OF AGRICULTURE AGENCY ORGANIZATION AND TERMINOLOGY... livestock remains in the lot. (c) Apparently healthy livestock (other than hogs) from a lot in which anthrax is detected, and any apparently healthy livestock which have been treated with anthrax biologicals...

9 CFR 309.7 - Livestock affected with anthrax; cleaning and disinfection of infected livestock pens and driveways.

Code of Federal Regulations, 2010 CFR

2010-01-01

... Products FOOD SAFETY AND INSPECTION SERVICE, DEPARTMENT OF AGRICULTURE AGENCY ORGANIZATION AND TERMINOLOGY... livestock remains in the lot. (c) Apparently healthy livestock (other than hogs) from a lot in which anthrax is detected, and any apparently healthy livestock which have been treated with anthrax biologicals...

7 CFR 1980.313 - Site and building requirements.

Code of Federal Regulations, 2013 CFR

2013-01-01

... direct access from a street, road, or driveway. Streets and roads must be hard surface or all-weather surface. (c) Water and water/waste disposal system. A nonfarm tract on which a loan is to be made must have an adequate water and water/waste disposal system and other related facilities. Water and water...

7 CFR 1980.313 - Site and building requirements.

Code of Federal Regulations, 2012 CFR

2012-01-01

... direct access from a street, road, or driveway. Streets and roads must be hard surface or all-weather surface. (c) Water and water/waste disposal system. A nonfarm tract on which a loan is to be made must have an adequate water and water/waste disposal system and other related facilities. Water and water...

7 CFR 1980.313 - Site and building requirements.

Code of Federal Regulations, 2014 CFR

2014-01-01

... direct access from a street, road, or driveway. Streets and roads must be hard surface or all-weather surface. (c) Water and water/waste disposal system. A nonfarm tract on which a loan is to be made must have an adequate water and water/waste disposal system and other related facilities. Water and water...

43 CFR 3815.6 - Locations subject to mining laws.

Code of Federal Regulations, 2011 CFR

2011-10-01

... 43 Public Lands: Interior 2 2011-10-01 2011-10-01 false Locations subject to mining laws. 3815.6... Mineral Locations in Stock Driveway Withdrawals § 3815.6 Locations subject to mining laws. Prospecting for minerals and the location of mining claims on lands in such withdrawals shall be subject to the provisions...

Coal-tar-based pavement sealants—a potent source of PAHs

USGS Publications Warehouse

Mahler, Barbara J.; Van Metre, Peter C.

2017-01-01

P avement sealants are applied to the asphalt pavement of many parking lots, driveways, and even playgrounds in North America (Figure 1), where, when first applied, they render the pavement glossy black and looking like new. Sealant products used commercially in the central, eastern, and northern United States typically are coal-tarbased, whereas those used in the western United States typically are asphalt-based. Although the products look similar, they are chemically different. Coal-tarbased pavement sealants typically are 25-35 percent (by weight) coal tar or coal-tar pitch, materials that are known human carcinogens and that contain high concentrations of polycyclic aromatic hydrocarbons (PAHs) and related chemicals (unless otherwise noted, all Figure 1. Pavement sealant is commonly used to seal parking lots, playgrounds, and driveways throughout the United States. Sealants used in the central, northern, eastern, and southern United States typically contain coal tar or coal-tar pitch, both of which are known human carcinogens. Photos by the U.S. Geological Survey. data in this article are from Mahler et al. 2012 and references therein).

Optimal recall period for caregiver-reported illness in risk factor and intervention studies: a multicountry study.

PubMed

Arnold, Benjamin F; Galiani, Sebastian; Ram, Pavani K; Hubbard, Alan E; Briceño, Bertha; Gertler, Paul J; Colford, John M

2013-02-15

Many community-based studies of acute child illness rely on cases reported by caregivers. In prior investigations, researchers noted a reporting bias when longer illness recall periods were used. The use of recall periods longer than 2-3 days has been discouraged to minimize this reporting bias. In the present study, we sought to determine the optimal recall period for illness measurement when accounting for both bias and variance. Using data from 12,191 children less than 24 months of age collected in 2008-2009 from Himachal Pradesh in India, Madhya Pradesh in India, Indonesia, Peru, and Senegal, we calculated bias, variance, and mean squared error for estimates of the prevalence ratio between groups defined by anemia, stunting, and underweight status to identify optimal recall periods for caregiver-reported diarrhea, cough, and fever. There was little bias in the prevalence ratio when a 7-day recall period was used (<10% in 35 of 45 scenarios), and the mean squared error was usually minimized with recall periods of 6 or more days. Shortening the recall period from 7 days to 2 days required sample-size increases of 52%-92% for diarrhea, 47%-61% for cough, and 102%-206% for fever. In contrast to the current practice of using 2-day recall periods, this work suggests that studies should measure caregiver-reported illness with a 7-day recall period.

GPZ: non-stationary sparse Gaussian processes for heteroscedastic uncertainty estimation in photometric redshifts

NASA Astrophysics Data System (ADS)

Almosallam, Ibrahim A.; Jarvis, Matt J.; Roberts, Stephen J.

2016-10-01

The next generation of cosmology experiments will be required to use photometric redshifts rather than spectroscopic redshifts. Obtaining accurate and well-characterized photometric redshift distributions is therefore critical for Euclid, the Large Synoptic Survey Telescope and the Square Kilometre Array. However, determining accurate variance predictions alongside single point estimates is crucial, as they can be used to optimize the sample of galaxies for the specific experiment (e.g. weak lensing, baryon acoustic oscillations, supernovae), trading off between completeness and reliability in the galaxy sample. The various sources of uncertainty in measurements of the photometry and redshifts put a lower bound on the accuracy that any model can hope to achieve. The intrinsic uncertainty associated with estimates is often non-uniform and input-dependent, commonly known in statistics as heteroscedastic noise. However, existing approaches are susceptible to outliers and do not take into account variance induced by non-uniform data density and in most cases require manual tuning of many parameters. In this paper, we present a Bayesian machine learning approach that jointly optimizes the model with respect to both the predictive mean and variance we refer to as Gaussian processes for photometric redshifts (GPZ). The predictive variance of the model takes into account both the variance due to data density and photometric noise. Using the Sloan Digital Sky Survey (SDSS) DR12 data, we show that our approach substantially outperforms other machine learning methods for photo-z estimation and their associated variance, such as TPZ and ANNZ2. We provide a MATLAB and PYTHON implementations that are available to download at https://github.com/OxfordML/GPz.

Factors influencing heterogeneity of radiation-induced DNA-damage measured by the alkaline comet assay

PubMed Central

2012-01-01

Background To investigate whether different conditions of DNA structure and radiation treatment could modify heterogeneity of response. Additionally to study variance as a potential parameter of heterogeneity for radiosensitivity testing. Methods Two-hundred leukocytes per sample of healthy donors were split into four groups. I: Intact chromatin structure; II: Nucleoids of histone-depleted DNA; III: Nucleoids of histone-depleted DNA with 90 mM DMSO as antioxidant. Response to single (I-III) and twice (IV) irradiation with 4 Gy and repair kinetics were evaluated using %Tail-DNA. Heterogeneity of DNA damage was determined by calculation of variance of DNA-damage (V) and mean variance (Mvar), mutual comparisons were done by one-way analysis of variance (ANOVA). Results Heterogeneity of initial DNA-damage (I, 0 min repair) increased without histones (II). Absence of histones was balanced by addition of antioxidants (III). Repair reduced heterogeneity of all samples (with and without irradiation). However double irradiation plus repair led to a higher level of heterogeneity distinguishable from single irradiation and repair in intact cells. Increase of mean DNA damage was associated with a similarly elevated variance of DNA damage (r = +0.88). Conclusions Heterogeneity of DNA-damage can be modified by histone level, antioxidant concentration, repair and radiation dose and was positively correlated with DNA damage. Experimental conditions might be optimized by reducing scatter of comet assay data by repair and antioxidants, potentially allowing better discrimination of small differences. Amount of heterogeneity measured by variance might be an additional useful parameter to characterize radiosensitivity. PMID:22520045

Belief Propagation Algorithm for Portfolio Optimization Problems

PubMed Central

2015-01-01

The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm. PMID:26305462

Belief Propagation Algorithm for Portfolio Optimization Problems.

PubMed

Shinzato, Takashi; Yasuda, Muneki

2015-01-01

The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm.

75 FR 38805 - Central New York Oil and Gas Company, LLC; Notice of Intent To Prepare an Environmental...

Federal Register 2010, 2011, 2012, 2013, 2014

2010-07-06

... station locations in Bradford County, Pennsylvania and Tioga County, New York. All interested parties... locations: FERC Environmental Site Reviews North-South Project Compressor Station NS2--Bradford County, Pennsylvania July 14, 2010, at 2 p.m. Tennessee Gas Pipeline's Station 319 (driveway) Turkey Path Road (State...

DUAL CARPORT AND DETAIL OF CARPORT EAVE AS SEEN FROM ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

DUAL CARPORT AND DETAIL OF CARPORT EAVE AS SEEN FROM THE DRIVEWAY. UNIT A IS SEEN ON THE LEFT AND STORAGE IN THE MIDDLE - Camp H.M. Smith and Navy Public Works Center Manana Title VII (Capehart) Housing, M-Shaped Four-Bedroom Duplex Type 5, Birch Circle, Cedar Drive, Pearl City, Honolulu County, HI

New Attacks on Animal Researchers Provoke Anger and Worry

ERIC Educational Resources Information Center

Guterman, Lila

2008-01-01

This article reports on firebomb attacks at the homes of two animal researchers which have provoked anger and unease. The firebomb attacks, which set the home of a neuroscientist at the University of California at Santa Cruz aflame and destroyed a car parked in the driveway of another university researcher's home, have left researchers and…

Sample size calculation in cost-effectiveness cluster randomized trials: optimal and maximin approaches.

PubMed

Manju, Md Abu; Candel, Math J J M; Berger, Martijn P F

2014-07-10

In this paper, the optimal sample sizes at the cluster and person levels for each of two treatment arms are obtained for cluster randomized trials where the cost-effectiveness of treatments on a continuous scale is studied. The optimal sample sizes maximize the efficiency or power for a given budget or minimize the budget for a given efficiency or power. Optimal sample sizes require information on the intra-cluster correlations (ICCs) for effects and costs, the correlations between costs and effects at individual and cluster levels, the ratio of the variance of effects translated into costs to the variance of the costs (the variance ratio), sampling and measuring costs, and the budget. When planning, a study information on the model parameters usually is not available. To overcome this local optimality problem, the current paper also presents maximin sample sizes. The maximin sample sizes turn out to be rather robust against misspecifying the correlation between costs and effects at the cluster and individual levels but may lose much efficiency when misspecifying the variance ratio. The robustness of the maximin sample sizes against misspecifying the ICCs depends on the variance ratio. The maximin sample sizes are robust under misspecification of the ICC for costs for realistic values of the variance ratio greater than one but not robust under misspecification of the ICC for effects. Finally, we show how to calculate optimal or maximin sample sizes that yield sufficient power for a test on the cost-effectiveness of an intervention.

Optimal design of minimum mean-square error noise reduction algorithms using the simulated annealing technique.

PubMed

Bai, Mingsian R; Hsieh, Ping-Ju; Hur, Kur-Nan

2009-02-01

The performance of the minimum mean-square error noise reduction (MMSE-NR) algorithm in conjunction with time-recursive averaging (TRA) for noise estimation is found to be very sensitive to the choice of two recursion parameters. To address this problem in a more systematic manner, this paper proposes an optimization method to efficiently search the optimal parameters of the MMSE-TRA-NR algorithms. The objective function is based on a regression model, whereas the optimization process is carried out with the simulated annealing algorithm that is well suited for problems with many local optima. Another NR algorithm proposed in the paper employs linear prediction coding as a preprocessor for extracting the correlated portion of human speech. Objective and subjective tests were undertaken to compare the optimized MMSE-TRA-NR algorithm with several conventional NR algorithms. The results of subjective tests were processed by using analysis of variance to justify the statistic significance. A post hoc test, Tukey's Honestly Significant Difference, was conducted to further assess the pairwise difference between the NR algorithms.

Computing the Expected Cost of an Appointment Schedule for Statistically Identical Customers with Probabilistic Service Times

PubMed Central

Dietz, Dennis C.

2014-01-01

A cogent method is presented for computing the expected cost of an appointment schedule where customers are statistically identical, the service time distribution has known mean and variance, and customer no-shows occur with time-dependent probability. The approach is computationally efficient and can be easily implemented to evaluate candidate schedules within a schedule optimization algorithm. PMID:24605070

Designing a multiple dependent state sampling plan based on the coefficient of variation.

PubMed

Yan, Aijun; Liu, Sanyang; Dong, Xiaojuan

2016-01-01

A multiple dependent state (MDS) sampling plan is developed based on the coefficient of variation of the quality characteristic which follows a normal distribution with unknown mean and variance. The optimal plan parameters of the proposed plan are solved by a nonlinear optimization model, which satisfies the given producer's risk and consumer's risk at the same time and minimizes the sample size required for inspection. The advantages of the proposed MDS sampling plan over the existing single sampling plan are discussed. Finally an example is given to illustrate the proposed plan.

Optimizing cost-efficiency in mean exposure assessment - cost functions reconsidered

PubMed Central

2011-01-01

Background Reliable exposure data is a vital concern in medical epidemiology and intervention studies. The present study addresses the needs of the medical researcher to spend monetary resources devoted to exposure assessment with an optimal cost-efficiency, i.e. obtain the best possible statistical performance at a specified budget. A few previous studies have suggested mathematical optimization procedures based on very simple cost models; this study extends the methodology to cover even non-linear cost scenarios. Methods Statistical performance, i.e. efficiency, was assessed in terms of the precision of an exposure mean value, as determined in a hierarchical, nested measurement model with three stages. Total costs were assessed using a corresponding three-stage cost model, allowing costs at each stage to vary non-linearly with the number of measurements according to a power function. Using these models, procedures for identifying the optimally cost-efficient allocation of measurements under a constrained budget were developed, and applied on 225 scenarios combining different sizes of unit costs, cost function exponents, and exposure variance components. Results Explicit mathematical rules for identifying optimal allocation could be developed when cost functions were linear, while non-linear cost functions implied that parts of or the entire optimization procedure had to be carried out using numerical methods. For many of the 225 scenarios, the optimal strategy consisted in measuring on only one occasion from each of as many subjects as allowed by the budget. Significant deviations from this principle occurred if costs for recruiting subjects were large compared to costs for setting up measurement occasions, and, at the same time, the between-subjects to within-subject variance ratio was small. In these cases, non-linearities had a profound influence on the optimal allocation and on the eventual size of the exposure data set. Conclusions The analysis procedures developed in the present study can be used for informed design of exposure assessment strategies, provided that data are available on exposure variability and the costs of collecting and processing data. The present shortage of empirical evidence on costs and appropriate cost functions however impedes general conclusions on optimal exposure measurement strategies in different epidemiologic scenarios. PMID:21600023

Optimizing cost-efficiency in mean exposure assessment--cost functions reconsidered.

PubMed

Mathiassen, Svend Erik; Bolin, Kristian

2011-05-21

Reliable exposure data is a vital concern in medical epidemiology and intervention studies. The present study addresses the needs of the medical researcher to spend monetary resources devoted to exposure assessment with an optimal cost-efficiency, i.e. obtain the best possible statistical performance at a specified budget. A few previous studies have suggested mathematical optimization procedures based on very simple cost models; this study extends the methodology to cover even non-linear cost scenarios. Statistical performance, i.e. efficiency, was assessed in terms of the precision of an exposure mean value, as determined in a hierarchical, nested measurement model with three stages. Total costs were assessed using a corresponding three-stage cost model, allowing costs at each stage to vary non-linearly with the number of measurements according to a power function. Using these models, procedures for identifying the optimally cost-efficient allocation of measurements under a constrained budget were developed, and applied on 225 scenarios combining different sizes of unit costs, cost function exponents, and exposure variance components. Explicit mathematical rules for identifying optimal allocation could be developed when cost functions were linear, while non-linear cost functions implied that parts of or the entire optimization procedure had to be carried out using numerical methods.For many of the 225 scenarios, the optimal strategy consisted in measuring on only one occasion from each of as many subjects as allowed by the budget. Significant deviations from this principle occurred if costs for recruiting subjects were large compared to costs for setting up measurement occasions, and, at the same time, the between-subjects to within-subject variance ratio was small. In these cases, non-linearities had a profound influence on the optimal allocation and on the eventual size of the exposure data set. The analysis procedures developed in the present study can be used for informed design of exposure assessment strategies, provided that data are available on exposure variability and the costs of collecting and processing data. The present shortage of empirical evidence on costs and appropriate cost functions however impedes general conclusions on optimal exposure measurement strategies in different epidemiologic scenarios.

Variance adaptation in navigational decision making

NASA Astrophysics Data System (ADS)

Gershow, Marc; Gepner, Ruben; Wolk, Jason; Wadekar, Digvijay

Drosophila larvae navigate their environments using a biased random walk strategy. A key component of this strategy is the decision to initiate a turn (change direction) in response to declining conditions. We modeled this decision as the output of a Linear-Nonlinear-Poisson cascade and used reverse correlation with visual and fictive olfactory stimuli to find the parameters of this model. Because the larva responds to changes in stimulus intensity, we used stimuli with uncorrelated normally distributed intensity derivatives, i.e. Brownian processes, and took the stimulus derivative as the input to our LNP cascade. In this way, we were able to present stimuli with 0 mean and controlled variance. We found that the nonlinear rate function depended on the variance in the stimulus input, allowing larvae to respond more strongly to small changes in low-noise compared to high-noise environments. We measured the rate at which the larva adapted its behavior following changes in stimulus variance, and found that larvae adapted more quickly to increases in variance than to decreases, consistent with the behavior of an optimal Bayes estimator. Supported by NIH Grant 1DP2EB022359 and NSF Grant PHY-1455015.

A nonparametric mean-variance smoothing method to assess Arabidopsis cold stress transcriptional regulator CBF2 overexpression microarray data.

PubMed

Hu, Pingsha; Maiti, Tapabrata

2011-01-01

Microarray is a powerful tool for genome-wide gene expression analysis. In microarray expression data, often mean and variance have certain relationships. We present a non-parametric mean-variance smoothing method (NPMVS) to analyze differentially expressed genes. In this method, a nonlinear smoothing curve is fitted to estimate the relationship between mean and variance. Inference is then made upon shrinkage estimation of posterior means assuming variances are known. Different methods have been applied to simulated datasets, in which a variety of mean and variance relationships were imposed. The simulation study showed that NPMVS outperformed the other two popular shrinkage estimation methods in some mean-variance relationships; and NPMVS was competitive with the two methods in other relationships. A real biological dataset, in which a cold stress transcription factor gene, CBF2, was overexpressed, has also been analyzed with the three methods. Gene ontology and cis-element analysis showed that NPMVS identified more cold and stress responsive genes than the other two methods did. The good performance of NPMVS is mainly due to its shrinkage estimation for both means and variances. In addition, NPMVS exploits a non-parametric regression between mean and variance, instead of assuming a specific parametric relationship between mean and variance. The source code written in R is available from the authors on request.

A Nonparametric Mean-Variance Smoothing Method to Assess Arabidopsis Cold Stress Transcriptional Regulator CBF2 Overexpression Microarray Data

PubMed Central

Hu, Pingsha; Maiti, Tapabrata

2011-01-01

Microarray is a powerful tool for genome-wide gene expression analysis. In microarray expression data, often mean and variance have certain relationships. We present a non-parametric mean-variance smoothing method (NPMVS) to analyze differentially expressed genes. In this method, a nonlinear smoothing curve is fitted to estimate the relationship between mean and variance. Inference is then made upon shrinkage estimation of posterior means assuming variances are known. Different methods have been applied to simulated datasets, in which a variety of mean and variance relationships were imposed. The simulation study showed that NPMVS outperformed the other two popular shrinkage estimation methods in some mean-variance relationships; and NPMVS was competitive with the two methods in other relationships. A real biological dataset, in which a cold stress transcription factor gene, CBF2, was overexpressed, has also been analyzed with the three methods. Gene ontology and cis-element analysis showed that NPMVS identified more cold and stress responsive genes than the other two methods did. The good performance of NPMVS is mainly due to its shrinkage estimation for both means and variances. In addition, NPMVS exploits a non-parametric regression between mean and variance, instead of assuming a specific parametric relationship between mean and variance. The source code written in R is available from the authors on request. PMID:21611181

Integrating mean and variance heterogeneities to identify differentially expressed genes.

PubMed

Ouyang, Weiwei; An, Qiang; Zhao, Jinying; Qin, Huaizhen

2016-12-06

In functional genomics studies, tests on mean heterogeneity have been widely employed to identify differentially expressed genes with distinct mean expression levels under different experimental conditions. Variance heterogeneity (aka, the difference between condition-specific variances) of gene expression levels is simply neglected or calibrated for as an impediment. The mean heterogeneity in the expression level of a gene reflects one aspect of its distribution alteration; and variance heterogeneity induced by condition change may reflect another aspect. Change in condition may alter both mean and some higher-order characteristics of the distributions of expression levels of susceptible genes. In this report, we put forth a conception of mean-variance differentially expressed (MVDE) genes, whose expression means and variances are sensitive to the change in experimental condition. We mathematically proved the null independence of existent mean heterogeneity tests and variance heterogeneity tests. Based on the independence, we proposed an integrative mean-variance test (IMVT) to combine gene-wise mean heterogeneity and variance heterogeneity induced by condition change. The IMVT outperformed its competitors under comprehensive simulations of normality and Laplace settings. For moderate samples, the IMVT well controlled type I error rates, and so did existent mean heterogeneity test (i.e., the Welch t test (WT), the moderated Welch t test (MWT)) and the procedure of separate tests on mean and variance heterogeneities (SMVT), but the likelihood ratio test (LRT) severely inflated type I error rates. In presence of variance heterogeneity, the IMVT appeared noticeably more powerful than all the valid mean heterogeneity tests. Application to the gene profiles of peripheral circulating B raised solid evidence of informative variance heterogeneity. After adjusting for background data structure, the IMVT replicated previous discoveries and identified novel experiment-wide significant MVDE genes. Our results indicate tremendous potential gain of integrating informative variance heterogeneity after adjusting for global confounders and background data structure. The proposed informative integration test better summarizes the impacts of condition change on expression distributions of susceptible genes than do the existent competitors. Therefore, particular attention should be paid to explicitly exploit the variance heterogeneity induced by condition change in functional genomics analysis.

Districts Dumping At-Large Races

ERIC Educational Resources Information Center

Fleming, Nora

2013-01-01

Luis Carlos Ayala treks up and down hilly driveways in a local neighborhood on a recent weeknight, going door to door to deliver his short campaign spiel and a flier. Even though the 18,650-student Pasadena Unified district serves a locale of more than 202,300 residents, Mr. Ayala aims to reach voters in an area of only 28,900 for this race, as a…

7 CFR Exhibit I to Subpart A of... - Guidelines for Seasonal Farm Labor Housing

Code of Federal Regulations, 2011 CFR

2011-01-01

... Parking. 301-5.1Safe and convenient all-weather roads shall be provided to connect the site and its improvements to the off-site public road. 301-5.2All-weather drives and parking shall be provided for tenants, and for trucks and buses as needed within the site. Driveways, parking areas and walkway locations...

7 CFR Exhibit I to Subpart A of... - Guidelines for Seasonal Farm Labor Housing

Code of Federal Regulations, 2010 CFR

2010-01-01

... Parking. 301-5.1Safe and convenient all-weather roads shall be provided to connect the site and its improvements to the off-site public road. 301-5.2All-weather drives and parking shall be provided for tenants, and for trucks and buses as needed within the site. Driveways, parking areas and walkway locations...

An Experience Oriented-Convergence Improved Gravitational Search Algorithm for Minimum Variance Distortionless Response Beamforming Optimum.

PubMed

Darzi, Soodabeh; Tiong, Sieh Kiong; Tariqul Islam, Mohammad; Rezai Soleymanpour, Hassan; Kibria, Salehin

2016-01-01

An experience oriented-convergence improved gravitational search algorithm (ECGSA) based on two new modifications, searching through the best experiments and using of a dynamic gravitational damping coefficient (α), is introduced in this paper. ECGSA saves its best fitness function evaluations and uses those as the agents' positions in searching process. In this way, the optimal found trajectories are retained and the search starts from these trajectories, which allow the algorithm to avoid the local optimums. Also, the agents can move faster in search space to obtain better exploration during the first stage of the searching process and they can converge rapidly to the optimal solution at the final stage of the search process by means of the proposed dynamic gravitational damping coefficient. The performance of ECGSA has been evaluated by applying it to eight standard benchmark functions along with six complicated composite test functions. It is also applied to adaptive beamforming problem as a practical issue to improve the weight vectors computed by minimum variance distortionless response (MVDR) beamforming technique. The results of implementation of the proposed algorithm are compared with some well-known heuristic methods and verified the proposed method in both reaching to optimal solutions and robustness.

A method for energy window optimization for quantitative tasks that includes the effects of model-mismatch on bias: application to Y-90 bremsstrahlung SPECT imaging.

PubMed

Rong, Xing; Du, Yong; Frey, Eric C

2012-06-21

Quantitative Yttrium-90 ((90)Y) bremsstrahlung single photon emission computed tomography (SPECT) imaging has shown great potential to provide reliable estimates of (90)Y activity distribution for targeted radionuclide therapy dosimetry applications. One factor that potentially affects the reliability of the activity estimates is the choice of the acquisition energy window. In contrast to imaging conventional gamma photon emitters where the acquisition energy windows are usually placed around photopeaks, there has been great variation in the choice of the acquisition energy window for (90)Y imaging due to the continuous and broad energy distribution of the bremsstrahlung photons. In quantitative imaging of conventional gamma photon emitters, previous methods for optimizing the acquisition energy window assumed unbiased estimators and used the variance in the estimates as a figure of merit (FOM). However, for situations, such as (90)Y imaging, where there are errors in the modeling of the image formation process used in the reconstruction there will be bias in the activity estimates. In (90)Y bremsstrahlung imaging this will be especially important due to the high levels of scatter, multiple scatter, and collimator septal penetration and scatter. Thus variance will not be a complete measure of reliability of the estimates and thus is not a complete FOM. To address this, we first aimed to develop a new method to optimize the energy window that accounts for both the bias due to model-mismatch and the variance of the activity estimates. We applied this method to optimize the acquisition energy window for quantitative (90)Y bremsstrahlung SPECT imaging in microsphere brachytherapy. Since absorbed dose is defined as the absorbed energy from the radiation per unit mass of tissues in this new method we proposed a mass-weighted root mean squared error of the volume of interest (VOI) activity estimates as the FOM. To calculate this FOM, two analytical expressions were derived for calculating the bias due to model-mismatch and the variance of the VOI activity estimates, respectively. To obtain the optimal acquisition energy window for general situations of interest in clinical (90)Y microsphere imaging, we generated phantoms with multiple tumors of various sizes and various tumor-to-normal activity concentration ratios using a digital phantom that realistically simulates human anatomy, simulated (90)Y microsphere imaging with a clinical SPECT system and typical imaging parameters using a previously validated Monte Carlo simulation code, and used a previously proposed method for modeling the image degrading effects in quantitative SPECT reconstruction. The obtained optimal acquisition energy window was 100-160 keV. The values of the proposed FOM were much larger than the FOM taking into account only the variance of the activity estimates, thus demonstrating in our experiment that the bias of the activity estimates due to model-mismatch was a more important factor than the variance in terms of limiting the reliability of activity estimates.

REGIONAL SEISMIC CHEMICAL AND NUCLEAR EXPLOSION DISCRIMINATION: WESTERN U.S. EXAMPLES

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

Walter, W R; Taylor, S R; Matzel, E

2006-07-07

We continue exploring methodologies to improve regional explosion discrimination using the western U.S. as a natural laboratory. The western U.S. has abundant natural seismicity, historic nuclear explosion data, and widespread mine blasts, making it a good testing ground to study the performance of regional explosion discrimination techniques. We have assembled and measured a large set of these events to systematically explore how to best optimize discrimination performance. Nuclear explosions can be discriminated from a background of earthquakes using regional phase (Pn, Pg, Sn, Lg) amplitude measures such as high frequency P/S ratios. The discrimination performance is improved if the amplitudesmore » can be corrected for source size and path length effects. We show good results are achieved using earthquakes alone to calibrate for these effects with the MDAC technique (Walter and Taylor, 2001). We show significant further improvement is then possible by combining multiple MDAC amplitude ratios using an optimized weighting technique such as Linear Discriminant Analysis (LDA). However this requires data or models for both earthquakes and explosions. In many areas of the world regional distance nuclear explosion data is lacking, but mine blast data is available. Mine explosions are often designed to fracture and/or move rock, giving them different frequency and amplitude behavior than contained chemical shots, which seismically look like nuclear tests. Here we explore discrimination performance differences between explosion types, the possible disparity in the optimization parameters that would be chosen if only chemical explosions were available and the corresponding effect of that disparity on nuclear explosion discrimination. Even after correcting for average path and site effects, regional phase ratios contain a large amount of scatter. This scatter appears to be due to variations in source properties such as depth, focal mechanism, stress drop, in the near source material properties (including emplacement conditions in the case of explosions) and in variations from the average path and site correction. Here we look at several kinds of averaging as a means to try and reduce variance in earthquake and explosion populations and better understand the factors going into a minimum variance level as a function of epicenter (see Anderson ee et al. this volume). We focus on the performance of P/S ratios over the frequency range from 1 to 16 Hz finding some improvements in discrimination as frequency increases. We also explore averaging and optimally combining P/S ratios in multiple frequency bands as a means to reduce variance. Similarly we explore the effects of azimuthally averaging both regional amplitudes and amplitude ratios over multiple stations to reduce variance. Finally we look at optimal performance as a function of magnitude and path length, as these put limits the availability of good high frequency discrimination measures.« less

A stochastic optimization model under modeling uncertainty and parameter certainty for groundwater remediation design--part I. Model development.

PubMed

He, L; Huang, G H; Lu, H W

2010-04-15

Solving groundwater remediation optimization problems based on proxy simulators can usually yield optimal solutions differing from the "true" ones of the problem. This study presents a new stochastic optimization model under modeling uncertainty and parameter certainty (SOMUM) and the associated solution method for simultaneously addressing modeling uncertainty associated with simulator residuals and optimizing groundwater remediation processes. This is a new attempt different from the previous modeling efforts. The previous ones focused on addressing uncertainty in physical parameters (i.e. soil porosity) while this one aims to deal with uncertainty in mathematical simulator (arising from model residuals). Compared to the existing modeling approaches (i.e. only parameter uncertainty is considered), the model has the advantages of providing mean-variance analysis for contaminant concentrations, mitigating the effects of modeling uncertainties on optimal remediation strategies, offering confidence level of optimal remediation strategies to system designers, and reducing computational cost in optimization processes. 2009 Elsevier B.V. All rights reserved.

LMI-Based Fuzzy Optimal Variance Control of Airfoil Model Subject to Input Constraints

NASA Technical Reports Server (NTRS)

Swei, Sean S.M.; Ayoubi, Mohammad A.

2017-01-01

This paper presents a study of fuzzy optimal variance control problem for dynamical systems subject to actuator amplitude and rate constraints. Using Takagi-Sugeno fuzzy modeling and dynamic Parallel Distributed Compensation technique, the stability and the constraints can be cast as a multi-objective optimization problem in the form of Linear Matrix Inequalities. By utilizing the formulations and solutions for the input and output variance constraint problems, we develop a fuzzy full-state feedback controller. The stability and performance of the proposed controller is demonstrated through its application to the airfoil flutter suppression.

Optimal trading strategies—a time series approach

NASA Astrophysics Data System (ADS)

Bebbington, Peter A.; Kühn, Reimer

2016-05-01

Motivated by recent advances in the spectral theory of auto-covariance matrices, we are led to revisit a reformulation of Markowitz’ mean-variance portfolio optimization approach in the time domain. In its simplest incarnation it applies to a single traded asset and allows an optimal trading strategy to be found which—for a given return—is minimally exposed to market price fluctuations. The model is initially investigated for a range of synthetic price processes, taken to be either second order stationary, or to exhibit second order stationary increments. Attention is paid to consequences of estimating auto-covariance matrices from small finite samples, and auto-covariance matrix cleaning strategies to mitigate against these are investigated. Finally we apply our framework to real world data.

Development of a method of robust rain gauge network optimization based on intensity-duration-frequency results

NASA Astrophysics Data System (ADS)

Chebbi, A.; Bargaoui, Z. K.; da Conceição Cunha, M.

2013-10-01

Based on rainfall intensity-duration-frequency (IDF) curves, fitted in several locations of a given area, a robust optimization approach is proposed to identify the best locations to install new rain gauges. The advantage of robust optimization is that the resulting design solutions yield networks which behave acceptably under hydrological variability. Robust optimization can overcome the problem of selecting representative rainfall events when building the optimization process. This paper reports an original approach based on Montana IDF model parameters. The latter are assumed to be geostatistical variables, and their spatial interdependence is taken into account through the adoption of cross-variograms in the kriging process. The problem of optimally locating a fixed number of new monitoring stations based on an existing rain gauge network is addressed. The objective function is based on the mean spatial kriging variance and rainfall variogram structure using a variance-reduction method. Hydrological variability was taken into account by considering and implementing several return periods to define the robust objective function. Variance minimization is performed using a simulated annealing algorithm. In addition, knowledge of the time horizon is needed for the computation of the robust objective function. A short- and a long-term horizon were studied, and optimal networks are identified for each. The method developed is applied to north Tunisia (area = 21 000 km2). Data inputs for the variogram analysis were IDF curves provided by the hydrological bureau and available for 14 tipping bucket type rain gauges. The recording period was from 1962 to 2001, depending on the station. The study concerns an imaginary network augmentation based on the network configuration in 1973, which is a very significant year in Tunisia because there was an exceptional regional flood event in March 1973. This network consisted of 13 stations and did not meet World Meteorological Organization (WMO) recommendations for the minimum spatial density. Therefore, it is proposed to augment it by 25, 50, 100 and 160% virtually, which is the rate that would meet WMO requirements. Results suggest that for a given augmentation robust networks remain stable overall for the two time horizons.

σ-SCF: A direct energy-targeting method to mean-field excited states

NASA Astrophysics Data System (ADS)

Ye, Hong-Zhou; Welborn, Matthew; Ricke, Nathan D.; Van Voorhis, Troy

2017-12-01

The mean-field solutions of electronic excited states are much less accessible than ground state (e.g., Hartree-Fock) solutions. Energy-based optimization methods for excited states, like Δ-SCF (self-consistent field), tend to fall into the lowest solution consistent with a given symmetry—a problem known as "variational collapse." In this work, we combine the ideas of direct energy-targeting and variance-based optimization in order to describe excited states at the mean-field level. The resulting method, σ-SCF, has several advantages. First, it allows one to target any desired excited state by specifying a single parameter: a guess of the energy of that state. It can therefore, in principle, find all excited states. Second, it avoids variational collapse by using a variance-based, unconstrained local minimization. As a consequence, all states—ground or excited—are treated on an equal footing. Third, it provides an alternate approach to locate Δ-SCF solutions that are otherwise hardly accessible by the usual non-aufbau configuration initial guess. We present results for this new method for small atoms (He, Be) and molecules (H2, HF). We find that σ-SCF is very effective at locating excited states, including individual, high energy excitations within a dense manifold of excited states. Like all single determinant methods, σ-SCF shows prominent spin-symmetry breaking for open shell states and our results suggest that this method could be further improved with spin projection.

σ-SCF: A direct energy-targeting method to mean-field excited states.

PubMed

Ye, Hong-Zhou; Welborn, Matthew; Ricke, Nathan D; Van Voorhis, Troy

2017-12-07

The mean-field solutions of electronic excited states are much less accessible than ground state (e.g., Hartree-Fock) solutions. Energy-based optimization methods for excited states, like Δ-SCF (self-consistent field), tend to fall into the lowest solution consistent with a given symmetry-a problem known as "variational collapse." In this work, we combine the ideas of direct energy-targeting and variance-based optimization in order to describe excited states at the mean-field level. The resulting method, σ-SCF, has several advantages. First, it allows one to target any desired excited state by specifying a single parameter: a guess of the energy of that state. It can therefore, in principle, find all excited states. Second, it avoids variational collapse by using a variance-based, unconstrained local minimization. As a consequence, all states-ground or excited-are treated on an equal footing. Third, it provides an alternate approach to locate Δ-SCF solutions that are otherwise hardly accessible by the usual non-aufbau configuration initial guess. We present results for this new method for small atoms (He, Be) and molecules (H 2 , HF). We find that σ-SCF is very effective at locating excited states, including individual, high energy excitations within a dense manifold of excited states. Like all single determinant methods, σ-SCF shows prominent spin-symmetry breaking for open shell states and our results suggest that this method could be further improved with spin projection.

Wavefront sensor and wavefront corrector matching in adaptive optics

PubMed Central

Dubra, Alfredo

2016-01-01

Matching wavefront correctors and wavefront sensors by minimizing the condition number and mean wavefront variance is proposed. The particular cases of two continuous-sheet deformable mirrors and a Shack-Hartmann wavefront sensor with square packing geometry are studied in the presence of photon noise, background noise and electronics noise. Optimal number of lenslets across each actuator are obtained for both deformable mirrors, and a simple experimental procedure for optimal alignment is described. The results show that high-performance adaptive optics can be achieved even with low cost off-the-shelf Shack-Hartmann arrays with lenslet spacing that do not necessarily match those of the wavefront correcting elements. PMID:19532513

Wavefront sensor and wavefront corrector matching in adaptive optics.

PubMed

Dubra, Alfredo

2007-03-19

Matching wavefront correctors and wavefront sensors by minimizing the condition number and mean wavefront variance is proposed. The particular cases of two continuous-sheet deformable mirrors and a Shack-Hartmann wavefront sensor with square packing geometry are studied in the presence of photon noise, background noise and electronics noise. Optimal number of lenslets across each actuator are obtained for both deformable mirrors, and a simple experimental procedure for optimal alignment is described. The results show that high-performance adaptive optics can be achieved even with low cost off-the-shelf Shack-Hartmann arrays with lenslet spacing that do not necessarily match those of the wavefront correcting elements.

Correcting for Blood Arrival Time in Global Mean Regression Enhances Functional Connectivity Analysis of Resting State fMRI-BOLD Signals.

PubMed

Erdoğan, Sinem B; Tong, Yunjie; Hocke, Lia M; Lindsey, Kimberly P; deB Frederick, Blaise

2016-01-01

Resting state functional connectivity analysis is a widely used method for mapping intrinsic functional organization of the brain. Global signal regression (GSR) is commonly employed for removing systemic global variance from resting state BOLD-fMRI data; however, recent studies have demonstrated that GSR may introduce spurious negative correlations within and between functional networks, calling into question the meaning of anticorrelations reported between some networks. In the present study, we propose that global signal from resting state fMRI is composed primarily of systemic low frequency oscillations (sLFOs) that propagate with cerebral blood circulation throughout the brain. We introduce a novel systemic noise removal strategy for resting state fMRI data, "dynamic global signal regression" (dGSR), which applies a voxel-specific optimal time delay to the global signal prior to regression from voxel-wise time series. We test our hypothesis on two functional systems that are suggested to be intrinsically organized into anticorrelated networks: the default mode network (DMN) and task positive network (TPN). We evaluate the efficacy of dGSR and compare its performance with the conventional "static" global regression (sGSR) method in terms of (i) explaining systemic variance in the data and (ii) enhancing specificity and sensitivity of functional connectivity measures. dGSR increases the amount of BOLD signal variance being modeled and removed relative to sGSR while reducing spurious negative correlations introduced in reference regions by sGSR, and attenuating inflated positive connectivity measures. We conclude that incorporating time delay information for sLFOs into global noise removal strategies is of crucial importance for optimal noise removal from resting state functional connectivity maps.

Optimal auxiliary-covariate-based two-phase sampling design for semiparametric efficient estimation of a mean or mean difference, with application to clinical trials.

PubMed

Gilbert, Peter B; Yu, Xuesong; Rotnitzky, Andrea

2014-03-15

To address the objective in a clinical trial to estimate the mean or mean difference of an expensive endpoint Y, one approach employs a two-phase sampling design, wherein inexpensive auxiliary variables W predictive of Y are measured in everyone, Y is measured in a random sample, and the semiparametric efficient estimator is applied. This approach is made efficient by specifying the phase two selection probabilities as optimal functions of the auxiliary variables and measurement costs. While this approach is familiar to survey samplers, it apparently has seldom been used in clinical trials, and several novel results practicable for clinical trials are developed. We perform simulations to identify settings where the optimal approach significantly improves efficiency compared to approaches in current practice. We provide proofs and R code. The optimality results are developed to design an HIV vaccine trial, with objective to compare the mean 'importance-weighted' breadth (Y) of the T-cell response between randomized vaccine groups. The trial collects an auxiliary response (W) highly predictive of Y and measures Y in the optimal subset. We show that the optimal design-estimation approach can confer anywhere between absent and large efficiency gain (up to 24 % in the examples) compared to the approach with the same efficient estimator but simple random sampling, where greater variability in the cost-standardized conditional variance of Y given W yields greater efficiency gains. Accurate estimation of E[Y | W] is important for realizing the efficiency gain, which is aided by an ample phase two sample and by using a robust fitting method. Copyright © 2013 John Wiley & Sons, Ltd.

Optimal Auxiliary-Covariate Based Two-Phase Sampling Design for Semiparametric Efficient Estimation of a Mean or Mean Difference, with Application to Clinical Trials

PubMed Central

Gilbert, Peter B.; Yu, Xuesong; Rotnitzky, Andrea

2014-01-01

To address the objective in a clinical trial to estimate the mean or mean difference of an expensive endpoint Y, one approach employs a two-phase sampling design, wherein inexpensive auxiliary variables W predictive of Y are measured in everyone, Y is measured in a random sample, and the semi-parametric efficient estimator is applied. This approach is made efficient by specifying the phase-two selection probabilities as optimal functions of the auxiliary variables and measurement costs. While this approach is familiar to survey samplers, it apparently has seldom been used in clinical trials, and several novel results practicable for clinical trials are developed. Simulations are performed to identify settings where the optimal approach significantly improves efficiency compared to approaches in current practice. Proofs and R code are provided. The optimality results are developed to design an HIV vaccine trial, with objective to compare the mean “importance-weighted” breadth (Y) of the T cell response between randomized vaccine groups. The trial collects an auxiliary response (W) highly predictive of Y, and measures Y in the optimal subset. We show that the optimal design-estimation approach can confer anywhere between absent and large efficiency gain (up to 24% in the examples) compared to the approach with the same efficient estimator but simple random sampling, where greater variability in the cost-standardized conditional variance of Y given W yields greater efficiency gains. Accurate estimation of E[Y∣W] is important for realizing the efficiency gain, which is aided by an ample phase-two sample and by using a robust fitting method. PMID:24123289

On the internal target model in a tracking task

NASA Technical Reports Server (NTRS)

Caglayan, A. K.; Baron, S.

1981-01-01

An optimal control model for predicting operator's dynamic responses and errors in target tracking ability is summarized. The model, which predicts asymmetry in the tracking data, is dependent on target maneuvers and trajectories. Gunners perception, decision making, control, and estimate of target positions and velocity related to crossover intervals are discussed. The model provides estimates for means, standard deviations, and variances for variables investigated and for operator estimates of future target positions and velocities.

A semiempirical linear model of indirect, flat-panel x-ray detectors.

PubMed

Huang, Shih-Ying; Yang, Kai; Abbey, Craig K; Boone, John M

2012-04-01

It is important to understand signal and noise transfer in the indirect, flat-panel x-ray detector when developing and optimizing imaging systems. For optimization where simulating images is necessary, this study introduces a semiempirical model to simulate projection images with user-defined x-ray fluence interaction. The signal and noise transfer in the indirect, flat-panel x-ray detectors is characterized by statistics consistent with energy-integration of x-ray photons. For an incident x-ray spectrum, x-ray photons are attenuated and absorbed in the x-ray scintillator to produce light photons, which are coupled to photodiodes for signal readout. The signal mean and variance are linearly related to the energy-integrated x-ray spectrum by empirically determined factors. With the known first- and second-order statistics, images can be simulated by incorporating multipixel signal statistics and the modulation transfer function of the imaging system. To estimate the semiempirical input to this model, 500 projection images (using an indirect, flat-panel x-ray detector in the breast CT system) were acquired with 50-100 kilovolt (kV) x-ray spectra filtered with 0.1-mm tin (Sn), 0.2-mm copper (Cu), 1.5-mm aluminum (Al), or 0.05-mm silver (Ag). The signal mean and variance of each detector element and the noise power spectra (NPS) were calculated and incorporated into this model for accuracy. Additionally, the modulation transfer function of the detector system was physically measured and incorporated in the image simulation steps. For validation purposes, simulated and measured projection images of air scans were compared using 40 kV∕0.1-mm Sn, 65 kV∕0.2-mm Cu, 85 kV∕1.5-mm Al, and 95 kV∕0.05-mm Ag. The linear relationship between the measured signal statistics and the energy-integrated x-ray spectrum was confirmed and incorporated into the model. The signal mean and variance factors were linearly related to kV for each filter material (r(2) of signal mean to kV: 0.91, 0.93, 0.86, and 0.99 for 0.1-mm Sn, 0.2-mm Cu, 1.5-mm Al, and 0.05-mm Ag, respectively; r(2) of signal variance to kV: 0.99 for all four filters). The comparison of the signal and noise (mean, variance, and NPS) between the simulated and measured air scan images suggested that this model was reasonable in predicting accurate signal statistics of air scan images using absolute percent error. Overall, the model was found to be accurate in estimating signal statistics and spatial correlation between the detector elements of the images acquired with indirect, flat-panel x-ray detectors. The semiempirical linear model of the indirect, flat-panel x-ray detectors was described and validated with images of air scans. The model was found to be a useful tool in understanding the signal and noise transfer within indirect, flat-panel x-ray detector systems.

Robust optimization based upon statistical theory.

