The Infinitesimal Jackknife with Exploratory Factor Analysis

ERIC Educational Resources Information Center

Zhang, Guangjian; Preacher, Kristopher J.; Jennrich, Robert I.

2012-01-01

The infinitesimal jackknife, a nonparametric method for estimating standard errors, has been used to obtain standard error estimates in covariance structure analysis. In this article, we adapt it for obtaining standard errors for rotated factor loadings and factor correlations in exploratory factor analysis with sample correlation matrices. Both…

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

PubMed

Garcia, Tanya P; Ma, Yanyuan

2017-10-01

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

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

PubMed

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

2010-12-20

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

Problems with small area surveys: lensing covariance of supernova distance measurements.

PubMed

Cooray, Asantha; Huterer, Dragan; Holz, Daniel E

2006-01-20

While luminosity distances from type Ia supernovae (SNe) are a powerful probe of cosmology, the accuracy with which these distances can be measured is limited by cosmic magnification due to gravitational lensing by the intervening large-scale structure. Spatial clustering of foreground mass leads to correlated errors in SNe distances. By including the full covariance matrix of SNe, we show that future wide-field surveys will remain largely unaffected by lensing correlations. However, "pencil beam" surveys, and those with narrow (but possibly long) fields of view, can be strongly affected. For a survey with 30 arcmin mean separation between SNe, lensing covariance leads to a approximately 45% increase in the expected errors in dark energy parameters.

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

NASA Technical Reports Server (NTRS)

Menga, G.

1975-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

Spatio-Temporal EEG Models for Brain Interfaces

PubMed Central

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

2016-01-01

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

A Comparison of Pseudo-Maximum Likelihood and Asymptotically Distribution-Free Dynamic Factor Analysis Parameter Estimation in Fitting Covariance Structure Models to Block-Toeplitz Matrices Representing Single-Subject Multivariate Time-Series.

ERIC Educational Resources Information Center

Molenaar, Peter C. M.; Nesselroade, John R.

1998-01-01

Pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation methods for estimating dynamic factor model parameters within a covariance structure framework were compared through a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates, but only ADF gives standard errors and chi-square…

Spacecraft methods and structures with enhanced attitude control that facilitates gyroscope substitutions

NASA Technical Reports Server (NTRS)

Li, Rongsheng (Inventor); Kurland, Jeffrey A. (Inventor); Dawson, Alec M. (Inventor); Wu, Yeong-Wei A. (Inventor); Uetrecht, David S. (Inventor)

2004-01-01

Methods and structures are provided that enhance attitude control during gyroscope substitutions by insuring that a spacecraft's attitude control system does not drive its absolute-attitude sensors out of their capture ranges. In a method embodiment, an operational process-noise covariance Q of a Kalman filter is temporarily replaced with a substantially greater interim process-noise covariance Q. This replacement increases the weight given to the most recent attitude measurements and hastens the reduction of attitude errors and gyroscope bias errors. The error effect of the substituted gyroscopes is reduced and the absolute-attitude sensors are not driven out of their capture range. In another method embodiment, this replacement is preceded by the temporary replacement of an operational measurement-noise variance R with a substantially larger interim measurement-noise variance R to reduce transients during the gyroscope substitutions.

Empirical State Error Covariance Matrix for Batch Estimation

NASA Technical Reports Server (NTRS)

Frisbee, Joe

2015-01-01

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

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

PubMed

Liu, Xiaofeng Steven

2011-05-01

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

Multilevel Models for Intensive Longitudinal Data with Heterogeneous Autoregressive Errors: The Effect of Misspecification and Correction with Cholesky Transformation

PubMed Central

Jahng, Seungmin; Wood, Phillip K.

2017-01-01

Intensive longitudinal studies, such as ecological momentary assessment studies using electronic diaries, are gaining popularity across many areas of psychology. Multilevel models (MLMs) are most widely used analytical tools for intensive longitudinal data (ILD). Although ILD often have individually distinct patterns of serial correlation of measures over time, inferences of the fixed effects, and random components in MLMs are made under the assumption that all variance and autocovariance components are homogenous across individuals. In the present study, we introduced a multilevel model with Cholesky transformation to model ILD with individually heterogeneous covariance structure. In addition, the performance of the transformation method and the effects of misspecification of heterogeneous covariance structure were investigated through a Monte Carlo simulation. We found that, if individually heterogeneous covariances are incorrectly assumed as homogenous independent or homogenous autoregressive, MLMs produce highly biased estimates of the variance of random intercepts and the standard errors of the fixed intercept and the fixed effect of a level 2 covariate when the average autocorrelation is high. For intensive longitudinal data with individual specific residual covariance, the suggested transformation method showed lower bias in those estimates than the misspecified models when the number of repeated observations within individuals is 50 or more. PMID:28286490

Accounting for Sampling Error in Genetic Eigenvalues Using Random Matrix Theory.

PubMed

Sztepanacz, Jacqueline L; Blows, Mark W

2017-07-01

The distribution of genetic variance in multivariate phenotypes is characterized by the empirical spectral distribution of the eigenvalues of the genetic covariance matrix. Empirical estimates of genetic eigenvalues from random effects linear models are known to be overdispersed by sampling error, where large eigenvalues are biased upward, and small eigenvalues are biased downward. The overdispersion of the leading eigenvalues of sample covariance matrices have been demonstrated to conform to the Tracy-Widom (TW) distribution. Here we show that genetic eigenvalues estimated using restricted maximum likelihood (REML) in a multivariate random effects model with an unconstrained genetic covariance structure will also conform to the TW distribution after empirical scaling and centering. However, where estimation procedures using either REML or MCMC impose boundary constraints, the resulting genetic eigenvalues tend not be TW distributed. We show how using confidence intervals from sampling distributions of genetic eigenvalues without reference to the TW distribution is insufficient protection against mistaking sampling error as genetic variance, particularly when eigenvalues are small. By scaling such sampling distributions to the appropriate TW distribution, the critical value of the TW statistic can be used to determine if the magnitude of a genetic eigenvalue exceeds the sampling error for each eigenvalue in the spectral distribution of a given genetic covariance matrix. Copyright © 2017 by the Genetics Society of America.

A bias correction for covariance estimators to improve inference with generalized estimating equations that use an unstructured correlation matrix.

PubMed

Westgate, Philip M

2013-07-20

Generalized estimating equations (GEEs) are routinely used for the marginal analysis of correlated data. The efficiency of GEE depends on how closely the working covariance structure resembles the true structure, and therefore accurate modeling of the working correlation of the data is important. A popular approach is the use of an unstructured working correlation matrix, as it is not as restrictive as simpler structures such as exchangeable and AR-1 and thus can theoretically improve efficiency. However, because of the potential for having to estimate a large number of correlation parameters, variances of regression parameter estimates can be larger than theoretically expected when utilizing the unstructured working correlation matrix. Therefore, standard error estimates can be negatively biased. To account for this additional finite-sample variability, we derive a bias correction that can be applied to typical estimators of the covariance matrix of parameter estimates. Via simulation and in application to a longitudinal study, we show that our proposed correction improves standard error estimation and statistical inference. Copyright © 2012 John Wiley & Sons, Ltd.

An Empirical State Error Covariance Matrix Orbit Determination Example

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2015-01-01

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

Multivariate Error Covariance Estimates by Monte-Carlo Simulation for Assimilation Studies in the Pacific Ocean

NASA Technical Reports Server (NTRS)

Borovikov, Anna; Rienecker, Michele M.; Keppenne, Christian; Johnson, Gregory C.

2004-01-01

One of the most difficult aspects of ocean state estimation is the prescription of the model forecast error covariances. The paucity of ocean observations limits our ability to estimate the covariance structures from model-observation differences. In most practical applications, simple covariances are usually prescribed. Rarely are cross-covariances between different model variables used. Here a comparison is made between a univariate Optimal Interpolation (UOI) scheme and a multivariate OI algorithm (MvOI) in the assimilation of ocean temperature. In the UOI case only temperature is updated using a Gaussian covariance function and in the MvOI salinity, zonal and meridional velocities as well as temperature, are updated using an empirically estimated multivariate covariance matrix. Earlier studies have shown that a univariate OI has a detrimental effect on the salinity and velocity fields of the model. Apparently, in a sequential framework it is important to analyze temperature and salinity together. For the MvOI an estimation of the model error statistics is made by Monte-Carlo techniques from an ensemble of model integrations. An important advantage of using an ensemble of ocean states is that it provides a natural way to estimate cross-covariances between the fields of different physical variables constituting the model state vector, at the same time incorporating the model's dynamical and thermodynamical constraints as well as the effects of physical boundaries. Only temperature observations from the Tropical Atmosphere-Ocean array have been assimilated in this study. In order to investigate the efficacy of the multivariate scheme two data assimilation experiments are validated with a large independent set of recently published subsurface observations of salinity, zonal velocity and temperature. For reference, a third control run with no data assimilation is used to check how the data assimilation affects systematic model errors. While the performance of the UOI and MvOI is similar with respect to the temperature field, the salinity and velocity fields are greatly improved when multivariate correction is used, as evident from the analyses of the rms differences of these fields and independent observations. The MvOI assimilation is found to improve upon the control run in generating the water masses with properties close to the observed, while the UOI failed to maintain the temperature and salinity structure.

An Empirical State Error Covariance Matrix for Batch State Estimation

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2011-01-01

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

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

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2015-01-01

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

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

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2011-01-01

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

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

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2015-01-01

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

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

PubMed

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

2017-03-02

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

Low-dimensional Representation of Error Covariance

NASA Technical Reports Server (NTRS)

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

2000-01-01

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

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

PubMed

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

2018-01-01

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

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

PubMed

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

2012-08-01

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

Adjoints and Low-rank Covariance Representation

NASA Technical Reports Server (NTRS)

Tippett, Michael K.; Cohn, Stephen E.

2000-01-01

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

Impact of variational assimilation using multivariate background error covariances on the simulation of monsoon depressions over India

NASA Astrophysics Data System (ADS)

Dhanya, M.; Chandrasekar, A.

2016-02-01

The background error covariance structure influences a variational data assimilation system immensely. The simulation of a weather phenomenon like monsoon depression can hence be influenced by the background correlation information used in the analysis formulation. The Weather Research and Forecasting Model Data assimilation (WRFDA) system includes an option for formulating multivariate background correlations for its three-dimensional variational (3DVar) system (cv6 option). The impact of using such a formulation in the simulation of three monsoon depressions over India is investigated in this study. Analysis and forecast fields generated using this option are compared with those obtained using the default formulation for regional background error correlations (cv5) in WRFDA and with a base run without any assimilation. The model rainfall forecasts are compared with rainfall observations from the Tropical Rainfall Measurement Mission (TRMM) and the other model forecast fields are compared with a high-resolution analysis as well as with European Centre for Medium-Range Weather Forecasts (ECMWF) ERA-Interim reanalysis. The results of the study indicate that inclusion of additional correlation information in background error statistics has a moderate impact on the vertical profiles of relative humidity, moisture convergence, horizontal divergence and the temperature structure at the depression centre at the analysis time of the cv5/cv6 sensitivity experiments. Moderate improvements are seen in two of the three depressions investigated in this study. An improved thermodynamic and moisture structure at the initial time is expected to provide for improved rainfall simulation. The results of the study indicate that the skill scores of accumulated rainfall are somewhat better for the cv6 option as compared to the cv5 option for at least two of the three depression cases studied, especially at the higher threshold levels. Considering the importance of utilising improved flow-dependent correlation structures for efficient data assimilation, the need for more studies on the impact of background error covariances is obvious.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Scaled test statistics and robust standard errors for non-normal data in covariance structure analysis: a Monte Carlo study.

PubMed

Chou, C P; Bentler, P M; Satorra, A

1991-11-01

Research studying robustness of maximum likelihood (ML) statistics in covariance structure analysis has concluded that test statistics and standard errors are biased under severe non-normality. An estimation procedure known as asymptotic distribution free (ADF), making no distributional assumption, has been suggested to avoid these biases. Corrections to the normal theory statistics to yield more adequate performance have also been proposed. This study compares the performance of a scaled test statistic and robust standard errors for two models under several non-normal conditions and also compares these with the results from ML and ADF methods. Both ML and ADF test statistics performed rather well in one model and considerably worse in the other. In general, the scaled test statistic seemed to behave better than the ML test statistic and the ADF statistic performed the worst. The robust and ADF standard errors yielded more appropriate estimates of sampling variability than the ML standard errors, which were usually downward biased, in both models under most of the non-normal conditions. ML test statistics and standard errors were found to be quite robust to the violation of the normality assumption when data had either symmetric and platykurtic distributions, or non-symmetric and zero kurtotic distributions.

Neural networks: further insights into error function, generalized weights and others

PubMed Central

2016-01-01

The article is a continuum of a previous one providing further insights into the structure of neural network (NN). Key concepts of NN including activation function, error function, learning rate and generalized weights are introduced. NN topology can be visualized with generic plot() function by passing a “nn” class object. Generalized weights assist interpretation of NN model with respect to the independent effect of individual input variables. A large variance of generalized weights for a covariate indicates non-linearity of its independent effect. If generalized weights of a covariate are approximately zero, the covariate is considered to have no effect on outcome. Finally, prediction of new observations can be performed using compute() function. Make sure that the feature variables passed to the compute() function are in the same order to that in the training NN. PMID:27668220

Spatial-temporal-covariance-based modeling, analysis, and simulation of aero-optics wavefront aberrations.

PubMed

Vogel, Curtis R; Tyler, Glenn A; Wittich, Donald J

2014-07-01

We introduce a framework for modeling, analysis, and simulation of aero-optics wavefront aberrations that is based on spatial-temporal covariance matrices extracted from wavefront sensor measurements. Within this framework, we present a quasi-homogeneous structure function to analyze nonhomogeneous, mildly anisotropic spatial random processes, and we use this structure function to show that phase aberrations arising in aero-optics are, for an important range of operating parameters, locally Kolmogorov. This strongly suggests that the d5/3 power law for adaptive optics (AO) deformable mirror fitting error, where d denotes actuator separation, holds for certain important aero-optics scenarios. This framework also allows us to compute bounds on AO servo lag error and predictive control error. In addition, it provides us with the means to accurately simulate AO systems for the mitigation of aero-effects, and it may provide insight into underlying physical processes associated with turbulent flow. The techniques introduced here are demonstrated using data obtained from the Airborne Aero-Optics Laboratory.

Weighted linear regression using D2H and D2 as the independent variables

Treesearch

Hans T. Schreuder; Michael S. Williams

1998-01-01

Several error structures for weighted regression equations used for predicting volume were examined for 2 large data sets of felled and standing loblolly pine trees (Pinus taeda L.). The generally accepted model with variance of error proportional to the value of the covariate squared ( D2H = diameter squared times height or D...

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS.

PubMed

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2011-01-01

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

Bias and heteroscedastic memory error in self-reported health behavior: an investigation using covariance structure analysis

PubMed Central

Kupek, Emil

2002-01-01

Background Frequent use of self-reports for investigating recent and past behavior in medical research requires statistical techniques capable of analyzing complex sources of bias associated with this methodology. In particular, although decreasing accuracy of recalling more distant past events is commonplace, the bias due to differential in memory errors resulting from it has rarely been modeled statistically. Methods Covariance structure analysis was used to estimate the recall error of self-reported number of sexual partners for past periods of varying duration and its implication for the bias. Results Results indicated increasing levels of inaccuracy for reports about more distant past. Considerable positive bias was found for a small fraction of respondents who reported ten or more partners in the last year, last two years and last five years. This is consistent with the effect of heteroscedastic random error where the majority of partners had been acquired in the more distant past and therefore were recalled less accurately than the partners acquired more recently to the time of interviewing. Conclusions Memory errors of this type depend on the salience of the events recalled and are likely to be present in many areas of health research based on self-reported behavior. PMID:12435276

Covariance Matrix Estimation for Massive MIMO

NASA Astrophysics Data System (ADS)

Upadhya, Karthik; Vorobyov, Sergiy A.

2018-04-01

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

SEPARABLE FACTOR ANALYSIS WITH APPLICATIONS TO MORTALITY DATA

PubMed Central

Fosdick, Bailey K.; Hoff, Peter D.

2014-01-01

Human mortality data sets can be expressed as multiway data arrays, the dimensions of which correspond to categories by which mortality rates are reported, such as age, sex, country and year. Regression models for such data typically assume an independent error distribution or an error model that allows for dependence along at most one or two dimensions of the data array. However, failing to account for other dependencies can lead to inefficient estimates of regression parameters, inaccurate standard errors and poor predictions. An alternative to assuming independent errors is to allow for dependence along each dimension of the array using a separable covariance model. However, the number of parameters in this model increases rapidly with the dimensions of the array and, for many arrays, maximum likelihood estimates of the covariance parameters do not exist. In this paper, we propose a submodel of the separable covariance model that estimates the covariance matrix for each dimension as having factor analytic structure. This model can be viewed as an extension of factor analysis to array-valued data, as it uses a factor model to estimate the covariance along each dimension of the array. We discuss properties of this model as they relate to ordinary factor analysis, describe maximum likelihood and Bayesian estimation methods, and provide a likelihood ratio testing procedure for selecting the factor model ranks. We apply this methodology to the analysis of data from the Human Mortality Database, and show in a cross-validation experiment how it outperforms simpler methods. Additionally, we use this model to impute mortality rates for countries that have no mortality data for several years. Unlike other approaches, our methodology is able to estimate similarities between the mortality rates of countries, time periods and sexes, and use this information to assist with the imputations. PMID:25489353

Effects of Employing Ridge Regression in Structural Equation Models.

ERIC Educational Resources Information Center

McQuitty, Shaun

1997-01-01

LISREL 8 invokes a ridge option when maximum likelihood or generalized least squares are used to estimate a structural equation model with a nonpositive definite covariance or correlation matrix. Implications of the ridge option for model fit, parameter estimates, and standard errors are explored through two examples. (SLD)

Multiplicity Control in Structural Equation Modeling: Incorporating Parameter Dependencies

ERIC Educational Resources Information Center

Smith, Carrie E.; Cribbie, Robert A.

2013-01-01

When structural equation modeling (SEM) analyses are conducted, significance tests for all important model relationships (parameters including factor loadings, covariances, etc.) are typically conducted at a specified nominal Type I error rate ([alpha]). Despite the fact that many significance tests are often conducted in SEM, rarely is…

Position Error Covariance Matrix Validation and Correction

NASA Technical Reports Server (NTRS)

Frisbee, Joe, Jr.

2016-01-01

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

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

ERIC Educational Resources Information Center

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

2013-01-01

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

A new method for determining the optimal lagged ensemble

PubMed Central

DelSole, T.; Tippett, M. K.; Pegion, K.

2017-01-01

Abstract We propose a general methodology for determining the lagged ensemble that minimizes the mean square forecast error. The MSE of a lagged ensemble is shown to depend only on a quantity called the cross‐lead error covariance matrix, which can be estimated from a short hindcast data set and parameterized in terms of analytic functions of time. The resulting parameterization allows the skill of forecasts to be evaluated for an arbitrary ensemble size and initialization frequency. Remarkably, the parameterization also can estimate the MSE of a burst ensemble simply by taking the limit of an infinitely small interval between initialization times. This methodology is applied to forecasts of the Madden Julian Oscillation (MJO) from version 2 of the Climate Forecast System version 2 (CFSv2). For leads greater than a week, little improvement is found in the MJO forecast skill when ensembles larger than 5 days are used or initializations greater than 4 times per day. We find that if the initialization frequency is too infrequent, important structures of the lagged error covariance matrix are lost. Lastly, we demonstrate that the forecast error at leads ≥10 days can be reduced by optimally weighting the lagged ensemble members. The weights are shown to depend only on the cross‐lead error covariance matrix. While the methodology developed here is applied to CFSv2, the technique can be easily adapted to other forecast systems. PMID:28580050

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

PubMed

Gil, Manuel

2014-01-01

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

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

PubMed Central

2014-01-01

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

Large Covariance Estimation by Thresholding Principal Orthogonal Complements

PubMed Central

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2012-01-01

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

Large Covariance Estimation by Thresholding Principal Orthogonal Complements.

PubMed

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2013-09-01

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

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

NASA Astrophysics Data System (ADS)

Islamiyati, A.; Fatmawati; Chamidah, N.

2018-03-01

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

Triple collocation-based estimation of spatially correlated observation error covariance in remote sensing soil moisture data assimilation

NASA Astrophysics Data System (ADS)

Wu, Kai; Shu, Hong; Nie, Lei; Jiao, Zhenhang

2018-01-01

Spatially correlated errors are typically ignored in data assimilation, thus degenerating the observation error covariance R to a diagonal matrix. We argue that a nondiagonal R carries more observation information making assimilation results more accurate. A method, denoted TC_Cov, was proposed for soil moisture data assimilation to estimate spatially correlated observation error covariance based on triple collocation (TC). Assimilation experiments were carried out to test the performance of TC_Cov. AMSR-E soil moisture was assimilated with a diagonal R matrix computed using the TC and assimilated using a nondiagonal R matrix, as estimated by proposed TC_Cov. The ensemble Kalman filter was considered as the assimilation method. Our assimilation results were validated against climate change initiative data and ground-based soil moisture measurements using the Pearson correlation coefficient and unbiased root mean square difference metrics. These experiments confirmed that deterioration of diagonal R assimilation results occurred when model simulation is more accurate than observation data. Furthermore, nondiagonal R achieved higher correlation coefficient and lower ubRMSD values over diagonal R in experiments and demonstrated the effectiveness of TC_Cov to estimate richly structuralized R in data assimilation. In sum, compared with diagonal R, nondiagonal R may relieve the detrimental effects of assimilation when simulated model results outperform observation data.

Relative-Error-Covariance Algorithms

NASA Technical Reports Server (NTRS)

Bierman, Gerald J.; Wolff, Peter J.

1991-01-01

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

Simplification of the Kalman filter for meteorological data assimilation

NASA Technical Reports Server (NTRS)

Dee, Dick P.

1991-01-01

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

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

PubMed

Shen, Chung-Wei; Chen, Yi-Hau

2015-10-01

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

HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS

PubMed Central

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2012-01-01

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

Multisensor Parallel Largest Ellipsoid Distributed Data Fusion with Unknown Cross-Covariances

PubMed Central

Liu, Baoyu; Zhan, Xingqun; Zhu, Zheng H.

2017-01-01

As the largest ellipsoid (LE) data fusion algorithm can only be applied to two-sensor system, in this contribution, parallel fusion structure is proposed to introduce the LE algorithm into a multisensor system with unknown cross-covariances, and three parallel fusion structures based on different estimate pairing methods are presented and analyzed. In order to assess the influence of fusion structure on fusion performance, two fusion performance assessment parameters are defined as Fusion Distance and Fusion Index. Moreover, the formula for calculating the upper bounds of actual fused error covariances of the presented multisensor LE fusers is also provided. Demonstrated with simulation examples, the Fusion Index indicates fuser’s actual fused accuracy and its sensitivity to the sensor orders, as well as its robustness to the accuracy of newly added sensors. Compared to the LE fuser with sequential structure, the LE fusers with proposed parallel structures not only significantly improve their properties in these aspects, but also embrace better performances in consistency and computation efficiency. The presented multisensor LE fusers generally have better accuracies than covariance intersection (CI) fusion algorithm and are consistent when the local estimates are weakly correlated. PMID:28661442

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

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

The Importance of Semi-Major Axis Knowledge in the Determination of Near-Circular Orbits

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell; Schiesser, Emil R.

1998-01-01

Modem orbit determination has mostly been accomplished using Cartesian coordinates. This usage has carried over in recent years to the use of GPS for satellite orbit determination. The unprecedented positioning accuracy of GPS has tended to focus attention more on the system's capability to locate the spacecraft's location at a particular epoch than on its accuracy in determination of the orbit, per se. As is well-known, the latter depends on a coordinated knowledge of position, velocity, and the correlation between their errors. Failure to determine a properly coordinated position/velocity state vector at a given epoch can lead to an epoch state that does not propagate well, and/or may not be usable for the execution of orbit adjustment maneuvers. For the quite common case of near-circular orbits, the degree to which position and velocity estimates are properly coordinated is largely captured by the error in semi-major axis (SMA) they jointly produce. Figure 1 depicts the relationships among radius error, speed error, and their correlation which exist for a typical low altitude Earth orbit. Two familiar consequences are the relationship Figure 1 shows are the following: (1) downrange position error grows at the per orbit rate of 3(pi) times the SMA error; (2) a velocity change imparted to the orbit will have an error of (pi) divided by the orbit period times the SMA error. A less familiar consequence occurs in the problem of initializing the covariance matrix for a sequential orbit determination filter. An initial covariance consistent with orbital dynamics should be used if the covariance is to propagate well. Properly accounting for the SMA error of the initial state in the construction of the initial covariance accomplishes half of this objective, by specifying the partition of the covariance corresponding to down-track position and radial velocity errors. The remainder of the in-plane covariance partition may be specified in terms of the flight path angle error of the initial state. Figure 2 illustrates the effect of properly and not properly initializing a covariance. This figure was produced by propagating the covariance shown on the plot, without process noise, in a circular low Earth orbit whose period is 5828.5 seconds. The upper subplot, in which the proper relationships among position, velocity, and their correlation has been used, shows overall error growth, in terms of the standard deviations of the inertial position coordinates, of about half of the lower subplot, whose initial covariance was based on other considerations.

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

USDA-ARS?s Scientific Manuscript database

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

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

PubMed

Lagishetty, Chakradhar V; Duffull, Stephen B

2015-11-01

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

Tests for detecting overdispersion in models with measurement error in covariates.

PubMed

Yang, Yingsi; Wong, Man Yu

2015-11-30

Measurement error in covariates can affect the accuracy in count data modeling and analysis. In overdispersion identification, the true mean-variance relationship can be obscured under the influence of measurement error in covariates. In this paper, we propose three tests for detecting overdispersion when covariates are measured with error: a modified score test and two score tests based on the proposed approximate likelihood and quasi-likelihood, respectively. The proposed approximate likelihood is derived under the classical measurement error model, and the resulting approximate maximum likelihood estimator is shown to have superior efficiency. Simulation results also show that the score test based on approximate likelihood outperforms the test based on quasi-likelihood and other alternatives in terms of empirical power. By analyzing a real dataset containing the health-related quality-of-life measurements of a particular group of patients, we demonstrate the importance of the proposed methods by showing that the analyses with and without measurement error correction yield significantly different results. Copyright © 2015 John Wiley & Sons, Ltd.

Examination of various roles for covariance matrices in the development, evaluation, and application of nuclear data

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

Smith, D.L.

The last decade has been a period of rapid development in the implementation of covariance-matrix methodology in nuclear data research. This paper offers some perspective on the progress which has been made, on some of the unresolved problems, and on the potential yet to be realized. These discussions address a variety of issues related to the development of nuclear data. Topics examined are: the importance of designing and conducting experiments so that error information is conveniently generated; the procedures for identifying error sources and quantifying their magnitudes and correlations; the combination of errors; the importance of consistent and well-characterized measurementmore » standards; the role of covariances in data parameterization (fitting); the estimation of covariances for values calculated from mathematical models; the identification of abnormalities in covariance matrices and the analysis of their consequences; the problems encountered in representing covariance information in evaluated files; the role of covariances in the weighting of diverse data sets; the comparison of various evaluations; the influence of primary-data covariance in the analysis of covariances for derived quantities (sensitivity); and the role of covariances in the merging of the diverse nuclear data information. 226 refs., 2 tabs.« less

Investigating Experimental Effects within the Framework of Structural Equation Modeling: An Example with Effects on Both Error Scores and Reaction Times

ERIC Educational Resources Information Center

Schweizer, Karl

2008-01-01

Structural equation modeling provides the framework for investigating experimental effects on the basis of variances and covariances in repeated measurements. A special type of confirmatory factor analysis as part of this framework enables the appropriate representation of the experimental effect and the separation of experimental and…

The Impact of Ocean Data Assimilation on Seasonal-to-Interannual Forecasts: A Case Study of the 2006 El Nino Event

NASA Technical Reports Server (NTRS)

Yang, Shu-Chih; Rienecker, Michele; Keppenne, Christian

2010-01-01

This study investigates the impact of four different ocean analyses on coupled forecasts of the 2006 El Nino event. Forecasts initialized in June 2006 using ocean analyses from an assimilation that uses flow-dependent background error covariances are compared with those using static error covariances that are not flow dependent. The flow-dependent error covariances reflect the error structures related to the background ENSO instability and are generated by the coupled breeding method. The ocean analyses used in this study result from the assimilation of temperature and salinity, with the salinity data available from Argo floats. Of the analyses, the one using information from the coupled bred vectors (BV) replicates the observed equatorial long wave propagation best and exhibits more warming features leading to the 2006 El Nino event. The forecasts initialized from the BV-based analysis agree best with the observations in terms of the growth of the warm anomaly through two warming phases. This better performance is related to the impact of the salinity analysis on the state evolution in the equatorial thermocline. The early warming is traced back to salinity differences in the upper ocean of the equatorial central Pacific, while the second warming, corresponding to the mature phase, is associated with the effect of the salinity assimilation on the depth of the thermocline in the western equatorial Pacific. The series of forecast experiments conducted here show that the structure of the salinity in the initial conditions is important to the forecasts of the extension of the warm pool and the evolution of the 2006 El Ni o event.

A Study on Mutil-Scale Background Error Covariances in 3D-Var Data Assimilation

NASA Astrophysics Data System (ADS)

Zhang, Xubin; Tan, Zhe-Min

2017-04-01

The construction of background error covariances is a key component of three-dimensional variational data assimilation. There are different scale background errors and interactions among them in the numerical weather Prediction. However, the influence of these errors and their interactions cannot be represented in the background error covariances statistics when estimated by the leading methods. So, it is necessary to construct background error covariances influenced by multi-scale interactions among errors. With the NMC method, this article firstly estimates the background error covariances at given model-resolution scales. And then the information of errors whose scales are larger and smaller than the given ones is introduced respectively, using different nesting techniques, to estimate the corresponding covariances. The comparisons of three background error covariances statistics influenced by information of errors at different scales reveal that, the background error variances enhance particularly at large scales and higher levels when introducing the information of larger-scale errors by the lateral boundary condition provided by a lower-resolution model. On the other hand, the variances reduce at medium scales at the higher levels, while those show slight improvement at lower levels in the nested domain, especially at medium and small scales, when introducing the information of smaller-scale errors by nesting a higher-resolution model. In addition, the introduction of information of larger- (smaller-) scale errors leads to larger (smaller) horizontal and vertical correlation scales of background errors. Considering the multivariate correlations, the Ekman coupling increases (decreases) with the information of larger- (smaller-) scale errors included, whereas the geostrophic coupling in free atmosphere weakens in both situations. The three covariances obtained in above work are used in a data assimilation and model forecast system respectively, and then the analysis-forecast cycles for a period of 1 month are conducted. Through the comparison of both analyses and forecasts from this system, it is found that the trends for variation in analysis increments with information of different scale errors introduced are consistent with those for variation in variances and correlations of background errors. In particular, introduction of smaller-scale errors leads to larger amplitude of analysis increments for winds at medium scales at the height of both high- and low- level jet. And analysis increments for both temperature and humidity are greater at the corresponding scales at middle and upper levels under this circumstance. These analysis increments improve the intensity of jet-convection system which includes jets at different levels and coupling between them associated with latent heat release, and these changes in analyses contribute to the better forecasts for winds and temperature in the corresponding areas. When smaller-scale errors are included, analysis increments for humidity enhance significantly at large scales at lower levels to moisten southern analyses. This humidification devotes to correcting dry bias there and eventually improves forecast skill of humidity. Moreover, inclusion of larger- (smaller-) scale errors is beneficial for forecast quality of heavy (light) precipitation at large (small) scales due to the amplification (diminution) of intensity and area in precipitation forecasts but tends to overestimate (underestimate) light (heavy) precipitation .

Information matrix estimation procedures for cognitive diagnostic models.

PubMed

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

2018-03-06

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

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.

Improvement of structural models using covariance analysis and nonlinear generalized least squares

NASA Technical Reports Server (NTRS)

Glaser, R. J.; Kuo, C. P.; Wada, B. K.

1992-01-01

The next generation of large, flexible space structures will be too light to support their own weight, requiring a system of structural supports for ground testing. The authors have proposed multiple boundary-condition testing (MBCT), using more than one support condition to reduce uncertainties associated with the supports. MBCT would revise the mass and stiffness matrix, analytically qualifying the structure for operation in space. The same procedure is applicable to other common test conditions, such as empty/loaded tanks and subsystem/system level tests. This paper examines three techniques for constructing the covariance matrix required by nonlinear generalized least squares (NGLS) to update structural models based on modal test data. The methods range from a complicated approach used to generate the simulation data (i.e., the correct answer) to a diagonal matrix based on only two constants. The results show that NGLS is very insensitive to assumptions about the covariance matrix, suggesting that a workable NGLS procedure is possible. The examples also indicate that the multiple boundary condition procedure more accurately reduces errors than individual boundary condition tests alone.

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

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

NASA Astrophysics Data System (ADS)

Friedrich, Oliver; Eifler, Tim

2018-01-01

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

On-line estimation of error covariance parameters for atmospheric data assimilation

NASA Technical Reports Server (NTRS)

Dee, Dick P.

1995-01-01

A simple scheme is presented for on-line estimation of covariance parameters in statistical data assimilation systems. The scheme is based on a maximum-likelihood approach in which estimates are produced on the basis of a single batch of simultaneous observations. Simple-sample covariance estimation is reasonable as long as the number of available observations exceeds the number of tunable parameters by two or three orders of magnitude. Not much is known at present about model error associated with actual forecast systems. Our scheme can be used to estimate some important statistical model error parameters such as regionally averaged variances or characteristic correlation length scales. The advantage of the single-sample approach is that it does not rely on any assumptions about the temporal behavior of the covariance parameters: time-dependent parameter estimates can be continuously adjusted on the basis of current observations. This is of practical importance since it is likely to be the case that both model error and observation error strongly depend on the actual state of the atmosphere. The single-sample estimation scheme can be incorporated into any four-dimensional statistical data assimilation system that involves explicit calculation of forecast error covariances, including optimal interpolation (OI) and the simplified Kalman filter (SKF). The computational cost of the scheme is high but not prohibitive; on-line estimation of one or two covariance parameters in each analysis box of an operational bozed-OI system is currently feasible. A number of numerical experiments performed with an adaptive SKF and an adaptive version of OI, using a linear two-dimensional shallow-water model and artificially generated model error are described. The performance of the nonadaptive versions of these methods turns out to depend rather strongly on correct specification of model error parameters. These parameters are estimated under a variety of conditions, including uniformly distributed model error and time-dependent model error statistics.

GRAVSAT/GEOPAUSE covariance analysis including geopotential aliasing

NASA Technical Reports Server (NTRS)

Koch, D. W.

1975-01-01

A conventional covariance analysis for the GRAVSAT/GEOPAUSE mission is described in which the uncertainties of approximately 200 parameters, including the geopotential coefficients to degree and order 12, are estimated over three different tracking intervals. The estimated orbital uncertainties for both GRAVSAT and GEOPAUSE reach levels more accurate than presently available. The adjusted measurement bias errors approach the mission goal. Survey errors in the low centimeter range are achieved after ten days of tracking. The ability of the mission to obtain accuracies of geopotential terms to (12, 12) one to two orders of magnitude superior to present accuracy levels is clearly shown. A unique feature of this report is that the aliasing structure of this (12, 12) field is examined. It is shown that uncertainties for unadjusted terms to (12, 12) still exert a degrading effect upon the adjusted error of an arbitrarily selected term of lower degree and order. Finally, the distribution of the aliasing from the unestimated uncertainty of a particular high degree and order geopotential term upon the errors of all remaining adjusted terms is listed in detail.

Statistics of the residual refraction errors in laser ranging data

NASA Technical Reports Server (NTRS)

Gardner, C. S.

1977-01-01

A theoretical model for the range error covariance was derived by assuming that the residual refraction errors are due entirely to errors in the meteorological data which are used to calculate the atmospheric correction. The properties of the covariance function are illustrated by evaluating the theoretical model for the special case of a dense network of weather stations uniformly distributed within a circle.

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

PubMed

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

2013-01-01

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

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

PubMed Central

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

2013-01-01

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

Effects of error covariance structure on estimation of model averaging weights and predictive performance

USGS Publications Warehouse

Lu, Dan; Ye, Ming; Meyer, Philip D.; Curtis, Gary P.; Shi, Xiaoqing; Niu, Xu-Feng; Yabusaki, Steve B.

2013-01-01

When conducting model averaging for assessing groundwater conceptual model uncertainty, the averaging weights are often evaluated using model selection criteria such as AIC, AICc, BIC, and KIC (Akaike Information Criterion, Corrected Akaike Information Criterion, Bayesian Information Criterion, and Kashyap Information Criterion, respectively). However, this method often leads to an unrealistic situation in which the best model receives overwhelmingly large averaging weight (close to 100%), which cannot be justified by available data and knowledge. It was found in this study that this problem was caused by using the covariance matrix, CE, of measurement errors for estimating the negative log likelihood function common to all the model selection criteria. This problem can be resolved by using the covariance matrix, Cek, of total errors (including model errors and measurement errors) to account for the correlation between the total errors. An iterative two-stage method was developed in the context of maximum likelihood inverse modeling to iteratively infer the unknown Cek from the residuals during model calibration. The inferred Cek was then used in the evaluation of model selection criteria and model averaging weights. While this method was limited to serial data using time series techniques in this study, it can be extended to spatial data using geostatistical techniques. The method was first evaluated in a synthetic study and then applied to an experimental study, in which alternative surface complexation models were developed to simulate column experiments of uranium reactive transport. It was found that the total errors of the alternative models were temporally correlated due to the model errors. The iterative two-stage method using Cekresolved the problem that the best model receives 100% model averaging weight, and the resulting model averaging weights were supported by the calibration results and physical understanding of the alternative models. Using Cek obtained from the iterative two-stage method also improved predictive performance of the individual models and model averaging in both synthetic and experimental studies.

Statistical Analysis of Big Data on Pharmacogenomics

PubMed Central

Fan, Jianqing; Liu, Han

2013-01-01

This paper discusses statistical methods for estimating complex correlation structure from large pharmacogenomic datasets. We selectively review several prominent statistical methods for estimating large covariance matrix for understanding correlation structure, inverse covariance matrix for network modeling, large-scale simultaneous tests for selecting significantly differently expressed genes and proteins and genetic markers for complex diseases, and high dimensional variable selection for identifying important molecules for understanding molecule mechanisms in pharmacogenomics. Their applications to gene network estimation and biomarker selection are used to illustrate the methodological power. Several new challenges of Big data analysis, including complex data distribution, missing data, measurement error, spurious correlation, endogeneity, and the need for robust statistical methods, are also discussed. PMID:23602905

Simplified Estimation and Testing in Unbalanced Repeated Measures Designs.

PubMed

Spiess, Martin; Jordan, Pascal; Wendt, Mike

2018-05-07

In this paper we propose a simple estimator for unbalanced repeated measures design models where each unit is observed at least once in each cell of the experimental design. The estimator does not require a model of the error covariance structure. Thus, circularity of the error covariance matrix and estimation of correlation parameters and variances are not necessary. Together with a weak assumption about the reason for the varying number of observations, the proposed estimator and its variance estimator are unbiased. As an alternative to confidence intervals based on the normality assumption, a bias-corrected and accelerated bootstrap technique is considered. We also propose the naive percentile bootstrap for Wald-type tests where the standard Wald test may break down when the number of observations is small relative to the number of parameters to be estimated. In a simulation study we illustrate the properties of the estimator and the bootstrap techniques to calculate confidence intervals and conduct hypothesis tests in small and large samples under normality and non-normality of the errors. The results imply that the simple estimator is only slightly less efficient than an estimator that correctly assumes a block structure of the error correlation matrix, a special case of which is an equi-correlation matrix. Application of the estimator and the bootstrap technique is illustrated using data from a task switch experiment based on an experimental within design with 32 cells and 33 participants.

Background Error Covariance Estimation using Information from a Single Model Trajectory with Application to Ocean Data Assimilation into the GEOS-5 Coupled Model

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.; Rienecker, Michele M.; Kovach, Robin M.; Vernieres, Guillaume; Koster, Randal D. (Editor)

2014-01-01

An attractive property of ensemble data assimilation methods is that they provide flow dependent background error covariance estimates which can be used to update fields of observed variables as well as fields of unobserved model variables. Two methods to estimate background error covariances are introduced which share the above property with ensemble data assimilation methods but do not involve the integration of multiple model trajectories. Instead, all the necessary covariance information is obtained from a single model integration. The Space Adaptive Forecast error Estimation (SAFE) algorithm estimates error covariances from the spatial distribution of model variables within a single state vector. The Flow Adaptive error Statistics from a Time series (FAST) method constructs an ensemble sampled from a moving window along a model trajectory. SAFE and FAST are applied to the assimilation of Argo temperature profiles into version 4.1 of the Modular Ocean Model (MOM4.1) coupled to the GEOS-5 atmospheric model and to the CICE sea ice model. The results are validated against unassimilated Argo salinity data. They show that SAFE and FAST are competitive with the ensemble optimal interpolation (EnOI) used by the Global Modeling and Assimilation Office (GMAO) to produce its ocean analysis. Because of their reduced cost, SAFE and FAST hold promise for high-resolution data assimilation applications.

Background Error Covariance Estimation Using Information from a Single Model Trajectory with Application to Ocean Data Assimilation

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.; Rienecker, Michele; Kovach, Robin M.; Vernieres, Guillaume

2014-01-01

An attractive property of ensemble data assimilation methods is that they provide flow dependent background error covariance estimates which can be used to update fields of observed variables as well as fields of unobserved model variables. Two methods to estimate background error covariances are introduced which share the above property with ensemble data assimilation methods but do not involve the integration of multiple model trajectories. Instead, all the necessary covariance information is obtained from a single model integration. The Space Adaptive Forecast error Estimation (SAFE) algorithm estimates error covariances from the spatial distribution of model variables within a single state vector. The Flow Adaptive error Statistics from a Time series (FAST) method constructs an ensemble sampled from a moving window along a model trajectory.SAFE and FAST are applied to the assimilation of Argo temperature profiles into version 4.1 of the Modular Ocean Model (MOM4.1) coupled to the GEOS-5 atmospheric model and to the CICE sea ice model. The results are validated against unassimilated Argo salinity data. They show that SAFE and FAST are competitive with the ensemble optimal interpolation (EnOI) used by the Global Modeling and Assimilation Office (GMAO) to produce its ocean analysis. Because of their reduced cost, SAFE and FAST hold promise for high-resolution data assimilation applications.

The Model-Size Effect on Traditional and Modified Tests of Covariance Structures

ERIC Educational Resources Information Center

Herzog, Walter; Boomsma, Anne; Reinecke, Sven

2007-01-01

According to Kenny and McCoach (2003), chi-square tests of structural equation models produce inflated Type I error rates when the degrees of freedom increase. So far, the amount of this bias in large models has not been quantified. In a Monte Carlo study of confirmatory factor models with a range of 48 to 960 degrees of freedom it was found that…

Ensemble Data Assimilation Without Ensembles: Methodology and Application to Ocean Data Assimilation

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.; Rienecker, Michele M.; Kovach, Robin M.; Vernieres, Guillaume

2013-01-01

Two methods to estimate background error covariances for data assimilation are introduced. While both share properties with the ensemble Kalman filter (EnKF), they differ from it in that they do not require the integration of multiple model trajectories. Instead, all the necessary covariance information is obtained from a single model integration. The first method is referred-to as SAFE (Space Adaptive Forecast error Estimation) because it estimates error covariances from the spatial distribution of model variables within a single state vector. It can thus be thought of as sampling an ensemble in space. The second method, named FAST (Flow Adaptive error Statistics from a Time series), constructs an ensemble sampled from a moving window along a model trajectory. The underlying assumption in these methods is that forecast errors in data assimilation are primarily phase errors in space and/or time.

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

PubMed

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

2016-10-01

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

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

PubMed

Moerbeek, Mirjam; van Schie, Sander

2016-07-11

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

Using Audit Information to Adjust Parameter Estimates for Data Errors in Clinical Trials

PubMed Central

Shepherd, Bryan E.; Shaw, Pamela A.; Dodd, Lori E.

2013-01-01

Background Audits are often performed to assess the quality of clinical trial data, but beyond detecting fraud or sloppiness, the audit data is generally ignored. In earlier work using data from a non-randomized study, Shepherd and Yu (2011) developed statistical methods to incorporate audit results into study estimates, and demonstrated that audit data could be used to eliminate bias. Purpose In this manuscript we examine the usefulness of audit-based error-correction methods in clinical trial settings where a continuous outcome is of primary interest. Methods We demonstrate the bias of multiple linear regression estimates in general settings with an outcome that may have errors and a set of covariates for which some may have errors and others, including treatment assignment, are recorded correctly for all subjects. We study this bias under different assumptions including independence between treatment assignment, covariates, and data errors (conceivable in a double-blinded randomized trial) and independence between treatment assignment and covariates but not data errors (possible in an unblinded randomized trial). We review moment-based estimators to incorporate the audit data and propose new multiple imputation estimators. The performance of estimators is studied in simulations. Results When treatment is randomized and unrelated to data errors, estimates of the treatment effect using the original error-prone data (i.e., ignoring the audit results) are unbiased. In this setting, both moment and multiple imputation estimators incorporating audit data are more variable than standard analyses using the original data. In contrast, in settings where treatment is randomized but correlated with data errors and in settings where treatment is not randomized, standard treatment effect estimates will be biased. And in all settings, parameter estimates for the original, error-prone covariates will be biased. Treatment and covariate effect estimates can be corrected by incorporating audit data using either the multiple imputation or moment-based approaches. Bias, precision, and coverage of confidence intervals improve as the audit size increases. Limitations The extent of bias and the performance of methods depend on the extent and nature of the error as well as the size of the audit. This work only considers methods for the linear model. Settings much different than those considered here need further study. Conclusions In randomized trials with continuous outcomes and treatment assignment independent of data errors, standard analyses of treatment effects will be unbiased and are recommended. However, if treatment assignment is correlated with data errors or other covariates, naive analyses may be biased. In these settings, and when covariate effects are of interest, approaches for incorporating audit results should be considered. PMID:22848072

Performance Analysis of Local Ensemble Kalman Filter

NASA Astrophysics Data System (ADS)

Tong, Xin T.

2018-03-01

Ensemble Kalman filter (EnKF) is an important data assimilation method for high-dimensional geophysical systems. Efficient implementation of EnKF in practice often involves the localization technique, which updates each component using only information within a local radius. This paper rigorously analyzes the local EnKF (LEnKF) for linear systems and shows that the filter error can be dominated by the ensemble covariance, as long as (1) the sample size exceeds the logarithmic of state dimension and a constant that depends only on the local radius; (2) the forecast covariance matrix admits a stable localized structure. In particular, this indicates that with small system and observation noises, the filter error will be accurate in long time even if the initialization is not. The analysis also reveals an intrinsic inconsistency caused by the localization technique, and a stable localized structure is necessary to control this inconsistency. While this structure is usually taken for granted for the operation of LEnKF, it can also be rigorously proved for linear systems with sparse local observations and weak local interactions. These theoretical results are also validated by numerical implementation of LEnKF on a simple stochastic turbulence in two dynamical regimes.

Using Analysis of Covariance (ANCOVA) with Fallible Covariates

ERIC Educational Resources Information Center

Culpepper, Steven Andrew; Aguinis, Herman

2011-01-01

Analysis of covariance (ANCOVA) is used widely in psychological research implementing nonexperimental designs. However, when covariates are fallible (i.e., measured with error), which is the norm, researchers must choose from among 3 inadequate courses of action: (a) know that the assumption that covariates are perfectly reliable is violated but…

Advancing X-ray scattering metrology using inverse genetic algorithms.

PubMed

Hannon, Adam F; Sunday, Daniel F; Windover, Donald; Kline, R Joseph

2016-01-01

We compare the speed and effectiveness of two genetic optimization algorithms to the results of statistical sampling via a Markov chain Monte Carlo algorithm to find which is the most robust method for determining real space structure in periodic gratings measured using critical dimension small angle X-ray scattering. Both a covariance matrix adaptation evolutionary strategy and differential evolution algorithm are implemented and compared using various objective functions. The algorithms and objective functions are used to minimize differences between diffraction simulations and measured diffraction data. These simulations are parameterized with an electron density model known to roughly correspond to the real space structure of our nanogratings. The study shows that for X-ray scattering data, the covariance matrix adaptation coupled with a mean-absolute error log objective function is the most efficient combination of algorithm and goodness of fit criterion for finding structures with little foreknowledge about the underlying fine scale structure features of the nanograting.