PubMed

Sobotta, B; Söhn, M; Alber, M

2010-08-01

Organ movement is still the biggest challenge in cancer treatment despite advances in online imaging. Due to the resulting geometric uncertainties, the delivered dose cannot be predicted precisely at treatment planning time. Consequently, all associated dose metrics (e.g., EUD and maxDose) are random variables with a patient-specific probability distribution. The method that the authors propose makes these distributions the basis of the optimization and evaluation process. The authors start from a model of motion derived from patient-specific imaging. On a multitude of geometry instances sampled from this model, a dose metric is evaluated. The resulting pdf of this dose metric is termed outcome distribution. The approach optimizes the shape of the outcome distribution based on its mean and variance. This is in contrast to the conventional optimization of a nominal value (e.g., PTV EUD) computed on a single geometry instance. The mean and variance allow for an estimate of the expected treatment outcome along with the residual uncertainty. Besides being applicable to the target, the proposed method also seamlessly includes the organs at risk (OARs). The likelihood that a given value of a metric is reached in the treatment is predicted quantitatively. This information reveals potential hazards that may occur during the course of the treatment, thus helping the expert to find the right balance between the risk of insufficient normal tissue sparing and the risk of insufficient tumor control. By feeding this information to the optimizer, outcome distributions can be obtained where the probability of exceeding a given OAR maximum and that of falling short of a given target goal can be minimized simultaneously. The method is applicable to any source of residual motion uncertainty in treatment delivery. Any model that quantifies organ movement and deformation in terms of probability distributions can be used as basis for the algorithm. Thus, it can generate dose distributions that are robust against interfraction and intrafraction motion alike, effectively removing the need for indiscriminate safety margins.

Statistical aspects of quantitative real-time PCR experiment design.

PubMed

Kitchen, Robert R; Kubista, Mikael; Tichopad, Ales

2010-04-01

Experiments using quantitative real-time PCR to test hypotheses are limited by technical and biological variability; we seek to minimise sources of confounding variability through optimum use of biological and technical replicates. The quality of an experiment design is commonly assessed by calculating its prospective power. Such calculations rely on knowledge of the expected variances of the measurements of each group of samples and the magnitude of the treatment effect; the estimation of which is often uninformed and unreliable. Here we introduce a method that exploits a small pilot study to estimate the biological and technical variances in order to improve the design of a subsequent large experiment. We measure the variance contributions at several 'levels' of the experiment design and provide a means of using this information to predict both the total variance and the prospective power of the assay. A validation of the method is provided through a variance analysis of representative genes in several bovine tissue-types. We also discuss the effect of normalisation to a reference gene in terms of the measured variance components of the gene of interest. Finally, we describe a software implementation of these methods, powerNest, that gives the user the opportunity to input data from a pilot study and interactively modify the design of the assay. The software automatically calculates expected variances, statistical power, and optimal design of the larger experiment. powerNest enables the researcher to minimise the total confounding variance and maximise prospective power for a specified maximum cost for the large study. Copyright 2010 Elsevier Inc. All rights reserved.

Deformed exponentials and portfolio selection

NASA Astrophysics Data System (ADS)

Rodrigues, Ana Flávia P.; Guerreiro, Igor M.; Cavalcante, Charles Casimiro

In this paper, we present a method for portfolio selection based on the consideration on deformed exponentials in order to generalize the methods based on the gaussianity of the returns in portfolio, such as the Markowitz model. The proposed method generalizes the idea of optimizing mean-variance and mean-divergence models and allows a more accurate behavior for situations where heavy-tails distributions are necessary to describe the returns in a given time instant, such as those observed in economic crises. Numerical results show the proposed method outperforms the Markowitz portfolio for the cumulated returns with a good convergence rate of the weights for the assets which are searched by means of a natural gradient algorithm.

19. PRIVATE SIDE ENTRANCE ADDED IN 1921 TO GIVE BARRIERFREE ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

19. PRIVATE SIDE ENTRANCE ADDED IN 1921 TO GIVE BARRIER-FREE ACCESS FROM THE DRIVEWAY TO THE ELEVATOR. Wrought iron railings, extended upper step of stoop (indicated by the darker concrete between the two vertical posts), and wooden ramp added by the National Trust to meet modern barrier-free access codes, circa 1980. - Woodrow Wilson House, 2340 South S Street, Northwest, Washington, District of Columbia, DC

Development, Implementation and Evaluation of an Educational Intervention to Prevent Low Speed Vehicle Run-Over Events: Lessons Learned.

PubMed

Griffin, Bronwyn; Watt, Kerrianne; Kimble, Roy; Shields, Linda

2018-04-05

There is a growing body of literature regarding low speed vehicle runover (LSVRO) events among children. To date, no literature exists on evaluation of interventions to address this serious childhood injury. Knowledge, attitudes, and behaviour regarding LSVROs were assessed via survey at a shopping centre (pre-intervention), then five months later (post-intervention), to investigate the effect of a population level educational intervention in Queensland, Australia. Participants' knowledge regarding frequency of LSVRO events was poor. No participant demonstrated 'adequate behaviour' in relation to four safe driveway behaviours pre-intervention; this increased at post-intervention ( p < 0.05). Most of the sample perceived other's driveway behaviour as inadequate, and this reduced significantly (<0.05). Perceived effectiveness of LSVRO prevention strategies increased from pre- to post-intervention, but not significantly. TV was the greatest source of knowledge regarding LSVROs pre- and post-intervention. This study provides some evidence that the educational campaign and opportunistic media engagement were successful in increasing awareness and improving behaviour regarding LSVROs. While there are several limitations to this study, our experience reflects the 'real-world' challenges associated with implementing prevention strategies. We suggest a multi-faceted approach involving media (including social media), legislative changes, subsidies (for reversing cameras), and education to prevent LSVROs.

Enhanced algorithms for stochastic programming

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

Krishna, Alamuru S.

1993-09-01

In this dissertation, we present some of the recent advances made in solving two-stage stochastic linear programming problems of large size and complexity. Decomposition and sampling are two fundamental components of techniques to solve stochastic optimization problems. We describe improvements to the current techniques in both these areas. We studied different ways of using importance sampling techniques in the context of Stochastic programming, by varying the choice of approximation functions used in this method. We have concluded that approximating the recourse function by a computationally inexpensive piecewise-linear function is highly efficient. This reduced the problem from finding the mean ofmore » a computationally expensive functions to finding that of a computationally inexpensive function. Then we implemented various variance reduction techniques to estimate the mean of a piecewise-linear function. This method achieved similar variance reductions in orders of magnitude less time than, when we directly applied variance-reduction techniques directly on the given problem. In solving a stochastic linear program, the expected value problem is usually solved before a stochastic solution and also to speed-up the algorithm by making use of the information obtained from the solution of the expected value problem. We have devised a new decomposition scheme to improve the convergence of this algorithm.« less

Development of a method of robust rain gauge network optimization based on intensity-duration-frequency results

NASA Astrophysics Data System (ADS)

Chebbi, A.; Bargaoui, Z. K.; da Conceição Cunha, M.

2012-12-01

Based on rainfall intensity-duration-frequency (IDF) curves, a robust optimization approach is proposed to identify the best locations to install new rain gauges. The advantage of robust optimization is that the resulting design solutions yield networks which behave acceptably under hydrological variability. Robust optimisation can overcome the problem of selecting representative rainfall events when building the optimization process. This paper reports an original approach based on Montana IDF model parameters. The latter are assumed to be geostatistical variables and their spatial interdependence is taken into account through the adoption of cross-variograms in the kriging process. The problem of optimally locating a fixed number of new monitoring stations based on an existing rain gauge network is addressed. The objective function is based on the mean spatial kriging variance and rainfall variogram structure using a variance-reduction method. Hydrological variability was taken into account by considering and implementing several return periods to define the robust objective function. Variance minimization is performed using a simulated annealing algorithm. In addition, knowledge of the time horizon is needed for the computation of the robust objective function. A short and a long term horizon were studied, and optimal networks are identified for each. The method developed is applied to north Tunisia (area = 21 000 km2). Data inputs for the variogram analysis were IDF curves provided by the hydrological bureau and available for 14 tipping bucket type rain gauges. The recording period was from 1962 to 2001, depending on the station. The study concerns an imaginary network augmentation based on the network configuration in 1973, which is a very significant year in Tunisia because there was an exceptional regional flood event in March 1973. This network consisted of 13 stations and did not meet World Meteorological Organization (WMO) recommendations for the minimum spatial density. So, it is proposed to virtually augment it by 25, 50, 100 and 160% which is the rate that would meet WMO requirements. Results suggest that for a given augmentation robust networks remain stable overall for the two time horizons.

Maximally Informative Stimuli and Tuning Curves for Sigmoidal Rate-Coding Neurons and Populations

NASA Astrophysics Data System (ADS)

McDonnell, Mark D.; Stocks, Nigel G.

2008-08-01

A general method for deriving maximally informative sigmoidal tuning curves for neural systems with small normalized variability is presented. The optimal tuning curve is a nonlinear function of the cumulative distribution function of the stimulus and depends on the mean-variance relationship of the neural system. The derivation is based on a known relationship between Shannon’s mutual information and Fisher information, and the optimality of Jeffrey’s prior. It relies on the existence of closed-form solutions to the converse problem of optimizing the stimulus distribution for a given tuning curve. It is shown that maximum mutual information corresponds to constant Fisher information only if the stimulus is uniformly distributed. As an example, the case of sub-Poisson binomial firing statistics is analyzed in detail.

Mean-variance portfolio analysis data for optimizing community-based photovoltaic investment.

PubMed

Shakouri, Mahmoud; Lee, Hyun Woo

2016-03-01

The amount of electricity generated by Photovoltaic (PV) systems is affected by factors such as shading, building orientation and roof slope. To increase electricity generation and reduce volatility in generation of PV systems, a portfolio of PV systems can be made which takes advantages of the potential synergy among neighboring buildings. This paper contains data supporting the research article entitled: PACPIM: new decision-support model of optimized portfolio analysis for community-based photovoltaic investment [1]. We present a set of data relating to physical properties of 24 houses in Oregon, USA, along with simulated hourly electricity data for the installed PV systems. The developed Matlab code to construct optimized portfolios is also provided in . The application of these files can be generalized to variety of communities interested in investing on PV systems.

Optimal distribution of integration time for intensity measurements in Stokes polarimetry.

PubMed

Li, Xiaobo; Liu, Tiegen; Huang, Bingjing; Song, Zhanjie; Hu, Haofeng

2015-10-19

We consider the typical Stokes polarimetry system, which performs four intensity measurements to estimate a Stokes vector. We show that if the total integration time of intensity measurements is fixed, the variance of the Stokes vector estimator depends on the distribution of the integration time at four intensity measurements. Therefore, by optimizing the distribution of integration time, the variance of the Stokes vector estimator can be decreased. In this paper, we obtain the closed-form solution of the optimal distribution of integration time by employing Lagrange multiplier method. According to the theoretical analysis and real-world experiment, it is shown that the total variance of the Stokes vector estimator can be significantly decreased about 40% in the case discussed in this paper. The method proposed in this paper can effectively decrease the measurement variance and thus statistically improves the measurement accuracy of the polarimetric system.

Optimal distribution of integration time for intensity measurements in degree of linear polarization polarimetry.

PubMed

Li, Xiaobo; Hu, Haofeng; Liu, Tiegen; Huang, Bingjing; Song, Zhanjie

2016-04-04

We consider the degree of linear polarization (DOLP) polarimetry system, which performs two intensity measurements at orthogonal polarization states to estimate DOLP. We show that if the total integration time of intensity measurements is fixed, the variance of the DOLP estimator depends on the distribution of integration time for two intensity measurements. Therefore, by optimizing the distribution of integration time, the variance of the DOLP estimator can be decreased. In this paper, we obtain the closed-form solution of the optimal distribution of integration time in an approximate way by employing Delta method and Lagrange multiplier method. According to the theoretical analyses and real-world experiments, it is shown that the variance of the DOLP estimator can be decreased for any value of DOLP. The method proposed in this paper can effectively decrease the measurement variance and thus statistically improve the measurement accuracy of the polarimetry system.

An Experience Oriented-Convergence Improved Gravitational Search Algorithm for Minimum Variance Distortionless Response Beamforming Optimum

PubMed Central

Darzi, Soodabeh; Tiong, Sieh Kiong; Tariqul Islam, Mohammad; Rezai Soleymanpour, Hassan; Kibria, Salehin

2016-01-01

An experience oriented-convergence improved gravitational search algorithm (ECGSA) based on two new modifications, searching through the best experiments and using of a dynamic gravitational damping coefficient (α), is introduced in this paper. ECGSA saves its best fitness function evaluations and uses those as the agents’ positions in searching process. In this way, the optimal found trajectories are retained and the search starts from these trajectories, which allow the algorithm to avoid the local optimums. Also, the agents can move faster in search space to obtain better exploration during the first stage of the searching process and they can converge rapidly to the optimal solution at the final stage of the search process by means of the proposed dynamic gravitational damping coefficient. The performance of ECGSA has been evaluated by applying it to eight standard benchmark functions along with six complicated composite test functions. It is also applied to adaptive beamforming problem as a practical issue to improve the weight vectors computed by minimum variance distortionless response (MVDR) beamforming technique. The results of implementation of the proposed algorithm are compared with some well-known heuristic methods and verified the proposed method in both reaching to optimal solutions and robustness. PMID:27399904

Research on Improved Depth Belief Network-Based Prediction of Cardiovascular Diseases

PubMed Central

Zhang, Hongpo

2018-01-01

Quantitative analysis and prediction can help to reduce the risk of cardiovascular disease. Quantitative prediction based on traditional model has low accuracy. The variance of model prediction based on shallow neural network is larger. In this paper, cardiovascular disease prediction model based on improved deep belief network (DBN) is proposed. Using the reconstruction error, the network depth is determined independently, and unsupervised training and supervised optimization are combined. It ensures the accuracy of model prediction while guaranteeing stability. Thirty experiments were performed independently on the Statlog (Heart) and Heart Disease Database data sets in the UCI database. Experimental results showed that the mean of prediction accuracy was 91.26% and 89.78%, respectively. The variance of prediction accuracy was 5.78 and 4.46, respectively. PMID:29854369

Experiences with Probabilistic Analysis Applied to Controlled Systems

NASA Technical Reports Server (NTRS)

Kenny, Sean P.; Giesy, Daniel P.

2004-01-01

This paper presents a semi-analytic method for computing frequency dependent means, variances, and failure probabilities for arbitrarily large-order closed-loop dynamical systems possessing a single uncertain parameter or with multiple highly correlated uncertain parameters. The approach will be shown to not suffer from the same computational challenges associated with computing failure probabilities using conventional FORM/SORM techniques. The approach is demonstrated by computing the probabilistic frequency domain performance of an optimal feed-forward disturbance rejection scheme.

The Role of Nuclear Power in Reducing Risk of the Fossil Fuel Prices and Diversity of Electricity Generation in Tunisia: A Portfolio Approach

NASA Astrophysics Data System (ADS)

Abdelhamid, Mohamed Ben; Aloui, Chaker; Chaton, Corinne; Souissi, Jomâa

2010-04-01

This paper applies real options and mean-variance portfolio theories to analyze the electricity generation planning into presence of nuclear power plant for the Tunisian case. First, we analyze the choice between fossil fuel and nuclear production. A dynamic model is presented to illustrate the impact of fossil fuel cost uncertainty on the optimal timing to switch from gas to nuclear. Next, we use the portfolio theory to manage risk of the electricity generation portfolio and to determine the optimal fuel mix with the nuclear alternative. Based on portfolio theory, the results show that there is other optimal mix than the mix fixed for the Tunisian mix for the horizon 2010-2020, with lower cost for the same risk degree. In the presence of nuclear technology, we found that the optimal generating portfolio must include 13% of nuclear power technology share.

Replica analysis for the duality of the portfolio optimization problem

NASA Astrophysics Data System (ADS)

Shinzato, Takashi

2016-11-01

In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we analyzed in a previous study, we herein consider a primal-dual problem in which the investment risk minimization problem with budget and expected return constraints is regarded as the primal problem, and the expected return maximization problem with budget and investment risk constraints is regarded as the dual problem. With respect to these optimal problems, we analyze a quenched disordered system involving both of these optimization problems using the approach developed in statistical mechanical informatics and confirm that both optimal portfolios can possess the primal-dual structure. Finally, the results of numerical simulations are shown to validate the effectiveness of the proposed method.

Replica analysis for the duality of the portfolio optimization problem.

PubMed

Shinzato, Takashi

2016-11-01

In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we analyzed in a previous study, we herein consider a primal-dual problem in which the investment risk minimization problem with budget and expected return constraints is regarded as the primal problem, and the expected return maximization problem with budget and investment risk constraints is regarded as the dual problem. With respect to these optimal problems, we analyze a quenched disordered system involving both of these optimization problems using the approach developed in statistical mechanical informatics and confirm that both optimal portfolios can possess the primal-dual structure. Finally, the results of numerical simulations are shown to validate the effectiveness of the proposed method.

Texture and haptic cues in slant discrimination: reliability-based cue weighting without statistically optimal cue combination

NASA Astrophysics Data System (ADS)

Rosas, Pedro; Wagemans, Johan; Ernst, Marc O.; Wichmann, Felix A.

2005-05-01

A number of models of depth-cue combination suggest that the final depth percept results from a weighted average of independent depth estimates based on the different cues available. The weight of each cue in such an average is thought to depend on the reliability of each cue. In principle, such a depth estimation could be statistically optimal in the sense of producing the minimum-variance unbiased estimator that can be constructed from the available information. Here we test such models by using visual and haptic depth information. Different texture types produce differences in slant-discrimination performance, thus providing a means for testing a reliability-sensitive cue-combination model with texture as one of the cues to slant. Our results show that the weights for the cues were generally sensitive to their reliability but fell short of statistically optimal combination - we find reliability-based reweighting but not statistically optimal cue combination.

R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization

PubMed Central

Dazard, Jean-Eudes; Xu, Hua; Rao, J. Sunil

2015-01-01

We present an implementation in the R language for statistical computing of our recent non-parametric joint adaptive mean-variance regularization and variance stabilization procedure. The method is specifically suited for handling difficult problems posed by high-dimensional multivariate datasets (p ≫ n paradigm), such as in ‘omics’-type data, among which are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. The implementation offers a complete set of features including: (i) normalization and/or variance stabilization function, (ii) computation of mean-variance-regularized t and F statistics, (iii) generation of diverse diagnostic plots, (iv) synthetic and real ‘omics’ test datasets, (v) computationally efficient implementation, using C interfacing, and an option for parallel computing, (vi) manual and documentation on how to setup a cluster. To make each feature as user-friendly as possible, only one subroutine per functionality is to be handled by the end-user. It is available as an R package, called MVR (‘Mean-Variance Regularization’), downloadable from the CRAN. PMID:26819572

Portfolio optimization problem with nonidentical variances of asset returns using statistical mechanical informatics.

PubMed

Shinzato, Takashi

2016-12-01

The portfolio optimization problem in which the variances of the return rates of assets are not identical is analyzed in this paper using the methodology of statistical mechanical informatics, specifically, replica analysis. We defined two characteristic quantities of an optimal portfolio, namely, minimal investment risk and investment concentration, in order to solve the portfolio optimization problem and analytically determined their asymptotical behaviors using replica analysis. Numerical experiments were also performed, and a comparison between the results of our simulation and those obtained via replica analysis validated our proposed method.

Portfolio optimization problem with nonidentical variances of asset returns using statistical mechanical informatics

NASA Astrophysics Data System (ADS)

Shinzato, Takashi

2016-12-01

The portfolio optimization problem in which the variances of the return rates of assets are not identical is analyzed in this paper using the methodology of statistical mechanical informatics, specifically, replica analysis. We defined two characteristic quantities of an optimal portfolio, namely, minimal investment risk and investment concentration, in order to solve the portfolio optimization problem and analytically determined their asymptotical behaviors using replica analysis. Numerical experiments were also performed, and a comparison between the results of our simulation and those obtained via replica analysis validated our proposed method.

Planning additional drilling campaign using two-space genetic algorithm: A game theoretical approach

NASA Astrophysics Data System (ADS)

Kumral, Mustafa; Ozer, Umit

2013-03-01

Grade and tonnage are the most important technical uncertainties in mining ventures because of the use of estimations/simulations, which are mostly generated from drill data. Open pit mines are planned and designed on the basis of the blocks representing the entire orebody. Each block has different estimation/simulation variance reflecting uncertainty to some extent. The estimation/simulation realizations are submitted to mine production scheduling process. However, the use of a block model with varying estimation/simulation variances will lead to serious risk in the scheduling. In the medium of multiple simulations, the dispersion variances of blocks can be thought to regard technical uncertainties. However, the dispersion variance cannot handle uncertainty associated with varying estimation/simulation variances of blocks. This paper proposes an approach that generates the configuration of the best additional drilling campaign to generate more homogenous estimation/simulation variances of blocks. In other words, the objective is to find the best drilling configuration in such a way as to minimize grade uncertainty under budget constraint. Uncertainty measure of the optimization process in this paper is interpolation variance, which considers data locations and grades. The problem is expressed as a minmax problem, which focuses on finding the best worst-case performance i.e., minimizing interpolation variance of the block generating maximum interpolation variance. Since the optimization model requires computing the interpolation variances of blocks being simulated/estimated in each iteration, the problem cannot be solved by standard optimization tools. This motivates to use two-space genetic algorithm (GA) approach to solve the problem. The technique has two spaces: feasible drill hole configuration with minimization of interpolation variance and drill hole simulations with maximization of interpolation variance. Two-space interacts to find a minmax solution iteratively. A case study was conducted to demonstrate the performance of approach. The findings showed that the approach could be used to plan a new drilling campaign.

Bayesian estimation of the discrete coefficient of determination.

PubMed

Chen, Ting; Braga-Neto, Ulisses M

2016-12-01

The discrete coefficient of determination (CoD) measures the nonlinear interaction between discrete predictor and target variables and has had far-reaching applications in Genomic Signal Processing. Previous work has addressed the inference of the discrete CoD using classical parametric and nonparametric approaches. In this paper, we introduce a Bayesian framework for the inference of the discrete CoD. We derive analytically the optimal minimum mean-square error (MMSE) CoD estimator, as well as a CoD estimator based on the Optimal Bayesian Predictor (OBP). For the latter estimator, exact expressions for its bias, variance, and root-mean-square (RMS) are given. The accuracy of both Bayesian CoD estimators with non-informative and informative priors, under fixed or random parameters, is studied via analytical and numerical approaches. We also demonstrate the application of the proposed Bayesian approach in the inference of gene regulatory networks, using gene-expression data from a previously published study on metastatic melanoma.

Environment and economic risk: An analysis of carbon emission market and portfolio management.

PubMed

Luo, Cuicui; Wu, Desheng

2016-08-01

Climate change has been one of the biggest and most controversial environmental issues of our times. It affects the global economy, environment and human health. Many researchers find that carbon dioxide (CO2) has contributed the most to climate change between 1750 and 2005. In this study, the orthogonal GARCH (OGARCH) model is applied to examine the time-varying correlations in European CO2 allowance, crude oil and stock markets in US, Europe and China during the Protocol's first commitment period. The results show that the correlations between EUA carbon spot price and the equity markets are higher and more volatile in US and Europe than in China. Then the optimal portfolios consisting these five time series are selected by Mean-Variance and Mean-CVAR models. It shows that the optimal portfolio selected by MV-OGARCH model has the best performance. Copyright © 2016 Elsevier Inc. All rights reserved.

A training image evaluation and selection method based on minimum data event distance for multiple-point geostatistics

NASA Astrophysics Data System (ADS)

Feng, Wenjie; Wu, Shenghe; Yin, Yanshu; Zhang, Jiajia; Zhang, Ke

2017-07-01

A training image (TI) can be regarded as a database of spatial structures and their low to higher order statistics used in multiple-point geostatistics (MPS) simulation. Presently, there are a number of methods to construct a series of candidate TIs (CTIs) for MPS simulation based on a modeler's subjective criteria. The spatial structures of TIs are often various, meaning that the compatibilities of different CTIs with the conditioning data are different. Therefore, evaluation and optimal selection of CTIs before MPS simulation is essential. This paper proposes a CTI evaluation and optimal selection method based on minimum data event distance (MDevD). In the proposed method, a set of MDevD properties are established through calculation of the MDevD of conditioning data events in each CTI. Then, CTIs are evaluated and ranked according to the mean value and variance of the MDevD properties. The smaller the mean value and variance of an MDevD property are, the more compatible the corresponding CTI is with the conditioning data. In addition, data events with low compatibility in the conditioning data grid can be located to help modelers select a set of complementary CTIs for MPS simulation. The MDevD property can also help to narrow the range of the distance threshold for MPS simulation. The proposed method was evaluated using three examples: a 2D categorical example, a 2D continuous example, and an actual 3D oil reservoir case study. To illustrate the method, a C++ implementation of the method is attached to the paper.

Is There a Common Summary Statistical Process for Representing the Mean and Variance? A Study Using Illustrations of Familiar Items.

PubMed

Yang, Yi; Tokita, Midori; Ishiguchi, Akira

2018-01-01

A number of studies revealed that our visual system can extract different types of summary statistics, such as the mean and variance, from sets of items. Although the extraction of such summary statistics has been studied well in isolation, the relationship between these statistics remains unclear. In this study, we explored this issue using an individual differences approach. Observers viewed illustrations of strawberries and lollypops varying in size or orientation and performed four tasks in a within-subject design, namely mean and variance discrimination tasks with size and orientation domains. We found that the performances in the mean and variance discrimination tasks were not correlated with each other and demonstrated that extractions of the mean and variance are mediated by different representation mechanisms. In addition, we tested the relationship between performances in size and orientation domains for each summary statistic (i.e. mean and variance) and examined whether each summary statistic has distinct processes across perceptual domains. The results illustrated that statistical summary representations of size and orientation may share a common mechanism for representing the mean and possibly for representing variance. Introspections for each observer performing the tasks were also examined and discussed.

Macroscopic relationship in primal-dual portfolio optimization problem

NASA Astrophysics Data System (ADS)

Shinzato, Takashi

2018-02-01

In the present paper, using a replica analysis, we examine the portfolio optimization problem handled in previous work and discuss the minimization of investment risk under constraints of budget and expected return for the case that the distribution of the hyperparameters of the mean and variance of the return rate of each asset are not limited to a specific probability family. Findings derived using our proposed method are compared with those in previous work to verify the effectiveness of our proposed method. Further, we derive a Pythagorean theorem of the Sharpe ratio and macroscopic relations of opportunity loss. Using numerical experiments, the effectiveness of our proposed method is demonstrated for a specific situation.

Individual and collective bodies: using measures of variance and association in contextual epidemiology.

PubMed

Merlo, J; Ohlsson, H; Lynch, K F; Chaix, B; Subramanian, S V

2009-12-01

Social epidemiology investigates both individuals and their collectives. Although the limits that define the individual bodies are very apparent, the collective body's geographical or cultural limits (eg "neighbourhood") are more difficult to discern. Also, epidemiologists normally investigate causation as changes in group means. However, many variables of interest in epidemiology may cause a change in the variance of the distribution of the dependent variable. In spite of that, variance is normally considered a measure of uncertainty or a nuisance rather than a source of substantive information. This reasoning is also true in many multilevel investigations, whereas understanding the distribution of variance across levels should be fundamental. This means-centric reductionism is mostly concerned with risk factors and creates a paradoxical situation, as social medicine is not only interested in increasing the (mean) health of the population, but also in understanding and decreasing inappropriate health and health care inequalities (variance). Critical essay and literature review. The present study promotes (a) the application of measures of variance and clustering to evaluate the boundaries one uses in defining collective levels of analysis (eg neighbourhoods), (b) the combined use of measures of variance and means-centric measures of association, and (c) the investigation of causes of health variation (variance-altering causation). Both measures of variance and means-centric measures of association need to be included when performing contextual analyses. The variance approach, a new aspect of contextual analysis that cannot be interpreted in means-centric terms, allows perspectives to be expanded.

Repeat sample intraocular pressure variance in induced and naturally ocular hypertensive monkeys.

PubMed

Dawson, William W; Dawson, Judyth C; Hope, George M; Brooks, Dennis E; Percicot, Christine L

2005-12-01

To compare repeat-sample means variance of laser induced ocular hypertension (OH) in rhesus monkeys with the repeat-sample mean variance of natural OH in age-range matched monkeys of similar and dissimilar pedigrees. Multiple monocular, retrospective, intraocular pressure (IOP) measures were recorded repeatedly during a short sampling interval (SSI, 1-5 months) and a long sampling interval (LSI, 6-36 months). There were 5-13 eyes in each SSI and LSI subgroup. Each interval contained subgroups from the Florida with natural hypertension (NHT), induced hypertension (IHT1) Florida monkeys, unrelated (Strasbourg, France) induced hypertensives (IHT2), and Florida age-range matched controls (C). Repeat-sample individual variance means and related IOPs were analyzed by a parametric analysis of variance (ANOV) and results compared to non-parametric Kruskal-Wallis ANOV. As designed, all group intraocular pressure distributions were significantly different (P < or = 0.009) except for the two (Florida/Strasbourg) induced OH groups. A parametric 2 x 4 design ANOV for mean variance showed large significant effects due to treatment group and sampling interval. Similar results were produced by the nonparametric ANOV. Induced OH sample variance (LSI) was 43x the natural OH sample variance-mean. The same relationship for the SSI was 12x. Laser induced ocular hypertension in rhesus monkeys produces large IOP repeat-sample variance mean results compared to controls and natural OH.

Modeling additive and non-additive effects in a hybrid population using genome-wide genotyping: prediction accuracy implications

PubMed Central

Bouvet, J-M; Makouanzi, G; Cros, D; Vigneron, Ph

2016-01-01

Hybrids are broadly used in plant breeding and accurate estimation of variance components is crucial for optimizing genetic gain. Genome-wide information may be used to explore models designed to assess the extent of additive and non-additive variance and test their prediction accuracy for the genomic selection. Ten linear mixed models, involving pedigree- and marker-based relationship matrices among parents, were developed to estimate additive (A), dominance (D) and epistatic (AA, AD and DD) effects. Five complementary models, involving the gametic phase to estimate marker-based relationships among hybrid progenies, were developed to assess the same effects. The models were compared using tree height and 3303 single-nucleotide polymorphism markers from 1130 cloned individuals obtained via controlled crosses of 13 Eucalyptus urophylla females with 9 Eucalyptus grandis males. Akaike information criterion (AIC), variance ratios, asymptotic correlation matrices of estimates, goodness-of-fit, prediction accuracy and mean square error (MSE) were used for the comparisons. The variance components and variance ratios differed according to the model. Models with a parent marker-based relationship matrix performed better than those that were pedigree-based, that is, an absence of singularities, lower AIC, higher goodness-of-fit and accuracy and smaller MSE. However, AD and DD variances were estimated with high s.es. Using the same criteria, progeny gametic phase-based models performed better in fitting the observations and predicting genetic values. However, DD variance could not be separated from the dominance variance and null estimates were obtained for AA and AD effects. This study highlighted the advantages of progeny models using genome-wide information. PMID:26328760

Crossing Guards: A Safety Patrol Program at a Residential School for Students Who Are Blind or Visually Impaired. Practice Report

ERIC Educational Resources Information Center

Besden, Cheryl; Crow, Nita; Delgado Greenberg, Maya; Finkelstein, Gerri; Shrieves, Gary; Vickroy, Marcia

2005-01-01

In 2001, the California School for the Blind (CSB) was faced with a dilemma. The dropoff point for the day buses had to be changed. The new route to the only logical location for this change sent the buses through a driveway where residential students crossed to travel between the school and the dormitories. Some staff members wanted to eliminate…

ETR HEAT EXCHANGER BUILDING, TRA644. SOUTH SIDE. CAMERA FACING NORTH. ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

ETR HEAT EXCHANGER BUILDING, TRA-644. SOUTH SIDE. CAMERA FACING NORTH. NOTE POURED CONCRETE WALLS. ETR IS AT LEFT OF VIEW. NOTE DRIVEWAY INSET AT RIGHT FORMED BY DEMINERALIZER WING AT RIGHT. SOUTHEAST CORNER OF ETR, TRA-642, IN VIEW AT UPPER LEFT. INL NEGATIVE NO. HD46-36-1. Mike Crane, Photographer, 4/2005 - Idaho National Engineering Laboratory, Test Reactor Area, Materials & Engineering Test Reactors, Scoville, Butte County, ID

Lateral Penumbra Modelling Based Leaf End Shape Optimization for Multileaf Collimator in Radiotherapy.

PubMed

Zhou, Dong; Zhang, Hui; Ye, Peiqing

2016-01-01

Lateral penumbra of multileaf collimator plays an important role in radiotherapy treatment planning. Growing evidence has revealed that, for a single-focused multileaf collimator, lateral penumbra width is leaf position dependent and largely attributed to the leaf end shape. In our study, an analytical method for leaf end induced lateral penumbra modelling is formulated using Tangent Secant Theory. Compared with Monte Carlo simulation and ray tracing algorithm, our model serves well the purpose of cost-efficient penumbra evaluation. Leaf ends represented in parametric forms of circular arc, elliptical arc, Bézier curve, and B-spline are implemented. With biobjective function of penumbra mean and variance introduced, genetic algorithm is carried out for approximating the Pareto frontier. Results show that for circular arc leaf end objective function is convex and convergence to optimal solution is guaranteed using gradient based iterative method. It is found that optimal leaf end in the shape of Bézier curve achieves minimal standard deviation, while using B-spline minimum of penumbra mean is obtained. For treatment modalities in clinical application, optimized leaf ends are in close agreement with actual shapes. Taken together, the method that we propose can provide insight into leaf end shape design of multileaf collimator.

SU-D-218-05: Material Quantification in Spectral X-Ray Imaging: Optimization and Validation.

PubMed

Nik, S J; Thing, R S; Watts, R; Meyer, J

2012-06-01

To develop and validate a multivariate statistical method to optimize scanning parameters for material quantification in spectral x-rayimaging. An optimization metric was constructed by extensively sampling the thickness space for the expected number of counts for m (two or three) materials. This resulted in an m-dimensional confidence region ofmaterial quantities, e.g. thicknesses. Minimization of the ellipsoidal confidence region leads to the optimization of energy bins. For the given spectrum, the minimum counts required for effective material separation can be determined by predicting the signal-to-noise ratio (SNR) of the quantification. A Monte Carlo (MC) simulation framework using BEAM was developed to validate the metric. Projection data of the m-materials was generated and material decomposition was performed for combinations of iodine, calcium and water by minimizing the z-score between the expected spectrum and binned measurements. The mean square error (MSE) and variance were calculated to measure the accuracy and precision of this approach, respectively. The minimum MSE corresponds to the optimal energy bins in the BEAM simulations. In the optimization metric, this is equivalent to the smallest confidence region. The SNR of the simulated images was also compared to the predictions from the metric. TheMSE was dominated by the variance for the given material combinations,which demonstrates accurate material quantifications. The BEAMsimulations revealed that the optimization of energy bins was accurate to within 1keV. The SNRs predicted by the optimization metric yielded satisfactory agreement but were expectedly higher for the BEAM simulations due to the inclusion of scattered radiation. The validation showed that the multivariate statistical method provides accurate material quantification, correct location of optimal energy bins and adequateprediction of image SNR. The BEAM code system is suitable for generating spectral x- ray imaging simulations. © 2012 American Association of Physicists in Medicine.

Robust Means Modeling: An Alternative for Hypothesis Testing of Independent Means under Variance Heterogeneity and Nonnormality

ERIC Educational Resources Information Center

Fan, Weihua; Hancock, Gregory R.

2012-01-01

This study proposes robust means modeling (RMM) approaches for hypothesis testing of mean differences for between-subjects designs in order to control the biasing effects of nonnormality and variance inequality. Drawing from structural equation modeling (SEM), the RMM approaches make no assumption of variance homogeneity and employ robust…

Optimal Bandwidth for Multitaper Spectrum Estimation

DOE PAGES

Haley, Charlotte L.; Anitescu, Mihai

2017-07-04

A systematic method for bandwidth parameter selection is desired for Thomson multitaper spectrum estimation. We give a method for determining the optimal bandwidth based on a mean squared error (MSE) criterion. When the true spectrum has a second-order Taylor series expansion, one can express quadratic local bias as a function of the curvature of the spectrum, which can be estimated by using a simple spline approximation. This is combined with a variance estimate, obtained by jackknifing over individual spectrum estimates, to produce an estimated MSE for the log spectrum estimate for each choice of time-bandwidth product. The bandwidth that minimizesmore » the estimated MSE then gives the desired spectrum estimate. Additionally, the bandwidth obtained using our method is also optimal for cepstrum estimates. We give an example of a damped oscillatory (Lorentzian) process in which the approximate optimal bandwidth can be written as a function of the damping parameter. Furthermore, the true optimal bandwidth agrees well with that given by minimizing estimated the MSE in these examples.« less

Risk-Based Sampling: I Don't Want to Weight in Vain.

PubMed

Powell, Mark R

2015-12-01

Recently, there has been considerable interest in developing risk-based sampling for food safety and animal and plant health for efficient allocation of inspection and surveillance resources. The problem of risk-based sampling allocation presents a challenge similar to financial portfolio analysis. Markowitz (1952) laid the foundation for modern portfolio theory based on mean-variance optimization. However, a persistent challenge in implementing portfolio optimization is the problem of estimation error, leading to false "optimal" portfolios and unstable asset weights. In some cases, portfolio diversification based on simple heuristics (e.g., equal allocation) has better out-of-sample performance than complex portfolio optimization methods due to estimation uncertainty. Even for portfolios with a modest number of assets, the estimation window required for true optimization may imply an implausibly long stationary period. The implications for risk-based sampling are illustrated by a simple simulation model of lot inspection for a small, heterogeneous group of producers. © 2015 Society for Risk Analysis.

Determining Metacarpophalangeal Flexion Angle Tolerance for Reliable Volumetric Joint Space Measurements by High-resolution Peripheral Quantitative Computed Tomography.

PubMed

Tom, Stephanie; Frayne, Mark; Manske, Sarah L; Burghardt, Andrew J; Stok, Kathryn S; Boyd, Steven K; Barnabe, Cheryl

2016-10-01

The position-dependence of a method to measure the joint space of metacarpophalangeal (MCP) joints using high-resolution peripheral quantitative computed tomography (HR-pQCT) was studied. Cadaveric MCP were imaged at 7 flexion angles between 0 and 30 degrees. The variability in reproducibility for mean, minimum, and maximum joint space widths and volume measurements was calculated for increasing degrees of flexion. Root mean square coefficient of variance values were < 5% under 20 degrees of flexion for mean, maximum, and volumetric joint spaces. Values for minimum joint space width were optimized under 10 degrees of flexion. MCP joint space measurements should be acquired at < 10 degrees of flexion in longitudinal studies.

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.

Multi-objective possibilistic model for portfolio selection with transaction cost

NASA Astrophysics Data System (ADS)

Jana, P.; Roy, T. K.; Mazumder, S. K.

2009-06-01

In this paper, we introduce the possibilistic mean value and variance of continuous distribution, rather than probability distributions. We propose a multi-objective Portfolio based model and added another entropy objective function to generate a well diversified asset portfolio within optimal asset allocation. For quantifying any potential return and risk, portfolio liquidity is taken into account and a multi-objective non-linear programming model for portfolio rebalancing with transaction cost is proposed. The models are illustrated with numerical examples.

Evaluation of Mean and Variance Integrals without Integration

ERIC Educational Resources Information Center

Joarder, A. H.; Omar, M. H.

2007-01-01

The mean and variance of some continuous distributions, in particular the exponentially decreasing probability distribution and the normal distribution, are considered. Since they involve integration by parts, many students do not feel comfortable. In this note, a technique is demonstrated for deriving mean and variance through differential…

The global Minmax k-means algorithm.

PubMed

Wang, Xiaoyan; Bai, Yanping

2016-01-01

The global k -means algorithm is an incremental approach to clustering that dynamically adds one cluster center at a time through a deterministic global search procedure from suitable initial positions, and employs k -means to minimize the sum of the intra-cluster variances. However the global k -means algorithm sometimes results singleton clusters and the initial positions sometimes are bad, after a bad initialization, poor local optimal can be easily obtained by k -means algorithm. In this paper, we modified the global k -means algorithm to eliminate the singleton clusters at first, and then we apply MinMax k -means clustering error method to global k -means algorithm to overcome the effect of bad initialization, proposed the global Minmax k -means algorithm. The proposed clustering method is tested on some popular data sets and compared to the k -means algorithm, the global k -means algorithm and the MinMax k -means algorithm. The experiment results show our proposed algorithm outperforms other algorithms mentioned in the paper.

Predictors of burnout among correctional mental health professionals.

PubMed

Gallavan, Deanna B; Newman, Jody L

2013-02-01

This study focused on the experience of burnout among a sample of correctional mental health professionals. We examined the relationship of a linear combination of optimism, work family conflict, and attitudes toward prisoners with two dimensions derived from the Maslach Burnout Inventory and the Professional Quality of Life Scale. Initially, three subscales from the Maslach Burnout Inventory and two subscales from the Professional Quality of Life Scale were subjected to principal components analysis with oblimin rotation in order to identify underlying dimensions among the subscales. This procedure resulted in two components accounting for approximately 75% of the variance (r = -.27). The first component was labeled Negative Experience of Work because it seemed to tap the experience of being emotionally spent, detached, and socially avoidant. The second component was labeled Positive Experience of Work and seemed to tap a sense of competence, success, and satisfaction in one's work. Two multiple regression analyses were subsequently conducted, in which Negative Experience of Work and Positive Experience of Work, respectively, were predicted from a linear combination of optimism, work family conflict, and attitudes toward prisoners. In the first analysis, 44% of the variance in Negative Experience of Work was accounted for, with work family conflict and optimism accounting for the most variance. In the second analysis, 24% of the variance in Positive Experience of Work was accounted for, with optimism and attitudes toward prisoners accounting for the most variance.

Mean-variance portfolio analysis data for optimizing community-based photovoltaic investment

PubMed Central

Shakouri, Mahmoud; Lee, Hyun Woo

2016-01-01

The amount of electricity generated by Photovoltaic (PV) systems is affected by factors such as shading, building orientation and roof slope. To increase electricity generation and reduce volatility in generation of PV systems, a portfolio of PV systems can be made which takes advantages of the potential synergy among neighboring buildings. This paper contains data supporting the research article entitled: PACPIM: new decision-support model of optimized portfolio analysis for community-based photovoltaic investment [1]. We present a set of data relating to physical properties of 24 houses in Oregon, USA, along with simulated hourly electricity data for the installed PV systems. The developed Matlab code to construct optimized portfolios is also provided in Supplementary materials. The application of these files can be generalized to variety of communities interested in investing on PV systems. PMID:26937458

A Unifying Probability Example.

ERIC Educational Resources Information Center

Maruszewski, Richard F., Jr.

2002-01-01

Presents an example from probability and statistics that ties together several topics including the mean and variance of a discrete random variable, the binomial distribution and its particular mean and variance, the sum of independent random variables, the mean and variance of the sum, and the central limit theorem. Uses Excel to illustrate these…

On the Endogeneity of the Mean-Variance Efficient Frontier.

ERIC Educational Resources Information Center

Somerville, R. A.; O'Connell, Paul G. J.

2002-01-01

Explains that the endogeneity of the efficient frontier in the mean-variance model of portfolio selection is commonly obscured in portfolio selection literature and in widely used textbooks. Demonstrates endogeneity and discusses the impact of parameter changes on the mean-variance efficient frontier and on the beta coefficients of individual…

Is There a Common Summary Statistical Process for Representing the Mean and Variance? A Study Using Illustrations of Familiar Items

PubMed Central

Yang, Yi; Tokita, Midori; Ishiguchi, Akira

2018-01-01

A number of studies revealed that our visual system can extract different types of summary statistics, such as the mean and variance, from sets of items. Although the extraction of such summary statistics has been studied well in isolation, the relationship between these statistics remains unclear. In this study, we explored this issue using an individual differences approach. Observers viewed illustrations of strawberries and lollypops varying in size or orientation and performed four tasks in a within-subject design, namely mean and variance discrimination tasks with size and orientation domains. We found that the performances in the mean and variance discrimination tasks were not correlated with each other and demonstrated that extractions of the mean and variance are mediated by different representation mechanisms. In addition, we tested the relationship between performances in size and orientation domains for each summary statistic (i.e. mean and variance) and examined whether each summary statistic has distinct processes across perceptual domains. The results illustrated that statistical summary representations of size and orientation may share a common mechanism for representing the mean and possibly for representing variance. Introspections for each observer performing the tasks were also examined and discussed. PMID:29399318

Exploring the meteorological potential for planning a high performance European electricity super-grid: optimal power capacity distribution among countries

NASA Astrophysics Data System (ADS)

Santos-Alamillos, Francisco J.; Brayshaw, David J.; Methven, John; Thomaidis, Nikolaos S.; Ruiz-Arias, José A.; Pozo-Vázquez, David

2017-11-01

The concept of a European super-grid for electricity presents clear advantages for a reliable and affordable renewable power production (photovoltaics and wind). Based on the mean-variance portfolio optimization analysis, we explore optimal scenarios for the allocation of new renewable capacity at national level in order to provide to energy decision-makers guidance about which regions should be mostly targeted to either maximize total production or reduce its day-to-day variability. The results show that the existing distribution of renewable generation capacity across Europe is far from optimal: i.e. a ‘better’ spatial distribution of resources could have been achieved with either a ~31% increase in mean power supply (for the same level of day-to-day variability) or a ~37.5% reduction in day-to-day variability (for the same level of mean productivity). Careful planning of additional increments in renewable capacity at the European level could, however, act to significantly ameliorate this deficiency. The choice of where to deploy resources depends, however, on the objective being pursued—if the goal is to maximize average output, then new capacity is best allocated in the countries with highest resources, whereas investment in additional capacity in a north/south dipole pattern across Europe would act to most reduce daily variations and thus decrease the day-to-day volatility of renewable power supply.

Comparison of particle swarm optimization and simulated annealing for locating additional boreholes considering combined variance minimization

NASA Astrophysics Data System (ADS)

Soltani-Mohammadi, Saeed; Safa, Mohammad; Mokhtari, Hadi

2016-10-01

One of the most important stages in complementary exploration is optimal designing the additional drilling pattern or defining the optimum number and location of additional boreholes. Quite a lot research has been carried out in this regard in which for most of the proposed algorithms, kriging variance minimization as a criterion for uncertainty assessment is defined as objective function and the problem could be solved through optimization methods. Although kriging variance implementation is known to have many advantages in objective function definition, it is not sensitive to local variability. As a result, the only factors evaluated for locating the additional boreholes are initial data configuration and variogram model parameters and the effects of local variability are omitted. In this paper, with the goal of considering the local variability in boundaries uncertainty assessment, the application of combined variance is investigated to define the objective function. Thus in order to verify the applicability of the proposed objective function, it is used to locate the additional boreholes in Esfordi phosphate mine through the implementation of metaheuristic optimization methods such as simulated annealing and particle swarm optimization. Comparison of results from the proposed objective function and conventional methods indicates that the new changes imposed on the objective function has caused the algorithm output to be sensitive to the variations of grade, domain's boundaries and the thickness of mineralization domain. The comparison between the results of different optimization algorithms proved that for the presented case the application of particle swarm optimization is more appropriate than simulated annealing.

Optimization of hybrid iterative reconstruction level in pediatric body CT.

PubMed

Karmazyn, Boaz; Liang, Yun; Ai, Huisi; Eckert, George J; Cohen, Mervyn D; Wanner, Matthew R; Jennings, S Gregory

2014-02-01

The objective of our study was to attempt to optimize the level of hybrid iterative reconstruction (HIR) in pediatric body CT. One hundred consecutive chest or abdominal CT examinations were selected. For each examination, six series were obtained: one filtered back projection (FBP) and five HIR series (iDose(4)) levels 2-6. Two pediatric radiologists, blinded to noise measurements, independently chose the optimal HIR level and then rated series quality. We measured CT number (mean in Hounsfield units) and noise (SD in Hounsfield units) changes by placing regions of interest in the liver, muscles, subcutaneous fat, and aorta. A mixed-model analysis-of-variance test was used to analyze correlation of noise reduction with the optimal HIR level compared with baseline FBP noise. One hundred CT examinations were performed of 88 patients (52 females and 36 males) with a mean age of 8.5 years (range, 19 days-18 years); 12 patients had both chest and abdominal CT studies. Radiologists agreed to within one level of HIR in 92 of 100 studies. The mean quality rating was significantly higher for HIR than FBP (3.6 vs 3.3, respectively; p < 0.01). HIR caused minimal (0-0.2%) change in CT numbers. Noise reduction varied among structures and patients. Liver noise reduction positively correlated with baseline noise when the optimal HIR level was used (p < 0.01). HIR levels were significantly correlated with body weight and effective diameter of the upper abdomen (p < 0.01). HIR, such as iDose(4), improves the quality of body CT scans of pediatric patients by decreasing noise; HIR level 3 or 4 is optimal for most studies. The optimal HIR level was less effective in reducing liver noise in children with lower baseline noise.

A Review of "The Acquisition of Syntax in Children from 5 to 10" by Carol Chomsky. Papers and Reports on Child Language Development, No. 2.

ERIC Educational Resources Information Center

Clark, Eve V.

1970-01-01

The monograph under review is a study of the acquisition of certain complex linguistic structures by children over the age of five. After a short introduction, Chomsky describes in chapter 2 the linguistic properties of four types of constructions: (1) John is eager to see; John is easy to see; (2) John promised Bill to shovel the driveway; John…

A Computational Approach for Model Update of an LS-DYNA Energy Absorbing Cell

NASA Technical Reports Server (NTRS)

Horta, Lucas G.; Jackson, Karen E.; Kellas, Sotiris

2008-01-01

NASA and its contractors are working on structural concepts for absorbing impact energy of aerospace vehicles. Recently, concepts in the form of multi-cell honeycomb-like structures designed to crush under load have been investigated for both space and aeronautics applications. Efforts to understand these concepts are progressing from tests of individual cells to tests of systems with hundreds of cells. Because of fabrication irregularities, geometry irregularities, and material properties uncertainties, the problem of reconciling analytical models, in particular LS-DYNA models, with experimental data is a challenge. A first look at the correlation results between single cell load/deflection data with LS-DYNA predictions showed problems which prompted additional work in this area. This paper describes a computational approach that uses analysis of variance, deterministic sampling techniques, response surface modeling, and genetic optimization to reconcile test with analysis results. Analysis of variance provides a screening technique for selection of critical parameters used when reconciling test with analysis. In this study, complete ignorance of the parameter distribution is assumed and, therefore, the value of any parameter within the range that is computed using the optimization procedure is considered to be equally likely. Mean values from tests are matched against LS-DYNA solutions by minimizing the square error using a genetic optimization. The paper presents the computational methodology along with results obtained using this approach.

Investigation and Taguchi Optimization of Microbial Fuel Cell Salt Bridge Dimensional Parameters

NASA Astrophysics Data System (ADS)

Sarma, Dhrupad; Barua, Parimal Bakul; Dey, Nabendu; Nath, Sumitro; Thakuria, Mrinmay; Mallick, Synthia

2018-01-01

One major problem of two chamber salt bridge microbial fuel cells (MFCs) is the high resistance offered by the salt bridge to anion flow. Many researchers who have studied and optimized various parameters related to salt bridge MFC, have not shed much light on the effect of salt bridge dimensional parameters on the MFC performance. Therefore, the main objective of this research is to investigate the effect of length and cross sectional area of salt bridge and the effect of solar radiation and atmospheric temperature on MFC current output. An experiment has been designed using Taguchi L9 orthogonal array, taking length and cross sectional area of salt bridge as factors having three levels. Nine MFCs were fabricated as per the nine trial conditions. Trials were conducted for 3 days and output current of each of the MFCs along with solar insolation and atmospheric temperature were recorded. Analysis of variance shows that salt bridge length has significant effect both on mean (with 53.90% contribution at 95% CL) and variance (with 56.46% contribution at 87% CL), whereas the effect of cross sectional area of the salt bridge and the interaction of these two factors is significant on mean only (with 95% CL). Optimum combination was found at 260 mm salt bridge length and 506.7 mm2 cross sectional area with 4.75 mA of mean output current. The temperature and solar insolation data when correlated with each of the MFCs average output current, revealed that both external factors have significant impact on MFC current output but the correlation coefficient varies from MFC to MFC depending on salt bridge dimensional parameters.

Software for the grouped optimal aggregation technique

NASA Technical Reports Server (NTRS)

Brown, P. M.; Shaw, G. W. (Principal Investigator)

1982-01-01

The grouped optimal aggregation technique produces minimum variance, unbiased estimates of acreage and production for countries, zones (states), or any designated collection of acreage strata. It uses yield predictions, historical acreage information, and direct acreage estimate from satellite data. The acreage strata are grouped in such a way that the ratio model over historical acreage provides a smaller variance than if the model were applied to each individual stratum. An optimal weighting matrix based on historical acreages, provides the link between incomplete direct acreage estimates and the total, current acreage estimate.

Optimization under uncertainty of parallel nonlinear energy sinks

NASA Astrophysics Data System (ADS)

Boroson, Ethan; Missoum, Samy; Mattei, Pierre-Olivier; Vergez, Christophe

2017-04-01

Nonlinear Energy Sinks (NESs) are a promising technique for passively reducing the amplitude of vibrations. Through nonlinear stiffness properties, a NES is able to passively and irreversibly absorb energy. Unlike the traditional Tuned Mass Damper (TMD), NESs do not require a specific tuning and absorb energy over a wider range of frequencies. Nevertheless, they are still only efficient over a limited range of excitations. In order to mitigate this limitation and maximize the efficiency range, this work investigates the optimization of multiple NESs configured in parallel. It is well known that the efficiency of a NES is extremely sensitive to small perturbations in loading conditions or design parameters. In fact, the efficiency of a NES has been shown to be nearly discontinuous in the neighborhood of its activation threshold. For this reason, uncertainties must be taken into account in the design optimization of NESs. In addition, the discontinuities require a specific treatment during the optimization process. In this work, the objective of the optimization is to maximize the expected value of the efficiency of NESs in parallel. The optimization algorithm is able to tackle design variables with uncertainty (e.g., nonlinear stiffness coefficients) as well as aleatory variables such as the initial velocity of the main system. The optimal design of several parallel NES configurations for maximum mean efficiency is investigated. Specifically, NES nonlinear stiffness properties, considered random design variables, are optimized for cases with 1, 2, 3, 4, 5, and 10 NESs in parallel. The distributions of efficiency for the optimal parallel configurations are compared to distributions of efficiencies of non-optimized NESs. It is observed that the optimization enables a sharp increase in the mean value of efficiency while reducing the corresponding variance, thus leading to more robust NES designs.

Spatial Prediction and Optimized Sampling Design for Sodium Concentration in Groundwater

PubMed Central

Shabbir, Javid; M. AbdEl-Salam, Nasser; Hussain, Tajammal

2016-01-01

Sodium is an integral part of water, and its excessive amount in drinking water causes high blood pressure and hypertension. In the present paper, spatial distribution of sodium concentration in drinking water is modeled and optimized sampling designs for selecting sampling locations is calculated for three divisions in Punjab, Pakistan. Universal kriging and Bayesian universal kriging are used to predict the sodium concentrations. Spatial simulated annealing is used to generate optimized sampling designs. Different estimation methods (i.e., maximum likelihood, restricted maximum likelihood, ordinary least squares, and weighted least squares) are used to estimate the parameters of the variogram model (i.e, exponential, Gaussian, spherical and cubic). It is concluded that Bayesian universal kriging fits better than universal kriging. It is also observed that the universal kriging predictor provides minimum mean universal kriging variance for both adding and deleting locations during sampling design. PMID:27683016

Quality assurance for high dose rate brachytherapy treatment planning optimization: using a simple optimization to verify a complex optimization

NASA Astrophysics Data System (ADS)

Deufel, Christopher L.; Furutani, Keith M.

2014-02-01

As dose optimization for high dose rate brachytherapy becomes more complex, it becomes increasingly important to have a means of verifying that optimization results are reasonable. A method is presented for using a simple optimization as quality assurance for the more complex optimization algorithms typically found in commercial brachytherapy treatment planning systems. Quality assurance tests may be performed during commissioning, at regular intervals, and/or on a patient specific basis. A simple optimization method is provided that optimizes conformal target coverage using an exact, variance-based, algebraic approach. Metrics such as dose volume histogram, conformality index, and total reference air kerma agree closely between simple and complex optimizations for breast, cervix, prostate, and planar applicators. The simple optimization is shown to be a sensitive measure for identifying failures in a commercial treatment planning system that are possibly due to operator error or weaknesses in planning system optimization algorithms. Results from the simple optimization are surprisingly similar to the results from a more complex, commercial optimization for several clinical applications. This suggests that there are only modest gains to be made from making brachytherapy optimization more complex. The improvements expected from sophisticated linear optimizations, such as PARETO methods, will largely be in making systems more user friendly and efficient, rather than in finding dramatically better source strength distributions.

LPT. Plot plan and site layout. Includes shield test pool/EBOR ...

Library of Congress Historic Buildings Survey, Historic Engineering Record, Historic Landscapes Survey

LPT. Plot plan and site layout. Includes shield test pool/EBOR facility. (TAN-645 and -646) low power test building (TAN-640 and -641), water storage tanks, guard house (TAN-642), pump house (TAN-644), driveways, well, chlorination building (TAN-643), septic system. Ralph M. Parsons 1229-12 ANP/GE-7-102. November 1956. Approved by INEEL Classification Office for public release. INEEL index code no. 038-0102-00-693-107261 - Idaho National Engineering Laboratory, Test Area North, Scoville, Butte County, ID

Final Supplemental Environmental Assessment for U.S. 98 at the Entrance to Hurlburt Field. Finding of No Significant Impact and Finding of No Practicable Alternative

DTIC Science & Technology

2013-06-01

produce a more efficient, productive, and safe transportation system while adequately addressing the Purpose and Need defined in the 20 l 0 EA...Hurlburt Field from U.S. 98/S.R. 30 have adequate traffic storage capacity during peak times, the drainage requirements such as stormwater management pond... drainage swale for driveway construction 10 c. Modified Campaigne Street to include exclusive northbound right turn lane d. Added relocation of brick

Increasing selection response by Bayesian modeling of heterogeneous environmental variances

USDA-ARS?s Scientific Manuscript database

Heterogeneity of environmental variance among genotypes reduces selection response because genotypes with higher variance are more likely to be selected than low-variance genotypes. Modeling heterogeneous variances to obtain weighted means corrected for heterogeneous variances is difficult in likel...

Linear Multivariable Regression Models for Prediction of Eddy Dissipation Rate from Available Meteorological Data

NASA Technical Reports Server (NTRS)

MCKissick, Burnell T. (Technical Monitor); Plassman, Gerald E.; Mall, Gerald H.; Quagliano, John R.

2005-01-01

Linear multivariable regression models for predicting day and night Eddy Dissipation Rate (EDR) from available meteorological data sources are defined and validated. Model definition is based on a combination of 1997-2000 Dallas/Fort Worth (DFW) data sources, EDR from Aircraft Vortex Spacing System (AVOSS) deployment data, and regression variables primarily from corresponding Automated Surface Observation System (ASOS) data. Model validation is accomplished through EDR predictions on a similar combination of 1994-1995 Memphis (MEM) AVOSS and ASOS data. Model forms include an intercept plus a single term of fixed optimal power for each of these regression variables; 30-minute forward averaged mean and variance of near-surface wind speed and temperature, variance of wind direction, and a discrete cloud cover metric. Distinct day and night models, regressing on EDR and the natural log of EDR respectively, yield best performance and avoid model discontinuity over day/night data boundaries.

Hedging Your Bets by Learning Reward Correlations in the Human Brain

PubMed Central

Wunderlich, Klaus; Symmonds, Mkael; Bossaerts, Peter; Dolan, Raymond J.

2011-01-01

Summary Human subjects are proficient at tracking the mean and variance of rewards and updating these via prediction errors. Here, we addressed whether humans can also learn about higher-order relationships between distinct environmental outcomes, a defining ecological feature of contexts where multiple sources of rewards are available. By manipulating the degree to which distinct outcomes are correlated, we show that subjects implemented an explicit model-based strategy to learn the associated outcome correlations and were adept in using that information to dynamically adjust their choices in a task that required a minimization of outcome variance. Importantly, the experimentally generated outcome correlations were explicitly represented neuronally in right midinsula with a learning prediction error signal expressed in rostral anterior cingulate cortex. Thus, our data show that the human brain represents higher-order correlation structures between rewards, a core adaptive ability whose immediate benefit is optimized sampling. PMID:21943609

Lateral Penumbra Modelling Based Leaf End Shape Optimization for Multileaf Collimator in Radiotherapy

PubMed Central

Zhou, Dong; Zhang, Hui; Ye, Peiqing

2016-01-01

Lateral penumbra of multileaf collimator plays an important role in radiotherapy treatment planning. Growing evidence has revealed that, for a single-focused multileaf collimator, lateral penumbra width is leaf position dependent and largely attributed to the leaf end shape. In our study, an analytical method for leaf end induced lateral penumbra modelling is formulated using Tangent Secant Theory. Compared with Monte Carlo simulation and ray tracing algorithm, our model serves well the purpose of cost-efficient penumbra evaluation. Leaf ends represented in parametric forms of circular arc, elliptical arc, Bézier curve, and B-spline are implemented. With biobjective function of penumbra mean and variance introduced, genetic algorithm is carried out for approximating the Pareto frontier. Results show that for circular arc leaf end objective function is convex and convergence to optimal solution is guaranteed using gradient based iterative method. It is found that optimal leaf end in the shape of Bézier curve achieves minimal standard deviation, while using B-spline minimum of penumbra mean is obtained. For treatment modalities in clinical application, optimized leaf ends are in close agreement with actual shapes. Taken together, the method that we propose can provide insight into leaf end shape design of multileaf collimator. PMID:27110274

Genetic basis of between-individual and within-individual variance of docility.

PubMed

Martin, J G A; Pirotta, E; Petelle, M B; Blumstein, D T

2017-04-01

Between-individual variation in phenotypes within a population is the basis of evolution. However, evolutionary and behavioural ecologists have mainly focused on estimating between-individual variance in mean trait and neglected variation in within-individual variance, or predictability of a trait. In fact, an important assumption of mixed-effects models used to estimate between-individual variance in mean traits is that within-individual residual variance (predictability) is identical across individuals. Individual heterogeneity in the predictability of behaviours is a potentially important effect but rarely estimated and accounted for. We used 11 389 measures of docility behaviour from 1576 yellow-bellied marmots (Marmota flaviventris) to estimate between-individual variation in both mean docility and its predictability. We then implemented a double hierarchical animal model to decompose the variances of both mean trait and predictability into their environmental and genetic components. We found that individuals differed both in their docility and in their predictability of docility with a negative phenotypic covariance. We also found significant genetic variance for both mean docility and its predictability but no genetic covariance between the two. This analysis is one of the first to estimate the genetic basis of both mean trait and within-individual variance in a wild population. Our results indicate that equal within-individual variance should not be assumed. We demonstrate the evolutionary importance of the variation in the predictability of docility and illustrate potential bias in models ignoring variation in predictability. We conclude that the variability in the predictability of a trait should not be ignored, and present a coherent approach for its quantification. © 2017 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2017 European Society For Evolutionary Biology.

A Versatile Omnibus Test for Detecting Mean and Variance Heterogeneity

PubMed Central

Bailey, Matthew; Kauwe, John S. K.; Maxwell, Taylor J.

2014-01-01

Recent research has revealed loci that display variance heterogeneity through various means such as biological disruption, linkage disequilibrium (LD), gene-by-gene (GxG), or gene-by-environment (GxE) interaction. We propose a versatile likelihood ratio test that allows joint testing for mean and variance heterogeneity (LRTMV) or either effect alone (LRTM or LRTV) in the presence of covariates. Using extensive simulations for our method and others we found that all parametric tests were sensitive to non-normality regardless of any trait transformations. Coupling our test with the parametric bootstrap solves this issue. Using simulations and empirical data from a known mean-only functional variant we demonstrate how linkage disequilibrium (LD) can produce variance-heterogeneity loci (vQTL) in a predictable fashion based on differential allele frequencies, high D’ and relatively low r2 values. We propose that a joint test for mean and variance heterogeneity is more powerful than a variance only test for detecting vQTL. This takes advantage of loci that also have mean effects without sacrificing much power to detect variance only effects. We discuss using vQTL as an approach to detect gene-by-gene interactions and also how vQTL are related to relationship loci (rQTL) and how both can create prior hypothesis for each other and reveal the relationships between traits and possibly between components of a composite trait. PMID:24482837

Synaptic Transmission Optimization Predicts Expression Loci of Long-Term Plasticity.

PubMed

Costa, Rui Ponte; Padamsey, Zahid; D'Amour, James A; Emptage, Nigel J; Froemke, Robert C; Vogels, Tim P

2017-09-27

Long-term modifications of neuronal connections are critical for reliable memory storage in the brain. However, their locus of expression-pre- or postsynaptic-is highly variable. Here we introduce a theoretical framework in which long-term plasticity performs an optimization of the postsynaptic response statistics toward a given mean with minimal variance. Consequently, the state of the synapse at the time of plasticity induction determines the ratio of pre- and postsynaptic modifications. Our theory explains the experimentally observed expression loci of the hippocampal and neocortical synaptic potentiation studies we examined. Moreover, the theory predicts presynaptic expression of long-term depression, consistent with experimental observations. At inhibitory synapses, the theory suggests a statistically efficient excitatory-inhibitory balance in which changes in inhibitory postsynaptic response statistics specifically target the mean excitation. Our results provide a unifying theory for understanding the expression mechanisms and functions of long-term synaptic transmission plasticity. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

Targeted estimation of nuisance parameters to obtain valid statistical inference.

PubMed

van der Laan, Mark J

2014-01-01

In order to obtain concrete results, we focus on estimation of the treatment specific mean, controlling for all measured baseline covariates, based on observing independent and identically distributed copies of a random variable consisting of baseline covariates, a subsequently assigned binary treatment, and a final outcome. The statistical model only assumes possible restrictions on the conditional distribution of treatment, given the covariates, the so-called propensity score. Estimators of the treatment specific mean involve estimation of the propensity score and/or estimation of the conditional mean of the outcome, given the treatment and covariates. In order to make these estimators asymptotically unbiased at any data distribution in the statistical model, it is essential to use data-adaptive estimators of these nuisance parameters such as ensemble learning, and specifically super-learning. Because such estimators involve optimal trade-off of bias and variance w.r.t. the infinite dimensional nuisance parameter itself, they result in a sub-optimal bias/variance trade-off for the resulting real-valued estimator of the estimand. We demonstrate that additional targeting of the estimators of these nuisance parameters guarantees that this bias for the estimand is second order and thereby allows us to prove theorems that establish asymptotic linearity of the estimator of the treatment specific mean under regularity conditions. These insights result in novel targeted minimum loss-based estimators (TMLEs) that use ensemble learning with additional targeted bias reduction to construct estimators of the nuisance parameters. In particular, we construct collaborative TMLEs (C-TMLEs) with known influence curve allowing for statistical inference, even though these C-TMLEs involve variable selection for the propensity score based on a criterion that measures how effective the resulting fit of the propensity score is in removing bias for the estimand. As a particular special case, we also demonstrate the required targeting of the propensity score for the inverse probability of treatment weighted estimator using super-learning to fit the propensity score.

The Expected Sample Variance of Uncorrelated Random Variables with a Common Mean and Some Applications in Unbalanced Random Effects Models

ERIC Educational Resources Information Center

Vardeman, Stephen B.; Wendelberger, Joanne R.

2005-01-01

There is a little-known but very simple generalization of the standard result that for uncorrelated random variables with common mean [mu] and variance [sigma][superscript 2], the expected value of the sample variance is [sigma][superscript 2]. The generalization justifies the use of the usual standard error of the sample mean in possibly…

Optimization of hole generation in Ti/CFRP stacks

NASA Astrophysics Data System (ADS)

Ivanov, Y. N.; Pashkov, A. E.; Chashhin, N. S.

2018-03-01

The article aims to describe methods for improving the surface quality and hole accuracy in Ti/CFRP stacks by optimizing cutting methods and drill geometry. The research is based on the fundamentals of machine building, theory of probability, mathematical statistics, and experiment planning and manufacturing process optimization theories. Statistical processing of experiment data was carried out by means of Statistica 6 and Microsoft Excel 2010. Surface geometry in Ti stacks was analyzed using a Taylor Hobson Form Talysurf i200 Series Profilometer, and in CFRP stacks - using a Bruker ContourGT-Kl Optical Microscope. Hole shapes and sizes were analyzed using a Carl Zeiss CONTURA G2 Measuring machine, temperatures in cutting zones were recorded with a FLIR SC7000 Series Infrared Camera. Models of multivariate analysis of variance were developed. They show effects of drilling modes on surface quality and accuracy of holes in Ti/CFRP stacks. The task of multicriteria drilling process optimization was solved. Optimal cutting technologies which improve performance were developed. Methods for assessing thermal tool and material expansion effects on the accuracy of holes in Ti/CFRP/Ti stacks were developed.

Hierarchical Bayesian Model Averaging for Chance Constrained Remediation Designs

NASA Astrophysics Data System (ADS)

Chitsazan, N.; Tsai, F. T.

2012-12-01

Groundwater remediation designs are heavily relying on simulation models which are subjected to various sources of uncertainty in their predictions. To develop a robust remediation design, it is crucial to understand the effect of uncertainty sources. In this research, we introduce a hierarchical Bayesian model averaging (HBMA) framework to segregate and prioritize sources of uncertainty in a multi-layer frame, where each layer targets a source of uncertainty. The HBMA framework provides an insight to uncertainty priorities and propagation. In addition, HBMA allows evaluating model weights in different hierarchy levels and assessing the relative importance of models in each level. To account for uncertainty, we employ a chance constrained (CC) programming for stochastic remediation design. Chance constrained programming was implemented traditionally to account for parameter uncertainty. Recently, many studies suggested that model structure uncertainty is not negligible compared to parameter uncertainty. Using chance constrained programming along with HBMA can provide a rigorous tool for groundwater remediation designs under uncertainty. In this research, the HBMA-CC was applied to a remediation design in a synthetic aquifer. The design was to develop a scavenger well approach to mitigate saltwater intrusion toward production wells. HBMA was employed to assess uncertainties from model structure, parameter estimation and kriging interpolation. An improved harmony search optimization method was used to find the optimal location of the scavenger well. We evaluated prediction variances of chloride concentration at the production wells through the HBMA framework. The results showed that choosing the single best model may lead to a significant error in evaluating prediction variances for two reasons. First, considering the single best model, variances that stem from uncertainty in the model structure will be ignored. Second, considering the best model with non-dominant model weight may underestimate or overestimate prediction variances by ignoring other plausible propositions. Chance constraints allow developing a remediation design with a desirable reliability. However, considering the single best model, the calculated reliability will be different from the desirable reliability. We calculated the reliability of the design for the models at different levels of HBMA. The results showed that by moving toward the top layers of HBMA, the calculated reliability converges to the chosen reliability. We employed the chance constrained optimization along with the HBMA framework to find the optimal location and pumpage for the scavenger well. The results showed that using models at different levels in the HBMA framework, the optimal location of the scavenger well remained the same, but the optimal extraction rate was altered. Thus, we concluded that the optimal pumping rate was sensitive to the prediction variance. Also, the prediction variance was changed by using different extraction rate. Using very high extraction rate will cause prediction variances of chloride concentration at the production wells to approach zero regardless of which HBMA models used.

Single-source dual-energy spectral multidetector CT of pancreatic adenocarcinoma: optimization of energy level viewing significantly increases lesion contrast.

PubMed

Patel, B N; Thomas, J V; Lockhart, M E; Berland, L L; Morgan, D E

2013-02-01

To evaluate lesion contrast in pancreatic adenocarcinoma patients using spectral multidetector computed tomography (MDCT) analysis. The present institutional review board-approved, Health Insurance Portability and Accountability Act of 1996 (HIPAA)-compliant retrospective study evaluated 64 consecutive adults with pancreatic adenocarcinoma examined using a standardized, multiphasic protocol on a single-source, dual-energy MDCT system. Pancreatic phase images (35 s) were acquired in dual-energy mode; unenhanced and portal venous phases used standard MDCT. Lesion contrast was evaluated on an independent workstation using dual-energy analysis software, comparing tumour to non-tumoural pancreas attenuation (HU) differences and tumour diameter at three energy levels: 70 keV; individual subject-optimized viewing energy level (based on the maximum contrast-to-noise ratio, CNR); and 45 keV. The image noise was measured for the same three energies. Differences in lesion contrast, diameter, and noise between the different energy levels were analysed using analysis of variance (ANOVA). Quantitative differences in contrast gain between 70 keV and CNR-optimized viewing energies, and between CNR-optimized and 45 keV were compared using the paired t-test. Thirty-four women and 30 men (mean age 68 years) had a mean tumour diameter of 3.6 cm. The median optimized energy level was 50 keV (range 40-77). The mean ± SD lesion contrast values (non-tumoural pancreas - tumour attenuation) were: 57 ± 29, 115 ± 70, and 146 ± 74 HU (p = 0.0005); the lengths of the tumours were: 3.6, 3.3, and 3.1 cm, respectively (p = 0.026); and the contrast to noise ratios were: 24 ± 7, 39 ± 12, and 59 ± 17 (p = 0.0005) for 70 keV, the optimized energy level, and 45 keV, respectively. For individuals, the mean ± SD contrast gain from 70 keV to the optimized energy level was 59 ± 45 HU; and the mean ± SD contrast gain from the optimized energy level to 45 keV was 31 ± 25 HU (p = 0.007). Significantly increased pancreatic lesion contrast was noted at lower viewing energies using spectral MDCT. Individual patient CNR-optimized energy level images have the potential to improve lesion conspicuity. Copyright © 2012 The Royal College of Radiologists. Published by Elsevier Ltd. All rights reserved.

Optimism, well-being, depressive symptoms, and perceived physical health: a study among Stroke survivors.

PubMed

Shifren, Kim; Anzaldi, Kristen

2018-01-01

The investigation of the relation of positive personality characteristics to mental and physical health among Stroke survivors has been a neglected area of research. The purpose of this study was to examine the relationship between optimism, well-being, depressive symptoms, and perceived physical health among Stroke survivors. It was hypothesized that Stroke survivors' optimism would explain variance in their physical health above and beyond the variance explained by demographic variables, diagnostic variables, and mental health. One hundred seventy-six Stroke survivors (97 females, 79 males) completed the Revised Life Orientation Test, the Center for Epidemiological Studies Depression Scale, two items on perceived physical health from the 36-item Short Form of the Medical Outcomes study, and the Identity scale of the Illness Perception Questionnaire. Pearson correlations, hierarchical regression analyses, and the PROCESS approach to determining mediators were used to assess hypothesized relations between variables. Stroke survivors' level of optimism explained additional variance in overall health in regression models controlling for demographic and diagnostic variables, and mental health. Analyses revealed that optimism played a partial mediator role between mental health (well-being, depressive symptoms and total score on CES-D) variables and overall health.

Risk aversion and uncertainty in cost-effectiveness analysis: the expected-utility, moment-generating function approach.

PubMed

Elbasha, Elamin H

2005-05-01

The availability of patient-level data from clinical trials has spurred a lot of interest in developing methods for quantifying and presenting uncertainty in cost-effectiveness analysis (CEA). Although the majority has focused on developing methods for using sample data to estimate a confidence interval for an incremental cost-effectiveness ratio (ICER), a small strand of the literature has emphasized the importance of incorporating risk preferences and the trade-off between the mean and the variance of returns to investment in health and medicine (mean-variance analysis). This paper shows how the exponential utility-moment-generating function approach is a natural extension to this branch of the literature for modelling choices from healthcare interventions with uncertain costs and effects. The paper assumes an exponential utility function, which implies constant absolute risk aversion, and is based on the fact that the expected value of this function results in a convenient expression that depends only on the moment-generating function of the random variables. The mean-variance approach is shown to be a special case of this more general framework. The paper characterizes the solution to the resource allocation problem using standard optimization techniques and derives the summary measure researchers need to estimate for each programme, when the assumption of risk neutrality does not hold, and compares it to the standard incremental cost-effectiveness ratio. The importance of choosing the correct distribution of costs and effects and the issues related to estimation of the parameters of the distribution are also discussed. An empirical example to illustrate the methods and concepts is provided. Copyright 2004 John Wiley & Sons, Ltd

Advanced overlay: sampling and modeling for optimized run-to-run control

NASA Astrophysics Data System (ADS)

Subramany, Lokesh; Chung, WoongJae; Samudrala, Pavan; Gao, Haiyong; Aung, Nyan; Gomez, Juan Manuel; Gutjahr, Karsten; Park, DongSuk; Snow, Patrick; Garcia-Medina, Miguel; Yap, Lipkong; Demirer, Onur Nihat; Pierson, Bill; Robinson, John C.

2016-03-01

In recent years overlay (OVL) control schemes have become more complicated in order to meet the ever shrinking margins of advanced technology nodes. As a result, this brings up new challenges to be addressed for effective run-to- run OVL control. This work addresses two of these challenges by new advanced analysis techniques: (1) sampling optimization for run-to-run control and (2) bias-variance tradeoff in modeling. The first challenge in a high order OVL control strategy is to optimize the number of measurements and the locations on the wafer, so that the "sample plan" of measurements provides high quality information about the OVL signature on the wafer with acceptable metrology throughput. We solve this tradeoff between accuracy and throughput by using a smart sampling scheme which utilizes various design-based and data-based metrics to increase model accuracy and reduce model uncertainty while avoiding wafer to wafer and within wafer measurement noise caused by metrology, scanner or process. This sort of sampling scheme, combined with an advanced field by field extrapolated modeling algorithm helps to maximize model stability and minimize on product overlay (OPO). Second, the use of higher order overlay models means more degrees of freedom, which enables increased capability to correct for complicated overlay signatures, but also increases sensitivity to process or metrology induced noise. This is also known as the bias-variance trade-off. A high order model that minimizes the bias between the modeled and raw overlay signature on a single wafer will also have a higher variation from wafer to wafer or lot to lot, that is unless an advanced modeling approach is used. In this paper, we characterize the bias-variance trade off to find the optimal scheme. The sampling and modeling solutions proposed in this study are validated by advanced process control (APC) simulations to estimate run-to-run performance, lot-to-lot and wafer-to- wafer model term monitoring to estimate stability and ultimately high volume manufacturing tests to monitor OPO by densely measured OVL data.

Why risk is not variance: an expository note.

PubMed

Cox, Louis Anthony Tony

2008-08-01

Variance (or standard deviation) of return is widely used as a measure of risk in financial investment risk analysis applications, where mean-variance analysis is applied to calculate efficient frontiers and undominated portfolios. Why, then, do health, safety, and environmental (HS&E) and reliability engineering risk analysts insist on defining risk more flexibly, as being determined by probabilities and consequences, rather than simply by variances? This note suggests an answer by providing a simple proof that mean-variance decision making violates the principle that a rational decisionmaker should prefer higher to lower probabilities of receiving a fixed gain, all else being equal. Indeed, simply hypothesizing a continuous increasing indifference curve for mean-variance combinations at the origin is enough to imply that a decisionmaker must find unacceptable some prospects that offer a positive probability of gain and zero probability of loss. Unlike some previous analyses of limitations of variance as a risk metric, this expository note uses only simple mathematics and does not require the additional framework of von Neumann Morgenstern utility theory.

Toddler run-overs--a persistent problem.

PubMed

Byard, Roger W; Jensen, Lisbeth L

2009-05-01

Trauma accounts for a high percentage of unexpected deaths in toddlers and young children, mostly due to vehicle accidents, drowning and fires. Given recent efforts to publicise the dangers of toddler run-overs a study was undertaken to determine how significant this problem remains in South Australia. Review of coronial files over 7 years from 2000 to 2006 revealed 50 cases of sudden and unexpected death in children aged between 1 and 3 years of which 12 of 28 accidents involved motor vehicles (6 run-overs and 6 passengers). The 6 children who were killed by vehicle run-overs were aged from 12 months to 22 months (ave=16.8 months) with a male to female ratio of 1:1. Four deaths occurred with reversing vehicles in home driveways and one at a community centre. The remaining death involved a child being run over at the beach by a forward moving vehicle. Vehicles included sedans in four cases and a four-wheel drive in one case (one vehicle was not described), and were driven by the victim's parent in four cases, a friend of the family in one, and an unrelated person in the final case. Deaths were all due to blunt cranial trauma. Despite initiatives to prevent these deaths, toddler run-overs in South Australia approximate the number of sudden deaths due to homicides, drownings and natural diseases, respectively, for the same age group; deaths are also occurring in places other than home driveways, and sedans were more often involved than four-wheel drive vehicles.

Reproducibility of Heart Rate Variability Is Parameter and Sleep Stage Dependent.

PubMed

Herzig, David; Eser, Prisca; Omlin, Ximena; Riener, Robert; Wilhelm, Matthias; Achermann, Peter

2017-01-01

Objective: Measurements of heart rate variability (HRV) during sleep have become increasingly popular as sleep could provide an optimal state for HRV assessments. While sleep stages have been reported to affect HRV, the effect of sleep stages on the variance of HRV parameters were hardly investigated. We aimed to assess the variance of HRV parameters during the different sleep stages. Further, we tested the accuracy of an algorithm using HRV to identify a 5-min segment within an episode of slow wave sleep (SWS, deep sleep). Methods: Polysomnographic (PSG) sleep recordings of 3 nights of 15 healthy young males were analyzed. Sleep was scored according to conventional criteria. HRV parameters of consecutive 5-min segments were analyzed within the different sleep stages. The total variance of HRV parameters was partitioned into between-subjects variance, between-nights variance, and between-segments variance and compared between the different sleep stages. Intra-class correlation coefficients of all HRV parameters were calculated for all sleep stages. To identify an SWS segment based on HRV, Pearson correlation coefficients of consecutive R-R intervals (rRR) of moving 5-min windows (20-s steps). The linear trend was removed from the rRR time series and the first segment with rRR values 0.1 units below the mean rRR for at least 10 min was identified. A 5-min segment was placed in the middle of such an identified segment and the corresponding sleep stage was used to assess the accuracy of the algorithm. Results: Good reproducibility within and across nights was found for heart rate in all sleep stages and for high frequency (HF) power in SWS. Reproducibility of low frequency (LF) power and of LF/HF was poor in all sleep stages. Of all the 5-min segments selected based on HRV data, 87% were accurately located within SWS. Conclusions: SWS, a stable state that, in contrast to waking, is unaffected by internal and external factors, is a reproducible state that allows reliable determination of heart rate, and HF power, and can satisfactorily be detected based on R-R intervals, without the need of full PSG. Sleep may not be an optimal condition to assess LF power and LF/HF power ratio.

Reproducibility of Heart Rate Variability Is Parameter and Sleep Stage Dependent

PubMed Central

Herzig, David; Eser, Prisca; Omlin, Ximena; Riener, Robert; Wilhelm, Matthias; Achermann, Peter

2018-01-01

Objective: Measurements of heart rate variability (HRV) during sleep have become increasingly popular as sleep could provide an optimal state for HRV assessments. While sleep stages have been reported to affect HRV, the effect of sleep stages on the variance of HRV parameters were hardly investigated. We aimed to assess the variance of HRV parameters during the different sleep stages. Further, we tested the accuracy of an algorithm using HRV to identify a 5-min segment within an episode of slow wave sleep (SWS, deep sleep). Methods: Polysomnographic (PSG) sleep recordings of 3 nights of 15 healthy young males were analyzed. Sleep was scored according to conventional criteria. HRV parameters of consecutive 5-min segments were analyzed within the different sleep stages. The total variance of HRV parameters was partitioned into between-subjects variance, between-nights variance, and between-segments variance and compared between the different sleep stages. Intra-class correlation coefficients of all HRV parameters were calculated for all sleep stages. To identify an SWS segment based on HRV, Pearson correlation coefficients of consecutive R-R intervals (rRR) of moving 5-min windows (20-s steps). The linear trend was removed from the rRR time series and the first segment with rRR values 0.1 units below the mean rRR for at least 10 min was identified. A 5-min segment was placed in the middle of such an identified segment and the corresponding sleep stage was used to assess the accuracy of the algorithm. Results: Good reproducibility within and across nights was found for heart rate in all sleep stages and for high frequency (HF) power in SWS. Reproducibility of low frequency (LF) power and of LF/HF was poor in all sleep stages. Of all the 5-min segments selected based on HRV data, 87% were accurately located within SWS. Conclusions: SWS, a stable state that, in contrast to waking, is unaffected by internal and external factors, is a reproducible state that allows reliable determination of heart rate, and HF power, and can satisfactorily be detected based on R-R intervals, without the need of full PSG. Sleep may not be an optimal condition to assess LF power and LF/HF power ratio. PMID:29367845

Inconsistent Investment and Consumption Problems

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

Kronborg, Morten Tolver, E-mail: mtk@atp.dk; Steffensen, Mogens, E-mail: mogens@math.ku.dk

In a traditional Black–Scholes market we develop a verification theorem for a general class of investment and consumption problems where the standard dynamic programming principle does not hold. The theorem is an extension of the standard Hamilton–Jacobi–Bellman equation in the form of a system of non-linear differential equations. We derive the optimal investment and consumption strategy for a mean-variance investor without pre-commitment endowed with labor income. In the case of constant risk aversion it turns out that the optimal amount of money to invest in stocks is independent of wealth. The optimal consumption strategy is given as a deterministic bang-bangmore » strategy. In order to have a more realistic model we allow the risk aversion to be time and state dependent. Of special interest is the case were the risk aversion is inversely proportional to present wealth plus the financial value of future labor income net of consumption. Using the verification theorem we give a detailed analysis of this problem. It turns out that the optimal amount of money to invest in stocks is given by a linear function of wealth plus the financial value of future labor income net of consumption. The optimal consumption strategy is again given as a deterministic bang-bang strategy. We also calculate, for a general time and state dependent risk aversion function, the optimal investment and consumption strategy for a mean-standard deviation investor without pre-commitment. In that case, it turns out that it is optimal to take no risk at all.« less

Missing value imputation strategies for metabolomics data.

PubMed

Armitage, Emily Grace; Godzien, Joanna; Alonso-Herranz, Vanesa; López-Gonzálvez, Ángeles; Barbas, Coral

2015-12-01

The origin of missing values can be caused by different reasons and depending on these origins missing values should be considered differently and dealt with in different ways. In this research, four methods of imputation have been compared with respect to revealing their effects on the normality and variance of data, on statistical significance and on the approximation of a suitable threshold to accept missing data as truly missing. Additionally, the effects of different strategies for controlling familywise error rate or false discovery and how they work with the different strategies for missing value imputation have been evaluated. Missing values were found to affect normality and variance of data and k-means nearest neighbour imputation was the best method tested for restoring this. Bonferroni correction was the best method for maximizing true positives and minimizing false positives and it was observed that as low as 40% missing data could be truly missing. The range between 40 and 70% missing values was defined as a "gray area" and therefore a strategy has been proposed that provides a balance between the optimal imputation strategy that was k-means nearest neighbor and the best approximation of positioning real zeros. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

A Mean variance analysis of arbitrage portfolios

NASA Astrophysics Data System (ADS)

Fang, Shuhong

2007-03-01

Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.

Comparing Mapped Plot Estimators

Treesearch

Paul C. Van Deusen

2006-01-01

Two alternative derivations of estimators for mean and variance from mapped plots are compared by considering the models that support the estimators and by simulation. It turns out that both models lead to the same estimator for the mean but lead to very different variance estimators. The variance estimators based on the least valid model assumptions are shown to...

Optimized doppler optical coherence tomography for choroidal capillary vasculature imaging

NASA Astrophysics Data System (ADS)

Liu, Gangjun; Qi, Wenjuan; Yu, Lingfeng; Chen, Zhongping

2011-03-01

In this paper, we analyzed the retinal and choroidal blood vasculature in the posterior segment of the human eye with optimized color Doppler and Doppler variance optical coherence tomography. Depth-resolved structure, color Doppler and Doppler variance images were compared. Blood vessels down to capillary level were able to be obtained with the optimized optical coherence color Doppler and Doppler variance method. For in-vivo imaging of human eyes, bulkmotion induced bulk phase must be identified and removed before using color Doppler method. It was found that the Doppler variance method is not sensitive to bulk motion and the method can be used without removing the bulk phase. A novel, simple and fast segmentation algorithm to indentify retinal pigment epithelium (RPE) was proposed and used to segment the retinal and choroidal layer. The algorithm was based on the detected OCT signal intensity difference between different layers. A spectrometer-based Fourier domain OCT system with a central wavelength of 890 nm and bandwidth of 150nm was used in this study. The 3-dimensional imaging volume contained 120 sequential two dimensional images with 2048 A-lines per image. The total imaging time was 12 seconds and the imaging area was 5x5 mm2.

Optimization of T2-weighted imaging for shoulder magnetic resonance arthrography by synthetic magnetic resonance imaging.

PubMed

Lee, Seung Hyun; Lee, Young Han; Hahn, Seok; Yang, Jaemoon; Song, Ho-Taek; Suh, Jin-Suck

2017-01-01

Background Synthetic magnetic resonance imaging (MRI) allows reformatting of various synthetic images by adjustment of scanning parameters such as repetition time (TR) and echo time (TE). Optimized MR images can be reformatted from T1, T2, and proton density (PD) values to achieve maximum tissue contrast between joint fluid and adjacent soft tissue. Purpose To demonstrate the method for optimization of TR and TE by synthetic MRI and to validate the optimized images by comparison with conventional shoulder MR arthrography (MRA) images. Material and Methods Thirty-seven shoulder MRA images acquired by synthetic MRI were retrospectively evaluated for PD, T1, and T2 values at the joint fluid and glenoid labrum. Differences in signal intensity between the fluid and labrum were observed between TR of 500-6000 ms and TE of 80-300 ms in T2-weighted (T2W) images. Conventional T2W and synthetic images were analyzed for diagnostic agreement of supraspinatus tendon abnormalities (kappa statistics) and image quality scores (one-way analysis of variance with post-hoc analysis). Results Optimized mean values of TR and TE were 2724.7 ± 1634.7 and 80.1 ± 0.4, respectively. Diagnostic agreement for supraspinatus tendon abnormalities between conventional and synthetic MR images was excellent (κ = 0.882). The mean image quality score of the joint space in optimized synthetic images was significantly higher compared with those in conventional and synthetic images (2.861 ± 0.351 vs. 2.556 ± 0.607 vs. 2.750 ± 0.439; P < 0.05). Conclusion Synthetic MRI with optimized TR and TE for shoulder MRA enables optimization of soft-tissue contrast.

Bayesian design criteria: computation, comparison, and application to a pharmacokinetic and a pharmacodynamic model.

PubMed

Merlé, Y; Mentré, F

1995-02-01

In this paper 3 criteria to design experiments for Bayesian estimation of the parameters of nonlinear models with respect to their parameters, when a prior distribution is available, are presented: the determinant of the Bayesian information matrix, the determinant of the pre-posterior covariance matrix, and the expected information provided by an experiment. A procedure to simplify the computation of these criteria is proposed in the case of continuous prior distributions and is compared with the criterion obtained from a linearization of the model about the mean of the prior distribution for the parameters. This procedure is applied to two models commonly encountered in the area of pharmacokinetics and pharmacodynamics: the one-compartment open model with bolus intravenous single-dose injection and the Emax model. They both involve two parameters. Additive as well as multiplicative gaussian measurement errors are considered with normal prior distributions. Various combinations of the variances of the prior distribution and of the measurement error are studied. Our attention is restricted to designs with limited numbers of measurements (1 or 2 measurements). This situation often occurs in practice when Bayesian estimation is performed. The optimal Bayesian designs that result vary with the variances of the parameter distribution and with the measurement error. The two-point optimal designs sometimes differ from the D-optimal designs for the mean of the prior distribution and may consist of replicating measurements. For the studied cases, the determinant of the Bayesian information matrix and its linearized form lead to the same optimal designs. In some cases, the pre-posterior covariance matrix can be far from its lower bound, namely, the inverse of the Bayesian information matrix, especially for the Emax model and a multiplicative measurement error. The expected information provided by the experiment and the determinant of the pre-posterior covariance matrix generally lead to the same designs except for the Emax model and the multiplicative measurement error. Results show that these criteria can be easily computed and that they could be incorporated in modules for designing experiments.

An optimal strategy for functional mapping of dynamic trait loci.