Evaluating measurement models in clinical research: covariance structure analysis of latent variable models of self-conception.

PubMed

Hoyle, R H

1991-02-01

Indirect measures of psychological constructs are vital to clinical research. On occasion, however, the meaning of indirect measures of psychological constructs is obfuscated by statistical procedures that do not account for the complex relations between items and latent variables and among latent variables. Covariance structure analysis (CSA) is a statistical procedure for testing hypotheses about the relations among items that indirectly measure a psychological construct and relations among psychological constructs. This article introduces clinical researchers to the strengths and limitations of CSA as a statistical procedure for conceiving and testing structural hypotheses that are not tested adequately with other statistical procedures. The article is organized around two empirical examples that illustrate the use of CSA for evaluating measurement models with correlated error terms, higher-order factors, and measured and latent variables.

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

NASA Technical Reports Server (NTRS)

Thornton, C. L.

1976-01-01

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

An anthropomorphic phantom for quantitative evaluation of breast MRI.

PubMed

Freed, Melanie; de Zwart, Jacco A; Loud, Jennifer T; El Khouli, Riham H; Myers, Kyle J; Greene, Mark H; Duyn, Jeff H; Badano, Aldo

2011-02-01

In this study, the authors aim to develop a physical, tissue-mimicking phantom for quantitative evaluation of breast MRI protocols. The objective of this phantom is to address the need for improved standardization in breast MRI and provide a platform for evaluating the influence of image protocol parameters on lesion detection and discrimination. Quantitative comparisons between patient and phantom image properties are presented. The phantom is constructed using a mixture of lard and egg whites, resulting in a random structure with separate adipose- and glandular-mimicking components. T1 and T2 relaxation times of the lard and egg components of the phantom were estimated at 1.5 T from inversion recovery and spin-echo scans, respectively, using maximum-likelihood methods. The image structure was examined quantitatively by calculating and comparing spatial covariance matrices of phantom and patient images. A static, enhancing lesion was introduced by creating a hollow mold with stereolithography and filling it with a gadolinium-doped water solution. Measured phantom relaxation values fall within 2 standard errors of human values from the literature and are reasonably stable over 9 months of testing. Comparison of the covariance matrices of phantom and patient data demonstrates that the phantom and patient data have similar image structure. Their covariance matrices are the same to within error bars in the anterior-posterior direction and to within about two error bars in the right-left direction. The signal from the phantom's adipose-mimicking material can be suppressed using active fat-suppression protocols. A static, enhancing lesion can also be included with the ability to change morphology and contrast agent concentration. The authors have constructed a phantom and demonstrated its ability to mimic human breast images in terms of key physical properties that are relevant to breast MRI. This phantom provides a platform for the optimization and standardization of breast MRI imaging protocols for lesion detection and characterization.

Adult myeloid leukaemia and radon exposure: a Bayesian model for a case-control study with error in covariates.

PubMed

Toti, Simona; Biggeri, Annibale; Forastiere, Francesco

2005-06-30

The possible association between radon exposure in dwellings and adult myeloid leukaemia had been explored in an Italian province by a case-control study. A total of 44 cases and 211 controls were selected from death certificates file. No association had been found in the original study (OR = 0.58 for > 185 vs 80 < or = Bq/cm). Here we reanalyse the data taking into account the measurement error of radon concentration and the presence of missing data. A Bayesian hierarchical model with error in covariates is proposed which allows appropriate imputation of missing values. The general conclusion of no evidence of association with radon does not change, but a negative association is not observed anymore (OR = 0.99 for > 185 vs 80 < or = Bq/cm). After adjusting for residential house radon and gamma radiation, and for the multilevel data structure, geological features of the soil is associated with adult myeloid leukaemia risk (OR = 2.14, 95 per cent Cr.I. 1.0-5.5). Copyright 2005 John Wiley & Sons, Ltd.

Invariance of parent ratings of the ADHD symptoms in Australian and Malaysian, and north European Australian and Malay Malaysia children: a mean and covariance structures analysis approach.

PubMed

Gomez, Rapson

2009-03-01

This study used the mean and covariance structures analysis approach to examine the equality or invariance of ratings of the 18 ADHD symptoms. 783 Australian and 928 Malaysian parents provided ratings for an ADHD rating scale. Invariance was tested across these groups (Comparison 1), and North European Australian (n = 623) and Malay Malaysian (n = 571, Comparison 2) groups. Results indicate support for form and item factor loading invariance; more than half the total number of symptoms showed item intercept invariance, and 14 symptoms showed invariance for error variances. There was invariance for both the factor variances and the covariance, and the latent mean scores for hyperactivity/impulsivity. For inattention latent scores, the Malaysian (Comparison 1) and Malay Malaysian (Comparison 2) groups had higher scores. These results indicate fairly good support for invariance for parent ratings of the ADHD symptoms across the groups compared.

Testing the equivalence of modern human cranial covariance structure: Implications for bioarchaeological applications.

PubMed

von Cramon-Taubadel, Noreen; Schroeder, Lauren

2016-10-01

Estimation of the variance-covariance (V/CV) structure of fragmentary bioarchaeological populations requires the use of proxy extant V/CV parameters. However, it is currently unclear whether extant human populations exhibit equivalent V/CV structures. Random skewers (RS) and hierarchical analyses of common principal components (CPC) were applied to a modern human cranial dataset. Cranial V/CV similarity was assessed globally for samples of individual populations (jackknifed method) and for pairwise population sample contrasts. The results were examined in light of potential explanatory factors for covariance difference, such as geographic region, among-group distance, and sample size. RS analyses showed that population samples exhibited highly correlated multivariate responses to selection, and that differences in RS results were primarily a consequence of differences in sample size. The CPC method yielded mixed results, depending upon the statistical criterion used to evaluate the hierarchy. The hypothesis-testing (step-up) approach was deemed problematic due to sensitivity to low statistical power and elevated Type I errors. In contrast, the model-fitting (lowest AIC) approach suggested that V/CV matrices were proportional and/or shared a large number of CPCs. Pairwise population sample CPC results were correlated with cranial distance, suggesting that population history explains some of the variability in V/CV structure among groups. The results indicate that patterns of covariance in human craniometric samples are broadly similar but not identical. These findings have important implications for choosing extant covariance matrices to use as proxy V/CV parameters in evolutionary analyses of past populations. © 2016 Wiley Periodicals, Inc.

Robustness of meta-analyses in finding gene × environment interactions

PubMed Central

Shi, Gang; Nehorai, Arye

2017-01-01

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

Covariate Imbalance and Precision in Measuring Treatment Effects

ERIC Educational Resources Information Center

Liu, Xiaofeng Steven

2011-01-01

Covariate adjustment can increase the precision of estimates by removing unexplained variance from the error in randomized experiments, although chance covariate imbalance tends to counteract the improvement in precision. The author develops an easy measure to examine chance covariate imbalance in randomization by standardizing the average…

Accounting for the measurement error of spectroscopically inferred soil carbon data for improved precision of spatial predictions.

PubMed

Somarathna, P D S N; Minasny, Budiman; Malone, Brendan P; Stockmann, Uta; McBratney, Alex B

2018-08-01

Spatial modelling of environmental data commonly only considers spatial variability as the single source of uncertainty. In reality however, the measurement errors should also be accounted for. In recent years, infrared spectroscopy has been shown to offer low cost, yet invaluable information needed for digital soil mapping at meaningful spatial scales for land management. However, spectrally inferred soil carbon data are known to be less accurate compared to laboratory analysed measurements. This study establishes a methodology to filter out the measurement error variability by incorporating the measurement error variance in the spatial covariance structure of the model. The study was carried out in the Lower Hunter Valley, New South Wales, Australia where a combination of laboratory measured, and vis-NIR and MIR inferred topsoil and subsoil soil carbon data are available. We investigated the applicability of residual maximum likelihood (REML) and Markov Chain Monte Carlo (MCMC) simulation methods to generate parameters of the Matérn covariance function directly from the data in the presence of measurement error. The results revealed that the measurement error can be effectively filtered-out through the proposed technique. When the measurement error was filtered from the data, the prediction variance almost halved, which ultimately yielded a greater certainty in spatial predictions of soil carbon. Further, the MCMC technique was successfully used to define the posterior distribution of measurement error. This is an important outcome, as the MCMC technique can be used to estimate the measurement error if it is not explicitly quantified. Although this study dealt with soil carbon data, this method is amenable for filtering the measurement error of any kind of continuous spatial environmental data. Copyright © 2018 Elsevier B.V. All rights reserved.

Detecting DIF in Polytomous Items Using MACS, IRT and Ordinal Logistic Regression

ERIC Educational Resources Information Center

Elosua, Paula; Wells, Craig

2013-01-01

The purpose of the present study was to compare the Type I error rate and power of two model-based procedures, the mean and covariance structure model (MACS) and the item response theory (IRT), and an observed-score based procedure, ordinal logistic regression, for detecting differential item functioning (DIF) in polytomous items. A simulation…

A Kalman filter for a two-dimensional shallow-water model

NASA Technical Reports Server (NTRS)

Parrish, D. F.; Cohn, S. E.

1985-01-01

A two-dimensional Kalman filter is described for data assimilation for making weather forecasts. The filter is regarded as superior to the optimal interpolation method because the filter determines the forecast error covariance matrix exactly instead of using an approximation. A generalized time step is defined which includes expressions for one time step of the forecast model, the error covariance matrix, the gain matrix, and the evolution of the covariance matrix. Subsequent time steps are achieved by quantifying the forecast variables or employing a linear extrapolation from a current variable set, assuming the forecast dynamics are linear. Calculations for the evolution of the error covariance matrix are banded, i.e., are performed only with the elements significantly different from zero. Experimental results are provided from an application of the filter to a shallow-water simulation covering a 6000 x 6000 km grid.

Measurement error is often neglected in medical literature: a systematic review.

PubMed

Brakenhoff, Timo B; Mitroiu, Marian; Keogh, Ruth H; Moons, Karel G M; Groenwold, Rolf H H; van Smeden, Maarten

2018-06-01

In medical research, covariates (e.g., exposure and confounder variables) are often measured with error. While it is well accepted that this introduces bias and imprecision in exposure-outcome relations, it is unclear to what extent such issues are currently considered in research practice. The objective was to study common practices regarding covariate measurement error via a systematic review of general medicine and epidemiology literature. Original research published in 2016 in 12 high impact journals was full-text searched for phrases relating to measurement error. Reporting of measurement error and methods to investigate or correct for it were quantified and characterized. Two hundred and forty-seven (44%) of the 565 original research publications reported on the presence of measurement error. 83% of these 247 did so with respect to the exposure and/or confounder variables. Only 18 publications (7% of 247) used methods to investigate or correct for measurement error. Consequently, it is difficult for readers to judge the robustness of presented results to the existence of measurement error in the majority of publications in high impact journals. Our systematic review highlights the need for increased awareness about the possible impact of covariate measurement error. Additionally, guidance on the use of measurement error correction methods is necessary. Copyright © 2018 Elsevier Inc. All rights reserved.

Use of an OSSE to Evaluate Background Error Covariances Estimated by the 'NMC Method'

NASA Technical Reports Server (NTRS)

Errico, Ronald M.; Prive, Nikki C.; Gu, Wei

2014-01-01

The NMC method has proven utility for prescribing approximate background-error covariances required by variational data assimilation systems. Here, untunedNMCmethod estimates are compared with explicitly determined error covariances produced within an OSSE context by exploiting availability of the true simulated states. Such a comparison provides insights into what kind of rescaling is required to render the NMC method estimates usable. It is shown that rescaling of variances and directional correlation lengths depends greatly on both pressure and latitude. In particular, some scaling coefficients appropriate in the Tropics are the reciprocal of those in the Extratropics. Also, the degree of dynamic balance is grossly overestimated by the NMC method. These results agree with previous examinations of the NMC method which used ensembles as an alternative for estimating background-error statistics.

A simulation for gravity fine structure recovery from low-low GRAVSAT SST data

NASA Technical Reports Server (NTRS)

Estes, R. H.; Lancaster, E. R.

1976-01-01

Covariance error analysis techniques were applied to investigate estimation strategies for the low-low SST mission for accurate local recovery of gravitational fine structure, considering the aliasing effects of unsolved for parameters. A 5 degree by 5 degree surface density block representation of the high order geopotential was utilized with the drag-free low-low GRAVSAT configuration in a circular polar orbit at 250 km altitude. Recovery of local sets of density blocks from long data arcs was found not to be feasible due to strong aliasing effects. The error analysis for the recovery of local sets of density blocks using independent short data arcs demonstrated that the estimation strategy of simultaneously estimating a local set of blocks covered by data and two "buffer layers" of blocks not covered by data greatly reduced aliasing errors.

The estimation error covariance matrix for the ideal state reconstructor with measurement noise

NASA Technical Reports Server (NTRS)

Polites, Michael E.

1988-01-01

A general expression is derived for the state estimation error covariance matrix for the Ideal State Reconstructor when the input measurements are corrupted by measurement noise. An example is presented which shows that the more measurements used in estimating the state at a given time, the better the estimator.

Modeling uncertainty of evapotranspiration measurements from multiple eddy covariance towers over a crop canopy

USDA-ARS?s Scientific Manuscript database

All measurements have random error associated with them. With fluxes in an eddy covariance system, measurement error can been modelled in several ways, often involving a statistical description of turbulence at its core. Using a field experiment with four towers, we generated four replicates of meas...

Exploratory graphical models of functional and structural connectivity patterns for Alzheimer's Disease diagnosis.

PubMed

Ortiz, Andrés; Munilla, Jorge; Álvarez-Illán, Ignacio; Górriz, Juan M; Ramírez, Javier

2015-01-01

Alzheimer's Disease (AD) is the most common neurodegenerative disease in elderly people. Its development has been shown to be closely related to changes in the brain connectivity network and in the brain activation patterns along with structural changes caused by the neurodegenerative process. Methods to infer dependence between brain regions are usually derived from the analysis of covariance between activation levels in the different areas. However, these covariance-based methods are not able to estimate conditional independence between variables to factor out the influence of other regions. Conversely, models based on the inverse covariance, or precision matrix, such as Sparse Gaussian Graphical Models allow revealing conditional independence between regions by estimating the covariance between two variables given the rest as constant. This paper uses Sparse Inverse Covariance Estimation (SICE) methods to learn undirected graphs in order to derive functional and structural connectivity patterns from Fludeoxyglucose (18F-FDG) Position Emission Tomography (PET) data and segmented Magnetic Resonance images (MRI), drawn from the ADNI database, for Control, MCI (Mild Cognitive Impairment Subjects), and AD subjects. Sparse computation fits perfectly here as brain regions usually only interact with a few other areas. The models clearly show different metabolic covariation patters between subject groups, revealing the loss of strong connections in AD and MCI subjects when compared to Controls. Similarly, the variance between GM (Gray Matter) densities of different regions reveals different structural covariation patterns between the different groups. Thus, the different connectivity patterns for controls and AD are used in this paper to select regions of interest in PET and GM images with discriminative power for early AD diagnosis. Finally, functional an structural models are combined to leverage the classification accuracy. The results obtained in this work show the usefulness of the Sparse Gaussian Graphical models to reveal functional and structural connectivity patterns. This information provided by the sparse inverse covariance matrices is not only used in an exploratory way but we also propose a method to use it in a discriminative way. Regression coefficients are used to compute reconstruction errors for the different classes that are then introduced in a SVM for classification. Classification experiments performed using 68 Controls, 70 AD, and 111 MCI images and assessed by cross-validation show the effectiveness of the proposed method.

Eddy-covariance data with low signal-to-noise ratio: time-lag determination, uncertainties and limit of detection

NASA Astrophysics Data System (ADS)

Langford, B.; Acton, W.; Ammann, C.; Valach, A.; Nemitz, E.

2015-10-01

All eddy-covariance flux measurements are associated with random uncertainties which are a combination of sampling error due to natural variability in turbulence and sensor noise. The former is the principal error for systems where the signal-to-noise ratio of the analyser is high, as is usually the case when measuring fluxes of heat, CO2 or H2O. Where signal is limited, which is often the case for measurements of other trace gases and aerosols, instrument uncertainties dominate. Here, we are applying a consistent approach based on auto- and cross-covariance functions to quantify the total random flux error and the random error due to instrument noise separately. As with previous approaches, the random error quantification assumes that the time lag between wind and concentration measurement is known. However, if combined with commonly used automated methods that identify the individual time lag by looking for the maximum in the cross-covariance function of the two entities, analyser noise additionally leads to a systematic bias in the fluxes. Combining data sets from several analysers and using simulations, we show that the method of time-lag determination becomes increasingly important as the magnitude of the instrument error approaches that of the sampling error. The flux bias can be particularly significant for disjunct data, whereas using a prescribed time lag eliminates these effects (provided the time lag does not fluctuate unduly over time). We also demonstrate that when sampling at higher elevations, where low frequency turbulence dominates and covariance peaks are broader, both the probability and magnitude of bias are magnified. We show that the statistical significance of noisy flux data can be increased (limit of detection can be decreased) by appropriate averaging of individual fluxes, but only if systematic biases are avoided by using a prescribed time lag. Finally, we make recommendations for the analysis and reporting of data with low signal-to-noise and their associated errors.

Eddy-covariance data with low signal-to-noise ratio: time-lag determination, uncertainties and limit of detection

NASA Astrophysics Data System (ADS)

Langford, B.; Acton, W.; Ammann, C.; Valach, A.; Nemitz, E.

2015-03-01

All eddy-covariance flux measurements are associated with random uncertainties which are a combination of sampling error due to natural variability in turbulence and sensor noise. The former is the principal error for systems where the signal-to-noise ratio of the analyser is high, as is usually the case when measuring fluxes of heat, CO2 or H2O. Where signal is limited, which is often the case for measurements of other trace gases and aerosols, instrument uncertainties dominate. We are here applying a consistent approach based on auto- and cross-covariance functions to quantifying the total random flux error and the random error due to instrument noise separately. As with previous approaches, the random error quantification assumes that the time-lag between wind and concentration measurement is known. However, if combined with commonly used automated methods that identify the individual time-lag by looking for the maximum in the cross-covariance function of the two entities, analyser noise additionally leads to a systematic bias in the fluxes. Combining datasets from several analysers and using simulations we show that the method of time-lag determination becomes increasingly important as the magnitude of the instrument error approaches that of the sampling error. The flux bias can be particularly significant for disjunct data, whereas using a prescribed time-lag eliminates these effects (provided the time-lag does not fluctuate unduly over time). We also demonstrate that when sampling at higher elevations, where low frequency turbulence dominates and covariance peaks are broader, both the probability and magnitude of bias are magnified. We show that the statistical significance of noisy flux data can be increased (limit of detection can be decreased) by appropriate averaging of individual fluxes, but only if systematic biases are avoided by using a prescribed time-lag. Finally, we make recommendations for the analysis and reporting of data with low signal-to-noise and their associated errors.

Analysis of filter tuning techniques for sequential orbit determination

NASA Technical Reports Server (NTRS)

Lee, T.; Yee, C.; Oza, D.

1995-01-01

This paper examines filter tuning techniques for a sequential orbit determination (OD) covariance analysis. Recently, there has been a renewed interest in sequential OD, primarily due to the successful flight qualification of the Tracking and Data Relay Satellite System (TDRSS) Onboard Navigation System (TONS) using Doppler data extracted onboard the Extreme Ultraviolet Explorer (EUVE) spacecraft. TONS computes highly accurate orbit solutions onboard the spacecraft in realtime using a sequential filter. As the result of the successful TONS-EUVE flight qualification experiment, the Earth Observing System (EOS) AM-1 Project has selected TONS as the prime navigation system. In addition, sequential OD methods can be used successfully for ground OD. Whether data are processed onboard or on the ground, a sequential OD procedure is generally favored over a batch technique when a realtime automated OD system is desired. Recently, OD covariance analyses were performed for the TONS-EUVE and TONS-EOS missions using the sequential processing options of the Orbit Determination Error Analysis System (ODEAS). ODEAS is the primary covariance analysis system used by the Goddard Space Flight Center (GSFC) Flight Dynamics Division (FDD). The results of these analyses revealed a high sensitivity of the OD solutions to the state process noise filter tuning parameters. The covariance analysis results show that the state estimate error contributions from measurement-related error sources, especially those due to the random noise and satellite-to-satellite ionospheric refraction correction errors, increase rapidly as the state process noise increases. These results prompted an in-depth investigation of the role of the filter tuning parameters in sequential OD covariance analysis. This paper analyzes how the spacecraft state estimate errors due to dynamic and measurement-related error sources are affected by the process noise level used. This information is then used to establish guidelines for determining optimal filter tuning parameters in a given sequential OD scenario for both covariance analysis and actual OD. Comparisons are also made with corresponding definitive OD results available from the TONS-EUVE analysis.

Error due to unresolved scales in estimation problems for atmospheric data assimilation

NASA Astrophysics Data System (ADS)

Janjic, Tijana

The error arising due to unresolved scales in data assimilation procedures is examined. The problem of estimating the projection of the state of a passive scalar undergoing advection at a sequence of times is considered. The projection belongs to a finite- dimensional function space and is defined on the continuum. Using the continuum projection of the state of a passive scalar, a mathematical definition is obtained for the error arising due to the presence, in the continuum system, of scales unresolved by the discrete dynamical model. This error affects the estimation procedure through point observations that include the unresolved scales. In this work, two approximate methods for taking into account the error due to unresolved scales and the resulting correlations are developed and employed in the estimation procedure. The resulting formulas resemble the Schmidt-Kalman filter and the usual discrete Kalman filter, respectively. For this reason, the newly developed filters are called the Schmidt-Kalman filter and the traditional filter. In order to test the assimilation methods, a two- dimensional advection model with nonstationary spectrum was developed for passive scalar transport in the atmosphere. An analytical solution on the sphere was found depicting the model dynamics evolution. Using this analytical solution the model error is avoided, and the error due to unresolved scales is the only error left in the estimation problem. It is demonstrated that the traditional and the Schmidt- Kalman filter work well provided the exact covariance function of the unresolved scales is known. However, this requirement is not satisfied in practice, and the covariance function must be modeled. The Schmidt-Kalman filter cannot be computed in practice without further approximations. Therefore, the traditional filter is better suited for practical use. Also, the traditional filter does not require modeling of the full covariance function of the unresolved scales, but only modeling of the covariance matrix obtained by evaluating the covariance function at the observation points. We first assumed that this covariance matrix is stationary and that the unresolved scales are not correlated between the observation points, i.e., the matrix is diagonal, and that the values along the diagonal are constant. Tests with these assumptions were unsuccessful, indicating that a more sophisticated model of the covariance is needed for assimilation of data with nonstationary spectrum. A new method for modeling the covariance matrix based on an extended set of modeling assumptions is proposed. First, it is assumed that the covariance matrix is diagonal, that is, that the unresolved scales are not correlated between the observation points. It is postulated that the values on the diagonal depend on a wavenumber that is characteristic for the unresolved part of the spectrum. It is further postulated that this characteristic wavenumber can be diagnosed from the observations and from the estimate of the projection of the state that is being estimated. It is demonstrated that the new method successfully overcomes previously encountered difficulties.

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

PubMed

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

2017-02-01

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

A comparison of phenotypic variation and covariation patterns and the role of phylogeny, ecology, and ontogeny during cranial evolution of new world monkeys.

PubMed

Marroig, G; Cheverud, J M

2001-12-01

Similarity of genetic and phenotypic variation patterns among populations is important for making quantitative inferences about past evolutionary forces acting to differentiate populations and for evaluating the evolution of relationships among traits in response to new functional and developmental relationships. Here, phenotypic co variance and correlation structure is compared among Platyrrhine Neotropical primates. Comparisons range from among species within a genus to the superfamily level. Matrix correlation followed by Mantel's test and vector correlation among responses to random natural selection vectors (random skewers) were used to compare correlation and variance/covariance matrices of 39 skull traits. Sampling errors involved in matrix estimates were taken into account in comparisons using matrix repeatability to set upper limits for each pairwise comparison. Results indicate that covariance structure is not strictly constant but that the amount of variance pattern divergence observed among taxa is generally low and not associated with taxonomic distance. Specific instances of divergence are identified. There is no correlation between the amount of divergence in covariance patterns among the 16 genera and their phylogenetic distance derived from a conjoint analysis of four already published nuclear gene datasets. In contrast, there is a significant correlation between phylogenetic distance and morphological distance (Mahalanobis distance among genus centroids). This result indicates that while the phenotypic means were evolving during the last 30 millions years of New World monkey evolution, phenotypic covariance structures of Neotropical primate skulls have remained relatively consistent. Neotropical primates can be divided into four major groups based on their feeding habits (fruit-leaves, seed-fruits, insect-fruits, and gum-insect-fruits). Differences in phenotypic covariance structure are correlated with differences in feeding habits, indicating that to some extent changes in interrelationships among skull traits are associated with changes in feeding habits. Finally, common patterns and levels of morphological integration are found among Platyrrhine primates, suggesting that functional/developmental integration could be one major factor keeping covariance structure relatively stable during evolutionary diversification of South American monkeys.

Galaxy–galaxy lensing estimators and their covariance properties

DOE PAGES

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

2017-07-21

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

Galaxy–galaxy lensing estimators and their covariance properties

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

Singh, Sukhdeep; Mandelbaum, Rachel; Seljak, Uros

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

Galaxy-galaxy lensing estimators and their covariance properties

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Modeling of correlated data with informative cluster sizes: An evaluation of joint modeling and within-cluster resampling approaches.

PubMed

Zhang, Bo; Liu, Wei; Zhang, Zhiwei; Qu, Yanping; Chen, Zhen; Albert, Paul S

2017-08-01

Joint modeling and within-cluster resampling are two approaches that are used for analyzing correlated data with informative cluster sizes. Motivated by a developmental toxicity study, we examined the performances and validity of these two approaches in testing covariate effects in generalized linear mixed-effects models. We show that the joint modeling approach is robust to the misspecification of cluster size models in terms of Type I and Type II errors when the corresponding covariates are not included in the random effects structure; otherwise, statistical tests may be affected. We also evaluate the performance of the within-cluster resampling procedure and thoroughly investigate the validity of it in modeling correlated data with informative cluster sizes. We show that within-cluster resampling is a valid alternative to joint modeling for cluster-specific covariates, but it is invalid for time-dependent covariates. The two methods are applied to a developmental toxicity study that investigated the effect of exposure to diethylene glycol dimethyl ether.

Sensitivity of the model error parameter specification in weak-constraint four-dimensional variational data assimilation

NASA Astrophysics Data System (ADS)

Shaw, Jeremy A.; Daescu, Dacian N.

2017-08-01

This article presents the mathematical framework to evaluate the sensitivity of a forecast error aspect to the input parameters of a weak-constraint four-dimensional variational data assimilation system (w4D-Var DAS), extending the established theory from strong-constraint 4D-Var. Emphasis is placed on the derivation of the equations for evaluating the forecast sensitivity to parameters in the DAS representation of the model error statistics, including bias, standard deviation, and correlation structure. A novel adjoint-based procedure for adaptive tuning of the specified model error covariance matrix is introduced. Results from numerical convergence tests establish the validity of the model error sensitivity equations. Preliminary experiments providing a proof-of-concept are performed using the Lorenz multi-scale model to illustrate the theoretical concepts and potential benefits for practical applications.

A mesoscale hybrid data assimilation system based on the JMA nonhydrostatic model

NASA Astrophysics Data System (ADS)

Ito, K.; Kunii, M.; Kawabata, T. T.; Saito, K. K.; Duc, L. L.

2015-12-01

This work evaluates the potential of a hybrid ensemble Kalman filter and four-dimensional variational (4D-Var) data assimilation system for predicting severe weather events from a deterministic point of view. This hybrid system is an adjoint-based 4D-Var system using a background error covariance matrix constructed from the mixture of a so-called NMC method and perturbations in a local ensemble transform Kalman filter data assimilation system, both of which are based on the Japan Meteorological Agency nonhydrostatic model. To construct the background error covariance matrix, we investigated two types of schemes. One is a spatial localization scheme and the other is neighboring ensemble approach, which regards the result at a horizontally spatially shifted point in each ensemble member as that obtained from a different realization of ensemble simulation. An assimilation of a pseudo single-observation located to the north of a tropical cyclone (TC) yielded an analysis increment of wind and temperature physically consistent with what is expected for a mature TC in both hybrid systems, whereas an analysis increment in a 4D-Var system using a static background error covariance distorted a structure of the mature TC. Real data assimilation experiments applied to 4 TCs and 3 local heavy rainfall events showed that hybrid systems and EnKF provided better initial conditions than the NMC-based 4D-Var, both for predicting the intensity and track forecast of TCs and for the location and amount of local heavy rainfall events.

Covariate Measurement Error Correction for Student Growth Percentiles Using the SIMEX Method

ERIC Educational Resources Information Center

Shang, Yi; VanIwaarden, Adam; Betebenner, Damian W.

2015-01-01

In this study, we examined the impact of covariate measurement error (ME) on the estimation of quantile regression and student growth percentiles (SGPs), and find that SGPs tend to be overestimated among students with higher prior achievement and underestimated among those with lower prior achievement, a problem we describe as ME endogeneity in…

On the use of the covariance matrix to fit correlated data

NASA Astrophysics Data System (ADS)

D'Agostini, G.

1994-07-01

Best fits to data which are affected by systematic uncertainties on the normalization factor have the tendency to produce curves lower than expected if the covariance matrix of the data points is used in the definition of the χ2. This paper shows that the effect is a direct consequence of the hypothesis used to estimate the empirical covariance matrix, namely the linearization on which the usual error propagation relies. The bias can become unacceptable if the normalization error is large, or a large number of data points are fitted.

Advanced Numerical-Algebraic Thinking: Constructing the Concept of Covariation as a Prelude to the Concept of Function

ERIC Educational Resources Information Center

Hitt, Fernando; Morasse, Christian

2009-01-01

Introduction: In this document we stress the importance of developing in children a structure for advanced numerical-algebraic thinking that can provide an element of control when solving mathematical situations. We analyze pupils' conceptions that induce errors in algebra due to a lack of control in connection with their numerical thinking. We…

Precomputing Process Noise Covariance for Onboard Sequential Filters

NASA Technical Reports Server (NTRS)

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

2017-01-01

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

Precomputing Process Noise Covariance for Onboard Sequential Filters

NASA Technical Reports Server (NTRS)

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

2017-01-01

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

A heteroskedastic error covariance matrix estimator using a first-order conditional autoregressive Markov simulation for deriving asympotical efficient estimates from ecological sampled Anopheles arabiensis aquatic habitat covariates

PubMed Central

Jacob, Benjamin G; Griffith, Daniel A; Muturi, Ephantus J; Caamano, Erick X; Githure, John I; Novak, Robert J

2009-01-01

Background Autoregressive regression coefficients for Anopheles arabiensis aquatic habitat models are usually assessed using global error techniques and are reported as error covariance matrices. A global statistic, however, will summarize error estimates from multiple habitat locations. This makes it difficult to identify where there are clusters of An. arabiensis aquatic habitats of acceptable prediction. It is therefore useful to conduct some form of spatial error analysis to detect clusters of An. arabiensis aquatic habitats based on uncertainty residuals from individual sampled habitats. In this research, a method of error estimation for spatial simulation models was demonstrated using autocorrelation indices and eigenfunction spatial filters to distinguish among the effects of parameter uncertainty on a stochastic simulation of ecological sampled Anopheles aquatic habitat covariates. A test for diagnostic checking error residuals in an An. arabiensis aquatic habitat model may enable intervention efforts targeting productive habitats clusters, based on larval/pupal productivity, by using the asymptotic distribution of parameter estimates from a residual autocovariance matrix. The models considered in this research extends a normal regression analysis previously considered in the literature. Methods Field and remote-sampled data were collected during July 2006 to December 2007 in Karima rice-village complex in Mwea, Kenya. SAS 9.1.4® was used to explore univariate statistics, correlations, distributions, and to generate global autocorrelation statistics from the ecological sampled datasets. A local autocorrelation index was also generated using spatial covariance parameters (i.e., Moran's Indices) in a SAS/GIS® database. The Moran's statistic was decomposed into orthogonal and uncorrelated synthetic map pattern components using a Poisson model with a gamma-distributed mean (i.e. negative binomial regression). The eigenfunction values from the spatial configuration matrices were then used to define expectations for prior distributions using a Markov chain Monte Carlo (MCMC) algorithm. A set of posterior means were defined in WinBUGS 1.4.3®. After the model had converged, samples from the conditional distributions were used to summarize the posterior distribution of the parameters. Thereafter, a spatial residual trend analyses was used to evaluate variance uncertainty propagation in the model using an autocovariance error matrix. Results By specifying coefficient estimates in a Bayesian framework, the covariate number of tillers was found to be a significant predictor, positively associated with An. arabiensis aquatic habitats. The spatial filter models accounted for approximately 19% redundant locational information in the ecological sampled An. arabiensis aquatic habitat data. In the residual error estimation model there was significant positive autocorrelation (i.e., clustering of habitats in geographic space) based on log-transformed larval/pupal data and the sampled covariate depth of habitat. Conclusion An autocorrelation error covariance matrix and a spatial filter analyses can prioritize mosquito control strategies by providing a computationally attractive and feasible description of variance uncertainty estimates for correctly identifying clusters of prolific An. arabiensis aquatic habitats based on larval/pupal productivity. PMID:19772590

An error covariance model for sea surface topography and velocity derived from TOPEX/POSEIDON altimetry

NASA Technical Reports Server (NTRS)

Tsaoussi, Lucia S.; Koblinsky, Chester J.

1994-01-01

In order to facilitate the use of satellite-derived sea surface topography and velocity oceanographic models, methodology is presented for deriving the total error covariance and its geographic distribution from TOPEX/POSEIDON measurements. The model is formulated using a parametric model fit to the altimeter range observations. The topography and velocity modeled with spherical harmonic expansions whose coefficients are found through optimal adjustment to the altimeter range residuals using Bayesian statistics. All other parameters, including the orbit, geoid, surface models, and range corrections are provided as unadjusted parameters. The maximum likelihood estimates and errors are derived from the probability density function of the altimeter range residuals conditioned with a priori information. Estimates of model errors for the unadjusted parameters are obtained from the TOPEX/POSEIDON postlaunch verification results and the error covariances for the orbit and the geoid, except for the ocean tides. The error in the ocean tides is modeled, first, as the difference between two global tide models and, second, as the correction to the present tide model, the correction derived from the TOPEX/POSEIDON data. A formal error covariance propagation scheme is used to derive the total error. Our global total error estimate for the TOPEX/POSEIDON topography relative to the geoid for one 10-day period is found tio be 11 cm RMS. When the error in the geoid is removed, thereby providing an estimate of the time dependent error, the uncertainty in the topography is 3.5 cm root mean square (RMS). This level of accuracy is consistent with direct comparisons of TOPEX/POSEIDON altimeter heights with tide gauge measurements at 28 stations. In addition, the error correlation length scales are derived globally in both east-west and north-south directions, which should prove useful for data assimilation. The largest error correlation length scales are found in the tropics. Errors in the velocity field are smallest in midlatitude regions. For both variables the largest errors caused by uncertainty in the geoid. More accurate representations of the geoid await a dedicated geopotential satellite mission. Substantial improvements in the accuracy of ocean tide models are expected in the very near future from research with TOPEX/POSEIDON data.

True covariance simulation of the EUVE update filter

NASA Technical Reports Server (NTRS)

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

1989-01-01

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

Stratospheric Assimilation of Chemical Tracer Observations Using a Kalman Filter. Pt. 2; Chi-Square Validated Results and Analysis of Variance and Correlation Dynamics

NASA Technical Reports Server (NTRS)

Menard, Richard; Chang, Lang-Ping

1998-01-01

A Kalman filter system designed for the assimilation of limb-sounding observations of stratospheric chemical tracers, which has four tunable covariance parameters, was developed in Part I (Menard et al. 1998) The assimilation results of CH4 observations from the Cryogenic Limb Array Etalon Sounder instrument (CLAES) and the Halogen Observation Experiment instrument (HALOE) on board of the Upper Atmosphere Research Satellite are described in this paper. A robust (chi)(sup 2) criterion, which provides a statistical validation of the forecast and observational error covariances, was used to estimate the tunable variance parameters of the system. In particular, an estimate of the model error variance was obtained. The effect of model error on the forecast error variance became critical after only three days of assimilation of CLAES observations, although it took 14 days of forecast to double the initial error variance. We further found that the model error due to numerical discretization as arising in the standard Kalman filter algorithm, is comparable in size to the physical model error due to wind and transport modeling errors together. Separate assimilations of CLAES and HALOE observations were compared to validate the state estimate away from the observed locations. A wave-breaking event that took place several thousands of kilometers away from the HALOE observation locations was well captured by the Kalman filter due to highly anisotropic forecast error correlations. The forecast error correlation in the assimilation of the CLAES observations was found to have a structure similar to that in pure forecast mode except for smaller length scales. Finally, we have conducted an analysis of the variance and correlation dynamics to determine their relative importance in chemical tracer assimilation problems. Results show that the optimality of a tracer assimilation system depends, for the most part, on having flow-dependent error correlation rather than on evolving the error variance.

Structural nested mean models for assessing time-varying effect moderation.

PubMed

Almirall, Daniel; Ten Have, Thomas; Murphy, Susan A

2010-03-01

This article considers the problem of assessing causal effect moderation in longitudinal settings in which treatment (or exposure) is time varying and so are the covariates said to moderate its effect. Intermediate causal effects that describe time-varying causal effects of treatment conditional on past covariate history are introduced and considered as part of Robins' structural nested mean model. Two estimators of the intermediate causal effects, and their standard errors, are presented and discussed: The first is a proposed two-stage regression estimator. The second is Robins' G-estimator. The results of a small simulation study that begins to shed light on the small versus large sample performance of the estimators, and on the bias-variance trade-off between the two estimators are presented. The methodology is illustrated using longitudinal data from a depression study.

Analysis of Covariance: Is It the Appropriate Model to Study Change?

ERIC Educational Resources Information Center

Marston, Paul T., Borich, Gary D.

The four main approaches to measuring treatment effects in schools; raw gain, residual gain, covariance, and true scores; were compared. A simulation study showed true score analysis produced a large number of Type-I errors. When corrected for this error, this method showed the least power of the four. This outcome was clearly the result of the…

The Potential Observation Network Design with Mesoscale Ensemble Sensitivities in Complex Terrain

DTIC Science & Technology

2012-03-01

in synoptic storms , extratropical transition and developing hurricanes. Because they rely on lagged covariances from a finite-sized ensemble, they...diagnose predictors of forecast error in synoptic storms , extratropical transition and developing hurricanes. Because they rely on lagged covariances...sensitivities can be used successfully to diagnose predictors of forecast error in synoptic storms (Torn and Hakim 2008), extratropical transition (Torn and

Cervicocephalic kinesthetic sensibility in young and middle-aged adults with or without a history of mild neck pain.

PubMed

Teng, C-C; Chai, H; Lai, D-M; Wang, S-F

2007-02-01

Previous research has shown that there is no significant relationship between the degree of structural degeneration of the cervical spine and neck pain. We therefore sought to investigate the potential role of sensory dysfunction in chronic neck pain. Cervicocephalic kinesthetic sensibility, expressed by how accurately an individual can reposition the head, was studied in three groups of individuals, a control group of 20 asymptomatic young adults and two groups of middle-aged adults (20 subjects in each group) with or without a history of mild neck pain. An ultrasound-based three-dimensional coordinate measuring system was used to measure the position of the head and to test the accuracy of repositioning. Constant error (indicating that the subject overshot or undershot the intended position) and root mean square errors (representing total errors of accuracy and variability) were measured during repositioning of the head to the neutral head position (Head-to-NHP) and repositioning of the head to the target (Head-to-Target) in three cardinal planes (sagittal, transverse, and frontal). Analysis of covariance (ANCOVA) was used to test the group effect, with age used as a covariate. The constant errors during repositioning from a flexed position and from an extended position to the NHP were significantly greater in the middle-aged subjects than in the control group (beta=0.30 and beta=0.60, respectively; P<0.05 for both). In addition, the root mean square errors during repositioning from a flexed or extended position to the NHP were greater in the middle-aged subjects than in the control group (beta=0.27 and beta=0.49, respectively; P<0.05 for both). The root mean square errors also increased during Head-to-Target in left rotation (beta=0.24;P<0.05), but there was no difference in the constant errors or root mean square errors during Head-to-NHP repositioning from other target positions (P>0.05). The results indicate that, after controlling for age as a covariate, there was no group effect. Thus, age appears to have a profound effect on an individual's ability to accurately reposition the head toward the neutral position in the sagittal plane and repositioning the head toward left rotation. A history of mild chronic neck pain alone had no significant effect on cervicocephalic kinesthetic sensibility.

Covariance analysis for evaluating head trackers

NASA Astrophysics Data System (ADS)

Kang, Donghoon

2017-10-01

Existing methods for evaluating the performance of head trackers usually rely on publicly available face databases, which contain facial images and the ground truths of their corresponding head orientations. However, most of the existing publicly available face databases are constructed by assuming that a frontal head orientation can be determined by compelling the person under examination to look straight ahead at the camera on the first video frame. Since nobody can accurately direct one's head toward the camera, this assumption may be unrealistic. Rather than obtaining estimation errors, we present a method for computing the covariance of estimation error rotations to evaluate the reliability of head trackers. As an uncertainty measure of estimators, the Schatten 2-norm of a square root of error covariance (or the algebraic average of relative error angles) can be used. The merit of the proposed method is that it does not disturb the person under examination by asking him to direct his head toward certain directions. Experimental results using real data validate the usefulness of our method.

Accounting for response misclassification and covariate measurement error improves power and reduces bias in epidemiologic studies.

PubMed

Cheng, Dunlei; Branscum, Adam J; Stamey, James D

2010-07-01

To quantify the impact of ignoring misclassification of a response variable and measurement error in a covariate on statistical power, and to develop software for sample size and power analysis that accounts for these flaws in epidemiologic data. A Monte Carlo simulation-based procedure is developed to illustrate the differences in design requirements and inferences between analytic methods that properly account for misclassification and measurement error to those that do not in regression models for cross-sectional and cohort data. We found that failure to account for these flaws in epidemiologic data can lead to a substantial reduction in statistical power, over 25% in some cases. The proposed method substantially reduced bias by up to a ten-fold margin compared to naive estimates obtained by ignoring misclassification and mismeasurement. We recommend as routine practice that researchers account for errors in measurement of both response and covariate data when determining sample size, performing power calculations, or analyzing data from epidemiological studies. 2010 Elsevier Inc. All rights reserved.

Application Of Multi-grid Method On China Seas' Temperature Forecast

NASA Astrophysics Data System (ADS)

Li, W.; Xie, Y.; He, Z.; Liu, K.; Han, G.; Ma, J.; Li, D.

2006-12-01

Correlation scales have been used in traditional scheme of 3-dimensional variational (3D-Var) data assimilation to estimate the background error covariance for the numerical forecast and reanalysis of atmosphere and ocean for decades. However there are still some drawbacks of this scheme. First, the correlation scales are difficult to be determined accurately. Second, the positive definition of the first-guess error covariance matrix cannot be guaranteed unless the correlation scales are sufficiently small. Xie et al. (2005) indicated that a traditional 3D-Var only corrects some certain wavelength errors and its accuracy depends on the accuracy of the first-guess covariance. And in general, short wavelength error can not be well corrected until long one is corrected and then inaccurate first-guess covariance may mistakenly take long wave error as short wave ones and result in erroneous analysis. For the purpose of quickly minimizing the errors of long and short waves successively, a new 3D-Var data assimilation scheme, called multi-grid data assimilation scheme, is proposed in this paper. By assimilating the shipboard SST and temperature profiles data into a numerical model of China Seas, we applied this scheme in two-month data assimilation and forecast experiment which ended in a favorable result. Comparing with the traditional scheme of 3D-Var, the new scheme has higher forecast accuracy and a lower forecast Root-Mean-Square (RMS) error. Furthermore, this scheme was applied to assimilate the SST of shipboard, AVHRR Pathfinder Version 5.0 SST and temperature profiles at the same time, and a ten-month forecast experiment on sea temperature of China Seas was carried out, in which a successful forecast result was obtained. Particularly, the new scheme is demonstrated a great numerical efficiency in these analyses.

An adaptive filter method for spacecraft using gravity assist

NASA Astrophysics Data System (ADS)

Ning, Xiaolin; Huang, Panpan; Fang, Jiancheng; Liu, Gang; Ge, Shuzhi Sam

2015-04-01

Celestial navigation (CeleNav) has been successfully used during gravity assist (GA) flyby for orbit determination in many deep space missions. Due to spacecraft attitude errors, ephemeris errors, the camera center-finding bias, and the frequency of the images before and after the GA flyby, the statistics of measurement noise cannot be accurately determined, and yet have time-varying characteristics, which may introduce large estimation error and even cause filter divergence. In this paper, an unscented Kalman filter (UKF) with adaptive measurement noise covariance, called ARUKF, is proposed to deal with this problem. ARUKF scales the measurement noise covariance according to the changes in innovation and residual sequences. Simulations demonstrate that ARUKF is robust to the inaccurate initial measurement noise covariance matrix and time-varying measurement noise. The impact factors in the ARUKF are also investigated.

Simultaneous Estimation of Model State Variables and Observation and Forecast Biases Using a Two-Stage Hybrid Kalman Filter

NASA Technical Reports Server (NTRS)

Pauwels, V. R. N.; DeLannoy, G. J. M.; Hendricks Franssen, H.-J.; Vereecken, H.

2013-01-01

In this paper, we present a two-stage hybrid Kalman filter to estimate both observation and forecast bias in hydrologic models, in addition to state variables. The biases are estimated using the discrete Kalman filter, and the state variables using the ensemble Kalman filter. A key issue in this multi-component assimilation scheme is the exact partitioning of the difference between observation and forecasts into state, forecast bias and observation bias updates. Here, the error covariances of the forecast bias and the unbiased states are calculated as constant fractions of the biased state error covariance, and the observation bias error covariance is a function of the observation prediction error covariance. In a series of synthetic experiments, focusing on the assimilation of discharge into a rainfall-runoff model, it is shown that both static and dynamic observation and forecast biases can be successfully estimated. The results indicate a strong improvement in the estimation of the state variables and resulting discharge as opposed to the use of a bias-unaware ensemble Kalman filter. Furthermore, minimal code modification in existing data assimilation software is needed to implement the method. The results suggest that a better performance of data assimilation methods should be possible if both forecast and observation biases are taken into account.

Bounding filter - A simple solution to lack of exact a priori statistics.

NASA Technical Reports Server (NTRS)

Nahi, N. E.; Weiss, I. M.

1972-01-01

Wiener and Kalman-Bucy estimation problems assume that models describing the signal and noise stochastic processes are exactly known. When this modeling information, i.e., the signal and noise spectral densities for Wiener filter and the signal and noise dynamic system and disturbing noise representations for Kalman-Bucy filtering, is inexactly known, then the filter's performance is suboptimal and may even exhibit apparent divergence. In this paper a system is designed whereby the actual estimation error covariance is bounded by the covariance calculated by the estimator. Therefore, the estimator obtains a bound on the actual error covariance which is not available, and also prevents its apparent divergence.

Predicting the geographic distribution of a species from presence-only data subject to detection errors

USGS Publications Warehouse

Dorazio, Robert M.

2012-01-01

Several models have been developed to predict the geographic distribution of a species by combining measurements of covariates of occurrence at locations where the species is known to be present with measurements of the same covariates at other locations where species occurrence status (presence or absence) is unknown. In the absence of species detection errors, spatial point-process models and binary-regression models for case-augmented surveys provide consistent estimators of a species’ geographic distribution without prior knowledge of species prevalence. In addition, these regression models can be modified to produce estimators of species abundance that are asymptotically equivalent to those of the spatial point-process models. However, if species presence locations are subject to detection errors, neither class of models provides a consistent estimator of covariate effects unless the covariates of species abundance are distinct and independently distributed from the covariates of species detection probability. These analytical results are illustrated using simulation studies of data sets that contain a wide range of presence-only sample sizes. Analyses of presence-only data of three avian species observed in a survey of landbirds in western Montana and northern Idaho are compared with site-occupancy analyses of detections and nondetections of these species.

Covariance NMR Processing and Analysis for Protein Assignment.

PubMed

Harden, Bradley J; Frueh, Dominique P

2018-01-01

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

A temporal and spatial analysis of ground-water levels for effective monitoring in Huron County, Michigan

USGS Publications Warehouse

Holtschlag, David J.; Sweat, M.J.

1999-01-01

Quarterly water-level measurements were analyzed to assess the effectiveness of a monitoring network of 26 wells in Huron County, Michigan. Trends were identified as constant levels and autoregressive components were computed at all wells on the basis of data collected from 1993 to 1997, using structural time series analysis. Fixed seasonal components were identified at 22 wells and outliers were identified at 23 wells. The 95- percent confidence intervals were forecast for water-levels during the first and second quarters of 1998. Intervals in the first quarter were consistent with 92.3 percent of the measured values. In the second quarter, measured values were within the forecast intervals only 65.4 percent of the time. Unusually low precipitation during the second quarter is thought to have contributed to the reduced reliability of the second-quarter forecasts. Spatial interrelations among wells were investigated on the basis of the autoregressive components, which were filtered to create a set of innovation sequences that were temporally uncorrelated. The empirical covariance among the innovation sequences indicated both positive and negative spatial interrelations. The negative covariance components are considered to be physically implausible and to have resulted from random sampling error. Graphical modeling, a form of multivariate analysis, was used to model the covariance structure. Results indicate that only 29 of the 325 possible partial correlations among the water-level innovations were statistically significant. The model covariance matrix, corresponding to the model partial correlation structure, contained only positive elements. This model covariance was sequentially partitioned to compute a set of partial covariance matrices that were used to rank the effectiveness of the 26 monitoring wells from greatest to least. Results, for example, indicate that about 50 percent of the uncertainty of the water-level innovations currently monitored by the 26- well network could be described by the 6 most effective wells.

Super-sample covariance approximations and partial sky coverage

NASA Astrophysics Data System (ADS)

Lacasa, Fabien; Lima, Marcos; Aguena, Michel

2018-04-01

Super-sample covariance (SSC) is the dominant source of statistical error on large scale structure (LSS) observables for both current and future galaxy surveys. In this work, we concentrate on the SSC of cluster counts, also known as sample variance, which is particularly useful for the self-calibration of the cluster observable-mass relation; our approach can similarly be applied to other observables, such as galaxy clustering and lensing shear. We first examined the accuracy of two analytical approximations proposed in the literature for the flat sky limit, finding that they are accurate at the 15% and 30-35% level, respectively, for covariances of counts in the same redshift bin. We then developed a harmonic expansion formalism that allows for the prediction of SSC in an arbitrary survey mask geometry, such as large sky areas of current and future surveys. We show analytically and numerically that this formalism recovers the full sky and flat sky limits present in the literature. We then present an efficient numerical implementation of the formalism, which allows fast and easy runs of covariance predictions when the survey mask is modified. We applied our method to a mask that is broadly similar to the Dark Energy Survey footprint, finding a non-negligible negative cross-z covariance, i.e. redshift bins are anti-correlated. We also examined the case of data removal from holes due to, for example bright stars, quality cuts, or systematic removals, and find that this does not have noticeable effects on the structure of the SSC matrix, only rescaling its amplitude by the effective survey area. These advances enable analytical covariances of LSS observables to be computed for current and future galaxy surveys, which cover large areas of the sky where the flat sky approximation fails.

Generalized Fisher matrices

NASA Astrophysics Data System (ADS)

Heavens, A. F.; Seikel, M.; Nord, B. D.; Aich, M.; Bouffanais, Y.; Bassett, B. A.; Hobson, M. P.

2014-12-01

The Fisher Information Matrix formalism (Fisher 1935) is extended to cases where the data are divided into two parts (X, Y), where the expectation value of Y depends on X according to some theoretical model, and X and Y both have errors with arbitrary covariance. In the simplest case, (X, Y) represent data pairs of abscissa and ordinate, in which case the analysis deals with the case of data pairs with errors in both coordinates, but X can be any measured quantities on which Y depends. The analysis applies for arbitrary covariance, provided all errors are Gaussian, and provided the errors in X are small, both in comparison with the scale over which the expected signal Y changes, and with the width of the prior distribution. This generalizes the Fisher Matrix approach, which normally only considers errors in the `ordinate' Y. In this work, we include errors in X by marginalizing over latent variables, effectively employing a Bayesian hierarchical model, and deriving the Fisher Matrix for this more general case. The methods here also extend to likelihood surfaces which are not Gaussian in the parameter space, and so techniques such as DALI (Derivative Approximation for Likelihoods) can be generalized straightforwardly to include arbitrary Gaussian data error covariances. For simple mock data and theoretical models, we compare to Markov Chain Monte Carlo experiments, illustrating the method with cosmological supernova data. We also include the new method in the FISHER4CAST software.

A regularization corrected score method for nonlinear regression models with covariate error.

PubMed

Zucker, David M; Gorfine, Malka; Li, Yi; Tadesse, Mahlet G; Spiegelman, Donna

2013-03-01

Many regression analyses involve explanatory variables that are measured with error, and failing to account for this error is well known to lead to biased point and interval estimates of the regression coefficients. We present here a new general method for adjusting for covariate error. Our method consists of an approximate version of the Stefanski-Nakamura corrected score approach, using the method of regularization to obtain an approximate solution of the relevant integral equation. We develop the theory in the setting of classical likelihood models; this setting covers, for example, linear regression, nonlinear regression, logistic regression, and Poisson regression. The method is extremely general in terms of the types of measurement error models covered, and is a functional method in the sense of not involving assumptions on the distribution of the true covariate. We discuss the theoretical properties of the method and present simulation results in the logistic regression setting (univariate and multivariate). For illustration, we apply the method to data from the Harvard Nurses' Health Study concerning the relationship between physical activity and breast cancer mortality in the period following a diagnosis of breast cancer. Copyright © 2013, The International Biometric Society.

Robust Adaptive Beamforming with Sensor Position Errors Using Weighted Subspace Fitting-Based Covariance Matrix Reconstruction.

PubMed

Chen, Peng; Yang, Yixin; Wang, Yong; Ma, Yuanliang

2018-05-08

When sensor position errors exist, the performance of recently proposed interference-plus-noise covariance matrix (INCM)-based adaptive beamformers may be severely degraded. In this paper, we propose a weighted subspace fitting-based INCM reconstruction algorithm to overcome sensor displacement for linear arrays. By estimating the rough signal directions, we construct a novel possible mismatched steering vector (SV) set. We analyze the proximity of the signal subspace from the sample covariance matrix (SCM) and the space spanned by the possible mismatched SV set. After solving an iterative optimization problem, we reconstruct the INCM using the estimated sensor position errors. Then we estimate the SV of the desired signal by solving an optimization problem with the reconstructed INCM. The main advantage of the proposed algorithm is its robustness against SV mismatches dominated by unknown sensor position errors. Numerical examples show that even if the position errors are up to half of the assumed sensor spacing, the output signal-to-interference-plus-noise ratio is only reduced by 4 dB. Beam patterns plotted using experiment data show that the interference suppression capability of the proposed beamformer outperforms other tested beamformers.

The effect of the dynamic wet troposphere on radio interferometric measurements

NASA Technical Reports Server (NTRS)

Treuhaft, R. N.; Lanyi, G. E.

1987-01-01

A statistical model of water vapor fluctuations is used to describe the effect of the dynamic wet troposphere on radio interferometric measurements. It is assumed that the spatial structure of refractivity is approximated by Kolmogorov turbulence theory, and that the temporal fluctuations are caused by spatial patterns moved over a site by the wind, and these assumptions are examined for the VLBI delay and delay rate observables. The results suggest that the delay rate measurement error is usually dominated by water vapor fluctuations, and water vapor induced VLBI parameter errors and correlations are determined as a function of the delay observable errors. A method is proposed for including the water vapor fluctuations in the parameter estimation method to obtain improved parameter estimates and parameter covariances.

On using summary statistics from an external calibration sample to correct for covariate measurement error.

PubMed

Guo, Ying; Little, Roderick J; McConnell, Daniel S

2012-01-01

Covariate measurement error is common in epidemiologic studies. Current methods for correcting measurement error with information from external calibration samples are insufficient to provide valid adjusted inferences. We consider the problem of estimating the regression of an outcome Y on covariates X and Z, where Y and Z are observed, X is unobserved, but a variable W that measures X with error is observed. Information about measurement error is provided in an external calibration sample where data on X and W (but not Y and Z) are recorded. We describe a method that uses summary statistics from the calibration sample to create multiple imputations of the missing values of X in the regression sample, so that the regression coefficients of Y on X and Z and associated standard errors can be estimated using simple multiple imputation combining rules, yielding valid statistical inferences under the assumption of a multivariate normal distribution. The proposed method is shown by simulation to provide better inferences than existing methods, namely the naive method, classical calibration, and regression calibration, particularly for correction for bias and achieving nominal confidence levels. We also illustrate our method with an example using linear regression to examine the relation between serum reproductive hormone concentrations and bone mineral density loss in midlife women in the Michigan Bone Health and Metabolism Study. Existing methods fail to adjust appropriately for bias due to measurement error in the regression setting, particularly when measurement error is substantial. The proposed method corrects this deficiency.

Multi-subject hierarchical inverse covariance modelling improves estimation of functional brain networks.

PubMed

Colclough, Giles L; Woolrich, Mark W; Harrison, Samuel J; Rojas López, Pedro A; Valdes-Sosa, Pedro A; Smith, Stephen M

2018-05-07

A Bayesian model for sparse, hierarchical, inver-covariance estimation is presented, and applied to multi-subject functional connectivity estimation in the human brain. It enables simultaneous inference of the strength of connectivity between brain regions at both subject and population level, and is applicable to fMRI, MEG and EEG data. Two versions of the model can encourage sparse connectivity, either using continuous priors to suppress irrelevant connections, or using an explicit description of the network structure to estimate the connection probability between each pair of regions. A large evaluation of this model, and thirteen methods that represent the state of the art of inverse covariance modelling, is conducted using both simulated and resting-state functional imaging datasets. Our novel Bayesian approach has similar performance to the best extant alternative, Ng et al.'s Sparse Group Gaussian Graphical Model algorithm, which also is based on a hierarchical structure. Using data from the Human Connectome Project, we show that these hierarchical models are able to reduce the measurement error in MEG beta-band functional networks by 10%, producing concomitant increases in estimates of the genetic influence on functional connectivity. Copyright © 2018. Published by Elsevier Inc.

Effects of Correlated Errors on the Analysis of Space Geodetic Data

NASA Technical Reports Server (NTRS)

Romero-Wolf, Andres; Jacobs, C. S.

2011-01-01

As thermal errors are reduced instrumental and troposphere correlated errors will increasingly become more important. Work in progress shows that troposphere covariance error models improve data analysis results. We expect to see stronger effects with higher data rates. Temperature modeling of delay errors may further reduce temporal correlations in the data.

Fast Bayesian approach for modal identification using free vibration data, Part I - Most probable value

NASA Astrophysics Data System (ADS)

Zhang, Feng-Liang; Ni, Yan-Chun; Au, Siu-Kui; Lam, Heung-Fai

2016-03-01

The identification of modal properties from field testing of civil engineering structures is becoming economically viable, thanks to the advent of modern sensor and data acquisition technology. Its demand is driven by innovative structural designs and increased performance requirements of dynamic-prone structures that call for a close cross-checking or monitoring of their dynamic properties and responses. Existing instrumentation capabilities and modal identification techniques allow structures to be tested under free vibration, forced vibration (known input) or ambient vibration (unknown broadband loading). These tests can be considered complementary rather than competing as they are based on different modeling assumptions in the identification model and have different implications on costs and benefits. Uncertainty arises naturally in the dynamic testing of structures due to measurement noise, sensor alignment error, modeling error, etc. This is especially relevant in field vibration tests because the test condition in the field environment can hardly be controlled. In this work, a Bayesian statistical approach is developed for modal identification using the free vibration response of structures. A frequency domain formulation is proposed that makes statistical inference based on the Fast Fourier Transform (FFT) of the data in a selected frequency band. This significantly simplifies the identification model because only the modes dominating the frequency band need to be included. It also legitimately ignores the information in the excluded frequency bands that are either irrelevant or difficult to model, thereby significantly reducing modeling error risk. The posterior probability density function (PDF) of the modal parameters is derived rigorously from modeling assumptions and Bayesian probability logic. Computational difficulties associated with calculating the posterior statistics, including the most probable value (MPV) and the posterior covariance matrix, are addressed. Fast computational algorithms for determining the MPV are proposed so that the method can be practically implemented. In the companion paper (Part II), analytical formulae are derived for the posterior covariance matrix so that it can be evaluated without resorting to finite difference method. The proposed method is verified using synthetic data. It is also applied to modal identification of full-scale field structures.

Bayesian correction for covariate measurement error: A frequentist evaluation and comparison with regression calibration.

PubMed

Bartlett, Jonathan W; Keogh, Ruth H

2018-06-01

Bayesian approaches for handling covariate measurement error are well established and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential paradigm. For others a contributory factor is the inability of standard statistical packages to perform such Bayesian analyses. In this paper, we first give an overview of the Bayesian approach to handling covariate measurement error, and contrast it with regression calibration, arguably the most commonly adopted approach. We then argue why the Bayesian approach has a number of statistical advantages compared to regression calibration and demonstrate that implementing the Bayesian approach is usually quite feasible for the analyst. Next, we describe the closely related maximum likelihood and multiple imputation approaches and explain why we believe the Bayesian approach to generally be preferable. We then empirically compare the frequentist properties of regression calibration and the Bayesian approach through simulation studies. The flexibility of the Bayesian approach to handle both measurement error and missing data is then illustrated through an analysis of data from the Third National Health and Nutrition Examination Survey.

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.

Modeling workplace contact networks: The effects of organizational structure, architecture, and reporting errors on epidemic predictions.

PubMed

Potter, Gail E; Smieszek, Timo; Sailer, Kerstin

2015-09-01

Face-to-face social contacts are potentially important transmission routes for acute respiratory infections, and understanding the contact network can improve our ability to predict, contain, and control epidemics. Although workplaces are important settings for infectious disease transmission, few studies have collected workplace contact data and estimated workplace contact networks. We use contact diaries, architectural distance measures, and institutional structures to estimate social contact networks within a Swiss research institute. Some contact reports were inconsistent, indicating reporting errors. We adjust for this with a latent variable model, jointly estimating the true (unobserved) network of contacts and duration-specific reporting probabilities. We find that contact probability decreases with distance, and that research group membership, role, and shared projects are strongly predictive of contact patterns. Estimated reporting probabilities were low only for 0-5 min contacts. Adjusting for reporting error changed the estimate of the duration distribution, but did not change the estimates of covariate effects and had little effect on epidemic predictions. Our epidemic simulation study indicates that inclusion of network structure based on architectural and organizational structure data can improve the accuracy of epidemic forecasting models.

Modeling workplace contact networks: The effects of organizational structure, architecture, and reporting errors on epidemic predictions

PubMed Central

Potter, Gail E.; Smieszek, Timo; Sailer, Kerstin

2015-01-01

Face-to-face social contacts are potentially important transmission routes for acute respiratory infections, and understanding the contact network can improve our ability to predict, contain, and control epidemics. Although workplaces are important settings for infectious disease transmission, few studies have collected workplace contact data and estimated workplace contact networks. We use contact diaries, architectural distance measures, and institutional structures to estimate social contact networks within a Swiss research institute. Some contact reports were inconsistent, indicating reporting errors. We adjust for this with a latent variable model, jointly estimating the true (unobserved) network of contacts and duration-specific reporting probabilities. We find that contact probability decreases with distance, and that research group membership, role, and shared projects are strongly predictive of contact patterns. Estimated reporting probabilities were low only for 0–5 min contacts. Adjusting for reporting error changed the estimate of the duration distribution, but did not change the estimates of covariate effects and had little effect on epidemic predictions. Our epidemic simulation study indicates that inclusion of network structure based on architectural and organizational structure data can improve the accuracy of epidemic forecasting models. PMID:26634122

Measurement invariance via multigroup SEM: Issues and solutions with chi-square-difference tests.

PubMed

Yuan, Ke-Hai; Chan, Wai

2016-09-01

Multigroup structural equation modeling (SEM) plays a key role in studying measurement invariance and in group comparison. When population covariance matrices are deemed not equal across groups, the next step to substantiate measurement invariance is to see whether the sample covariance matrices in all the groups can be adequately fitted by the same factor model, called configural invariance. After configural invariance is established, cross-group equalities of factor loadings, error variances, and factor variances-covariances are then examined in sequence. With mean structures, cross-group equalities of intercepts and factor means are also examined. The established rule is that if the statistic at the current model is not significant at the level of .05, one then moves on to testing the next more restricted model using a chi-square-difference statistic. This article argues that such an established rule is unable to control either Type I or Type II errors. Analysis, an example, and Monte Carlo results show why and how chi-square-difference tests are easily misused. The fundamental issue is that chi-square-difference tests are developed under the assumption that the base model is sufficiently close to the population, and a nonsignificant chi-square statistic tells little about how good the model is. To overcome this issue, this article further proposes that null hypothesis testing in multigroup SEM be replaced by equivalence testing, which allows researchers to effectively control the size of misspecification before moving on to testing a more restricted model. R code is also provided to facilitate the applications of equivalence testing for multigroup SEM. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

Bayesian change point analysis of abundance trends for pelagic fishes in the upper San Francisco Estuary.

PubMed

Thomson, James R; Kimmerer, Wim J; Brown, Larry R; Newman, Ken B; Mac Nally, Ralph; Bennett, William A; Feyrer, Frederick; Fleishman, Erica

2010-07-01

We examined trends in abundance of four pelagic fish species (delta smelt, longfin smelt, striped bass, and threadfin shad) in the upper San Francisco Estuary, California, USA, over 40 years using Bayesian change point models. Change point models identify times of abrupt or unusual changes in absolute abundance (step changes) or in rates of change in abundance (trend changes). We coupled Bayesian model selection with linear regression splines to identify biotic or abiotic covariates with the strongest associations with abundances of each species. We then refitted change point models conditional on the selected covariates to explore whether those covariates could explain statistical trends or change points in species abundances. We also fitted a multispecies change point model that identified change points common to all species. All models included hierarchical structures to model data uncertainties, including observation errors and missing covariate values. There were step declines in abundances of all four species in the early 2000s, with a likely common decline in 2002. Abiotic variables, including water clarity, position of the 2 per thousand isohaline (X2), and the volume of freshwater exported from the estuary, explained some variation in species' abundances over the time series, but no selected covariates could explain statistically the post-2000 change points for any species.

Cluster mislocation in kinematic Sunyaev-Zel'dovich effect extraction

NASA Astrophysics Data System (ADS)

Calafut, Victoria; Bean, Rachel; Yu, Byeonghee

2017-12-01

We investigate the impact of a variety of analysis assumptions that influence cluster identification and location on the kinematic Sunyaev-Zel'dovich (kSZ) pairwise momentum signal and covariance estimation. Photometric and spectroscopic galaxy tracers from SDSS, WISE, and DECaLs, spanning redshifts 0.05

Measuring continuous baseline covariate imbalances in clinical trial data

PubMed Central

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

2014-01-01

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

The GEOS Ozone Data Assimilation System: Specification of Error Statistics

NASA Technical Reports Server (NTRS)

Stajner, Ivanka; Riishojgaard, Lars Peter; Rood, Richard B.

2000-01-01

A global three-dimensional ozone data assimilation system has been developed at the Data Assimilation Office of the NASA/Goddard Space Flight Center. The Total Ozone Mapping Spectrometer (TOMS) total ozone and the Solar Backscatter Ultraviolet (SBUV) or (SBUV/2) partial ozone profile observations are assimilated. The assimilation, into an off-line ozone transport model, is done using the global Physical-space Statistical Analysis Scheme (PSAS). This system became operational in December 1999. A detailed description of the statistical analysis scheme, and in particular, the forecast and observation error covariance models is given. A new global anisotropic horizontal forecast error correlation model accounts for a varying distribution of observations with latitude. Correlations are largest in the zonal direction in the tropics where data is sparse. Forecast error variance model is proportional to the ozone field. The forecast error covariance parameters were determined by maximum likelihood estimation. The error covariance models are validated using x squared statistics. The analyzed ozone fields in the winter 1992 are validated against independent observations from ozone sondes and HALOE. There is better than 10% agreement between mean Halogen Occultation Experiment (HALOE) and analysis fields between 70 and 0.2 hPa. The global root-mean-square (RMS) difference between TOMS observed and forecast values is less than 4%. The global RMS difference between SBUV observed and analyzed ozone between 50 and 3 hPa is less than 15%.

Revised error propagation of 40Ar/39Ar data, including covariances

NASA Astrophysics Data System (ADS)

Vermeesch, Pieter

2015-12-01

The main advantage of the 40Ar/39Ar method over conventional K-Ar dating is that it does not depend on any absolute abundance or concentration measurements, but only uses the relative ratios between five isotopes of the same element -argon- which can be measured with great precision on a noble gas mass spectrometer. The relative abundances of the argon isotopes are subject to a constant sum constraint, which imposes a covariant structure on the data: the relative amount of any of the five isotopes can always be obtained from that of the other four. Thus, the 40Ar/39Ar method is a classic example of a 'compositional data problem'. In addition to the constant sum constraint, covariances are introduced by a host of other processes, including data acquisition, blank correction, detector calibration, mass fractionation, decay correction, interference correction, atmospheric argon correction, interpolation of the irradiation parameter, and age calculation. The myriad of correlated errors arising during the data reduction are best handled by casting the 40Ar/39Ar data reduction protocol in a matrix form. The completely revised workflow presented in this paper is implemented in a new software platform, Ar-Ar_Redux, which takes raw mass spectrometer data as input and generates accurate 40Ar/39Ar ages and their (co-)variances as output. Ar-Ar_Redux accounts for all sources of analytical uncertainty, including those associated with decay constants and the air ratio. Knowing the covariance matrix of the ages removes the need to consider 'internal' and 'external' uncertainties separately when calculating (weighted) mean ages. Ar-Ar_Redux is built on the same principles as its sibling program in the U-Pb community (U-Pb_Redux), thus improving the intercomparability of the two methods with tangible benefits to the accuracy of the geologic time scale. The program can be downloaded free of charge from http://redux.london-geochron.com.

Investigating the role of background and observation error correlations in improving a model forecast of forest carbon balance using four dimensional variational data assimilation.

NASA Astrophysics Data System (ADS)

Pinnington, Ewan; Casella, Eric; Dance, Sarah; Lawless, Amos; Morison, James; Nichols, Nancy; Wilkinson, Matthew; Quaife, Tristan

2016-04-01

Forest ecosystems play an important role in sequestering human emitted carbon-dioxide from the atmosphere and therefore greatly reduce the effect of anthropogenic induced climate change. For that reason understanding their response to climate change is of great importance. Efforts to implement variational data assimilation routines with functional ecology models and land surface models have been limited, with sequential and Markov chain Monte Carlo data assimilation methods being prevalent. When data assimilation has been used with models of carbon balance, background "prior" errors and observation errors have largely been treated as independent and uncorrelated. Correlations between background errors have long been known to be a key aspect of data assimilation in numerical weather prediction. More recently, it has been shown that accounting for correlated observation errors in the assimilation algorithm can considerably improve data assimilation results and forecasts. In this paper we implement a 4D-Var scheme with a simple model of forest carbon balance, for joint parameter and state estimation and assimilate daily observations of Net Ecosystem CO2 Exchange (NEE) taken at the Alice Holt forest CO2 flux site in Hampshire, UK. We then investigate the effect of specifying correlations between parameter and state variables in background error statistics and the effect of specifying correlations in time between observation error statistics. The idea of including these correlations in time is new and has not been previously explored in carbon balance model data assimilation. In data assimilation, background and observation error statistics are often described by the background error covariance matrix and the observation error covariance matrix. We outline novel methods for creating correlated versions of these matrices, using a set of previously postulated dynamical constraints to include correlations in the background error statistics and a Gaussian correlation function to include time correlations in the observation error statistics. The methods used in this paper will allow the inclusion of time correlations between many different observation types in the assimilation algorithm, meaning that previously neglected information can be accounted for. In our experiments we compared the results using our new correlated background and observation error covariance matrices and those using diagonal covariance matrices. We found that using the new correlated matrices reduced the root mean square error in the 14 year forecast of daily NEE by 44 % decreasing from 4.22 g C m-2 day-1 to 2.38 g C m-2 day-1.

A New Formulation of the Filter-Error Method for Aerodynamic Parameter Estimation in Turbulence

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2015-01-01

A new formulation of the filter-error method for estimating aerodynamic parameters in nonlinear aircraft dynamic models during turbulence was developed and demonstrated. The approach uses an estimate of the measurement noise covariance to identify the model parameters, their uncertainties, and the process noise covariance, in a relaxation method analogous to the output-error method. Prior information on the model parameters and uncertainties can be supplied, and a post-estimation correction to the uncertainty was included to account for colored residuals not considered in the theory. No tuning parameters, needing adjustment by the analyst, are used in the estimation. The method was demonstrated in simulation using the NASA Generic Transport Model, then applied to the subscale T-2 jet-engine transport aircraft flight. Modeling results in different levels of turbulence were compared with results from time-domain output error and frequency- domain equation error methods to demonstrate the effectiveness of the approach.

Comparison of Kalman filter and optimal smoother estimates of spacecraft attitude

NASA Technical Reports Server (NTRS)

Sedlak, J.

1994-01-01

Given a valid system model and adequate observability, a Kalman filter will converge toward the true system state with error statistics given by the estimated error covariance matrix. The errors generally do not continue to decrease. Rather, a balance is reached between the gain of information from new measurements and the loss of information during propagation. The errors can be further reduced, however, by a second pass through the data with an optimal smoother. This algorithm obtains the optimally weighted average of forward and backward propagating Kalman filters. It roughly halves the error covariance by including future as well as past measurements in each estimate. This paper investigates whether such benefits actually accrue in the application of an optimal smoother to spacecraft attitude determination. Tests are performed both with actual spacecraft data from the Extreme Ultraviolet Explorer (EUVE) and with simulated data for which the true state vector and noise statistics are exactly known.

Generalized Linear Covariance Analysis

NASA Technical Reports Server (NTRS)

Carpenter, James R.; Markley, F. Landis

2014-01-01

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

Dynamic Tasking of Networked Sensors Using Covariance Information

DTIC Science & Technology

2010-09-01

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

Constant covariance in local vertical coordinates for near-circular orbits

NASA Technical Reports Server (NTRS)

Shepperd, Stanley W.

1991-01-01

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

Three Cs in measurement models: causal indicators, composite indicators, and covariates.

PubMed

Bollen, Kenneth A; Bauldry, Shawn

2011-09-01

In the last 2 decades attention to causal (and formative) indicators has grown. Accompanying this growth has been the belief that one can classify indicators into 2 categories: effect (reflective) indicators and causal (formative) indicators. We argue that the dichotomous view is too simple. Instead, there are effect indicators and 3 types of variables on which a latent variable depends: causal indicators, composite (formative) indicators, and covariates (the "Three Cs"). Causal indicators have conceptual unity, and their effects on latent variables are structural. Covariates are not concept measures, but are variables to control to avoid bias in estimating the relations between measures and latent variables. Composite (formative) indicators form exact linear combinations of variables that need not share a concept. Their coefficients are weights rather than structural effects, and composites are a matter of convenience. The failure to distinguish the Three Cs has led to confusion and questions, such as, Are causal and formative indicators different names for the same indicator type? Should an equation with causal or formative indicators have an error term? Are the coefficients of causal indicators less stable than effect indicators? Distinguishing between causal and composite indicators and covariates goes a long way toward eliminating this confusion. We emphasize the key role that subject matter expertise plays in making these distinctions. We provide new guidelines for working with these variable types, including identification of models, scaling latent variables, parameter estimation, and validity assessment. A running empirical example on self-perceived health illustrates our major points.

Comparison between splines and fractional polynomials for multivariable model building with continuous covariates: a simulation study with continuous response.

PubMed

Binder, Harald; Sauerbrei, Willi; Royston, Patrick

2013-06-15

In observational studies, many continuous or categorical covariates may be related to an outcome. Various spline-based procedures or the multivariable fractional polynomial (MFP) procedure can be used to identify important variables and functional forms for continuous covariates. This is the main aim of an explanatory model, as opposed to a model only for prediction. The type of analysis often guides the complexity of the final model. Spline-based procedures and MFP have tuning parameters for choosing the required complexity. To compare model selection approaches, we perform a simulation study in the linear regression context based on a data structure intended to reflect realistic biomedical data. We vary the sample size, variance explained and complexity parameters for model selection. We consider 15 variables. A sample size of 200 (1000) and R(2)  = 0.2 (0.8) is the scenario with the smallest (largest) amount of information. For assessing performance, we consider prediction error, correct and incorrect inclusion of covariates, qualitative measures for judging selected functional forms and further novel criteria. From limited information, a suitable explanatory model cannot be obtained. Prediction performance from all types of models is similar. With a medium amount of information, MFP performs better than splines on several criteria. MFP better recovers simpler functions, whereas splines better recover more complex functions. For a large amount of information and no local structure, MFP and the spline procedures often select similar explanatory models. Copyright © 2012 John Wiley & Sons, Ltd.

Further Improvements to Linear Mixed Models for Genome-Wide Association Studies

PubMed Central

Widmer, Christian; Lippert, Christoph; Weissbrod, Omer; Fusi, Nicolo; Kadie, Carl; Davidson, Robert; Listgarten, Jennifer; Heckerman, David

2014-01-01

We examine improvements to the linear mixed model (LMM) that better correct for population structure and family relatedness in genome-wide association studies (GWAS). LMMs rely on the estimation of a genetic similarity matrix (GSM), which encodes the pairwise similarity between every two individuals in a cohort. These similarities are estimated from single nucleotide polymorphisms (SNPs) or other genetic variants. Traditionally, all available SNPs are used to estimate the GSM. In empirical studies across a wide range of synthetic and real data, we find that modifications to this approach improve GWAS performance as measured by type I error control and power. Specifically, when only population structure is present, a GSM constructed from SNPs that well predict the phenotype in combination with principal components as covariates controls type I error and yields more power than the traditional LMM. In any setting, with or without population structure or family relatedness, a GSM consisting of a mixture of two component GSMs, one constructed from all SNPs and another constructed from SNPs that well predict the phenotype again controls type I error and yields more power than the traditional LMM. Software implementing these improvements and the experimental comparisons are available at http://microsoft.com/science. PMID:25387525

Further Improvements to Linear Mixed Models for Genome-Wide Association Studies

NASA Astrophysics Data System (ADS)

Widmer, Christian; Lippert, Christoph; Weissbrod, Omer; Fusi, Nicolo; Kadie, Carl; Davidson, Robert; Listgarten, Jennifer; Heckerman, David

2014-11-01

We examine improvements to the linear mixed model (LMM) that better correct for population structure and family relatedness in genome-wide association studies (GWAS). LMMs rely on the estimation of a genetic similarity matrix (GSM), which encodes the pairwise similarity between every two individuals in a cohort. These similarities are estimated from single nucleotide polymorphisms (SNPs) or other genetic variants. Traditionally, all available SNPs are used to estimate the GSM. In empirical studies across a wide range of synthetic and real data, we find that modifications to this approach improve GWAS performance as measured by type I error control and power. Specifically, when only population structure is present, a GSM constructed from SNPs that well predict the phenotype in combination with principal components as covariates controls type I error and yields more power than the traditional LMM. In any setting, with or without population structure or family relatedness, a GSM consisting of a mixture of two component GSMs, one constructed from all SNPs and another constructed from SNPs that well predict the phenotype again controls type I error and yields more power than the traditional LMM. Software implementing these improvements and the experimental comparisons are available at http://microsoft.com/science.

Further improvements to linear mixed models for genome-wide association studies.

PubMed

Widmer, Christian; Lippert, Christoph; Weissbrod, Omer; Fusi, Nicolo; Kadie, Carl; Davidson, Robert; Listgarten, Jennifer; Heckerman, David

2014-11-12

We examine improvements to the linear mixed model (LMM) that better correct for population structure and family relatedness in genome-wide association studies (GWAS). LMMs rely on the estimation of a genetic similarity matrix (GSM), which encodes the pairwise similarity between every two individuals in a cohort. These similarities are estimated from single nucleotide polymorphisms (SNPs) or other genetic variants. Traditionally, all available SNPs are used to estimate the GSM. In empirical studies across a wide range of synthetic and real data, we find that modifications to this approach improve GWAS performance as measured by type I error control and power. Specifically, when only population structure is present, a GSM constructed from SNPs that well predict the phenotype in combination with principal components as covariates controls type I error and yields more power than the traditional LMM. In any setting, with or without population structure or family relatedness, a GSM consisting of a mixture of two component GSMs, one constructed from all SNPs and another constructed from SNPs that well predict the phenotype again controls type I error and yields more power than the traditional LMM. Software implementing these improvements and the experimental comparisons are available at http://microsoft.com/science.

Inference of reactive transport model parameters using a Bayesian multivariate approach

NASA Astrophysics Data System (ADS)

Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick

2014-08-01

Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.

A dynamic measure of controllability and observability for the placement of actuators and sensors on large space structures

NASA Technical Reports Server (NTRS)

Vandervelde, W. E.; Carignan, C. R.

1982-01-01

The degree of controllability of a large space structure is found by a four step procedure: (1) finding the minimum control energy for driving the system from a given initial state to the origin in the prescribed time; (2) finding the region of initial state which can be driven to the origin with constrained control energy and time using optimal control strategy; (3) scaling the axes so that a unit displacement in every direction is equally important to control; and (4) finding the linear measurement of the weighted "volume" of the ellipsoid in the equicontrol space. For observability, the error covariance must be reduced toward zero using measurements optimally, and the criterion must be standardized by the magnitude of tolerable errors. The results obtained using these methods are applied to the vibration modes of a free-free beam.

Accounting for baseline differences and measurement error in the analysis of change over time.

PubMed

Braun, Julia; Held, Leonhard; Ledergerber, Bruno

2014-01-15

If change over time is compared in several groups, it is important to take into account baseline values so that the comparison is carried out under the same preconditions. As the observed baseline measurements are distorted by measurement error, it may not be sufficient to include them as covariate. By fitting a longitudinal mixed-effects model to all data including the baseline observations and subsequently calculating the expected change conditional on the underlying baseline value, a solution to this problem has been provided recently so that groups with the same baseline characteristics can be compared. In this article, we present an extended approach where a broader set of models can be used. Specifically, it is possible to include any desired set of interactions between the time variable and the other covariates, and also, time-dependent covariates can be included. Additionally, we extend the method to adjust for baseline measurement error of other time-varying covariates. We apply the methodology to data from the Swiss HIV Cohort Study to address the question if a joint infection with HIV-1 and hepatitis C virus leads to a slower increase of CD4 lymphocyte counts over time after the start of antiretroviral therapy. Copyright © 2013 John Wiley & Sons, Ltd.

Natural abundance deuterium and 18-oxygen effects on the precision of the doubly labeled water method

NASA Technical Reports Server (NTRS)

Horvitz, M. A.; Schoeller, D. A.

2001-01-01

The doubly labeled water method for measuring total energy expenditure is subject to error from natural variations in the background 2H and 18O in body water. There is disagreement as to whether the variations in background abundances of the two stable isotopes covary and what relative doses of 2H and 18O minimize the impact of variation on the precision of the method. We have performed two studies to investigate the amount and covariance of the background variations. These were a study of urine collected weekly from eight subjects who remained in the Madison, WI locale for 6 wk and frequent urine samples from 14 subjects during round-trip travel to a locale > or = 500 miles from Madison, WI. Background variation in excess of analytical error was detected in six of the eight nontravelers, and covariance was demonstrated in four subjects. Background variation was detected in all 14 travelers, and covariance was demonstrated in 11 subjects. The median slopes of the regression lines of delta2H vs. delta18O were 6 and 7, respectively. Modeling indicated that 2H and 18O doses yielding a 6:1 ratio of final enrichments should minimize this error introduced to the doubly labeled water method.

Two-stage sparse coding of region covariance via Log-Euclidean kernels to detect saliency.

PubMed

Zhang, Ying-Ying; Yang, Cai; Zhang, Ping

2017-05-01

In this paper, we present a novel bottom-up saliency detection algorithm from the perspective of covariance matrices on a Riemannian manifold. Each superpixel is described by a region covariance matrix on Riemannian Manifolds. We carry out a two-stage sparse coding scheme via Log-Euclidean kernels to extract salient objects efficiently. In the first stage, given background dictionary on image borders, sparse coding of each region covariance via Log-Euclidean kernels is performed. The reconstruction error on the background dictionary is regarded as the initial saliency of each superpixel. In the second stage, an improvement of the initial result is achieved by calculating reconstruction errors of the superpixels on foreground dictionary, which is extracted from the first stage saliency map. The sparse coding in the second stage is similar to the first stage, but is able to effectively highlight the salient objects uniformly from the background. Finally, three post-processing methods-highlight-inhibition function, context-based saliency weighting, and the graph cut-are adopted to further refine the saliency map. Experiments on four public benchmark datasets show that the proposed algorithm outperforms the state-of-the-art methods in terms of precision, recall and mean absolute error, and demonstrate the robustness and efficiency of the proposed method. Copyright © 2017 Elsevier Ltd. All rights reserved.

Natural abundance deuterium and 18-oxygen effects on the precision of the doubly labeled water method.

PubMed

Horvitz, M A; Schoeller, D A

2001-06-01

The doubly labeled water method for measuring total energy expenditure is subject to error from natural variations in the background 2H and 18O in body water. There is disagreement as to whether the variations in background abundances of the two stable isotopes covary and what relative doses of 2H and 18O minimize the impact of variation on the precision of the method. We have performed two studies to investigate the amount and covariance of the background variations. These were a study of urine collected weekly from eight subjects who remained in the Madison, WI locale for 6 wk and frequent urine samples from 14 subjects during round-trip travel to a locale > or = 500 miles from Madison, WI. Background variation in excess of analytical error was detected in six of the eight nontravelers, and covariance was demonstrated in four subjects. Background variation was detected in all 14 travelers, and covariance was demonstrated in 11 subjects. The median slopes of the regression lines of delta2H vs. delta18O were 6 and 7, respectively. Modeling indicated that 2H and 18O doses yielding a 6:1 ratio of final enrichments should minimize this error introduced to the doubly labeled water method.

Trajectory prediction for ballistic missiles based on boost-phase LOS measurements

NASA Astrophysics Data System (ADS)

Yeddanapudi, Murali; Bar-Shalom, Yaakov

1997-10-01

This paper addresses the problem of the estimation of the trajectory of a tactical ballistic missile using line of sight (LOS) measurements from one or more passive sensors (typically satellites). The major difficulties of this problem include: the estimation of the unknown time of launch, incorporation of (inaccurate) target thrust profiles to model the target dynamics during the boost phase and an overall ill-conditioning of the estimation problem due to poor observability of the target motion via the LOS measurements. We present a robust estimation procedure based on the Levenberg-Marquardt algorithm that provides both the target state estimate and error covariance taking into consideration the complications mentioned above. An important consideration in the defense against tactical ballistic missiles is the determination of the target position and error covariance at the acquisition range of a surveillance radar in the vicinity of the impact point. We present a systematic procedure to propagate the target state and covariance to a nominal time, when it is within the detection range of a surveillance radar to obtain a cueing volume. Mont Carlo simulation studies on typical single and two sensor scenarios indicate that the proposed algorithms are accurate in terms of the estimates and the estimator calculated covariances are consistent with the errors.

Rigorous covariance propagation of geoid errors to geodetic MDT estimates

NASA Astrophysics Data System (ADS)

Pail, R.; Albertella, A.; Fecher, T.; Savcenko, R.

2012-04-01

The mean dynamic topography (MDT) is defined as the difference between the mean sea surface (MSS) derived from satellite altimetry, averaged over several years, and the static geoid. Assuming geostrophic conditions, from the MDT the ocean surface velocities as important component of global ocean circulation can be derived from it. Due to the availability of GOCE gravity field models, for the very first time MDT can now be derived solely from satellite observations (altimetry and gravity) down to spatial length-scales of 100 km and even below. Global gravity field models, parameterized in terms of spherical harmonic coefficients, are complemented by the full variance-covariance matrix (VCM). Therefore, for the geoid component a realistic statistical error estimate is available, while the error description of the altimetric component is still an open issue and is, if at all, attacked empirically. In this study we make the attempt to perform, based on the full gravity VCM, rigorous error propagation to derived geostrophic surface velocities, thus also considering all correlations. For the definition of the static geoid we use the third release of the time-wise GOCE model, as well as the satellite-only combination model GOCO03S. In detail, we will investigate the velocity errors resulting from the geoid component in dependence of the harmonic degree, and the impact of using/no using covariances on the MDT errors and its correlations. When deriving an MDT, it is spectrally filtered to a certain maximum degree, which is usually driven by the signal content of the geoid model, by applying isotropic or non-isotropic filters. Since this filtering is acting also on the geoid component, the consistent integration of this filter process into the covariance propagation shall be performed, and its impact shall be quantified. The study will be performed for MDT estimates in specific test areas of particular oceanographic interest.

Evaluation of orbits with incomplete knowledge of the mathematical expectancy and the matrix of covariation of errors

NASA Technical Reports Server (NTRS)

Bakhshiyan, B. T.; Nazirov, R. R.; Elyasberg, P. E.

1980-01-01

The problem of selecting the optimal algorithm of filtration and the optimal composition of the measurements is examined assuming that the precise values of the mathematical expectancy and the matrix of covariation of errors are unknown. It is demonstrated that the optimal algorithm of filtration may be utilized for making some parameters more precise (for example, the parameters of the gravitational fields) after preliminary determination of the elements of the orbit by a simpler method of processing (for example, the method of least squares).

Covariance Analysis Tool (G-CAT) for Computing Ascent, Descent, and Landing Errors

NASA Technical Reports Server (NTRS)

Boussalis, Dhemetrios; Bayard, David S.

2013-01-01

G-CAT is a covariance analysis tool that enables fast and accurate computation of error ellipses for descent, landing, ascent, and rendezvous scenarios, and quantifies knowledge error contributions needed for error budgeting purposes. Because GCAT supports hardware/system trade studies in spacecraft and mission design, it is useful in both early and late mission/ proposal phases where Monte Carlo simulation capability is not mature, Monte Carlo simulation takes too long to run, and/or there is a need to perform multiple parametric system design trades that would require an unwieldy number of Monte Carlo runs. G-CAT is formulated as a variable-order square-root linearized Kalman filter (LKF), typically using over 120 filter states. An important property of G-CAT is that it is based on a 6-DOF (degrees of freedom) formulation that completely captures the combined effects of both attitude and translation errors on the propagated trajectories. This ensures its accuracy for guidance, navigation, and control (GN&C) analysis. G-CAT provides the desired fast turnaround analysis needed for error budgeting in support of mission concept formulations, design trade studies, and proposal development efforts. The main usefulness of a covariance analysis tool such as G-CAT is its ability to calculate the performance envelope directly from a single run. This is in sharp contrast to running thousands of simulations to obtain similar information using Monte Carlo methods. It does this by propagating the "statistics" of the overall design, rather than simulating individual trajectories. G-CAT supports applications to lunar, planetary, and small body missions. It characterizes onboard knowledge propagation errors associated with inertial measurement unit (IMU) errors (gyro and accelerometer), gravity errors/dispersions (spherical harmonics, masscons), and radar errors (multiple altimeter beams, multiple Doppler velocimeter beams). G-CAT is a standalone MATLAB- based tool intended to run on any engineer's desktop computer.

Impact of Non-Gaussian Error Volumes on Conjunction Assessment Risk Analysis

NASA Technical Reports Server (NTRS)

Ghrist, Richard W.; Plakalovic, Dragan

2012-01-01

An understanding of how an initially Gaussian error volume becomes non-Gaussian over time is an important consideration for space-vehicle conjunction assessment. Traditional assumptions applied to the error volume artificially suppress the true non-Gaussian nature of the space-vehicle position uncertainties. For typical conjunction assessment objects, representation of the error volume by a state error covariance matrix in a Cartesian reference frame is a more significant limitation than is the assumption of linearized dynamics for propagating the error volume. In this study, the impact of each assumption is examined and isolated for each point in the volume. Limitations arising from representing the error volume in a Cartesian reference frame is corrected by employing a Monte Carlo approach to probability of collision (Pc), using equinoctial samples from the Cartesian position covariance at the time of closest approach (TCA) between the pair of space objects. A set of actual, higher risk (Pc >= 10 (exp -4)+) conjunction events in various low-Earth orbits using Monte Carlo methods are analyzed. The impact of non-Gaussian error volumes on Pc for these cases is minimal, even when the deviation from a Gaussian distribution is significant.

Structural zeros in high-dimensional data with applications to microbiome studies.

PubMed

Kaul, Abhishek; Davidov, Ori; Peddada, Shyamal D

2017-07-01

This paper is motivated by the recent interest in the analysis of high-dimensional microbiome data. A key feature of these data is the presence of "structural zeros" which are microbes missing from an observation vector due to an underlying biological process and not due to error in measurement. Typical notions of missingness are unable to model these structural zeros. We define a general framework which allows for structural zeros in the model and propose methods of estimating sparse high-dimensional covariance and precision matrices under this setup. We establish error bounds in the spectral and Frobenius norms for the proposed estimators and empirically verify them with a simulation study. The proposed methodology is illustrated by applying it to the global gut microbiome data of Yatsunenko and others (2012. Human gut microbiome viewed across age and geography. Nature 486, 222-227). Using our methodology we classify subjects according to the geographical location on the basis of their gut microbiome. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Random Weighting, Strong Tracking, and Unscented Kalman Filter for Soft Tissue Characterization.

PubMed

Shin, Jaehyun; Zhong, Yongmin; Oetomo, Denny; Gu, Chengfan

2018-05-21

This paper presents a new nonlinear filtering method based on the Hunt-Crossley model for online nonlinear soft tissue characterization. This method overcomes the problem of performance degradation in the unscented Kalman filter due to contact model error. It adopts the concept of Mahalanobis distance to identify contact model error, and further incorporates a scaling factor in predicted state covariance to compensate identified model error. This scaling factor is determined according to the principle of innovation orthogonality to avoid the cumbersome computation of Jacobian matrix, where the random weighting concept is adopted to improve the estimation accuracy of innovation covariance. A master-slave robotic indentation system is developed to validate the performance of the proposed method. Simulation and experimental results as well as comparison analyses demonstrate that the efficacy of the proposed method for online characterization of soft tissue parameters in the presence of contact model error.

Linear time-dependent reference intervals where there is measurement error in the time variable-a parametric approach.

PubMed

Gillard, Jonathan

2015-12-01

This article re-examines parametric methods for the calculation of time specific reference intervals where there is measurement error present in the time covariate. Previous published work has commonly been based on the standard ordinary least squares approach, weighted where appropriate. In fact, this is an incorrect method when there are measurement errors present, and in this article, we show that the use of this approach may, in certain cases, lead to referral patterns that may vary with different values of the covariate. Thus, it would not be the case that all patients are treated equally; some subjects would be more likely to be referred than others, hence violating the principle of equal treatment required by the International Federation for Clinical Chemistry. We show, by using measurement error models, that reference intervals are produced that satisfy the requirement for equal treatment for all subjects. © The Author(s) 2011.

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

NASA Astrophysics Data System (ADS)

Klypin, Anatoly; Prada, Francisco

2018-06-01

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

Uncertainty Propagation in OMFIT

NASA Astrophysics Data System (ADS)

Smith, Sterling; Meneghini, Orso; Sung, Choongki

2017-10-01

A rigorous comparison of power balance fluxes and turbulent model fluxes requires the propagation of uncertainties in the kinetic profiles and their derivatives. Making extensive use of the python uncertainties package, the OMFIT framework has been used to propagate covariant uncertainties to provide an uncertainty in the power balance calculation from the ONETWO code, as well as through the turbulent fluxes calculated by the TGLF code. The covariant uncertainties arise from fitting 1D (constant on flux surface) density and temperature profiles and associated random errors with parameterized functions such as a modified tanh. The power balance and model fluxes can then be compared with quantification of the uncertainties. No effort is made at propagating systematic errors. A case study will be shown for the effects of resonant magnetic perturbations on the kinetic profiles and fluxes at the top of the pedestal. A separate attempt at modeling the random errors with Monte Carlo sampling will be compared to the method of propagating the fitting function parameter covariant uncertainties. Work supported by US DOE under DE-FC02-04ER54698, DE-FG2-95ER-54309, DE-SC 0012656.

Are Low-order Covariance Estimates Useful in Error Analyses?

NASA Astrophysics Data System (ADS)

Baker, D. F.; Schimel, D.