PubMed

Jin, Tianbo; Li, Jiahan; Guo, Ying; Zhou, Xiaojing; Yang, Runqing; Wu, Rongling

2010-02-01

As an emerging powerful approach for mapping quantitative trait loci (QTLs) responsible for dynamic traits, functional mapping models the time-dependent mean vector with biologically meaningful equations and are likely to generate biologically relevant and interpretable results. Given the autocorrelation nature of a dynamic trait, functional mapping needs the implementation of the models for the structure of the covariance matrix. In this article, we have provided a comprehensive set of approaches for modelling the covariance structure and incorporated each of these approaches into the framework of functional mapping. The Bayesian information criterion (BIC) values are used as a model selection criterion to choose the optimal combination of the submodels for the mean vector and covariance structure. In an example for leaf age growth from a rice molecular genetic project, the best submodel combination was found between the Gaussian model for the correlation structure, power equation of order 1 for the variance and the power curve for the mean vector. Under this combination, several significant QTLs for leaf age growth trajectories were detected on different chromosomes. Our model can be well used to study the genetic architecture of dynamic traits of agricultural values.

The mean and variance of phylogenetic diversity under rarefaction

PubMed Central

Matsen, Frederick A.

2013-01-01

Summary Phylogenetic diversity (PD) depends on sampling depth, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD.We have derived exact formulae for the mean and variance of PD under rarefaction. We confirm that these formulae are correct by comparing exact solution mean and variance to that calculated by repeated random (Monte Carlo) subsampling of a dataset of stem counts of woody shrubs of Toohey Forest, Queensland, Australia. We also demonstrate the application of the method using two examples: identifying hotspots of mammalian diversity in Australasian ecoregions, and characterising the human vaginal microbiome.There is a very high degree of correspondence between the analytical and random subsampling methods for calculating mean and variance of PD under rarefaction, although the Monte Carlo method requires a large number of random draws to converge on the exact solution for the variance.Rarefaction of mammalian PD of ecoregions in Australasia to a common standard of 25 species reveals very different rank orderings of ecoregions, indicating quite different hotspots of diversity than those obtained for unrarefied PD. The application of these methods to the vaginal microbiome shows that a classical score used to quantify bacterial vaginosis is correlated with the shape of the rarefaction curve.The analytical formulae for the mean and variance of PD under rarefaction are both exact and more efficient than repeated subsampling. Rarefaction of PD allows for many applications where comparisons of samples of different depth is required. PMID:23833701

The mean and variance of phylogenetic diversity under rarefaction.

PubMed

Nipperess, David A; Matsen, Frederick A

2013-06-01

Phylogenetic diversity (PD) depends on sampling depth, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD.We have derived exact formulae for the mean and variance of PD under rarefaction. We confirm that these formulae are correct by comparing exact solution mean and variance to that calculated by repeated random (Monte Carlo) subsampling of a dataset of stem counts of woody shrubs of Toohey Forest, Queensland, Australia. We also demonstrate the application of the method using two examples: identifying hotspots of mammalian diversity in Australasian ecoregions, and characterising the human vaginal microbiome.There is a very high degree of correspondence between the analytical and random subsampling methods for calculating mean and variance of PD under rarefaction, although the Monte Carlo method requires a large number of random draws to converge on the exact solution for the variance.Rarefaction of mammalian PD of ecoregions in Australasia to a common standard of 25 species reveals very different rank orderings of ecoregions, indicating quite different hotspots of diversity than those obtained for unrarefied PD. The application of these methods to the vaginal microbiome shows that a classical score used to quantify bacterial vaginosis is correlated with the shape of the rarefaction curve.The analytical formulae for the mean and variance of PD under rarefaction are both exact and more efficient than repeated subsampling. Rarefaction of PD allows for many applications where comparisons of samples of different depth is required.

An Empirical Assessment of Defense Contractor Risk 1976-1984.

DTIC Science & Technology

1986-06-01

Model to evaluate the. Department of Defense contract pricing , financing, and profit policies . ’ D*’ ’ *NTV D? 7A’:: TA E *A l ..... -:- A-i SN 0102...defense con- tractor risk-return relationship is performed utilizing four methods: mean-variance analysis of rate of return, the Capital Asset Pricing Model ...relationship is performed utilizing four methods: mean- variance analysis of rate of return, the Capital Asset Pricing Model , mean-variance analysis of total

Efficient design of cluster randomized trials with treatment-dependent costs and treatment-dependent unknown variances.

PubMed

van Breukelen, Gerard J P; Candel, Math J J M

2018-06-10

Cluster randomized trials evaluate the effect of a treatment on persons nested within clusters, where treatment is randomly assigned to clusters. Current equations for the optimal sample size at the cluster and person level assume that the outcome variances and/or the study costs are known and homogeneous between treatment arms. This paper presents efficient yet robust designs for cluster randomized trials with treatment-dependent costs and treatment-dependent unknown variances, and compares these with 2 practical designs. First, the maximin design (MMD) is derived, which maximizes the minimum efficiency (minimizes the maximum sampling variance) of the treatment effect estimator over a range of treatment-to-control variance ratios. The MMD is then compared with the optimal design for homogeneous variances and costs (balanced design), and with that for homogeneous variances and treatment-dependent costs (cost-considered design). The results show that the balanced design is the MMD if the treatment-to control cost ratio is the same at both design levels (cluster, person) and within the range for the treatment-to-control variance ratio. It still is highly efficient and better than the cost-considered design if the cost ratio is within the range for the squared variance ratio. Outside that range, the cost-considered design is better and highly efficient, but it is not the MMD. An example shows sample size calculation for the MMD, and the computer code (SPSS and R) is provided as supplementary material. The MMD is recommended for trial planning if the study costs are treatment-dependent and homogeneity of variances cannot be assumed. © 2018 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd.

Convex Regression with Interpretable Sharp Partitions

PubMed Central

Petersen, Ashley; Simon, Noah; Witten, Daniela

2016-01-01

We consider the problem of predicting an outcome variable on the basis of a small number of covariates, using an interpretable yet non-additive model. We propose convex regression with interpretable sharp partitions (CRISP) for this task. CRISP partitions the covariate space into blocks in a data-adaptive way, and fits a mean model within each block. Unlike other partitioning methods, CRISP is fit using a non-greedy approach by solving a convex optimization problem, resulting in low-variance fits. We explore the properties of CRISP, and evaluate its performance in a simulation study and on a housing price data set. PMID:27635120

Means and Variances without Calculus

ERIC Educational Resources Information Center

Kinney, John J.

2005-01-01

This article gives a method of finding discrete approximations to continuous probability density functions and shows examples of its use, allowing students without calculus access to the calculation of means and variances.

QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION.

PubMed

Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy

We propose a novel Rayleigh quotient based sparse quadratic dimension reduction method-named QUADRO (Quadratic Dimension Reduction via Rayleigh Optimization)-for analyzing high-dimensional data. Unlike in the linear setting where Rayleigh quotient optimization coincides with classification, these two problems are very different under nonlinear settings. In this paper, we clarify this difference and show that Rayleigh quotient optimization may be of independent scientific interests. One major challenge of Rayleigh quotient optimization is that the variance of quadratic statistics involves all fourth cross-moments of predictors, which are infeasible to compute for high-dimensional applications and may accumulate too many stochastic errors. This issue is resolved by considering a family of elliptical models. Moreover, for heavy-tail distributions, robust estimates of mean vectors and covariance matrices are employed to guarantee uniform convergence in estimating non-polynomially many parameters, even though only the fourth moments are assumed. Methodologically, QUADRO is based on elliptical models which allow us to formulate the Rayleigh quotient maximization as a convex optimization problem. Computationally, we propose an efficient linearized augmented Lagrangian method to solve the constrained optimization problem. Theoretically, we provide explicit rates of convergence in terms of Rayleigh quotient under both Gaussian and general elliptical models. Thorough numerical results on both synthetic and real datasets are also provided to back up our theoretical results.

Using Central Composite Experimental Design to Optimize the Degradation of Tylosin from Aqueous Solution by Photo-Fenton Reaction

PubMed Central

Sarrai, Abd Elaziz; Hanini, Salah; Merzouk, Nachida Kasbadji; Tassalit, Djilali; Szabó, Tibor; Hernádi, Klára; Nagy, László

2016-01-01

The feasibility of the application of the Photo-Fenton process in the treatment of aqueous solution contaminated by Tylosin antibiotic was evaluated. The Response Surface Methodology (RSM) based on Central Composite Design (CCD) was used to evaluate and optimize the effect of hydrogen peroxide, ferrous ion concentration and initial pH as independent variables on the total organic carbon (TOC) removal as the response function. The interaction effects and optimal parameters were obtained by using MODDE software. The significance of the independent variables and their interactions was tested by means of analysis of variance (ANOVA) with a 95% confidence level. Results show that the concentration of the ferrous ion and pH were the main parameters affecting TOC removal, while peroxide concentration had a slight effect on the reaction. The optimum operating conditions to achieve maximum TOC removal were determined. The model prediction for maximum TOC removal was compared to the experimental result at optimal operating conditions. A good agreement between the model prediction and experimental results confirms the soundness of the developed model. PMID:28773551

Diversity-optimal power loading for intensity modulated MIMO optical wireless communications.

PubMed

Zhang, Yan-Yu; Yu, Hong-Yi; Zhang, Jian-Kang; Zhu, Yi-Jun

2016-04-18

In this paper, we consider the design of space code for an intensity modulated direct detection multi-input-multi-output optical wireless communication (IM/DD MIMO-OWC) system, in which channel coefficients are independent and non-identically log-normal distributed, with variances and means known at the transmitter and channel state information available at the receiver. Utilizing the existing space code design criterion for IM/DD MIMO-OWC with a maximum likelihood (ML) detector, we design a diversity-optimal space code (DOSC) that maximizes both large-scale diversity and small-scale diversity gains and prove that the spatial repetition code (RC) with a diversity-optimized power allocation is diversity-optimal among all the high dimensional nonnegative space code schemes under a commonly used optical power constraint. In addition, we show that one of significant advantages of the DOSC is to allow low-complexity ML detection. Simulation results indicate that in high signal-to-noise ratio (SNR) regimes, our proposed DOSC significantly outperforms RC, which is the best space code currently available for such system.

Real - time Optimization of Distributed Energy Storage System Operation Strategy Based on Peak Load Shifting

NASA Astrophysics Data System (ADS)

Wang, Qian; Lu, Guangqi; Li, Xiaoyu; Zhang, Yichi; Yun, Zejian; Bian, Di

2018-01-01

To take advantage of the energy storage system (ESS) sufficiently, the factors that the service life of the distributed energy storage system (DESS) and the load should be considered when establishing optimization model. To reduce the complexity of the load shifting of DESS in the solution procedure, the loss coefficient and the equal capacity ratio distribution principle were adopted in this paper. Firstly, the model was established considering the constraint conditions of the cycles, depth, power of the charge-discharge of the ESS, the typical daily load curves, as well. Then, dynamic programming method was used to real-time solve the model in which the difference of power Δs, the real-time revised energy storage capacity Sk and the permission error of depth of charge-discharge were introduced to optimize the solution process. The simulation results show that the optimized results was achieved when the load shifting in the load variance was not considered which means the charge-discharge of the energy storage system was not executed. In the meantime, the service life of the ESS would increase.

Merton's problem for an investor with a benchmark in a Barndorff-Nielsen and Shephard market.

PubMed

Lennartsson, Jan; Lindberg, Carl

2015-01-01

To try to outperform an externally given benchmark with known weights is the most common equity mandate in the financial industry. For quantitative investors, this task is predominantly approached by optimizing their portfolios consecutively over short time horizons with one-period models. We seek in this paper to provide a theoretical justification to this practice when the underlying market is of Barndorff-Nielsen and Shephard type. This is done by verifying that an investor who seeks to maximize her expected terminal exponential utility of wealth in excess of her benchmark will in fact use an optimal portfolio equivalent to the one-period Markowitz mean-variance problem in continuum under the corresponding Black-Scholes market. Further, we can represent the solution to the optimization problem as in Feynman-Kac form. Hence, the problem, and its solution, is analogous to Merton's classical portfolio problem, with the main difference that Merton maximizes expected utility of terminal wealth, not wealth in excess of a benchmark.

Particle swarm optimization-based local entropy weighted histogram equalization for infrared image enhancement

NASA Astrophysics Data System (ADS)

Wan, Minjie; Gu, Guohua; Qian, Weixian; Ren, Kan; Chen, Qian; Maldague, Xavier

2018-06-01

Infrared image enhancement plays a significant role in intelligent urban surveillance systems for smart city applications. Unlike existing methods only exaggerating the global contrast, we propose a particle swam optimization-based local entropy weighted histogram equalization which involves the enhancement of both local details and fore-and background contrast. First of all, a novel local entropy weighted histogram depicting the distribution of detail information is calculated based on a modified hyperbolic tangent function. Then, the histogram is divided into two parts via a threshold maximizing the inter-class variance in order to improve the contrasts of foreground and background, respectively. To avoid over-enhancement and noise amplification, double plateau thresholds of the presented histogram are formulated by means of particle swarm optimization algorithm. Lastly, each sub-image is equalized independently according to the constrained sub-local entropy weighted histogram. Comparative experiments implemented on real infrared images prove that our algorithm outperforms other state-of-the-art methods in terms of both visual and quantized evaluations.

Uncertainty quantification-based robust aerodynamic optimization of laminar flow nacelle

NASA Astrophysics Data System (ADS)

Xiong, Neng; Tao, Yang; Liu, Zhiyong; Lin, Jun

2018-05-01

The aerodynamic performance of laminar flow nacelle is highly sensitive to uncertain working conditions, especially the surface roughness. An efficient robust aerodynamic optimization method on the basis of non-deterministic computational fluid dynamic (CFD) simulation and Efficient Global Optimization (EGO)algorithm was employed. A non-intrusive polynomial chaos method is used in conjunction with an existing well-verified CFD module to quantify the uncertainty propagation in the flow field. This paper investigates the roughness modeling behavior with the γ-Ret shear stress transport model including modeling flow transition and surface roughness effects. The roughness effects are modeled to simulate sand grain roughness. A Class-Shape Transformation-based parametrical description of the nacelle contour as part of an automatic design evaluation process is presented. A Design-of-Experiments (DoE) was performed and surrogate model by Kriging method was built. The new design nacelle process demonstrates that significant improvements of both mean and variance of the efficiency are achieved and the proposed method can be applied to laminar flow nacelle design successfully.

Precision of proportion estimation with binary compressed Raman spectrum.

PubMed

Réfrégier, Philippe; Scotté, Camille; de Aguiar, Hilton B; Rigneault, Hervé; Galland, Frédéric

2018-01-01

The precision of proportion estimation with binary filtering of a Raman spectrum mixture is analyzed when the number of binary filters is equal to the number of present species and when the measurements are corrupted with Poisson photon noise. It is shown that the Cramer-Rao bound provides a useful methodology to analyze the performance of such an approach, in particular when the binary filters are orthogonal. It is demonstrated that a simple linear mean square error estimation method is efficient (i.e., has a variance equal to the Cramer-Rao bound). Evolutions of the Cramer-Rao bound are analyzed when the measuring times are optimized or when the considered proportion for binary filter synthesis is not optimized. Two strategies for the appropriate choice of this considered proportion are also analyzed for the binary filter synthesis.

Least-squares dual characterization for ROI assessment in emission tomography

NASA Astrophysics Data System (ADS)

Ben Bouallègue, F.; Crouzet, J. F.; Dubois, A.; Buvat, I.; Mariano-Goulart, D.

2013-06-01

Our aim is to describe an original method for estimating the statistical properties of regions of interest (ROIs) in emission tomography. Drawn upon the works of Louis on the approximate inverse, we propose a dual formulation of the ROI estimation problem to derive the ROI activity and variance directly from the measured data without any image reconstruction. The method requires the definition of an ROI characteristic function that can be extracted from a co-registered morphological image. This characteristic function can be smoothed to optimize the resolution-variance tradeoff. An iterative procedure is detailed for the solution of the dual problem in the least-squares sense (least-squares dual (LSD) characterization), and a linear extrapolation scheme is described to compensate for sampling partial volume effect and reduce the estimation bias (LSD-ex). LSD and LSD-ex are compared with classical ROI estimation using pixel summation after image reconstruction and with Huesman's method. For this comparison, we used Monte Carlo simulations (GATE simulation tool) of 2D PET data of a Hoffman brain phantom containing three small uniform high-contrast ROIs and a large non-uniform low-contrast ROI. Our results show that the performances of LSD characterization are at least as good as those of the classical methods in terms of root mean square (RMS) error. For the three small tumor regions, LSD-ex allows a reduction in the estimation bias by up to 14%, resulting in a reduction in the RMS error of up to 8.5%, compared with the optimal classical estimation. For the large non-specific region, LSD using appropriate smoothing could intuitively and efficiently handle the resolution-variance tradeoff.

Intensity non-uniformity correction using N3 on 3-T scanners with multichannel phased array coils

PubMed Central

Boyes, Richard G.; Gunter, Jeff L.; Frost, Chris; Janke, Andrew L.; Yeatman, Thomas; Hill, Derek L.G.; Bernstein, Matt A.; Thompson, Paul M.; Weiner, Michael W.; Schuff, Norbert; Alexander, Gene E.; Killiany, Ronald J.; DeCarli, Charles; Jack, Clifford R.; Fox, Nick C.

2008-01-01

Measures of structural brain change based on longitudinal MR imaging are increasingly important but can be degraded by intensity non-uniformity. This non-uniformity can be more pronounced at higher field strengths, or when using multichannel receiver coils. We assessed the ability of the non-parametric non-uniform intensity normalization (N3) technique to correct non-uniformity in 72 volumetric brain MR scans from the preparatory phase of the Alzheimer’s Disease Neuroimaging Initiative (ADNI). Normal elderly subjects (n = 18) were scanned on different 3-T scanners with a multichannel phased array receiver coil at baseline, using magnetization prepared rapid gradient echo (MP-RAGE) and spoiled gradient echo (SPGR) pulse sequences, and again 2 weeks later. When applying N3, we used five brain masks of varying accuracy and four spline smoothing distances (d = 50, 100, 150 and 200 mm) to ascertain which combination of parameters optimally reduces the non-uniformity. We used the normalized white matter intensity variance (standard deviation/mean) to ascertain quantitatively the correction for a single scan; we used the variance of the normalized difference image to assess quantitatively the consistency of the correction over time from registered scan pairs. Our results showed statistically significant (p < 0.01) improvement in uniformity for individual scans and reduction in the normalized difference image variance when using masks that identified distinct brain tissue classes, and when using smaller spline smoothing distances (e.g., 50-100 mm) for both MP-RAGE and SPGR pulse sequences. These optimized settings may assist future large-scale studies where 3-T scanners and phased array receiver coils are used, such as ADNI, so that intensity non-uniformity does not influence the power of MR imaging to detect disease progression and the factors that influence it. PMID:18063391

An efficient identification approach for stable and unstable nonlinear systems using Colliding Bodies Optimization algorithm.

PubMed

Pal, Partha S; Kar, R; Mandal, D; Ghoshal, S P

2015-11-01

This paper presents an efficient approach to identify different stable and practically useful Hammerstein models as well as unstable nonlinear process along with its stable closed loop counterpart with the help of an evolutionary algorithm as Colliding Bodies Optimization (CBO) optimization algorithm. The performance measures of the CBO based optimization approach such as precision, accuracy are justified with the minimum output mean square value (MSE) which signifies that the amount of bias and variance in the output domain are also the least. It is also observed that the optimization of output MSE in the presence of outliers has resulted in a very close estimation of the output parameters consistently, which also justifies the effective general applicability of the CBO algorithm towards the system identification problem and also establishes the practical usefulness of the applied approach. Optimum values of the MSEs, computational times and statistical information of the MSEs are all found to be the superior as compared with those of the other existing similar types of stochastic algorithms based approaches reported in different recent literature, which establish the robustness and efficiency of the applied CBO based identification scheme. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Robust linear discriminant analysis with distance based estimators

NASA Astrophysics Data System (ADS)

Lim, Yai-Fung; Yahaya, Sharipah Soaad Syed; Ali, Hazlina

2017-11-01

Linear discriminant analysis (LDA) is one of the supervised classification techniques concerning relationship between a categorical variable and a set of continuous variables. The main objective of LDA is to create a function to distinguish between populations and allocating future observations to previously defined populations. Under the assumptions of normality and homoscedasticity, the LDA yields optimal linear discriminant rule (LDR) between two or more groups. However, the optimality of LDA highly relies on the sample mean and pooled sample covariance matrix which are known to be sensitive to outliers. To alleviate these conflicts, a new robust LDA using distance based estimators known as minimum variance vector (MVV) has been proposed in this study. The MVV estimators were used to substitute the classical sample mean and classical sample covariance to form a robust linear discriminant rule (RLDR). Simulation and real data study were conducted to examine on the performance of the proposed RLDR measured in terms of misclassification error rates. The computational result showed that the proposed RLDR is better than the classical LDR and was comparable with the existing robust LDR.

Robust transceiver design for reciprocal M × N interference channel based on statistical linearization approximation

NASA Astrophysics Data System (ADS)

Mayvan, Ali D.; Aghaeinia, Hassan; Kazemi, Mohammad

2017-12-01

This paper focuses on robust transceiver design for throughput enhancement on the interference channel (IC), under imperfect channel state information (CSI). In this paper, two algorithms are proposed to improve the throughput of the multi-input multi-output (MIMO) IC. Each transmitter and receiver has, respectively, M and N antennas and IC operates in a time division duplex mode. In the first proposed algorithm, each transceiver adjusts its filter to maximize the expected value of signal-to-interference-plus-noise ratio (SINR). On the other hand, the second algorithm tries to minimize the variances of the SINRs to hedge against the variability due to CSI error. Taylor expansion is exploited to approximate the effect of CSI imperfection on mean and variance. The proposed robust algorithms utilize the reciprocity of wireless networks to optimize the estimated statistical properties in two different working modes. Monte Carlo simulations are employed to investigate sum rate performance of the proposed algorithms and the advantage of incorporating variation minimization into the transceiver design.

Origin and Consequences of the Relationship between Protein Mean and Variance

PubMed Central

Vallania, Francesco Luigi Massimo; Sherman, Marc; Goodwin, Zane; Mogno, Ilaria; Cohen, Barak Alon; Mitra, Robi David

2014-01-01

Cell-to-cell variance in protein levels (noise) is a ubiquitous phenomenon that can increase fitness by generating phenotypic differences within clonal populations of cells. An important challenge is to identify the specific molecular events that control noise. This task is complicated by the strong dependence of a protein's cell-to-cell variance on its mean expression level through a power-law like relationship (σ2∝μ1.69). Here, we dissect the nature of this relationship using a stochastic model parameterized with experimentally measured values. This framework naturally recapitulates the power-law like relationship (σ2∝μ1.6) and accurately predicts protein variance across the yeast proteome (r2 = 0.935). Using this model we identified two distinct mechanisms by which protein variance can be increased. Variables that affect promoter activation, such as nucleosome positioning, increase protein variance by changing the exponent of the power-law relationship. In contrast, variables that affect processes downstream of promoter activation, such as mRNA and protein synthesis, increase protein variance in a mean-dependent manner following the power-law. We verified our findings experimentally using an inducible gene expression system in yeast. We conclude that the power-law-like relationship between noise and protein mean is due to the kinetics of promoter activation. Our results provide a framework for understanding how molecular processes shape stochastic variation across the genome. PMID:25062021

Host nutrition alters the variance in parasite transmission potential

PubMed Central

Vale, Pedro F.; Choisy, Marc; Little, Tom J.

2013-01-01

The environmental conditions experienced by hosts are known to affect their mean parasite transmission potential. How different conditions may affect the variance of transmission potential has received less attention, but is an important question for disease management, especially if specific ecological contexts are more likely to foster a few extremely infectious hosts. Using the obligate-killing bacterium Pasteuria ramosa and its crustacean host Daphnia magna, we analysed how host nutrition affected the variance of individual parasite loads, and, therefore, transmission potential. Under low food, individual parasite loads showed similar mean and variance, following a Poisson distribution. By contrast, among well-nourished hosts, parasite loads were right-skewed and overdispersed, following a negative binomial distribution. Abundant food may, therefore, yield individuals causing potentially more transmission than the population average. Measuring both the mean and variance of individual parasite loads in controlled experimental infections may offer a useful way of revealing risk factors for potential highly infectious hosts. PMID:23407498

Host nutrition alters the variance in parasite transmission potential.

PubMed

Vale, Pedro F; Choisy, Marc; Little, Tom J

2013-04-23

The environmental conditions experienced by hosts are known to affect their mean parasite transmission potential. How different conditions may affect the variance of transmission potential has received less attention, but is an important question for disease management, especially if specific ecological contexts are more likely to foster a few extremely infectious hosts. Using the obligate-killing bacterium Pasteuria ramosa and its crustacean host Daphnia magna, we analysed how host nutrition affected the variance of individual parasite loads, and, therefore, transmission potential. Under low food, individual parasite loads showed similar mean and variance, following a Poisson distribution. By contrast, among well-nourished hosts, parasite loads were right-skewed and overdispersed, following a negative binomial distribution. Abundant food may, therefore, yield individuals causing potentially more transmission than the population average. Measuring both the mean and variance of individual parasite loads in controlled experimental infections may offer a useful way of revealing risk factors for potential highly infectious hosts.

Optimization of coronary attenuation in coronary computed tomography angiography using diluted contrast material.

PubMed

Kawaguchi, Naoto; Kurata, Akira; Kido, Teruhito; Nishiyama, Yoshiko; Kido, Tomoyuki; Miyagawa, Masao; Ogimoto, Akiyoshi; Mochizuki, Teruhito

2014-01-01

The purpose of this study was to evaluate a personalized protocol with diluted contrast material (CM) for coronary computed tomography angiography (CTA). One hundred patients with suspected coronary artery disease underwent retrospective electrocardiogram-gated coronary CTA on a 256-slice multidetector-row CT scanner. In the diluted CM protocol (n=50), the optimal scan timing and CM dilution rate were determined by the timing bolus scan, with 20% CM dilution (5ml/s during 10s) being considered suitable to achieve the target arterial attenuation of 350 Hounsfield units (HU). In the body weight (BW)-adjusted protocol (n=50, 222mg iodine/kg), only the optimal scan timing was determined by the timing bolus scan. The injection rate and volume in the timing bolus scan and real scan were identical between the 2 protocols. We compared the means and variations in coronary attenuation between the 2 protocols. Coronary attenuation (mean±SD) in the diluted CM and BW-adjusted protocols was 346.1±23.9 HU and 298.8±45.2 HU, respectively. The diluted CM protocol provided significantly higher coronary attenuation and lower variance than did the BW-adjusted protocol (P<0.05, in each). The diluted CM protocol facilitates more uniform attenuation on coronary CTA in comparison with the BW-adjusted protocol.  

Random Predictor Models for Rigorous Uncertainty Quantification: Part 2

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.

2015-01-01

This and a companion paper propose techniques for constructing parametric mathematical models describing key features of the distribution of an output variable given input-output data. By contrast to standard models, which yield a single output value at each value of the input, Random Predictors Models (RPMs) yield a random variable at each value of the input. Optimization-based strategies for calculating RPMs having a polynomial dependency on the input and a linear dependency on the parameters are proposed. These formulations yield RPMs having various levels of fidelity in which the mean, the variance, and the range of the model's parameter, thus of the output, are prescribed. As such they encompass all RPMs conforming to these prescriptions. The RPMs are optimal in the sense that they yield the tightest predictions for which all (or, depending on the formulation, most) of the observations are less than a fixed number of standard deviations from the mean prediction. When the data satisfies mild stochastic assumptions, and the optimization problem(s) used to calculate the RPM is convex (or, when its solution coincides with the solution to an auxiliary convex problem), the model's reliability, which is the probability that a future observation would be within the predicted ranges, is bounded rigorously.

Random Predictor Models for Rigorous Uncertainty Quantification: Part 1

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.

2015-01-01

This and a companion paper propose techniques for constructing parametric mathematical models describing key features of the distribution of an output variable given input-output data. By contrast to standard models, which yield a single output value at each value of the input, Random Predictors Models (RPMs) yield a random variable at each value of the input. Optimization-based strategies for calculating RPMs having a polynomial dependency on the input and a linear dependency on the parameters are proposed. These formulations yield RPMs having various levels of fidelity in which the mean and the variance of the model's parameters, thus of the predicted output, are prescribed. As such they encompass all RPMs conforming to these prescriptions. The RPMs are optimal in the sense that they yield the tightest predictions for which all (or, depending on the formulation, most) of the observations are less than a fixed number of standard deviations from the mean prediction. When the data satisfies mild stochastic assumptions, and the optimization problem(s) used to calculate the RPM is convex (or, when its solution coincides with the solution to an auxiliary convex problem), the model's reliability, which is the probability that a future observation would be within the predicted ranges, can be bounded tightly and rigorously.

Power and Sample Size Calculations for Testing Linear Combinations of Group Means under Variance Heterogeneity with Applications to Meta and Moderation Analyses

ERIC Educational Resources Information Center

Shieh, Gwowen; Jan, Show-Li

2015-01-01

The general formulation of a linear combination of population means permits a wide range of research questions to be tested within the context of ANOVA. However, it has been stressed in many research areas that the homogeneous variances assumption is frequently violated. To accommodate the heterogeneity of variance structure, the…

Estimating means and variances: The comparative efficiency of composite and grab samples.

PubMed

Brumelle, S; Nemetz, P; Casey, D

1984-03-01

This paper compares the efficiencies of two sampling techniques for estimating a population mean and variance. One procedure, called grab sampling, consists of collecting and analyzing one sample per period. The second procedure, called composite sampling, collectsn samples per period which are then pooled and analyzed as a single sample. We review the well known fact that composite sampling provides a superior estimate of the mean. However, it is somewhat surprising that composite sampling does not always generate a more efficient estimate of the variance. For populations with platykurtic distributions, grab sampling gives a more efficient estimate of the variance, whereas composite sampling is better for leptokurtic distributions. These conditions on kurtosis can be related to peakedness and skewness. For example, a necessary condition for composite sampling to provide a more efficient estimate of the variance is that the population density function evaluated at the mean (i.e.f(μ)) be greater than[Formula: see text]. If[Formula: see text], then a grab sample is more efficient. In spite of this result, however, composite sampling does provide a smaller estimate of standard error than does grab sampling in the context of estimating population means.

Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.

PubMed

Dazard, Jean-Eudes; Rao, J Sunil

2012-07-01

The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.

Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data

PubMed Central

Dazard, Jean-Eudes; Rao, J. Sunil

2012-01-01

The paper addresses a common problem in the analysis of high-dimensional high-throughput “omics” data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel “similarity statistic”-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called ‘MVR’ (‘Mean-Variance Regularization’), downloadable from the CRAN website. PMID:22711950

Predicting Cost and Schedule Growth for Military and Civil Space Systems

DTIC Science & Technology

2008-03-01

the Shapiro-Wilk Test , and testing the residuals for constant variance using the Breusch - Pagan test . For logistic models, diagnostics include...the Breusch - Pagan Test . With this test , a p-value below 0.05 rejects the null hypothesis that the residuals have constant variance. Thus, similar...to the Shapiro- Wilk Test , because the optimal model will have constant variance of its residuals, this requires Breusch - Pagan p-values over 0.05

A Model-Free No-arbitrage Price Bound for Variance Options

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

Bonnans, J. Frederic, E-mail: frederic.bonnans@inria.fr; Tan Xiaolu, E-mail: xiaolu.tan@polytechnique.edu

2013-08-01

We suggest a numerical approximation for an optimization problem, motivated by its applications in finance to find the model-free no-arbitrage bound of variance options given the marginal distributions of the underlying asset. A first approximation restricts the computation to a bounded domain. Then we propose a gradient projection algorithm together with the finite difference scheme to solve the optimization problem. We prove the general convergence, and derive some convergence rate estimates. Finally, we give some numerical examples to test the efficiency of the algorithm.

Automatic reconstruction of fault networks from seismicity catalogs: Three-dimensional optimal anisotropic dynamic clustering

NASA Astrophysics Data System (ADS)

Ouillon, G.; Ducorbier, C.; Sornette, D.

2008-01-01

We propose a new pattern recognition method that is able to reconstruct the three-dimensional structure of the active part of a fault network using the spatial location of earthquakes. The method is a generalization of the so-called dynamic clustering (or k means) method, that partitions a set of data points into clusters, using a global minimization criterion of the variance of the hypocenters locations about their center of mass. The new method improves on the original k means method by taking into account the full spatial covariance tensor of each cluster in order to partition the data set into fault-like, anisotropic clusters. Given a catalog of seismic events, the output is the optimal set of plane segments that fits the spatial structure of the data. Each plane segment is fully characterized by its location, size, and orientation. The main tunable parameter is the accuracy of the earthquake locations, which fixes the resolution, i.e., the residual variance of the fit. The resolution determines the number of fault segments needed to describe the earthquake catalog: the better the resolution, the finer the structure of the reconstructed fault segments. The algorithm successfully reconstructs the fault segments of synthetic earthquake catalogs. Applied to the real catalog constituted of a subset of the aftershock sequence of the 28 June 1992 Landers earthquake in southern California, the reconstructed plane segments fully agree with faults already known on geological maps or with blind faults that appear quite obvious in longer-term catalogs. Future improvements of the method are discussed, as well as its potential use in the multiscale study of the inner structure of fault zones.

Genetic variance in micro-environmental sensitivity for milk and milk quality in Walloon Holstein cattle.

PubMed

Vandenplas, J; Bastin, C; Gengler, N; Mulder, H A

2013-09-01

Animals that are robust to environmental changes are desirable in the current dairy industry. Genetic differences in micro-environmental sensitivity can be studied through heterogeneity of residual variance between animals. However, residual variance between animals is usually assumed to be homogeneous in traditional genetic evaluations. The aim of this study was to investigate genetic heterogeneity of residual variance by estimating variance components in residual variance for milk yield, somatic cell score, contents in milk (g/dL) of 2 groups of milk fatty acids (i.e., saturated and unsaturated fatty acids), and the content in milk of one individual fatty acid (i.e., oleic acid, C18:1 cis-9), for first-parity Holstein cows in the Walloon Region of Belgium. A total of 146,027 test-day records from 26,887 cows in 747 herds were available. All cows had at least 3 records and a known sire. These sires had at least 10 cows with records and each herd × test-day had at least 5 cows. The 5 traits were analyzed separately based on fixed lactation curve and random regression test-day models for the mean. Estimation of variance components was performed by running iteratively expectation maximization-REML algorithm by the implementation of double hierarchical generalized linear models. Based on fixed lactation curve test-day mean models, heritability for residual variances ranged between 1.01×10(-3) and 4.17×10(-3) for all traits. The genetic standard deviation in residual variance (i.e., approximately the genetic coefficient of variation of residual variance) ranged between 0.12 and 0.17. Therefore, some genetic variance in micro-environmental sensitivity existed in the Walloon Holstein dairy cattle for the 5 studied traits. The standard deviations due to herd × test-day and permanent environment in residual variance ranged between 0.36 and 0.45 for herd × test-day effect and between 0.55 and 0.97 for permanent environmental effect. Therefore, nongenetic effects also contributed substantially to micro-environmental sensitivity. Addition of random regressions to the mean model did not reduce heterogeneity in residual variance and that genetic heterogeneity of residual variance was not simply an effect of an incomplete mean model. Copyright © 2013 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Fuzzy Random λ-Mean SAD Portfolio Selection Problem: An Ant Colony Optimization Approach

NASA Astrophysics Data System (ADS)

Thakur, Gour Sundar Mitra; Bhattacharyya, Rupak; Mitra, Swapan Kumar

2010-10-01

To reach the investment goal, one has to select a combination of securities among different portfolios containing large number of securities. Only the past records of each security do not guarantee the future return. As there are many uncertain factors which directly or indirectly influence the stock market and there are also some newer stock markets which do not have enough historical data, experts' expectation and experience must be combined with the past records to generate an effective portfolio selection model. In this paper the return of security is assumed to be Fuzzy Random Variable Set (FRVS), where returns are set of random numbers which are in turn fuzzy numbers. A new λ-Mean Semi Absolute Deviation (λ-MSAD) portfolio selection model is developed. The subjective opinions of the investors to the rate of returns of each security are taken into consideration by introducing a pessimistic-optimistic parameter vector λ. λ-Mean Semi Absolute Deviation (λ-MSAD) model is preferred as it follows absolute deviation of the rate of returns of a portfolio instead of the variance as the measure of the risk. As this model can be reduced to Linear Programming Problem (LPP) it can be solved much faster than quadratic programming problems. Ant Colony Optimization (ACO) is used for solving the portfolio selection problem. ACO is a paradigm for designing meta-heuristic algorithms for combinatorial optimization problem. Data from BSE is used for illustration.

Genetic and environmental contributions to the associations between intraindividual variability in reaction time and cognitive function.

PubMed

Finkel, Deborah; Pedersen, Nancy L

2014-01-01

Intraindividual variability (IIV) in reaction time has been related to cognitive decline, but questions remain about the nature of this relationship. Mean and range in movement and decision time for simple reaction time were available from 241 individuals aged 51-86 years at the fifth testing wave of the Swedish Adoption/Twin Study of Aging. Cognitive performance on four factors was also available: verbal, spatial, memory, and speed. Analyses indicated that range in reaction time could be used as an indicator of IIV. Heritability estimates were 35% for mean reaction and 20% for range in reaction. Multivariate analysis indicated that the genetic variance on the memory, speed, and spatial factors is shared with genetic variance for mean or range in reaction time. IIV shares significant genetic variance with fluid ability in late adulthood, over and above and genetic variance shared with mean reaction time.

Uncertainty importance analysis using parametric moment ratio functions.

PubMed

Wei, Pengfei; Lu, Zhenzhou; Song, Jingwen

2014-02-01

This article presents a new importance analysis framework, called parametric moment ratio function, for measuring the reduction of model output uncertainty when the distribution parameters of inputs are changed, and the emphasis is put on the mean and variance ratio functions with respect to the variances of model inputs. The proposed concepts efficiently guide the analyst to achieve a targeted reduction on the model output mean and variance by operating on the variances of model inputs. The unbiased and progressive unbiased Monte Carlo estimators are also derived for the parametric mean and variance ratio functions, respectively. Only a set of samples is needed for implementing the proposed importance analysis by the proposed estimators, thus the computational cost is free of input dimensionality. An analytical test example with highly nonlinear behavior is introduced for illustrating the engineering significance of the proposed importance analysis technique and verifying the efficiency and convergence of the derived Monte Carlo estimators. Finally, the moment ratio function is applied to a planar 10-bar structure for achieving a targeted 50% reduction of the model output variance. © 2013 Society for Risk Analysis.

Algorithm optimization for multitined radiofrequency ablation: comparative study in ex vivo and in vivo bovine liver.

PubMed

Appelbaum, Liat; Sosna, Jacob; Pearson, Robert; Perez, Sarah; Nissenbaum, Yizhak; Mertyna, Pawel; Libson, Eugene; Goldberg, S Nahum

2010-02-01

To prospectively optimize multistep algorithms for largest available multitined radiofrequency (RF) electrode system in ex vivo and in vivo tissues, to determine best energy parameters to achieve large predictable target sizes of coagulation, and to compare these algorithms with manufacturer's recommended algorithms. Institutional animal care and use committee approval was obtained for the in vivo portion of this study. Ablation (n = 473) was performed in ex vivo bovine liver; final tine extension was 5-7 cm. Variables in stepped-deployment RF algorithm were interrogated and included initial current ramping to 105 degrees C (1 degrees C/0.5-5.0 sec), the number of sequential tine extensions (2-7 cm), and duration of application (4-12 minutes) for final two to three tine extensions. Optimal parameters to achieve 5-7 cm of coagulation were compared with recommended algorithms. Optimal settings for 5- and 6-cm final tine extensions were confirmed in in vivo perfused bovine liver (n = 14). Multivariate analysis of variance and/or paired t tests were used. Mean RF ablation zones of 5.1 cm +/- 0.2 (standard deviation), 6.3 cm +/- 0.4, and 7 cm +/- 0.3 were achieved with 5-, 6-, and 7-cm final tine extensions in a mean of 19.5 min +/- 0.5, 27.9 min +/- 6, and 37.1 min +/- 2.3, respectively, at optimal settings. With these algorithms, size of ablation at 6- and 7-cm tine extension significantly increased from mean of 5.4 cm +/- 0.4 and 6.1 cm +/- 0.6 (manufacturer's algorithms) (P <.05, both comparisons); two recommended tine extensions were eliminated. In vivo confirmation produced mean diameter in specified time: 5.5 cm +/- 0.4 in 18.5 min +/- 0.5 (5-cm extensions) and 5.7 cm +/- 0.2 in 21.2 min +/- 0.6 (6-cm extensions). Large zones of coagulation of 5-7 cm can be created with optimized RF algorithms that help reduce number of tine extensions compared with manufacturer's recommendations. Such algorithms are likely to facilitate the utility of these devices for RF ablation of focal tumors in clinical practice. (c) RSNA, 2010.

Precision of systematic and random sampling in clustered populations: habitat patches and aggregating organisms.

PubMed

McGarvey, Richard; Burch, Paul; Matthews, Janet M

2016-01-01

Natural populations of plants and animals spatially cluster because (1) suitable habitat is patchy, and (2) within suitable habitat, individuals aggregate further into clusters of higher density. We compare the precision of random and systematic field sampling survey designs under these two processes of species clustering. Second, we evaluate the performance of 13 estimators for the variance of the sample mean from a systematic survey. Replicated simulated surveys, as counts from 100 transects, allocated either randomly or systematically within the study region, were used to estimate population density in six spatial point populations including habitat patches and Matérn circular clustered aggregations of organisms, together and in combination. The standard one-start aligned systematic survey design, a uniform 10 x 10 grid of transects, was much more precise. Variances of the 10 000 replicated systematic survey mean densities were one-third to one-fifth of those from randomly allocated transects, implying transect sample sizes giving equivalent precision by random survey would need to be three to five times larger. Organisms being restricted to patches of habitat was alone sufficient to yield this precision advantage for the systematic design. But this improved precision for systematic sampling in clustered populations is underestimated by standard variance estimators used to compute confidence intervals. True variance for the survey sample mean was computed from the variance of 10 000 simulated survey mean estimates. Testing 10 published and three newly proposed variance estimators, the two variance estimators (v) that corrected for inter-transect correlation (ν₈ and ν(W)) were the most accurate and also the most precise in clustered populations. These greatly outperformed the two "post-stratification" variance estimators (ν₂ and ν₃) that are now more commonly applied in systematic surveys. Similar variance estimator performance rankings were found with a second differently generated set of spatial point populations, ν₈ and ν(W) again being the best performers in the longer-range autocorrelated populations. However, no systematic variance estimators tested were free from bias. On balance, systematic designs bring more narrow confidence intervals in clustered populations, while random designs permit unbiased estimates of (often wider) confidence interval. The search continues for better estimators of sampling variance for the systematic survey mean.

Robust Least-Squares Support Vector Machine With Minimization of Mean and Variance of Modeling Error.

PubMed

Lu, Xinjiang; Liu, Wenbo; Zhou, Chuang; Huang, Minghui

2017-06-13

The least-squares support vector machine (LS-SVM) is a popular data-driven modeling method and has been successfully applied to a wide range of applications. However, it has some disadvantages, including being ineffective at handling non-Gaussian noise as well as being sensitive to outliers. In this paper, a robust LS-SVM method is proposed and is shown to have more reliable performance when modeling a nonlinear system under conditions where Gaussian or non-Gaussian noise is present. The construction of a new objective function allows for a reduction of the mean of the modeling error as well as the minimization of its variance, and it does not constrain the mean of the modeling error to zero. This differs from the traditional LS-SVM, which uses a worst-case scenario approach in order to minimize the modeling error and constrains the mean of the modeling error to zero. In doing so, the proposed method takes the modeling error distribution information into consideration and is thus less conservative and more robust in regards to random noise. A solving method is then developed in order to determine the optimal parameters for the proposed robust LS-SVM. An additional analysis indicates that the proposed LS-SVM gives a smaller weight to a large-error training sample and a larger weight to a small-error training sample, and is thus more robust than the traditional LS-SVM. The effectiveness of the proposed robust LS-SVM is demonstrated using both artificial and real life cases.

Field-Scale Soil Moisture Observations in Irrigated Agriculture Fields Using the Cosmic-ray Neutron Rover

NASA Astrophysics Data System (ADS)

Franz, T. E.; Avery, W. A.; Finkenbiner, C. E.; Wang, T.; Brocca, L.

2014-12-01

Approximately 40% of global food production comes from irrigated agriculture. With the increasing demand for food even greater pressures will be placed on water resources within these systems. In this work we aimed to characterize the spatial and temporal patterns of soil moisture at the field-scale (~500 m) using the newly developed cosmic-ray neutron rover near Waco, NE. Here we mapped soil moisture of 144 quarter section fields (a mix of maize, soybean, and natural areas) each week during the 2014 growing season (May to September). The 11 x11 km study domain also contained 3 stationary cosmic-ray neutron probes for independent validation of the rover surveys. Basic statistical analysis of the domain indicated a strong inverted parabolic relationship between the mean and variance of soil moisture. The relationship between the mean and higher order moments were not as strong. Geostatistical analysis indicated the range of the soil moisture semi-variogram was significantly shorter during periods of heavy irrigation as compared to non-irrigated periods. Scaling analysis indicated strong power law behavior between the variance of soil moisture and averaging area with minimal dependence of mean soil moisture on the slope of the power law function. Statistical relationships derived from the rover dataset offer a novel set of observations that will be useful in: 1) calibrating and validating land surface models, 2) calibrating and validating crop models, 3) soil moisture covariance estimates for statistical downscaling of remote sensing products such as SMOS and SMAP, and 4) provide center-pivot scale mean soil moisture data for optimal irrigation timing and volume amounts.

The dispersion of age differences between partners and the asymptotic dynamics of the HIV epidemic.

PubMed

d'Albis, Hippolyte; Augeraud-Véron, Emmanuelle; Djemai, Elodie; Ducrot, Arnaud

2012-01-01

In this paper, the effect of a change in the distribution of age differences between sexual partners on the dynamics of the HIV epidemic is studied. In a gender- and age-structured compartmental model, it is shown that if the variance of the distribution is small enough, an increase in this variance strongly increases the basic reproduction number. Moreover, if the variance is large enough, the mean age difference barely affects the basic reproduction number. We, therefore, conclude that the local stability of the disease-free equilibrium relies more on the variance than on the mean.