2005-12-01

Atmospheric trace gas inversions, using modeled atmospheric transport to infer surface sources and sinks from measured concentrations, are most commonly done using least-squares techniques that return not only an estimate of the state (the surface fluxes) but also the covariance matrix describing the uncertainty in that estimate. Besides allowing one to place error bars around the estimate, the covariance matrix may be used in simulation studies to learn what uncertainties would be expected from various hypothetical observing strategies. This error analysis capability is routinely used in designing instrumentation, measurement campaigns, and satellite observing strategies. For example, Rayner, et al (2002) examined the ability of satellite-based column-integrated CO2 measurements to constrain monthly-average CO2 fluxes for about 100 emission regions using this approach. Exact solutions for both state vector and covariance matrix become computationally infeasible, however, when the surface fluxes are solved at finer resolution (e.g., daily in time, under 500 km in space). It is precisely at these finer scales, however, that one would hope to be able to estimate fluxes using high-density satellite measurements. Non-exact estimation methods such as variational data assimilation or the ensemble Kalman filter could be used, but they achieve their computational savings by obtaining an only approximate state estimate and a low-order approximation of the true covariance. One would like to be able to use this covariance matrix to do the same sort of error analyses as are done with the full-rank covariance, but is it correct to do so? Here we compare uncertainties and `information content' derived from full-rank covariance matrices obtained from a direct, batch least squares inversion to those from the incomplete-rank covariance matrices given by a variational data assimilation approach solved with a variable metric minimization technique (the Broyden-Fletcher- Goldfarb-Shanno algorithm). Two cases are examined: a toy problem in which CO2 fluxes for 3 latitude bands are estimated for only 2 time steps per year, and for the monthly fluxes for 22 regions across 1988-2003 solved for in the TransCom3 interannual flux inversion of Baker, et al (2005). The usefulness of the uncertainty estimates will be assessed as a function of the number of minimization steps used in the variational approach; this will help determine whether they will also be useful in the high-resolution cases that we would most like to apply the non-exact methods to. Baker, D.F., et al., TransCom3 inversion intercomparison: Impact of transport model errors on the interannual variability of regional CO2 fluxes, 1988-2003, Glob. Biogeochem. Cycles, doi:10.1029/2004GB002439, 2005, in press. Rayner, P.J., R.M. Law, D.M. O'Brien, T.M. Butler, and A.C. Dilley, Global observations of the carbon budget, 3, Initial assessment of the impact of satellite orbit, scan geometry, and cloud on measuring CO2 from space, J. Geophys. Res., 107(D21), 4557, doi:10.1029/2001JD000618, 2002.

A Practical Methodology for Quantifying Random and Systematic Components of Unexplained Variance in a Wind Tunnel

NASA Technical Reports Server (NTRS)

Deloach, Richard; Obara, Clifford J.; Goodman, Wesley L.

2012-01-01

This paper documents a check standard wind tunnel test conducted in the Langley 0.3-Meter Transonic Cryogenic Tunnel (0.3M TCT) that was designed and analyzed using the Modern Design of Experiments (MDOE). The test designed to partition the unexplained variance of typical wind tunnel data samples into two constituent components, one attributable to ordinary random error, and one attributable to systematic error induced by covariate effects. Covariate effects in wind tunnel testing are discussed, with examples. The impact of systematic (non-random) unexplained variance on the statistical independence of sequential measurements is reviewed. The corresponding correlation among experimental errors is discussed, as is the impact of such correlation on experimental results generally. The specific experiment documented herein was organized as a formal test for the presence of unexplained variance in representative samples of wind tunnel data, in order to quantify the frequency with which such systematic error was detected, and its magnitude relative to ordinary random error. Levels of systematic and random error reported here are representative of those quantified in other facilities, as cited in the references.

Model error in covariance structure models: Some implications for power and Type I error

PubMed Central

Coffman, Donna L.

2010-01-01

The present study investigated the degree to which violation of the parameter drift assumption affects the Type I error rate for the test of close fit and power analysis procedures proposed by MacCallum, Browne, and Sugawara (1996) for both the test of close fit and the test of exact fit. The parameter drift assumption states that as sample size increases both sampling error and model error (i.e. the degree to which the model is an approximation in the population) decrease. Model error was introduced using a procedure proposed by Cudeck and Browne (1992). The empirical power for both the test of close fit, in which the null hypothesis specifies that the Root Mean Square Error of Approximation (RMSEA) ≤ .05, and the test of exact fit, in which the null hypothesis specifies that RMSEA = 0, is compared with the theoretical power computed using the MacCallum et al. (1996) procedure. The empirical power and theoretical power for both the test of close fit and the test of exact fit are nearly identical under violations of the assumption. The results also indicated that the test of close fit maintains the nominal Type I error rate under violations of the assumption. PMID:21331302

Radial orbit error reduction and sea surface topography determination using satellite altimetry

NASA Technical Reports Server (NTRS)

Engelis, Theodossios

1987-01-01

A method is presented in satellite altimetry that attempts to simultaneously determine the geoid and sea surface topography with minimum wavelengths of about 500 km and to reduce the radial orbit error caused by geopotential errors. The modeling of the radial orbit error is made using the linearized Lagrangian perturbation theory. Secular and second order effects are also included. After a rather extensive validation of the linearized equations, alternative expressions of the radial orbit error are derived. Numerical estimates for the radial orbit error and geoid undulation error are computed using the differences of two geopotential models as potential coefficient errors, for a SEASAT orbit. To provide statistical estimates of the radial distances and the geoid, a covariance propagation is made based on the full geopotential covariance. Accuracy estimates for the SEASAT orbits are given which agree quite well with already published results. Observation equations are develped using sea surface heights and crossover discrepancies as observables. A minimum variance solution with prior information provides estimates of parameters representing the sea surface topography and corrections to the gravity field that is used for the orbit generation. The simulation results show that the method can be used to effectively reduce the radial orbit error and recover the sea surface topography.

Comparison of Flow-Dependent and Static Error Correlation Models in the DAO Ozone Data Assimilation System

NASA Technical Reports Server (NTRS)

Wargan, K.; Stajner, I.; Pawson, S.

2003-01-01

In a data assimilation system the forecast error covariance matrix governs the way in which the data information is spread throughout the model grid. Implementation of a correct method of assigning covariances is expected to have an impact on the analysis results. The simplest models assume that correlations are constant in time and isotropic or nearly isotropic. In such models the analysis depends on the dynamics only through assumed error standard deviations. In applications to atmospheric tracer data assimilation this may lead to inaccuracies, especially in regions with strong wind shears or high gradient of potential vorticity, as well as in areas where no data are available. In order to overcome this problem we have developed a flow-dependent covariance model that is based on short term evolution of error correlations. The presentation compares performance of a static and a flow-dependent model applied to a global three- dimensional ozone data assimilation system developed at NASA s Data Assimilation Office. We will present some results of validation against WMO balloon-borne sondes and the Polar Ozone and Aerosol Measurement (POAM) III instrument. Experiments show that allowing forecast error correlations to evolve with the flow results in positive impact on assimilated ozone within the regions where data were not assimilated, particularly at high latitudes in both hemispheres and in the troposphere. We will also discuss statistical characteristics of both models; in particular we will argue that including evolution of error correlations leads to stronger internal consistency of a data assimilation ,

Three Cs in Measurement Models: Causal Indicators, Composite Indicators, and Covariates

PubMed Central

Bollen, Kenneth A.; Bauldry, Shawn

2013-01-01

In the last two decades attention to causal (and formative) indicators has grown. Accompanying this growth has been the belief that we can classify indicators into two categories, effect (reflective) indicators and causal (formative) indicators. This paper argues that the dichotomous view is too simple. Instead, there are effect indicators and three types of variables on which a latent variable depends: causal indicators, composite (formative) indicators, and covariates (the “three Cs”). Causal indicators have conceptual unity and their effects on latent variables are structural. Covariates are not concept measures, but are variables to control to avoid bias in estimating the relations between measures and latent variable(s). Composite (formative) indicators form exact linear combinations of variables that need not share a concept. Their coefficients are weights rather than structural effects and composites are a matter of convenience. The failure to distinguish the “three Cs” has led to confusion and questions such as: are causal and formative indicators different names for the same indicator type? Should an equation with causal or formative indicators have an error term? Are the coefficients of causal indicators less stable than effect indicators? Distinguishing between causal and composite indicators and covariates goes a long way toward eliminating this confusion. We emphasize the key role that subject matter expertise plays in making these distinctions. We provide new guidelines for working with these variable types, including identification of models, scaling latent variables, parameter estimation, and validity assessment. A running empirical example on self-perceived health illustrates our major points. PMID:21767021

Designing Measurement Studies under Budget Constraints: Controlling Error of Measurement and Power.

ERIC Educational Resources Information Center

Marcoulides, George A.

1995-01-01

A methodology is presented for minimizing the mean error variance-covariance component in studies with resource constraints. The method is illustrated using a one-facet multivariate design. Extensions to other designs are discussed. (SLD)

Reprint of "Two-stage sparse coding of region covariance via Log-Euclidean kernels to detect saliency".

PubMed

Zhang, Ying-Ying; Yang, Cai; Zhang, Ping

2017-08-01

In this paper, we present a novel bottom-up saliency detection algorithm from the perspective of covariance matrices on a Riemannian manifold. Each superpixel is described by a region covariance matrix on Riemannian Manifolds. We carry out a two-stage sparse coding scheme via Log-Euclidean kernels to extract salient objects efficiently. In the first stage, given background dictionary on image borders, sparse coding of each region covariance via Log-Euclidean kernels is performed. The reconstruction error on the background dictionary is regarded as the initial saliency of each superpixel. In the second stage, an improvement of the initial result is achieved by calculating reconstruction errors of the superpixels on foreground dictionary, which is extracted from the first stage saliency map. The sparse coding in the second stage is similar to the first stage, but is able to effectively highlight the salient objects uniformly from the background. Finally, three post-processing methods-highlight-inhibition function, context-based saliency weighting, and the graph cut-are adopted to further refine the saliency map. Experiments on four public benchmark datasets show that the proposed algorithm outperforms the state-of-the-art methods in terms of precision, recall and mean absolute error, and demonstrate the robustness and efficiency of the proposed method. Copyright © 2017 Elsevier Ltd. All rights reserved.

An improved error assessment for the GEM-T1 gravitational model

NASA Technical Reports Server (NTRS)

Lerch, F. J.; Marsh, J. G.; Klosko, S. M.; Pavlis, E. C.; Patel, G. B.; Chinn, D. S.; Wagner, C. A.

1988-01-01

Several tests were designed to determine the correct error variances for the Goddard Earth Model (GEM)-T1 gravitational solution which was derived exclusively from satellite tracking data. The basic method employs both wholly independent and dependent subset data solutions and produces a full field coefficient estimate of the model uncertainties. The GEM-T1 errors were further analyzed using a method based upon eigenvalue-eigenvector analysis which calibrates the entire covariance matrix. Dependent satellite and independent altimetric and surface gravity data sets, as well as independent satellite deep resonance information, confirm essentially the same error assessment. These calibrations (utilizing each of the major data subsets within the solution) yield very stable calibration factors which vary by approximately 10 percent over the range of tests employed. Measurements of gravity anomalies obtained from altimetry were also used directly as observations to show that GEM-T1 is calibrated. The mathematical representation of the covariance error in the presence of unmodeled systematic error effects in the data is analyzed and an optimum weighting technique is developed for these conditions. This technique yields an internal self-calibration of the error model, a process which GEM-T1 is shown to approximate.

Assessment of imputation methods using varying ecological information to fill the gaps in a tree functional trait database

NASA Astrophysics Data System (ADS)

Poyatos, Rafael; Sus, Oliver; Vilà-Cabrera, Albert; Vayreda, Jordi; Badiella, Llorenç; Mencuccini, Maurizio; Martínez-Vilalta, Jordi

2016-04-01

Plant functional traits are increasingly being used in ecosystem ecology thanks to the growing availability of large ecological databases. However, these databases usually contain a large fraction of missing data because measuring plant functional traits systematically is labour-intensive and because most databases are compilations of datasets with different sampling designs. As a result, within a given database, there is an inevitable variability in the number of traits available for each data entry and/or the species coverage in a given geographical area. The presence of missing data may severely bias trait-based analyses, such as the quantification of trait covariation or trait-environment relationships and may hamper efforts towards trait-based modelling of ecosystem biogeochemical cycles. Several data imputation (i.e. gap-filling) methods have been recently tested on compiled functional trait databases, but the performance of imputation methods applied to a functional trait database with a regular spatial sampling has not been thoroughly studied. Here, we assess the effects of data imputation on five tree functional traits (leaf biomass to sapwood area ratio, foliar nitrogen, maximum height, specific leaf area and wood density) in the Ecological and Forest Inventory of Catalonia, an extensive spatial database (covering 31900 km2). We tested the performance of species mean imputation, single imputation by the k-nearest neighbors algorithm (kNN) and a multiple imputation method, Multivariate Imputation with Chained Equations (MICE) at different levels of missing data (10%, 30%, 50%, and 80%). We also assessed the changes in imputation performance when additional predictors (species identity, climate, forest structure, spatial structure) were added in kNN and MICE imputations. We evaluated the imputed datasets using a battery of indexes describing departure from the complete dataset in trait distribution, in the mean prediction error, in the correlation matrix and in selected bivariate trait relationships. MICE yielded imputations which better preserved the variability and covariance structure of the data and provided an estimate of between-imputation uncertainty. We found that adding species identity as a predictor in MICE and kNN improved imputation for all traits, but adding climate did not lead to any appreciable improvement. However, forest structure and spatial structure did reduce imputation errors in maximum height and in leaf biomass to sapwood area ratios, respectively. Although species mean imputations showed the lowest error for 3 out the 5 studied traits, dataset-averaged errors were lowest for MICE imputations with all additional predictors, when missing data levels were 50% or lower. Species mean imputations always resulted in larger errors in the correlation matrix and appreciably altered the studied bivariate trait relationships. In conclusion, MICE imputations using species identity, climate, forest structure and spatial structure as predictors emerged as the most suitable method of the ones tested here, but it was also evident that imputation performance deteriorates at high levels of missing data (80%).

Assessing uncertainty in SRTM elevations for global flood modelling

NASA Astrophysics Data System (ADS)

Hawker, L. P.; Rougier, J.; Neal, J. C.; Bates, P. D.

2017-12-01

The SRTM DEM is widely used as the topography input to flood models in data-sparse locations. Understanding spatial error in the SRTM product is crucial in constraining uncertainty about elevations and assessing the impact of these upon flood prediction. Assessment of SRTM error was carried out by Rodriguez et al (2006), but this did not explicitly quantify the spatial structure of vertical errors in the DEM, and nor did it distinguish between errors over different types of landscape. As a result, there is a lack of information about spatial structure of vertical errors of the SRTM in the landscape that matters most to flood models - the floodplain. Therefore, this study attempts this task by comparing SRTM, an error corrected SRTM product (The MERIT DEM of Yamazaki et al., 2017) and near truth LIDAR elevations for 3 deltaic floodplains (Mississippi, Po, Wax Lake) and a large lowland region (the Fens, UK). Using the error covariance function, calculated by comparing SRTM elevations to the near truth LIDAR, perturbations of the 90m SRTM DEM were generated, producing a catalogue of plausible DEMs. This allows modellers to simulate a suite of plausible DEMs at any aggregated block size above native SRTM resolution. Finally, the generated DEM's were input into a hydrodynamic model of the Mekong Delta, built using the LISFLOOD-FP hydrodynamic model, to assess how DEM error affects the hydrodynamics and inundation extent across the domain. The end product of this is an inundation map with the probability of each pixel being flooded based on the catalogue of DEMs. In a world of increasing computer power, but a lack of detailed datasets, this powerful approach can be used throughout natural hazard modelling to understand how errors in the SRTM DEM can impact the hazard assessment.

Mixtures of Berkson and classical covariate measurement error in the linear mixed model: Bias analysis and application to a study on ultrafine particles.

PubMed

Deffner, Veronika; Küchenhoff, Helmut; Breitner, Susanne; Schneider, Alexandra; Cyrys, Josef; Peters, Annette

2018-05-01

The ultrafine particle measurements in the Augsburger Umweltstudie, a panel study conducted in Augsburg, Germany, exhibit measurement error from various sources. Measurements of mobile devices show classical possibly individual-specific measurement error; Berkson-type error, which may also vary individually, occurs, if measurements of fixed monitoring stations are used. The combination of fixed site and individual exposure measurements results in a mixture of the two error types. We extended existing bias analysis approaches to linear mixed models with a complex error structure including individual-specific error components, autocorrelated errors, and a mixture of classical and Berkson error. Theoretical considerations and simulation results show, that autocorrelation may severely change the attenuation of the effect estimations. Furthermore, unbalanced designs and the inclusion of confounding variables influence the degree of attenuation. Bias correction with the method of moments using data with mixture measurement error partially yielded better results compared to the usage of incomplete data with classical error. Confidence intervals (CIs) based on the delta method achieved better coverage probabilities than those based on Bootstrap samples. Moreover, we present the application of these new methods to heart rate measurements within the Augsburger Umweltstudie: the corrected effect estimates were slightly higher than their naive equivalents. The substantial measurement error of ultrafine particle measurements has little impact on the results. The developed methodology is generally applicable to longitudinal data with measurement error. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Spatial Statistical Data Fusion (SSDF)

NASA Technical Reports Server (NTRS)

Braverman, Amy J.; Nguyen, Hai M.; Cressie, Noel

2013-01-01

As remote sensing for scientific purposes has transitioned from an experimental technology to an operational one, the selection of instruments has become more coordinated, so that the scientific community can exploit complementary measurements. However, tech nological and scientific heterogeneity across devices means that the statistical characteristics of the data they collect are different. The challenge addressed here is how to combine heterogeneous remote sensing data sets in a way that yields optimal statistical estimates of the underlying geophysical field, and provides rigorous uncertainty measures for those estimates. Different remote sensing data sets may have different spatial resolutions, different measurement error biases and variances, and other disparate characteristics. A state-of-the-art spatial statistical model was used to relate the true, but not directly observed, geophysical field to noisy, spatial aggregates observed by remote sensing instruments. The spatial covariances of the true field and the covariances of the true field with the observations were modeled. The observations are spatial averages of the true field values, over pixels, with different measurement noise superimposed. A kriging framework is used to infer optimal (minimum mean squared error and unbiased) estimates of the true field at point locations from pixel-level, noisy observations. A key feature of the spatial statistical model is the spatial mixed effects model that underlies it. The approach models the spatial covariance function of the underlying field using linear combinations of basis functions of fixed size. Approaches based on kriging require the inversion of very large spatial covariance matrices, and this is usually done by making simplifying assumptions about spatial covariance structure that simply do not hold for geophysical variables. In contrast, this method does not require these assumptions, and is also computationally much faster. This method is fundamentally different than other approaches to data fusion for remote sensing data because it is inferential rather than merely descriptive. All approaches combine data in a way that minimizes some specified loss function. Most of these are more or less ad hoc criteria based on what looks good to the eye, or some criteria that relate only to the data at hand.

UDU/T/ covariance factorization for Kalman filtering

NASA Technical Reports Server (NTRS)

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

1980-01-01

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

Using Least Squares for Error Propagation

ERIC Educational Resources Information Center

Tellinghuisen, Joel

2015-01-01

The method of least-squares (LS) has a built-in procedure for estimating the standard errors (SEs) of the adjustable parameters in the fit model: They are the square roots of the diagonal elements of the covariance matrix. This means that one can use least-squares to obtain numerical values of propagated errors by defining the target quantities as…

Interspecific analysis of covariance structure in the masticatory apparatus of galagos.

PubMed

Vinyard, Christopher J

2007-01-01

The primate masticatory apparatus (MA) is a functionally integrated set of features, each of which performs important functions in biting, ingestive, and chewing behaviors. A comparison of morphological covariance structure among species for these MA features will help us to further understand the evolutionary history of this region. In this exploratory analysis, the covariance structure of the MA is compared across seven galago species to investigate 1) whether there are differences in covariance structure in this region, and 2) if so, how has this covariation changed with respect to size, MA form, diet, and/or phylogeny? Ten measurements of the MA functionally related to bite force production and load resistance were obtained from 218 adults of seven galago species. Correlation matrices were generated for these 10 dimensions and compared among species via matrix correlations and Mantel tests. Subsequently, pairwise covariance disparity in the MA was estimated as a measure of difference in covariance structure between species. Covariance disparity estimates were correlated with pairwise distances related to differences in body size, MA size and shape, genetic distance (based on cytochrome-b sequences) and percentage of dietary foods to determine whether one or more of these factors is linked to differences in covariance structure. Galagos differ in MA covariance structure. Body size appears to be a major factor correlated with differences in covariance structure among galagos. The largest galago species, Otolemur crassicaudatus, exhibits large differences in body mass and covariance structure relative to other galagos, and thus plays a primary role in creating this association. MA size and shape do not correlate with covariance structure when body mass is held constant. Diet also shows no association. Genetic distance is significantly negatively correlated with covariance disparity when body mass is held constant, but this correlation appears to be a function of the small body size and large genetic distance for Galagoides demidoff. These exploratory results indicate that changing body size may have been a key factor in the evolution of the galago MA.

Adaptive Error Estimation in Linearized Ocean General Circulation Models

NASA Technical Reports Server (NTRS)

Chechelnitsky, Michael Y.

1999-01-01

Data assimilation methods are routinely used in oceanography. The statistics of the model and measurement errors need to be specified a priori. This study addresses the problem of estimating model and measurement error statistics from observations. We start by testing innovation based methods of adaptive error estimation with low-dimensional models in the North Pacific (5-60 deg N, 132-252 deg E) to TOPEX/POSEIDON (TIP) sea level anomaly data, acoustic tomography data from the ATOC project, and the MIT General Circulation Model (GCM). A reduced state linear model that describes large scale internal (baroclinic) error dynamics is used. The methods are shown to be sensitive to the initial guess for the error statistics and the type of observations. A new off-line approach is developed, the covariance matching approach (CMA), where covariance matrices of model-data residuals are "matched" to their theoretical expectations using familiar least squares methods. This method uses observations directly instead of the innovations sequence and is shown to be related to the MT method and the method of Fu et al. (1993). Twin experiments using the same linearized MIT GCM suggest that altimetric data are ill-suited to the estimation of internal GCM errors, but that such estimates can in theory be obtained using acoustic data. The CMA is then applied to T/P sea level anomaly data and a linearization of a global GFDL GCM which uses two vertical modes. We show that the CMA method can be used with a global model and a global data set, and that the estimates of the error statistics are robust. We show that the fraction of the GCM-T/P residual variance explained by the model error is larger than that derived in Fukumori et al.(1999) with the method of Fu et al.(1993). Most of the model error is explained by the barotropic mode. However, we find that impact of the change in the error statistics on the data assimilation estimates is very small. This is explained by the large representation error, i.e. the dominance of the mesoscale eddies in the T/P signal, which are not part of the 21 by 1" GCM. Therefore, the impact of the observations on the assimilation is very small even after the adjustment of the error statistics. This work demonstrates that simult&neous estimation of the model and measurement error statistics for data assimilation with global ocean data sets and linearized GCMs is possible. However, the error covariance estimation problem is in general highly underdetermined, much more so than the state estimation problem. In other words there exist a very large number of statistical models that can be made consistent with the available data. Therefore, methods for obtaining quantitative error estimates, powerful though they may be, cannot replace physical insight. Used in the right context, as a tool for guiding the choice of a small number of model error parameters, covariance matching can be a useful addition to the repertory of tools available to oceanographers.

Use of Two-Part Regression Calibration Model to Correct for Measurement Error in Episodically Consumed Foods in a Single-Replicate Study Design: EPIC Case Study

PubMed Central

Agogo, George O.; van der Voet, Hilko; Veer, Pieter van’t; Ferrari, Pietro; Leenders, Max; Muller, David C.; Sánchez-Cantalejo, Emilio; Bamia, Christina; Braaten, Tonje; Knüppel, Sven; Johansson, Ingegerd; van Eeuwijk, Fred A.; Boshuizen, Hendriek

2014-01-01

In epidemiologic studies, measurement error in dietary variables often attenuates association between dietary intake and disease occurrence. To adjust for the attenuation caused by error in dietary intake, regression calibration is commonly used. To apply regression calibration, unbiased reference measurements are required. Short-term reference measurements for foods that are not consumed daily contain excess zeroes that pose challenges in the calibration model. We adapted two-part regression calibration model, initially developed for multiple replicates of reference measurements per individual to a single-replicate setting. We showed how to handle excess zero reference measurements by two-step modeling approach, how to explore heteroscedasticity in the consumed amount with variance-mean graph, how to explore nonlinearity with the generalized additive modeling (GAM) and the empirical logit approaches, and how to select covariates in the calibration model. The performance of two-part calibration model was compared with the one-part counterpart. We used vegetable intake and mortality data from European Prospective Investigation on Cancer and Nutrition (EPIC) study. In the EPIC, reference measurements were taken with 24-hour recalls. For each of the three vegetable subgroups assessed separately, correcting for error with an appropriately specified two-part calibration model resulted in about three fold increase in the strength of association with all-cause mortality, as measured by the log hazard ratio. Further found is that the standard way of including covariates in the calibration model can lead to over fitting the two-part calibration model. Moreover, the extent of adjusting for error is influenced by the number and forms of covariates in the calibration model. For episodically consumed foods, we advise researchers to pay special attention to response distribution, nonlinearity, and covariate inclusion in specifying the calibration model. PMID:25402487

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

PubMed

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

2018-05-18

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

Kalman Filter for Spinning Spacecraft Attitude Estimation

NASA Technical Reports Server (NTRS)

Markley, F. Landis; Sedlak, Joseph E.

2008-01-01

This paper presents a Kalman filter using a seven-component attitude state vector comprising the angular momentum components in an inertial reference frame, the angular momentum components in the body frame, and a rotation angle. The relatively slow variation of these parameters makes this parameterization advantageous for spinning spacecraft attitude estimation. The filter accounts for the constraint that the magnitude of the angular momentum vector is the same in the inertial and body frames by employing a reduced six-component error state. Four variants of the filter, defined by different choices for the reduced error state, are tested against a quaternion-based filter using simulated data for the THEMIS mission. Three of these variants choose three of the components of the error state to be the infinitesimal attitude error angles, facilitating the computation of measurement sensitivity matrices and causing the usual 3x3 attitude covariance matrix to be a submatrix of the 6x6 covariance of the error state. These variants differ in their choice for the other three components of the error state. The variant employing the infinitesimal attitude error angles and the angular momentum components in an inertial reference frame as the error state shows the best combination of robustness and efficiency in the simulations. Attitude estimation results using THEMIS flight data are also presented.

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

DOE PAGES

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

2016-10-27

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

Estimating monthly streamflow values by cokriging

USGS Publications Warehouse

Solow, A.R.; Gorelick, S.M.

1986-01-01

Cokriging is applied to estimation of missing monthly streamflow values in three records from gaging stations in west central Virginia. Missing values are estimated from optimal consideration of the pattern of auto- and cross-correlation among standardized residual log-flow records. Investigation of the sensitivity of estimation to data configuration showed that when observations are available within two months of a missing value, estimation is improved by accounting for correlation. Concurrent and lag-one observations tend to screen the influence of other available observations. Three models of covariance structure in residual log-flow records are compared using cross-validation. Models differ in how much monthly variation they allow in covariance. Precision of estimation, reflected in mean squared error (MSE), proved to be insensitive to this choice. Cross-validation is suggested as a tool for choosing an inverse transformation when an initial nonlinear transformation is applied to flow values. ?? 1986 Plenum Publishing Corporation.

Application of Improved 5th-Cubature Kalman Filter in Initial Strapdown Inertial Navigation System Alignment for Large Misalignment Angles.

PubMed

Wang, Wei; Chen, Xiyuan

2018-02-23

In view of the fact the accuracy of the third-degree Cubature Kalman Filter (CKF) used for initial alignment under large misalignment angle conditions is insufficient, an improved fifth-degree CKF algorithm is proposed in this paper. In order to make full use of the innovation on filtering, the innovation covariance matrix is calculated recursively by an innovative sequence with an exponent fading factor. Then a new adaptive error covariance matrix scaling algorithm is proposed. The Singular Value Decomposition (SVD) method is used for improving the numerical stability of the fifth-degree CKF in this paper. In order to avoid the overshoot caused by excessive scaling of error covariance matrix during the convergence stage, the scaling scheme is terminated when the gradient of azimuth reaches the maximum. The experimental results show that the improved algorithm has better alignment accuracy with large misalignment angles than the traditional algorithm.

Regression dilution in the proportional hazards model.

PubMed

Hughes, M D

1993-12-01

The problem of regression dilution arising from covariate measurement error is investigated for survival data using the proportional hazards model. The naive approach to parameter estimation is considered whereby observed covariate values are used, inappropriately, in the usual analysis instead of the underlying covariate values. A relationship between the estimated parameter in large samples and the true parameter is obtained showing that the bias does not depend on the form of the baseline hazard function when the errors are normally distributed. With high censorship, adjustment of the naive estimate by the factor 1 + lambda, where lambda is the ratio of within-person variability about an underlying mean level to the variability of these levels in the population sampled, removes the bias. As censorship increases, the adjustment required increases and when there is no censorship is markedly higher than 1 + lambda and depends also on the true risk relationship.

Space Trajectories Error Analysis (STEAP) Programs. Volume 1: Analytic manual, update

NASA Technical Reports Server (NTRS)

1971-01-01

Manual revisions are presented for the modified and expanded STEAP series. The STEAP 2 is composed of three independent but related programs: NOMAL for the generation of n-body nominal trajectories performing a number of deterministic guidance events; ERRAN for the linear error analysis and generalized covariance analysis along specific targeted trajectories; and SIMUL for testing the mathematical models used in the navigation and guidance process. The analytic manual provides general problem description, formulation, and solution and the detailed analysis of subroutines. The programmers' manual gives descriptions of the overall structure of the programs as well as the computational flow and analysis of the individual subroutines. The user's manual provides information on the input and output quantities of the programs. These are updates to N69-36472 and N69-36473.

Statistical methods for launch vehicle guidance, navigation, and control (GN&C) system design and analysis

NASA Astrophysics Data System (ADS)

Rose, Michael Benjamin

A novel trajectory and attitude control and navigation analysis tool for powered ascent is developed. The tool is capable of rapid trade-space analysis and is designed to ultimately reduce turnaround time for launch vehicle design, mission planning, and redesign work. It is streamlined to quickly determine trajectory and attitude control dispersions, propellant dispersions, orbit insertion dispersions, and navigation errors and their sensitivities to sensor errors, actuator execution uncertainties, and random disturbances. The tool is developed by applying both Monte Carlo and linear covariance analysis techniques to a closed-loop, launch vehicle guidance, navigation, and control (GN&C) system. The nonlinear dynamics and flight GN&C software models of a closed-loop, six-degree-of-freedom (6-DOF), Monte Carlo simulation are formulated and developed. The nominal reference trajectory (NRT) for the proposed lunar ascent trajectory is defined and generated. The Monte Carlo truth models and GN&C algorithms are linearized about the NRT, the linear covariance equations are formulated, and the linear covariance simulation is developed. The performance of the launch vehicle GN&C system is evaluated using both Monte Carlo and linear covariance techniques and their trajectory and attitude control dispersion, propellant dispersion, orbit insertion dispersion, and navigation error results are validated and compared. Statistical results from linear covariance analysis are generally within 10% of Monte Carlo results, and in most cases the differences are less than 5%. This is an excellent result given the many complex nonlinearities that are embedded in the ascent GN&C problem. Moreover, the real value of this tool lies in its speed, where the linear covariance simulation is 1036.62 times faster than the Monte Carlo simulation. Although the application and results presented are for a lunar, single-stage-to-orbit (SSTO), ascent vehicle, the tools, techniques, and mathematical formulations that are discussed are applicable to ascent on Earth or other planets as well as other rocket-powered systems such as sounding rockets and ballistic missiles.

Kernel Equating Under the Non-Equivalent Groups With Covariates Design

PubMed Central

Bränberg, Kenny

2015-01-01

When equating two tests, the traditional approach is to use common test takers and/or common items. Here, the idea is to use variables correlated with the test scores (e.g., school grades and other test scores) as a substitute for common items in a non-equivalent groups with covariates (NEC) design. This is performed in the framework of kernel equating and with an extension of the method developed for post-stratification equating in the non-equivalent groups with anchor test design. Real data from a college admissions test were used to illustrate the use of the design. The equated scores from the NEC design were compared with equated scores from the equivalent group (EG) design, that is, equating with no covariates as well as with equated scores when a constructed anchor test was used. The results indicate that the NEC design can produce lower standard errors compared with an EG design. When covariates were used together with an anchor test, the smallest standard errors were obtained over a large range of test scores. The results obtained, that an EG design equating can be improved by adjusting for differences in test score distributions caused by differences in the distribution of covariates, are useful in practice because not all standardized tests have anchor tests. PMID:29881012

Kernel Equating Under the Non-Equivalent Groups With Covariates Design.

PubMed

Wiberg, Marie; Bränberg, Kenny

2015-07-01

When equating two tests, the traditional approach is to use common test takers and/or common items. Here, the idea is to use variables correlated with the test scores (e.g., school grades and other test scores) as a substitute for common items in a non-equivalent groups with covariates (NEC) design. This is performed in the framework of kernel equating and with an extension of the method developed for post-stratification equating in the non-equivalent groups with anchor test design. Real data from a college admissions test were used to illustrate the use of the design. The equated scores from the NEC design were compared with equated scores from the equivalent group (EG) design, that is, equating with no covariates as well as with equated scores when a constructed anchor test was used. The results indicate that the NEC design can produce lower standard errors compared with an EG design. When covariates were used together with an anchor test, the smallest standard errors were obtained over a large range of test scores. The results obtained, that an EG design equating can be improved by adjusting for differences in test score distributions caused by differences in the distribution of covariates, are useful in practice because not all standardized tests have anchor tests.

Accounting for spatial correlation errors in the assimilation of GRACE into hydrological models through localization

NASA Astrophysics Data System (ADS)

Khaki, M.; Schumacher, M.; Forootan, E.; Kuhn, M.; Awange, J. L.; van Dijk, A. I. J. M.

2017-10-01

Assimilation of terrestrial water storage (TWS) information from the Gravity Recovery And Climate Experiment (GRACE) satellite mission can provide significant improvements in hydrological modelling. However, the rather coarse spatial resolution of GRACE TWS and its spatially correlated errors pose considerable challenges for achieving realistic assimilation results. Consequently, successful data assimilation depends on rigorous modelling of the full error covariance matrix of the GRACE TWS estimates, as well as realistic error behavior for hydrological model simulations. In this study, we assess the application of local analysis (LA) to maximize the contribution of GRACE TWS in hydrological data assimilation. For this, we assimilate GRACE TWS into the World-Wide Water Resources Assessment system (W3RA) over the Australian continent while applying LA and accounting for existing spatial correlations using the full error covariance matrix. GRACE TWS data is applied with different spatial resolutions including 1° to 5° grids, as well as basin averages. The ensemble-based sequential filtering technique of the Square Root Analysis (SQRA) is applied to assimilate TWS data into W3RA. For each spatial scale, the performance of the data assimilation is assessed through comparison with independent in-situ ground water and soil moisture observations. Overall, the results demonstrate that LA is able to stabilize the inversion process (within the implementation of the SQRA filter) leading to less errors for all spatial scales considered with an average RMSE improvement of 54% (e.g., 52.23 mm down to 26.80 mm) for all the cases with respect to groundwater in-situ measurements. Validating the assimilated results with groundwater observations indicates that LA leads to 13% better (in terms of RMSE) assimilation results compared to the cases with Gaussian errors assumptions. This highlights the great potential of LA and the use of the full error covariance matrix of GRACE TWS estimates for improved data assimilation results.

Bayesian inversions of a dynamic vegetation model at four European grassland sites

NASA Astrophysics Data System (ADS)

Minet, J.; Laloy, E.; Tychon, B.; Francois, L.

2015-05-01

Eddy covariance data from four European grassland sites are used to probabilistically invert the CARAIB (CARbon Assimilation In the Biosphere) dynamic vegetation model (DVM) with 10 unknown parameters, using the DREAM(ZS) (DiffeRential Evolution Adaptive Metropolis) Markov chain Monte Carlo (MCMC) sampler. We focus on comparing model inversions, considering both homoscedastic and heteroscedastic eddy covariance residual errors, with variances either fixed a priori or jointly inferred together with the model parameters. Agreements between measured and simulated data during calibration are comparable with previous studies, with root mean square errors (RMSEs) of simulated daily gross primary productivity (GPP), ecosystem respiration (RECO) and evapotranspiration (ET) ranging from 1.73 to 2.19, 1.04 to 1.56 g C m-2 day-1 and 0.50 to 1.28 mm day-1, respectively. For the calibration period, using a homoscedastic eddy covariance residual error model resulted in a better agreement between measured and modelled data than using a heteroscedastic residual error model. However, a model validation experiment showed that CARAIB models calibrated considering heteroscedastic residual errors perform better. Posterior parameter distributions derived from using a heteroscedastic model of the residuals thus appear to be more robust. This is the case even though the classical linear heteroscedastic error model assumed herein did not fully remove heteroscedasticity of the GPP residuals. Despite the fact that the calibrated model is generally capable of fitting the data within measurement errors, systematic bias in the model simulations are observed. These are likely due to model inadequacies such as shortcomings in the photosynthesis modelling. Besides the residual error treatment, differences between model parameter posterior distributions among the four grassland sites are also investigated. It is shown that the marginal distributions of the specific leaf area and characteristic mortality time parameters can be explained by site-specific ecophysiological characteristics.

Estimating restricted mean treatment effects with stacked survival models

PubMed Central

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

2016-01-01

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

Filter Tuning Using the Chi-Squared Statistic

NASA Technical Reports Server (NTRS)

Lilly-Salkowski, Tyler

2017-01-01

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

Broad-band Lg Attenuation Tomography in Eastern Eurasia and The Resolution, Uncertainty and Data Predication

NASA Astrophysics Data System (ADS)

Chen, Y.; Xu, X.

2017-12-01

The broad band Lg 1/Q tomographic models in eastern Eurasia are inverted from source- and site-corrected path 1/Q data. The path 1/Q are measured between stations (or events) by the two-station (TS), reverse two-station (RTS) and reverse two-event (RTE) methods, respectively. Because path 1/Q are computed using logarithm of the product of observed spectral ratios and simplified 1D geometrical spreading correction, they are subject to "modeling errors" dominated by uncompensated 3D structural effects. We have found in Chen and Xie [2017] that these errors closely follow normal distribution after the long-tailed outliers are screened out (similar to teleseismic travel time residuals). We thus rigorously analyze the statistics of these errors collected from repeated samplings of station (and event) pairs from 1.0 to 10.0Hz and reject about 15% outliers at each frequency band. The resultant variance of Δ/Q decreases with frequency as 1/f2. The 1/Q tomography using screened data is now a stochastic inverse problem with solutions approximate the means of Gaussian random variables and the model covariance matrix is that of Gaussian variables with well-known statistical behavior. We adopt a new SVD based tomographic method to solve for 2D Q image together with its resolution and covariance matrices. The RTS and RTE yield the most reliable 1/Q data free of source and site effects, but the path coverage is rather sparse due to very strict recording geometry. The TS absorbs the effects of non-unit site response ratios into 1/Q data. The RTS also yields site responses, which can then be corrected from the path 1/Q of TS to make them also free of site effect. The site corrected TS data substantially improve path coverage, allowing able to solve for 1/Q tomography up to 6.0Hz. The model resolution and uncertainty are first quantitively accessed by spread functions (fulfilled by resolution matrix) and covariance matrix. The reliably retrieved Q models correlate well with the distinct tectonic blocks featured by the most recent major deformations and vary with frequencies. With the 1/Q tomographic model and its covariance matrix, we can formally estimate the uncertainty of any path-specific Lg 1/Q prediction. This new capability significantly benefits source estimation for which reliable uncertainty estimate is especially important.

Radiofrequency Electromagnetic Radiation and Memory Performance: Sources of Uncertainty in Epidemiological Cohort Studies.

PubMed

Brzozek, Christopher; Benke, Kurt K; Zeleke, Berihun M; Abramson, Michael J; Benke, Geza

2018-03-26

Uncertainty in experimental studies of exposure to radiation from mobile phones has in the past only been framed within the context of statistical variability. It is now becoming more apparent to researchers that epistemic or reducible uncertainties can also affect the total error in results. These uncertainties are derived from a wide range of sources including human error, such as data transcription, model structure, measurement and linguistic errors in communication. The issue of epistemic uncertainty is reviewed and interpreted in the context of the MoRPhEUS, ExPOSURE and HERMES cohort studies which investigate the effect of radiofrequency electromagnetic radiation from mobile phones on memory performance. Research into this field has found inconsistent results due to limitations from a range of epistemic sources. Potential analytic approaches are suggested based on quantification of epistemic error using Monte Carlo simulation. It is recommended that future studies investigating the relationship between radiofrequency electromagnetic radiation and memory performance pay more attention to treatment of epistemic uncertainties as well as further research into improving exposure assessment. Use of directed acyclic graphs is also encouraged to display the assumed covariate relationship.

Kalman Filter Estimation of Spinning Spacecraft Attitude using Markley Variables

NASA Technical Reports Server (NTRS)

Sedlak, Joseph E.; Harman, Richard

2004-01-01

There are several different ways to represent spacecraft attitude and its time rate of change. For spinning or momentum-biased spacecraft, one particular representation has been put forward as a superior parameterization for numerical integration. Markley has demonstrated that these new variables have fewer rapidly varying elements for spinning spacecraft than other commonly used representations and provide advantages when integrating the equations of motion. The current work demonstrates how a Kalman filter can be devised to estimate the attitude using these new variables. The seven Markley variables are subject to one constraint condition, making the error covariance matrix singular. The filter design presented here explicitly accounts for this constraint by using a six-component error state in the filter update step. The reduced dimension error state is unconstrained and its covariance matrix is nonsingular.

Orbit/attitude estimation with LANDSAT Landmark data

NASA Technical Reports Server (NTRS)

Hall, D. L.; Waligora, S.

1979-01-01

The use of LANDSAT landmark data for orbit/attitude and camera bias estimation was studied. The preliminary results of these investigations are presented. The Goddard Trajectory Determination System (GTDS) error analysis capability was used to perform error analysis studies. A number of questions were addressed including parameter observability and sensitivity, effects on the solve-for parameter errors of data span, density, and distribution an a priori covariance weighting. The use of the GTDS differential correction capability with acutal landmark data was examined. The rms line and element observation residuals were studied as a function of the solve-for parameter set, a priori covariance weighting, force model, attitude model and data characteristics. Sample results are presented. Finally, verfication and preliminary system evaluation of the LANDSAT NAVPAK system for sequential (extended Kalman Filter) estimation of orbit, and camera bias parameters is given.

Multilevel Multidimensional Item Response Model with a Multilevel Latent Covariate

ERIC Educational Resources Information Center

Cho, Sun-Joo; Bottge, Brian A.

2015-01-01

In a pretest-posttest cluster-randomized trial, one of the methods commonly used to detect an intervention effect involves controlling pre-test scores and other related covariates while estimating an intervention effect at post-test. In many applications in education, the total post-test and pre-test scores that ignores measurement error in the…

Space shuttle navigation analysis. Volume 2: Baseline system navigation

NASA Technical Reports Server (NTRS)

Jones, H. L.; Luders, G.; Matchett, G. A.; Rains, R. G.

1980-01-01

Studies related to the baseline navigation system for the orbiter are presented. The baseline navigation system studies include a covariance analysis of the Inertial Measurement Unit calibration and alignment procedures, postflight IMU error recovery for the approach and landing phases, on-orbit calibration of IMU instrument biases, and a covariance analysis of entry and prelaunch navigation system performance.

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

PubMed

DuPre, Elizabeth; Spreng, R Nathan

2017-10-01

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

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

PubMed Central

DuPre, Elizabeth; Spreng, R. Nathan

2017-01-01

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

Bayesian source term determination with unknown covariance of measurements

NASA Astrophysics Data System (ADS)

Belal, Alkomiet; Tichý, Ondřej; Šmídl, Václav

2017-04-01

Determination of a source term of release of a hazardous material into the atmosphere is a very important task for emergency response. We are concerned with the problem of estimation of the source term in the conventional linear inverse problem, y = Mx, where the relationship between the vector of observations y is described using the source-receptor-sensitivity (SRS) matrix M and the unknown source term x. Since the system is typically ill-conditioned, the problem is recast as an optimization problem minR,B(y - Mx)TR-1(y - Mx) + xTB-1x. The first term minimizes the error of the measurements with covariance matrix R, and the second term is a regularization of the source term. There are different types of regularization arising for different choices of matrices R and B, for example, Tikhonov regularization assumes covariance matrix B as the identity matrix multiplied by scalar parameter. In this contribution, we adopt a Bayesian approach to make inference on the unknown source term x as well as unknown R and B. We assume prior on x to be a Gaussian with zero mean and unknown diagonal covariance matrix B. The covariance matrix of the likelihood R is also unknown. We consider two potential choices of the structure of the matrix R. First is the diagonal matrix and the second is a locally correlated structure using information on topology of the measuring network. Since the inference of the model is intractable, iterative variational Bayes algorithm is used for simultaneous estimation of all model parameters. The practical usefulness of our contribution is demonstrated on an application of the resulting algorithm to real data from the European Tracer Experiment (ETEX). This research is supported by EEA/Norwegian Financial Mechanism under project MSMT-28477/2014 Source-Term Determination of Radionuclide Releases by Inverse Atmospheric Dispersion Modelling (STRADI).

A new Method for the Estimation of Initial Condition Uncertainty Structures in Mesoscale Models

NASA Astrophysics Data System (ADS)

Keller, J. D.; Bach, L.; Hense, A.

2012-12-01

The estimation of fast growing error modes of a system is a key interest of ensemble data assimilation when assessing uncertainty in initial conditions. Over the last two decades three methods (and variations of these methods) have evolved for global numerical weather prediction models: ensemble Kalman filter, singular vectors and breeding of growing modes (or now ensemble transform). While the former incorporates a priori model error information and observation error estimates to determine ensemble initial conditions, the latter two techniques directly address the error structures associated with Lyapunov vectors. However, in global models these structures are mainly associated with transient global wave patterns. When assessing initial condition uncertainty in mesoscale limited area models, several problems regarding the aforementioned techniques arise: (a) additional sources of uncertainty on the smaller scales contribute to the error and (b) error structures from the global scale may quickly move through the model domain (depending on the size of the domain). To address the latter problem, perturbation structures from global models are often included in the mesoscale predictions as perturbed boundary conditions. However, the initial perturbations (when used) are often generated with a variant of an ensemble Kalman filter which does not necessarily focus on the large scale error patterns. In the framework of the European regional reanalysis project of the Hans-Ertel-Center for Weather Research we use a mesoscale model with an implemented nudging data assimilation scheme which does not support ensemble data assimilation at all. In preparation of an ensemble-based regional reanalysis and for the estimation of three-dimensional atmospheric covariance structures, we implemented a new method for the assessment of fast growing error modes for mesoscale limited area models. The so-called self-breeding is development based on the breeding of growing modes technique. Initial perturbations are integrated forward for a short time period and then rescaled and added to the initial state again. Iterating this rapid breeding cycle provides estimates for the initial uncertainty structure (or local Lyapunov vectors) given a specific norm. To avoid that all ensemble perturbations converge towards the leading local Lyapunov vector we apply an ensemble transform variant to orthogonalize the perturbations in the sub-space spanned by the ensemble. By choosing different kind of norms to measure perturbation growth, this technique allows for estimating uncertainty patterns targeted at specific sources of errors (e.g. convection, turbulence). With case study experiments we show applications of the self-breeding method for different sources of uncertainty and different horizontal scales.

Structural Analysis of Covariance and Correlation Matrices.

ERIC Educational Resources Information Center

Joreskog, Karl G.

1978-01-01

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

Real longitudinal data analysis for real people: building a good enough mixed model.