Finding of No Significant Impact (FONSI) Finding of No Practicable Alternative (FONPA): Construct of a New Fire Station, Demolition of Buildings 530 and 606 and Relocation of the Hazardous Cargo Area at Grand Forks Air Force Base, North Dakota

DTIC Science & Technology

2009-09-18

area. In wetland areas, predominant species include Typha sp., smartweed, wild millet, cord grass, bulrushes, sedges and reeds. These habitats for...meeting AF standard mandatory response times, and it does not straddle the airfield flight line fence. This location will require wetland ...mitigation for 0.03 wetlands determined to be jurisdictional by the USACE, from access driveways crossing the stormwater ditch on the east and on the south of

Pollutant load removal efficiency of pervious pavements: is clogging an issue?

PubMed

Kadurupokune, N; Jayasuriya, N

2009-01-01

Pervious pavements in car parks and driveways reduce the peak runoff rate and the quantity of runoff discharged into urban drains as well as improve the stormwater quality by trapping the sediments in the infiltrated water. The paper focuses on presenting results from the laboratory tests carried out to evaluate water quality improvements and effects of long-term decrease in infiltration rates with time due to sediments trapping (clogging) within the pavement pores. Clogging was not found to be a major factor affecting pervious pavement performance after simulating 17 years of stormwater quality samples.

A study of optimization techniques in HDR brachytherapy for the prostate

NASA Astrophysics Data System (ADS)

Pokharel, Ghana Shyam

Several studies carried out thus far are in favor of dose escalation to the prostate gland to have better local control of the disease. But optimal way of delivery of higher doses of radiation therapy to the prostate without hurting neighboring critical structures is still debatable. In this study, we proposed that real time high dose rate (HDR) brachytherapy with highly efficient and effective optimization could be an alternative means of precise delivery of such higher doses. This approach of delivery eliminates the critical issues such as treatment setup uncertainties and target localization as in external beam radiation therapy. Likewise, dosimetry in HDR brachytherapy is not influenced by organ edema and potential source migration as in permanent interstitial implants. Moreover, the recent report of radiobiological parameters further strengthen the argument of using hypofractionated HDR brachytherapy for the management of prostate cancer. Firstly, we studied the essential features and requirements of real time HDR brachytherapy treatment planning system. Automating catheter reconstruction with fast editing tools, fast yet accurate dose engine, robust and fast optimization and evaluation engine are some of the essential requirements for such procedures. Moreover, in most of the cases we performed, treatment plan optimization took significant amount of time of overall procedure. So, making treatment plan optimization automatic or semi-automatic with sufficient speed and accuracy was the goal of the remaining part of the project. Secondly, we studied the role of optimization function and constraints in overall quality of optimized plan. We have studied the gradient based deterministic algorithm with dose volume histogram (DVH) and more conventional variance based objective functions for optimization. In this optimization strategy, the relative weight of particular objective in aggregate objective function signifies its importance with respect to other objectives. Based on our study, DVH based objective function performed better than traditional variance based objective function in creating a clinically acceptable plan when executed under identical conditions. Thirdly, we studied the multiobjective optimization strategy using both DVH and variance based objective functions. The optimization strategy was to create several Pareto optimal solutions by scanning the clinically relevant part of the Pareto front. This strategy was adopted to decouple optimization from decision such that user could select final solution from the pool of alternative solutions based on his/her clinical goals. The overall quality of treatment plan improved using this approach compared to traditional class solution approach. In fact, the final optimized plan selected using decision engine with DVH based objective was comparable to typical clinical plan created by an experienced physicist. Next, we studied the hybrid technique comprising both stochastic and deterministic algorithm to optimize both dwell positions and dwell times. The simulated annealing algorithm was used to find optimal catheter distribution and the DVH based algorithm was used to optimize 3D dose distribution for given catheter distribution. This unique treatment planning and optimization tool was capable of producing clinically acceptable highly reproducible treatment plans in clinically reasonable time. As this algorithm was able to create clinically acceptable plans within clinically reasonable time automatically, it is really appealing for real time procedures. Next, we studied the feasibility of multiobjective optimization using evolutionary algorithm for real time HDR brachytherapy for the prostate. The algorithm with properly tuned algorithm specific parameters was able to create clinically acceptable plans within clinically reasonable time. However, the algorithm was let to run just for limited number of generations not considered optimal, in general, for such algorithms. This was done to keep time window desirable for real time procedures. Therefore, it requires further study with improved conditions to realize the full potential of the algorithm.

Optimization of DSC MRI Echo Times for CBV Measurements Using Error Analysis in a Pilot Study of High-Grade Gliomas.

PubMed

Bell, L C; Does, M D; Stokes, A M; Baxter, L C; Schmainda, K M; Dueck, A C; Quarles, C C

2017-09-01

The optimal TE must be calculated to minimize the variance in CBV measurements made with DSC MR imaging. Simulations can be used to determine the influence of the TE on CBV, but they may not adequately recapitulate the in vivo heterogeneity of precontrast T2*, contrast agent kinetics, and the biophysical basis of contrast agent-induced T2* changes. The purpose of this study was to combine quantitative multiecho DSC MRI T2* time curves with error analysis in order to compute the optimal TE for a traditional single-echo acquisition. Eleven subjects with high-grade gliomas were scanned at 3T with a dual-echo DSC MR imaging sequence to quantify contrast agent-induced T2* changes in this retrospective study. Optimized TEs were calculated with propagation of error analysis for high-grade glial tumors, normal-appearing white matter, and arterial input function estimation. The optimal TE is a weighted average of the T2* values that occur as a contrast agent bolus transverses a voxel. The mean optimal TEs were 30.0 ± 7.4 ms for high-grade glial tumors, 36.3 ± 4.6 ms for normal-appearing white matter, and 11.8 ± 1.4 ms for arterial input function estimation (repeated-measures ANOVA, P < .001). Greater heterogeneity was observed in the optimal TE values for high-grade gliomas, and mean values of all 3 ROIs were statistically significant. The optimal TE for the arterial input function estimation is much shorter; this finding implies that quantitative DSC MR imaging acquisitions would benefit from multiecho acquisitions. In the case of a single-echo acquisition, the optimal TE prescribed should be 30-35 ms (without a preload) and 20-30 ms (with a standard full-dose preload). © 2017 by American Journal of Neuroradiology.

Manifold Learning by Preserving Distance Orders.

PubMed

Ataer-Cansizoglu, Esra; Akcakaya, Murat; Orhan, Umut; Erdogmus, Deniz

2014-03-01

Nonlinear dimensionality reduction is essential for the analysis and the interpretation of high dimensional data sets. In this manuscript, we propose a distance order preserving manifold learning algorithm that extends the basic mean-squared error cost function used mainly in multidimensional scaling (MDS)-based methods. We develop a constrained optimization problem by assuming explicit constraints on the order of distances in the low-dimensional space. In this optimization problem, as a generalization of MDS, instead of forcing a linear relationship between the distances in the high-dimensional original and low-dimensional projection space, we learn a non-decreasing relation approximated by radial basis functions. We compare the proposed method with existing manifold learning algorithms using synthetic datasets based on the commonly used residual variance and proposed percentage of violated distance orders metrics. We also perform experiments on a retinal image dataset used in Retinopathy of Prematurity (ROP) diagnosis.

The q-dependent detrended cross-correlation analysis of stock market

NASA Astrophysics Data System (ADS)

Zhao, Longfeng; Li, Wei; Fenu, Andrea; Podobnik, Boris; Wang, Yougui; Stanley, H. Eugene

2018-02-01

Properties of the q-dependent cross-correlation matrices of the stock market have been analyzed by using random matrix theory and complex networks. The correlation structures of the fluctuations at different magnitudes have unique properties. The cross-correlations among small fluctuations are much stronger than those among large fluctuations. The large and small fluctuations are dominated by different groups of stocks. We use complex network representation to study these q-dependent matrices and discover some new identities. By utilizing those q-dependent correlation-based networks, we are able to construct some portfolios of those more independent stocks which consistently perform better. The optimal multifractal order for portfolio optimization is around q  =  2 under the mean-variance portfolio framework, and q\\in[2, 6] under the expected shortfall criterion. These results have deepened our understanding regarding the collective behavior of the complex financial system.

Synthesis procedure optimization and characterization of europium (III) tungstate nanoparticles

NASA Astrophysics Data System (ADS)

Rahimi-Nasrabadi, Mehdi; Pourmortazavi, Seied Mahdi; Ganjali, Mohammad Reza; Reza Banan, Ali; Ahmadi, Farhad

2014-09-01

Taguchi robust design as a statistical method was applied for the optimization of process parameters in order to tunable, facile and fast synthesis of europium (III) tungstate nanoparticles. Europium (III) tungstate nanoparticles were synthesized by a chemical precipitation reaction involving direct addition of europium ion aqueous solution to the tungstate reagent solved in an aqueous medium. Effects of some synthesis procedure variables on the particle size of europium (III) tungstate nanoparticles were studied. Analysis of variance showed the importance of controlling tungstate concentration, cation feeding flow rate and temperature during preparation of europium (III) tungstate nanoparticles by the proposed chemical precipitation reaction. Finally, europium (III) tungstate nanoparticles were synthesized at the optimum conditions of the proposed method. The morphology and chemical composition of the prepared nano-material were characterized by means of X-ray diffraction, scanning electron microscopy, transmission electron microscopy, FT-IR spectroscopy and fluorescence.

Risk and utility in portfolio optimization

NASA Astrophysics Data System (ADS)

Cohen, Morrel H.; Natoli, Vincent D.

2003-06-01

Modern portfolio theory (MPT) addresses the problem of determining the optimum allocation of investment resources among a set of candidate assets. In the original mean-variance approach of Markowitz, volatility is taken as a proxy for risk, conflating uncertainty with risk. There have been many subsequent attempts to alleviate that weakness which, typically, combine utility and risk. We present here a modification of MPT based on the inclusion of separate risk and utility criteria. We define risk as the probability of failure to meet a pre-established investment goal. We define utility as the expectation of a utility function with positive and decreasing marginal value as a function of yield. The emphasis throughout is on long investment horizons for which risk-free assets do not exist. Analytic results are presented for a Gaussian probability distribution. Risk-utility relations are explored via empirical stock-price data, and an illustrative portfolio is optimized using the empirical data.

Coordinated Optimization of Aircraft Routes and Locations of Ground Sensors

DTIC Science & Technology

2014-09-17

d U γ P p w dw    r sr s , (6) where γ is the detection threshold determined from the following equa- tion for some given faP : ( )( ) ,fa N γ...normal with the mean Uμ 7 and variance Uσ  2 3 . Suppose, the threshold for the false alarm is faP  410 . Then, from equation (7), .γ6 7190 ; and...functions; and the joint probability of false alarm would be ( , ) faP     s s 4 4 81 2 10 10 10 whereas the joint probabil- ity of detection would

A simple and exploratory way to determine the mean-variance relationship in generalized linear models.

PubMed

Tsou, Tsung-Shan

2007-03-30

This paper introduces an exploratory way to determine how variance relates to the mean in generalized linear models. This novel method employs the robust likelihood technique introduced by Royall and Tsou.A urinary data set collected by Ginsberg et al. and the fabric data set analysed by Lee and Nelder are considered to demonstrate the applicability and simplicity of the proposed technique. Application of the proposed method could easily reveal a mean-variance relationship that would generally be left unnoticed, or that would require more complex modelling to detect. Copyright (c) 2006 John Wiley & Sons, Ltd.

A Simple Approach for Monitoring Business Service Time Variation

PubMed Central

2014-01-01

Control charts are effective tools for signal detection in both manufacturing processes and service processes. Much of the data in service industries comes from processes having nonnormal or unknown distributions. The commonly used Shewhart variable control charts, which depend heavily on the normality assumption, are not appropriately used here. In this paper, we propose a new asymmetric EWMA variance chart (EWMA-AV chart) and an asymmetric EWMA mean chart (EWMA-AM chart) based on two simple statistics to monitor process variance and mean shifts simultaneously. Further, we explore the sampling properties of the new monitoring statistics and calculate the average run lengths when using both the EWMA-AV chart and the EWMA-AM chart. The performance of the EWMA-AV and EWMA-AM charts and that of some existing variance and mean charts are compared. A numerical example involving nonnormal service times from the service system of a bank branch in Taiwan is used to illustrate the applications of the EWMA-AV and EWMA-AM charts and to compare them with the existing variance (or standard deviation) and mean charts. The proposed EWMA-AV chart and EWMA-AM charts show superior detection performance compared to the existing variance and mean charts. The EWMA-AV chart and EWMA-AM chart are thus recommended. PMID:24895647

Neurobiological studies of risk assessment: a comparison of expected utility and mean-variance approaches.

PubMed

D'Acremont, Mathieu; Bossaerts, Peter

2008-12-01

When modeling valuation under uncertainty, economists generally prefer expected utility because it has an axiomatic foundation, meaning that the resulting choices will satisfy a number of rationality requirements. In expected utility theory, values are computed by multiplying probabilities of each possible state of nature by the payoff in that state and summing the results. The drawback of this approach is that all state probabilities need to be dealt with separately, which becomes extremely cumbersome when it comes to learning. Finance academics and professionals, however, prefer to value risky prospects in terms of a trade-off between expected reward and risk, where the latter is usually measured in terms of reward variance. This mean-variance approach is fast and simple and greatly facilitates learning, but it impedes assigning values to new gambles on the basis of those of known ones. To date, it is unclear whether the human brain computes values in accordance with expected utility theory or with mean-variance analysis. In this article, we discuss the theoretical and empirical arguments that favor one or the other theory. We also propose a new experimental paradigm that could determine whether the human brain follows the expected utility or the mean-variance approach. Behavioral results of implementation of the paradigm are discussed.

A simple approach for monitoring business service time variation.

PubMed

Yang, Su-Fen; Arnold, Barry C

2014-01-01

Control charts are effective tools for signal detection in both manufacturing processes and service processes. Much of the data in service industries comes from processes having nonnormal or unknown distributions. The commonly used Shewhart variable control charts, which depend heavily on the normality assumption, are not appropriately used here. In this paper, we propose a new asymmetric EWMA variance chart (EWMA-AV chart) and an asymmetric EWMA mean chart (EWMA-AM chart) based on two simple statistics to monitor process variance and mean shifts simultaneously. Further, we explore the sampling properties of the new monitoring statistics and calculate the average run lengths when using both the EWMA-AV chart and the EWMA-AM chart. The performance of the EWMA-AV and EWMA-AM charts and that of some existing variance and mean charts are compared. A numerical example involving nonnormal service times from the service system of a bank branch in Taiwan is used to illustrate the applications of the EWMA-AV and EWMA-AM charts and to compare them with the existing variance (or standard deviation) and mean charts. The proposed EWMA-AV chart and EWMA-AM charts show superior detection performance compared to the existing variance and mean charts. The EWMA-AV chart and EWMA-AM chart are thus recommended.

Analysis of stimulus-related activity in rat auditory cortex using complex spectral coefficients

PubMed Central

Krause, Bryan M.

2013-01-01

The neural mechanisms of sensory responses recorded from the scalp or cortical surface remain controversial. Evoked vs. induced response components (i.e., changes in mean vs. variance) are associated with bottom-up vs. top-down processing, but trial-by-trial response variability can confound this interpretation. Phase reset of ongoing oscillations has also been postulated to contribute to sensory responses. In this article, we present evidence that responses under passive listening conditions are dominated by variable evoked response components. We measured the mean, variance, and phase of complex time-frequency coefficients of epidurally recorded responses to acoustic stimuli in rats. During the stimulus, changes in mean, variance, and phase tended to co-occur. After the stimulus, there was a small, low-frequency offset response in the mean and modest, prolonged desynchronization in the alpha band. Simulations showed that trial-by-trial variability in the mean can account for most of the variance and phase changes observed during the stimulus. This variability was state dependent, with smallest variability during periods of greatest arousal. Our data suggest that cortical responses to auditory stimuli reflect variable inputs to the cortical network. These analyses suggest that caution should be exercised when interpreting variance and phase changes in terms of top-down cortical processing. PMID:23657279

QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION

PubMed Central

Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy

2016-01-01

We propose a novel Rayleigh quotient based sparse quadratic dimension reduction method—named QUADRO (Quadratic Dimension Reduction via Rayleigh Optimization)—for analyzing high-dimensional data. Unlike in the linear setting where Rayleigh quotient optimization coincides with classification, these two problems are very different under nonlinear settings. In this paper, we clarify this difference and show that Rayleigh quotient optimization may be of independent scientific interests. One major challenge of Rayleigh quotient optimization is that the variance of quadratic statistics involves all fourth cross-moments of predictors, which are infeasible to compute for high-dimensional applications and may accumulate too many stochastic errors. This issue is resolved by considering a family of elliptical models. Moreover, for heavy-tail distributions, robust estimates of mean vectors and covariance matrices are employed to guarantee uniform convergence in estimating non-polynomially many parameters, even though only the fourth moments are assumed. Methodologically, QUADRO is based on elliptical models which allow us to formulate the Rayleigh quotient maximization as a convex optimization problem. Computationally, we propose an efficient linearized augmented Lagrangian method to solve the constrained optimization problem. Theoretically, we provide explicit rates of convergence in terms of Rayleigh quotient under both Gaussian and general elliptical models. Thorough numerical results on both synthetic and real datasets are also provided to back up our theoretical results. PMID:26778864

Teleportation of squeezing: Optimization using non-Gaussian resources

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

Dell'Anno, Fabio; De Siena, Silvio; Illuminati, Fabrizio

2010-12-15

We study the continuous-variable quantum teleportation of states, statistical moments of observables, and scale parameters such as squeezing. We investigate the problem both in ideal and imperfect Vaidman-Braunstein-Kimble protocol setups. We show how the teleportation fidelity is maximized and the difference between output and input variances is minimized by using suitably optimized entangled resources. Specifically, we consider the teleportation of coherent squeezed states, exploiting squeezed Bell states as entangled resources. This class of non-Gaussian states, introduced by Illuminati and co-workers [F. Dell'Anno, S. De Siena, L. Albano, and F. Illuminati, Phys. Rev. A 76, 022301 (2007); F. Dell'Anno, S. Demore » Siena, and F. Illuminati, ibid. 81, 012333 (2010)], includes photon-added and photon-subtracted squeezed states as special cases. At variance with the case of entangled Gaussian resources, the use of entangled non-Gaussian squeezed Bell resources allows one to choose different optimization procedures that lead to inequivalent results. Performing two independent optimization procedures, one can either maximize the state teleportation fidelity, or minimize the difference between input and output quadrature variances. The two different procedures are compared depending on the degrees of displacement and squeezing of the input states and on the working conditions in ideal and nonideal setups.« less

An Effective Post-Filtering Framework for 3-D PET Image Denoising Based on Noise and Sensitivity Characteristics

NASA Astrophysics Data System (ADS)

Kim, Ji Hye; Ahn, Il Jun; Nam, Woo Hyun; Ra, Jong Beom

2015-02-01

Positron emission tomography (PET) images usually suffer from a noticeable amount of statistical noise. In order to reduce this noise, a post-filtering process is usually adopted. However, the performance of this approach is limited because the denoising process is mostly performed on the basis of the Gaussian random noise. It has been reported that in a PET image reconstructed by the expectation-maximization (EM), the noise variance of each voxel depends on its mean value, unlike in the case of Gaussian noise. In addition, we observe that the variance also varies with the spatial sensitivity distribution in a PET system, which reflects both the solid angle determined by a given scanner geometry and the attenuation information of a scanned object. Thus, if a post-filtering process based on the Gaussian random noise is applied to PET images without consideration of the noise characteristics along with the spatial sensitivity distribution, the spatially variant non-Gaussian noise cannot be reduced effectively. In the proposed framework, to effectively reduce the noise in PET images reconstructed by the 3-D ordinary Poisson ordered subset EM (3-D OP-OSEM), we first denormalize an image according to the sensitivity of each voxel so that the voxel mean value can represent its statistical properties reliably. Based on our observation that each noisy denormalized voxel has a linear relationship between the mean and variance, we try to convert this non-Gaussian noise image to a Gaussian noise image. We then apply a block matching 4-D algorithm that is optimized for noise reduction of the Gaussian noise image, and reconvert and renormalize the result to obtain a final denoised image. Using simulated phantom data and clinical patient data, we demonstrate that the proposed framework can effectively suppress the noise over the whole region of a PET image while minimizing degradation of the image resolution.

Effect of extreme sea surface temperature events on the demography of an age-structured albatross population.

PubMed

Pardo, Deborah; Jenouvrier, Stéphanie; Weimerskirch, Henri; Barbraud, Christophe

2017-06-19

Climate changes include concurrent changes in environmental mean, variance and extremes, and it is challenging to understand their respective impact on wild populations, especially when contrasted age-dependent responses to climate occur. We assessed how changes in mean and standard deviation of sea surface temperature (SST), frequency and magnitude of warm SST extreme climatic events (ECE) influenced the stochastic population growth rate log( λ s ) and age structure of a black-browed albatross population. For changes in SST around historical levels observed since 1982, changes in standard deviation had a larger (threefold) and negative impact on log( λ s ) compared to changes in mean. By contrast, the mean had a positive impact on log( λ s ). The historical SST mean was lower than the optimal SST value for which log( λ s ) was maximized. Thus, a larger environmental mean increased the occurrence of SST close to this optimum that buffered the negative effect of ECE. This 'climate safety margin' (i.e. difference between optimal and historical climatic conditions) and the specific shape of the population growth rate response to climate for a species determine how ECE affect the population. For a wider range in SST, both the mean and standard deviation had negative impact on log( λ s ), with changes in the mean having a greater effect than the standard deviation. Furthermore, around SST historical levels increases in either mean or standard deviation of the SST distribution led to a younger population, with potentially important conservation implications for black-browed albatrosses.This article is part of the themed issue 'Behavioural, ecological and evolutionary responses to extreme climatic events'. © 2017 The Author(s).

Optimal Design of Multitype Groundwater Monitoring Networks Using Easily Accessible Tools.

PubMed

Wöhling, Thomas; Geiges, Andreas; Nowak, Wolfgang

2016-11-01

Monitoring networks are expensive to establish and to maintain. In this paper, we extend an existing data-worth estimation method from the suite of PEST utilities with a global optimization method for optimal sensor placement (called optimal design) in groundwater monitoring networks. Design optimization can include multiple simultaneous sensor locations and multiple sensor types. Both location and sensor type are treated simultaneously as decision variables. Our method combines linear uncertainty quantification and a modified genetic algorithm for discrete multilocation, multitype search. The efficiency of the global optimization is enhanced by an archive of past samples and parallel computing. We demonstrate our methodology for a groundwater monitoring network at the Steinlach experimental site, south-western Germany, which has been established to monitor river-groundwater exchange processes. The target of optimization is the best possible exploration for minimum variance in predicting the mean travel time of the hyporheic exchange. Our results demonstrate that the information gain of monitoring network designs can be explored efficiently and with easily accessible tools prior to taking new field measurements or installing additional measurement points. The proposed methods proved to be efficient and can be applied for model-based optimal design of any type of monitoring network in approximately linear systems. Our key contributions are (1) the use of easy-to-implement tools for an otherwise complex task and (2) yet to consider data-worth interdependencies in simultaneous optimization of multiple sensor locations and sensor types. © 2016, National Ground Water Association.

Quantifying noise in optical tweezers by allan variance.

PubMed

Czerwinski, Fabian; Richardson, Andrew C; Oddershede, Lene B

2009-07-20

Much effort is put into minimizing noise in optical tweezers experiments because noise and drift can mask fundamental behaviours of, e.g., single molecule assays. Various initiatives have been taken to reduce or eliminate noise but it has been difficult to quantify their effect. We propose to use Allan variance as a simple and efficient method to quantify noise in optical tweezers setups.We apply the method to determine the optimal measurement time, frequency, and detection scheme, and quantify the effect of acoustic noise in the lab. The method can also be used on-the-fly for determining optimal parameters of running experiments.

VARIANCE ANISOTROPY IN KINETIC PLASMAS

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

Parashar, Tulasi N.; Matthaeus, William H.; Oughton, Sean

Solar wind fluctuations admit well-documented anisotropies of the variance matrix, or polarization, related to the mean magnetic field direction. Typically, one finds a ratio of perpendicular variance to parallel variance of the order of 9:1 for the magnetic field. Here we study the question of whether a kinetic plasma spontaneously generates and sustains parallel variances when initiated with only perpendicular variance. We find that parallel variance grows and saturates at about 5% of the perpendicular variance in a few nonlinear times irrespective of the Reynolds number. For sufficiently large systems (Reynolds numbers) the variance approaches values consistent with the solarmore » wind observations.« less

Optimal two-phase sampling design for comparing accuracies of two binary classification rules.

PubMed

Xu, Huiping; Hui, Siu L; Grannis, Shaun

2014-02-10

In this paper, we consider the design for comparing the performance of two binary classification rules, for example, two record linkage algorithms or two screening tests. Statistical methods are well developed for comparing these accuracy measures when the gold standard is available for every unit in the sample, or in a two-phase study when the gold standard is ascertained only in the second phase in a subsample using a fixed sampling scheme. However, these methods do not attempt to optimize the sampling scheme to minimize the variance of the estimators of interest. In comparing the performance of two classification rules, the parameters of primary interest are the difference in sensitivities, specificities, and positive predictive values. We derived the analytic variance formulas for these parameter estimates and used them to obtain the optimal sampling design. The efficiency of the optimal sampling design is evaluated through an empirical investigation that compares the optimal sampling with simple random sampling and with proportional allocation. Results of the empirical study show that the optimal sampling design is similar for estimating the difference in sensitivities and in specificities, and both achieve a substantial amount of variance reduction with an over-sample of subjects with discordant results and under-sample of subjects with concordant results. A heuristic rule is recommended when there is no prior knowledge of individual sensitivities and specificities, or the prevalence of the true positive findings in the study population. The optimal sampling is applied to a real-world example in record linkage to evaluate the difference in classification accuracy of two matching algorithms. Copyright © 2013 John Wiley & Sons, Ltd.

Enhanced backscatter of a reflected beam in atmospheric turbulence

NASA Astrophysics Data System (ADS)

Churnside, James H.; Wilson, James J.

1993-05-01

We measure the mean and the variance of the irradiance of a diverging laser beam after reflection from a retroreflector and from a plane mirror in a turbulent atmosphere. Increases in both the mean irradiance and the normalized variance are observed in the direct backscatter direction because of correlation of turbulence on the outgoing path and the return path. The backscattered irradiance is enhanced by a factor of about 2 and the variance by somewhat less.

Parasitism alters three power laws of scaling in a metazoan community: Taylor’s law, density-mass allometry, and variance-mass allometry

PubMed Central

Lagrue, Clément; Poulin, Robert; Cohen, Joel E.

2015-01-01

How do the lifestyles (free-living unparasitized, free-living parasitized, and parasitic) of animal species affect major ecological power-law relationships? We investigated this question in metazoan communities in lakes of Otago, New Zealand. In 13,752 samples comprising 1,037,058 organisms, we found that species of different lifestyles differed in taxonomic distribution and body mass and were well described by three power laws: a spatial Taylor’s law (the spatial variance in population density was a power-law function of the spatial mean population density); density-mass allometry (the spatial mean population density was a power-law function of mean body mass); and variance-mass allometry (the spatial variance in population density was a power-law function of mean body mass). To our knowledge, this constitutes the first empirical confirmation of variance-mass allometry for any animal community. We found that the parameter values of all three relationships differed for species with different lifestyles in the same communities. Taylor's law and density-mass allometry accurately predicted the form and parameter values of variance-mass allometry. We conclude that species of different lifestyles in these metazoan communities obeyed the same major ecological power-law relationships but did so with parameters specific to each lifestyle, probably reflecting differences among lifestyles in population dynamics and spatial distribution. PMID:25550506

Parasitism alters three power laws of scaling in a metazoan community: Taylor's law, density-mass allometry, and variance-mass allometry.

PubMed

Lagrue, Clément; Poulin, Robert; Cohen, Joel E

2015-02-10

How do the lifestyles (free-living unparasitized, free-living parasitized, and parasitic) of animal species affect major ecological power-law relationships? We investigated this question in metazoan communities in lakes of Otago, New Zealand. In 13,752 samples comprising 1,037,058 organisms, we found that species of different lifestyles differed in taxonomic distribution and body mass and were well described by three power laws: a spatial Taylor's law (the spatial variance in population density was a power-law function of the spatial mean population density); density-mass allometry (the spatial mean population density was a power-law function of mean body mass); and variance-mass allometry (the spatial variance in population density was a power-law function of mean body mass). To our knowledge, this constitutes the first empirical confirmation of variance-mass allometry for any animal community. We found that the parameter values of all three relationships differed for species with different lifestyles in the same communities. Taylor's law and density-mass allometry accurately predicted the form and parameter values of variance-mass allometry. We conclude that species of different lifestyles in these metazoan communities obeyed the same major ecological power-law relationships but did so with parameters specific to each lifestyle, probably reflecting differences among lifestyles in population dynamics and spatial distribution.

Time-dependent solutions for a stochastic model of gene expression with molecule production in the form of a compound Poisson process.

PubMed

Jędrak, Jakub; Ochab-Marcinek, Anna

2016-09-01

We study a stochastic model of gene expression, in which protein production has a form of random bursts whose size distribution is arbitrary, whereas protein decay is a first-order reaction. We find exact analytical expressions for the time evolution of the cumulant-generating function for the most general case when both the burst size probability distribution and the model parameters depend on time in an arbitrary (e.g., oscillatory) manner, and for arbitrary initial conditions. We show that in the case of periodic external activation and constant protein degradation rate, the response of the gene is analogous to the resistor-capacitor low-pass filter, where slow oscillations of the external driving have a greater effect on gene expression than the fast ones. We also demonstrate that the nth cumulant of the protein number distribution depends on the nth moment of the burst size distribution. We use these results to show that different measures of noise (coefficient of variation, Fano factor, fractional change of variance) may vary in time in a different manner. Therefore, any biological hypothesis of evolutionary optimization based on the nonmonotonic dependence of a chosen measure of noise on time must justify why it assumes that biological evolution quantifies noise in that particular way. Finally, we show that not only for exponentially distributed burst sizes but also for a wider class of burst size distributions (e.g., Dirac delta and gamma) the control of gene expression level by burst frequency modulation gives rise to proportional scaling of variance of the protein number distribution to its mean, whereas the control by amplitude modulation implies proportionality of protein number variance to the mean squared.

Variance analysis of forecasted streamflow maxima in a wet temperate climate

NASA Astrophysics Data System (ADS)

Al Aamery, Nabil; Fox, James F.; Snyder, Mark; Chandramouli, Chandra V.

2018-05-01

Coupling global climate models, hydrologic models and extreme value analysis provides a method to forecast streamflow maxima, however the elusive variance structure of the results hinders confidence in application. Directly correcting the bias of forecasts using the relative change between forecast and control simulations has been shown to marginalize hydrologic uncertainty, reduce model bias, and remove systematic variance when predicting mean monthly and mean annual streamflow, prompting our investigation for maxima streamflow. We assess the variance structure of streamflow maxima using realizations of emission scenario, global climate model type and project phase, downscaling methods, bias correction, extreme value methods, and hydrologic model inputs and parameterization. Results show that the relative change of streamflow maxima was not dependent on systematic variance from the annual maxima versus peak over threshold method applied, albeit we stress that researchers strictly adhere to rules from extreme value theory when applying the peak over threshold method. Regardless of which method is applied, extreme value model fitting does add variance to the projection, and the variance is an increasing function of the return period. Unlike the relative change of mean streamflow, results show that the variance of the maxima's relative change was dependent on all climate model factors tested as well as hydrologic model inputs and calibration. Ensemble projections forecast an increase of streamflow maxima for 2050 with pronounced forecast standard error, including an increase of +30(±21), +38(±34) and +51(±85)% for 2, 20 and 100 year streamflow events for the wet temperate region studied. The variance of maxima projections was dominated by climate model factors and extreme value analyses.

Analysis of conditional genetic effects and variance components in developmental genetics.

PubMed

Zhu, J

1995-12-01

A genetic model with additive-dominance effects and genotype x environment interactions is presented for quantitative traits with time-dependent measures. The genetic model for phenotypic means at time t conditional on phenotypic means measured at previous time (t-1) is defined. Statistical methods are proposed for analyzing conditional genetic effects and conditional genetic variance components. Conditional variances can be estimated by minimum norm quadratic unbiased estimation (MINQUE) method. An adjusted unbiased prediction (AUP) procedure is suggested for predicting conditional genetic effects. A worked example from cotton fruiting data is given for comparison of unconditional and conditional genetic variances and additive effects.

Analysis of Conditional Genetic Effects and Variance Components in Developmental Genetics

PubMed Central

Zhu, J.

1995-01-01

A genetic model with additive-dominance effects and genotype X environment interactions is presented for quantitative traits with time-dependent measures. The genetic model for phenotypic means at time t conditional on phenotypic means measured at previous time (t - 1) is defined. Statistical methods are proposed for analyzing conditional genetic effects and conditional genetic variance components. Conditional variances can be estimated by minimum norm quadratic unbiased estimation (MINQUE) method. An adjusted unbiased prediction (AUP) procedure is suggested for predicting conditional genetic effects. A worked example from cotton fruiting data is given for comparison of unconditional and conditional genetic variances and additive effects. PMID:8601500

Overlap between treatment and control distributions as an effect size measure in experiments.

PubMed

Hedges, Larry V; Olkin, Ingram

2016-03-01

The proportion π of treatment group observations that exceed the control group mean has been proposed as an effect size measure for experiments that randomly assign independent units into 2 groups. We give the exact distribution of a simple estimator of π based on the standardized mean difference and use it to study the small sample bias of this estimator. We also give the minimum variance unbiased estimator of π under 2 models, one in which the variance of the mean difference is known and one in which the variance is unknown. We show how to use the relation between the standardized mean difference and the overlap measure to compute confidence intervals for π and show that these results can be used to obtain unbiased estimators, large sample variances, and confidence intervals for 3 related effect size measures based on the overlap. Finally, we show how the effect size π can be used in a meta-analysis. (c) 2016 APA, all rights reserved).

Information Extraction of High Resolution Remote Sensing Images Based on the Calculation of Optimal Segmentation Parameters

PubMed Central

Zhu, Hongchun; Cai, Lijie; Liu, Haiying; Huang, Wei

2016-01-01

Multi-scale image segmentation and the selection of optimal segmentation parameters are the key processes in the object-oriented information extraction of high-resolution remote sensing images. The accuracy of remote sensing special subject information depends on this extraction. On the basis of WorldView-2 high-resolution data, the optimal segmentation parameters methodof object-oriented image segmentation and high-resolution image information extraction, the following processes were conducted in this study. Firstly, the best combination of the bands and weights was determined for the information extraction of high-resolution remote sensing image. An improved weighted mean-variance method was proposed andused to calculatethe optimal segmentation scale. Thereafter, the best shape factor parameter and compact factor parameters were computed with the use of the control variables and the combination of the heterogeneity and homogeneity indexes. Different types of image segmentation parameters were obtained according to the surface features. The high-resolution remote sensing images were multi-scale segmented with the optimal segmentation parameters. Ahierarchical network structure was established by setting the information extraction rules to achieve object-oriented information extraction. This study presents an effective and practical method that can explain expert input judgment by reproducible quantitative measurements. Furthermore the results of this procedure may be incorporated into a classification scheme. PMID:27362762

Development and clinical introduction of automated radiotherapy treatment planning for prostate cancer

NASA Astrophysics Data System (ADS)

Winkel, D.; Bol, G. H.; van Asselen, B.; Hes, J.; Scholten, V.; Kerkmeijer, L. G. W.; Raaymakers, B. W.

2016-12-01

To develop an automated radiotherapy treatment planning and optimization workflow to efficiently create patient specifically optimized clinical grade treatment plans for prostate cancer and to implement it in clinical practice. A two-phased planning and optimization workflow was developed to automatically generate 77Gy 5-field simultaneously integrated boost intensity modulated radiation therapy (SIB-IMRT) plans for prostate cancer treatment. A retrospective planning study (n  =  100) was performed in which automatically and manually generated treatment plans were compared. A clinical pilot (n  =  21) was performed to investigate the usability of our method. Operator time for the planning process was reduced to  <5 min. The retrospective planning study showed that 98 plans met all clinical constraints. Significant improvements were made in the volume receiving 72Gy (V72Gy) for the bladder and rectum and the mean dose of the bladder and the body. A reduced plan variance was observed. During the clinical pilot 20 automatically generated plans met all constraints and 17 plans were selected for treatment. The automated radiotherapy treatment planning and optimization workflow is capable of efficiently generating patient specifically optimized and improved clinical grade plans. It has now been adopted as the current standard workflow in our clinic to generate treatment plans for prostate cancer.

Information Extraction of High Resolution Remote Sensing Images Based on the Calculation of Optimal Segmentation Parameters.

PubMed

Zhu, Hongchun; Cai, Lijie; Liu, Haiying; Huang, Wei

2016-01-01

Multi-scale image segmentation and the selection of optimal segmentation parameters are the key processes in the object-oriented information extraction of high-resolution remote sensing images. The accuracy of remote sensing special subject information depends on this extraction. On the basis of WorldView-2 high-resolution data, the optimal segmentation parameters methodof object-oriented image segmentation and high-resolution image information extraction, the following processes were conducted in this study. Firstly, the best combination of the bands and weights was determined for the information extraction of high-resolution remote sensing image. An improved weighted mean-variance method was proposed andused to calculatethe optimal segmentation scale. Thereafter, the best shape factor parameter and compact factor parameters were computed with the use of the control variables and the combination of the heterogeneity and homogeneity indexes. Different types of image segmentation parameters were obtained according to the surface features. The high-resolution remote sensing images were multi-scale segmented with the optimal segmentation parameters. Ahierarchical network structure was established by setting the information extraction rules to achieve object-oriented information extraction. This study presents an effective and practical method that can explain expert input judgment by reproducible quantitative measurements. Furthermore the results of this procedure may be incorporated into a classification scheme.

Efficient prediction designs for random fields.

PubMed

Müller, Werner G; Pronzato, Luc; Rendas, Joao; Waldl, Helmut

2015-03-01

For estimation and predictions of random fields, it is increasingly acknowledged that the kriging variance may be a poor representative of true uncertainty. Experimental designs based on more elaborate criteria that are appropriate for empirical kriging (EK) are then often non-space-filling and very costly to determine. In this paper, we investigate the possibility of using a compound criterion inspired by an equivalence theorem type relation to build designs quasi-optimal for the EK variance when space-filling designs become unsuitable. Two algorithms are proposed, one relying on stochastic optimization to explicitly identify the Pareto front, whereas the second uses the surrogate criteria as local heuristic to choose the points at which the (costly) true EK variance is effectively computed. We illustrate the performance of the algorithms presented on both a simple simulated example and a real oceanographic dataset. © 2014 The Authors. Applied Stochastic Models in Business and Industry published by John Wiley & Sons, Ltd.

An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process

NASA Technical Reports Server (NTRS)

Carter, M. C.; Madison, M. W.

1973-01-01

The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.

A study on characteristics of retrospective optimal interpolation with WRF testbed

NASA Astrophysics Data System (ADS)

Kim, S.; Noh, N.; Lim, G.

2012-12-01

This study presents the application of retrospective optimal interpolation (ROI) with Weather Research and Forecasting model (WRF). Song et al. (2009) suggest ROI method which is an optimal interpolation (OI) that gradually assimilates observations over the analysis window for variance-minimum estimate of an atmospheric state at the initial time of the analysis window. Song and Lim (2011) improve the method by incorporating eigen-decomposition and covariance inflation. ROI method assimilates the data at post analysis time using perturbation method (Errico and Raeder, 1999) without adjoint model. In this study, ROI method is applied to WRF model to validate the algorithm and to investigate the capability. The computational costs for ROI can be reduced due to the eigen-decomposition of background error covariance. Using the background error covariance in eigen-space, 1-profile assimilation experiment is performed. The difference between forecast errors with assimilation and without assimilation is obviously increased as time passed, which means the improvement of forecast error by assimilation. The characteristics and strength/weakness of ROI method are investigated by conducting the experiments with other data assimilation method.

Optimal heavy tail estimation - Part 1: Order selection

NASA Astrophysics Data System (ADS)

Mudelsee, Manfred; Bermejo, Miguel A.

2017-12-01

The tail probability, P, of the distribution of a variable is important for risk analysis of extremes. Many variables in complex geophysical systems show heavy tails, where P decreases with the value, x, of a variable as a power law with a characteristic exponent, α. Accurate estimation of α on the basis of data is currently hindered by the problem of the selection of the order, that is, the number of largest x values to utilize for the estimation. This paper presents a new, widely applicable, data-adaptive order selector, which is based on computer simulations and brute force search. It is the first in a set of papers on optimal heavy tail estimation. The new selector outperforms competitors in a Monte Carlo experiment, where simulated data are generated from stable distributions and AR(1) serial dependence. We calculate error bars for the estimated α by means of simulations. We illustrate the method on an artificial time series. We apply it to an observed, hydrological time series from the River Elbe and find an estimated characteristic exponent of 1.48 ± 0.13. This result indicates finite mean but infinite variance of the statistical distribution of river runoff.

Optimized Kernel Entropy Components.

PubMed

Izquierdo-Verdiguier, Emma; Laparra, Valero; Jenssen, Robert; Gomez-Chova, Luis; Camps-Valls, Gustau

2017-06-01

This brief addresses two main issues of the standard kernel entropy component analysis (KECA) algorithm: the optimization of the kernel decomposition and the optimization of the Gaussian kernel parameter. KECA roughly reduces to a sorting of the importance of kernel eigenvectors by entropy instead of variance, as in the kernel principal components analysis. In this brief, we propose an extension of the KECA method, named optimized KECA (OKECA), that directly extracts the optimal features retaining most of the data entropy by means of compacting the information in very few features (often in just one or two). The proposed method produces features which have higher expressive power. In particular, it is based on the independent component analysis framework, and introduces an extra rotation to the eigen decomposition, which is optimized via gradient-ascent search. This maximum entropy preservation suggests that OKECA features are more efficient than KECA features for density estimation. In addition, a critical issue in both the methods is the selection of the kernel parameter, since it critically affects the resulting performance. Here, we analyze the most common kernel length-scale selection criteria. The results of both the methods are illustrated in different synthetic and real problems. Results show that OKECA returns projections with more expressive power than KECA, the most successful rule for estimating the kernel parameter is based on maximum likelihood, and OKECA is more robust to the selection of the length-scale parameter in kernel density estimation.

Conditional Optimal Design in Three- and Four-Level Experiments

ERIC Educational Resources Information Center

Hedges, Larry V.; Borenstein, Michael

2014-01-01

The precision of estimates of treatment effects in multilevel experiments depends on the sample sizes chosen at each level. It is often desirable to choose sample sizes at each level to obtain the smallest variance for a fixed total cost, that is, to obtain optimal sample allocation. This article extends previous results on optimal allocation to…

Impact of Damping Uncertainty on SEA Model Response Variance

NASA Technical Reports Server (NTRS)

Schiller, Noah; Cabell, Randolph; Grosveld, Ferdinand

2010-01-01

Statistical Energy Analysis (SEA) is commonly used to predict high-frequency vibroacoustic levels. This statistical approach provides the mean response over an ensemble of random subsystems that share the same gross system properties such as density, size, and damping. Recently, techniques have been developed to predict the ensemble variance as well as the mean response. However these techniques do not account for uncertainties in the system properties. In the present paper uncertainty in the damping loss factor is propagated through SEA to obtain more realistic prediction bounds that account for both ensemble and damping variance. The analysis is performed on a floor-equipped cylindrical test article that resembles an aircraft fuselage. Realistic bounds on the damping loss factor are determined from measurements acquired on the sidewall of the test article. The analysis demonstrates that uncertainties in damping have the potential to significantly impact the mean and variance of the predicted response.

Fast computation of an optimal controller for large-scale adaptive optics.

PubMed

Massioni, Paolo; Kulcsár, Caroline; Raynaud, Henri-François; Conan, Jean-Marc

2011-11-01

The linear quadratic Gaussian regulator provides the minimum-variance control solution for a linear time-invariant system. For adaptive optics (AO) applications, under the hypothesis of a deformable mirror with instantaneous response, such a controller boils down to a minimum-variance phase estimator (a Kalman filter) and a projection onto the mirror space. The Kalman filter gain can be computed by solving an algebraic Riccati matrix equation, whose computational complexity grows very quickly with the size of the telescope aperture. This "curse of dimensionality" makes the standard solvers for Riccati equations very slow in the case of extremely large telescopes. In this article, we propose a way of computing the Kalman gain for AO systems by means of an approximation that considers the turbulence phase screen as the cropped version of an infinite-size screen. We demonstrate the advantages of the methods for both off- and on-line computational time, and we evaluate its performance for classical AO as well as for wide-field tomographic AO with multiple natural guide stars. Simulation results are reported.

Spatiotemporal characterization of soil moisture fields in agricultural areas using cosmic-ray neutron probes and data fusion

NASA Astrophysics Data System (ADS)

Franz, Trenton; Wang, Tiejun

2015-04-01

Approximately 40% of global food production comes from irrigated agriculture. With the increasing demand for food even greater pressures will be placed on water resources within these systems. In this work we aimed to characterize the spatial and temporal patterns of soil moisture at the field-scale (~500 m) using the newly developed cosmic-ray neutron rover near Waco, NE USA. Here we mapped soil moisture of 144 quarter section fields (a mix of maize, soybean, and natural areas) each week during the 2014 growing season (May to September). The 12 by 12 km study domain also contained three stationary cosmic-ray neutron probes for independent validation of the rover surveys. Basic statistical analysis of the domain indicated a strong relationship between the mean and variance of soil moisture at several averaging scales. The relationships between the mean and higher order moments were not significant. Scaling analysis indicated strong power law behavior between the variance of soil moisture and averaging area with minimal dependence of mean soil moisture on the slope of the power law function. In addition, we combined the data from the three stationary cosmic-ray neutron probes and mobile surveys using linear regression to derive a daily soil moisture product at 1, 3, and 12 km spatial resolutions for the entire growing season. The statistical relationships derived from the rover dataset offer a novel set of observations that will be useful in: 1) calibrating and validating land surface models, 2) calibrating and validating crop models, 3) soil moisture covariance estimates for statistical downscaling of remote sensing products such as SMOS and SMAP, and 4) provide daily center-pivot scale mean soil moisture data for optimal irrigation timing and volume amounts.