PubMed

Cheng, Jing; Edwards, Lloyd J; Maldonado-Molina, Mildred M; Komro, Kelli A; Muller, Keith E

2010-02-20

Mixed effects models have become very popular, especially for the analysis of longitudinal data. One challenge is how to build a good enough mixed effects model. In this paper, we suggest a systematic strategy for addressing this challenge and introduce easily implemented practical advice to build mixed effects models. A general discussion of the scientific strategies motivates the recommended five-step procedure for model fitting. The need to model both the mean structure (the fixed effects) and the covariance structure (the random effects and residual error) creates the fundamental flexibility and complexity. Some very practical recommendations help to conquer the complexity. Centering, scaling, and full-rank coding of all the predictor variables radically improve the chances of convergence, computing speed, and numerical accuracy. Applying computational and assumption diagnostics from univariate linear models to mixed model data greatly helps to detect and solve the related computational problems. Applying computational and assumption diagnostics from the univariate linear models to the mixed model data can radically improve the chances of convergence, computing speed, and numerical accuracy. The approach helps to fit more general covariance models, a crucial step in selecting a credible covariance model needed for defensible inference. A detailed demonstration of the recommended strategy is based on data from a published study of a randomized trial of a multicomponent intervention to prevent young adolescents' alcohol use. The discussion highlights a need for additional covariance and inference tools for mixed models. The discussion also highlights the need for improving how scientists and statisticians teach and review the process of finding a good enough mixed model. (c) 2009 John Wiley & Sons, Ltd.

Are your covariates under control? How normalization can re-introduce covariate effects.

PubMed

Pain, Oliver; Dudbridge, Frank; Ronald, Angelica

2018-04-30

Many statistical tests rely on the assumption that the residuals of a model are normally distributed. Rank-based inverse normal transformation (INT) of the dependent variable is one of the most popular approaches to satisfy the normality assumption. When covariates are included in the analysis, a common approach is to first adjust for the covariates and then normalize the residuals. This study investigated the effect of regressing covariates against the dependent variable and then applying rank-based INT to the residuals. The correlation between the dependent variable and covariates at each stage of processing was assessed. An alternative approach was tested in which rank-based INT was applied to the dependent variable before regressing covariates. Analyses based on both simulated and real data examples demonstrated that applying rank-based INT to the dependent variable residuals after regressing out covariates re-introduces a linear correlation between the dependent variable and covariates, increasing type-I errors and reducing power. On the other hand, when rank-based INT was applied prior to controlling for covariate effects, residuals were normally distributed and linearly uncorrelated with covariates. This latter approach is therefore recommended in situations were normality of the dependent variable is required.

Covariance analyses of satellite-derived mesoscale wind fields

NASA Technical Reports Server (NTRS)

Maddox, R. A.; Vonder Haar, T. H.

1979-01-01

Statistical structure functions have been computed independently for nine satellite-derived mesoscale wind fields that were obtained on two different days. Small cumulus clouds were tracked at 5 min intervals, but since these clouds occurred primarily in the warm sectors of midlatitude cyclones the results cannot be considered representative of the circulations within cyclones in general. The field structure varied considerably with time and was especially affected if mesoscale features were observed. The wind fields on the 2 days studied were highly anisotropic with large gradients in structure occurring approximately normal to the mean flow. Structure function calculations for the combined set of satellite winds were used to estimate random error present in the fields. It is concluded for these data that the random error in vector winds derived from cumulus cloud tracking using high-frequency satellite data is less than 1.75 m/s. Spatial correlation functions were also computed for the nine data sets. Normalized correlation functions were considerably different for u and v components and decreased rapidly as data point separation increased for both components. The correlation functions for transverse and longitudinal components decreased less rapidly as data point separation increased.

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

ERIC Educational Resources Information Center

Song, Xin-Yuan; Lee, Sik-Yum

2006-01-01

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

THE IMPACT OF POINT-SOURCE SUBTRACTION RESIDUALS ON 21 cm EPOCH OF REIONIZATION ESTIMATION

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

Trott, Cathryn M.; Wayth, Randall B.; Tingay, Steven J., E-mail: cathryn.trott@curtin.edu.au

Precise subtraction of foreground sources is crucial for detecting and estimating 21 cm H I signals from the Epoch of Reionization (EoR). We quantify how imperfect point-source subtraction due to limitations of the measurement data set yields structured residual signal in the data set. We use the Cramer-Rao lower bound, as a metric for quantifying the precision with which a parameter may be measured, to estimate the residual signal in a visibility data set due to imperfect point-source subtraction. We then propagate these residuals into two metrics of interest for 21 cm EoR experiments-the angular power spectrum and two-dimensional powermore » spectrum-using a combination of full analytic covariant derivation, analytic variant derivation, and covariant Monte Carlo simulations. This methodology differs from previous work in two ways: (1) it uses information theory to set the point-source position error, rather than assuming a global rms error, and (2) it describes a method for propagating the errors analytically, thereby obtaining the full correlation structure of the power spectra. The methods are applied to two upcoming low-frequency instruments that are proposing to perform statistical EoR experiments: the Murchison Widefield Array and the Precision Array for Probing the Epoch of Reionization. In addition to the actual antenna configurations, we apply the methods to minimally redundant and maximally redundant configurations. We find that for peeling sources above 1 Jy, the amplitude of the residual signal, and its variance, will be smaller than the contribution from thermal noise for the observing parameters proposed for upcoming EoR experiments, and that optimal subtraction of bright point sources will not be a limiting factor for EoR parameter estimation. We then use the formalism to provide an ab initio analytic derivation motivating the 'wedge' feature in the two-dimensional power spectrum, complementing previous discussion in the literature.« less

Bayesian inversions of a dynamic vegetation model in four European grassland sites

NASA Astrophysics Data System (ADS)

Minet, J.; Laloy, E.; Tychon, B.; François, L.

2015-01-01

Eddy covariance data from four European grassland sites are used to probabilistically invert the CARAIB dynamic vegetation model (DVM) with ten unknown parameters, using the DREAM(ZS) Markov chain Monte Carlo (MCMC) sampler. We compare model inversions considering both homoscedastic and heteroscedastic eddy covariance residual errors, with variances either fixed a~priori or jointly inferred with the model parameters. Agreements between measured and simulated data during calibration are comparable with previous studies, with root-mean-square error (RMSE) of simulated daily gross primary productivity (GPP), ecosystem respiration (RECO) and evapotranspiration (ET) ranging from 1.73 to 2.19 g C m-2 day-1, 1.04 to 1.56 g C m-2 day-1, and 0.50 to 1.28 mm day-1, respectively. In validation, mismatches between measured and simulated data are larger, but still with Nash-Sutcliffe efficiency scores above 0.5 for three out of the four sites. Although measurement errors associated with eddy covariance data are known to be heteroscedastic, we showed that assuming a classical linear heteroscedastic model of the residual errors in the inversion do not fully remove heteroscedasticity. Since the employed heteroscedastic error model allows for larger deviations between simulated and measured data as the magnitude of the measured data increases, this error model expectedly lead to poorer data fitting compared to inversions considering a constant variance of the residual errors. Furthermore, sampling the residual error variances along with model parameters results in overall similar model parameter posterior distributions as those obtained by fixing these variances beforehand, while slightly improving model performance. Despite the fact that the calibrated model is generally capable of fitting the data within measurement errors, systematic bias in the model simulations are observed. These are likely due to model inadequacies such as shortcomings in the photosynthesis modelling. Besides model behaviour, difference between model parameter posterior distributions among the four grassland sites are also investigated. It is shown that the marginal distributions of the specific leaf area and characteristic mortality time parameters can be explained by site-specific ecophysiological characteristics. Lastly, the possibility of finding a common set of parameters among the four experimental sites is discussed.

Assessment and Selection of Competing Models for Zero-Inflated Microbiome Data

PubMed Central

Xu, Lizhen; Paterson, Andrew D.; Turpin, Williams; Xu, Wei

2015-01-01

Typical data in a microbiome study consist of the operational taxonomic unit (OTU) counts that have the characteristic of excess zeros, which are often ignored by investigators. In this paper, we compare the performance of different competing methods to model data with zero inflated features through extensive simulations and application to a microbiome study. These methods include standard parametric and non-parametric models, hurdle models, and zero inflated models. We examine varying degrees of zero inflation, with or without dispersion in the count component, as well as different magnitude and direction of the covariate effect on structural zeros and the count components. We focus on the assessment of type I error, power to detect the overall covariate effect, measures of model fit, and bias and effectiveness of parameter estimations. We also evaluate the abilities of model selection strategies using Akaike information criterion (AIC) or Vuong test to identify the correct model. The simulation studies show that hurdle and zero inflated models have well controlled type I errors, higher power, better goodness of fit measures, and are more accurate and efficient in the parameter estimation. Besides that, the hurdle models have similar goodness of fit and parameter estimation for the count component as their corresponding zero inflated models. However, the estimation and interpretation of the parameters for the zero components differs, and hurdle models are more stable when structural zeros are absent. We then discuss the model selection strategy for zero inflated data and implement it in a gut microbiome study of > 400 independent subjects. PMID:26148172

Assessment and Selection of Competing Models for Zero-Inflated Microbiome Data.

PubMed

Xu, Lizhen; Paterson, Andrew D; Turpin, Williams; Xu, Wei

2015-01-01

Typical data in a microbiome study consist of the operational taxonomic unit (OTU) counts that have the characteristic of excess zeros, which are often ignored by investigators. In this paper, we compare the performance of different competing methods to model data with zero inflated features through extensive simulations and application to a microbiome study. These methods include standard parametric and non-parametric models, hurdle models, and zero inflated models. We examine varying degrees of zero inflation, with or without dispersion in the count component, as well as different magnitude and direction of the covariate effect on structural zeros and the count components. We focus on the assessment of type I error, power to detect the overall covariate effect, measures of model fit, and bias and effectiveness of parameter estimations. We also evaluate the abilities of model selection strategies using Akaike information criterion (AIC) or Vuong test to identify the correct model. The simulation studies show that hurdle and zero inflated models have well controlled type I errors, higher power, better goodness of fit measures, and are more accurate and efficient in the parameter estimation. Besides that, the hurdle models have similar goodness of fit and parameter estimation for the count component as their corresponding zero inflated models. However, the estimation and interpretation of the parameters for the zero components differs, and hurdle models are more stable when structural zeros are absent. We then discuss the model selection strategy for zero inflated data and implement it in a gut microbiome study of > 400 independent subjects.

New method for propagating the square root covariance matrix in triangular form. [using Kalman-Bucy filter

NASA Technical Reports Server (NTRS)

Choe, C. Y.; Tapley, B. D.

1975-01-01

A method proposed by Potter of applying the Kalman-Bucy filter to the problem of estimating the state of a dynamic system is described, in which the square root of the state error covariance matrix is used to process the observations. A new technique which propagates the covariance square root matrix in lower triangular form is given for the discrete observation case. The technique is faster than previously proposed algorithms and is well-adapted for use with the Carlson square root measurement algorithm.

Tutorial on Biostatistics: Linear Regression Analysis of Continuous Correlated Eye Data.

PubMed

Ying, Gui-Shuang; Maguire, Maureen G; Glynn, Robert; Rosner, Bernard

2017-04-01

To describe and demonstrate appropriate linear regression methods for analyzing correlated continuous eye data. We describe several approaches to regression analysis involving both eyes, including mixed effects and marginal models under various covariance structures to account for inter-eye correlation. We demonstrate, with SAS statistical software, applications in a study comparing baseline refractive error between one eye with choroidal neovascularization (CNV) and the unaffected fellow eye, and in a study determining factors associated with visual field in the elderly. When refractive error from both eyes were analyzed with standard linear regression without accounting for inter-eye correlation (adjusting for demographic and ocular covariates), the difference between eyes with CNV and fellow eyes was 0.15 diopters (D; 95% confidence interval, CI -0.03 to 0.32D, p = 0.10). Using a mixed effects model or a marginal model, the estimated difference was the same but with narrower 95% CI (0.01 to 0.28D, p = 0.03). Standard regression for visual field data from both eyes provided biased estimates of standard error (generally underestimated) and smaller p-values, while analysis of the worse eye provided larger p-values than mixed effects models and marginal models. In research involving both eyes, ignoring inter-eye correlation can lead to invalid inferences. Analysis using only right or left eyes is valid, but decreases power. Worse-eye analysis can provide less power and biased estimates of effect. Mixed effects or marginal models using the eye as the unit of analysis should be used to appropriately account for inter-eye correlation and maximize power and precision.

Covariation of Peptide Abundances Accurately Reflects Protein Concentration Differences*

PubMed Central

Pirmoradian, Mohammad

2017-01-01

Most implementations of mass spectrometry-based proteomics involve enzymatic digestion of proteins, expanding the analysis to multiple proteolytic peptides for each protein. Currently, there is no consensus of how to summarize peptides' abundances to protein concentrations, and such efforts are complicated by the fact that error control normally is applied to the identification process, and do not directly control errors linking peptide abundance measures to protein concentration. Peptides resulting from suboptimal digestion or being partially modified are not representative of the protein concentration. Without a mechanism to remove such unrepresentative peptides, their abundance adversely impacts the estimation of their protein's concentration. Here, we present a relative quantification approach, Diffacto, that applies factor analysis to extract the covariation of peptides' abundances. The method enables a weighted geometrical average summarization and automatic elimination of incoherent peptides. We demonstrate, based on a set of controlled label-free experiments using standard mixtures of proteins, that the covariation structure extracted by the factor analysis accurately reflects protein concentrations. In the 1% peptide-spectrum match-level FDR data set, as many as 11% of the peptides have abundance differences incoherent with the other peptides attributed to the same protein. If not controlled, such contradicting peptide abundance have a severe impact on protein quantifications. When adding the quantities of each protein's three most abundant peptides, we note as many as 14% of the proteins being estimated as having a negative correlation with their actual concentration differences between samples. Diffacto reduced the amount of such obviously incorrectly quantified proteins to 1.6%. Furthermore, by analyzing clinical data sets from two breast cancer studies, our method revealed the persistent proteomic signatures linked to three subtypes of breast cancer. We conclude that Diffacto can facilitate the interpretation and enhance the utility of most types of proteomics data. PMID:28302922

An algorithm for propagating the square-root covariance matrix in triangular form

NASA Technical Reports Server (NTRS)

Tapley, B. D.; Choe, C. Y.

1976-01-01

A method for propagating the square root of the state error covariance matrix in lower triangular form is described. The algorithm can be combined with any triangular square-root measurement update algorithm to obtain a triangular square-root sequential estimation algorithm. The triangular square-root algorithm compares favorably with the conventional sequential estimation algorithm with regard to computation time.

Design and Implementation of a Parallel Multivariate Ensemble Kalman Filter for the Poseidon Ocean General Circulation Model

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.; Rienecker, Michele M.; Koblinsky, Chester (Technical Monitor)

2001-01-01

A multivariate ensemble Kalman filter (MvEnKF) implemented on a massively parallel computer architecture has been implemented for the Poseidon ocean circulation model and tested with a Pacific Basin model configuration. There are about two million prognostic state-vector variables. Parallelism for the data assimilation step is achieved by regionalization of the background-error covariances that are calculated from the phase-space distribution of the ensemble. Each processing element (PE) collects elements of a matrix measurement functional from nearby PEs. To avoid the introduction of spurious long-range covariances associated with finite ensemble sizes, the background-error covariances are given compact support by means of a Hadamard (element by element) product with a three-dimensional canonical correlation function. The methodology and the MvEnKF configuration are discussed. It is shown that the regionalization of the background covariances; has a negligible impact on the quality of the analyses. The parallel algorithm is very efficient for large numbers of observations but does not scale well beyond 100 PEs at the current model resolution. On a platform with distributed memory, memory rather than speed is the limiting factor.

Hubness of strategic planning and sociality influences depressive mood and anxiety in College Population.

PubMed

Yun, Je-Yeon; Choi, Yoobin; Kwon, Yoonhee; Lee, Hwa Young; Choi, Soo-Hee; Jang, Joon Hwan

2017-12-19

Depressive mood and anxiety can reduce cognitive performance. Conversely, the presence of a biased cognitive tendency may serve as a trigger for depressive mood-anxiety. Previous studies have largely focused on group-wise correlations between clinical-neurocognitive variables. Using network analyses for intra-individual covariance, we sought to decipher the most influential clinical-neurocognitive hub in the differential severity of depressive-anxiety symptoms in a college population. Ninety college students were evaluated for depressive-anxiety symptoms, Minnesota multiphasic personality inventory-2(MMPI-2), and neuro-cognition. Weighted and undirected version of the intra-individual covariance networks, comprised of 18 clinical-neurocognitive variables satisfied small-worldness and modular organization in the sparsity range of K = 0.20-0.21. Furthermore, betweenness centrality of perseverative error for the Wisconsin card sorting test was reduced in more depressive individuals; higher anxiety was related to the increased betweenness centrality of MMPI-2 clinical scale 0(Si). Elevated edge-betweenness centrality of covariance between the MMPI-2 clinical scale 7(Pt) versus commission error of the continuous performance test predicted more anxiety higher than depressive mood. With intra-individual covariance network of clinical-neurocognitive variables, this study demonstrated critical drivers of depressive mood[attenuated influence of strategic planning] or anxiety[domination of social introversion/extroversion, in addition to the influence of compulsivity-impulsivity covariance as a shortcut component among various clinical-neurocognitive features].

Developing a generalized allometric equation for aboveground biomass estimation

NASA Astrophysics Data System (ADS)

Xu, Q.; Balamuta, J. J.; Greenberg, J. A.; Li, B.; Man, A.; Xu, Z.

2015-12-01

A key potential uncertainty in estimating carbon stocks across multiple scales stems from the use of empirically calibrated allometric equations, which estimate aboveground biomass (AGB) from plant characteristics such as diameter at breast height (DBH) and/or height (H). The equations themselves contain significant and, at times, poorly characterized errors. Species-specific equations may be missing. Plant responses to their local biophysical environment may lead to spatially varying allometric relationships. The structural predictor may be difficult or impossible to measure accurately, particularly when derived from remote sensing data. All of these issues may lead to significant and spatially varying uncertainties in the estimation of AGB that are unexplored in the literature. We sought to quantify the errors in predicting AGB at the tree and plot level for vegetation plots in California. To accomplish this, we derived a generalized allometric equation (GAE) which we used to model the AGB on a full set of tree information such as DBH, H, taxonomy, and biophysical environment. The GAE was derived using published allometric equations in the GlobAllomeTree database. The equations were sparse in details about the error since authors provide the coefficient of determination (R2) and the sample size. A more realistic simulation of tree AGB should also contain the noise that was not captured by the allometric equation. We derived an empirically corrected variance estimate for the amount of noise to represent the errors in the real biomass. Also, we accounted for the hierarchical relationship between different species by treating each taxonomic level as a covariate nested within a higher taxonomic level (e.g. species < genus). This approach provides estimation under incomplete tree information (e.g. missing species) or blurred information (e.g. conjecture of species), plus the biophysical environment. The GAE allowed us to quantify contribution of each different covariate in estimating the AGB of trees. Lastly, we applied the GAE to an existing vegetation plot database - Forest Inventory and Analysis database - to derive per-tree and per-plot AGB estimations, their errors, and how much the error could be contributed to the original equations, the plant's taxonomy, and their biophysical environment.

Design and Error Analysis of a Vehicular AR System with Auto-Harmonization.

PubMed

Foxlin, Eric; Calloway, Thomas; Zhang, Hongsheng

2015-12-01

This paper describes the design, development and testing of an AR system that was developed for aerospace and ground vehicles to meet stringent accuracy and robustness requirements. The system uses an optical see-through HMD, and thus requires extremely low latency, high tracking accuracy and precision alignment and calibration of all subsystems in order to avoid mis-registration and "swim". The paper focuses on the optical/inertial hybrid tracking system and describes novel solutions to the challenges with the optics, algorithms, synchronization, and alignment with the vehicle and HMD systems. Tracker accuracy is presented with simulation results to predict the registration accuracy. A car test is used to create a through-the-eyepiece video demonstrating well-registered augmentations of the road and nearby structures while driving. Finally, a detailed covariance analysis of AR registration error is derived.

The search for causal inferences: using propensity scores post hoc to reduce estimation error with nonexperimental research.

PubMed

Tumlinson, Samuel E; Sass, Daniel A; Cano, Stephanie M

2014-03-01

While experimental designs are regarded as the gold standard for establishing causal relationships, such designs are usually impractical owing to common methodological limitations. The objective of this article is to illustrate how propensity score matching (PSM) and using propensity scores (PS) as a covariate are viable alternatives to reduce estimation error when experimental designs cannot be implemented. To mimic common pediatric research practices, data from 140 simulated participants were used to resemble an experimental and nonexperimental design that assessed the effect of treatment status on participant weight loss for diabetes. Pretreatment participant characteristics (age, gender, physical activity, etc.) were then used to generate PS for use in the various statistical approaches. Results demonstrate how PSM and using the PS as a covariate can be used to reduce estimation error and improve statistical inferences. References for issues related to the implementation of these procedures are provided to assist researchers.

A fully redundant double difference algorithm for obtaining minimum variance estimates from GPS observations

NASA Technical Reports Server (NTRS)

Melbourne, William G.

1986-01-01

In double differencing a regression system obtained from concurrent Global Positioning System (GPS) observation sequences, one either undersamples the system to avoid introducing colored measurement statistics, or one fully samples the system incurring the resulting non-diagonal covariance matrix for the differenced measurement errors. A suboptimal estimation result will be obtained in the undersampling case and will also be obtained in the fully sampled case unless the color noise statistics are taken into account. The latter approach requires a least squares weighting matrix derived from inversion of a non-diagonal covariance matrix for the differenced measurement errors instead of inversion of the customary diagonal one associated with white noise processes. Presented is the so-called fully redundant double differencing algorithm for generating a weighted double differenced regression system that yields equivalent estimation results, but features for certain cases a diagonal weighting matrix even though the differenced measurement error statistics are highly colored.

Robust covariance estimation of galaxy-galaxy weak lensing: validation and limitation of jackknife covariance

NASA Astrophysics Data System (ADS)

Shirasaki, Masato; Takada, Masahiro; Miyatake, Hironao; Takahashi, Ryuichi; Hamana, Takashi; Nishimichi, Takahiro; Murata, Ryoma

2017-09-01

We develop a method to simulate galaxy-galaxy weak lensing by utilizing all-sky, light-cone simulations and their inherent halo catalogues. Using the mock catalogue to study the error covariance matrix of galaxy-galaxy weak lensing, we compare the full covariance with the 'jackknife' (JK) covariance, the method often used in the literature that estimates the covariance from the resamples of the data itself. We show that there exists the variation of JK covariance over realizations of mock lensing measurements, while the average JK covariance over mocks can give a reasonably accurate estimation of the true covariance up to separations comparable with the size of JK subregion. The scatter in JK covariances is found to be ∼10 per cent after we subtract the lensing measurement around random points. However, the JK method tends to underestimate the covariance at the larger separations, more increasingly for a survey with a higher number density of source galaxies. We apply our method to the Sloan Digital Sky Survey (SDSS) data, and show that the 48 mock SDSS catalogues nicely reproduce the signals and the JK covariance measured from the real data. We then argue that the use of the accurate covariance, compared to the JK covariance, allows us to use the lensing signals at large scales beyond a size of the JK subregion, which contains cleaner cosmological information in the linear regime.

Quantifying Carbon Flux Estimation Errors

NASA Astrophysics Data System (ADS)

Wesloh, D.

2017-12-01

Atmospheric Bayesian inversions have been used to estimate surface carbon dioxide (CO2) fluxes from global to sub-continental scales using atmospheric mixing ratio measurements. These inversions use an atmospheric transport model, coupled to a set of fluxes, in order to simulate mixing ratios that can then be compared to the observations. The comparison is then used to update the fluxes to better match the observations in a manner consistent with the uncertainties prescribed for each. However, inversion studies disagree with each other at continental scales, prompting further investigations to examine the causes of these differences. Inter-comparison studies have shown that the errors resulting from atmospheric transport inaccuracies are comparable to those from the errors in the prior fluxes. However, not as much effort has gone into studying the origins of the errors induced by errors in the transport as by errors in the prior distribution. This study uses a mesoscale transport model to evaluate the effects of representation errors in the observations and of incorrect descriptions of the transport. To obtain realizations of these errors, we performed an Observing System Simulation Experiments (OSSEs), with the transport model used for the inversion operating at two resolutions, one typical of a global inversion and the other of a mesoscale, and with various prior flux distributions to. Transport error covariances are inferred from an ensemble of perturbed mesoscale simulations while flux error covariances are computed using prescribed distributions and magnitudes. We examine how these errors can be diagnosed in the inversion process using aircraft, ground-based, and satellite observations of meteorological variables and CO2.

Discrete-time state estimation for stochastic polynomial systems over polynomial observations

NASA Astrophysics Data System (ADS)

Hernandez-Gonzalez, M.; Basin, M.; Stepanov, O.

2018-07-01

This paper presents a solution to the mean-square state estimation problem for stochastic nonlinear polynomial systems over polynomial observations confused with additive white Gaussian noises. The solution is given in two steps: (a) computing the time-update equations and (b) computing the measurement-update equations for the state estimate and error covariance matrix. A closed form of this filter is obtained by expressing conditional expectations of polynomial terms as functions of the state estimate and error covariance. As a particular case, the mean-square filtering equations are derived for a third-degree polynomial system with second-degree polynomial measurements. Numerical simulations show effectiveness of the proposed filter compared to the extended Kalman filter.

Conflict Probability Estimation for Free Flight

NASA Technical Reports Server (NTRS)

Paielli, Russell A.; Erzberger, Heinz

1996-01-01

The safety and efficiency of free flight will benefit from automated conflict prediction and resolution advisories. Conflict prediction is based on trajectory prediction and is less certain the farther in advance the prediction, however. An estimate is therefore needed of the probability that a conflict will occur, given a pair of predicted trajectories and their levels of uncertainty. A method is developed in this paper to estimate that conflict probability. The trajectory prediction errors are modeled as normally distributed, and the two error covariances for an aircraft pair are combined into a single equivalent covariance of the relative position. A coordinate transformation is then used to derive an analytical solution. Numerical examples and Monte Carlo validation are presented.

Using aggregate data to estimate the standard error of a treatment-covariate interaction in an individual patient data meta-analysis.

PubMed

Kovalchik, Stephanie A; Cumberland, William G

2012-05-01

Subgroup analyses are important to medical research because they shed light on the heterogeneity of treatment effectts. A treatment-covariate interaction in an individual patient data (IPD) meta-analysis is the most reliable means to estimate how a subgroup factor modifies a treatment's effectiveness. However, owing to the challenges in collecting participant data, an approach based on aggregate data might be the only option. In these circumstances, it would be useful to assess the relative efficiency and power loss of a subgroup analysis without patient-level data. We present methods that use aggregate data to estimate the standard error of an IPD meta-analysis' treatment-covariate interaction for regression models of a continuous or dichotomous patient outcome. Numerical studies indicate that the estimators have good accuracy. An application to a previously published meta-regression illustrates the practical utility of the methodology. © 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim.

Application of Improved 5th-Cubature Kalman Filter in Initial Strapdown Inertial Navigation System Alignment for Large Misalignment Angles

PubMed Central

Wang, Wei; Chen, Xiyuan

2018-01-01

In view of the fact the accuracy of the third-degree Cubature Kalman Filter (CKF) used for initial alignment under large misalignment angle conditions is insufficient, an improved fifth-degree CKF algorithm is proposed in this paper. In order to make full use of the innovation on filtering, the innovation covariance matrix is calculated recursively by an innovative sequence with an exponent fading factor. Then a new adaptive error covariance matrix scaling algorithm is proposed. The Singular Value Decomposition (SVD) method is used for improving the numerical stability of the fifth-degree CKF in this paper. In order to avoid the overshoot caused by excessive scaling of error covariance matrix during the convergence stage, the scaling scheme is terminated when the gradient of azimuth reaches the maximum. The experimental results show that the improved algorithm has better alignment accuracy with large misalignment angles than the traditional algorithm. PMID:29473912

A Reduced Dimension Static, Linearized Kalman Filter and Smoother

NASA Technical Reports Server (NTRS)

Fukumori, I.

1995-01-01

An approximate Kalman filter and smoother, based on approximations of the state estimation error covariance matrix, is described. Approximations include a reduction of the effective state dimension, use of a static asymptotic error limit, and a time-invariant linearization of the dynamic model for error integration. The approximations lead to dramatic computational savings in applying estimation theory to large complex systems. Examples of use come from TOPEX/POSEIDON.

Massively Parallel Assimilation of TOGA/TAO and Topex/Poseidon Measurements into a Quasi Isopycnal Ocean General Circulation Model Using an Ensemble Kalman Filter

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.; Rienecker, Michele; Borovikov, Anna Y.; Suarez, Max

1999-01-01

A massively parallel ensemble Kalman filter (EnKF)is used to assimilate temperature data from the TOGA/TAO array and altimetry from TOPEX/POSEIDON into a Pacific basin version of the NASA Seasonal to Interannual Prediction Project (NSIPP)ls quasi-isopycnal ocean general circulation model. The EnKF is an approximate Kalman filter in which the error-covariance propagation step is modeled by the integration of multiple instances of a numerical model. An estimate of the true error covariances is then inferred from the distribution of the ensemble of model state vectors. This inplementation of the filter takes advantage of the inherent parallelism in the EnKF algorithm by running all the model instances concurrently. The Kalman filter update step also occurs in parallel by having each processor process the observations that occur in the region of physical space for which it is responsible. The massively parallel data assimilation system is validated by withholding some of the data and then quantifying the extent to which the withheld information can be inferred from the assimilation of the remaining data. The distributions of the forecast and analysis error covariances predicted by the ENKF are also examined.

OD Covariance in Conjunction Assessment: Introduction and Issues

NASA Technical Reports Server (NTRS)

Hejduk, M. D.; Duncan, M.

2015-01-01

Primary and secondary covariances combined and projected into conjunction plane (plane perpendicular to relative velocity vector at TCA) Primary placed on x-axis at (miss distance, 0) and represented by circle of radius equal to sum of both spacecraft circumscribing radiiZ-axis perpendicular to x-axis in conjunction plane Pc is portion of combined error ellipsoid that falls within the hard-body radius circle

High dimensional linear regression models under long memory dependence and measurement error

NASA Astrophysics Data System (ADS)

Kaul, Abhishek

This dissertation consists of three chapters. The first chapter introduces the models under consideration and motivates problems of interest. A brief literature review is also provided in this chapter. The second chapter investigates the properties of Lasso under long range dependent model errors. Lasso is a computationally efficient approach to model selection and estimation, and its properties are well studied when the regression errors are independent and identically distributed. We study the case, where the regression errors form a long memory moving average process. We establish a finite sample oracle inequality for the Lasso solution. We then show the asymptotic sign consistency in this setup. These results are established in the high dimensional setup (p> n) where p can be increasing exponentially with n. Finally, we show the consistency, n½ --d-consistency of Lasso, along with the oracle property of adaptive Lasso, in the case where p is fixed. Here d is the memory parameter of the stationary error sequence. The performance of Lasso is also analysed in the present setup with a simulation study. The third chapter proposes and investigates the properties of a penalized quantile based estimator for measurement error models. Standard formulations of prediction problems in high dimension regression models assume the availability of fully observed covariates and sub-Gaussian and homogeneous model errors. This makes these methods inapplicable to measurement errors models where covariates are unobservable and observations are possibly non sub-Gaussian and heterogeneous. We propose weighted penalized corrected quantile estimators for the regression parameter vector in linear regression models with additive measurement errors, where unobservable covariates are nonrandom. The proposed estimators forgo the need for the above mentioned model assumptions. We study these estimators in both the fixed dimension and high dimensional sparse setups, in the latter setup, the dimensionality can grow exponentially with the sample size. In the fixed dimensional setting we provide the oracle properties associated with the proposed estimators. In the high dimensional setting, we provide bounds for the statistical error associated with the estimation, that hold with asymptotic probability 1, thereby providing the ℓ1-consistency of the proposed estimator. We also establish the model selection consistency in terms of the correctly estimated zero components of the parameter vector. A simulation study that investigates the finite sample accuracy of the proposed estimator is also included in this chapter.

Bootstrap-based methods for estimating standard errors in Cox's regression analyses of clustered event times.

PubMed

Xiao, Yongling; Abrahamowicz, Michal

2010-03-30

We propose two bootstrap-based methods to correct the standard errors (SEs) from Cox's model for within-cluster correlation of right-censored event times. The cluster-bootstrap method resamples, with replacement, only the clusters, whereas the two-step bootstrap method resamples (i) the clusters, and (ii) individuals within each selected cluster, with replacement. In simulations, we evaluate both methods and compare them with the existing robust variance estimator and the shared gamma frailty model, which are available in statistical software packages. We simulate clustered event time data, with latent cluster-level random effects, which are ignored in the conventional Cox's model. For cluster-level covariates, both proposed bootstrap methods yield accurate SEs, and type I error rates, and acceptable coverage rates, regardless of the true random effects distribution, and avoid serious variance under-estimation by conventional Cox-based standard errors. However, the two-step bootstrap method over-estimates the variance for individual-level covariates. We also apply the proposed bootstrap methods to obtain confidence bands around flexible estimates of time-dependent effects in a real-life analysis of cluster event times.

Gossip and Distributed Kalman Filtering: Weak Consensus Under Weak Detectability

NASA Astrophysics Data System (ADS)

Kar, Soummya; Moura, José M. F.

2011-04-01

The paper presents the gossip interactive Kalman filter (GIKF) for distributed Kalman filtering for networked systems and sensor networks, where inter-sensor communication and observations occur at the same time-scale. The communication among sensors is random; each sensor occasionally exchanges its filtering state information with a neighbor depending on the availability of the appropriate network link. We show that under a weak distributed detectability condition: 1. the GIKF error process remains stochastically bounded, irrespective of the instability properties of the random process dynamics; and 2. the network achieves \\emph{weak consensus}, i.e., the conditional estimation error covariance at a (uniformly) randomly selected sensor converges in distribution to a unique invariant measure on the space of positive semi-definite matrices (independent of the initial state.) To prove these results, we interpret the filtered states (estimates and error covariances) at each node in the GIKF as stochastic particles with local interactions. We analyze the asymptotic properties of the error process by studying as a random dynamical system the associated switched (random) Riccati equation, the switching being dictated by a non-stationary Markov chain on the network graph.

Identifying Bearing Rotodynamic Coefficients Using an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Miller, Brad A.; Howard, Samuel A.

2008-01-01

An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter's performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.

Spatial measurement error and correction by spatial SIMEX in linear regression models when using predicted air pollution exposures.

PubMed

Alexeeff, Stacey E; Carroll, Raymond J; Coull, Brent

2016-04-01

Spatial modeling of air pollution exposures is widespread in air pollution epidemiology research as a way to improve exposure assessment. However, there are key sources of exposure model uncertainty when air pollution is modeled, including estimation error and model misspecification. We examine the use of predicted air pollution levels in linear health effect models under a measurement error framework. For the prediction of air pollution exposures, we consider a universal Kriging framework, which may include land-use regression terms in the mean function and a spatial covariance structure for the residuals. We derive the bias induced by estimation error and by model misspecification in the exposure model, and we find that a misspecified exposure model can induce asymptotic bias in the effect estimate of air pollution on health. We propose a new spatial simulation extrapolation (SIMEX) procedure, and we demonstrate that the procedure has good performance in correcting this asymptotic bias. We illustrate spatial SIMEX in a study of air pollution and birthweight in Massachusetts. © The Author 2015. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Radiofrequency Electromagnetic Radiation and Memory Performance: Sources of Uncertainty in Epidemiological Cohort Studies

PubMed Central

Zeleke, Berihun M.; Abramson, Michael J.; Benke, Geza

2018-01-01

Uncertainty in experimental studies of exposure to radiation from mobile phones has in the past only been framed within the context of statistical variability. It is now becoming more apparent to researchers that epistemic or reducible uncertainties can also affect the total error in results. These uncertainties are derived from a wide range of sources including human error, such as data transcription, model structure, measurement and linguistic errors in communication. The issue of epistemic uncertainty is reviewed and interpreted in the context of the MoRPhEUS, ExPOSURE and HERMES cohort studies which investigate the effect of radiofrequency electromagnetic radiation from mobile phones on memory performance. Research into this field has found inconsistent results due to limitations from a range of epistemic sources. Potential analytic approaches are suggested based on quantification of epistemic error using Monte Carlo simulation. It is recommended that future studies investigating the relationship between radiofrequency electromagnetic radiation and memory performance pay more attention to treatment of epistemic uncertainties as well as further research into improving exposure assessment. Use of directed acyclic graphs is also encouraged to display the assumed covariate relationship. PMID:29587425

A simulation for gravity fine structure recovery from high-low GRAVSAT SST data

NASA Technical Reports Server (NTRS)

Estes, R. H.; Lancaster, E. R.

1976-01-01

Covariance error analysis techniques were applied to investigate estimation strategies for the high-low SST mission for accurate local recovery of gravitational fine structure, considering the aliasing effects of unsolved for parameters. Surface density blocks of 5 deg x 5 deg and 2 1/2 deg x 2 1/2 deg resolution were utilized to represent the high order geopotential with the drag-free GRAVSAT configured in a nearly circular polar orbit at 250 km. altitude. GEOPAUSE and geosynchronous satellites were considered as high relay spacecraft. It is demonstrated that knowledge of gravitational fine structure can be significantly improved at 5 deg x 5 deg resolution using SST data from a high-low configuration with reasonably accurate orbits for the low GRAVSAT. The gravity fine structure recoverability of the high-low SST mission is compared with the low-low configuration and shown to be superior.

Improved characterisation of measurement errors in electrical resistivity tomography (ERT) surveys

NASA Astrophysics Data System (ADS)

Tso, C. H. M.; Binley, A. M.; Kuras, O.; Graham, J.

2016-12-01

Measurement errors can play a pivotal role in geophysical inversion. Most inverse models require users to prescribe a statistical model of data errors before inversion. Wrongly prescribed error levels can lead to over- or under-fitting of data, yet commonly used models of measurement error are relatively simplistic. With the heightening interests in uncertainty estimation across hydrogeophysics, better characterisation and treatment of measurement errors is needed to provide more reliable estimates of uncertainty. We have analysed two time-lapse electrical resistivity tomography (ERT) datasets; one contains 96 sets of direct and reciprocal data collected from a surface ERT line within a 24h timeframe, while the other is a year-long cross-borehole survey at a UK nuclear site with over 50,000 daily measurements. Our study included the characterisation of the spatial and temporal behaviour of measurement errors using autocorrelation and covariance analysis. We find that, in addition to well-known proportionality effects, ERT measurements can also be sensitive to the combination of electrodes used. This agrees with reported speculation in previous literature that ERT errors could be somewhat correlated. Based on these findings, we develop a new error model that allows grouping based on electrode number in additional to fitting a linear model to transfer resistance. The new model fits the observed measurement errors better and shows superior inversion and uncertainty estimates in synthetic examples. It is robust, because it groups errors together based on the number of the four electrodes used to make each measurement. The new model can be readily applied to the diagonal data weighting matrix commonly used in classical inversion methods, as well as to the data covariance matrix in the Bayesian inversion framework. We demonstrate its application using extensive ERT monitoring datasets from the two aforementioned sites.

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

NASA Astrophysics Data System (ADS)

Mikosch, Jochen; Patchkovskii, Serguei

2013-10-01

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

Association between split selection instability and predictive error in survival trees.

PubMed

Radespiel-Tröger, M; Gefeller, O; Rabenstein, T; Hothorn, T

2006-01-01

To evaluate split selection instability in six survival tree algorithms and its relationship with predictive error by means of a bootstrap study. We study the following algorithms: logrank statistic with multivariate p-value adjustment without pruning (LR), Kaplan-Meier distance of survival curves (KM), martingale residuals (MR), Poisson regression for censored data (PR), within-node impurity (WI), and exponential log-likelihood loss (XL). With the exception of LR, initial trees are pruned by using split-complexity, and final trees are selected by means of cross-validation. We employ a real dataset from a clinical study of patients with gallbladder stones. The predictive error is evaluated using the integrated Brier score for censored data. The relationship between split selection instability and predictive error is evaluated by means of box-percentile plots, covariate and cutpoint selection entropy, and cutpoint selection coefficients of variation, respectively, in the root node. We found a positive association between covariate selection instability and predictive error in the root node. LR yields the lowest predictive error, while KM and MR yield the highest predictive error. The predictive error of survival trees is related to split selection instability. Based on the low predictive error of LR, we recommend the use of this algorithm for the construction of survival trees. Unpruned survival trees with multivariate p-value adjustment can perform equally well compared to pruned trees. The analysis of split selection instability can be used to communicate the results of tree-based analyses to clinicians and to support the application of survival trees.

Noisy covariance matrices and portfolio optimization II

NASA Astrophysics Data System (ADS)

Pafka, Szilárd; Kondor, Imre

2003-03-01

Recent studies inspired by results from random matrix theory (Galluccio et al.: Physica A 259 (1998) 449; Laloux et al.: Phys. Rev. Lett. 83 (1999) 1467; Risk 12 (3) (1999) 69; Plerou et al.: Phys. Rev. Lett. 83 (1999) 1471) found that covariance matrices determined from empirical financial time series appear to contain such a high amount of noise that their structure can essentially be regarded as random. This seems, however, to be in contradiction with the fundamental role played by covariance matrices in finance, which constitute the pillars of modern investment theory and have also gained industry-wide applications in risk management. Our paper is an attempt to resolve this embarrassing paradox. The key observation is that the effect of noise strongly depends on the ratio r= n/ T, where n is the size of the portfolio and T the length of the available time series. On the basis of numerical experiments and analytic results for some toy portfolio models we show that for relatively large values of r (e.g. 0.6) noise does, indeed, have the pronounced effect suggested by Galluccio et al. (1998), Laloux et al. (1999) and Plerou et al. (1999) and illustrated later by Laloux et al. (Int. J. Theor. Appl. Finance 3 (2000) 391), Plerou et al. (Phys. Rev. E, e-print cond-mat/0108023) and Rosenow et al. (Europhys. Lett., e-print cond-mat/0111537) in a portfolio optimization context, while for smaller r (around 0.2 or below), the error due to noise drops to acceptable levels. Since the length of available time series is for obvious reasons limited in any practical application, any bound imposed on the noise-induced error translates into a bound on the size of the portfolio. In a related set of experiments we find that the effect of noise depends also on whether the problem arises in asset allocation or in a risk measurement context: if covariance matrices are used simply for measuring the risk of portfolios with a fixed composition rather than as inputs to optimization, the effect of noise on the measured risk may become very small.

Tutorial on Biostatistics: Linear Regression Analysis of Continuous Correlated Eye Data

PubMed Central

Ying, Gui-shuang; Maguire, Maureen G; Glynn, Robert; Rosner, Bernard

2017-01-01

Purpose To describe and demonstrate appropriate linear regression methods for analyzing correlated continuous eye data. Methods We describe several approaches to regression analysis involving both eyes, including mixed effects and marginal models under various covariance structures to account for inter-eye correlation. We demonstrate, with SAS statistical software, applications in a study comparing baseline refractive error between one eye with choroidal neovascularization (CNV) and the unaffected fellow eye, and in a study determining factors associated with visual field data in the elderly. Results When refractive error from both eyes were analyzed with standard linear regression without accounting for inter-eye correlation (adjusting for demographic and ocular covariates), the difference between eyes with CNV and fellow eyes was 0.15 diopters (D; 95% confidence interval, CI −0.03 to 0.32D, P=0.10). Using a mixed effects model or a marginal model, the estimated difference was the same but with narrower 95% CI (0.01 to 0.28D, P=0.03). Standard regression for visual field data from both eyes provided biased estimates of standard error (generally underestimated) and smaller P-values, while analysis of the worse eye provided larger P-values than mixed effects models and marginal models. Conclusion In research involving both eyes, ignoring inter-eye correlation can lead to invalid inferences. Analysis using only right or left eyes is valid, but decreases power. Worse-eye analysis can provide less power and biased estimates of effect. Mixed effects or marginal models using the eye as the unit of analysis should be used to appropriately account for inter-eye correlation and maximize power and precision. PMID:28102741

Fast Generation of Ensembles of Cosmological N-Body Simulations via Mode-Resampling

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

Schneider, M D; Cole, S; Frenk, C S

2011-02-14

We present an algorithm for quickly generating multiple realizations of N-body simulations to be used, for example, for cosmological parameter estimation from surveys of large-scale structure. Our algorithm uses a new method to resample the large-scale (Gaussian-distributed) Fourier modes in a periodic N-body simulation box in a manner that properly accounts for the nonlinear mode-coupling between large and small scales. We find that our method for adding new large-scale mode realizations recovers the nonlinear power spectrum to sub-percent accuracy on scales larger than about half the Nyquist frequency of the simulation box. Using 20 N-body simulations, we obtain a powermore » spectrum covariance matrix estimate that matches the estimator from Takahashi et al. (from 5000 simulations) with < 20% errors in all matrix elements. Comparing the rates of convergence, we determine that our algorithm requires {approx}8 times fewer simulations to achieve a given error tolerance in estimates of the power spectrum covariance matrix. The degree of success of our algorithm indicates that we understand the main physical processes that give rise to the correlations in the matter power spectrum. Namely, the large-scale Fourier modes modulate both the degree of structure growth through the variation in the effective local matter density and also the spatial frequency of small-scale perturbations through large-scale displacements. We expect our algorithm to be useful for noise modeling when constraining cosmological parameters from weak lensing (cosmic shear) and galaxy surveys, rescaling summary statistics of N-body simulations for new cosmological parameter values, and any applications where the influence of Fourier modes larger than the simulation size must be accounted for.« less

Group Variable Selection Via Convex Log-Exp-Sum Penalty with Application to a Breast Cancer Survivor Study

PubMed Central

Geng, Zhigeng; Wang, Sijian; Yu, Menggang; Monahan, Patrick O.; Champion, Victoria; Wahba, Grace

2017-01-01

Summary In many scientific and engineering applications, covariates are naturally grouped. When the group structures are available among covariates, people are usually interested in identifying both important groups and important variables within the selected groups. Among existing successful group variable selection methods, some methods fail to conduct the within group selection. Some methods are able to conduct both group and within group selection, but the corresponding objective functions are non-convex. Such a non-convexity may require extra numerical effort. In this article, we propose a novel Log-Exp-Sum(LES) penalty for group variable selection. The LES penalty is strictly convex. It can identify important groups as well as select important variables within the group. We develop an efficient group-level coordinate descent algorithm to fit the model. We also derive non-asymptotic error bounds and asymptotic group selection consistency for our method in the high-dimensional setting where the number of covariates can be much larger than the sample size. Numerical results demonstrate the good performance of our method in both variable selection and prediction. We applied the proposed method to an American Cancer Society breast cancer survivor dataset. The findings are clinically meaningful and may help design intervention programs to improve the qualify of life for breast cancer survivors. PMID:25257196

Estimating the Uncertainty In Diameter Growth Model Predictions and Its Effects On The Uncertainty of Annual Inventory Estimates

Treesearch

Ronald E. McRoberts; Veronica C. Lessard

2001-01-01

Uncertainty in diameter growth predictions is attributed to three general sources: measurement error or sampling variability in predictor variables, parameter covariances, and residual or unexplained variation around model expectations. Using measurement error and sampling variability distributions obtained from the literature and Monte Carlo simulation methods, the...

A New Test of Linear Hypotheses in OLS Regression under Heteroscedasticity of Unknown Form

ERIC Educational Resources Information Center

Cai, Li; Hayes, Andrew F.

2008-01-01

When the errors in an ordinary least squares (OLS) regression model are heteroscedastic, hypothesis tests involving the regression coefficients can have Type I error rates that are far from the nominal significance level. Asymptotically, this problem can be rectified with the use of a heteroscedasticity-consistent covariance matrix (HCCM)…

Extraction of wind and temperature information from hybrid 4D-Var assimilation of stratospheric ozone using NAVGEM

NASA Astrophysics Data System (ADS)

Allen, Douglas R.; Hoppel, Karl W.; Kuhl, David D.

2018-03-01

Extraction of wind and temperature information from stratospheric ozone assimilation is examined within the context of the Navy Global Environmental Model (NAVGEM) hybrid 4-D variational assimilation (4D-Var) data assimilation (DA) system. Ozone can improve the wind and temperature through two different DA mechanisms: (1) through the flow-of-the-day ensemble background error covariance that is blended together with the static background error covariance and (2) via the ozone continuity equation in the tangent linear model and adjoint used for minimizing the cost function. All experiments assimilate actual conventional data in order to maintain a similar realistic troposphere. In the stratosphere, the experiments assimilate simulated ozone and/or radiance observations in various combinations. The simulated observations are constructed for a case study based on a 16-day cycling truth experiment (TE), which is an analysis with no stratospheric observations. The impact of ozone on the analysis is evaluated by comparing the experiments to the TE for the last 6 days, allowing for a 10-day spin-up. Ozone assimilation benefits the wind and temperature when data are of sufficient quality and frequency. For example, assimilation of perfect (no applied error) global hourly ozone data constrains the stratospheric wind and temperature to within ˜ 2 m s-1 and ˜ 1 K. This demonstrates that there is dynamical information in the ozone distribution that can potentially be used to improve the stratosphere. This is particularly important for the tropics, where radiance observations have difficulty constraining wind due to breakdown of geostrophic balance. Global ozone assimilation provides the largest benefit when the hybrid blending coefficient is an intermediate value (0.5 was used in this study), rather than 0.0 (no ensemble background error covariance) or 1.0 (no static background error covariance), which is consistent with other hybrid DA studies. When perfect global ozone is assimilated in addition to radiance observations, wind and temperature error decreases of up to ˜ 3 m s-1 and ˜ 1 K occur in the tropical upper stratosphere. Assimilation of noisy global ozone (2 % errors applied) results in error reductions of ˜ 1 m s-1 and ˜ 0.5 K in the tropics and slightly increased temperature errors in the Northern Hemisphere polar region. Reduction of the ozone sampling frequency also reduces the benefit of ozone throughout the stratosphere, with noisy polar-orbiting data having only minor impacts on wind and temperature when assimilated with radiances. An examination of ensemble cross-correlations between ozone and other variables shows that a single ozone observation behaves like a potential vorticity (PV) charge, or a monopole of PV, with rotation about a vertical axis and vertically oriented temperature dipole. Further understanding of this relationship may help in designing observation systems that would optimize the impact of ozone on the dynamics.

Efficient hierarchical trans-dimensional Bayesian inversion of magnetotelluric data

NASA Astrophysics Data System (ADS)

Xiang, Enming; Guo, Rongwen; Dosso, Stan E.; Liu, Jianxin; Dong, Hao; Ren, Zhengyong

2018-06-01

This paper develops an efficient hierarchical trans-dimensional (trans-D) Bayesian algorithm to invert magnetotelluric (MT) data for subsurface geoelectrical structure, with unknown geophysical model parameterization (the number of conductivity-layer interfaces) and data-error models parameterized by an auto-regressive (AR) process to account for potential error correlations. The reversible-jump Markov-chain Monte Carlo algorithm, which adds/removes interfaces and AR parameters in birth/death steps, is applied to sample the trans-D posterior probability density for model parameterization, model parameters, error variance and AR parameters, accounting for the uncertainties of model dimension and data-error statistics in the uncertainty estimates of the conductivity profile. To provide efficient sampling over the multiple subspaces of different dimensions, advanced proposal schemes are applied. Parameter perturbations are carried out in principal-component space, defined by eigen-decomposition of the unit-lag model covariance matrix, to minimize the effect of inter-parameter correlations and provide effective perturbation directions and length scales. Parameters of new layers in birth steps are proposed from the prior, instead of focused distributions centred at existing values, to improve birth acceptance rates. Parallel tempering, based on a series of parallel interacting Markov chains with successively relaxed likelihoods, is applied to improve chain mixing over model dimensions. The trans-D inversion is applied in a simulation study to examine the resolution of model structure according to the data information content. The inversion is also applied to a measured MT data set from south-central Australia.

Power analysis to detect treatment effect in longitudinal studies with heterogeneous errors and incomplete data.

PubMed

Vallejo, Guillermo; Ato, Manuel; Fernández García, Paula; Livacic Rojas, Pablo E; Tuero Herrero, Ellián

2016-08-01

 S. Usami (2014) describes a method to realistically determine sample size in longitudinal research using a multilevel model. The present research extends the aforementioned work to situations where it is likely that the assumption of homogeneity of the errors across groups is not met and the error term does not follow a scaled identity covariance structure.   For this purpose, we followed a procedure based on transforming the variance components of the linear growth model and the parameter related to the treatment effect into specific and easily understandable indices. At the same time, we provide the appropriate statistical machinery for researchers to use when data loss is unavoidable, and changes in the expected value of the observed responses are not linear.   The empirical powers based on unknown variance components were virtually the same as the theoretical powers derived from the use of statistically processed indexes.   The main conclusion of the study is the accuracy of the proposed method to calculate sample size in the described situations with the stipulated power criteria.

Filter Tuning Using the Chi-Squared Statistic

NASA Technical Reports Server (NTRS)

Lilly-Salkowski, Tyler B.

2017-01-01

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

Progress in navigation filter estimate fusion and its application to spacecraft rendezvous

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

1994-01-01

A new derivation of an algorithm which fuses the outputs of two Kalman filters is presented within the context of previous research in this field. Unlike other works, this derivation clearly shows the combination of estimates to be optimal, minimizing the trace of the fused covariance matrix. The algorithm assumes that the filters use identical models, and are stable and operating optimally with respect to their own local measurements. Evidence is presented which indicates that the error ellipsoid derived from the covariance of the optimally fused estimate is contained within the intersections of the error ellipsoids of the two filters being fused. Modifications which reduce the algorithm's data transmission requirements are also presented, including a scalar gain approximation, a cross-covariance update formula which employs only the two contributing filters' autocovariances, and a form of the algorithm which can be used to reinitialize the two Kalman filters. A sufficient condition for using the optimally fused estimates to periodically reinitialize the Kalman filters in this fashion is presented and proved as a theorem. When these results are applied to an optimal spacecraft rendezvous problem, simulated performance results indicate that the use of optimally fused data leads to significantly improved robustness to initial target vehicle state errors. The following applications of estimate fusion methods to spacecraft rendezvous are also described: state vector differencing, and redundancy management.

On-Line Identification of Simulation Examples for Forgetting Methods to Track Time Varying Parameters Using the Alternative Covariance Matrix in Matlab

NASA Astrophysics Data System (ADS)

Vachálek, Ján

2011-12-01

The paper compares the abilities of forgetting methods to track time varying parameters of two different simulated models with different types of excitation. The observed parameters in the simulations are the integral sum of the Euclidean norm, deviation of the parameter estimates from their true values and a selected band prediction error count. As supplementary information, we observe the eigenvalues of the covariance matrix. In the paper we used a modified method of Regularized Exponential Forgetting with Alternative Covariance Matrix (REFACM) along with Directional Forgetting (DF) and three standard regularized methods.

Structural Covariance of the Default Network in Healthy and Pathological Aging

PubMed Central

Turner, Gary R.

2013-01-01

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

A note on variance estimation in random effects meta-regression.

PubMed

Sidik, Kurex; Jonkman, Jeffrey N

2005-01-01

For random effects meta-regression inference, variance estimation for the parameter estimates is discussed. Because estimated weights are used for meta-regression analysis in practice, the assumed or estimated covariance matrix used in meta-regression is not strictly correct, due to possible errors in estimating the weights. Therefore, this note investigates the use of a robust variance estimation approach for obtaining variances of the parameter estimates in random effects meta-regression inference. This method treats the assumed covariance matrix of the effect measure variables as a working covariance matrix. Using an example of meta-analysis data from clinical trials of a vaccine, the robust variance estimation approach is illustrated in comparison with two other methods of variance estimation. A simulation study is presented, comparing the three methods of variance estimation in terms of bias and coverage probability. We find that, despite the seeming suitability of the robust estimator for random effects meta-regression, the improved variance estimator of Knapp and Hartung (2003) yields the best performance among the three estimators, and thus may provide the best protection against errors in the estimated weights.

Assimilation of surface NO2 and O3 observations into the SILAM chemistry transport model

NASA Astrophysics Data System (ADS)

Vira, J.; Sofiev, M.

2014-08-01

This paper describes assimilation of trace gas observations into the chemistry transport model SILAM using the 3D-Var method. Assimilation results for year 2012 are presented for the prominent photochemical pollutants ozone (O3) and nitrogen dioxide (NO2). Both species are covered by the Airbase observation database, which provides the observational dataset used in this study. Attention is paid to the background and observation error covariance matrices, which are obtained primarily by iterative application of a posteriori diagnostics. The diagnostics are computed separately for two months representing summer and winter conditions, and further disaggregated by time of day. This allows deriving background and observation error covariance definitions which include both seasonal and diurnal variation. The consistency of the obtained covariance matrices is verified using χ2 diagnostics. The analysis scores are computed for a control set of observation stations withheld from assimilation. Compared to a free-running model simulation, the correlation coefficient for daily maximum values is improved from 0.8 to 0.9 for O3 and from 0.53 to 0.63 for NO2.

A Closed-Form Error Model of Straight Lines for Improved Data Association and Sensor Fusing

PubMed Central

2018-01-01

Linear regression is a basic tool in mobile robotics, since it enables accurate estimation of straight lines from range-bearing scans or in digital images, which is a prerequisite for reliable data association and sensor fusing in the context of feature-based SLAM. This paper discusses, extends and compares existing algorithms for line fitting applicable also in the case of strong covariances between the coordinates at each single data point, which must not be neglected if range-bearing sensors are used. Besides, in particular, the determination of the covariance matrix is considered, which is required for stochastic modeling. The main contribution is a new error model of straight lines in closed form for calculating quickly and reliably the covariance matrix dependent on just a few comprehensible and easily-obtainable parameters. The model can be applied widely in any case when a line is fitted from a number of distinct points also without a priori knowledge of the specific measurement noise. By means of extensive simulations, the performance and robustness of the new model in comparison to existing approaches is shown. PMID:29673205

ILIAD Testing; and a Kalman Filter for 3-D Pose Estimation

NASA Technical Reports Server (NTRS)

Richardson, A. O.

1996-01-01

This report presents the results of a two-part project. The first part presents results of performance assessment tests on an Internet Library Information Assembly Data Base (ILIAD). It was found that ILLAD performed best when queries were short (one-to-three keywords), and were made up of rare, unambiguous words. In such cases as many as 64% of the typically 25 returned documents were found to be relevant. It was also found that a query format that was not so rigid with respect to spelling errors and punctuation marks would be more user-friendly. The second part of the report shows the design of a Kalman Filter for estimating motion parameters of a three dimensional object from sequences of noisy data derived from two-dimensional pictures. Given six measured deviation values represendng X, Y, Z, pitch, yaw, and roll, twelve parameters were estimated comprising the six deviations and their time rate of change. Values for the state transiton matrix, the observation matrix, the system noise covariance matrix, and the observation noise covariance matrix were determined. A simple way of initilizing the error covariance matrix was pointed out.

Retrospective Binary-Trait Association Test Elucidates Genetic Architecture of Crohn Disease

PubMed Central

Jiang, Duo; Zhong, Sheng; McPeek, Mary Sara

2016-01-01

In genetic association testing, failure to properly control for population structure can lead to severely inflated type 1 error and power loss. Meanwhile, adjustment for relevant covariates is often desirable and sometimes necessary to protect against spurious association and to improve power. Many recent methods to account for population structure and covariates are based on linear mixed models (LMMs), which are primarily designed for quantitative traits. For binary traits, however, LMM is a misspecified model and can lead to deteriorated performance. We propose CARAT, a binary-trait association testing approach based on a mixed-effects quasi-likelihood framework, which exploits the dichotomous nature of the trait and achieves computational efficiency through estimating equations. We show in simulation studies that CARAT consistently outperforms existing methods and maintains high power in a wide range of population structure settings and trait models. Furthermore, CARAT is based on a retrospective approach, which is robust to misspecification of the phenotype model. We apply our approach to a genome-wide analysis of Crohn disease, in which we replicate association with 17 previously identified regions. Moreover, our analysis on 5p13.1, an extensively reported region of association, shows evidence for the presence of multiple independent association signals in the region. This example shows how CARAT can leverage known disease risk factors to shed light on the genetic architecture of complex traits. PMID:26833331

Analysis of Point Based Image Registration Errors With Applications in Single Molecule Microscopy

PubMed Central

Cohen, E. A. K.; Ober, R. J.

2014-01-01

We present an asymptotic treatment of errors involved in point-based image registration where control point (CP) localization is subject to heteroscedastic noise; a suitable model for image registration in fluorescence microscopy. Assuming an affine transform, CPs are used to solve a multivariate regression problem. With measurement errors existing for both sets of CPs this is an errors-in-variable problem and linear least squares is inappropriate; the correct method being generalized least squares. To allow for point dependent errors the equivalence of a generalized maximum likelihood and heteroscedastic generalized least squares model is achieved allowing previously published asymptotic results to be extended to image registration. For a particularly useful model of heteroscedastic noise where covariance matrices are scalar multiples of a known matrix (including the case where covariance matrices are multiples of the identity) we provide closed form solutions to estimators and derive their distribution. We consider the target registration error (TRE) and define a new measure called the localization registration error (LRE) believed to be useful, especially in microscopy registration experiments. Assuming Gaussianity of the CP localization errors, it is shown that the asymptotic distribution for the TRE and LRE are themselves Gaussian and the parameterized distributions are derived. Results are successfully applied to registration in single molecule microscopy to derive the key dependence of the TRE and LRE variance on the number of CPs and their associated photon counts. Simulations show asymptotic results are robust for low CP numbers and non-Gaussianity. The method presented here is shown to outperform GLS on real imaging data. PMID:24634573

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

PubMed

Li, Baoyue; Bruyneel, Luk; Lesaffre, Emmanuel

2014-05-20

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

EvolQG - An R package for evolutionary quantitative genetics

PubMed Central

Melo, Diogo; Garcia, Guilherme; Hubbe, Alex; Assis, Ana Paula; Marroig, Gabriel

2016-01-01

We present an open source package for performing evolutionary quantitative genetics analyses in the R environment for statistical computing. Evolutionary theory shows that evolution depends critically on the available variation in a given population. When dealing with many quantitative traits this variation is expressed in the form of a covariance matrix, particularly the additive genetic covariance matrix or sometimes the phenotypic matrix, when the genetic matrix is unavailable and there is evidence the phenotypic matrix is sufficiently similar to the genetic matrix. Given this mathematical representation of available variation, the \\textbf{EvolQG} package provides functions for calculation of relevant evolutionary statistics; estimation of sampling error; corrections for this error; matrix comparison via correlations, distances and matrix decomposition; analysis of modularity patterns; and functions for testing evolutionary hypotheses on taxa diversification. PMID:27785352

A model-data comparison of gross primary productivity: Results from the North American Carbon Program site synthesis

Treesearch

Kevin Schaefer; Christopher R. Schwalm; Chris Williams; M. Altaf Arain; Alan Barr; Jing M. Chen; Kenneth J. Davis; Dimitre Dimitrov; Timothy W. Hilton; David Y. Hollinger; Elyn Humphreys; Benjamin Poulter; Brett M. Raczka; Andrew D. Richardson; Alok Sahoo; Peter Thornton; Rodrigo Vargas; Hans Verbeeck; Ryan Anderson; Ian Baker; T. Andrew Black; Paul Bolstad; Jiquan Chen; Peter S. Curtis; Ankur R. Desai; Michael Dietze; Danilo Dragoni; Christopher Gough; Robert F. Grant; Lianhong Gu; Atul Jain; Chris Kucharik; Beverly Law; Shuguang Liu; Erandathie Lokipitiya; Hank A. Margolis; Roser Matamala; J. Harry McCaughey; Russ Monson; J. William Munger; Walter Oechel; Changhui Peng; David T. Price; Dan Ricciuto; William J. Riley; Nigel Roulet; Hanqin Tian; Christina Tonitto; Margaret Torn; Ensheng Weng; Xiaolu Zhou

2012-01-01

Accurately simulating gross primary productivity (GPP) in terrestrial ecosystem models is critical because errors in simulated GPP propagate through the model to introduce additional errors in simulated biomass and other fluxes. We evaluated simulated, daily average GPP from 26 models against estimated GPP at 39 eddy covariance flux tower sites across the United States...

Merging Multi-model CMIP5/PMIP3 Past-1000 Ensemble Simulations with Tree Ring Proxy Data by Optimal Interpolation Approach

NASA Astrophysics Data System (ADS)

Chen, Xin; Luo, Yong; Xing, Pei; Nie, Suping; Tian, Qinhua

2015-04-01

Two sets of gridded annual mean surface air temperature in past millennia over the Northern Hemisphere was constructed employing optimal interpolation (OI) method so as to merge the tree ring proxy records with the simulations from CMIP5 (the fifth phase of the Climate Model Intercomparison Project). Both the uncertainties in proxy reconstruction and model simulations can be taken into account applying OI algorithm. For better preservation of physical coordinated features and spatial-temporal completeness of climate variability in 7 copies of model results, we perform the Empirical Orthogonal Functions (EOF) analysis to truncate the ensemble mean field as the first guess (background field) for OI. 681 temperature sensitive tree-ring chronologies are collected and screened from International Tree Ring Data Bank (ITRDB) and Past Global Changes (PAGES-2k) project. Firstly, two methods (variance matching and linear regression) are employed to calibrate the tree ring chronologies with instrumental data (CRUTEM4v) individually. In addition, we also remove the bias of both the background field and proxy records relative to instrumental dataset. Secondly, time-varying background error covariance matrix (B) and static "observation" error covariance matrix (R) are calculated for OI frame. In our scheme, matrix B was calculated locally, and "observation" error covariance are partially considered in R matrix (the covariance value between the pairs of tree ring sites that are very close to each other would be counted), which is different from the traditional assumption that R matrix should be diagonal. Comparing our results, it turns out that regional averaged series are not sensitive to the selection for calibration methods. The Quantile-Quantile plots indicate regional climatologies based on both methods are tend to be more agreeable with regional reconstruction of PAGES-2k in 20th century warming period than in little ice age (LIA). Lager volcanic cooling response over Asia and Europe in context of recent millennium are detected in our datasets than that revealed in regional reconstruction from PAGES-2k network. Verification experiments have showed that the merging approach really reconcile the proxy data and model ensemble simulations in an optimal way (with smaller errors than both of them). Further research is needed to improve the error estimation on them.

Identifying Bearing Rotordynamic Coefficients using an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Miller, Brad A.; Howard, Samuel A.

2008-01-01

An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor-dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter s performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor-bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.

An Application of Linear Covariance Analysis to the Design of Responsive Near-Rendezvous Missions

DTIC Science & Technology

2007-06-01

accurately before making large ma- neuvers. A fifth type of error is maneuver knowledge error (MKER). This error accounts for how well a spacecraft is able...utilized due in a large part to the cost of designing and launching spacecraft , in a market where currently there are not many options for launching...is then ordered to fire its thrusters to increase its orbital altitude to 800 km. Before the maneuver the spacecraft is moving with some velocity, V

Real-time prediction and gating of respiratory motion in 3D space using extended Kalman filters and Gaussian process regression network

NASA Astrophysics Data System (ADS)

Bukhari, W.; Hong, S.-M.

2016-03-01

The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the radiation treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting respiratory motion in 3D space and realizing a gating function without pre-specifying a particular phase of the patient’s breathing cycle. The algorithm, named EKF-GPRN+ , first employs an extended Kalman filter (EKF) independently along each coordinate to predict the respiratory motion and then uses a Gaussian process regression network (GPRN) to correct the prediction error of the EKF in 3D space. The GPRN is a nonparametric Bayesian algorithm for modeling input-dependent correlations between the output variables in multi-output regression. Inference in GPRN is intractable and we employ variational inference with mean field approximation to compute an approximate predictive mean and predictive covariance matrix. The approximate predictive mean is used to correct the prediction error of the EKF. The trace of the approximate predictive covariance matrix is utilized to capture the uncertainty in EKF-GPRN+ prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification enables us to pause the treatment beam over such instances. EKF-GPRN+ implements a gating function by using simple calculations based on the trace of the predictive covariance matrix. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPRN+ . The experimental results show that the EKF-GPRN+ algorithm reduces the patient-wise prediction error to 38%, 40% and 40% in root-mean-square, compared to no prediction, at lookahead lengths of 192 ms, 384 ms and 576 ms, respectively. The EKF-GPRN+ algorithm can further reduce the prediction error by employing the gating function, albeit at the cost of reduced duty cycle. The error reduction allows the clinical target volume to planning target volume (CTV-PTV) margin to be reduced, leading to decreased normal-tissue toxicity and possible dose escalation. The CTV-PTV margin is also evaluated to quantify clinical benefits of EKF-GPRN+ prediction.

Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulations

NASA Technical Reports Server (NTRS)

Lisano, Michael E.

2007-01-01

Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to nonlinear sequential consider covariance analysis, i.e. in the presence of nonlinear dynamics and nonlinear measurements. A simple SPCF for orbit determination, exemplifying an algorithm hosted in the guidance, navigation and control (GN&C) computer processor of a hypothetical robotic spacecraft, was implemented, and compared with an identically-parameterized (standard) extended, consider-parameterized Kalman filter. The onboard filtering scenario examined is a hypothetical spacecraft orbit about a small natural body with imperfectly-known mass. The formulations, relative complexities, and performances of the filters are compared and discussed.

Orbit error characteristic and distribution of TLE using CHAMP orbit data

NASA Astrophysics Data System (ADS)

Xu, Xiao-li; Xiong, Yong-qing

2018-02-01

Space object orbital covariance data is required for collision risk assessments, but publicly accessible two line element (TLE) data does not provide orbital error information. This paper compared historical TLE data and GPS precision ephemerides of CHAMP to assess TLE orbit accuracy from 2002 to 2008, inclusive. TLE error spatial variations with longitude and latitude were calculated to analyze error characteristics and distribution. The results indicate that TLE orbit data are systematically biased from the limited SGP4 model. The biases can reach the level of kilometers, and the sign and magnitude are correlate significantly with longitude.

Structural and Maturational Covariance in Early Childhood Brain Development.

PubMed

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

2017-03-01

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

Spectral Approaches to Learning Predictive Representations

DTIC Science & Technology

2012-09-01

conclusions contained in this document are those of the author and should not be interpreted as representing the official policies, either expressed...to the mean to form an initial prediction of x̂(ht). Similarly, Equation 2.3b can be interpreted as using the dynamics matrix A and error covarianceQ...in the sense of Lyapunov if its dynamics matrix A is. Thus, the Lyapunov criterion can be interpreted as holding for an LDS if, for a given covariance

Resampling-based Methods in Single and Multiple Testing for Equality of Covariance/Correlation Matrices

PubMed Central

Yang, Yang; DeGruttola, Victor

2016-01-01

Traditional resampling-based tests for homogeneity in covariance matrices across multiple groups resample residuals, that is, data centered by group means. These residuals do not share the same second moments when the null hypothesis is false, which makes them difficult to use in the setting of multiple testing. An alternative approach is to resample standardized residuals, data centered by group sample means and standardized by group sample covariance matrices. This approach, however, has been observed to inflate type I error when sample size is small or data are generated from heavy-tailed distributions. We propose to improve this approach by using robust estimation for the first and second moments. We discuss two statistics: the Bartlett statistic and a statistic based on eigen-decomposition of sample covariance matrices. Both statistics can be expressed in terms of standardized errors under the null hypothesis. These methods are extended to test homogeneity in correlation matrices. Using simulation studies, we demonstrate that the robust resampling approach provides comparable or superior performance, relative to traditional approaches, for single testing and reasonable performance for multiple testing. The proposed methods are applied to data collected in an HIV vaccine trial to investigate possible determinants, including vaccine status, vaccine-induced immune response level and viral genotype, of unusual correlation pattern between HIV viral load and CD4 count in newly infected patients. PMID:22740584

Resampling-based methods in single and multiple testing for equality of covariance/correlation matrices.

PubMed

Yang, Yang; DeGruttola, Victor

2012-06-22

Traditional resampling-based tests for homogeneity in covariance matrices across multiple groups resample residuals, that is, data centered by group means. These residuals do not share the same second moments when the null hypothesis is false, which makes them difficult to use in the setting of multiple testing. An alternative approach is to resample standardized residuals, data centered by group sample means and standardized by group sample covariance matrices. This approach, however, has been observed to inflate type I error when sample size is small or data are generated from heavy-tailed distributions. We propose to improve this approach by using robust estimation for the first and second moments. We discuss two statistics: the Bartlett statistic and a statistic based on eigen-decomposition of sample covariance matrices. Both statistics can be expressed in terms of standardized errors under the null hypothesis. These methods are extended to test homogeneity in correlation matrices. Using simulation studies, we demonstrate that the robust resampling approach provides comparable or superior performance, relative to traditional approaches, for single testing and reasonable performance for multiple testing. The proposed methods are applied to data collected in an HIV vaccine trial to investigate possible determinants, including vaccine status, vaccine-induced immune response level and viral genotype, of unusual correlation pattern between HIV viral load and CD4 count in newly infected patients.

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

PubMed

Tangen, C M; Koch, G G

1999-03-01

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

Skylab water balance error analysis

NASA Technical Reports Server (NTRS)

Leonard, J. I.

1977-01-01

Estimates of the precision of the net water balance were obtained for the entire Skylab preflight and inflight phases as well as for the first two weeks of flight. Quantitative estimates of both total sampling errors and instrumentation errors were obtained. It was shown that measurement error is minimal in comparison to biological variability and little can be gained from improvement in analytical accuracy. In addition, a propagation of error analysis demonstrated that total water balance error could be accounted for almost entirely by the errors associated with body mass changes. Errors due to interaction between terms in the water balance equation (covariances) represented less than 10% of the total error. Overall, the analysis provides evidence that daily measurements of body water changes obtained from the indirect balance technique are reasonable, precise, and relaible. The method is not biased toward net retention or loss.

Observability of satellite launcher navigation with INS, GPS, attitude sensors and reference trajectory

NASA Astrophysics Data System (ADS)

Beaudoin, Yanick; Desbiens, André; Gagnon, Eric; Landry, René

2018-01-01

The navigation system of a satellite launcher is of paramount importance. In order to correct the trajectory of the launcher, the position, velocity and attitude must be known with the best possible precision. In this paper, the observability of four navigation solutions is investigated. The first one is the INS/GPS couple. Then, attitude reference sensors, such as magnetometers, are added to the INS/GPS solution. The authors have already demonstrated that the reference trajectory could be used to improve the navigation performance. This approach is added to the two previously mentioned navigation systems. For each navigation solution, the observability is analyzed with different sensor error models. First, sensor biases are neglected. Then, sensor biases are modelled as random walks and as first order Markov processes. The observability is tested with the rank and condition number of the observability matrix, the time evolution of the covariance matrix and sensitivity to measurement outlier tests. The covariance matrix is exploited to evaluate the correlation between states in order to detect structural unobservability problems. Finally, when an unobservable subspace is detected, the result is verified with theoretical analysis of the navigation equations. The results show that evaluating only the observability of a model does not guarantee the ability of the aiding sensors to correct the INS estimates within the mission time. The analysis of the covariance matrix time evolution could be a powerful tool to detect this situation, however in some cases, the problem is only revealed with a sensitivity to measurement outlier test. None of the tested solutions provide GPS position bias observability. For the considered mission, the modelling of the sensor biases as random walks or Markov processes gives equivalent results. Relying on the reference trajectory can improve the precision of the roll estimates. But, in the context of a satellite launcher, the roll estimation error and gyroscope bias are only observable if attitude reference sensors are present.

Integration of Harvest and Time-to-Event Data Used to Estimate Demographic Parameters for White-tailed Deer

NASA Astrophysics Data System (ADS)

Norton, Andrew S.

An integral component of managing game species is an understanding of population dynamics and relative abundance. Harvest data are frequently used to estimate abundance of white-tailed deer. Unless harvest age-structure is representative of the population age-structure and harvest vulnerability remains constant from year to year, these data alone are of limited value. Additional model structure and auxiliary information has accommodated this shortcoming. Specifically, integrated age-at-harvest (AAH) state-space population models can formally combine multiple sources of data, and regularization via hierarchical model structure can increase flexibility of model parameters. I collected known fates data, which I evaluated and used to inform trends in survival parameters for an integrated AAH model. I used temperature and snow depth covariates to predict survival outside of the hunting season, and opening weekend temperature and percent of corn harvest covariates to predict hunting season survival. When auxiliary empirical data were unavailable for the AAH model, moderately informative priors provided sufficient information for convergence and parameter estimates. The AAH model was most sensitive to errors in initial abundance, but this error was calibrated after 3 years. Among vital rates, the AAH model was most sensitive to reporting rates (percentage of mortality during the hunting season related to harvest). The AAH model, using only harvest data, was able to track changing abundance trends due to changes in survival rates even when prior models did not inform these changes (i.e. prior models were constant when truth varied). I also compared AAH model results with estimates from the Wisconsin Department of Natural Resources (WIDNR). Trends in abundance estimates from both models were similar, although AAH model predictions were systematically higher than WIDNR estimates in the East study area. When I incorporated auxiliary information (i.e. integrated AAH model) about survival outside the hunting season from known fates data, predicted trends appeared more closely related to what was expected. Disagreements between the AAH model and WIDNR estimates in the East were likely related to biased predictions for reporting and survival rates from the AAH model.

A multi-pixel InSAR time series analysis method: Simultaneous estimation of atmospheric noise, orbital errors and deformation

NASA Astrophysics Data System (ADS)

Jolivet, R.; Simons, M.

2016-12-01

InSAR time series analysis allows reconstruction of ground deformation with meter-scale spatial resolution and high temporal sampling. For instance, the ESA Sentinel-1 Constellation is capable of providing 6-day temporal sampling, thereby opening a new window on the spatio-temporal behavior of tectonic processes. However, due to computational limitations, most time series methods rely on a pixel-by-pixel approach. This limitation is a concern because (1) accounting for orbital errors requires referencing all interferograms to a common set of pixels before reconstruction of the time series and (2) spatially correlated atmospheric noise due to tropospheric turbulence is ignored. Decomposing interferograms into statistically independent wavelets will mitigate issues of correlated noise, but prior estimation of orbital uncertainties will still be required. Here, we explore a method that considers all pixels simultaneously when solving for the spatio-temporal evolution of interferometric phase Our method is based on a massively parallel implementation of a conjugate direction solver. We consider an interferogram as the sum of the phase difference between 2 SAR acquisitions and the corresponding orbital errors. In addition, we fit the temporal evolution with a physically parameterized function while accounting for spatially correlated noise in the data covariance. We assume noise is isotropic for any given InSAR pair with a covariance described by an exponential function that decays with increasing separation distance between pixels. We regularize our solution in space using a similar exponential function as model covariance. Given the problem size, we avoid matrix multiplications of the full covariances by computing convolutions in the Fourier domain. We first solve the unregularized least squares problem using the LSQR algorithm to approach the final solution, then run our conjugate direction solver to account for data and model covariances. We present synthetic tests showing the efficiency of our method. We then reconstruct a 20-year continuous time series covering Northern Chile. Without input from any additional GNSS data, we recover the secular deformation rate, seasonal oscillations and the deformation fields from the 2005 Mw 7.8 Tarapaca and 2007 Mw 7.7 Tocopilla earthquakes.

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

PubMed

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

2016-09-20

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

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

PubMed Central

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

2015-01-01

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

Influence of model errors in optimal sensor placement

NASA Astrophysics Data System (ADS)

Vincenzi, Loris; Simonini, Laura

2017-02-01

The paper investigates the role of model errors and parametric uncertainties in optimal or near optimal sensor placements for structural health monitoring (SHM) and modal testing. The near optimal set of measurement locations is obtained by the Information Entropy theory; the results of placement process considerably depend on the so-called covariance matrix of prediction error as well as on the definition of the correlation function. A constant and an exponential correlation function depending on the distance between sensors are firstly assumed; then a proposal depending on both distance and modal vectors is presented. With reference to a simple case-study, the effect of model uncertainties on results is described and the reliability and the robustness of the proposed correlation function in the case of model errors are tested with reference to 2D and 3D benchmark case studies. A measure of the quality of the obtained sensor configuration is considered through the use of independent assessment criteria. In conclusion, the results obtained by applying the proposed procedure on a real 5-spans steel footbridge are described. The proposed method also allows to better estimate higher modes when the number of sensors is greater than the number of modes of interest. In addition, the results show a smaller variation in the sensor position when uncertainties occur.

Analysis of Modified SMI Method for Adaptive Array Weight Control. M.S. Thesis

NASA Technical Reports Server (NTRS)

Dilsavor, Ronald Louis

1989-01-01

An adaptive array is used to receive a desired signal in the presence of weak interference signals which need to be suppressed. A modified sample matrix inversion (SMI) algorithm controls the array weights. The modification leads to increased interference suppression by subtracting a fraction of the noise power from the diagonal elements of the covariance matrix. The modified algorithm maximizes an intuitive power ratio criterion. The expected values and variances of the array weights, output powers, and power ratios as functions of the fraction and the number of snapshots are found and compared to computer simulation and real experimental array performance. Reduced-rank covariance approximations and errors in the estimated covariance are also described.

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

PubMed Central

2011-01-01

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

Comparing Parameter Estimation Techniques for an Electrical Power Transformer Oil Temperature Prediction Model

NASA Technical Reports Server (NTRS)

Morris, A. Terry

1999-01-01

This paper examines various sources of error in MIT's improved top oil temperature rise over ambient temperature model and estimation process. The sources of error are the current parameter estimation technique, quantization noise, and post-processing of the transformer data. Results from this paper will show that an output error parameter estimation technique should be selected to replace the current least squares estimation technique. The output error technique obtained accurate predictions of transformer behavior, revealed the best error covariance, obtained consistent parameter estimates, and provided for valid and sensible parameters. This paper will also show that the output error technique should be used to minimize errors attributed to post-processing (decimation) of the transformer data. Models used in this paper are validated using data from a large transformer in service.

Statistical learning from nonrecurrent experience with discrete input variables and recursive-error-minimization equations

NASA Astrophysics Data System (ADS)

Carter, Jeffrey R.; Simon, Wayne E.

1990-08-01

Neural networks are trained using Recursive Error Minimization (REM) equations to perform statistical classification. Using REM equations with continuous input variables reduces the required number of training experiences by factors of one to two orders of magnitude over standard back propagation. Replacing the continuous input variables with discrete binary representations reduces the number of connections by a factor proportional to the number of variables reducing the required number of experiences by another order of magnitude. Undesirable effects of using recurrent experience to train neural networks for statistical classification problems are demonstrated and nonrecurrent experience used to avoid these undesirable effects. 1. THE 1-41 PROBLEM The statistical classification problem which we address is is that of assigning points in ddimensional space to one of two classes. The first class has a covariance matrix of I (the identity matrix) the covariance matrix of the second class is 41. For this reason the problem is known as the 1-41 problem. Both classes have equal probability of occurrence and samples from both classes may appear anywhere throughout the ddimensional space. Most samples near the origin of the coordinate system will be from the first class while most samples away from the origin will be from the second class. Since the two classes completely overlap it is impossible to have a classifier with zero error. The minimum possible error is known as the Bayes error and

Scout trajectory error propagation computer program

NASA Technical Reports Server (NTRS)

Myler, T. R.

1982-01-01

Since 1969, flight experience has been used as the basis for predicting Scout orbital accuracy. The data used for calculating the accuracy consists of errors in the trajectory parameters (altitude, velocity, etc.) at stage burnout as observed on Scout flights. Approximately 50 sets of errors are used in Monte Carlo analysis to generate error statistics in the trajectory parameters. A covariance matrix is formed which may be propagated in time. The mechanization of this process resulted in computer program Scout Trajectory Error Propagation (STEP) and is described herein. Computer program STEP may be used in conjunction with the Statistical Orbital Analysis Routine to generate accuracy in the orbit parameters (apogee, perigee, inclination, etc.) based upon flight experience.

Systematic Error Study for ALICE charged-jet v2 Measurement

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

Heinz, M.; Soltz, R.

We study the treatment of systematic errors in the determination of v 2 for charged jets in √ sNN = 2:76 TeV Pb-Pb collisions by the ALICE Collaboration. Working with the reported values and errors for the 0-5% centrality data we evaluate the Χ 2 according to the formulas given for the statistical and systematic errors, where the latter are separated into correlated and shape contributions. We reproduce both the Χ 2 and p-values relative to a null (zero) result. We then re-cast the systematic errors into an equivalent co-variance matrix and obtain identical results, demonstrating that the two methodsmore » are equivalent.« less

Fitting dynamic models to the Geosat sea level observations in the tropical Pacific Ocean. I - A free wave model

NASA Technical Reports Server (NTRS)

Fu, Lee-Lueng; Vazquez, Jorge; Perigaud, Claire

1991-01-01

Free, equatorially trapped sinusoidal wave solutions to a linear model on an equatorial beta plane are used to fit the Geosat altimetric sea level observations in the tropical Pacific Ocean. The Kalman filter technique is used to estimate the wave amplitude and phase from the data. The estimation is performed at each time step by combining the model forecast with the observation in an optimal fashion utilizing the respective error covariances. The model error covariance is determined such that the performance of the model forecast is optimized. It is found that the dominant observed features can be described qualitatively by basin-scale Kelvin waves and the first meridional-mode Rossby waves. Quantitatively, however, only 23 percent of the signal variance can be accounted for by this simple model.

CoCoa: a software tool for estimating the coefficient of coancestry from multilocus genotype data.

PubMed

Maenhout, Steven; De Baets, Bernard; Haesaert, Geert

2009-10-15

Phenotypic data collected in breeding programs and marker-trait association studies are often analyzed by means of linear mixed models. In these models, the covariance between the genetic background effects of all genotypes under study is modeled by means of pairwise coefficients of coancestry. Several marker-based coancestry estimation procedures allow to estimate this covariance matrix, but generally introduce a certain amount of bias when the examined genotypes are part of a breeding program. CoCoa implements the most commonly used marker-based coancestry estimation procedures and as such, allows to select the best fitting covariance structure for the phenotypic data at hand. This better model fit translates into an increased power and improved type I error control in association studies and an improved accuracy in phenotypic prediction studies. The presented software package also provides an implementation of the new Weighted Alikeness in State (WAIS) estimator for use in hybrid breeding programs. Besides several matrix manipulation tools, CoCoa implements two different bending heuristics, in case the inverse of an ill-conditioned coancestry matrix estimate is needed. The software package CoCoa is freely available at http://webs.hogent.be/cocoa. Source code, manual, binaries for 32 and 64-bit Linux systems and an installer for Microsoft Windows are provided. The core components of CoCoa are written in C++, while the graphical user interface is written in Java.

Analysis and application of minimum variance discrete time system identification

NASA Technical Reports Server (NTRS)

Kaufman, H.; Kotob, S.

1975-01-01

An on-line minimum variance parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise. The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean square convergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.

Assessment of Infrared Sounder Radiometric Noise from Analysis of Spectral Residuals

NASA Astrophysics Data System (ADS)

Dufour, E.; Klonecki, A.; Standfuss, C.; Tournier, B.; Serio, C.; Masiello, G.; Tjemkes, S.; Stuhlmann, R.

2016-08-01

For the preparation and performance monitoring of the future generation of hyperspectral InfraRed sounders dedicated to the precise vertical profiling of the atmospheric state, such as the Meteosat Third Generation hyperspectral InfraRed Sounder, a reliable assessment of the instrument radiometric error covariance matrix is needed.Ideally, an inflight estimation of the radiometrric noise is recommended as certain sources of noise can be driven by the spectral signature of the observed Earth/ atmosphere radiance. Also, unknown correlated noise sources, generally related to incomplete knowledge of the instrument state, can be present, so a caracterisation of the noise spectral correlation is also neeed.A methodology, relying on the analysis of post-retreival spectral residuals, is designed and implemented to derive in-flight the covariance matrix on the basis of Earth scenes measurements. This methodology is successfully demonstrated using IASI observations as MTG-IRS proxy data and made it possible to highlight anticipated correlation structures explained by apodization and micro-vibration effects (ghost). This analysis is corroborated by a parallel estimation based on an IASI black body measurement dataset and the results of an independent micro-vibration model.

Development of a Nonlinear Probability of Collision Tool for the Earth Observing System

NASA Technical Reports Server (NTRS)

McKinley, David P.

2006-01-01

The Earth Observing System (EOS) spacecraft Terra, Aqua, and Aura fly in constellation with several other spacecraft in 705-kilometer mean altitude sun-synchronous orbits. All three spacecraft are operated by the Earth Science Mission Operations (ESMO) Project at Goddard Space Flight Center (GSFC). In 2004, the ESMO project began assessing the probability of collision of the EOS spacecraft with other space objects. In addition to conjunctions with high relative velocities, the collision assessment method for the EOS spacecraft must address conjunctions with low relative velocities during potential collisions between constellation members. Probability of Collision algorithms that are based on assumptions of high relative velocities and linear relative trajectories are not suitable for these situations; therefore an algorithm for handling the nonlinear relative trajectories was developed. This paper describes this algorithm and presents results from its validation for operational use. The probability of collision is typically calculated by integrating a Gaussian probability distribution over the volume swept out by a sphere representing the size of the space objects involved in the conjunction. This sphere is defined as the Hard Body Radius. With the assumption of linear relative trajectories, this volume is a cylinder, which translates into simple limits of integration for the probability calculation. For the case of nonlinear relative trajectories, the volume becomes a complex geometry. However, with an appropriate choice of coordinate systems, the new algorithm breaks down the complex geometry into a series of simple cylinders that have simple limits of integration. This nonlinear algorithm will be discussed in detail in the paper. The nonlinear Probability of Collision algorithm was first verified by showing that, when used in high relative velocity cases, it yields similar answers to existing high relative velocity linear relative trajectory algorithms. The comparison with the existing high velocity/linear theory will also be used to determine at what relative velocity the analysis should use the new nonlinear theory in place of the existing linear theory. The nonlinear algorithm was also compared to a known exact solution for the probability of collision between two objects when the relative motion is strictly circular and the error covariance is spherically symmetric. Figure I shows preliminary results from this comparison by plotting the probabilities calculated from the new algorithm and those from the exact solution versus the Hard Body Radius to Covariance ratio. These results show about 5% error when the Hard Body Radius is equal to one half the spherical covariance magnitude. The algorithm was then combined with a high fidelity orbit state and error covariance propagator into a useful tool for analyzing low relative velocity nonlinear relative trajectories. The high fidelity propagator is capable of using atmospheric drag, central body gravitational, solar radiation, and third body forces to provide accurate prediction of the relative trajectories and covariance evolution. The covariance propagator also includes a process noise model to ensure realistic evolutions of the error covariance. This paper will describe the integration of the nonlinear probability algorithm and the propagators into a useful collision assessment tool. Finally, a hypothetical case study involving a low relative velocity conjunction between members of the Earth Observation System constellation will be presented.

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

PubMed Central

Das, Kiranmoy; Daniels, Michael J.

2014-01-01

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

Uncertainty in the visibility mask of a survey and its effects on the clustering of biased tracers

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

Colavincenzo, M.; Monaco, P.; Borgani, S.

The forecasted accuracy of upcoming surveys of large-scale structure cannot be achieved without a proper quantification of the error induced by foreground removal (or other systematics like 0-point photometry offset). Because these errors are highly correlated on the sky, their influence is expected to be especially important at very large scales, at and beyond the first Baryonic Acoustic Oscillation (BAO). In this work we quantify how the uncertainty in the visibility mask of a survey, that gives the survey depth in a specific sky area, influences the measured power spectrum of a sample of tracers of the density field andmore » its covariance matrix. We start from a very large set of 10,000 catalogs of dark matter (DM) halos in periodic cosmological boxes, produced with the PINOCCHIO approximate method. To make an analytic approach feasible, we assume luminosity-independent halo bias and an idealized geometry for the visibility mask, that is constant in square tiles of physical length l ; this should be interpreted as the projection, at the observation redshift, of the angular correlation scale of the foreground residuals. We find that the power spectrum of these biased tracers can be expressed as the sum of a cosmological term, a mask term and a term involving their convolution. The mask and convolution terms scale like P ∝ l {sup 2}σ {sub A} {sup 2}, where σ {sub A} {sup 2} is the variance of the uncertainty on the visibility mask. With l = 30−100 Mpc/ h and σ {sub A} = 5−20%, the mask term can be significant at k ∼ 0.01−0.1 h /Mpc, and the convolution term can amount to ∼ 1−10% of the total. The influence of mask uncertainty on power spectrum covariance is more complicated: the coupling of the convolution term with the other two gives rise to several mixed terms, that we quantify by difference using the mock catalogs. These are found to be of the same order of the mask covariance, and to introduce non-diagonal terms at large scales. As a consequence, the power spectrum covariance matrix cannot be expressed as the sum of a cosmological and of a mask term. More realistic settings (realistic foregrounds, luminosity-dependent bias) make the analytical approach not feasible, and the problem requires on the one hand usage of extended sets of mock catalogs, on the other hand detailed knowledge of the correlations among errors in the visibility masks. Our results lie down the theoretical bases to quantify the impact that uncertainties in the mask calibration have on the derivation of cosmological constraints from large spectroscopic surveys.« less

Alternative Multiple Imputation Inference for Mean and Covariance Structure Modeling

ERIC Educational Resources Information Center

Lee, Taehun; Cai, Li

2012-01-01

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

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

PubMed

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

2017-11-01

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

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

PubMed

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

2016-03-01

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

Performance analysis of an integrated GPS/inertial attitude determination system. M.S. Thesis - MIT

NASA Technical Reports Server (NTRS)

Sullivan, Wendy I.

1994-01-01

The performance of an integrated GPS/inertial attitude determination system is investigated using a linear covariance analysis. The principles of GPS interferometry are reviewed, and the major error sources of both interferometers and gyroscopes are discussed and modeled. A new figure of merit, attitude dilution of precision (ADOP), is defined for two possible GPS attitude determination methods, namely single difference and double difference interferometry. Based on this figure of merit, a satellite selection scheme is proposed. The performance of the integrated GPS/inertial attitude determination system is determined using a linear covariance analysis. Based on this analysis, it is concluded that the baseline errors (i.e., knowledge of the GPS interferometer baseline relative to the vehicle coordinate system) are the limiting factor in system performance. By reducing baseline errors, it should be possible to use lower quality gyroscopes without significantly reducing performance. For the cases considered, single difference interferometry is only marginally better than double difference interferometry. Finally, the performance of the system is found to be relatively insensitive to the satellite selection technique.

A Statistical Analysis of Brain Morphology Using Wild Bootstrapping

PubMed Central

Ibrahim, Joseph G.; Tang, Niansheng; Rowe, Daniel B.; Hao, Xuejun; Bansal, Ravi; Peterson, Bradley S.

2008-01-01

Methods for the analysis of brain morphology, including voxel-based morphology and surface-based morphometries, have been used to detect associations between brain structure and covariates of interest, such as diagnosis, severity of disease, age, IQ, and genotype. The statistical analysis of morphometric measures usually involves two statistical procedures: 1) invoking a statistical model at each voxel (or point) on the surface of the brain or brain subregion, followed by mapping test statistics (e.g., t test) or their associated p values at each of those voxels; 2) correction for the multiple statistical tests conducted across all voxels on the surface of the brain region under investigation. We propose the use of new statistical methods for each of these procedures. We first use a heteroscedastic linear model to test the associations between the morphological measures at each voxel on the surface of the specified subregion (e.g., cortical or subcortical surfaces) and the covariates of interest. Moreover, we develop a robust test procedure that is based on a resampling method, called wild bootstrapping. This procedure assesses the statistical significance of the associations between a measure of given brain structure and the covariates of interest. The value of this robust test procedure lies in its computationally simplicity and in its applicability to a wide range of imaging data, including data from both anatomical and functional magnetic resonance imaging (fMRI). Simulation studies demonstrate that this robust test procedure can accurately control the family-wise error rate. We demonstrate the application of this robust test procedure to the detection of statistically significant differences in the morphology of the hippocampus over time across gender groups in a large sample of healthy subjects. PMID:17649909

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.

Assimilation of surface NO2 and O3 observations into the SILAM chemistry transport model

NASA Astrophysics Data System (ADS)

Vira, J.; Sofiev, M.

2015-02-01

This paper describes the assimilation of trace gas observations into the chemistry transport model SILAM (System for Integrated modeLling of Atmospheric coMposition) using the 3D-Var method. Assimilation results for the year 2012 are presented for the prominent photochemical pollutants ozone (O3) and nitrogen dioxide (NO2). Both species are covered by the AirBase observation database, which provides the observational data set used in this study. Attention was paid to the background and observation error covariance matrices, which were obtained primarily by the iterative application of a posteriori diagnostics. The diagnostics were computed separately for 2 months representing summer and winter conditions, and further disaggregated by time of day. This enabled the derivation of background and observation error covariance definitions, which included both seasonal and diurnal variation. The consistency of the obtained covariance matrices was verified using χ2 diagnostics. The analysis scores were computed for a control set of observation stations withheld from assimilation. Compared to a free-running model simulation, the correlation coefficient for daily maximum values was improved from 0.8 to 0.9 for O3 and from 0.53 to 0.63 for NO2.