Optimal Run Strategies in Monte Carlo Iterated Fission Source Simulations

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

Romano, Paul K.; Lund, Amanda L.; Siegel, Andrew R.

2017-06-19

The method of successive generations used in Monte Carlo simulations of nuclear reactor models is known to suffer from intergenerational correlation between the spatial locations of fission sites. One consequence of the spatial correlation is that the convergence rate of the variance of the mean for a tally becomes worse than O(N–1). In this work, we consider how the true variance can be minimized given a total amount of work available as a function of the number of source particles per generation, the number of active/discarded generations, and the number of independent simulations. We demonstrate through both analysis and simulationmore » that under certain conditions the solution time for highly correlated reactor problems may be significantly reduced either by running an ensemble of multiple independent simulations or simply by increasing the generation size to the extent that it is practical. However, if too many simulations or too large a generation size is used, the large fraction of source particles discarded can result in an increase in variance. We also show that there is a strong incentive to reduce the number of generations discarded through some source convergence acceleration technique. Furthermore, we discuss the efficient execution of large simulations on a parallel computer; we argue that several practical considerations favor using an ensemble of independent simulations over a single simulation with very large generation size.« less

Hydraulic Conductivity Estimation using Bayesian Model Averaging and Generalized Parameterization

NASA Astrophysics Data System (ADS)

Tsai, F. T.; Li, X.

2006-12-01

Non-uniqueness in parameterization scheme is an inherent problem in groundwater inverse modeling due to limited data. To cope with the non-uniqueness problem of parameterization, we introduce a Bayesian Model Averaging (BMA) method to integrate a set of selected parameterization methods. The estimation uncertainty in BMA includes the uncertainty in individual parameterization methods as the within-parameterization variance and the uncertainty from using different parameterization methods as the between-parameterization variance. Moreover, the generalized parameterization (GP) method is considered in the geostatistical framework in this study. The GP method aims at increasing the flexibility of parameterization through the combination of a zonation structure and an interpolation method. The use of BMP with GP avoids over-confidence in a single parameterization method. A normalized least-squares estimation (NLSE) is adopted to calculate the posterior probability for each GP. We employee the adjoint state method for the sensitivity analysis on the weighting coefficients in the GP method. The adjoint state method is also applied to the NLSE problem. The proposed methodology is implemented to the Alamitos Barrier Project (ABP) in California, where the spatially distributed hydraulic conductivity is estimated. The optimal weighting coefficients embedded in GP are identified through the maximum likelihood estimation (MLE) where the misfits between the observed and calculated groundwater heads are minimized. The conditional mean and conditional variance of the estimated hydraulic conductivity distribution using BMA are obtained to assess the estimation uncertainty.

Teleportation of squeezing: Optimization using non-Gaussian resources

NASA Astrophysics Data System (ADS)

Dell'Anno, Fabio; de Siena, Silvio; Adesso, Gerardo; Illuminati, Fabrizio

2010-12-01

We study the continuous-variable quantum teleportation of states, statistical moments of observables, and scale parameters such as squeezing. We investigate the problem both in ideal and imperfect Vaidman-Braunstein-Kimble protocol setups. We show how the teleportation fidelity is maximized and the difference between output and input variances is minimized by using suitably optimized entangled resources. Specifically, we consider the teleportation of coherent squeezed states, exploiting squeezed Bell states as entangled resources. This class of non-Gaussian states, introduced by Illuminati and co-workers [F. Dell’Anno, S. De Siena, L. Albano, and F. Illuminati, Phys. Rev. APLRAAN1050-294710.1103/PhysRevA.76.022301 76, 022301 (2007); F. Dell’Anno, S. De Siena, and F. Illuminati, Phys. Rev. APLRAAN1050-294710.1103/PhysRevA.81.012333 81, 012333 (2010)], includes photon-added and photon-subtracted squeezed states as special cases. At variance with the case of entangled Gaussian resources, the use of entangled non-Gaussian squeezed Bell resources allows one to choose different optimization procedures that lead to inequivalent results. Performing two independent optimization procedures, one can either maximize the state teleportation fidelity, or minimize the difference between input and output quadrature variances. The two different procedures are compared depending on the degrees of displacement and squeezing of the input states and on the working conditions in ideal and nonideal setups.

Business owners' optimism and business performance after a natural disaster.

PubMed

Bronson, James W; Faircloth, James B; Valentine, Sean R

2006-12-01

Previous work indicates that individuals' optimism is related to superior performance in adverse situations. This study examined correlations after flooding for measures of business recovery but found only weak support (very small common variance) for business owners' optimism scores and sales recovery. Using traditional measures of recovery, in this study was little empirical evidence that optimism would be of value in identifying businesses at risk after a natural disaster.

Population sexual behavior and HIV prevalence in Sub-Saharan Africa: missing links?

PubMed

Omori, Ryosuke; Abu-Raddad, Laith J

2016-03-01

Patterns of sexual partnering should shape HIV transmission in human populations. The objective of this study was to assess empirical associations between population casual sex behavior and HIV prevalence, and between different measures of casual sex behavior. An ecological study design was applied to nationally representative data, those of the Demographic and Health Surveys, in 25 countries of Sub-Saharan Africa. Spearman rank correlation was used to assess different correlations for males and females and their statistical significance. Correlations between HIV prevalence and means and variances of the number of casual sex partners were positive, but small and statistically insignificant. The majority of correlations across means and variances of the number of casual sex partners were positive, large, and statistically significant. However, all correlations between the means, as well as variances, and the variance of unmarried females were weak and statistically insignificant. Population sexual behavior was not predictive of HIV prevalence across these countries. Nevertheless, the strong correlations across means and variances of sexual behavior suggest that self-reported sexual data are self-consistent and convey valid information content. Unmarried female behavior seemed puzzling, but could be playing an influential role in HIV transmission patterns. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

Variation in Seed Germination of 134 Common Species on the Eastern Tibetan Plateau: Phylogenetic, Life History and Environmental Correlates

PubMed Central

Xu, Jing; Li, Wenlong; Zhang, Chunhui; Liu, Wei; Du, Guozhen

2014-01-01

Seed germination is a crucial stage in the life history of a species because it represents the pathway from adult to offspring, and it can affect the distribution and abundance of species in communities. In this study, we examined the effects of phylogenetic, life history and environmental factors on seed germination of 134 common species from an alpine/subalpine meadow on the eastern Tibetan Plateau. In one-way ANOVAs, phylogenetic groups (at or above order) explained 13.0% and 25.9% of the variance in germination percentage and mean germination time, respectively; life history attributes, such as seed size, dispersal mode, explained 3.7%, 2.1% of the variance in germination percentage and 6.3%, 8.7% of the variance in mean germination time, respectively; the environmental factors temperature and habitat explained 4.7%, 1.0% of the variance in germination percentage and 13.5%, 1.7% of the variance in mean germination time, respectively. Our results demonstrated that elevated temperature would lead to a significant increase in germination percentage and an accelerated germination. Multi-factorial ANOVAs showed that the three major factors contributing to differences in germination percentage and mean germination time in this alpine/subalpine meadow were phylogenetic attributes, temperature and seed size (explained 10.5%, 4.7% and 1.4% of the variance in germination percentage independently, respectively; and explained 14.9%, 13.5% and 2.7% of the variance in mean germination time independently, respectively). In addition, there were strong associations between phylogenetic group and life history attributes, and between life history attributes and environmental factors. Therefore, germination variation are constrained mainly by phylogenetic inertia in a community, and seed germination variation correlated with phylogeny is also associated with life history attributes, suggesting a role of niche adaptation in the conservation of germination variation within lineages. Meanwhile, selection can maintain the association between germination behavior and the environmental conditions within a lineage. PMID:24893308

Perceptual attraction in tool use: evidence for a reliability-based weighting mechanism.

PubMed

Debats, Nienke B; Ernst, Marc O; Heuer, Herbert

2017-04-01

Humans are well able to operate tools whereby their hand movement is linked, via a kinematic transformation, to a spatially distant object moving in a separate plane of motion. An everyday example is controlling a cursor on a computer monitor. Despite these separate reference frames, the perceived positions of the hand and the object were found to be biased toward each other. We propose that this perceptual attraction is based on the principles by which the brain integrates redundant sensory information of single objects or events, known as optimal multisensory integration. That is, 1 ) sensory information about the hand and the tool are weighted according to their relative reliability (i.e., inverse variances), and 2 ) the unisensory reliabilities sum up in the integrated estimate. We assessed whether perceptual attraction is consistent with optimal multisensory integration model predictions. We used a cursor-control tool-use task in which we manipulated the relative reliability of the unisensory hand and cursor position estimates. The perceptual biases shifted according to these relative reliabilities, with an additional bias due to contextual factors that were present in experiment 1 but not in experiment 2 The biased position judgments' variances were, however, systematically larger than the predicted optimal variances. Our findings suggest that the perceptual attraction in tool use results from a reliability-based weighting mechanism similar to optimal multisensory integration, but that certain boundary conditions for optimality might not be satisfied. NEW & NOTEWORTHY Kinematic tool use is associated with a perceptual attraction between the spatially separated hand and the effective part of the tool. We provide a formal account for this phenomenon, thereby showing that the process behind it is similar to optimal integration of sensory information relating to single objects. Copyright © 2017 the American Physiological Society.

Measuring kinetics of complex single ion channel data using mean-variance histograms.

PubMed

Patlak, J B

1993-07-01

The measurement of single ion channel kinetics is difficult when those channels exhibit subconductance events. When the kinetics are fast, and when the current magnitudes are small, as is the case for Na+, Ca2+, and some K+ channels, these difficulties can lead to serious errors in the estimation of channel kinetics. I present here a method, based on the construction and analysis of mean-variance histograms, that can overcome these problems. A mean-variance histogram is constructed by calculating the mean current and the current variance within a brief "window" (a set of N consecutive data samples) superimposed on the digitized raw channel data. Systematic movement of this window over the data produces large numbers of mean-variance pairs which can be assembled into a two-dimensional histogram. Defined current levels (open, closed, or sublevel) appear in such plots as low variance regions. The total number of events in such low variance regions is estimated by curve fitting and plotted as a function of window width. This function decreases with the same time constants as the original dwell time probability distribution for each of the regions. The method can therefore be used: 1) to present a qualitative summary of the single channel data from which the signal-to-noise ratio, open channel noise, steadiness of the baseline, and number of conductance levels can be quickly determined; 2) to quantify the dwell time distribution in each of the levels exhibited. In this paper I present the analysis of a Na+ channel recording that had a number of complexities. The signal-to-noise ratio was only about 8 for the main open state, open channel noise, and fast flickers to other states were present, as were a substantial number of subconductance states. "Standard" half-amplitude threshold analysis of these data produce open and closed time histograms that were well fitted by the sum of two exponentials, but with apparently erroneous time constants, whereas the mean-variance histogram technique provided a more credible analysis of the open, closed, and subconductance times for the patch. I also show that the method produces accurate results on simulated data in a wide variety of conditions, whereas the half-amplitude method, when applied to complex simulated data shows the same errors as were apparent in the real data. The utility and the limitations of this new method are discussed.

Technical and biological variance structure in mRNA-Seq data: life in the real world

PubMed Central

2012-01-01

Background mRNA expression data from next generation sequencing platforms is obtained in the form of counts per gene or exon. Counts have classically been assumed to follow a Poisson distribution in which the variance is equal to the mean. The Negative Binomial distribution which allows for over-dispersion, i.e., for the variance to be greater than the mean, is commonly used to model count data as well. Results In mRNA-Seq data from 25 subjects, we found technical variation to generally follow a Poisson distribution as has been reported previously and biological variability was over-dispersed relative to the Poisson model. The mean-variance relationship across all genes was quadratic, in keeping with a Negative Binomial (NB) distribution. Over-dispersed Poisson and NB distributional assumptions demonstrated marked improvements in goodness-of-fit (GOF) over the standard Poisson model assumptions, but with evidence of over-fitting in some genes. Modeling of experimental effects improved GOF for high variance genes but increased the over-fitting problem. Conclusions These conclusions will guide development of analytical strategies for accurate modeling of variance structure in these data and sample size determination which in turn will aid in the identification of true biological signals that inform our understanding of biological systems. PMID:22769017

Validation by simulation of a clinical trial model using the standardized mean and variance criteria.

PubMed

Abbas, Ismail; Rovira, Joan; Casanovas, Josep

2006-12-01

To develop and validate a model of a clinical trial that evaluates the changes in cholesterol level as a surrogate marker for lipodystrophy in HIV subjects under alternative antiretroviral regimes, i.e., treatment with Protease Inhibitors vs. a combination of nevirapine and other antiretroviral drugs. Five simulation models were developed based on different assumptions, on treatment variability and pattern of cholesterol reduction over time. The last recorded cholesterol level, the difference from the baseline, the average difference from the baseline and level evolution, are the considered endpoints. Specific validation criteria based on a 10% minus or plus standardized distance in means and variances were used to compare the real and the simulated data. The validity criterion was met by all models for considered endpoints. However, only two models met the validity criterion when all endpoints were considered. The model based on the assumption that within-subjects variability of cholesterol levels changes over time is the one that minimizes the validity criterion, standardized distance equal to or less than 1% minus or plus. Simulation is a useful technique for calibration, estimation, and evaluation of models, which allows us to relax the often overly restrictive assumptions regarding parameters required by analytical approaches. The validity criterion can also be used to select the preferred model for design optimization, until additional data are obtained allowing an external validation of the model.

Analysis of portfolio optimization with lot of stocks amount constraint: case study index LQ45

NASA Astrophysics Data System (ADS)

Chin, Liem; Chendra, Erwinna; Sukmana, Agus

2018-01-01

To form an optimum portfolio (in the sense of minimizing risk and / or maximizing return), the commonly used model is the mean-variance model of Markowitz. However, there is no amount of lots of stocks constraint. And, retail investors in Indonesia cannot do short selling. So, in this study we will develop an existing model by adding an amount of lot of stocks and short-selling constraints to get the minimum risk of portfolio with and without any target return. We will analyse the stocks listed in the LQ45 index based on the stock market capitalization. To perform this analysis, we will use Solver that available in Microsoft Excel.

Characterization, parameter estimation, and aircraft response statistics of atmospheric turbulence

NASA Technical Reports Server (NTRS)

Mark, W. D.

1981-01-01

A nonGaussian three component model of atmospheric turbulence is postulated that accounts for readily observable features of turbulence velocity records, their autocorrelation functions, and their spectra. Methods for computing probability density functions and mean exceedance rates of a generic aircraft response variable are developed using nonGaussian turbulence characterizations readily extracted from velocity recordings. A maximum likelihood method is developed for optimal estimation of the integral scale and intensity of records possessing von Karman transverse of longitudinal spectra. Formulas for the variances of such parameter estimates are developed. The maximum likelihood and least-square approaches are combined to yield a method for estimating the autocorrelation function parameters of a two component model for turbulence.

Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets

NASA Astrophysics Data System (ADS)

Zeng, Yan; Li, Zhongfei; Wu, Huiling

2013-03-01

This article considers an investor who has an exogenous cash flow evolving according to a Lévy process and invests in a financial market consisting of only risky assets, whose prices are governed by exponential Lévy processes. Two continuous-time portfolio selection problems are studied for the investor. One is a benchmark problem, and the other is a mean-variance problem. The first problem is solved by adopting the stochastic dynamic programming approach, and the obtained results are extended to the second problem by employing the duality theory. Closed-form solutions of these two problems are derived. Some existing results are found to be special cases of our results.

Capability and Development Risk Management in System-of-Systems Architectures: A Portfolio Approach to Decision-Making

DTIC Science & Technology

2012-04-30

tool that provides a means of balancing capability development against cost and interdependent risks through the use of modern portfolio theory ...Focardi, 2007; Tutuncu & Cornuejols, 2007) that are extensions of modern portfolio and control theory . The reformulation allows for possible changes...Acquisition: Wave Model context • An Investment Portfolio Approach – Mean Variance Approach – Mean - Variance : A Robust Version • Concept

Multi-Sensor Optimal Data Fusion Based on the Adaptive Fading Unscented Kalman Filter

PubMed Central

Gao, Bingbing; Hu, Gaoge; Gao, Shesheng; Gu, Chengfan

2018-01-01

This paper presents a new optimal data fusion methodology based on the adaptive fading unscented Kalman filter for multi-sensor nonlinear stochastic systems. This methodology has a two-level fusion structure: at the bottom level, an adaptive fading unscented Kalman filter based on the Mahalanobis distance is developed and serves as local filters to improve the adaptability and robustness of local state estimations against process-modeling error; at the top level, an unscented transformation-based multi-sensor optimal data fusion for the case of N local filters is established according to the principle of linear minimum variance to calculate globally optimal state estimation by fusion of local estimations. The proposed methodology effectively refrains from the influence of process-modeling error on the fusion solution, leading to improved adaptability and robustness of data fusion for multi-sensor nonlinear stochastic systems. It also achieves globally optimal fusion results based on the principle of linear minimum variance. Simulation and experimental results demonstrate the efficacy of the proposed methodology for INS/GNSS/CNS (inertial navigation system/global navigation satellite system/celestial navigation system) integrated navigation. PMID:29415509

Multi-Sensor Optimal Data Fusion Based on the Adaptive Fading Unscented Kalman Filter.

PubMed

Gao, Bingbing; Hu, Gaoge; Gao, Shesheng; Zhong, Yongmin; Gu, Chengfan

2018-02-06

This paper presents a new optimal data fusion methodology based on the adaptive fading unscented Kalman filter for multi-sensor nonlinear stochastic systems. This methodology has a two-level fusion structure: at the bottom level, an adaptive fading unscented Kalman filter based on the Mahalanobis distance is developed and serves as local filters to improve the adaptability and robustness of local state estimations against process-modeling error; at the top level, an unscented transformation-based multi-sensor optimal data fusion for the case of N local filters is established according to the principle of linear minimum variance to calculate globally optimal state estimation by fusion of local estimations. The proposed methodology effectively refrains from the influence of process-modeling error on the fusion solution, leading to improved adaptability and robustness of data fusion for multi-sensor nonlinear stochastic systems. It also achieves globally optimal fusion results based on the principle of linear minimum variance. Simulation and experimental results demonstrate the efficacy of the proposed methodology for INS/GNSS/CNS (inertial navigation system/global navigation satellite system/celestial navigation system) integrated navigation.

Off-Line Quality Control In Integrated Circuit Fabrication Using Experimental Design

NASA Astrophysics Data System (ADS)

Phadke, M. S.; Kackar, R. N.; Speeney, D. V.; Grieco, M. J.

1987-04-01

Off-line quality control is a systematic method of optimizing production processes and product designs. It is widely used in Japan to produce high quality products at low cost. The method was introduced to us by Professor Genichi Taguchi who is a Deming-award winner and a former Director of the Japanese Academy of Quality. In this paper we will i) describe the off-line quality control method, and ii) document our efforts to optimize the process for forming contact windows in 3.5 Aim CMOS circuits fabricated in the Murray Hill Integrated Circuit Design Capability Laboratory. In the fabrication of integrated circuits it is critically important to produce contact windows of size very near the target dimension. Windows which are too small or too large lead to loss of yield. The off-line quality control method has improved both the process quality and productivity. The variance of the window size has been reduced by a factor of four. Also, processing time for window photolithography has been substantially reduced. The key steps of off-line quality control are: i) Identify important manipulatable process factors and their potential working levels. ii) Perform fractional factorial experiments on the process using orthogonal array designs. iii) Analyze the resulting data to determine the optimum operating levels of the factors. Both the process mean and the process variance are considered in this analysis. iv) Conduct an additional experiment to verify that the new factor levels indeed give an improvement.

Efficiency of timing delays and electrode positions in optimization of biventricular pacing: a simulation study.

PubMed

Miri, Raz; Graf, Iulia M; Dössel, Olaf

2009-11-01

Electrode positions and timing delays influence the efficacy of biventricular pacing (BVP). Accordingly, this study focuses on BVP optimization, using a detailed 3-D electrophysiological model of the human heart, which is adapted to patient-specific anatomy and pathophysiology. The research is effectuated on ten heart models with left bundle branch block and myocardial infarction derived from magnetic resonance and computed tomography data. Cardiac electrical activity is simulated with the ten Tusscher cell model and adaptive cellular automaton at physiological and pathological conduction levels. The optimization methods are based on a comparison between the electrical response of the healthy and diseased heart models, measured in terms of root mean square error (E(RMS)) of the excitation front and the QRS duration error (E(QRS)). Intra- and intermethod associations of the pacing electrodes and timing delays variables were analyzed with statistical methods, i.e., t -test for dependent data, one-way analysis of variance for electrode pairs, and Pearson model for equivalent parameters from the two optimization methods. The results indicate that lateral the left ventricle and the upper or middle septal area are frequently (60% of cases) the optimal positions of the left and right electrodes, respectively. Statistical analysis proves that the two optimization methods are in good agreement. In conclusion, a noninvasive preoperative BVP optimization strategy based on computer simulations can be used to identify the most beneficial patient-specific electrode configuration and timing delays.

Optimization of multi-stage dynamic treatment regimes utilizing accumulated data.

PubMed

Huang, Xuelin; Choi, Sangbum; Wang, Lu; Thall, Peter F

2015-11-20

In medical therapies involving multiple stages, a physician's choice of a subject's treatment at each stage depends on the subject's history of previous treatments and outcomes. The sequence of decisions is known as a dynamic treatment regime or treatment policy. We consider dynamic treatment regimes in settings where each subject's final outcome can be defined as the sum of longitudinally observed values, each corresponding to a stage of the regime. Q-learning, which is a backward induction method, is used to first optimize the last stage treatment then sequentially optimize each previous stage treatment until the first stage treatment is optimized. During this process, model-based expectations of outcomes of late stages are used in the optimization of earlier stages. When the outcome models are misspecified, bias can accumulate from stage to stage and become severe, especially when the number of treatment stages is large. We demonstrate that a modification of standard Q-learning can help reduce the accumulated bias. We provide a computational algorithm, estimators, and closed-form variance formulas. Simulation studies show that the modified Q-learning method has a higher probability of identifying the optimal treatment regime even in settings with misspecified models for outcomes. It is applied to identify optimal treatment regimes in a study for advanced prostate cancer and to estimate and compare the final mean rewards of all the possible discrete two-stage treatment sequences. Copyright © 2015 John Wiley & Sons, Ltd.

Using the PLUM procedure of SPSS to fit unequal variance and generalized signal detection models.

PubMed

DeCarlo, Lawrence T

2003-02-01

The recent addition of aprocedure in SPSS for the analysis of ordinal regression models offers a simple means for researchers to fit the unequal variance normal signal detection model and other extended signal detection models. The present article shows how to implement the analysis and how to interpret the SPSS output. Examples of fitting the unequal variance normal model and other generalized signal detection models are given. The approach offers a convenient means for applying signal detection theory to a variety of research.

Monthly hydroclimatology of the continental United States

NASA Astrophysics Data System (ADS)

Petersen, Thomas; Devineni, Naresh; Sankarasubramanian, A.

2018-04-01

Physical/semi-empirical models that do not require any calibration are of paramount need for estimating hydrological fluxes for ungauged sites. We develop semi-empirical models for estimating the mean and variance of the monthly streamflow based on Taylor Series approximation of a lumped physically based water balance model. The proposed models require mean and variance of monthly precipitation and potential evapotranspiration, co-variability of precipitation and potential evapotranspiration and regionally calibrated catchment retention sensitivity, atmospheric moisture uptake sensitivity, groundwater-partitioning factor, and the maximum soil moisture holding capacity parameters. Estimates of mean and variance of monthly streamflow using the semi-empirical equations are compared with the observed estimates for 1373 catchments in the continental United States. Analyses show that the proposed models explain the spatial variability in monthly moments for basins in lower elevations. A regionalization of parameters for each water resources region show good agreement between observed moments and model estimated moments during January, February, March and April for mean and all months except May and June for variance. Thus, the proposed relationships could be employed for understanding and estimating the monthly hydroclimatology of ungauged basins using regional parameters.

Local image variance of 7 Tesla SWI is a new technique for preoperative characterization of diffusely infiltrating gliomas: correlation with tumour grade and IDH1 mutational status.

PubMed

Grabner, Günther; Kiesel, Barbara; Wöhrer, Adelheid; Millesi, Matthias; Wurzer, Aygül; Göd, Sabine; Mallouhi, Ammar; Knosp, Engelbert; Marosi, Christine; Trattnig, Siegfried; Wolfsberger, Stefan; Preusser, Matthias; Widhalm, Georg

2017-04-01

To investigate the value of local image variance (LIV) as a new technique for quantification of hypointense microvascular susceptibility-weighted imaging (SWI) structures at 7 Tesla for preoperative glioma characterization. Adult patients with neuroradiologically suspected diffusely infiltrating gliomas were prospectively recruited and 7 Tesla SWI was performed in addition to standard imaging. After tumour segmentation, quantification of intratumoural SWI hypointensities was conducted by the SWI-LIV technique. Following surgery, the histopathological tumour grade and isocitrate dehydrogenase 1 (IDH1)-R132H mutational status was determined and SWI-LIV values were compared between low-grade gliomas (LGG) and high-grade gliomas (HGG), IDH1-R132H negative and positive tumours, as well as gliomas with significant and non-significant contrast-enhancement (CE) on MRI. In 30 patients, 9 LGG and 21 HGG were diagnosed. The calculation of SWI-LIV values was feasible in all tumours. Significantly higher mean SWI-LIV values were found in HGG compared to LGG (92.7 versus 30.8; p < 0.0001), IDH1-R132H negative compared to IDH1-R132H positive gliomas (109.9 versus 38.3; p < 0.0001) and tumours with significant CE compared to non-significant CE (120.1 versus 39.0; p < 0.0001). Our data indicate that 7 Tesla SWI-LIV might improve preoperative characterization of diffusely infiltrating gliomas and thus optimize patient management by quantification of hypointense microvascular structures. • 7 Tesla local image variance helps to quantify hypointense susceptibility-weighted imaging structures. • SWI-LIV is significantly increased in high-grade and IDH1-R132H negative gliomas. • SWI-LIV is a promising technique for improved preoperative glioma characterization. • Preoperative management of diffusely infiltrating gliomas will be optimized.

Support, shape and number of replicate samples for tree foliage analysis.

PubMed

Luyssaert, Sebastiaan; Mertens, Jan; Raitio, Hannu

2003-06-01

Many fundamental features of a sampling program are determined by the heterogeneity of the object under study and the settings for the error (alpha), the power (beta), the effect size (ES), the number of replicate samples, and sample support, which is a feature that is often overlooked. The number of replicates, alpha, beta, ES, and sample support are interconnected. The effect of the sample support and its shape on the required number of replicate samples was investigated by means of a resampling method. The method was applied to a simulated distribution of Cd in the crown of a Salix fragilis L. tree. Increasing the dimensions of the sample support results in a decrease in the variance of the element concentration under study. Analysis of the variance is often the foundation of statistical tests, therefore, valid statistical testing requires the use of a fixed sample support during the experiment. This requirement might be difficult to meet in time-series analyses and long-term monitoring programs. Sample supports have their largest dimension in the direction with the largest heterogeneity, i.e. the direction representing the crown height, and this will give more accurate results than supports with other shapes. Taking the relationships between the sample support and the variance of the element concentrations in tree crowns into account provides guidelines for sampling efficiency in terms of precision and costs. In terms of time, the optimal support to test whether the average Cd concentration of the crown exceeds a threshold value is 0.405 m3 (alpha = 0.05, beta = 0.20, ES = 1.0 mg kg(-1) dry mass). The average weight of this support is 23 g dry mass, and 11 replicate samples need to be taken. It should be noted that in this case the optimal support applies to Cd under conditions similar to those of the simulation, but not necessarily all the examinations for this tree species, element, and hypothesis test.

Demographic analysis, a comparison of the jackknife and bootstrap methods, and predation projection: a case study of Chrysopa pallens (Neuroptera: Chrysopidae).

PubMed

Yu, Ling-Yuan; Chen, Zhen-Zhen; Zheng, Fang-Qiang; Shi, Ai-Ju; Guo, Ting-Ting; Yeh, Bao-Hua; Chi, Hsin; Xu, Yong-Yu

2013-02-01

The life table of the green lacewing, Chrysopa pallens (Rambur), was studied at 22 degrees C, a photoperiod of 15:9 (L:D) h, and 80% relative humidity in the laboratory. The raw data were analyzed using the age-stage, two-sex life table. The intrinsic rate of increase (r), the finite rate of increase (lambda), the net reproduction rate (R0), and the mean generation time (T) of Ch. pallens were 0.1258 d(-1), 1.1340 d(-1), 241.4 offspring and 43.6 d, respectively. For the estimation of the means, variances, and SEs of the population parameters, we compared the jackknife and bootstrap techniques. Although similar values of the means and SEs were obtained with both techniques, significant differences were observed in the frequency distribution and variances of all parameters. The jackknife technique will result in a zero net reproductive rate upon the omission of a male, an immature death, or a nonreproductive female. This result represents, however, a contradiction because an intrinsic rate of increase exists in this situation. Therefore, we suggest that the jackknife technique should not be used for the estimation of population parameters. In predator-prey interactions, the nonpredatory egg and pupal stages of the predator are time refuges for the prey, and the pest population can grow during these times. In this study, a population projection based on the age-stage, two-sex life table is used to determine the optimal interval between releases to fill the predation gaps and maintain the predatory capacity of the control agent.

Gender differences in variance and means on the Naglieri Non-verbal Ability Test: data from the Philippines.

PubMed

Vista, Alvin; Care, Esther

2011-06-01

Research on gender differences in intelligence has focused mostly on samples from Western countries and empirical evidence on gender differences from Southeast Asia is relatively sparse. This article presents results on gender differences in variance and means on a non-verbal intelligence test using a national sample of public school students from the Philippines. More than 2,700 sixth graders from public schools across the country were tested with the Naglieri Non-verbal Ability Test (NNAT). Variance ratios (VRs) and log-transformed VRs were computed. Proportion ratios for each of the ability levels were also calculated and a chi-square goodness-of-fit test was performed. An analysis of variance was performed to determine the overall gender difference in mean scores as well as within each of three age subgroups. Our data show non-existent or trivial gender difference in mean scores. However, the tails of the distributions show differences between the males and females, with greater variability among males in the upper half of the distribution and greater variability among females in the lower half of the distribution. Descriptions of the results and their implications are discussed. Results on mean score differences support the hypothesis that there are no significant gender differences in cognitive ability. The unusual results regarding differences in variance and the male-female proportion in the tails require more complex investigations. ©2010 The British Psychological Society.

Taylor's law and body size in exploited marine ecosystems.

PubMed

Cohen, Joel E; Plank, Michael J; Law, Richard

2012-12-01

Taylor's law (TL), which states that variance in population density is related to mean density via a power law, and density-mass allometry, which states that mean density is related to body mass via a power law, are two of the most widely observed patterns in ecology. Combining these two laws predicts that the variance in density is related to body mass via a power law (variance-mass allometry). Marine size spectra are known to exhibit density-mass allometry, but variance-mass allometry has not been investigated. We show that variance and body mass in unexploited size spectrum models are related by a power law, and that this leads to TL with an exponent slightly <2. These simulated relationships are disrupted less by balanced harvesting, in which fishing effort is spread across a wide range of body sizes, than by size-at-entry fishing, in which only fish above a certain size may legally be caught.

Taylor's law and body size in exploited marine ecosystems

PubMed Central

Cohen, Joel E; Plank, Michael J; Law, Richard

2012-01-01

Taylor's law (TL), which states that variance in population density is related to mean density via a power law, and density-mass allometry, which states that mean density is related to body mass via a power law, are two of the most widely observed patterns in ecology. Combining these two laws predicts that the variance in density is related to body mass via a power law (variance-mass allometry). Marine size spectra are known to exhibit density-mass allometry, but variance-mass allometry has not been investigated. We show that variance and body mass in unexploited size spectrum models are related by a power law, and that this leads to TL with an exponent slightly <2. These simulated relationships are disrupted less by balanced harvesting, in which fishing effort is spread across a wide range of body sizes, than by size-at-entry fishing, in which only fish above a certain size may legally be caught. PMID:23301181

Errors in the estimation of the variance: implications for multiple-probability fluctuation analysis.

PubMed

Saviane, Chiara; Silver, R Angus

2006-06-15

Synapses play a crucial role in information processing in the brain. Amplitude fluctuations of synaptic responses can be used to extract information about the mechanisms underlying synaptic transmission and its modulation. In particular, multiple-probability fluctuation analysis can be used to estimate the number of functional release sites, the mean probability of release and the amplitude of the mean quantal response from fits of the relationship between the variance and mean amplitude of postsynaptic responses, recorded at different probabilities. To determine these quantal parameters, calculate their uncertainties and the goodness-of-fit of the model, it is important to weight the contribution of each data point in the fitting procedure. We therefore investigated the errors associated with measuring the variance by determining the best estimators of the variance of the variance and have used simulations of synaptic transmission to test their accuracy and reliability under different experimental conditions. For central synapses, which generally have a low number of release sites, the amplitude distribution of synaptic responses is not normal, thus the use of a theoretical variance of the variance based on the normal assumption is not a good approximation. However, appropriate estimators can be derived for the population and for limited sample sizes using a more general expression that involves higher moments and introducing unbiased estimators based on the h-statistics. Our results are likely to be relevant for various applications of fluctuation analysis when few channels or release sites are present.

Systems, Subjects, Sessions: To What Extent Do These Factors Influence EEG Data?

PubMed

Melnik, Andrew; Legkov, Petr; Izdebski, Krzysztof; Kärcher, Silke M; Hairston, W David; Ferris, Daniel P; König, Peter

2017-01-01

Lab-based electroencephalography (EEG) techniques have matured over decades of research and can produce high-quality scientific data. It is often assumed that the specific choice of EEG system has limited impact on the data and does not add variance to the results. However, many low cost and mobile EEG systems are now available, and there is some doubt as to the how EEG data vary across these newer systems. We sought to determine how variance across systems compares to variance across subjects or repeated sessions. We tested four EEG systems: two standard research-grade systems, one system designed for mobile use with dry electrodes, and an affordable mobile system with a lower channel count. We recorded four subjects three times with each of the four EEG systems. This setup allowed us to assess the influence of all three factors on the variance of data. Subjects performed a battery of six short standard EEG paradigms based on event-related potentials (ERPs) and steady-state visually evoked potential (SSVEP). Results demonstrated that subjects account for 32% of the variance, systems for 9% of the variance, and repeated sessions for each subject-system combination for 1% of the variance. In most lab-based EEG research, the number of subjects per study typically ranges from 10 to 20, and error of uncertainty in estimates of the mean (like ERP) will improve by the square root of the number of subjects. As a result, the variance due to EEG system (9%) is of the same order of magnitude as variance due to subjects (32%/sqrt(16) = 8%) with a pool of 16 subjects. The two standard research-grade EEG systems had no significantly different means from each other across all paradigms. However, the two other EEG systems demonstrated different mean values from one or both of the two standard research-grade EEG systems in at least half of the paradigms. In addition to providing specific estimates of the variability across EEG systems, subjects, and repeated sessions, we also propose a benchmark to evaluate new mobile EEG systems by means of ERP responses.

Systems, Subjects, Sessions: To What Extent Do These Factors Influence EEG Data?

PubMed Central

Melnik, Andrew; Legkov, Petr; Izdebski, Krzysztof; Kärcher, Silke M.; Hairston, W. David; Ferris, Daniel P.; König, Peter

2017-01-01

Lab-based electroencephalography (EEG) techniques have matured over decades of research and can produce high-quality scientific data. It is often assumed that the specific choice of EEG system has limited impact on the data and does not add variance to the results. However, many low cost and mobile EEG systems are now available, and there is some doubt as to the how EEG data vary across these newer systems. We sought to determine how variance across systems compares to variance across subjects or repeated sessions. We tested four EEG systems: two standard research-grade systems, one system designed for mobile use with dry electrodes, and an affordable mobile system with a lower channel count. We recorded four subjects three times with each of the four EEG systems. This setup allowed us to assess the influence of all three factors on the variance of data. Subjects performed a battery of six short standard EEG paradigms based on event-related potentials (ERPs) and steady-state visually evoked potential (SSVEP). Results demonstrated that subjects account for 32% of the variance, systems for 9% of the variance, and repeated sessions for each subject-system combination for 1% of the variance. In most lab-based EEG research, the number of subjects per study typically ranges from 10 to 20, and error of uncertainty in estimates of the mean (like ERP) will improve by the square root of the number of subjects. As a result, the variance due to EEG system (9%) is of the same order of magnitude as variance due to subjects (32%/sqrt(16) = 8%) with a pool of 16 subjects. The two standard research-grade EEG systems had no significantly different means from each other across all paradigms. However, the two other EEG systems demonstrated different mean values from one or both of the two standard research-grade EEG systems in at least half of the paradigms. In addition to providing specific estimates of the variability across EEG systems, subjects, and repeated sessions, we also propose a benchmark to evaluate new mobile EEG systems by means of ERP responses. PMID:28424600

On optimal current patterns for electrical impedance tomography.

PubMed

Demidenko, Eugene; Hartov, Alex; Soni, Nirmal; Paulsen, Keith D

2005-02-01

We develop a statistical criterion for optimal patterns in planar circular electrical impedance tomography. These patterns minimize the total variance of the estimation for the resistance or conductance matrix. It is shown that trigonometric patterns (Isaacson, 1986), originally derived from the concept of distinguishability, are a special case of our optimal statistical patterns. New optimal random patterns are introduced. Recovering the electrical properties of the measured body is greatly simplified when optimal patterns are used. The Neumann-to-Dirichlet map and the optimal patterns are derived for a homogeneous medium with an arbitrary distribution of the electrodes on the periphery. As a special case, optimal patterns are developed for a practical EIT system with a finite number of electrodes. For a general nonhomogeneous medium, with no a priori restriction, the optimal patterns for the resistance and conductance matrix are the same. However, for a homogeneous medium, the best current pattern is the worst voltage pattern and vice versa. We study the effect of the number and the width of the electrodes on the estimate of resistivity and conductivity in a homogeneous medium. We confirm experimentally that the optimal patterns produce minimum conductivity variance in a homogeneous medium. Our statistical model is able to discriminate between a homogenous agar phantom and one with a 2 mm air hole with error probability (p-value) 1/1000.

Antecedents of basic psychological need satisfaction of pharmacy students: The role of peers, family, lecturers and workload.

PubMed

Basson, Mariëtta J; Rothmann, Sebastiaan

2018-04-01

Self-determination theory (SDT) provides a model to improve pharmacy students' well-being or functioning in their study context. According to SDT, students need a context that satisfies their needs for autonomy, relatedness and competence in order to function optimally. Contextual factors that could have an impact on a student's functioning are lecturers, family, peers and workload. To investigate whether there is a difference between the contributions family, lecturers, peers and workload make towards the satisfaction of pharmacy students' basic psychological needs within a university context. An electronic survey was administered amongst students registered with the North-West University's School of Pharmacy. Registered pharmacy students, 779, completed said electronic survey comprised of a questionnaire on demographics, BMPN (Balanced Measure of Psychological Needs) and self-developed ANPNS (Antecedents of Psychological Need-satisfaction Scale). Data derived from the afore-going was analysed with the aid of structural equation modelling (SEM). Structural equation modelling explained 46%, 25% and 30% respectively of the total group's variances in autonomy, competence and relatedness satisfaction, and 26% of the variance in psychological need frustration. Peers and family played a significant role in the satisfaction of students' need for autonomy, relatedness and competence, whilst workload seemingly hampered satisfaction with regards to relatedness and autonomy. Workload contributed towards frustration with regards to psychological need satisfaction. The role played by lecturers in satisfying pharmacy students' need for autonomy, relatedness and competence will also be highlighted. This study added to the body of knowledge regarding contextual factors and the impact those factors have on pharmacy students' need satisfaction by illustrating that not all factors (family, lecturers, peers and workload) can be considered equal. Lecturers ought to recognise the important role family and peers play in the emotional and mental wellbeing of students and utilise those factors in their teaching. The mechanism of basic psychological need satisfaction as described in Self-determination theory provide insight into pharmacy students' optimal functioning. Hence the influence of contextual factors, (lecturers, peers, family and workload) on the need satisfaction was investigated by means of a survey. The structural model explained 46%, 25% and 30% of the variances in autonomy, competence and relatedness satisfaction and 26% of the variance in psychological need frustration. Family and Peer support contributed the most to the variance explained of the variables. Lecturers should acknowledge this important role of family and peers and utilise this premise when they design learning encounters. Copyright © 2017 Elsevier Inc. All rights reserved.

Investigation of effective decision criteria for multiobjective optimization in IMRT.

PubMed

Holdsworth, Clay; Stewart, Robert D; Kim, Minsun; Liao, Jay; Phillips, Mark H

2011-06-01

To investigate how using different sets of decision criteria impacts the quality of intensity modulated radiation therapy (IMRT) plans obtained by multiobjective optimization. A multiobjective optimization evolutionary algorithm (MOEA) was used to produce sets of IMRT plans. The MOEA consisted of two interacting algorithms: (i) a deterministic inverse planning optimization of beamlet intensities that minimizes a weighted sum of quadratic penalty objectives to generate IMRT plans and (ii) an evolutionary algorithm that selects the superior IMRT plans using decision criteria and uses those plans to determine the new weights and penalty objectives of each new plan. Plans resulting from the deterministic algorithm were evaluated by the evolutionary algorithm using a set of decision criteria for both targets and organs at risk (OARs). Decision criteria used included variation in the target dose distribution, mean dose, maximum dose, generalized equivalent uniform dose (gEUD), an equivalent uniform dose (EUD(alpha,beta) formula derived from the linear-quadratic survival model, and points on dose volume histograms (DVHs). In order to quantatively compare results from trials using different decision criteria, a neutral set of comparison metrics was used. For each set of decision criteria investigated, IMRT plans were calculated for four different cases: two simple prostate cases, one complex prostate Case, and one complex head and neck Case. When smaller numbers of decision criteria, more descriptive decision criteria, or less anti-correlated decision criteria were used to characterize plan quality during multiobjective optimization, dose to OARs and target dose variation were reduced in the final population of plans. Mean OAR dose and gEUD (a = 4) decision criteria were comparable. Using maximum dose decision criteria for OARs near targets resulted in inferior populations that focused solely on low target variance at the expense of high OAR dose. Target dose range, (D(max) - D(min)), decision criteria were found to be most effective for keeping targets uniform. Using target gEUD decision criteria resulted in much lower OAR doses but much higher target dose variation. EUD(alpha,beta) based decision criteria focused on a region of plan space that was a compromise between target and OAR objectives. None of these target decision criteria dominated plans using other criteria, but only focused on approaching a different area of the Pareto front. The choice of decision criteria implemented in the MOEA had a significant impact on the region explored and the rate of convergence toward the Pareto front. When more decision criteria, anticorrelated decision criteria, or decision criteria with insufficient information were implemented, inferior populations are resulted. When more informative decision criteria were used, such as gEUD, EUD(alpha,beta), target dose range, and mean dose, MOEA optimizations focused on approaching different regions of the Pareto front, but did not dominate each other. Using simple OAR decision criteria and target EUD(alpha,beta) decision criteria demonstrated the potential to generate IMRT plans that significantly reduce dose to OARs while achieving the same or better tumor control when clinical requirements on target dose variance can be met or relaxed.

Gender Variance and Educational Psychology: Implications for Practice

ERIC Educational Resources Information Center

Yavuz, Carrie

2016-01-01

The area of gender variance appears to be more visible in both the media and everyday life. Within educational psychology literature gender variance remains underrepresented. The positioning of educational psychologists working across the three levels of child and family, school or establishment and education authority/council, means that they are…

Determining Sample Sizes for Precise Contrast Analysis with Heterogeneous Variances

ERIC Educational Resources Information Center

Jan, Show-Li; Shieh, Gwowen

2014-01-01

The analysis of variance (ANOVA) is one of the most frequently used statistical analyses in practical applications. Accordingly, the single and multiple comparison procedures are frequently applied to assess the differences among mean effects. However, the underlying assumption of homogeneous variances may not always be tenable. This study…

Design of clinical trials involving multiple hypothesis tests with a common control.

PubMed

Schou, I Manjula; Marschner, Ian C

2017-07-01

Randomized clinical trials comparing several treatments to a common control are often reported in the medical literature. For example, multiple experimental treatments may be compared with placebo, or in combination therapy trials, a combination therapy may be compared with each of its constituent monotherapies. Such trials are typically designed using a balanced approach in which equal numbers of individuals are randomized to each arm, however, this can result in an inefficient use of resources. We provide a unified framework and new theoretical results for optimal design of such single-control multiple-comparator studies. We consider variance optimal designs based on D-, A-, and E-optimality criteria, using a general model that allows for heteroscedasticity and a range of effect measures that include both continuous and binary outcomes. We demonstrate the sensitivity of these designs to the type of optimality criterion by showing that the optimal allocation ratios are systematically ordered according to the optimality criterion. Given this sensitivity to the optimality criterion, we argue that power optimality is a more suitable approach when designing clinical trials where testing is the objective. Weighted variance optimal designs are also discussed, which, like power optimal designs, allow the treatment difference to play a major role in determining allocation ratios. We illustrate our methods using two real clinical trial examples taken from the medical literature. Some recommendations on the use of optimal designs in single-control multiple-comparator trials are also provided. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Why "suboptimal" is optimal: Jensen's inequality and ectotherm thermal preferences.

PubMed

Martin, Tara Laine; Huey, Raymond B

2008-03-01

Body temperature (T(b)) profoundly affects the fitness of ectotherms. Many ectotherms use behavior to control T(b) within narrow levels. These temperatures are assumed to be optimal and therefore to match body temperatures (Trmax) that maximize fitness (r). We develop an optimality model and find that optimal body temperature (T(o)) should not be centered at Trmax but shifted to a lower temperature. This finding seems paradoxical but results from two considerations relating to Jensen's inequality, which deals with how variance and skew influence integrals of nonlinear functions. First, ectotherms are not perfect thermoregulators and so experience a range of T(b). Second, temperature-fitness curves are asymmetric, such that a T(b) higher than Trmax depresses fitness more than will a T(b) displaced an equivalent amount below Trmax. Our model makes several predictions. The magnitude of the optimal shift (Trmax - To) should increase with the degree of asymmetry of temperature-fitness curves and with T(b) variance. Deviations should be relatively large for thermal specialists but insensitive to whether fitness increases with Trmax ("hotter is better"). Asymmetric (left-skewed) T(b) distributions reduce the magnitude of the optimal shift but do not eliminate it. Comparative data (insects, lizards) support key predictions. Thus, "suboptimal" is optimal.

Causes of individual differences in adolescent optimism: a study in Dutch twins and their siblings.

PubMed

Mavioğlu, Rezan Nehir; Boomsma, Dorret I; Bartels, Meike

2015-11-01

The aim of this study was to investigate the degree to which genetic and environmental influences affect variation in adolescent optimism. Optimism (3 items and 6 items approach) and pessimism were assessed by the Life Orientation Test-Revised (LOT-R) in 5,187 adolescent twins and 999 of their non-twin siblings from the Netherlands Twin Register (NTR). Males reported significantly higher optimism scores than females, while females score higher on pessimism. Genetic structural equation modeling revealed that about one-third of the variance in optimism and pessimism was due to additive genetic effects, with the remaining variance being explained by non-shared environmental effects. A bivariate correlated factor model revealed two dimensions with a genetic correlation of -.57 (CI -.67, -.47), while the non-shared environmental correlation was estimated to be -.21 (CI -.25, -.16). Neither an effect of shared environment, non-additive genetic influences, nor quantitative sex differences was found for both dimensions. This result indicates that individual differences in adolescent optimism are mainly accounted for by non-shared environmental factors. These environmental factors do not contribute to the similarity of family members, but to differences between them. Familial resemblance in optimism and pessimism assessed in adolescents is fully accounted for by genetic overlap between family members.

Simulation of variation of apparent resistivity in resistivity surveys using finite difference modelling with Monte Carlo analysis

NASA Astrophysics Data System (ADS)

Aguirre, E. E.; Karchewski, B.

2017-12-01

DC resistivity surveying is a geophysical method that quantifies the electrical properties of the subsurface of the earth by applying a source current between two electrodes and measuring potential differences between electrodes at known distances from the source. Analytical solutions for a homogeneous half-space and simple subsurface models are well known, as the former is used to define the concept of apparent resistivity. However, in situ properties are heterogeneous meaning that simple analytical models are only an approximation, and ignoring such heterogeneity can lead to misinterpretation of survey results costing time and money. The present study examines the extent to which random variations in electrical properties (i.e. electrical conductivity) affect potential difference readings and therefore apparent resistivities, relative to an assumed homogeneous subsurface model. We simulate the DC resistivity survey using a Finite Difference (FD) approximation of an appropriate simplification of Maxwell's equations implemented in Matlab. Electrical resistivity values at each node in the simulation were defined as random variables with a given mean and variance, and are assumed to follow a log-normal distribution. The Monte Carlo analysis for a given variance of electrical resistivity was performed until the mean and variance in potential difference measured at the surface converged. Finally, we used the simulation results to examine the relationship between variance in resistivity and variation in surface potential difference (or apparent resistivity) relative to a homogeneous half-space model. For relatively low values of standard deviation in the material properties (<10% of mean), we observed a linear correlation between variance of resistivity and variance in apparent resistivity.

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

Aziz, Mohd Khairul Bazli Mohd, E-mail: mkbazli@yahoo.com; Yusof, Fadhilah, E-mail: fadhilahy@utm.my; Daud, Zalina Mohd, E-mail: zalina@ic.utm.my

Recently, many rainfall network design techniques have been developed, discussed and compared by many researchers. Present day hydrological studies require higher levels of accuracy from collected data. In numerous basins, the rain gauge stations are located without clear scientific understanding. In this study, an attempt is made to redesign rain gauge network for Johor, Malaysia in order to meet the required level of accuracy preset by rainfall data users. The existing network of 84 rain gauges in Johor is optimized and redesigned into a new locations by using rainfall, humidity, solar radiation, temperature and wind speed data collected during themore » monsoon season (November - February) of 1975 until 2008. This study used the combination of geostatistics method (variance-reduction method) and simulated annealing as the algorithm of optimization during the redesigned proses. The result shows that the new rain gauge location provides minimum value of estimated variance. This shows that the combination of geostatistics method (variance-reduction method) and simulated annealing is successful in the development of the new optimum rain gauge system.« less

Heteroscedastic Tests Statistics for One-Way Analysis of Variance: The Trimmed Means and Hall's Transformation Conjunction

ERIC Educational Resources Information Center

Luh, Wei-Ming; Guo, Jiin-Huarng

2005-01-01

To deal with nonnormal and heterogeneous data for the one-way fixed effect analysis of variance model, the authors adopted a trimmed means method in conjunction with Hall's invertible transformation into a heteroscedastic test statistic (Alexander-Govern test or Welch test). The results of simulation experiments showed that the proposed technique…

Hedged Monte-Carlo: low variance derivative pricing with objective probabilities

NASA Astrophysics Data System (ADS)

Potters, Marc; Bouchaud, Jean-Philippe; Sestovic, Dragan

2001-01-01

We propose a new ‘hedged’ Monte-Carlo ( HMC) method to price financial derivatives, which allows to determine simultaneously the optimal hedge. The inclusion of the optimal hedging strategy allows one to reduce the financial risk associated with option trading, and for the very same reason reduces considerably the variance of our HMC scheme as compared to previous methods. The explicit accounting of the hedging cost naturally converts the objective probability into the ‘risk-neutral’ one. This allows a consistent use of purely historical time series to price derivatives and obtain their residual risk. The method can be used to price a large class of exotic options, including those with path dependent and early exercise features.

On the pilot's behavior of detecting a system parameter change

NASA Technical Reports Server (NTRS)

Morizumi, N.; Kimura, H.

1986-01-01

The reaction of a human pilot, engaged in compensatory control, to a sudden change in the controlled element's characteristics is described. Taking the case where the change manifests itself as a variance change of the monitored signal, it is shown that the detection time, defined to be the time elapsed until the pilot detects the change, is related to the monitored signal and its derivative. Then, the detection behavior is modeled by an optimal controller, an optimal estimator, and a variance-ratio test mechanism that is performed for the monitored signal and its derivative. Results of a digital simulation show that the pilot's detection behavior can be well represented by the model proposed here.

Weighting by Inverse Variance or by Sample Size in Random-Effects Meta-Analysis

ERIC Educational Resources Information Center

Marin-Martinez, Fulgencio; Sanchez-Meca, Julio

2010-01-01

Most of the statistical procedures in meta-analysis are based on the estimation of average effect sizes from a set of primary studies. The optimal weight for averaging a set of independent effect sizes is the inverse variance of each effect size, but in practice these weights have to be estimated, being affected by sampling error. When assuming a…

Efficient Research Design: Using Value-of-Information Analysis to Estimate the Optimal Mix of Top-down and Bottom-up Costing Approaches in an Economic Evaluation alongside a Clinical Trial.

PubMed

Wilson, Edward C F; Mugford, Miranda; Barton, Garry; Shepstone, Lee

2016-04-01

In designing economic evaluations alongside clinical trials, analysts are frequently faced with alternative methods of collecting the same data, the extremes being top-down ("gross costing") and bottom-up ("micro-costing") approaches. A priori, bottom-up approaches may be considered superior to top-down approaches but are also more expensive to collect and analyze. In this article, we use value-of-information analysis to estimate the efficient mix of observations on each method in a proposed clinical trial. By assigning a prior bivariate distribution to the 2 data collection processes, the predicted posterior (i.e., preposterior) mean and variance of the superior process can be calculated from proposed samples using either process. This is then used to calculate the preposterior mean and variance of incremental net benefit and hence the expected net gain of sampling. We apply this method to a previously collected data set to estimate the value of conducting a further trial and identifying the optimal mix of observations on drug costs at 2 levels: by individual item (process A) and by drug class (process B). We find that substituting a number of observations on process A for process B leads to a modest £ 35,000 increase in expected net gain of sampling. Drivers of the results are the correlation between the 2 processes and their relative cost. This method has potential use following a pilot study to inform efficient data collection approaches for a subsequent full-scale trial. It provides a formal quantitative approach to inform trialists whether it is efficient to collect resource use data on all patients in a trial or on a subset of patients only or to collect limited data on most and detailed data on a subset. © The Author(s) 2016.

Generalized t-statistic for two-group classification.

PubMed

Komori, Osamu; Eguchi, Shinto; Copas, John B

2015-06-01

In the classic discriminant model of two multivariate normal distributions with equal variance matrices, the linear discriminant function is optimal both in terms of the log likelihood ratio and in terms of maximizing the standardized difference (the t-statistic) between the means of the two distributions. In a typical case-control study, normality may be sensible for the control sample but heterogeneity and uncertainty in diagnosis may suggest that a more flexible model is needed for the cases. We generalize the t-statistic approach by finding the linear function which maximizes a standardized difference but with data from one of the groups (the cases) filtered by a possibly nonlinear function U. We study conditions for consistency of the method and find the function U which is optimal in the sense of asymptotic efficiency. Optimality may also extend to other measures of discriminatory efficiency such as the area under the receiver operating characteristic curve. The optimal function U depends on a scalar probability density function which can be estimated non-parametrically using a standard numerical algorithm. A lasso-like version for variable selection is implemented by adding L1-regularization to the generalized t-statistic. Two microarray data sets in the study of asthma and various cancers are used as motivating examples. © 2014, The International Biometric Society.

Sulcal set optimization for cortical surface registration.

PubMed

Joshi, Anand A; Pantazis, Dimitrios; Li, Quanzheng; Damasio, Hanna; Shattuck, David W; Toga, Arthur W; Leahy, Richard M

2010-04-15

Flat mapping based cortical surface registration constrained by manually traced sulcal curves has been widely used for inter subject comparisons of neuroanatomical data. Even for an experienced neuroanatomist, manual sulcal tracing can be quite time consuming, with the cost increasing with the number of sulcal curves used for registration. We present a method for estimation of an optimal subset of size N(C) from N possible candidate sulcal curves that minimizes a mean squared error metric over all combinations of N(C) curves. The resulting procedure allows us to estimate a subset with a reduced number of curves to be traced as part of the registration procedure leading to optimal use of manual labeling effort for registration. To minimize the error metric we analyze the correlation structure of the errors in the sulcal curves by modeling them as a multivariate Gaussian distribution. For a given subset of sulci used as constraints in surface registration, the proposed model estimates registration error based on the correlation structure of the sulcal errors. The optimal subset of constraint curves consists of the N(C) sulci that jointly minimize the estimated error variance for the subset of unconstrained curves conditioned on the N(C) constraint curves. The optimal subsets of sulci are presented and the estimated and actual registration errors for these subsets are computed. Copyright 2009 Elsevier Inc. All rights reserved.

Design and statistical optimization of glipizide loaded lipospheres using response surface methodology.

PubMed

Shivakumar, Hagalavadi Nanjappa; Patel, Pragnesh Bharat; Desai, Bapusaheb Gangadhar; Ashok, Purnima; Arulmozhi, Sinnathambi

2007-09-01

A 32 factorial design was employed to produce glipizide lipospheres by the emulsification phase separation technique using paraffin wax and stearic acid as retardants. The effect of critical formulation variables, namely levels of paraffin wax (X1) and proportion of stearic acid in the wax (X2) on geometric mean diameter (dg), percent encapsulation efficiency (% EE), release at the end of 12 h (rel12) and time taken for 50% of drug release (t50), were evaluated using the F-test. Mathematical models containing only the significant terms were generated for each response parameter using the multiple linear regression analysis (MLRA) and analysis of variance (ANOVA). Both formulation variables studied exerted a significant influence (p < 0.05) on the response parameters. Numerical optimization using the desirability approach was employed to develop an optimized formulation by setting constraints on the dependent and independent variables. The experimental values of dg, % EE, rel12 and t50 values for the optimized formulation were found to be 57.54 +/- 1.38 mum, 86.28 +/- 1.32%, 77.23 +/- 2.78% and 5.60 +/- 0.32 h, respectively, which were in close agreement with those predicted by the mathematical models. The drug release from lipospheres followed first-order kinetics and was characterized by the Higuchi diffusion model. The optimized liposphere formulation developed was found to produce sustained anti-diabetic activity following oral administration in rats.

A prototype upper-atmospheric data assimilation scheme based on optimal interpolation: 2. Numerical experiments

NASA Astrophysics Data System (ADS)

Akmaev, R. a.

1999-04-01

In Part 1 of this work ([Akmaev, 1999]), an overview of the theory of optimal interpolation (OI) ([Gandin, 1963]) and related techniques of data assimilation based on linear optimal estimation ([Liebelt, 1967]; [Catlin, 1989]; [Mendel, 1995]) is presented. The approach implies the use in data analysis of additional statistical information in the form of statistical moments, e.g., the mean and covariance (correlation). The a priori statistical characteristics, if available, make it possible to constrain expected errors and obtain optimal in some sense estimates of the true state from a set of observations in a given domain in space and/or time. The primary objective of OI is to provide estimates away from the observations, i.e., to fill in data voids in the domain under consideration. Additionally, OI performs smoothing suppressing the noise, i.e., the spectral components that are presumably not present in the true signal. Usually, the criterion of optimality is minimum variance of the expected errors and the whole approach may be considered constrained least squares or least squares with a priori information. Obviously, data assimilation techniques capable of incorporating any additional information are potentially superior to techniques that have no access to such information as, for example, the conventional least squares (e.g., [Liebelt, 1967]; [Weisberg, 1985]; [Press et al., 1992]; [Mendel, 1995]).

The variance of length of stay and the optimal DRG outlier payments.

PubMed

Felder, Stefan

2009-09-01

Prospective payment schemes in health care often include supply-side insurance for cost outliers. In hospital reimbursement, prospective payments for patient discharges, based on their classification into diagnosis related group (DRGs), are complemented by outlier payments for long stay patients. The outlier scheme fixes the length of stay (LOS) threshold, constraining the profit risk of the hospitals. In most DRG systems, this threshold increases with the standard deviation of the LOS distribution. The present paper addresses the adequacy of this DRG outlier threshold rule for risk-averse hospitals with preferences depending on the expected value and the variance of profits. It first shows that the optimal threshold solves the hospital's tradeoff between higher profit risk and lower premium loading payments. It then demonstrates for normally distributed truncated LOS that the optimal outlier threshold indeed decreases with an increase in the standard deviation.

Decision support for operations and maintenance (DSOM) system

DOEpatents

Jarrell, Donald B [Kennewick, WA; Meador, Richard J [Richland, WA; Sisk, Daniel R [Richland, WA; Hatley, Darrel D [Kennewick, WA; Brown, Daryl R [Richland, WA; Keibel, Gary R [Richland, WA; Gowri, Krishnan [Richland, WA; Reyes-Spindola, Jorge F [Richland, WA; Adams, Kevin J [San Bruno, CA; Yates, Kenneth R [Lake Oswego, OR; Eschbach, Elizabeth J [Fort Collins, CO; Stratton, Rex C [Richland, WA

2006-03-21

A method for minimizing the life cycle cost of processes such as heating a building. The method utilizes sensors to monitor various pieces of equipment used in the process, for example, boilers, turbines, and the like. The method then performs the steps of identifying a set optimal operating conditions for the process, identifying and measuring parameters necessary to characterize the actual operating condition of the process, validating data generated by measuring those parameters, characterizing the actual condition of the process, identifying an optimal condition corresponding to the actual condition, comparing said optimal condition with the actual condition and identifying variances between the two, and drawing from a set of pre-defined algorithms created using best engineering practices, an explanation of at least one likely source and at least one recommended remedial action for selected variances, and providing said explanation as an output to at least one user.

Self-Averaging Property of Minimal Investment Risk of Mean-Variance Model.

PubMed

Shinzato, Takashi

2015-01-01

In portfolio optimization problems, the minimum expected investment risk is not always smaller than the expected minimal investment risk. That is, using a well-known approach from operations research, it is possible to derive a strategy that minimizes the expected investment risk, but this strategy does not always result in the best rate of return on assets. Prior to making investment decisions, it is important to an investor to know the potential minimal investment risk (or the expected minimal investment risk) and to determine the strategy that will maximize the return on assets. We use the self-averaging property to analyze the potential minimal investment risk and the concentrated investment level for the strategy that gives the best rate of return. We compare the results from our method with the results obtained by the operations research approach and with those obtained by a numerical simulation using the optimal portfolio. The results of our method and the numerical simulation are in agreement, but they differ from that of the operations research approach.

Application of the Taguchi analytical method for optimization of effective parameters of the chemical vapor deposition process controlling the production of nanotubes/nanobeads.

PubMed

Sharon, Maheshwar; Apte, P R; Purandare, S C; Zacharia, Renju

2005-02-01

Seven variable parameters of the chemical vapor deposition system have been optimized with the help of the Taguchi analytical method for getting a desired product, e.g., carbon nanotubes or carbon nanobeads. It is observed that almost all selected parameters influence the growth of carbon nanotubes. However, among them, the nature of precursor (racemic, R or Technical grade camphor) and the carrier gas (hydrogen, argon and mixture of argon/hydrogen) seem to be more important parameters affecting the growth of carbon nanotubes. Whereas, for the growth of nanobeads, out of seven parameters, only two, i.e., catalyst (powder of iron, cobalt, and nickel) and temperature (1023 K, 1123 K, and 1273 K), are the most influential parameters. Systematic defects or islands on the substrate surface enhance nucleation of novel carbon materials. Quantitative contributions of process parameters as well as optimum factor levels are obtained by performing analysis of variance (ANOVA) and analysis of mean (ANOM), respectively.

Estimation of time averages from irregularly spaced observations - With application to coastal zone color scanner estimates of chlorophyll concentration

NASA Technical Reports Server (NTRS)

Chelton, Dudley B.; Schlax, Michael G.

1991-01-01

The sampling error of an arbitrary linear estimate of a time-averaged quantity constructed from a time series of irregularly spaced observations at a fixed located is quantified through a formalism. The method is applied to satellite observations of chlorophyll from the coastal zone color scanner. The two specific linear estimates under consideration are the composite average formed from the simple average of all observations within the averaging period and the optimal estimate formed by minimizing the mean squared error of the temporal average based on all the observations in the time series. The resulting suboptimal estimates are shown to be more accurate than composite averages. Suboptimal estimates are also found to be nearly as accurate as optimal estimates using the correct signal and measurement error variances and correlation functions for realistic ranges of these parameters, which makes it a viable practical alternative to the composite average method generally employed at present.

Technical note: A method for assigning animals to treatment groups with unequal count per group that equalizes mean animal weight among groups.

PubMed

Epplin, F M; Haankuku, C; Horn, G W

2015-09-01

Pastures available for grazing studies may be of unequal size and may have heterogeneous carrying capacity necessitating the assignment of unequal numbers of animals per pasture. To reduce experimental error, it is often desirable that the initial mean BW be similar among experimental units. The objective of this note is to present and illustrate the use of a method for assignment of animals to experimental units of different sizes such that the initial mean weight of animals in each unit is approximately the same as the overall mean. Two alternative models were developed and solved to assign each of 231 weaned steers () to 1 of 12 pastures with carrying capacity ranging from 5 to 26 animals per pasture. A solution to Model 1 was obtained in which the mean weights among pastures were approximately the same but the variances among pastures were heteroskedastic, meaning that weight variances across pens were different (-value < 0.05). An alternative model was developed (Model 2) and used to derive assignments with nearly equal mean weights and homoskedastic variances among pastures.

An Analysis of Variance Framework for Matrix Sampling.

ERIC Educational Resources Information Center

Sirotnik, Kenneth

Significant cost savings can be achieved with the use of matrix sampling in estimating population parameters from psychometric data. The statistical design is intuitively simple, using the framework of the two-way classification analysis of variance technique. For example, the mean and variance are derived from the performance of a certain grade…

φq-field theory for portfolio optimization: “fat tails” and nonlinear correlations

NASA Astrophysics Data System (ADS)

Sornette, D.; Simonetti, P.; Andersen, J. V.

2000-08-01

Physics and finance are both fundamentally based on the theory of random walks (and their generalizations to higher dimensions) and on the collective behavior of large numbers of correlated variables. The archetype examplifying this situation in finance is the portfolio optimization problem in which one desires to diversify on a set of possibly dependent assets to optimize the return and minimize the risks. The standard mean-variance solution introduced by Markovitz and its subsequent developments is basically a mean-field Gaussian solution. It has severe limitations for practical applications due to the strongly non-Gaussian structure of distributions and the nonlinear dependence between assets. Here, we present in details a general analytical characterization of the distribution of returns for a portfolio constituted of assets whose returns are described by an arbitrary joint multivariate distribution. In this goal, we introduce a non-linear transformation that maps the returns onto Gaussian variables whose covariance matrix provides a new measure of dependence between the non-normal returns, generalizing the covariance matrix into a nonlinear covariance matrix. This nonlinear covariance matrix is chiseled to the specific fat tail structure of the underlying marginal distributions, thus ensuring stability and good conditioning. The portfolio distribution is then obtained as the solution of a mapping to a so-called φq field theory in particle physics, of which we offer an extensive treatment using Feynman diagrammatic techniques and large deviation theory, that we illustrate in details for multivariate Weibull distributions. The interaction (non-mean field) structure in this field theory is a direct consequence of the non-Gaussian nature of the distribution of asset price returns. We find that minimizing the portfolio variance (i.e. the relatively “small” risks) may often increase the large risks, as measured by higher normalized cumulants. Extensive empirical tests are presented on the foreign exchange market that validate satisfactorily the theory. For “fat tail” distributions, we show that an adequate prediction of the risks of a portfolio relies much more on the correct description of the tail structure rather than on their correlations. For the case of asymmetric return distributions, our theory allows us to generalize the return-risk efficient frontier concept to incorporate the dimensions of large risks embedded in the tail of the asset distributions. We demonstrate that it is often possible to increase the portfolio return while decreasing the large risks as quantified by the fourth and higher-order cumulants. Exact theoretical formulas are validated by empirical tests.

Determination of the optimal level for combining area and yield estimates

NASA Technical Reports Server (NTRS)

Bauer, M. E. (Principal Investigator); Hixson, M. M.; Jobusch, C. D.

1981-01-01

Several levels of obtaining both area and yield estimates of corn and soybeans in Iowa were considered: county, refined strata, refined/split strata, crop reporting district, and state. Using the CCEA model form and smoothed weather data, regression coefficients at each level were derived to compute yield and its variance. Variances were also computed with stratum level. The variance of the yield estimates was largest at the state and smallest at the county level for both crops. The refined strata had somewhat larger variances than those associated with the refined/split strata and CRD. For production estimates, the difference in standard deviations among levels was not large for corn, but for soybeans the standard deviation at the state level was more than 50% greater than for the other levels. The refined strata had the smallest standard deviations. The county level was not considered in evaluation of production estimates due to lack of county area variances.

Weighting Mean and Variability during Confidence Judgments

PubMed Central

de Gardelle, Vincent; Mamassian, Pascal

2015-01-01

Humans can not only perform some visual tasks with great precision, they can also judge how good they are in these tasks. However, it remains unclear how observers produce such metacognitive evaluations, and how these evaluations might be dissociated from the performance in the visual task. Here, we hypothesized that some stimulus variables could affect confidence judgments above and beyond their impact on performance. In a motion categorization task on moving dots, we manipulated the mean and the variance of the motion directions, to obtain a low-mean low-variance condition and a high-mean high-variance condition with matched performances. Critically, in terms of confidence, observers were not indifferent between these two conditions. Observers exhibited marked preferences, which were heterogeneous across individuals, but stable within each observer when assessed one week later. Thus, confidence and performance are dissociable and observers’ confidence judgments put different weights on the stimulus variables that limit performance. PMID:25793275

Measuring kinetics of complex single ion channel data using mean-variance histograms.

PubMed Central

Patlak, J B

1993-01-01

The measurement of single ion channel kinetics is difficult when those channels exhibit subconductance events. When the kinetics are fast, and when the current magnitudes are small, as is the case for Na+, Ca2+, and some K+ channels, these difficulties can lead to serious errors in the estimation of channel kinetics. I present here a method, based on the construction and analysis of mean-variance histograms, that can overcome these problems. A mean-variance histogram is constructed by calculating the mean current and the current variance within a brief "window" (a set of N consecutive data samples) superimposed on the digitized raw channel data. Systematic movement of this window over the data produces large numbers of mean-variance pairs which can be assembled into a two-dimensional histogram. Defined current levels (open, closed, or sublevel) appear in such plots as low variance regions. The total number of events in such low variance regions is estimated by curve fitting and plotted as a function of window width. This function decreases with the same time constants as the original dwell time probability distribution for each of the regions. The method can therefore be used: 1) to present a qualitative summary of the single channel data from which the signal-to-noise ratio, open channel noise, steadiness of the baseline, and number of conductance levels can be quickly determined; 2) to quantify the dwell time distribution in each of the levels exhibited. In this paper I present the analysis of a Na+ channel recording that had a number of complexities. The signal-to-noise ratio was only about 8 for the main open state, open channel noise, and fast flickers to other states were present, as were a substantial number of subconductance states. "Standard" half-amplitude threshold analysis of these data produce open and closed time histograms that were well fitted by the sum of two exponentials, but with apparently erroneous time constants, whereas the mean-variance histogram technique provided a more credible analysis of the open, closed, and subconductance times for the patch. I also show that the method produces accurate results on simulated data in a wide variety of conditions, whereas the half-amplitude method, when applied to complex simulated data shows the same errors as were apparent in the real data. The utility and the limitations of this new method are discussed. Images FIGURE 2 FIGURE 4 FIGURE 8 FIGURE 9 PMID:7690261

The neutron-gamma Feynman variance to mean approach: Gamma detection and total neutron-gamma detection (theory and practice)

NASA Astrophysics Data System (ADS)

Chernikova, Dina; Axell, Kåre; Avdic, Senada; Pázsit, Imre; Nordlund, Anders; Allard, Stefan

2015-05-01

Two versions of the neutron-gamma variance to mean (Feynman-alpha method or Feynman-Y function) formula for either gamma detection only or total neutron-gamma detection, respectively, are derived and compared in this paper. The new formulas have particular importance for detectors of either gamma photons or detectors sensitive to both neutron and gamma radiation. If applied to a plastic or liquid scintillation detector, the total neutron-gamma detection Feynman-Y expression corresponds to a situation where no discrimination is made between neutrons and gamma particles. The gamma variance to mean formulas are useful when a detector of only gamma radiation is used or when working with a combined neutron-gamma detector at high count rates. The theoretical derivation is based on the Chapman-Kolmogorov equation with the inclusion of general reactions and corresponding intensities for neutrons and gammas, but with the inclusion of prompt reactions only. A one energy group approximation is considered. The comparison of the two different theories is made by using reaction intensities obtained in MCNPX simulations with a simplified geometry for two scintillation detectors and a 252Cf-source. In addition, the variance to mean ratios, neutron, gamma and total neutron-gamma are evaluated experimentally for a weak 252Cf neutron-gamma source, a 137Cs random gamma source and a 22Na correlated gamma source. Due to the focus being on the possibility of using neutron-gamma variance to mean theories for both reactor and safeguards applications, we limited the present study to the general analytical expressions for Feynman-alpha formulas.

Tornado outbreak variability follows Taylor's power law of fluctuation scaling and increases dramatically with severity.

PubMed

Tippett, Michael K; Cohen, Joel E

2016-02-29

Tornadoes cause loss of life and damage to property each year in the United States and around the world. The largest impacts come from 'outbreaks' consisting of multiple tornadoes closely spaced in time. Here we find an upward trend in the annual mean number of tornadoes per US tornado outbreak for the period 1954-2014. Moreover, the variance of this quantity is increasing more than four times as fast as the mean. The mean and variance of the number of tornadoes per outbreak vary according to Taylor's power law of fluctuation scaling (TL), with parameters that are consistent with multiplicative growth. Tornado-related atmospheric proxies show similar power-law scaling and multiplicative growth. Path-length-integrated tornado outbreak intensity also follows TL, but with parameters consistent with sampling variability. The observed TL power-law scaling of outbreak severity means that extreme outbreaks are more frequent than would be expected if mean and variance were independent or linearly related.

Tornado outbreak variability follows Taylor's power law of fluctuation scaling and increases dramatically with severity

PubMed Central

Tippett, Michael K.; Cohen, Joel E.

2016-01-01

Tornadoes cause loss of life and damage to property each year in the United States and around the world. The largest impacts come from ‘outbreaks' consisting of multiple tornadoes closely spaced in time. Here we find an upward trend in the annual mean number of tornadoes per US tornado outbreak for the period 1954–2014. Moreover, the variance of this quantity is increasing more than four times as fast as the mean. The mean and variance of the number of tornadoes per outbreak vary according to Taylor's power law of fluctuation scaling (TL), with parameters that are consistent with multiplicative growth. Tornado-related atmospheric proxies show similar power-law scaling and multiplicative growth. Path-length-integrated tornado outbreak intensity also follows TL, but with parameters consistent with sampling variability. The observed TL power-law scaling of outbreak severity means that extreme outbreaks are more frequent than would be expected if mean and variance were independent or linearly related. PMID:26923210

Tornado outbreak variability follows Taylor's power law of fluctuation scaling and increases dramatically with severity

NASA Astrophysics Data System (ADS)

Tippett, Michael K.; Cohen, Joel E.

2016-02-01

Tornadoes cause loss of life and damage to property each year in the United States and around the world. The largest impacts come from `outbreaks' consisting of multiple tornadoes closely spaced in time. Here we find an upward trend in the annual mean number of tornadoes per US tornado outbreak for the period 1954-2014. Moreover, the variance of this quantity is increasing more than four times as fast as the mean. The mean and variance of the number of tornadoes per outbreak vary according to Taylor's power law of fluctuation scaling (TL), with parameters that are consistent with multiplicative growth. Tornado-related atmospheric proxies show similar power-law scaling and multiplicative growth. Path-length-integrated tornado outbreak intensity also follows TL, but with parameters consistent with sampling variability. The observed TL power-law scaling of outbreak severity means that extreme outbreaks are more frequent than would be expected if mean and variance were independent or linearly related.

MPF Top-Mast Measured Temperature

NASA Image and Video Library

1997-10-14

This temperature figure shows the change in the mean and variance of the temperature fluctuations at the Pathfinder landing site. Sol 79 and 80 are very similar, with a significant reduction of the mean and variance on Sol 81. The science team suspects that a cold front has past of the landing sight between Sols 80 and 81. http://photojournal.jpl.nasa.gov/catalog/PIA00978

Going beyond the Mean: Using Variances to Enhance Understanding of the Impact of Educational Interventions for Multilevel Models

ERIC Educational Resources Information Center

Peralta, Yadira; Moreno, Mario; Harwell, Michael; Guzey, S. Selcen; Moore, Tamara J.

2018-01-01

Variance heterogeneity is a common feature of educational data when treatment differences expressed through means are present, and often reflects a treatment by subject interaction with respect to an outcome variable. Identifying variables that account for this interaction can enhance understanding of whom a treatment does and does not benefit in…

Trends in Gender Differences in Academic Achievement from 1960 to 1994: An Analysis of Differences in Mean, Variance, and Extreme Scores.

ERIC Educational Resources Information Center

Nowell, Amy; Hedges, Larry V.

1998-01-01

Uses evidence from seven surveys of the U.S. 12th-grade population and the National Assessment of Educational Progress to show that gender differences in mean and variance in academic achievement are small from 1960 to 1994 but that differences in extreme scores are often substantial. (SLD)

A Negative Binomial Regression Model for Accuracy Tests

ERIC Educational Resources Information Center

Hung, Lai-Fa

2012-01-01

Rasch used a Poisson model to analyze errors and speed in reading tests. An important property of the Poisson distribution is that the mean and variance are equal. However, in social science research, it is very common for the variance to be greater than the mean (i.e., the data are overdispersed). This study embeds the Rasch model within an…

A Nonparametric Test for Homogeneity of Variances: Application to GPAs of Students across Academic Majors

ERIC Educational Resources Information Center

Bakir, Saad T.

2010-01-01

We propose a nonparametric (or distribution-free) procedure for testing the equality of several population variances (or scale parameters). The proposed test is a modification of Bakir's (1989, Commun. Statist., Simul-Comp., 18, 757-775) analysis of means by ranks (ANOMR) procedure for testing the equality of several population means. A proof is…

Gender Differences in Variance and Means on the Naglieri Non-Verbal Ability Test: Data from the Philippines

ERIC Educational Resources Information Center

Vista, Alvin; Care, Esther

2011-01-01

Background: Research on gender differences in intelligence has focused mostly on samples from Western countries and empirical evidence on gender differences from Southeast Asia is relatively sparse. Aims: This article presents results on gender differences in variance and means on a non-verbal intelligence test using a national sample of public…

Can Optimism, Pessimism, Hope, Treatment Credibility and Treatment Expectancy Be Distinguished in Patients Undergoing Total Hip and Total Knee Arthroplasty?

PubMed Central

Haanstra, Tsjitske M.; Tilbury, Claire; Kamper, Steven J.; Tordoir, Rutger L.; Vliet Vlieland, Thea P. M.; Nelissen, Rob G. H. H.; Cuijpers, Pim; de Vet, Henrica C. W.; Dekker, Joost; Knol, Dirk L.; Ostelo, Raymond W.

2015-01-01

Objectives The constructs optimism, pessimism, hope, treatment credibility and treatment expectancy are associated with outcomes of medical treatment. While these constructs are grounded in different theoretical models, they nonetheless show some conceptual overlap. The purpose of this study was to examine whether currently available measurement instruments for these constructs capture the conceptual differences between these constructs within a treatment setting. Methods Patients undergoing Total Hip and Total Knee Arthroplasty (THA and TKA) (Total N = 361; 182 THA; 179 TKA), completed the Life Orientation Test-Revised for optimism and pessimism, the Hope Scale, the Credibility Expectancy Questionnaire for treatment credibility and treatment expectancy. Confirmatory factor analysis was used to examine whether the instruments measure distinct constructs. Four theory-driven models with one, two, four and five latent factors were evaluated using multiple fit indices and Δχ2 tests, followed by some posthoc models. Results The results of the theory driven confirmatory factor analysis showed that a five factor model in which all constructs loaded on separate factors yielded the most optimal and satisfactory fit. Posthoc, a bifactor model in which (besides the 5 separate factors) a general factor is hypothesized accounting for the commonality of the items showed a significantly better fit than the five factor model. All specific factors, except for the hope factor, showed to explain a substantial amount of variance beyond the general factor. Conclusion Based on our primary analyses we conclude that optimism, pessimism, hope, treatment credibility and treatment expectancy are distinguishable in THA and TKA patients. Postdoc, we determined that all constructs, except hope, showed substantial specific variance, while also sharing some general variance. PMID:26214176

Can Optimism, Pessimism, Hope, Treatment Credibility and Treatment Expectancy Be Distinguished in Patients Undergoing Total Hip and Total Knee Arthroplasty?

PubMed

Haanstra, Tsjitske M; Tilbury, Claire; Kamper, Steven J; Tordoir, Rutger L; Vliet Vlieland, Thea P M; Nelissen, Rob G H H; Cuijpers, Pim; de Vet, Henrica C W; Dekker, Joost; Knol, Dirk L; Ostelo, Raymond W

2015-01-01

The constructs optimism, pessimism, hope, treatment credibility and treatment expectancy are associated with outcomes of medical treatment. While these constructs are grounded in different theoretical models, they nonetheless show some conceptual overlap. The purpose of this study was to examine whether currently available measurement instruments for these constructs capture the conceptual differences between these constructs within a treatment setting. Patients undergoing Total Hip and Total Knee Arthroplasty (THA and TKA) (Total N = 361; 182 THA; 179 TKA), completed the Life Orientation Test-Revised for optimism and pessimism, the Hope Scale, the Credibility Expectancy Questionnaire for treatment credibility and treatment expectancy. Confirmatory factor analysis was used to examine whether the instruments measure distinct constructs. Four theory-driven models with one, two, four and five latent factors were evaluated using multiple fit indices and Δχ2 tests, followed by some posthoc models. The results of the theory driven confirmatory factor analysis showed that a five factor model in which all constructs loaded on separate factors yielded the most optimal and satisfactory fit. Posthoc, a bifactor model in which (besides the 5 separate factors) a general factor is hypothesized accounting for the commonality of the items showed a significantly better fit than the five factor model. All specific factors, except for the hope factor, showed to explain a substantial amount of variance beyond the general factor. Based on our primary analyses we conclude that optimism, pessimism, hope, treatment credibility and treatment expectancy are distinguishable in THA and TKA patients. Postdoc, we determined that all constructs, except hope, showed substantial specific variance, while also sharing some general variance.

Optimization and physicochemical characterization of a triamcinolone acetonide-loaded NLC for ocular antiangiogenic applications.

PubMed

Araújo, J; Gonzalez-Mira, E; Egea, M A; Garcia, M L; Souto, E B

2010-06-30

The purpose of this study was to develop a novel nanostructured lipid carrier (NLC) for the intravitreal-targeting delivery of triamcinolone acetonide (TA) by direct ocular instillation. A five-level central composite rotable design was used to study the influence of four different variables on the physicochemical characteristics of NLCs. The analysis of variance (ANOVA) statistical test was used to assess the optimization of NLC production parameters. The systems were produced by high pressure homogenization using Precirol ATO5 and squalene as solid and liquid lipids respectively, and Lutrol F68 as surfactant. Homogenization at 600 bar for 3 cycles of the optimized formulation resulted in the production of small NLC (mean diameter < 200 nm) with a homogeneous particle size distribution (polydispersity index (PI) approximately 0.1), of negatively charged surface (approximately |45| mV) and high entrapment efficiency (approximately 95%). Surface morphology was assessed by SEM which revealed fairly spherical shape. DSC, WAXS and FT-IR analyses confirmed that TA was mostly entrapped into the NLC, characterized by an amorphous matrix. In vivo Draize test showed no signs of ocular toxicity. 2010 Elsevier B.V. All rights reserved.

Optimization of Surface Roughness Parameters of Al-6351 Alloy in EDC Process: A Taguchi Coupled Fuzzy Logic Approach

NASA Astrophysics Data System (ADS)

Kar, Siddhartha; Chakraborty, Sujoy; Dey, Vidyut; Ghosh, Subrata Kumar

2017-10-01

This paper investigates the application of Taguchi method with fuzzy logic for multi objective optimization of roughness parameters in electro discharge coating process of Al-6351 alloy with powder metallurgical compacted SiC/Cu tool. A Taguchi L16 orthogonal array was employed to investigate the roughness parameters by varying tool parameters like composition and compaction load and electro discharge machining parameters like pulse-on time and peak current. Crucial roughness parameters like Centre line average roughness, Average maximum height of the profile and Mean spacing of local peaks of the profile were measured on the coated specimen. The signal to noise ratios were fuzzified to optimize the roughness parameters through a single comprehensive output measure (COM). Best COM obtained with lower values of compaction load, pulse-on time and current and 30:70 (SiC:Cu) composition of tool. Analysis of variance is carried out and a significant COM model is observed with peak current yielding highest contribution followed by pulse-on time, compaction load and composition. The deposited layer is characterised by X-Ray Diffraction analysis which confirmed the presence of tool materials on the work piece surface.

In vivo recovery of factor VIII and factor IX: intra- and interindividual variance in a clinical setting.

PubMed

Björkman, S; Folkesson, A; Berntorp, E

2007-01-01

In vivo recovery (IVR) is traditionally used as a parameter to characterize the pharmacokinetic properties of coagulation factors. It has also been suggested that dosing of factor VIII (FVIII) and factor IX (FIX) can be adjusted according to the need of the individual patient, based on an individually determined IVR value. This approach, however, requires that the individual IVR value is more reliably representative for the patient than the mean value in the population, i.e. that there is less variance within than between the individuals. The aim of this investigation was to compare intra- and interindividual variance in IVR (as U dL1 per U kg1) for FVIII and plasma-derived FIX in a cohort of non-bleeding patients with haemophilia. The data were collected retrospectively from six clinical studies, yielding 297 IVR determinations in 50 patients with haemophilia A and 93 determinations in 13 patients with haemophilia B. For FVIII, the mean variance within patients exceeded the between-patient variance. Thus, an individually determined IVR value is apparently no more informative than an average, or population, value for the dosing of FVIII. There was no apparent relationship between IVR and age of the patient (1.5-67 years). For FIX, the mean variance within patients was lower than the between-patient variance, and there was a significant positive relationship between IVR and age (13-69 years). From these data, it seems probable that using an individual IVR confers little advantage in comparison to using an age-specific population mean value. Dose tailoring of coagulation factor treatment has been applied successfully after determination of the entire single-dose curve of FVIII:C or FIX:C in the patient and calculation of the relevant pharmacokinetic parameters. However, the findings presented here do not support the assumption that dosing of FVIII or FIX can be individualized on the basis of a clinically determined IVR value.

Unexpected Patterns in Snow and Dirt

NASA Astrophysics Data System (ADS)

Ackerson, Bruce J.

2018-01-01

For more than 30 years, Albert A. Bartlett published "Thermal patterns in the snow" in this journal. These are patterns produced by heat sources underneath the snow. Bartlett's articles encouraged me to pay attention to patterns in snow and to understanding them. At winter's end the last snow becomes dirty and is heaped into piles. This snow comes from the final clearing of sidewalks and driveways. The patterns observed in these piles defied my intuition. This melting snow develops edges where dirt accumulates, in contrast to ice cubes, which lose sharp edges and become more spherical upon melting. Furthermore, dirt absorbs more radiation than snow and yet doesn't melt and round the sharp edges of snow, where dirt accumulates.

Robust Programming Problems Based on the Mean-Variance Model Including Uncertainty Factors

NASA Astrophysics Data System (ADS)

Hasuike, Takashi; Ishii, Hiroaki

2009-01-01

This paper considers robust programming problems based on the mean-variance model including uncertainty sets and fuzzy factors. Since these problems are not well-defined problems due to fuzzy factors, it is hard to solve them directly. Therefore, introducing chance constraints, fuzzy goals and possibility measures, the proposed models are transformed into the deterministic equivalent problems. Furthermore, in order to solve these equivalent problems efficiently, the solution method is constructed introducing the mean-absolute deviation and doing the equivalent transformations.

Trend analysis and selected summary statistics of annual mean streamflow for 38 selected long-term U.S. Geological Survey streamgages in Texas, water years 1916-2012

USGS Publications Warehouse

Asquith, William H.; Barbie, Dana L.

2014-01-01

Selected summary statistics (L-moments) and estimates of respective sampling variances were computed for the 35 streamgages lacking statistically significant trends. From the L-moments and estimated sampling variances, weighted means or regional values were computed for each L-moment. An example application is included demonstrating how the L-moments could be used to evaluate the magnitude and frequency of annual mean streamflow.

flowVS: channel-specific variance stabilization in flow cytometry

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

Azad, Ariful; Rajwa, Bartek; Pothen, Alex

Comparing phenotypes of heterogeneous cell populations from multiple biological conditions is at the heart of scientific discovery based on flow cytometry (FC). When the biological signal is measured by the average expression of a biomarker, standard statistical methods require that variance be approximately stabilized in populations to be compared. Since the mean and variance of a cell population are often correlated in fluorescence-based FC measurements, a preprocessing step is needed to stabilize the within-population variances.

flowVS: channel-specific variance stabilization in flow cytometry

DOE PAGES

Azad, Ariful; Rajwa, Bartek; Pothen, Alex

2016-07-28

Comparing phenotypes of heterogeneous cell populations from multiple biological conditions is at the heart of scientific discovery based on flow cytometry (FC). When the biological signal is measured by the average expression of a biomarker, standard statistical methods require that variance be approximately stabilized in populations to be compared. Since the mean and variance of a cell population are often correlated in fluorescence-based FC measurements, a preprocessing step is needed to stabilize the within-population variances.

Beyond mean allelic effects: A locus at the major color gene MC1R associates also with differing levels of phenotypic and genetic (co)variance for coloration in barn owls.

PubMed

San-Jose, Luis M; Ducret, Valérie; Ducrest, Anne-Lyse; Simon, Céline; Roulin, Alexandre

2017-10-01

The mean phenotypic effects of a discovered variant help to predict major aspects of the evolution and inheritance of a phenotype. However, differences in the phenotypic variance associated to distinct genotypes are often overlooked despite being suggestive of processes that largely influence phenotypic evolution, such as interactions between the genotypes with the environment or the genetic background. We present empirical evidence for a mutation at the melanocortin-1-receptor gene, a major vertebrate coloration gene, affecting phenotypic variance in the barn owl, Tyto alba. The white MC1R allele, which associates with whiter plumage coloration, also associates with a pronounced phenotypic and additive genetic variance for distinct color traits. Contrarily, the rufous allele, associated with a rufous coloration, relates to a lower phenotypic and additive genetic variance, suggesting that this allele may be epistatic over other color loci. Variance differences between genotypes entailed differences in the strength of phenotypic and genetic associations between color traits, suggesting that differences in variance also alter the level of integration between traits. This study highlights that addressing variance differences of genotypes in wild populations provides interesting new insights into the evolutionary mechanisms and the genetic architecture underlying the phenotype. © 2017 The Author(s). Evolution © 2017 The Society for the Study of Evolution.

Methods to Estimate the Between-Study Variance and Its Uncertainty in Meta-Analysis

ERIC Educational Resources Information Center

Veroniki, Areti Angeliki; Jackson, Dan; Viechtbauer, Wolfgang; Bender, Ralf; Bowden, Jack; Knapp, Guido; Kuss, Oliver; Higgins, Julian P. T.; Langan, Dean; Salanti, Georgia

2016-01-01

Meta-analyses are typically used to estimate the overall/mean of an outcome of interest. However, inference about between-study variability, which is typically modelled using a between-study variance parameter, is usually an additional aim. The DerSimonian and Laird method, currently widely used by default to estimate the between-study variance,…

Three Tests and Three Corrections: Comment on Koen and Yonelinas (2010)

ERIC Educational Resources Information Center

Jang, Yoonhee; Mickes, Laura; Wixted, John T.

2012-01-01

The slope of the z-transformed receiver-operating characteristic (zROC) in recognition memory experiments is usually less than 1, which has long been interpreted to mean that the variance of the target distribution is greater than the variance of the lure distribution. The greater variance of the target distribution could arise because the…

Retrieving the ground state of spin glasses using thermal noise: Performance of quantum annealing at finite temperatures.