Adaptive error covariances estimation methods for ensemble Kalman filters

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

Zhen, Yicun, E-mail: zhen@math.psu.edu; Harlim, John, E-mail: jharlim@psu.edu

2015-08-01

This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of Belanger's recursive method, to avoid an expensive computational cost in inverting error covariance matrices of product of innovation processes of different lags when the number of observations becomes large. When we use only product of innovation processes up to one-lag, the computational cost is indeed comparable to a recently proposed method by Berry–Sauer's. However, our method is more flexible since it allows for usingmore » information from product of innovation processes of more than one-lag. Extensive numerical comparisons between the proposed method and both the original Belanger's and Berry–Sauer's schemes are shown in various examples, ranging from low-dimensional linear and nonlinear systems of SDEs and 40-dimensional stochastically forced Lorenz-96 model. Our numerical results suggest that the proposed scheme is as accurate as the original Belanger's scheme on low-dimensional problems and has a wider range of more accurate estimates compared to Berry–Sauer's method on L-96 example.« less

Pairwise registration of TLS point clouds using covariance descriptors and a non-cooperative game

NASA Astrophysics Data System (ADS)

Zai, Dawei; Li, Jonathan; Guo, Yulan; Cheng, Ming; Huang, Pengdi; Cao, Xiaofei; Wang, Cheng

2017-12-01

It is challenging to automatically register TLS point clouds with noise, outliers and varying overlap. In this paper, we propose a new method for pairwise registration of TLS point clouds. We first generate covariance matrix descriptors with an adaptive neighborhood size from point clouds to find candidate correspondences, we then construct a non-cooperative game to isolate mutual compatible correspondences, which are considered as true positives. The method was tested on three models acquired by two different TLS systems. Experimental results demonstrate that our proposed adaptive covariance (ACOV) descriptor is invariant to rigid transformation and robust to noise and varying resolutions. The average registration errors achieved on three models are 0.46 cm, 0.32 cm and 1.73 cm, respectively. The computational times cost on these models are about 288 s, 184 s and 903 s, respectively. Besides, our registration framework using ACOV descriptors and a game theoretic method is superior to the state-of-the-art methods in terms of both registration error and computational time. The experiment on a large outdoor scene further demonstrates the feasibility and effectiveness of our proposed pairwise registration framework.

A Multipixel Time Series Analysis Method Accounting for Ground Motion, Atmospheric Noise, and Orbital Errors

NASA Astrophysics Data System (ADS)

Jolivet, R.; Simons, M.

2018-02-01

Interferometric synthetic aperture radar time series methods aim to reconstruct time-dependent ground displacements over large areas from sets of interferograms in order to detect transient, periodic, or small-amplitude deformation. Because of computational limitations, most existing methods consider each pixel independently, ignoring important spatial covariances between observations. We describe a framework to reconstruct time series of ground deformation while considering all pixels simultaneously, allowing us to account for spatial covariances, imprecise orbits, and residual atmospheric perturbations. We describe spatial covariances by an exponential decay function dependent of pixel-to-pixel distance. We approximate the impact of imprecise orbit information and residual long-wavelength atmosphere as a low-order polynomial function. Tests on synthetic data illustrate the importance of incorporating full covariances between pixels in order to avoid biased parameter reconstruction. An example of application to the northern Chilean subduction zone highlights the potential of this method.

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

PubMed Central

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

2015-01-01

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

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

PubMed

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

2016-01-01

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

Model dependence and its effect on ensemble projections in CMIP5

NASA Astrophysics Data System (ADS)

Abramowitz, G.; Bishop, C.

2013-12-01

Conceptually, the notion of model dependence within climate model ensembles is relatively simple - modelling groups share a literature base, parametrisations, data sets and even model code - the potential for dependence in sampling different climate futures is clear. How though can this conceptual problem inform a practical solution that demonstrably improves the ensemble mean and ensemble variance as an estimate of system uncertainty? While some research has already focused on error correlation or error covariance as a candidate to improve ensemble mean estimates, a complete definition of independence must at least implicitly subscribe to an ensemble interpretation paradigm, such as the 'truth-plus-error', 'indistinguishable', or more recently 'replicate Earth' paradigm. Using a definition of model dependence based on error covariance within the replicate Earth paradigm, this presentation will show that accounting for dependence in surface air temperature gives cooler projections in CMIP5 - by as much as 20% globally in some RCPs - although results differ significantly for each RCP, especially regionally. The fact that the change afforded by accounting for dependence across different RCPs is different is not an inconsistent result. Different numbers of submissions to each RCP by different modelling groups mean that differences in projections from different RCPs are not entirely about RCP forcing conditions - they also reflect different sampling strategies.

Impact of Flow-Dependent Error Correlations and Tropospheric Chemistry on Assimilated Ozone

NASA Technical Reports Server (NTRS)

Wargan, K.; Stajner, I.; Hayashi, H.; Pawson, S.; Jones, D. B. A.

2003-01-01

The presentation compares different versions of a global three-dimensional ozone data assimilation system developed at NASA's Data Assimilation Office. The Solar Backscatter Ultraviolet/2 (SBUV/2) total and partial ozone column retrievals are the sole data assimilated in all of the experiments presented. We study the impact of changing the forecast error covariance model from a version assuming static correlations with a one that captures a short-term Lagrangian evolution of those correlations. This is further combined with a study of the impact of neglecting the tropospheric ozone production, loss and dry deposition rates, which are obtained from the Harvard GEOS-CHEM model. We compare statistical characteristics of the assimilated data and the results of validation against independent observations, obtained from WMO balloon-borne sondes and the Polar Ozone and Aerosol Measurement (POAM) III instrument. Experiments show that allowing forecast error correlations to evolve with the flow results in positive impact on assimilated ozone within the regions where data were not assimilated, particularly at high latitudes in both hemispheres. On the other hand, the main sensitivity to tropospheric chemistry is in the Tropics and sub-Tropics. The best agreement between the assimilated ozone and the in-situ sonde data is in the experiment using both flow-dependent error covariances and tropospheric chemistry.

Phonons in two-dimensional soft colloidal crystals.

PubMed

Chen, Ke; Still, Tim; Schoenholz, Samuel; Aptowicz, Kevin B; Schindler, Michael; Maggs, A C; Liu, Andrea J; Yodh, A G

2013-08-01

The vibrational modes of pristine and polycrystalline monolayer colloidal crystals composed of thermosensitive microgel particles are measured using video microscopy and covariance matrix analysis. At low frequencies, the Debye relation for two-dimensional harmonic crystals is observed in both crystal types; at higher frequencies, evidence for van Hove singularities in the phonon density of states is significantly smeared out by experimental noise and measurement statistics. The effects of these errors are analyzed using numerical simulations. We introduce methods to correct for these limitations, which can be applied to disordered systems as well as crystalline ones, and we show that application of the error correction procedure to the experimental data leads to more pronounced van Hove singularities in the pristine crystal. Finally, quasilocalized low-frequency modes in polycrystalline two-dimensional colloidal crystals are identified and demonstrated to correlate with structural defects such as dislocations, suggesting that quasilocalized low-frequency phonon modes may be used to identify local regions vulnerable to rearrangements in crystalline as well as amorphous solids.

ANCOVA Versus CHANGE From Baseline in Nonrandomized Studies: The Difference.

PubMed

van Breukelen, Gerard J P

2013-11-01

The pretest-posttest control group design can be analyzed with the posttest as dependent variable and the pretest as covariate (ANCOVA) or with the difference between posttest and pretest as dependent variable (CHANGE). These 2 methods can give contradictory results if groups differ at pretest, a phenomenon that is known as Lord's paradox. Literature claims that ANCOVA is preferable if treatment assignment is based on randomization or on the pretest and questionable for preexisting groups. Some literature suggests that Lord's paradox has to do with measurement error in the pretest. This article shows two new things: First, the claims are confirmed by proving the mathematical equivalence of ANCOVA to a repeated measures model without group effect at pretest. Second, correction for measurement error in the pretest is shown to lead back to ANCOVA or to CHANGE, depending on the assumed absence or presence of a true group difference at pretest. These two new theoretical results are illustrated with multilevel (mixed) regression and structural equation modeling of data from two studies.

Maximum likelihood techniques applied to quasi-elastic light scattering

NASA Technical Reports Server (NTRS)

Edwards, Robert V.

1992-01-01

There is a necessity of having an automatic procedure for reliable estimation of the quality of the measurement of particle size from QELS (Quasi-Elastic Light Scattering). Getting the measurement itself, before any error estimates can be made, is a problem because it is obtained by a very indirect measurement of a signal derived from the motion of particles in the system and requires the solution of an inverse problem. The eigenvalue structure of the transform that generates the signal is such that an arbitrarily small amount of noise can obliterate parts of any practical inversion spectrum. This project uses the Maximum Likelihood Estimation (MLE) as a framework to generate a theory and a functioning set of software to oversee the measurement process and extract the particle size information, while at the same time providing error estimates for those measurements. The theory involved verifying a correct form of the covariance matrix for the noise on the measurement and then estimating particle size parameters using a modified histogram approach.

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

PubMed

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

2018-02-01

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

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

PubMed

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

2017-05-30

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

Using Fit Indexes to Select a Covariance Model for Longitudinal Data

ERIC Educational Resources Information Center

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

2012-01-01

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

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

PubMed

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

2017-04-28

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

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

PubMed Central

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

2009-01-01

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

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

PubMed

Quintero, Adrian; Lesaffre, Emmanuel

2017-09-01

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

Generalized Background Error covariance matrix model (GEN_BE v2.0)

NASA Astrophysics Data System (ADS)

Descombes, G.; Auligné, T.; Vandenberghe, F.; Barker, D. M.

2014-07-01

The specification of state background error statistics is a key component of data assimilation since it affects the impact observations will have on the analysis. In the variational data assimilation approach, applied in geophysical sciences, the dimensions of the background error covariance matrix (B) are usually too large to be explicitly determined and B needs to be modeled. Recent efforts to include new variables in the analysis such as cloud parameters and chemical species have required the development of the code to GENerate the Background Errors (GEN_BE) version 2.0 for the Weather Research and Forecasting (WRF) community model to allow for a simpler, flexible, robust, and community-oriented framework that gathers methods used by meteorological operational centers and researchers. We present the advantages of this new design for the data assimilation community by performing benchmarks and showing some of the new features on data assimilation test cases. As data assimilation for clouds remains a challenge, we present a multivariate approach that includes hydrometeors in the control variables and new correlated errors. In addition, the GEN_BE v2.0 code is employed to diagnose error parameter statistics for chemical species, which shows that it is a tool flexible enough to involve new control variables. While the generation of the background errors statistics code has been first developed for atmospheric research, the new version (GEN_BE v2.0) can be easily extended to other domains of science and be chosen as a testbed for diagnostic and new modeling of B. Initially developed for variational data assimilation, the model of the B matrix may be useful for variational ensemble hybrid methods as well.

Generalized background error covariance matrix model (GEN_BE v2.0)

NASA Astrophysics Data System (ADS)

Descombes, G.; Auligné, T.; Vandenberghe, F.; Barker, D. M.; Barré, J.

2015-03-01

The specification of state background error statistics is a key component of data assimilation since it affects the impact observations will have on the analysis. In the variational data assimilation approach, applied in geophysical sciences, the dimensions of the background error covariance matrix (B) are usually too large to be explicitly determined and B needs to be modeled. Recent efforts to include new variables in the analysis such as cloud parameters and chemical species have required the development of the code to GENerate the Background Errors (GEN_BE) version 2.0 for the Weather Research and Forecasting (WRF) community model. GEN_BE allows for a simpler, flexible, robust, and community-oriented framework that gathers methods used by some meteorological operational centers and researchers. We present the advantages of this new design for the data assimilation community by performing benchmarks of different modeling of B and showing some of the new features in data assimilation test cases. As data assimilation for clouds remains a challenge, we present a multivariate approach that includes hydrometeors in the control variables and new correlated errors. In addition, the GEN_BE v2.0 code is employed to diagnose error parameter statistics for chemical species, which shows that it is a tool flexible enough to implement new control variables. While the generation of the background errors statistics code was first developed for atmospheric research, the new version (GEN_BE v2.0) can be easily applied to other domains of science and chosen to diagnose and model B. Initially developed for variational data assimilation, the model of the B matrix may be useful for variational ensemble hybrid methods as well.

Statistics of the epoch of reionization 21-cm signal - I. Power spectrum error-covariance

NASA Astrophysics Data System (ADS)

Mondal, Rajesh; Bharadwaj, Somnath; Majumdar, Suman

2016-02-01

The non-Gaussian nature of the epoch of reionization (EoR) 21-cm signal has a significant impact on the error variance of its power spectrum P(k). We have used a large ensemble of seminumerical simulations and an analytical model to estimate the effect of this non-Gaussianity on the entire error-covariance matrix {C}ij. Our analytical model shows that {C}ij has contributions from two sources. One is the usual variance for a Gaussian random field which scales inversely of the number of modes that goes into the estimation of P(k). The other is the trispectrum of the signal. Using the simulated 21-cm Signal Ensemble, an ensemble of the Randomized Signal and Ensembles of Gaussian Random Ensembles we have quantified the effect of the trispectrum on the error variance {C}II. We find that its relative contribution is comparable to or larger than that of the Gaussian term for the k range 0.3 ≤ k ≤ 1.0 Mpc-1, and can be even ˜200 times larger at k ˜ 5 Mpc-1. We also establish that the off-diagonal terms of {C}ij have statistically significant non-zero values which arise purely from the trispectrum. This further signifies that the error in different k modes are not independent. We find a strong correlation between the errors at large k values (≥0.5 Mpc-1), and a weak correlation between the smallest and largest k values. There is also a small anticorrelation between the errors in the smallest and intermediate k values. These results are relevant for the k range that will be probed by the current and upcoming EoR 21-cm experiments.

Assessing the Impact of Pre-gpm Microwave Precipitation Observations in the Goddard WRF Ensemble Data Assimilation System

NASA Technical Reports Server (NTRS)

Chambon, Philippe; Zhang, Sara Q.; Hou, Arthur Y.; Zupanski, Milija; Cheung, Samson

2013-01-01

The forthcoming Global Precipitation Measurement (GPM) Mission will provide next generation precipitation observations from a constellation of satellites. Since precipitation by nature has large variability and low predictability at cloud-resolving scales, the impact of precipitation data on the skills of mesoscale numerical weather prediction (NWP) is largely affected by the characterization of background and observation errors and the representation of nonlinear cloud/precipitation physics in an NWP data assimilation system. We present a data impact study on the assimilation of precipitation-affected microwave (MW) radiances from a pre-GPM satellite constellation using the Goddard WRF Ensemble Data Assimilation System (Goddard WRF-EDAS). A series of assimilation experiments are carried out in a Weather Research Forecast (WRF) model domain of 9 km resolution in western Europe. Sensitivities to observation error specifications, background error covariance estimated from ensemble forecasts with different ensemble sizes, and MW channel selections are examined through single-observation assimilation experiments. An empirical bias correction for precipitation-affected MW radiances is developed based on the statistics of radiance innovations in rainy areas. The data impact is assessed by full data assimilation cycling experiments for a storm event that occurred in France in September 2010. Results show that the assimilation of MW precipitation observations from a satellite constellation mimicking GPM has a positive impact on the accumulated rain forecasts verified with surface radar rain estimates. The case-study on a convective storm also reveals that the accuracy of ensemble-based background error covariance is limited by sampling errors and model errors such as precipitation displacement and unresolved convective scale instability.

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

PubMed

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

2017-11-01

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

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

ERIC Educational Resources Information Center

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

2007-01-01

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

Covariance hypotheses for LANDSAT data

NASA Technical Reports Server (NTRS)

Decell, H. P.; Peters, C.

1983-01-01

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

Bayes Factor Covariance Testing in Item Response Models.

PubMed

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

2017-12-01

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

Testing a single regression coefficient in high dimensional linear models

PubMed Central

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

2017-01-01

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

Testing a single regression coefficient in high dimensional linear models.

PubMed

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

2016-11-01

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

Using Fisher Information Criteria for Chemical Sensor Selection via Convex Optimization Methods

DTIC Science & Technology

2016-11-16

determinant of the inverse Fisher information matrix which is proportional to the global error volume. If a practitioner has a suitable...pro- ceeds from the determinant of the inverse Fisher information matrix which is proportional to the global error volume. If a practitioner has a...design of statistical estimators (i.e. sensors) as their respective inverses act as lower bounds to the (co)variances of the subject estimator, a property

Role of Forcing Uncertainty and Background Model Error Characterization in Snow Data Assimilation

NASA Technical Reports Server (NTRS)

Kumar, Sujay V.; Dong, Jiarul; Peters-Lidard, Christa D.; Mocko, David; Gomez, Breogan

2017-01-01

Accurate specification of the model error covariances in data assimilation systems is a challenging issue. Ensemble land data assimilation methods rely on stochastic perturbations of input forcing and model prognostic fields for developing representations of input model error covariances. This article examines the limitations of using a single forcing dataset for specifying forcing uncertainty inputs for assimilating snow depth retrievals. Using an idealized data assimilation experiment, the article demonstrates that the use of hybrid forcing input strategies (either through the use of an ensemble of forcing products or through the added use of the forcing climatology) provide a better characterization of the background model error, which leads to improved data assimilation results, especially during the snow accumulation and melt-time periods. The use of hybrid forcing ensembles is then employed for assimilating snow depth retrievals from the AMSR2 (Advanced Microwave Scanning Radiometer 2) instrument over two domains in the continental USA with different snow evolution characteristics. Over a region near the Great Lakes, where the snow evolution tends to be ephemeral, the use of hybrid forcing ensembles provides significant improvements relative to the use of a single forcing dataset. Over the Colorado headwaters characterized by large snow accumulation, the impact of using the forcing ensemble is less prominent and is largely limited to the snow transition time periods. The results of the article demonstrate that improving the background model error through the use of a forcing ensemble enables the assimilation system to better incorporate the observational information.

Precise Orbit Determination for GEOSAT Follow-On Using Satellite Laser Ranging Data and Intermission Altimeter Crossovers

NASA Technical Reports Server (NTRS)

Lemoine, Frank G.; Rowlands, David D.; Luthcke, Scott B.; Zelensky, Nikita P.; Chinn, Douglas S.; Pavlis, Despina E.; Marr, Gregory

2001-01-01

The US Navy's GEOSAT Follow-On Spacecraft was launched on February 10, 1998 with the primary objective of the mission to map the oceans using a radar altimeter. Following an extensive set of calibration campaigns in 1999 and 2000, the US Navy formally accepted delivery of the satellite on November 29, 2000. Satellite laser ranging (SLR) and Doppler (Tranet-style) beacons track the spacecraft. Although limited amounts of GPS data were obtained, the primary mode of tracking remains satellite laser ranging. The GFO altimeter measurements are highly precise, with orbit error the largest component in the error budget. We have tuned the non-conservative force model for GFO and the gravity model using SLR, Doppler and altimeter crossover data sampled over one year. Gravity covariance projections to 70x70 show the radial orbit error on GEOSAT was reduced from 2.6 cm in EGM96 to 1.3 cm with the addition of SLR, GFO/GFO and TOPEX/GFO crossover data. Evaluation of the gravity fields using SLR and crossover data support the covariance projections and also show a dramatic reduction in geographically-correlated error for the tuned fields. In this paper, we report on progress in orbit determination for GFO using GFO/GFO and TOPEX/GFO altimeter crossovers. We will discuss improvements in satellite force modeling and orbit determination strategy, which allows reduction in GFO radial orbit error from 10-15 cm to better than 5 cm.

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

PubMed

Taylor, J M; Law, N

1998-10-30

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

Cross-population myelination covariance of human cerebral cortex.

PubMed

Ma, Zhiwei; Zhang, Nanyin

2017-09-01

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

Semiparametric Bayesian analysis of gene-environment interactions with error in measurement of environmental covariates and missing genetic data.

PubMed

Lobach, Iryna; Mallick, Bani; Carroll, Raymond J

2011-01-01

Case-control studies are widely used to detect gene-environment interactions in the etiology of complex diseases. Many variables that are of interest to biomedical researchers are difficult to measure on an individual level, e.g. nutrient intake, cigarette smoking exposure, long-term toxic exposure. Measurement error causes bias in parameter estimates, thus masking key features of data and leading to loss of power and spurious/masked associations. We develop a Bayesian methodology for analysis of case-control studies for the case when measurement error is present in an environmental covariate and the genetic variable has missing data. This approach offers several advantages. It allows prior information to enter the model to make estimation and inference more precise. The environmental covariates measured exactly are modeled completely nonparametrically. Further, information about the probability of disease can be incorporated in the estimation procedure to improve quality of parameter estimates, what cannot be done in conventional case-control studies. A unique feature of the procedure under investigation is that the analysis is based on a pseudo-likelihood function therefore conventional Bayesian techniques may not be technically correct. We propose an approach using Markov Chain Monte Carlo sampling as well as a computationally simple method based on an asymptotic posterior distribution. Simulation experiments demonstrated that our method produced parameter estimates that are nearly unbiased even for small sample sizes. An application of our method is illustrated using a population-based case-control study of the association between calcium intake with the risk of colorectal adenoma development.

Structural Equation Modeling of Multivariate Time Series

ERIC Educational Resources Information Center

du Toit, Stephen H. C.; Browne, Michael W.

2007-01-01

The covariance structure of a vector autoregressive process with moving average residuals (VARMA) is derived. It differs from other available expressions for the covariance function of a stationary VARMA process and is compatible with current structural equation methodology. Structural equation modeling programs, such as LISREL, may therefore be…

The Geodetic Monitoring of the Engineering Structure - A Practical Solution of the Problem in 3D Space

NASA Astrophysics Data System (ADS)

Filipiak-Kowszyk, Daria; Janowski, Artur; Kamiński, Waldemar; Makowska, Karolina; Szulwic, Jakub; Wilde, Krzysztof

2016-12-01

The study raises the issues concerning the automatic system designed for the monitoring of movement of controlled points, located on the roof covering of the Forest Opera in Sopot. It presents the calculation algorithm proposed by authors. It takes into account the specific design and location of the test object. High forest stand makes it difficult to use distant reference points. Hence the reference points used to study the stability of the measuring position are located on the ground elements of the sixmeter-deep concrete foundations, from which the steel arches are derived to support the roof covering (membrane) of the Forest Opera. The tacheometer used in the measurements is located in the glass body placed on a special platform attached to the steel arcs. Measurements of horizontal directions, vertical angles and distances can be additionally subject to errors caused by the laser beam penetration through the glass. Dynamic changes of weather conditions, including the temperature and pressure also have a significant impact on the value of measurement errors, and thus the accuracy of the final determinations represented by the relevant covariance matrices. The estimated coordinates of the reference points, controlled points and tacheometer along with the corresponding covariance matrices obtained from the calculations in the various epochs are used to determine the significance of acquired movements. In case of the stability of reference points, the algorithm assumes the ability to study changes in the position of tacheometer in time, on the basis of measurements performed on these points.

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

PubMed

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

2018-01-01

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

Bayesian operational modal analysis with asynchronous data, Part II: Posterior uncertainty

NASA Astrophysics Data System (ADS)

Zhu, Yi-Chen; Au, Siu-Kui

2018-01-01

A Bayesian modal identification method has been proposed in the companion paper that allows the most probable values of modal parameters to be determined using asynchronous ambient vibration data. This paper investigates the identification uncertainty of modal parameters in terms of their posterior covariance matrix. Computational issues are addressed. Analytical expressions are derived to allow the posterior covariance matrix to be evaluated accurately and efficiently. Synthetic, laboratory and field data examples are presented to verify the consistency, investigate potential modelling error and demonstrate practical applications.

Estimating the variance and integral scale of the transmissivity field using head residual increments

USGS Publications Warehouse

Zheng, Li; Silliman, Stephen E.

2000-01-01

A modification of previously published solutions regarding the spatial variation of hydraulic heads is discussed whereby the semivariogram of increments of head residuals (termed head residual increments HRIs) are related to the variance and integral scale of the transmissivity field. A first‐order solution is developed for the case of a transmissivity field which is isotropic and whose second‐order behavior can be characterized by an exponential covariance structure. The estimates of the variance σY2 and the integral scale λ of the log transmissivity field are then obtained via fitting a theoretical semivariogram for the HRI to its sample semivariogram. This approach is applied to head data sampled from a series of two‐dimensional, simulated aquifers with isotropic, exponential covariance structures and varying degrees of heterogeneity (σY2 = 0.25, 0.5, 1.0, 2.0, and 5.0). The results show that this method provided reliable estimates for both λ and σY2 in aquifers with the value of σY2 up to 2.0, but the errors in those estimates were higher for σY2 equal to 5.0. It is also demonstrated through numerical experiments and theoretical arguments that the head residual increments will provide a sample semivariogram with a lower variance than will the use of the head residuals without calculation of increments.

Accuracy limitations of hyperbolic multilateration systems

DOT National Transportation Integrated Search

1973-03-22

The report is an analysis of the accuracy limitations of hyperbolic multilateration systems. A central result is a demonstration that the inverse of the covariance matrix for positional errors corresponds to the moment of inertia matrix of a simple m...

Structural Impairments of Hippocampus in Coal Mine Gas Explosion-Related Posttraumatic Stress Disorder

PubMed Central

Lang, Xu; Li, Huabing; Qin, Wen; Yu, Chunshui

2014-01-01

Investigations on hippocampal and amygdalar volume have revealed inconsistent results in patients with posttraumatic stress disorder (PTSD). Little is known about the structural covariance alterations between the hippocampus and amygdala in PTSD. In this study, we evaluated the alteration in the hippocampal and amygdalar volume and their structural covariance in the coal mine gas explosion related PTSD. High resolution T1-weighted magnetic resonance imaging (MRI) was performed on coal mine gas explosion related PTSD male patients (n = 14) and non-traumatized coalminers without PTSD (n = 25). The voxel-based morphometry (VBM) method was used to test the inter-group differences in hippocampal and amygdalar volume as well as the inter-group differences in structural covariance between the ipsilateral hippocampus and amygdala. PTSD patients exhibited decreased gray matter volume (GMV) in the bilateral hippocampi compared to controls (p<0.05, FDR corrected). GMV covariances between the ipsilateral hippocampus and amygdala were significantly reduced in PTSD patients compared with controls (p<0.05, FDR corrected). The coalminers with gas explosion related PTSD had decreased hippocampal volume and structural covariance with the ipsilateral amygdala, suggesting that the structural impairment of the hippocampus may implicate in the pathophysiology of PTSD. PMID:25000505

Observations of geographically correlated orbit errors for TOPEX/Poseidon using the global positioning system

NASA Technical Reports Server (NTRS)

Christensen, E. J.; Haines, B. J.; Mccoll, K. C.; Nerem, R. S.

1994-01-01

We have compared Global Positioning System (GPS)-based dynamic and reduced-dynamic TOPEX/Poseidon orbits over three 10-day repeat cycles of the ground-track. The results suggest that the prelaunch joint gravity model (JGM-1) introduces geographically correlated errors (GCEs) which have a strong meridional dependence. The global distribution and magnitude of these GCEs are consistent with a prelaunch covariance analysis, with estimated and predicted global rms error statistics of 2.3 and 2.4 cm rms, respectively. Repeating the analysis with the post-launch joint gravity model (JGM-2) suggests that a portion of the meridional dependence observed in JGM-1 still remains, with global rms error of 1.2 cm.

A Stable Clock Error Model Using Coupled First and Second Order Gauss-Markov Processes

NASA Technical Reports Server (NTRS)

Carpenter, Russell; Lee, Taesul

2008-01-01

Long data outages may occur in applications of global navigation satellite system technology to orbit determination for missions that spend significant fractions of their orbits above the navigation satellite constellation(s). Current clock error models based on the random walk idealization may not be suitable in these circumstances, since the covariance of the clock errors may become large enough to overflow flight computer arithmetic. A model that is stable, but which approximates the existing models over short time horizons is desirable. A coupled first- and second-order Gauss-Markov process is such a model.

Testing Specific Hypotheses Concerning Latent Group Differences in Multi-group Covariance Structure Analysis with Structured Means.

ERIC Educational Resources Information Center

Dolan, Conor V.; Molenaar, Peter C. M.

1994-01-01

In multigroup covariance structure analysis with structured means, the traditional latent selection model is formulated as a special case of phenotypic selection. Illustrations with real and simulated data demonstrate how one can test specific hypotheses concerning selection on latent variables. (SLD)

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.

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

ERIC Educational Resources Information Center

Muthen, Bengt

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

Regression-assisted deconvolution.

PubMed

McIntyre, Julie; Stefanski, Leonard A

2011-06-30

We present a semi-parametric deconvolution estimator for the density function of a random variable biX that is measured with error, a common challenge in many epidemiological studies. Traditional deconvolution estimators rely only on assumptions about the distribution of X and the error in its measurement, and ignore information available in auxiliary variables. Our method assumes the availability of a covariate vector statistically related to X by a mean-variance function regression model, where regression errors are normally distributed and independent of the measurement errors. Simulations suggest that the estimator achieves a much lower integrated squared error than the observed-data kernel density estimator when models are correctly specified and the assumption of normal regression errors is met. We illustrate the method using anthropometric measurements of newborns to estimate the density function of newborn length. Copyright © 2011 John Wiley & Sons, Ltd.

Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors

USGS Publications Warehouse

Langbein, John O.

2017-01-01

Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/fα">1/fα1/fα with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi:10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.

Lessons Learned from Assimilating Altimeter Data into a Coupled General Circulation Model with the GMAO Augmented Ensemble Kalman Filter

NASA Technical Reports Server (NTRS)

Keppenne, Christian; Vernieres, Guillaume; Rienecker, Michele; Jacob, Jossy; Kovach, Robin

2011-01-01

Satellite altimetry measurements have provided global, evenly distributed observations of the ocean surface since 1993. However, the difficulties introduced by the presence of model biases and the requirement that data assimilation systems extrapolate the sea surface height (SSH) information to the subsurface in order to estimate the temperature, salinity and currents make it difficult to optimally exploit these measurements. This talk investigates the potential of the altimetry data assimilation once the biases are accounted for with an ad hoc bias estimation scheme. Either steady-state or state-dependent multivariate background-error covariances from an ensemble of model integrations are used to address the problem of extrapolating the information to the sub-surface. The GMAO ocean data assimilation system applied to an ensemble of coupled model instances using the GEOS-5 AGCM coupled to MOM4 is used in the investigation. To model the background error covariances, the system relies on a hybrid ensemble approach in which a small number of dynamically evolved model trajectories is augmented on the one hand with past instances of the state vector along each trajectory and, on the other, with a steady state ensemble of error estimates from a time series of short-term model forecasts. A state-dependent adaptive error-covariance localization and inflation algorithm controls how the SSH information is extrapolated to the sub-surface. A two-step predictor corrector approach is used to assimilate future information. Independent (not-assimilated) temperature and salinity observations from Argo floats are used to validate the assimilation. A two-step projection method in which the system first calculates a SSH increment and then projects this increment vertically onto the temperature, salt and current fields is found to be most effective in reconstructing the sub-surface information. The performance of the system in reconstructing the sub-surface fields is particularly impressive for temperature, but not as satisfactory for salt.

Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors

NASA Astrophysics Data System (ADS)

Langbein, John

2017-08-01

Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/f^{α } with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi: 10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.

Metabolic rate associates with, but does not generate covariation between, behaviours in western stutter-trilling crickets, Gryllus integer.

PubMed

Krams, Indrikis A; Niemelä, Petri T; Trakimas, Giedrius; Krams, Ronalds; Burghardt, Gordon M; Krama, Tatjana; Kuusik, Aare; Mänd, Marika; Rantala, Markus J; Mänd, Raivo; Kekäläinen, Jukka; Sirkka, Ilkka; Luoto, Severi; Kortet, Raine

2017-03-29

The causes and consequences of among-individual variation and covariation in behaviours are of substantial interest to behavioural ecology, but the proximate mechanisms underpinning this (co)variation are still unclear. Previous research suggests metabolic rate as a potential proximate mechanism to explain behavioural covariation. We measured the resting metabolic rate (RMR), boldness and exploration in western stutter-trilling crickets, Gryllus integer , selected differentially for short and fast development over two generations. After applying mixed-effects models to reveal the sign of the covariation, we applied structural equation models to an individual-level covariance matrix to examine whether the RMR generates covariation between the measured behaviours. All traits showed among-individual variation and covariation: RMR and boldness were positively correlated, RMR and exploration were negatively correlated, and boldness and exploration were negatively correlated. However, the RMR was not a causal factor generating covariation between boldness and exploration. Instead, the covariation between all three traits was explained by another, unmeasured mechanism. The selection lines differed from each other in all measured traits and significantly affected the covariance matrix structure between the traits, suggesting that there is a genetic component in the trait integration. Our results emphasize that interpretations made solely from the correlation matrix might be misleading. © 2017 The Author(s).

Metabolic rate associates with, but does not generate covariation between, behaviours in western stutter-trilling crickets, Gryllus integer

PubMed Central

Trakimas, Giedrius; Krams, Ronalds; Burghardt, Gordon M.; Krama, Tatjana; Kuusik, Aare; Mänd, Marika; Rantala, Markus J.; Mänd, Raivo; Sirkka, Ilkka; Luoto, Severi; Kortet, Raine

2017-01-01

The causes and consequences of among-individual variation and covariation in behaviours are of substantial interest to behavioural ecology, but the proximate mechanisms underpinning this (co)variation are still unclear. Previous research suggests metabolic rate as a potential proximate mechanism to explain behavioural covariation. We measured the resting metabolic rate (RMR), boldness and exploration in western stutter-trilling crickets, Gryllus integer, selected differentially for short and fast development over two generations. After applying mixed-effects models to reveal the sign of the covariation, we applied structural equation models to an individual-level covariance matrix to examine whether the RMR generates covariation between the measured behaviours. All traits showed among-individual variation and covariation: RMR and boldness were positively correlated, RMR and exploration were negatively correlated, and boldness and exploration were negatively correlated. However, the RMR was not a causal factor generating covariation between boldness and exploration. Instead, the covariation between all three traits was explained by another, unmeasured mechanism. The selection lines differed from each other in all measured traits and significantly affected the covariance matrix structure between the traits, suggesting that there is a genetic component in the trait integration. Our results emphasize that interpretations made solely from the correlation matrix might be misleading. PMID:28330918

Missing continuous outcomes under covariate dependent missingness in cluster randomised trials

PubMed Central

Diaz-Ordaz, Karla; Bartlett, Jonathan W

2016-01-01

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

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

PubMed

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

2017-06-01

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

Covariance, correlation matrix, and the multiscale community structure of networks.

PubMed

Shen, Hua-Wei; Cheng, Xue-Qi; Fang, Bin-Xing

2010-07-01

Empirical studies show that real world networks often exhibit multiple scales of topological descriptions. However, it is still an open problem how to identify the intrinsic multiple scales of networks. In this paper, we consider detecting the multiscale community structure of network from the perspective of dimension reduction. According to this perspective, a covariance matrix of network is defined to uncover the multiscale community structure through the translation and rotation transformations. It is proved that the covariance matrix is the unbiased version of the well-known modularity matrix. We then point out that the translation and rotation transformations fail to deal with the heterogeneous network, which is very common in nature and society. To address this problem, a correlation matrix is proposed through introducing the rescaling transformation into the covariance matrix. Extensive tests on real world and artificial networks demonstrate that the correlation matrix significantly outperforms the covariance matrix, identically the modularity matrix, as regards identifying the multiscale community structure of network. This work provides a novel perspective to the identification of community structure and thus various dimension reduction methods might be used for the identification of community structure. Through introducing the correlation matrix, we further conclude that the rescaling transformation is crucial to identify the multiscale community structure of network, as well as the translation and rotation transformations.

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

PubMed

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

2017-01-01

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

Using latent class analysis to model prescription medications in the measurement of falling among a community elderly population

PubMed Central

2013-01-01

Background Falls among the elderly are a major public health concern. Therefore, the possibility of a modeling technique which could better estimate fall probability is both timely and needed. Using biomedical, pharmacological and demographic variables as predictors, latent class analysis (LCA) is demonstrated as a tool for the prediction of falls among community dwelling elderly. Methods Using a retrospective data-set a two-step LCA modeling approach was employed. First, we looked for the optimal number of latent classes for the seven medical indicators, along with the patients’ prescription medication and three covariates (age, gender, and number of medications). Second, the appropriate latent class structure, with the covariates, were modeled on the distal outcome (fall/no fall). The default estimator was maximum likelihood with robust standard errors. The Pearson chi-square, likelihood ratio chi-square, BIC, Lo-Mendell-Rubin Adjusted Likelihood Ratio test and the bootstrap likelihood ratio test were used for model comparisons. Results A review of the model fit indices with covariates shows that a six-class solution was preferred. The predictive probability for latent classes ranged from 84% to 97%. Entropy, a measure of classification accuracy, was good at 90%. Specific prescription medications were found to strongly influence group membership. Conclusions In conclusion the LCA method was effective at finding relevant subgroups within a heterogenous at-risk population for falling. This study demonstrated that LCA offers researchers a valuable tool to model medical data. PMID:23705639

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

USGS Publications Warehouse

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

2010-01-01

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

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

PubMed

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

2016-01-01

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

Stochastic modeling for time series InSAR: with emphasis on atmospheric effects

NASA Astrophysics Data System (ADS)

Cao, Yunmeng; Li, Zhiwei; Wei, Jianchao; Hu, Jun; Duan, Meng; Feng, Guangcai

2018-02-01

Despite the many applications of time series interferometric synthetic aperture radar (TS-InSAR) techniques in geophysical problems, error analysis and assessment have been largely overlooked. Tropospheric propagation error is still the dominant error source of InSAR observations. However, the spatiotemporal variation of atmospheric effects is seldom considered in the present standard TS-InSAR techniques, such as persistent scatterer interferometry and small baseline subset interferometry. The failure to consider the stochastic properties of atmospheric effects not only affects the accuracy of the estimators, but also makes it difficult to assess the uncertainty of the final geophysical results. To address this issue, this paper proposes a network-based variance-covariance estimation method to model the spatiotemporal variation of tropospheric signals, and to estimate the temporal variance-covariance matrix of TS-InSAR observations. The constructed stochastic model is then incorporated into the TS-InSAR estimators both for parameters (e.g., deformation velocity, topography residual) estimation and uncertainty assessment. It is an incremental and positive improvement to the traditional weighted least squares methods to solve the multitemporal InSAR time series. The performance of the proposed method is validated by using both simulated and real datasets.

Precision, Reliability, and Effect Size of Slope Variance in Latent Growth Curve Models: Implications for Statistical Power Analysis

PubMed Central

Brandmaier, Andreas M.; von Oertzen, Timo; Ghisletta, Paolo; Lindenberger, Ulman; Hertzog, Christopher

2018-01-01

Latent Growth Curve Models (LGCM) have become a standard technique to model change over time. Prediction and explanation of inter-individual differences in change are major goals in lifespan research. The major determinants of statistical power to detect individual differences in change are the magnitude of true inter-individual differences in linear change (LGCM slope variance), design precision, alpha level, and sample size. Here, we show that design precision can be expressed as the inverse of effective error. Effective error is determined by instrument reliability and the temporal arrangement of measurement occasions. However, it also depends on another central LGCM component, the variance of the latent intercept and its covariance with the latent slope. We derive a new reliability index for LGCM slope variance—effective curve reliability (ECR)—by scaling slope variance against effective error. ECR is interpretable as a standardized effect size index. We demonstrate how effective error, ECR, and statistical power for a likelihood ratio test of zero slope variance formally relate to each other and how they function as indices of statistical power. We also provide a computational approach to derive ECR for arbitrary intercept-slope covariance. With practical use cases, we argue for the complementary utility of the proposed indices of a study's sensitivity to detect slope variance when making a priori longitudinal design decisions or communicating study designs. PMID:29755377

A fast Monte Carlo EM algorithm for estimation in latent class model analysis with an application to assess diagnostic accuracy for cervical neoplasia in women with AGC

PubMed Central

Kang, Le; Carter, Randy; Darcy, Kathleen; Kauderer, James; Liao, Shu-Yuan

2013-01-01

In this article we use a latent class model (LCM) with prevalence modeled as a function of covariates to assess diagnostic test accuracy in situations where the true disease status is not observed, but observations on three or more conditionally independent diagnostic tests are available. A fast Monte Carlo EM (MCEM) algorithm with binary (disease) diagnostic data is implemented to estimate parameters of interest; namely, sensitivity, specificity, and prevalence of the disease as a function of covariates. To obtain standard errors for confidence interval construction of estimated parameters, the missing information principle is applied to adjust information matrix estimates. We compare the adjusted information matrix based standard error estimates with the bootstrap standard error estimates both obtained using the fast MCEM algorithm through an extensive Monte Carlo study. Simulation demonstrates that the adjusted information matrix approach estimates the standard error similarly with the bootstrap methods under certain scenarios. The bootstrap percentile intervals have satisfactory coverage probabilities. We then apply the LCM analysis to a real data set of 122 subjects from a Gynecologic Oncology Group (GOG) study of significant cervical lesion (S-CL) diagnosis in women with atypical glandular cells of undetermined significance (AGC) to compare the diagnostic accuracy of a histology-based evaluation, a CA-IX biomarker-based test and a human papillomavirus (HPV) DNA test. PMID:24163493

Asteroid approach covariance analysis for the Clementine mission

NASA Technical Reports Server (NTRS)

Ionasescu, Rodica; Sonnabend, David

1993-01-01

The Clementine mission is designed to test Strategic Defense Initiative Organization (SDIO) technology, the Brilliant Pebbles and Brilliant Eyes sensors, by mapping the moon surface and flying by the asteroid Geographos. The capability of two of the instruments available on board the spacecraft, the lidar (laser radar) and the UV/Visible camera is used in the covariance analysis to obtain the spacecraft delivery uncertainties at the asteroid. These uncertainties are due primarily to asteroid ephemeris uncertainties. On board optical navigation reduces the uncertainty in the knowledge of the spacecraft position in the direction perpendicular to the incoming asymptote to a one-sigma value of under 1 km, at the closest approach distance of 100 km. The uncertainty in the knowledge of the encounter time is about 0.1 seconds for a flyby velocity of 10.85 km/s. The magnitude of these uncertainties is due largely to Center Finding Errors (CFE). These systematic errors represent the accuracy expected in locating the center of the asteroid in the optical navigation images, in the absence of a topographic model for the asteroid. The direction of the incoming asymptote cannot be estimated accurately until minutes before the asteroid flyby, and correcting for it would require autonomous navigation. Orbit determination errors dominate over maneuver execution errors, and the final delivery accuracy attained is basically the orbit determination uncertainty before the final maneuver.

BAO from Angular Clustering: Optimization and Mitigation of Theoretical Systematics

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

Crocce, M.; et al.

We study the theoretical systematics and optimize the methodology in Baryon Acoustic Oscillations (BAO) detections using the angular correlation function with tomographic bins. We calibrate and optimize the pipeline for the Dark Energy Survey Year 1 dataset using 1800 mocks. We compare the BAO fitting results obtained with three estimators: the Maximum Likelihood Estimator (MLE), Profile Likelihood, and Markov Chain Monte Carlo. The MLE method yields the least bias in the fit results (bias/spreadmore » $$\\sim 0.02$$) and the error bar derived is the closest to the Gaussian results (1% from 68% Gaussian expectation). When there is mismatch between the template and the data either due to incorrect fiducial cosmology or photo-$z$ error, the MLE again gives the least-biased results. The BAO angular shift that is estimated based on the sound horizon and the angular diameter distance agree with the numerical fit. Various analysis choices are further tested: the number of redshift bins, cross-correlations, and angular binning. We propose two methods to correct the mock covariance when the final sample properties are slightly different from those used to create the mock. We show that the sample changes can be accommodated with the help of the Gaussian covariance matrix or more effectively using the eigenmode expansion of the mock covariance. The eigenmode expansion is significantly less susceptible to statistical fluctuations relative to the direct measurements of the covariance matrix because the number of free parameters is substantially reduced [$p$ parameters versus $p(p+1)/2$ from direct measurement].« less

Random-Effects Models for Meta-Analytic Structural Equation Modeling: Review, Issues, and Illustrations

ERIC Educational Resources Information Center

Cheung, Mike W.-L.; Cheung, Shu Fai

2016-01-01

Meta-analytic structural equation modeling (MASEM) combines the techniques of meta-analysis and structural equation modeling for the purpose of synthesizing correlation or covariance matrices and fitting structural equation models on the pooled correlation or covariance matrix. Both fixed-effects and random-effects models can be defined in MASEM.…

Altered structural covariance of the striatum in functional dyspepsia patients.

PubMed

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

2014-08-01

Functional dyspepsia (FD) is thought to be involved in dysregulation within the brain-gut axis. Recently, altered striatum activation has been reported in patients with FD. However, the gray matter (GM) volumes in the striatum and structural covariance patterns of this area are rarely explored. The purpose of this study was to examine the GM volumes and structural covariance patterns of the striatum between FD patients and healthy controls (HCs). T1-weighted magnetic resonance images were obtained from 44 FD patients and 39 HCs. Voxel-based morphometry (VBM) analysis was adopted to examine the GM volumes in the two groups. The caudate- or putamen-related regions identified from VBM analysis were then used as seeds to map the whole brain voxel-wise structural covariance patterns. Finally, a correlation analysis was used to investigate the effects of FD symptoms on the striatum. The results showed increased GM volumes in the bilateral putamen and right caudate. Compared with the structural covariance patterns of the HCs, the FD-related differences were mainly located in the amygdala, hippocampus/parahippocampus (HIPP/paraHIPP), thalamus, lingual gyrus, and cerebellum. And significant positive correlations were found between the volumes in the striatum and the FD duration in the patients. These findings provided preliminary evidence for GM changes in the striatum and different structural covariance patterns in patients with FD. The current results might expand our understanding of the pathophysiology of FD. © 2014 John Wiley & Sons Ltd.

Effects of Increasing Drag on Conjunction Assessment

NASA Technical Reports Server (NTRS)

Frigm, Ryan Clayton; McKinley, David P.

2010-01-01

Conjunction Assessment Risk Analysis relies heavily on the computation of the Probability of Collision (Pc) and the understanding of the sensitivity of this calculation to the position errors as defined by the covariance. In Low Earth Orbit (LEO), covariance is predominantly driven by perturbations due to atmospheric drag. This paper describes the effects of increasing atmospheric drag through Solar Cycle 24 on Pc calculations. The process of determining these effects is found through analyzing solar flux predictions on Energy Dissipation Rate (EDR), historical relationship between EDR and covariance, and the sensitivity of Pc to covariance. It is discovered that while all LEO satellites will be affected by the increase in solar activity, the relative effect is more significant in the LEO regime around 700 kilometers in altitude compared to 400 kilometers. Furthermore, it is shown that higher Pc values can be expected at larger close approach miss distances. Understanding these counter-intuitive results is important to setting Owner/Operator expectations concerning conjunctions as solar maximum approaches.

Uncertainty analysis of the Operational Simplified Surface Energy Balance (SSEBop) model at multiple flux tower sites

USGS Publications Warehouse

Chen, Mingshi; Senay, Gabriel B.; Singh, Ramesh K.; Verdin, James P.

2016-01-01

Evapotranspiration (ET) is an important component of the water cycle – ET from the land surface returns approximately 60% of the global precipitation back to the atmosphere. ET also plays an important role in energy transport among the biosphere, atmosphere, and hydrosphere. Current regional to global and daily to annual ET estimation relies mainly on surface energy balance (SEB) ET models or statistical and empirical methods driven by remote sensing data and various climatological databases. These models have uncertainties due to inevitable input errors, poorly defined parameters, and inadequate model structures. The eddy covariance measurements on water, energy, and carbon fluxes at the AmeriFlux tower sites provide an opportunity to assess the ET modeling uncertainties. In this study, we focused on uncertainty analysis of the Operational Simplified Surface Energy Balance (SSEBop) model for ET estimation at multiple AmeriFlux tower sites with diverse land cover characteristics and climatic conditions. The 8-day composite 1-km MODerate resolution Imaging Spectroradiometer (MODIS) land surface temperature (LST) was used as input land surface temperature for the SSEBop algorithms. The other input data were taken from the AmeriFlux database. Results of statistical analysis indicated that the SSEBop model performed well in estimating ET with an R2 of 0.86 between estimated ET and eddy covariance measurements at 42 AmeriFlux tower sites during 2001–2007. It was encouraging to see that the best performance was observed for croplands, where R2 was 0.92 with a root mean square error of 13 mm/month. The uncertainties or random errors from input variables and parameters of the SSEBop model led to monthly ET estimates with relative errors less than 20% across multiple flux tower sites distributed across different biomes. This uncertainty of the SSEBop model lies within the error range of other SEB models, suggesting systematic error or bias of the SSEBop model is within the normal range. This finding implies that the simplified parameterization of the SSEBop model did not significantly affect the accuracy of the ET estimate while increasing the ease of model setup for operational applications. The sensitivity analysis indicated that the SSEBop model is most sensitive to input variables, land surface temperature (LST) and reference ET (ETo); and parameters, differential temperature (dT), and maximum ET scalar (Kmax), particularly during the non-growing season and in dry areas. In summary, the uncertainty assessment verifies that the SSEBop model is a reliable and robust method for large-area ET estimation. The SSEBop model estimates can be further improved by reducing errors in two input variables (ETo and LST) and two key parameters (Kmax and dT).