PubMed

Nishimura, Kohji; Nishimori, Hidetoshi; Ochoa, Andrew J; Katzgraber, Helmut G

2016-09-01

We study the problem to infer the ground state of a spin-glass Hamiltonian using data from another Hamiltonian with interactions disturbed by noise from the original Hamiltonian, motivated by the ground-state inference in quantum annealing on a noisy device. It is shown that the average Hamming distance between the inferred spin configuration and the true ground state is minimized when the temperature of the noisy system is kept at a finite value, and not at zero temperature. We present a spin-glass generalization of a well-established result that the ground state of a purely ferromagnetic Hamiltonian is best inferred at a finite temperature in the sense of smallest Hamming distance when the original ferromagnetic interactions are disturbed by noise. We use the numerical transfer-matrix method to establish the existence of an optimal finite temperature in one- and two-dimensional systems. Our numerical results are supported by mean-field calculations, which give an explicit expression of the optimal temperature to infer the spin-glass ground state as a function of variances of the distributions of the original interactions and the noise. The mean-field prediction is in qualitative agreement with numerical data. Implications on postprocessing of quantum annealing on a noisy device are discussed.

spsann - optimization of sample patterns using spatial simulated annealing

NASA Astrophysics Data System (ADS)

Samuel-Rosa, Alessandro; Heuvelink, Gerard; Vasques, Gustavo; Anjos, Lúcia

2015-04-01

There are many algorithms and computer programs to optimize sample patterns, some private and others publicly available. A few have only been presented in scientific articles and text books. This dispersion and somewhat poor availability is holds back to their wider adoption and further development. We introduce spsann, a new R-package for the optimization of sample patterns using spatial simulated annealing. R is the most popular environment for data processing and analysis. Spatial simulated annealing is a well known method with widespread use to solve optimization problems in the soil and geo-sciences. This is mainly due to its robustness against local optima and easiness of implementation. spsann offers many optimizing criteria for sampling for variogram estimation (number of points or point-pairs per lag distance class - PPL), trend estimation (association/correlation and marginal distribution of the covariates - ACDC), and spatial interpolation (mean squared shortest distance - MSSD). spsann also includes the mean or maximum universal kriging variance (MUKV) as an optimizing criterion, which is used when the model of spatial variation is known. PPL, ACDC and MSSD were combined (PAN) for sampling when we are ignorant about the model of spatial variation. spsann solves this multi-objective optimization problem scaling the objective function values using their maximum absolute value or the mean value computed over 1000 random samples. Scaled values are aggregated using the weighted sum method. A graphical display allows to follow how the sample pattern is being perturbed during the optimization, as well as the evolution of its energy state. It is possible to start perturbing many points and exponentially reduce the number of perturbed points. The maximum perturbation distance reduces linearly with the number of iterations. The acceptance probability also reduces exponentially with the number of iterations. R is memory hungry and spatial simulated annealing is a computationally intensive method. As such, many strategies were used to reduce the computation time and memory usage: a) bottlenecks were implemented in C++, b) a finite set of candidate locations is used for perturbing the sample points, and c) data matrices are computed only once and then updated at each iteration instead of being recomputed. spsann is available at GitHub under a licence GLP Version 2.0 and will be further developed to: a) allow the use of a cost surface, b) implement other sensitive parts of the source code in C++, c) implement other optimizing criteria, d) allow to add or delete points to/from an existing point pattern.

On the design of classifiers for crop inventories

NASA Technical Reports Server (NTRS)

Heydorn, R. P.; Takacs, H. C.

1986-01-01

Crop proportion estimators that use classifications of satellite data to correct, in an additive way, a given estimate acquired from ground observations are discussed. A linear version of these estimators is optimal, in terms of minimum variance, when the regression of the ground observations onto the satellite observations in linear. When this regression is not linear, but the reverse regression (satellite observations onto ground observations) is linear, the estimator is suboptimal but still has certain appealing variance properties. In this paper expressions are derived for those regressions which relate the intercepts and slopes to conditional classification probabilities. These expressions are then used to discuss the question of classifier designs that can lead to low-variance crop proportion estimates. Variance expressions for these estimates in terms of classifier omission and commission errors are also derived.

Geographic variability in the association between socioeconomic status and BMI in the USA and Canada.

PubMed

Lebel, Alexandre; Kestens, Yan; Clary, Christelle; Bisset, Sherri; Subramanian, S V

2014-01-01

Reported associations between socioeconomic status (SES) and obesity are inconsistent depending on gender and geographic location. Globally, these inconsistent observations may hide a variation in the contextual effect on individuals' risk of obesity for subgroups of the population. This study explored the regional variability in the association between SES and BMI in the USA and in Canada, and describes the geographical variance patterns by SES category. The 2009-2010 samples of the Behavioral Risk Factor Surveillance System (BRFSS) and the Canadian Community Health Survey (CCHS) were used for this comparison study. Three-level random intercept and differential variance multilevel models were built separately for women and men to assess region-specific BMI by SES category and their variance bounds. Associations between individual SES and BMI differed importantly by gender and countries. At the regional-level, the mean BMI variation was significantly different between SES categories in the USA, but not in Canada. In the USA, whereas the county-specific mean BMI of higher SES individuals remained close to the mean, its variation grown as SES decreased. At the county level, variation of mean BMI around the regional mean was 5 kg/m2 in the high SES group, and reached 8.8 kg/m2 in the low SES group. This study underlines how BMI varies by country, region, gender and SES. Lower socioeconomic groups within some regions show a much higher variation in BMI than in other regions. Above the BMI regional mean, important variation patterns of BMI by SES and place of residence were found in the USA. No such pattern was found in Canada. This study suggests that a change in the mean does not necessarily reflect the change in the variance. Analyzing the variance by SES may be a good way to detect subtle influences of social forces underlying social inequalities.

On the Relation between the General Affective Meaning and the Basic Sublexical, Lexical, and Inter-lexical Features of Poetic Texts—A Case Study Using 57 Poems of H. M. Enzensberger

PubMed Central

Ullrich, Susann; Aryani, Arash; Kraxenberger, Maria; Jacobs, Arthur M.; Conrad, Markus

2017-01-01

The literary genre of poetry is inherently related to the expression and elicitation of emotion via both content and form. To explore the nature of this affective impact at an extremely basic textual level, we collected ratings on eight different general affective meaning scales—valence, arousal, friendliness, sadness, spitefulness, poeticity, onomatopoeia, and liking—for 57 German poems (“die verteidigung der wölfe”) which the contemporary author H. M. Enzensberger had labeled as either “friendly,” “sad,” or “spiteful.” Following Jakobson's (1960) view on the vivid interplay of hierarchical text levels, we used multiple regression analyses to explore the specific influences of affective features from three different text levels (sublexical, lexical, and inter-lexical) on the perceived general affective meaning of the poems using three types of predictors: (1) Lexical predictor variables capturing the mean valence and arousal potential of words; (2) Inter-lexical predictors quantifying peaks, ranges, and dynamic changes within the lexical affective content; (3) Sublexical measures of basic affective tone according to sound-meaning correspondences at the sublexical level (see Aryani et al., 2016). We find the lexical predictors to account for a major amount of up to 50% of the variance in affective ratings. Moreover, inter-lexical and sublexical predictors account for a large portion of additional variance in the perceived general affective meaning. Together, the affective properties of all used textual features account for 43–70% of the variance in the affective ratings and still for 23–48% of the variance in the more abstract aesthetic ratings. In sum, our approach represents a novel method that successfully relates a prominent part of variance in perceived general affective meaning in this corpus of German poems to quantitative estimates of affective properties of textual components at the sublexical, lexical, and inter-lexical level. PMID:28123376

The dynamics of integrate-and-fire: mean versus variance modulations and dependence on baseline parameters.

PubMed

Pressley, Joanna; Troyer, Todd W

2011-05-01

The leaky integrate-and-fire (LIF) is the simplest neuron model that captures the essential properties of neuronal signaling. Yet common intuitions are inadequate to explain basic properties of LIF responses to sinusoidal modulations of the input. Here we examine responses to low and moderate frequency modulations of both the mean and variance of the input current and quantify how these responses depend on baseline parameters. Across parameters, responses to modulations in the mean current are low pass, approaching zero in the limit of high frequencies. For very low baseline firing rates, the response cutoff frequency matches that expected from membrane integration. However, the cutoff shows a rapid, supralinear increase with firing rate, with a steeper increase in the case of lower noise. For modulations of the input variance, the gain at high frequency remains finite. Here, we show that the low-frequency responses depend strongly on baseline parameters and derive an analytic condition specifying the parameters at which responses switch from being dominated by low versus high frequencies. Additionally, we show that the resonant responses for variance modulations have properties not expected for common oscillatory resonances: they peak at frequencies higher than the baseline firing rate and persist when oscillatory spiking is disrupted by high noise. Finally, the responses to mean and variance modulations are shown to have a complementary dependence on baseline parameters at higher frequencies, resulting in responses to modulations of Poisson input rates that are independent of baseline input statistics.

Minimum Variance Distortionless Response Beamformer with Enhanced Nulling Level Control via Dynamic Mutated Artificial Immune System

PubMed Central

Kiong, Tiong Sieh; Salem, S. Balasem; Paw, Johnny Koh Siaw; Sankar, K. Prajindra

2014-01-01

In smart antenna applications, the adaptive beamforming technique is used to cancel interfering signals (placing nulls) and produce or steer a strong beam toward the target signal according to the calculated weight vectors. Minimum variance distortionless response (MVDR) beamforming is capable of determining the weight vectors for beam steering; however, its nulling level on the interference sources remains unsatisfactory. Beamforming can be considered as an optimization problem, such that optimal weight vector should be obtained through computation. Hence, in this paper, a new dynamic mutated artificial immune system (DM-AIS) is proposed to enhance MVDR beamforming for controlling the null steering of interference and increase the signal to interference noise ratio (SINR) for wanted signals. PMID:25003136

Minimum variance distortionless response beamformer with enhanced nulling level control via dynamic mutated artificial immune system.

PubMed

Kiong, Tiong Sieh; Salem, S Balasem; Paw, Johnny Koh Siaw; Sankar, K Prajindra; Darzi, Soodabeh

2014-01-01

In smart antenna applications, the adaptive beamforming technique is used to cancel interfering signals (placing nulls) and produce or steer a strong beam toward the target signal according to the calculated weight vectors. Minimum variance distortionless response (MVDR) beamforming is capable of determining the weight vectors for beam steering; however, its nulling level on the interference sources remains unsatisfactory. Beamforming can be considered as an optimization problem, such that optimal weight vector should be obtained through computation. Hence, in this paper, a new dynamic mutated artificial immune system (DM-AIS) is proposed to enhance MVDR beamforming for controlling the null steering of interference and increase the signal to interference noise ratio (SINR) for wanted signals.

A VLBI variance-covariance analysis interactive computer program. M.S. Thesis

NASA Technical Reports Server (NTRS)

Bock, Y.

1980-01-01

An interactive computer program (in FORTRAN) for the variance covariance analysis of VLBI experiments is presented for use in experiment planning, simulation studies and optimal design problems. The interactive mode is especially suited to these types of analyses providing ease of operation as well as savings in time and cost. The geodetic parameters include baseline vector parameters and variations in polar motion and Earth rotation. A discussion of the theroy on which the program is based provides an overview of the VLBI process emphasizing the areas of interest to geodesy. Special emphasis is placed on the problem of determining correlations between simultaneous observations from a network of stations. A model suitable for covariance analyses is presented. Suggestions towards developing optimal observation schedules are included.

Convergence Rate Analysis of Distributed Gossip (Linear Parameter) Estimation: Fundamental Limits and Tradeoffs

NASA Astrophysics Data System (ADS)

Kar, Soummya; Moura, José M. F.

2011-08-01

The paper considers gossip distributed estimation of a (static) distributed random field (a.k.a., large scale unknown parameter vector) observed by sparsely interconnected sensors, each of which only observes a small fraction of the field. We consider linear distributed estimators whose structure combines the information \\emph{flow} among sensors (the \\emph{consensus} term resulting from the local gossiping exchange among sensors when they are able to communicate) and the information \\emph{gathering} measured by the sensors (the \\emph{sensing} or \\emph{innovations} term.) This leads to mixed time scale algorithms--one time scale associated with the consensus and the other with the innovations. The paper establishes a distributed observability condition (global observability plus mean connectedness) under which the distributed estimates are consistent and asymptotically normal. We introduce the distributed notion equivalent to the (centralized) Fisher information rate, which is a bound on the mean square error reduction rate of any distributed estimator; we show that under the appropriate modeling and structural network communication conditions (gossip protocol) the distributed gossip estimator attains this distributed Fisher information rate, asymptotically achieving the performance of the optimal centralized estimator. Finally, we study the behavior of the distributed gossip estimator when the measurements fade (noise variance grows) with time; in particular, we consider the maximum rate at which the noise variance can grow and still the distributed estimator being consistent, by showing that, as long as the centralized estimator is consistent, the distributed estimator remains consistent.

Income distribution dependence of poverty measure: A theoretical analysis

NASA Astrophysics Data System (ADS)

Chattopadhyay, Amit K.; Mallick, Sushanta K.

2007-04-01

Using a modified deprivation (or poverty) function, in this paper, we theoretically study the changes in poverty with respect to the ‘global’ mean and variance of the income distribution using Indian survey data. We show that when the income obeys a log-normal distribution, a rising mean income generally indicates a reduction in poverty while an increase in the variance of the income distribution increases poverty. This altruistic view for a developing economy, however, is not tenable anymore once the poverty index is found to follow a pareto distribution. Here although a rising mean income indicates a reduction in poverty, due to the presence of an inflexion point in the poverty function, there is a critical value of the variance below which poverty decreases with increasing variance while beyond this value, poverty undergoes a steep increase followed by a decrease with respect to higher variance. Identifying this inflexion point as the poverty line, we show that the pareto poverty function satisfies all three standard axioms of a poverty index [N.C. Kakwani, Econometrica 43 (1980) 437; A.K. Sen, Econometrica 44 (1976) 219] whereas the log-normal distribution falls short of this requisite. Following these results, we make quantitative predictions to correlate a developing with a developed economy.

Boundary Conditions for Scalar (Co)Variances over Heterogeneous Surfaces

NASA Astrophysics Data System (ADS)

Machulskaya, Ekaterina; Mironov, Dmitrii

2018-05-01

The problem of boundary conditions for the variances and covariances of scalar quantities (e.g., temperature and humidity) at the underlying surface is considered. If the surface is treated as horizontally homogeneous, Monin-Obukhov similarity suggests the Neumann boundary conditions that set the surface fluxes of scalar variances and covariances to zero. Over heterogeneous surfaces, these boundary conditions are not a viable choice since the spatial variability of various surface and soil characteristics, such as the ground fluxes of heat and moisture and the surface radiation balance, is not accounted for. Boundary conditions are developed that are consistent with the tile approach used to compute scalar (and momentum) fluxes over heterogeneous surfaces. To this end, the third-order transport terms (fluxes of variances) are examined analytically using a triple decomposition of fluctuating velocity and scalars into the grid-box mean, the fluctuation of tile-mean quantity about the grid-box mean, and the sub-tile fluctuation. The effect of the proposed boundary conditions on mixing in an archetypical stably-stratified boundary layer is illustrated with a single-column numerical experiment. The proposed boundary conditions should be applied in atmospheric models that utilize turbulence parametrization schemes with transport equations for scalar variances and covariances including the third-order turbulent transport (diffusion) terms.

40 CFR 264.97 - General ground-water monitoring requirements.

Code of Federal Regulations, 2011 CFR

2011-07-01

... paragraph (i) of this section. (1) A parametric analysis of variance (ANOVA) followed by multiple... mean levels for each constituent. (2) An analysis of variance (ANOVA) based on ranks followed by...

Determination of absorption changes from moments of distributions of times of flight of photons: optimization of measurement conditions for a two-layered tissue model.

PubMed

Liebert, Adam; Wabnitz, Heidrun; Elster, Clemens

2012-05-01

Time-resolved near-infrared spectroscopy allows for depth-selective determination of absorption changes in the adult human head that facilitates separation between cerebral and extra-cerebral responses to brain activation. The aim of the present work is to analyze which combinations of moments of measured distributions of times of flight (DTOF) of photons and source-detector separations are optimal for the reconstruction of absorption changes in a two-layered tissue model corresponding to extra- and intra-cerebral compartments. To this end we calculated the standard deviations of the derived absorption changes in both layers by considering photon noise and a linear relation between the absorption changes and the DTOF moments. The results show that the standard deviation of the absorption change in the deeper (superficial) layer increases (decreases) with the thickness of the superficial layer. It is confirmed that for the deeper layer the use of higher moments, in particular the variance of the DTOF, leads to an improvement. For example, when measurements at four different source-detector separations between 8 and 35 mm are available and a realistic thickness of the upper layer of 12 mm is assumed, the inclusion of the change in mean time of flight, in addition to the change in attenuation, leads to a reduction of the standard deviation of the absorption change in the deeper tissue layer by a factor of 2.5. A reduction by another 4% can be achieved by additionally including the change in variance.

On approaches to analyze the sensitivity of simulated hydrologic fluxes to model parameters in the community land model

DOE PAGES

Bao, Jie; Hou, Zhangshuan; Huang, Maoyi; ...

2015-12-04

Here, effective sensitivity analysis approaches are needed to identify important parameters or factors and their uncertainties in complex Earth system models composed of multi-phase multi-component phenomena and multiple biogeophysical-biogeochemical processes. In this study, the impacts of 10 hydrologic parameters in the Community Land Model on simulations of runoff and latent heat flux are evaluated using data from a watershed. Different metrics, including residual statistics, the Nash-Sutcliffe coefficient, and log mean square error, are used as alternative measures of the deviations between the simulated and field observed values. Four sensitivity analysis (SA) approaches, including analysis of variance based on the generalizedmore » linear model, generalized cross validation based on the multivariate adaptive regression splines model, standardized regression coefficients based on a linear regression model, and analysis of variance based on support vector machine, are investigated. Results suggest that these approaches show consistent measurement of the impacts of major hydrologic parameters on response variables, but with differences in the relative contributions, particularly for the secondary parameters. The convergence behaviors of the SA with respect to the number of sampling points are also examined with different combinations of input parameter sets and output response variables and their alternative metrics. This study helps identify the optimal SA approach, provides guidance for the calibration of the Community Land Model parameters to improve the model simulations of land surface fluxes, and approximates the magnitudes to be adjusted in the parameter values during parametric model optimization.« less

Automatic segmentation for brain MR images via a convex optimized segmentation and bias field correction coupled model.

PubMed

Chen, Yunjie; Zhao, Bo; Zhang, Jianwei; Zheng, Yuhui

2014-09-01

Accurate segmentation of magnetic resonance (MR) images remains challenging mainly due to the intensity inhomogeneity, which is also commonly known as bias field. Recently active contour models with geometric information constraint have been applied, however, most of them deal with the bias field by using a necessary pre-processing step before segmentation of MR data. This paper presents a novel automatic variational method, which can segment brain MR images meanwhile correcting the bias field when segmenting images with high intensity inhomogeneities. We first define a function for clustering the image pixels in a smaller neighborhood. The cluster centers in this objective function have a multiplicative factor that estimates the bias within the neighborhood. In order to reduce the effect of the noise, the local intensity variations are described by the Gaussian distributions with different means and variances. Then, the objective functions are integrated over the entire domain. In order to obtain the global optimal and make the results independent of the initialization of the algorithm, we reconstructed the energy function to be convex and calculated it by using the Split Bregman theory. A salient advantage of our method is that its result is independent of initialization, which allows robust and fully automated application. Our method is able to estimate the bias of quite general profiles, even in 7T MR images. Moreover, our model can also distinguish regions with similar intensity distribution with different variances. The proposed method has been rigorously validated with images acquired on variety of imaging modalities with promising results. Copyright © 2014 Elsevier Inc. All rights reserved.

Approximate Sample Size Formulas for Testing Group Mean Differences when Variances Are Unequal in One-Way ANOVA

ERIC Educational Resources Information Center

Guo, Jiin-Huarng; Luh, Wei-Ming

2008-01-01

This study proposes an approach for determining appropriate sample size for Welch's F test when unequal variances are expected. Given a certain maximum deviation in population means and using the quantile of F and t distributions, there is no need to specify a noncentrality parameter and it is easy to estimate the approximate sample size needed…

Seabed mapping and characterization of sediment variability using the usSEABED data base

USGS Publications Warehouse

Goff, J.A.; Jenkins, C.J.; Jeffress, Williams S.

2008-01-01

We present a methodology for statistical analysis of randomly located marine sediment point data, and apply it to the US continental shelf portions of usSEABED mean grain size records. The usSEABED database, like many modern, large environmental datasets, is heterogeneous and interdisciplinary. We statistically test the database as a source of mean grain size data, and from it provide a first examination of regional seafloor sediment variability across the entire US continental shelf. Data derived from laboratory analyses ("extracted") and from word-based descriptions ("parsed") are treated separately, and they are compared statistically and deterministically. Data records are selected for spatial analysis by their location within sample regions: polygonal areas defined in ArcGIS chosen by geography, water depth, and data sufficiency. We derive isotropic, binned semivariograms from the data, and invert these for estimates of noise variance, field variance, and decorrelation distance. The highly erratic nature of the semivariograms is a result both of the random locations of the data and of the high level of data uncertainty (noise). This decorrelates the data covariance matrix for the inversion, and largely prevents robust estimation of the fractal dimension. Our comparison of the extracted and parsed mean grain size data demonstrates important differences between the two. In particular, extracted measurements generally produce finer mean grain sizes, lower noise variance, and lower field variance than parsed values. Such relationships can be used to derive a regionally dependent conversion factor between the two. Our analysis of sample regions on the US continental shelf revealed considerable geographic variability in the estimated statistical parameters of field variance and decorrelation distance. Some regional relationships are evident, and overall there is a tendency for field variance to be higher where the average mean grain size is finer grained. Surprisingly, parsed and extracted noise magnitudes correlate with each other, which may indicate that some portion of the data variability that we identify as "noise" is caused by real grain size variability at very short scales. Our analyses demonstrate that by applying a bias-correction proxy, usSEABED data can be used to generate reliable interpolated maps of regional mean grain size and sediment character. 

Adaptation to an extraordinary environment by evolution of phenotypic plasticity and genetic assimilation.

PubMed

Lande, Russell

2009-07-01

Adaptation to a sudden extreme change in environment, beyond the usual range of background environmental fluctuations, is analysed using a quantitative genetic model of phenotypic plasticity. Generations are discrete, with time lag tau between a critical period for environmental influence on individual development and natural selection on adult phenotypes. The optimum phenotype, and genotypic norms of reaction, are linear functions of the environment. Reaction norm elevation and slope (plasticity) vary among genotypes. Initially, in the average background environment, the character is canalized with minimum genetic and phenotypic variance, and no correlation between reaction norm elevation and slope. The optimal plasticity is proportional to the predictability of environmental fluctuations over time lag tau. During the first generation in the new environment the mean fitness suddenly drops and the mean phenotype jumps towards the new optimum phenotype by plasticity. Subsequent adaptation occurs in two phases. Rapid evolution of increased plasticity allows the mean phenotype to closely approach the new optimum. The new phenotype then undergoes slow genetic assimilation, with reduction in plasticity compensated by genetic evolution of reaction norm elevation in the original environment.

Contrast discrimination: Second responses reveal the relationship between the mean and variance of visual signals

PubMed Central

Solomon, Joshua A.

2007-01-01

To explain the relationship between first- and second-response accuracies in a detection experiment, Swets, Tanner, and Birdsall [Swets, J., Tanner, W. P., Jr., & Birdsall, T. G. (1961). Decision processes in perception. Psychological Review, 68, 301–340] proposed that the variance of visual signals increased with their means. However, both a low threshold and intrinsic uncertainty produce similar relationships. I measured the relationship between first- and second-response accuracies for suprathreshold contrast discrimination, which is thought to be unaffected by sensory thresholds and intrinsic uncertainty. The results are consistent with a slowly increasing variance. PMID:17961625

African-American adolescents’ stress responses after the 9/11/01 terrorist attacks

PubMed Central

Barnes, Vernon A.; Treiber, Frank A.; Ludwig, David A.

2012-01-01

Purpose To examine the impact of indirect exposure to the 9/11/01 attacks upon physical and emotional stress-related responses in a community sample of African-American (AA) adolescents. Methods Three months after the 9/11/01 terrorist attacks, 406 AA adolescents (mean age [SD] of 16.1 ± 1.3 years) from an inner-city high school in Augusta, GA were evaluated with a 12-item 5-point Likert scale measuring loss of psychosocial resources (PRS) such as control, hope, optimism, and perceived support, a 17-item 5-point Likert scale measuring post-traumatic stress symptomatology (PCL), and measures of state and trait anger, anger expression, and hostility. Given the observational nature of the study, statistical differences and correlations were evaluated for effect size before statistical testing (5% minimum variance explained). Bootstrapping was used for testing mean differences and differences between correlations. Results PCL scores indicated that approximately 10% of the sample was experiencing probable clinically significant levels of post-traumatic distress (PCL score > 50). The PCL and PRS were moderately correlated with a r = .59. Gender differences for the PCL and PRS were small, accounting for 1% of the total variance. Higher PCL scores were associated with higher state anger (r = .47), as well as measures of anger-out (r = .32) and trait anger (r = .34). Higher PRS scores were associated only with higher state anger (r = .27). Scores on the two 9/11/01-related scales were not statistically associated (i.e., less than 5% of the variance explained) with traits of anger control, anger-in, or hostility. Conclusions The majority of students were not overly stressed by indirect exposure to the events of 9/11/01, perhaps owing to the temporal, social, and/or geographical distance from the event. Those who reported greater negative impact appeared to also be experiencing higher levels of current anger and exhibited a characterologic style of higher overt anger expression. PMID:15737775

Susceptibility-weighted imaging using inter-echo-variance channel combination for improved contrast at 7 tesla.

PubMed

Hosseini, Zahra; Liu, Junmin; Solovey, Igor; Menon, Ravi S; Drangova, Maria

2017-04-01

To implement and optimize a new approach for susceptibility-weighted image (SWI) generation from multi-echo multi-channel image data and compare its performance against optimized traditional SWI pipelines. Five healthy volunteers were imaged at 7 Tesla. The inter-echo-variance (IEV) channel combination, which uses the variance of the local frequency shift at multiple echo times as a weighting factor during channel combination, was used to calculate multi-echo local phase shift maps. Linear phase masks were combined with the magnitude to generate IEV-SWI. The performance of the IEV-SWI pipeline was compared with that of two accepted SWI pipelines-channel combination followed by (i) Homodyne filtering (HPH-SWI) and (ii) unwrapping and high-pass filtering (SVD-SWI). The filtering steps of each pipeline were optimized. Contrast-to-noise ratio was used as the comparison metric. Qualitative assessment of artifact and vessel conspicuity was performed and processing time of pipelines was evaluated. The optimized IEV-SWI pipeline (σ = 7 mm) resulted in continuous vessel visibility throughout the brain. IEV-SWI had significantly higher contrast compared with HPH-SWI and SVD-SWI (P < 0.001, Friedman nonparametric test). Residual background fields and phase wraps in HPH-SWI and SVD-SWI corrupted the vessel signal and/or generated vessel-mimicking artifact. Optimized implementation of the IEV-SWI pipeline processed a six-echo 16-channel dataset in under 10 min. IEV-SWI benefits from channel-by-channel processing of phase data and results in high contrast images with an optimal balance between contrast and background noise removal, thereby presenting evidence of importance of the order in which postprocessing techniques are applied for multi-channel SWI generation. 2 J. Magn. Reson. Imaging 2017;45:1113-1124. © 2016 International Society for Magnetic Resonance in Medicine.

Drought and Heat Wave Impacts on Electricity Grid Reliability in Illinois

NASA Astrophysics Data System (ADS)

Stillwell, A. S.; Lubega, W. N.

2016-12-01

A large proportion of thermal power plants in the United States use cooling systems that discharge large volumes of heated water into rivers and cooling ponds. To minimize thermal pollution from these discharges, restrictions are placed on temperatures at the edge of defined mixing zones in the receiving waters. However, during extended hydrological droughts and heat waves, power plants are often granted thermal variances permitting them to exceed these temperature restrictions. These thermal variances are often deemed necessary for maintaining electricity reliability, particularly as heat waves cause increased electricity demand. Current practice, however, lacks tools for the development of grid-scale operational policies specifying generator output levels that ensure reliable electricity supply while minimizing thermal variances. Such policies must take into consideration characteristics of individual power plants, topology and characteristics of the electricity grid, and locations of power plants within the river basin. In this work, we develop a methodology for the development of these operational policies that captures necessary factors. We develop optimal rules for different hydrological and meteorological conditions, serving as rule curves for thermal power plants. The rules are conditioned on leading modes of the ambient hydrological and meteorological conditions at the different power plant locations, as the locations are geographically close and hydrologically connected. Heat dissipation in the rivers and cooling ponds is modeled using the equilibrium temperature concept. Optimal rules are determined through a Monte Carlo sampling optimization framework. The methodology is applied to a case study of eight power plants in Illinois that were granted thermal variances in the summer of 2012, with a representative electricity grid model used in place of the actual electricity grid.

The Age of OrthoInfo: A Randomized Controlled Trial Evaluating Patient Comprehension of Informed Consent.

PubMed

Egekeze, Nkemakolam; Dubin, Jonathan; Williams, Karen; Bernhardt, Mark

2016-10-05

Integral to an orthopaedic surgeon-patient informed consent discussion is the assessment of patient comprehension of their medical care. However, little is known about how to optimize patient comprehension of an informed consent discussion. The purpose of our study was to evaluate three time-controlled informed consent discussion methods to determine which optimized patient comprehension immediately after the discussion. Sixty-seven consecutive patients with knee osteoarthritis who were considered medically appropriate for a knee corticosteroid injection were enrolled in our trial. Participants were randomized and were allocated into one of three groups in a parallel fashion and 1:1:1 ratio. Our three groups varied by sensory input and included verbal (hearing), verbal and video (hearing and sight), and verbal and model (hearing, sight, and touch). Each participant listened to a 10-minute scripted lecture given by a researcher; this lecture was based on content from the American Academy of Orthopaedic Surgeons patient education web site OrthoInfo. Patient comprehension was assessed after the lecture using a validated questionnaire called the Nkem test. Our primary outcome evaluated patient comprehension utilizing a pairwise comparison of mean comprehension scores between the groups. The primary outcome was analyzed using a one-way analysis of variance with the least significant difference calculated post hoc and a 95% confidence interval (95% CI). The health-care staff, study participants, and outcome assessor were each blinded to group assignments. The mean comprehension scores were 84% (95% CI, 79% to 88%) for the verbal and model group, 74% (95% CI, 63% to 80%) for the verbal and video group, and 71% (95% CI, 61% to 80%) for the verbal group. The omnibus analysis of variance was significant and showed a difference among the groups (p = 0.019). The pairwise comparison of the groups using the least significant difference calculated post hoc showed that the verbal and model group outperformed the verbal group (p = 0.01) and the verbal and video group (p = 0.023). Multisensory patient education incorporating OrthoInfo and an anatomic model optimized patient comprehension immediately after a time-controlled informed consent discussion. This finding could play an important role in improving surgeon-patient communication in the field of orthopaedic surgery. Copyright © 2016 by The Journal of Bone and Joint Surgery, Incorporated.

Managing risk and expected financial return from selective expansion of operating room capacity: mean-variance analysis of a hospital's portfolio of surgeons.

PubMed

Dexter, Franklin; Ledolter, Johannes

2003-07-01

Surgeons using the same amount of operating room (OR) time differ in their achieved hospital contribution margins (revenue minus variable costs) by >1000%. Thus, to improve the financial return from perioperative facilities, OR strategic decisions should selectively focus additional OR capacity and capital purchasing on a few surgeons or subspecialties. These decisions use estimates of each surgeon's and/or subspecialty's contribution margin per OR hour. The estimates are subject to uncertainty (e.g., from outliers). We account for the uncertainties by using mean-variance portfolio analysis (i.e., quadratic programming). This method characterizes the problem of selectively expanding OR capacity based on the expected financial return and risk of different portfolios of surgeons. The assessment reveals whether the choices, of which surgeons have their OR capacity expanded, are sensitive to the uncertainties in the surgeons' contribution margins per OR hour. Thus, mean-variance analysis reduces the chance of making strategic decisions based on spurious information. We also assess the financial benefit of using mean-variance portfolio analysis when the planned expansion of OR capacity is well diversified over at least several surgeons or subspecialties. Our results show that, in such circumstances, there may be little benefit from further changing the portfolio to reduce its financial risk. Surgeon and subspecialty specific hospital financial data are uncertain, a fact that should be taken into account when making decisions about expanding operating room capacity. We show that mean-variance portfolio analysis can incorporate this uncertainty, thereby guiding operating room management decision-making and reducing the chance of a strategic decision being made based on spurious information.

Effect of natural inbreeding on variance structure in tests of wind pollination Douglas-fir progenies.

Treesearch

Frank C. Sorensen; T.L. White

1988-01-01

Studies of the mating habits of Douglas-fir (Pseudotsuga menziesii (Mirb.) Franco) have shown that wind-pollination families contain a small proportion of very slow-growing natural inbreds.The effect of these very small trees on means, variances, and variance ratios was evaluated for height and diameter in a 16-year-old plantation by...

Understanding the Degrees of Freedom of Sample Variance by Using Microsoft Excel

ERIC Educational Resources Information Center

Ding, Jian-Hua; Jin, Xian-Wen; Shuai, Ling-Ying

2017-01-01

In this article, the degrees of freedom of the sample variance are simulated by using the Visual Basic for Applications of Microsoft Excel 2010. The simulation file dynamically displays why the sample variance should be calculated by dividing the sum of squared deviations by n-1 rather than n, which is helpful for students to grasp the meaning of…

Finding reproducible cluster partitions for the k-means algorithm

PubMed Central

2013-01-01

K-means clustering is widely used for exploratory data analysis. While its dependence on initialisation is well-known, it is common practice to assume that the partition with lowest sum-of-squares (SSQ) total i.e. within cluster variance, is both reproducible under repeated initialisations and also the closest that k-means can provide to true structure, when applied to synthetic data. We show that this is generally the case for small numbers of clusters, but for values of k that are still of theoretical and practical interest, similar values of SSQ can correspond to markedly different cluster partitions. This paper extends stability measures previously presented in the context of finding optimal values of cluster number, into a component of a 2-d map of the local minima found by the k-means algorithm, from which not only can values of k be identified for further analysis but, more importantly, it is made clear whether the best SSQ is a suitable solution or whether obtaining a consistently good partition requires further application of the stability index. The proposed method is illustrated by application to five synthetic datasets replicating a real world breast cancer dataset with varying data density, and a large bioinformatics dataset. PMID:23369085

Finding reproducible cluster partitions for the k-means algorithm.

PubMed

Lisboa, Paulo J G; Etchells, Terence A; Jarman, Ian H; Chambers, Simon J

2013-01-01

K-means clustering is widely used for exploratory data analysis. While its dependence on initialisation is well-known, it is common practice to assume that the partition with lowest sum-of-squares (SSQ) total i.e. within cluster variance, is both reproducible under repeated initialisations and also the closest that k-means can provide to true structure, when applied to synthetic data. We show that this is generally the case for small numbers of clusters, but for values of k that are still of theoretical and practical interest, similar values of SSQ can correspond to markedly different cluster partitions. This paper extends stability measures previously presented in the context of finding optimal values of cluster number, into a component of a 2-d map of the local minima found by the k-means algorithm, from which not only can values of k be identified for further analysis but, more importantly, it is made clear whether the best SSQ is a suitable solution or whether obtaining a consistently good partition requires further application of the stability index. The proposed method is illustrated by application to five synthetic datasets replicating a real world breast cancer dataset with varying data density, and a large bioinformatics dataset.

Optimizing Aircraft Availability: Where to Spend Your Next O&M Dollar

DTIC Science & Technology

2010-03-01

patterns of variance are present. In addition, we use the Breusch - Pagan test to statistically determine whether homoscedasticity exists. For this... Breusch - Pagan test , large p-values are preferred so that we may accept the null hypothesis of normality. Failure to meet the fourth assumption is...Next, we show the residual by predicted plot and the Breusch - Pagan test for constant variance of the residuals. The null hypothesis is that the

Modelling heterogeneity variances in multiple treatment comparison meta-analysis--are informative priors the better solution?

PubMed

Thorlund, Kristian; Thabane, Lehana; Mills, Edward J

2013-01-11

Multiple treatment comparison (MTC) meta-analyses are commonly modeled in a Bayesian framework, and weakly informative priors are typically preferred to mirror familiar data driven frequentist approaches. Random-effects MTCs have commonly modeled heterogeneity under the assumption that the between-trial variance for all involved treatment comparisons are equal (i.e., the 'common variance' assumption). This approach 'borrows strength' for heterogeneity estimation across treatment comparisons, and thus, ads valuable precision when data is sparse. The homogeneous variance assumption, however, is unrealistic and can severely bias variance estimates. Consequently 95% credible intervals may not retain nominal coverage, and treatment rank probabilities may become distorted. Relaxing the homogeneous variance assumption may be equally problematic due to reduced precision. To regain good precision, moderately informative variance priors or additional mathematical assumptions may be necessary. In this paper we describe four novel approaches to modeling heterogeneity variance - two novel model structures, and two approaches for use of moderately informative variance priors. We examine the relative performance of all approaches in two illustrative MTC data sets. We particularly compare between-study heterogeneity estimates and model fits, treatment effect estimates and 95% credible intervals, and treatment rank probabilities. In both data sets, use of moderately informative variance priors constructed from the pair wise meta-analysis data yielded the best model fit and narrower credible intervals. Imposing consistency equations on variance estimates, assuming variances to be exchangeable, or using empirically informed variance priors also yielded good model fits and narrow credible intervals. The homogeneous variance model yielded high precision at all times, but overall inadequate estimates of between-trial variances. Lastly, treatment rankings were similar among the novel approaches, but considerably different when compared with the homogenous variance approach. MTC models using a homogenous variance structure appear to perform sub-optimally when between-trial variances vary between comparisons. Using informative variance priors, assuming exchangeability or imposing consistency between heterogeneity variances can all ensure sufficiently reliable and realistic heterogeneity estimation, and thus more reliable MTC inferences. All four approaches should be viable candidates for replacing or supplementing the conventional homogeneous variance MTC model, which is currently the most widely used in practice.

On the Performance of Maximum Likelihood versus Means and Variance Adjusted Weighted Least Squares Estimation in CFA

ERIC Educational Resources Information Center

Beauducel, Andre; Herzberg, Philipp Yorck

2006-01-01

This simulation study compared maximum likelihood (ML) estimation with weighted least squares means and variance adjusted (WLSMV) estimation. The study was based on confirmatory factor analyses with 1, 2, 4, and 8 factors, based on 250, 500, 750, and 1,000 cases, and on 5, 10, 20, and 40 variables with 2, 3, 4, 5, and 6 categories. There was no…

Prediction of local concentration statistics in variably saturated soils: Influence of observation scale and comparison with field data

NASA Astrophysics Data System (ADS)

Graham, Wendy; Destouni, Georgia; Demmy, George; Foussereau, Xavier

1998-07-01

The methodology developed in Destouni and Graham [Destouni, G., Graham, W.D., 1997. The influence of observation method on local concentration statistics in the subsurface. Water Resour. Res. 33 (4) 663-676.] for predicting locally measured concentration statistics for solute transport in heterogeneous porous media under saturated flow conditions is applied to the prediction of conservative nonreactive solute transport in the vadose zone where observations are obtained by soil coring. Exact analytical solutions are developed for both the mean and variance of solute concentrations measured in discrete soil cores using a simplified physical model for vadose-zone flow and solute transport. Theoretical results show that while the ensemble mean concentration is relatively insensitive to the length-scale of the measurement, predictions of the concentration variance are significantly impacted by the sampling interval. Results also show that accounting for vertical heterogeneity in the soil profile results in significantly less spreading in the mean and variance of the measured solute breakthrough curves, indicating that it is important to account for vertical heterogeneity even for relatively small travel distances. Model predictions for both the mean and variance of locally measured solute concentration, based on independently estimated model parameters, agree well with data from a field tracer test conducted in Manatee County, Florida.

Read-noise characterization of focal plane array detectors via mean-variance analysis.

PubMed

Sperline, R P; Knight, A K; Gresham, C A; Koppenaal, D W; Hieftje, G M; Denton, M B

2005-11-01

Mean-variance analysis is described as a method for characterization of the read-noise and gain of focal plane array (FPA) detectors, including charge-coupled devices (CCDs), charge-injection devices (CIDs), and complementary metal-oxide-semiconductor (CMOS) multiplexers (infrared arrays). Practical FPA detector characterization is outlined. The nondestructive readout capability available in some CIDs and FPA devices is discussed as a means for signal-to-noise ratio improvement. Derivations of the equations are fully presented to unify understanding of this method by the spectroscopic community.

Finding meaning in loss: the mediating role of social support between personality and two construals of meaning.

PubMed

Boyraz, Güler; Horne, Sharon G; Sayger, Thomas V

2012-07-01

Dimensions of personality may shape an individual's response to loss both directly and indirectly through its effects on other variables such as an individual's ability to seek social support. The mediating effect of social support on the relationship between personality (i.e., extraversion and neuroticism) and 2 construals of meaning (i.e., sense-making and benefit-finding) among 325 bereaved individuals was explored using path analysis. Supporting our hypotheses, social support mediated the relationship between personality and construals of meaning. Neuroticism was negatively and indirectly associated with both sense-making and benefit-finding through social support. Extraversion had a significant positive relationship to social support, which, in turn, mediated the impact of extraversion on both sense-making and benefit finding. The model explained 35% of the variance in social support, 19% of the variance in sense-making, and 25% of the variance in benefit-finding. Implications are discussed in light of existing theories of bereavement and loss.

A consistent transported PDF model for treating differential molecular diffusion

NASA Astrophysics Data System (ADS)

Wang, Haifeng; Zhang, Pei

2016-11-01

Differential molecular diffusion is a fundamentally significant phenomenon in all multi-component turbulent reacting or non-reacting flows caused by the different rates of molecular diffusion of energy and species concentrations. In the transported probability density function (PDF) method, the differential molecular diffusion can be treated by using a mean drift model developed by McDermott and Pope. This model correctly accounts for the differential molecular diffusion in the scalar mean transport and yields a correct DNS limit of the scalar variance production. The model, however, misses the molecular diffusion term in the scalar variance transport equation, which yields an inconsistent prediction of the scalar variance in the transported PDF method. In this work, a new model is introduced to remedy this problem that can yield a consistent scalar variance prediction. The model formulation along with its numerical implementation is discussed, and the model validation is conducted in a turbulent mixing layer problem.

Assessing differential gene expression with small sample sizes in oligonucleotide arrays using a mean-variance model.

PubMed

Hu, Jianhua; Wright, Fred A

2007-03-01

The identification of the genes that are differentially expressed in two-sample microarray experiments remains a difficult problem when the number of arrays is very small. We discuss the implications of using ordinary t-statistics and examine other commonly used variants. For oligonucleotide arrays with multiple probes per gene, we introduce a simple model relating the mean and variance of expression, possibly with gene-specific random effects. Parameter estimates from the model have natural shrinkage properties that guard against inappropriately small variance estimates, and the model is used to obtain a differential expression statistic. A limiting value to the positive false discovery rate (pFDR) for ordinary t-tests provides motivation for our use of the data structure to improve variance estimates. Our approach performs well compared to other proposed approaches in terms of the false discovery rate.

Optimal cue integration in ants.

PubMed

Wystrach, Antoine; Mangan, Michael; Webb, Barbara

2015-10-07

In situations with redundant or competing sensory information, humans have been shown to perform cue integration, weighting different cues according to their certainty in a quantifiably optimal manner. Ants have been shown to merge the directional information available from their path integration (PI) and visual memory, but as yet it is not clear that they do so in a way that reflects the relative certainty of the cues. In this study, we manipulate the variance of the PI home vector by allowing ants (Cataglyphis velox) to run different distances and testing their directional choice when the PI vector direction is put in competition with visual memory. Ants show progressively stronger weighting of their PI direction as PI length increases. The weighting is quantitatively predicted by modelling the expected directional variance of home vectors of different lengths and assuming optimal cue integration. However, a subsequent experiment suggests ants may not actually compute an internal estimate of the PI certainty, but are using the PI home vector length as a proxy. © 2015 The Author(s).

Design of a compensation for an ARMA model of a discrete time system. M.S. Thesis

NASA Technical Reports Server (NTRS)

Mainemer, C. I.

1978-01-01

The design of an optimal dynamic compensator for a multivariable discrete time system is studied. Also the design of compensators to achieve minimum variance control strategies for single input single output systems is analyzed. In the first problem the initial conditions of the plant are random variables with known first and second order moments, and the cost is the expected value of the standard cost, quadratic in the states and controls. The compensator is based on the minimum order Luenberger observer and it is found optimally by minimizing a performance index. Necessary and sufficient conditions for optimality of the compensator are derived. The second problem is solved in three different ways; two of them working directly in the frequency domain and one working in the time domain. The first and second order moments of the initial conditions are irrelevant to the solution. Necessary and sufficient conditions are derived for the compensator to minimize the variance of the output.

Gaussian processes with optimal kernel construction for neuro-degenerative clinical onset prediction

NASA Astrophysics Data System (ADS)

Canas, Liane S.; Yvernault, Benjamin; Cash, David M.; Molteni, Erika; Veale, Tom; Benzinger, Tammie; Ourselin, Sébastien; Mead, Simon; Modat, Marc

2018-02-01

Gaussian Processes (GP) are a powerful tool to capture the complex time-variations of a dataset. In the context of medical imaging analysis, they allow a robust modelling even in case of highly uncertain or incomplete datasets. Predictions from GP are dependent of the covariance kernel function selected to explain the data variance. To overcome this limitation, we propose a framework to identify the optimal covariance kernel function to model the data.The optimal kernel is defined as a composition of base kernel functions used to identify correlation patterns between data points. Our approach includes a modified version of the Compositional Kernel Learning (CKL) algorithm, in which we score the kernel families using a new energy function that depends both the Bayesian Information Criterion (BIC) and the explained variance score. We applied the proposed framework to model the progression of neurodegenerative diseases over time, in particular the progression of autosomal dominantly-inherited Alzheimer's disease, and use it to predict the time to clinical onset of subjects carrying genetic mutation.