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

PubMed Central

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

2018-01-01

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

Language Ability Predicts Cortical Structure and Covariance in Boys with Autism Spectrum Disorder.

PubMed

Sharda, Megha; Foster, Nicholas E V; Tryfon, Ana; Doyle-Thomas, Krissy A R; Ouimet, Tia; Anagnostou, Evdokia; Evans, Alan C; Zwaigenbaum, Lonnie; Lerch, Jason P; Lewis, John D; Hyde, Krista L

2017-03-01

There is significant clinical heterogeneity in language and communication abilities of individuals with Autism Spectrum Disorders (ASD). However, no consistent pathology regarding the relationship of these abilities to brain structure has emerged. Recent developments in anatomical correlation-based approaches to map structural covariance networks (SCNs), combined with detailed behavioral characterization, offer an alternative for studying these relationships. In this study, such an approach was used to study the integrity of SCNs of cortical thickness and surface area associated with language and communication, in 46 high-functioning, school-age children with ASD compared with 50 matched, typically developing controls (all males) with IQ > 75. Findings showed that there was alteration of cortical structure and disruption of fronto-temporal cortical covariance in ASD compared with controls. Furthermore, in an analysis of a subset of ASD participants, alterations in both cortical structure and covariance were modulated by structural language ability of the participants, but not communicative function. These findings indicate that structural language abilities are related to altered fronto-temporal cortical covariance in ASD, much more than symptom severity or cognitive ability. They also support the importance of better characterizing ASD samples while studying brain structure and for better understanding individual differences in language and communication abilities in ASD. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

A class of covariate-dependent spatiotemporal covariance functions

PubMed Central

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

2014-01-01

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

Multiple Flux Footprints, Flux Divergences and Boundary Layer Mixing Ratios: Studies of Ecosystem-Atmosphere CO2 Exchange Using the WLEF Tall Tower.

NASA Astrophysics Data System (ADS)

Davis, K. J.; Bakwin, P. S.; Yi, C.; Cook, B. D.; Wang, W.; Denning, A. S.; Teclaw, R.; Isebrands, J. G.

2001-05-01

Long-term, tower-based measurements using the eddy-covariance method have revealed a wealth of detail about the temporal dynamics of netecosystem-atmosphere exchange (NEE) of CO2. The data also provide a measure of the annual net CO2 exchange. The area represented by these flux measurements, however, is limited, and doubts remain about possible systematic errors that may bias the annual net exchange measurements. Flux and mixing ratio measurements conducted at the WLEF tall tower as part of the Chequamegon Ecosystem-Atmosphere Study (ChEAS) allow for unique assessment of the uncertainties in NEE of CO2. The synergy between flux and mixing ratio observations shows the potential for comparing inverse and eddy-covariance methods of estimating NEE of CO2. Such comparisons may strengthen confidence in both results and begin to bridge the huge gap in spatial scales (at least 3 orders of magnitude) between continental or hemispheric scale inverse studies and kilometer-scale eddy covariance flux measurements. Data from WLEF and Willow Creek, another ChEAS tower, are used to estimate random and systematic errors in NEE of CO2. Random uncertainty in seasonal exchange rates and the annual integrated NEE, including both turbulent sampling errors and variability in enviromental conditions, is small. Systematic errors are identified by examining changes in flux as a function of atmospheric stability and wind direction, and by comparing the multiple level flux measurements on the WLEF tower. Nighttime drainage is modest but evident. Systematic horizontal advection occurs during the morning turbulence transition. The potential total systematic error appears to be larger than random uncertainty, but still modest. The total systematic error, however, is difficult to assess. It appears that the WLEF region ecosystems were a small net sink of CO2 in 1997. It is clear that the summer uptake rate at WLEF is much smaller than that at most deciduous forest sites, including the nearby Willow Creek site. The WLEF tower also allows us to study the potential for monitoring continental CO2 mixing ratios from tower sites. Despite concerns about the proximity to ecosystem sources and sinks, it is clear that boundary layer CO2 mixing ratios can be monitored using typical surface layer towers. Seasonal and annual land-ocean mixing ratio gradients are readily detectable, providing the motivation for a flux-tower based mixing ratio observation network that could greatly improve the accuracy of inversion-based estimates of NEE of CO2, and enable inversions to be applied on smaller temporal and spatial scales. Results from the WLEF tower illustrate the degree to which local flux measurements represent interannual, seasonal and synoptic CO2 mixing ratio trends. This coherence between fluxes and mixing ratios serves to "regionalize" the eddy-covariance based local NEE observations.

Eddy Covariance Method: Overview of General Guidelines and Conventional Workflow

NASA Astrophysics Data System (ADS)

Burba, G. G.; Anderson, D. J.; Amen, J. L.

2007-12-01

Atmospheric flux measurements are widely used to estimate water, heat, carbon dioxide and trace gas exchange between the ecosystem and the atmosphere. The Eddy Covariance method is one of the most direct, defensible ways to measure and calculate turbulent fluxes within the atmospheric boundary layer. However, the method is mathematically complex, and requires significant care to set up and process data. These reasons may be why the method is currently used predominantly by micrometeorologists. Modern instruments and software can potentially expand the use of this method beyond micrometeorology and prove valuable for plant physiology, hydrology, biology, ecology, entomology, and other non-micrometeorological areas of research. The main challenge of the method for a non-expert is the complexity of system design, implementation, and processing of the large volume of data. In the past several years, efforts of the flux networks (e.g., FluxNet, Ameriflux, CarboEurope, Fluxnet-Canada, Asiaflux, etc.) have led to noticeable progress in unification of the terminology and general standardization of processing steps. The methodology itself, however, is difficult to unify, because various experimental sites and different purposes of studies dictate different treatments, and site-, measurement- and purpose-specific approaches. Here we present an overview of theory and typical workflow of the Eddy Covariance method in a format specifically designed to (i) familiarize a non-expert with general principles, requirements, applications, and processing steps of the conventional Eddy Covariance technique, (ii) to assist in further understanding the method through more advanced references such as textbooks, network guidelines and journal papers, (iii) to help technicians, students and new researchers in the field deployment of the Eddy Covariance method, and (iv) to assist in its use beyond micrometeorology. The overview is based, to a large degree, on the frequently asked questions received from new users of the Eddy Covariance method and relevant instrumentation, and employs non-technical language to be of practical use to those new to this field. Information is provided on theory of the method (including state of methodology, basic derivations, practical formulations, major assumptions and sources of errors, error treatment, and use in non- traditional terrains), practical workflow (e.g., experimental design, implementation, data processing, and quality control), alternative methods and applications, and the most frequently overlooked details of the measurements. References and access to an extended 141-page Eddy Covariance Guideline in three electronic formats are also provided.

Detecting Intervention Effects in a Cluster-Randomized Design Using Multilevel Structural Equation Modeling for Binary Responses

PubMed Central

Cho, Sun-Joo; Preacher, Kristopher J.; Bottge, Brian A.

2015-01-01

Multilevel modeling (MLM) is frequently used to detect group differences, such as an intervention effect in a pre-test–post-test cluster-randomized design. Group differences on the post-test scores are detected by controlling for pre-test scores as a proxy variable for unobserved factors that predict future attributes. The pre-test and post-test scores that are most often used in MLM are summed item responses (or total scores). In prior research, there have been concerns regarding measurement error in the use of total scores in using MLM. To correct for measurement error in the covariate and outcome, a theoretical justification for the use of multilevel structural equation modeling (MSEM) has been established. However, MSEM for binary responses has not been widely applied to detect intervention effects (group differences) in intervention studies. In this article, the use of MSEM for intervention studies is demonstrated and the performance of MSEM is evaluated via a simulation study. Furthermore, the consequences of using MLM instead of MSEM are shown in detecting group differences. Results of the simulation study showed that MSEM performed adequately as the number of clusters, cluster size, and intraclass correlation increased and outperformed MLM for the detection of group differences. PMID:29881032

Detecting Intervention Effects in a Cluster-Randomized Design Using Multilevel Structural Equation Modeling for Binary Responses.

PubMed

Cho, Sun-Joo; Preacher, Kristopher J; Bottge, Brian A

2015-11-01

Multilevel modeling (MLM) is frequently used to detect group differences, such as an intervention effect in a pre-test-post-test cluster-randomized design. Group differences on the post-test scores are detected by controlling for pre-test scores as a proxy variable for unobserved factors that predict future attributes. The pre-test and post-test scores that are most often used in MLM are summed item responses (or total scores). In prior research, there have been concerns regarding measurement error in the use of total scores in using MLM. To correct for measurement error in the covariate and outcome, a theoretical justification for the use of multilevel structural equation modeling (MSEM) has been established. However, MSEM for binary responses has not been widely applied to detect intervention effects (group differences) in intervention studies. In this article, the use of MSEM for intervention studies is demonstrated and the performance of MSEM is evaluated via a simulation study. Furthermore, the consequences of using MLM instead of MSEM are shown in detecting group differences. Results of the simulation study showed that MSEM performed adequately as the number of clusters, cluster size, and intraclass correlation increased and outperformed MLM for the detection of group differences.

Matching on the Disease Risk Score in Comparative Effectiveness Research of New Treatments

PubMed Central

Wyss, Richard; Ellis, Alan R.; Brookhart, M. Alan; Funk, Michele Jonsson; Girman, Cynthia J.; Simpson, Ross J.; Stürmer, Til

2016-01-01

Purpose We use simulations and an empirical example to evaluate the performance of disease risk score (DRS) matching compared with propensity score (PS) matching when controlling large numbers of covariates in settings involving newly introduced treatments. Methods We simulated a dichotomous treatment, a dichotomous outcome, and 100 baseline covariates that included both continuous and dichotomous random variables. For the empirical example, we evaluated the comparative effectiveness of dabigatran versus warfarin in preventing combined ischemic stroke and all-cause mortality. We matched treatment groups on a historically estimated DRS and again on the PS. We controlled for a high-dimensional set of covariates using 20% and 1% samples of Medicare claims data from October 2010 through December 2012. Results In simulations, matching on the DRS versus the PS generally yielded matches for more treated individuals and improved precision of the effect estimate. For the empirical example, PS and DRS matching in the 20% sample resulted in similar hazard ratios (0.88 and 0.87) and standard errors (0.04 for both methods). In the 1% sample, PS matching resulted in matches for only 92.0% of the treated population and a hazard ratio and standard error of 0.89 and 0.19, respectively, while DRS matching resulted in matches for 98.5% and a hazard ratio and standard error of 0.85 and 0.16, respectively. Conclusions When PS distributions are separated, DRS matching can improve the precision of effect estimates and allow researchers to evaluate the treatment effect in a larger proportion of the treated population. However, accurately modeling the DRS can be challenging compared with the PS. PMID:26112690

Matching on the disease risk score in comparative effectiveness research of new treatments.

PubMed

Wyss, Richard; Ellis, Alan R; Brookhart, M Alan; Jonsson Funk, Michele; Girman, Cynthia J; Simpson, Ross J; Stürmer, Til

2015-09-01

We use simulations and an empirical example to evaluate the performance of disease risk score (DRS) matching compared with propensity score (PS) matching when controlling large numbers of covariates in settings involving newly introduced treatments. We simulated a dichotomous treatment, a dichotomous outcome, and 100 baseline covariates that included both continuous and dichotomous random variables. For the empirical example, we evaluated the comparative effectiveness of dabigatran versus warfarin in preventing combined ischemic stroke and all-cause mortality. We matched treatment groups on a historically estimated DRS and again on the PS. We controlled for a high-dimensional set of covariates using 20% and 1% samples of Medicare claims data from October 2010 through December 2012. In simulations, matching on the DRS versus the PS generally yielded matches for more treated individuals and improved precision of the effect estimate. For the empirical example, PS and DRS matching in the 20% sample resulted in similar hazard ratios (0.88 and 0.87) and standard errors (0.04 for both methods). In the 1% sample, PS matching resulted in matches for only 92.0% of the treated population and a hazard ratio and standard error of 0.89 and 0.19, respectively, while DRS matching resulted in matches for 98.5% and a hazard ratio and standard error of 0.85 and 0.16, respectively. When PS distributions are separated, DRS matching can improve the precision of effect estimates and allow researchers to evaluate the treatment effect in a larger proportion of the treated population. However, accurately modeling the DRS can be challenging compared with the PS. Copyright © 2015 John Wiley & Sons, Ltd.

Detection of the pairwise kinematic Sunyaev-Zel'dovich effect with BOSS DR11 and the Atacama Cosmology Telescope

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

Bernardis, F. De; Vavagiakis, E.M.; Niemack, M.D.

We present a new measurement of the kinematic Sunyaev-Zel'dovich effect using data from the Atacama Cosmology Telescope (ACT) and the Baryon Oscillation Spectroscopic Survey (BOSS). Using 600 square degrees of overlapping sky area, we evaluate the mean pairwise baryon momentum associated with the positions of 50,000 bright galaxies in the BOSS DR11 Large Scale Structure catalog. A non-zero signal arises from the large-scale motions of halos containing the sample galaxies. The data fits an analytical signal model well, with the optical depth to microwave photon scattering as a free parameter determining the overall signal amplitude. We estimate the covariance matrixmore » of the mean pairwise momentum as a function of galaxy separation, using microwave sky simulations, jackknife evaluation, and bootstrap estimates. The most conservative simulation-based errors give signal-to-noise estimates between 3.6 and 4.1 for varying galaxy luminosity cuts. We discuss how the other error determinations can lead to higher signal-to-noise values, and consider the impact of several possible systematic errors. Estimates of the optical depth from the average thermal Sunyaev-Zel'dovich signal at the sample galaxy positions are broadly consistent with those obtained from the mean pairwise momentum signal.« less

Detection of the Pairwise Kinematic Sunyaev-Zel'dovich Effect with BOSS DR11 and the Atacama Cosmology Telescope

NASA Technical Reports Server (NTRS)

De Bernardis, F.; Aiola, S.; Vavagiakis, E. M.; Battaglia, N.; Niemack, M. D.; Beall, J.; Becker, D. T.; Bond, J. R.; Calabrese, E.; Cho, H.;

Detection of the pairwise kinematic Sunyaev-Zel'dovich effect with BOSS DR11 and the Atacama Cosmology Telescope

NASA Astrophysics Data System (ADS)

De Bernardis, F.; Aiola, S.; Vavagiakis, E. M.; Battaglia, N.; Niemack, M. D.; Beall, J.; Becker, D. T.; Bond, J. R.; Calabrese, E.; Cho, H.; Coughlin, K.; Datta, R.; Devlin, M.; Dunkley, J.; Dunner, R.; Ferraro, S.; Fox, A.; Gallardo, P. A.; Halpern, M.; Hand, N.; Hasselfield, M.; Henderson, S. W.; Hill, J. C.; Hilton, G. C.; Hilton, M.; Hincks, A. D.; Hlozek, R.; Hubmayr, J.; Huffenberger, K.; Hughes, J. P.; Irwin, K. D.; Koopman, B. J.; Kosowsky, A.; Li, D.; Louis, T.; Lungu, M.; Madhavacheril, M. S.; Maurin, L.; McMahon, J.; Moodley, K.; Naess, S.; Nati, F.; Newburgh, L.; Nibarger, J. P.; Page, L. A.; Partridge, B.; Schaan, E.; Schmitt, B. L.; Sehgal, N.; Sievers, J.; Simon, S. M.; Spergel, D. N.; Staggs, S. T.; Stevens, J. R.; Thornton, R. J.; van Engelen, A.; Van Lanen, J.; Wollack, E. J.

2017-03-01

We present a new measurement of the kinematic Sunyaev-Zel'dovich effect using data from the Atacama Cosmology Telescope (ACT) and the Baryon Oscillation Spectroscopic Survey (BOSS). Using 600 square degrees of overlapping sky area, we evaluate the mean pairwise baryon momentum associated with the positions of 50,000 bright galaxies in the BOSS DR11 Large Scale Structure catalog. A non-zero signal arises from the large-scale motions of halos containing the sample galaxies. The data fits an analytical signal model well, with the optical depth to microwave photon scattering as a free parameter determining the overall signal amplitude. We estimate the covariance matrix of the mean pairwise momentum as a function of galaxy separation, using microwave sky simulations, jackknife evaluation, and bootstrap estimates. The most conservative simulation-based errors give signal-to-noise estimates between 3.6 and 4.1 for varying galaxy luminosity cuts. We discuss how the other error determinations can lead to higher signal-to-noise values, and consider the impact of several possible systematic errors. Estimates of the optical depth from the average thermal Sunyaev-Zel'dovich signal at the sample galaxy positions are broadly consistent with those obtained from the mean pairwise momentum signal.

Quantifying radar-rainfall uncertainties in urban drainage flow modelling

NASA Astrophysics Data System (ADS)

Rico-Ramirez, M. A.; Liguori, S.; Schellart, A. N. A.

2015-09-01

This work presents the results of the implementation of a probabilistic system to model the uncertainty associated to radar rainfall (RR) estimates and the way this uncertainty propagates through the sewer system of an urban area located in the North of England. The spatial and temporal correlations of the RR errors as well as the error covariance matrix were computed to build a RR error model able to generate RR ensembles that reproduce the uncertainty associated with the measured rainfall. The results showed that the RR ensembles provide important information about the uncertainty in the rainfall measurement that can be propagated in the urban sewer system. The results showed that the measured flow peaks and flow volumes are often bounded within the uncertainty area produced by the RR ensembles. In 55% of the simulated events, the uncertainties in RR measurements can explain the uncertainties observed in the simulated flow volumes. However, there are also some events where the RR uncertainty cannot explain the whole uncertainty observed in the simulated flow volumes indicating that there are additional sources of uncertainty that must be considered such as the uncertainty in the urban drainage model structure, the uncertainty in the urban drainage model calibrated parameters, and the uncertainty in the measured sewer flows.

Use of Two-Way Time Transfer Measurements to Improve Geostationary Satellite Navigation

DTIC Science & Technology

2007-03-01

lo ck E rro r ( m et er s...clock measurement blackouts. 2 4 6 8 10 12 14 16 18 20 22 -100 -50 0 50 100 GEO Clock Bias Error Time (hours) C lo ck E rro r ( m et er s...20 GEO Clock Bias Error Time (hours) C lo ck E rro r ( m et er s) Filter-Computed Covariance 0 5 10 15 20 -20 -15 -10 -5 0 5 10 15 20 GEO

Covariance analysis of the airborne laser ranging system

NASA Technical Reports Server (NTRS)

Englar, T. S., Jr.; Hammond, C. L.; Gibbs, B. P.

1981-01-01

The requirements and limitations of employing an airborne laser ranging system for detecting crustal shifts of the Earth within centimeters over a region of approximately 200 by 400 km are presented. The system consists of an aircraft which flies over a grid of ground deployed retroreflectors, making six passes over the grid at two different altitudes. The retroreflector baseline errors are assumed to result from measurement noise, a priori errors on the aircraft and retroreflector positions, tropospheric refraction, and sensor biases.

Space shuttle navigation analysis

NASA Technical Reports Server (NTRS)

Jones, H. L.; Luders, G.; Matchett, G. A.; Sciabarrasi, J. E.

1976-01-01

A detailed analysis of space shuttle navigation for each of the major mission phases is presented. A covariance analysis program for prelaunch IMU calibration and alignment for the orbital flight tests (OFT) is described, and a partial error budget is presented. The ascent, orbital operations and deorbit maneuver study considered GPS-aided inertial navigation in the Phase III GPS (1984+) time frame. The entry and landing study evaluated navigation performance for the OFT baseline system. Detailed error budgets and sensitivity analyses are provided for both the ascent and entry studies.

Analysis of modified SMI method for adaptive array weight control

NASA Technical Reports Server (NTRS)

Dilsavor, R. L.; Moses, R. L.

1989-01-01

An adaptive array is applied to the problem of receiving a desired signal in the presence of weak interference signals which need to be suppressed. A modification, suggested by Gupta, of the sample matrix inversion (SMI) algorithm controls the array weights. In the modified SMI algorithm, interference suppression is increased by subtracting a fraction F of the noise power from the diagonal elements of the estimated covariance matrix. Given the true covariance matrix and the desired signal direction, the modified algorithm is shown to maximize a well-defined, intuitive output power ratio criterion. Expressions are derived for the expected value and variance of the array weights and output powers as a function of the fraction F and the number of snapshots used in the covariance matrix estimate. These expressions are compared with computer simulation and good agreement is found. A trade-off is found to exist between the desired level of interference suppression and the number of snapshots required in order to achieve that level with some certainty. The removal of noise eigenvectors from the covariance matrix inverse is also discussed with respect to this application. Finally, the type and severity of errors which occur in the covariance matrix estimate are characterized through simulation.

An estimating equation approach to dimension reduction for longitudinal data

PubMed Central

Xu, Kelin; Guo, Wensheng; Xiong, Momiao; Zhu, Liping; Jin, Li

2016-01-01

Sufficient dimension reduction has been extensively explored in the context of independent and identically distributed data. In this article we generalize sufficient dimension reduction to longitudinal data and propose an estimating equation approach to estimating the central mean subspace. The proposed method accounts for the covariance structure within each subject and improves estimation efficiency when the covariance structure is correctly specified. Even if the covariance structure is misspecified, our estimator remains consistent. In addition, our method relaxes distributional assumptions on the covariates and is doubly robust. To determine the structural dimension of the central mean subspace, we propose a Bayesian-type information criterion. We show that the estimated structural dimension is consistent and that the estimated basis directions are root-\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{upgreek} \\usepackage{mathrsfs} \\setlength{\\oddsidemargin}{-69pt} \\begin{document} }{}$n$\\end{document} consistent, asymptotically normal and locally efficient. Simulations and an analysis of the Framingham Heart Study data confirm the effectiveness of our approach. PMID:27017956

The transformation of aerodynamic stability derivatives by symbolic mathematical computation

NASA Technical Reports Server (NTRS)

Howard, J. C.

1975-01-01

The formulation of mathematical models of aeronautical systems for simulation or other purposes, involves the transformation of aerodynamic stability derivatives. It is shown that these derivatives transform like the components of a second order tensor having one index of covariance and one index of contravariance. Moreover, due to the equivalence of covariant and contravariant transformations in orthogonal Cartesian systems of coordinates, the transformations can be treated as doubly covariant or doubly contravariant, if this simplifies the formulation. It is shown that the tensor properties of these derivatives can be used to facilitate their transformation by symbolic mathematical computation, and the use of digital computers equipped with formula manipulation compilers. When the tensor transformations are mechanised in the manner described, man-hours are saved and the errors to which human operators are prone can be avoided.

Erratum: A Comparison of Closures for Stochastic Advection-Diffusion Equations

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

Jarman, Kenneth D.; Tartakovsky, Alexandre M.

2015-01-01

This note corrects an error in the authors' article [SIAM/ASA J. Uncertain. Quantif., 1 (2013), pp. 319 347] in which the cited work [Neuman, Water Resour. Res., 29(3) (1993), pp. 633 645] was incorrectly represented and attributed. Concentration covariance equations presented in our article as new were in fact previously derived in the latter work. In the original abstract, the phrase " . . .we propose a closed-form approximation to two-point covariance as a measure of uncertainty. . ." should be replaced by the phrase " . . .we study a closed-form approximation to two-point covariance, previously derived in [Neumanmore » 1993], as a measure of uncertainty." The primary results in our article--the analytical and numerical comparison of existing closure methods for specific example problems are not changed by this correction.« less

Cortical Thinning and Altered Cortico-Cortical Structural Covariance of the Default Mode Network in Patients with Persistent Insomnia Symptoms

PubMed Central

Suh, Sooyeon; Kim, Hosung; Dang-Vu, Thien Thanh; Joo, Eunyeon; Shin, Chol

2016-01-01

Study Objectives: Recent studies have suggested that structural abnormalities in insomnia may be linked with alterations in the default-mode network (DMN). This study compared cortical thickness and structural connectivity linked to the DMN in patients with persistent insomnia (PI) and good sleepers (GS). Methods: The current study used a clinical subsample from the longitudinal community-based Korean Genome and Epidemiology Study (KoGES). Cortical thickness and structural connectivity linked to the DMN in patients with persistent insomnia symptoms (PIS; n = 57) were compared to good sleepers (GS; n = 40). All participants underwent MRI acquisition. Based on literature review, we selected cortical regions corresponding to the DMN. A seed-based structural covariance analysis measured cortical thickness correlation between each seed region of the DMN and other cortical areas. Association of cortical thickness and covariance with sleep quality and neuropsychological assessments were further assessed. Results: Compared to GS, cortical thinning was found in PIS in the anterior cingulate cortex, precentral cortex, and lateral prefrontal cortex. Decreased structural connectivity between anterior and posterior regions of the DMN was observed in the PIS group. Decreased structural covariance within the DMN was associated with higher PSQI scores. Cortical thinning in the lateral frontal lobe was related to poor performance in executive function in PIS. Conclusion: Disrupted structural covariance network in PIS might reflect malfunctioning of antero-posterior disconnection of the DMN during the wake to sleep transition that is commonly found during normal sleep. The observed structural network alteration may further implicate commonly observed sustained sleep difficulties and cognitive impairment in insomnia. Citation: Suh S, Kim H, Dang-Vu TT, Joo E, Shin C. Cortical thinning and altered cortico-cortical structural covariance of the default mode network in patients with persistent insomnia symptoms. SLEEP 2016;39(1):161–171. PMID:26414892

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

PubMed

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

2017-01-01

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

Measuring the Lense-Thirring precession using a second Lageos satellite

NASA Technical Reports Server (NTRS)

Tapley, B. D.; Ciufolini, I.

1989-01-01

A complete numerical simulation and error analysis was performed for the proposed experiment with the objective of establishing an accurate assessment of the feasibility and the potential accuracy of the measurement of the Lense-Thirring precession. Consideration was given to identifying the error sources which limit the accuracy of the experiment and proposing procedures for eliminating or reducing the effect of these errors. Analytic investigations were conducted to study the effects of major error sources with the objective of providing error bounds on the experiment. The analysis of realistic simulated data is used to demonstrate that satellite laser ranging of two Lageos satellites, orbiting with supplemental inclinations, collected for a period of 3 years or more, can be used to verify the Lense-Thirring precession. A comprehensive covariance analysis for the solution was also developed.

Improvements in GRACE Gravity Field Determination through Stochastic Observation Modeling

NASA Astrophysics Data System (ADS)

McCullough, C.; Bettadpur, S. V.

2016-12-01

Current unconstrained Release 05 GRACE gravity field solutions from the Center for Space Research (CSR RL05) assume random observation errors following an independent multivariate Gaussian distribution. This modeling of observations, a simplifying assumption, fails to account for long period, correlated errors arising from inadequacies in the background force models. Fully modeling the errors inherent in the observation equations, through the use of a full observation covariance (modeling colored noise), enables optimal combination of GPS and inter-satellite range-rate data and obviates the need for estimating kinematic empirical parameters during the solution process. Most importantly, fully modeling the observation errors drastically improves formal error estimates of the spherical harmonic coefficients, potentially enabling improved uncertainty quantification of scientific results derived from GRACE and optimizing combinations of GRACE with independent data sets and a priori constraints.

Real-Time Detector of Human Fatigue: Detecting Lapses in Alertness

DTIC Science & Technology

2008-02-15

These coefficients and their variances, covariances and standard errors were computed simultaneously using HLM 6 (Raudenbush, Bryk, Cheong, & Congdon ...CA: Sage. Raudenbush, S. W., Bryk, A. S., Cheong, Y. F., & Congdon , R. T. (2004). HLM6: Hierarchical Linear and Nonlinear Modeling [Computer software

Finding Useful Questions: On Bayesian Diagnosticity, Probability, Impact, and Information Gain

ERIC Educational Resources Information Center

Nelson, Jonathan D.

2005-01-01

Several norms for how people should assess a question's usefulness have been proposed, notably Bayesian diagnosticity, information gain (mutual information), Kullback-Liebler distance, probability gain (error minimization), and impact (absolute change). Several probabilistic models of previous experiments on categorization, covariation assessment,…

Optimal averaging of soil moisture predictions from ensemble land surface model simulations

USDA-ARS?s Scientific Manuscript database

The correct interpretation of ensemble information obtained from the parallel implementation of multiple land surface models (LSMs) requires information concerning the LSM ensemble’s mutual error covariance. Here we propose a new technique for obtaining such information using an instrumental variabl...

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

PubMed Central

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

2012-01-01

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

Space shuttle launch era spacecraft injection errors and DSN initial acquisition

NASA Technical Reports Server (NTRS)

Khatib, A. R.; Berman, A. L.; Wackley, J. A.

1981-01-01

The initial acquisition of a spacecraft by the Deep Space Network (DSN) is a critical mission event. This results from the importance of rapidly evaluating the health and trajectory of a spacecraft in the event that immediate corrective action might be required. Further, the DSN initial acquisition is always complicated by the most extreme tracking rates of the mission. The DSN initial acquisition characteristics will change considerably in the upcoming space shuttle launch era. How given injection errors at spacecraft separation from the upper stage launch vehicle (carried into orbit by the space shuttle) impact the DSN initial acquisition, and how this information can be factored into injection accuracy requirements to be levied on the Space Transportation System (STS) is addressed. The approach developed begins with the DSN initial acquisition parameters, generates a covariance matrix, and maps this covariance matrix backward to the spacecraft injection, thereby greatly simplifying the task of levying accuracy requirements on the STS, by providing such requirements in a format both familiar and convenient to STS.

Modeling, simulation, and estimation of optical turbulence

NASA Astrophysics Data System (ADS)

Formwalt, Byron Paul

This dissertation documents three new contributions to simulation and modeling of optical turbulence. The first contribution is the formalization, optimization, and validation of a modeling technique called successively conditioned rendering (SCR). The SCR technique is empirically validated by comparing the statistical error of random phase screens generated with the technique. The second contribution is the derivation of the covariance delineation theorem, which provides theoretical bounds on the error associated with SCR. It is shown empirically that the theoretical bound may be used to predict relative algorithm performance. Therefore, the covariance delineation theorem is a powerful tool for optimizing SCR algorithms. For the third contribution, we introduce a new method for passively estimating optical turbulence parameters, and demonstrate the method using experimental data. The technique was demonstrated experimentally, using a 100 m horizontal path at 1.25 m above sun-heated tarmac on a clear afternoon. For this experiment, we estimated C2n ≈ 6.01 · 10-9 m-23 , l0 ≈ 17.9 mm, and L0 ≈ 15.5 m.

A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

NASA Technical Reports Server (NTRS)

Womble, M. E.; Potter, J. E.

1975-01-01

A prefiltering version of the Kalman filter is derived for both discrete and continuous measurements. The derivation consists of determining a single discrete measurement that is equivalent to either a time segment of continuous measurements or a set of discrete measurements. This prefiltering version of the Kalman filter easily handles numerical problems associated with rapid transients and ill-conditioned Riccati matrices. Therefore, the derived technique for extrapolating the Riccati matrix from one time to the next constitutes a new set of integration formulas which alleviate ill-conditioning problems associated with continuous Riccati equations. Furthermore, since a time segment of continuous measurements is converted into a single discrete measurement, Potter's square root formulas can be used to update the state estimate and its error covariance matrix. Therefore, if having the state estimate and its error covariance matrix at discrete times is acceptable, the prefilter extends square root filtering with all its advantages, to continuous measurement problems.

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

PubMed Central

Tseng, Z. Jack; Flynn, John J.

2018-01-01

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

Isobaric Reconstruction of the Baryonic Acoustic Oscillation

NASA Astrophysics Data System (ADS)

Wang, Xin; Yu, Hao-Ran; Zhu, Hong-Ming; Yu, Yu; Pan, Qiaoyin; Pen, Ue-Li

2017-06-01

In this Letter, we report a significant recovery of the linear baryonic acoustic oscillation (BAO) signature by applying the isobaric reconstruction algorithm to the nonlinear matter density field. Assuming only the longitudinal component of the displacement being cosmologically relevant, this algorithm iteratively solves the coordinate transform between the Lagrangian and Eulerian frames without requiring any specific knowledge of the dynamics. For dark matter field, it produces the nonlinear displacement potential with very high fidelity. The reconstruction error at the pixel level is within a few percent and is caused only by the emergence of the transverse component after the shell-crossing. As it circumvents the strongest nonlinearity of the density evolution, the reconstructed field is well described by linear theory and immune from the bulk-flow smearing of the BAO signature. Therefore, this algorithm could significantly improve the measurement accuracy of the sound horizon scale s. For a perfect large-scale structure survey at redshift zero without Poisson or instrumental noise, the fractional error {{Δ }}s/s is reduced by a factor of ˜2.7, very close to the ideal limit with the linear power spectrum and Gaussian covariance matrix.

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

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

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

2017-02-01

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

A comparison between EDA-EnVar and ETKF-EnVar data assimilation techniques using radar observations at convective scales through a case study of Hurricane Ike (2008)

NASA Astrophysics Data System (ADS)

Shen, Feifei; Xu, Dongmei; Xue, Ming; Min, Jinzhong

2017-07-01

This study examines the impacts of assimilating radar radial velocity (Vr) data for the simulation of hurricane Ike (2008) with two different ensemble generation techniques in the framework of the hybrid ensemble-variational (EnVar) data assimilation system of Weather Research and Forecasting model. For the generation of ensemble perturbations we apply two techniques, the ensemble transform Kalman filter (ETKF) and the ensemble of data assimilation (EDA). For the ETKF-EnVar, the forecast ensemble perturbations are updated by the ETKF, while for the EDA-EnVar, the hybrid is employed to update each ensemble member with perturbed observations. The ensemble mean is analyzed by the hybrid method with flow-dependent ensemble covariance for both EnVar. The sensitivity of analyses and forecasts to the two applied ensemble generation techniques is investigated in our current study. It is found that the EnVar system is rather stable with different ensemble update techniques in terms of its skill on improving the analyses and forecasts. The EDA-EnVar-based ensemble perturbations are likely to include slightly less organized spatial structures than those in ETKF-EnVar, and the perturbations of the latter are constructed more dynamically. Detailed diagnostics reveal that both of the EnVar schemes not only produce positive temperature increments around the hurricane center but also systematically adjust the hurricane location with the hurricane-specific error covariance. On average, the analysis and forecast from the ETKF-EnVar have slightly smaller errors than that from the EDA-EnVar in terms of track, intensity, and precipitation forecast. Moreover, ETKF-EnVar yields better forecasts when verified against conventional observations.

Estimation of sensible and latent heat flux from natural sparse vegetation surfaces using surface renewal

NASA Astrophysics Data System (ADS)

Zapata, N.; Martínez-Cob, A.

2001-12-01

This paper reports a study undertaken to evaluate the feasibility of the surface renewal method to accurately estimate long-term evaporation from the playa and margins of an endorreic salty lagoon (Gallocanta lagoon, Spain) under semiarid conditions. High-frequency temperature readings were taken for two time lags ( r) and three measurement heights ( z) in order to get surface renewal sensible heat flux ( HSR) values. These values were compared against eddy covariance sensible heat flux ( HEC) values for a calibration period (25-30 July 2000). Error analysis statistics (index of agreement, IA; root mean square error, RMSE; and systematic mean square error, MSEs) showed that the agreement between HSR and HEC improved as measurement height decreased and time lag increased. Calibration factors α were obtained for all analyzed cases. The best results were obtained for the z=0.9 m ( r=0.75 s) case for which α=1.0 was observed. In this case, uncertainty was about 10% in terms of relative error ( RE). Latent heat flux values were obtained by solving the energy balance equation for both the surface renewal ( LESR) and the eddy covariance ( LEEC) methods, using HSR and HEC, respectively, and measurements of net radiation and soil heat flux. For the calibration period, error analysis statistics for LESR were quite similar to those for HSR, although errors were mostly at random. LESR uncertainty was less than 9%. Calibration factors were applied for a validation data subset (30 July-4 August 2000) for which meteorological conditions were somewhat different (higher temperatures and wind speed and lower solar and net radiation). Error analysis statistics for both HSR and LESR were quite good for all cases showing the goodness of the calibration factors. Nevertheless, the results obtained for the z=0.9 m ( r=0.75 s) case were still the best ones.

Predicting areas of sustainable error growth in quasigeostrophic flows using perturbation alignment properties

NASA Astrophysics Data System (ADS)

Rivière, G.; Hua, B. L.

2004-10-01

A new perturbation initialization method is used to quantify error growth due to inaccuracies of the forecast model initial conditions in a quasigeostrophic box ocean model describing a wind-driven double gyre circulation. This method is based on recent analytical results on Lagrangian alignment dynamics of the perturbation velocity vector in quasigeostrophic flows. More specifically, it consists in initializing a unique perturbation from the sole knowledge of the control flow properties at the initial time of the forecast and whose velocity vector orientation satisfies a Lagrangian equilibrium criterion. This Alignment-based Initialization method is hereafter denoted as the AI method.In terms of spatial distribution of the errors, we have compared favorably the AI error forecast with the mean error obtained with a Monte-Carlo ensemble prediction. It is shown that the AI forecast is on average as efficient as the error forecast initialized with the leading singular vector for the palenstrophy norm, and significantly more efficient than that for total energy and enstrophy norms. Furthermore, a more precise examination shows that the AI forecast is systematically relevant for all control flows whereas the palenstrophy singular vector forecast leads sometimes to very good scores and sometimes to very bad ones.A principal component analysis at the final time of the forecast shows that the AI mode spatial structure is comparable to that of the first eigenvector of the error covariance matrix for a "bred mode" ensemble. Furthermore, the kinetic energy of the AI mode grows at the same constant rate as that of the "bred modes" from the initial time to the final time of the forecast and is therefore characterized by a sustained phase of error growth. In this sense, the AI mode based on Lagrangian dynamics of the perturbation velocity orientation provides a rationale of the "bred mode" behavior.

A Study of Algorithms for Covariance Structure Analysis with Specific Comparisons Using Factor Analysis.

ERIC Educational Resources Information Center

Lee, S. Y.; Jennrich, R. I.

1979-01-01

A variety of algorithms for analyzing covariance structures are considered. Additionally, two methods of estimation, maximum likelihood, and weighted least squares are considered. Comparisons are made between these algorithms and factor analysis. (Author/JKS)

SEMModComp: An R Package for Calculating Likelihood Ratio Tests for Mean and Covariance Structure Models

ERIC Educational Resources Information Center

Levy, Roy

2010-01-01

SEMModComp, a software package for conducting likelihood ratio tests for mean and covariance structure modeling is described. The package is written in R and freely available for download or on request.

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

ERIC Educational Resources Information Center

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

2016-01-01

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

Accounting for independent nondifferential misclassification does not increase certainty that an observed association is in the correct direction.

PubMed

Greenland, Sander; Gustafson, Paul

2006-07-01

Researchers sometimes argue that their exposure-measurement errors are independent of other errors and are nondifferential with respect to disease, resulting in estimation bias toward the null. Among well-known problems with such arguments are that independence and nondifferentiality are harder to satisfy than ordinarily appreciated (e.g., because of correlation of errors in questionnaire items, and because of uncontrolled covariate effects on error rates); small violations of independence or nondifferentiality may lead to bias away from the null; and, if exposure is polytomous, the bias produced by independent nondifferential error is not always toward the null. The authors add to this list by showing that, in a 2 x 2 table (for which independent nondifferential error produces bias toward the null), accounting for independent nondifferential error does not reduce the p value even though it increases the point estimate. Thus, such accounting should not increase certainty that an association is present.

A Bayesian Approach for Summarizing and Modeling Time-Series Exposure Data with Left Censoring.

PubMed

Houseman, E Andres; Virji, M Abbas

2017-08-01

Direct reading instruments are valuable tools for measuring exposure as they provide real-time measurements for rapid decision making. However, their use is limited to general survey applications in part due to issues related to their performance. Moreover, statistical analysis of real-time data is complicated by autocorrelation among successive measurements, non-stationary time series, and the presence of left-censoring due to limit-of-detection (LOD). A Bayesian framework is proposed that accounts for non-stationary autocorrelation and LOD issues in exposure time-series data in order to model workplace factors that affect exposure and estimate summary statistics for tasks or other covariates of interest. A spline-based approach is used to model non-stationary autocorrelation with relatively few assumptions about autocorrelation structure. Left-censoring is addressed by integrating over the left tail of the distribution. The model is fit using Markov-Chain Monte Carlo within a Bayesian paradigm. The method can flexibly account for hierarchical relationships, random effects and fixed effects of covariates. The method is implemented using the rjags package in R, and is illustrated by applying it to real-time exposure data. Estimates for task means and covariates from the Bayesian model are compared to those from conventional frequentist models including linear regression, mixed-effects, and time-series models with different autocorrelation structures. Simulations studies are also conducted to evaluate method performance. Simulation studies with percent of measurements below the LOD ranging from 0 to 50% showed lowest root mean squared errors for task means and the least biased standard deviations from the Bayesian model compared to the frequentist models across all levels of LOD. In the application, task means from the Bayesian model were similar to means from the frequentist models, while the standard deviations were different. Parameter estimates for covariates were significant in some frequentist models, but in the Bayesian model their credible intervals contained zero; such discrepancies were observed in multiple datasets. Variance components from the Bayesian model reflected substantial autocorrelation, consistent with the frequentist models, except for the auto-regressive moving average model. Plots of means from the Bayesian model showed good fit to the observed data. The proposed Bayesian model provides an approach for modeling non-stationary autocorrelation in a hierarchical modeling framework to estimate task means, standard deviations, quantiles, and parameter estimates for covariates that are less biased and have better performance characteristics than some of the contemporary methods. Published by Oxford University Press on behalf of the British Occupational Hygiene Society 2017.

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

PubMed

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

2017-03-01

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

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

PubMed

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

2016-03-01

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

Cortical Thinning and Altered Cortico-Cortical Structural Covariance of the Default Mode Network in Patients with Persistent Insomnia Symptoms.

PubMed

Suh, Sooyeon; Kim, Hosung; Dang-Vu, Thien Thanh; Joo, Eunyeon; Shin, Chol

2016-01-01

Recent studies have suggested that structural abnormalities in insomnia may be linked with alterations in the default-mode network (DMN). This study compared cortical thickness and structural connectivity linked to the DMN in patients with persistent insomnia (PI) and good sleepers (GS). The current study used a clinical subsample from the longitudinal community-based Korean Genome and Epidemiology Study (KoGES). Cortical thickness and structural connectivity linked to the DMN in patients with persistent insomnia symptoms (PIS; n = 57) were compared to good sleepers (GS; n = 40). All participants underwent MRI acquisition. Based on literature review, we selected cortical regions corresponding to the DMN. A seed-based structural covariance analysis measured cortical thickness correlation between each seed region of the DMN and other cortical areas. Association of cortical thickness and covariance with sleep quality and neuropsychological assessments were further assessed. Compared to GS, cortical thinning was found in PIS in the anterior cingulate cortex, precentral cortex, and lateral prefrontal cortex. Decreased structural connectivity between anterior and posterior regions of the DMN was observed in the PIS group. Decreased structural covariance within the DMN was associated with higher PSQI scores. Cortical thinning in the lateral frontal lobe was related to poor performance in executive function in PIS. Disrupted structural covariance network in PIS might reflect malfunctioning of antero-posterior disconnection of the DMN during the wake to sleep transition that is commonly found during normal sleep. The observed structural network alteration may further implicate commonly observed sustained sleep difficulties and cognitive impairment in insomnia. © 2016 Associated Professional Sleep Societies, LLC.

Optimal averaging of soil moisture predictions from ensemble land surface model simulations

USDA-ARS?s Scientific Manuscript database

The correct interpretation of ensemble 3 soil moisture information obtained from the parallel implementation of multiple land surface models (LSMs) requires information concerning the LSM ensemble’s mutual error covariance. Here we propose a new technique for obtaining such information using an inst...

Full-Duplex Bidirectional Secure Communications Under Perfect and Distributionally Ambiguous Eavesdropper's CSI

NASA Astrophysics Data System (ADS)

Li, Qiang; Zhang, Ying; Lin, Jingran; Wu, Sissi Xiaoxiao

2017-09-01

Consider a full-duplex (FD) bidirectional secure communication system, where two communication nodes, named Alice and Bob, simultaneously transmit and receive confidential information from each other, and an eavesdropper, named Eve, overhears the transmissions. Our goal is to maximize the sum secrecy rate (SSR) of the bidirectional transmissions by optimizing the transmit covariance matrices at Alice and Bob. To tackle this SSR maximization (SSRM) problem, we develop an alternating difference-of-concave (ADC) programming approach to alternately optimize the transmit covariance matrices at Alice and Bob. We show that the ADC iteration has a semi-closed-form beamforming solution, and is guaranteed to converge to a stationary solution of the SSRM problem. Besides the SSRM design, this paper also deals with a robust SSRM transmit design under a moment-based random channel state information (CSI) model, where only some roughly estimated first and second-order statistics of Eve's CSI are available, but the exact distribution or other high-order statistics is not known. This moment-based error model is new and different from the widely used bounded-sphere error model and the Gaussian random error model. Under the consider CSI error model, the robust SSRM is formulated as an outage probability-constrained SSRM problem. By leveraging the Lagrangian duality theory and DC programming, a tractable safe solution to the robust SSRM problem is derived. The effectiveness and the robustness of the proposed designs are demonstrated through simulations.

Correlation- and covariance-supported normalization method for estimating orthodontic trainer treatment for clenching activity.

PubMed

Akdenur, B; Okkesum, S; Kara, S; Günes, S

2009-11-01

In this study, electromyography signals sampled from children undergoing orthodontic treatment were used to estimate the effect of an orthodontic trainer on the anterior temporal muscle. A novel data normalization method, called the correlation- and covariance-supported normalization method (CCSNM), based on correlation and covariance between features in a data set, is proposed to provide predictive guidance to the orthodontic technique. The method was tested in two stages: first, data normalization using the CCSNM; second, prediction of normalized values of anterior temporal muscles using an artificial neural network (ANN) with a Levenberg-Marquardt learning algorithm. The data set consists of electromyography signals from right anterior temporal muscles, recorded from 20 children aged 8-13 years with class II malocclusion. The signals were recorded at the start and end of a 6-month treatment. In order to train and test the ANN, two-fold cross-validation was used. The CCSNM was compared with four normalization methods: minimum-maximum normalization, z score, decimal scaling, and line base normalization. In order to demonstrate the performance of the proposed method, prevalent performance-measuring methods, and the mean square error and mean absolute error as mathematical methods, the statistical relation factor R2 and the average deviation have been examined. The results show that the CCSNM was the best normalization method among other normalization methods for estimating the effect of the trainer.

Cluster mislocation in kinematic Sunyaev-Zel'dovich (kSZ) effect extraction

NASA Astrophysics Data System (ADS)

Calafut, Victoria Rose; Bean, Rachel; Yu, Byeonghee

2018-01-01

We investigate the impact of a variety of analysis assumptions that influence cluster identification and location on the kSZ pairwise momentum signal and covariance estimation. Photometric and spectroscopic galaxy tracers from SDSS, WISE, and DECaLs, spanning redshifts 0.05

Turbulent CO2 Flux Measurements by Lidar: Length Scales, Results and Comparison with In-Situ Sensors

NASA Technical Reports Server (NTRS)

Gilbert, Fabien; Koch, Grady J.; Beyon, Jeffrey Y.; Hilton, Timothy W.; Davis, Kenneth J.; Andrews, Arlyn; Ismail, Syed; Singh, Upendra N.

2009-01-01

The vertical CO2 flux in the atmospheric boundary layer (ABL) is investigated with a Doppler differential absorption lidar (DIAL). The instrument was operated next to the WLEF instrumented tall tower in Park Falls, Wisconsin during three days and nights in June 2007. Profiles of turbulent CO2 mixing ratio and vertical velocity fluctuations are measured by in-situ sensors and Doppler DIAL. Time and space scales of turbulence are precisely defined in the ABL. The eddy-covariance method is applied to calculate turbulent CO2 flux both by lidar and in-situ sensors. We show preliminary mean lidar CO2 flux measurements in the ABL with a time and space resolution of 6 h and 1500 m respectively. The flux instrumental errors decrease linearly with the standard deviation of the CO2 data, as expected. Although turbulent fluctuations of CO2 are negligible with respect to the mean (0.1 %), we show that the eddy-covariance method can provide 2-h, 150-m range resolved CO2 flux estimates as long as the CO2 mixing ratio instrumental error is no greater than 10 ppm and the vertical velocity error is lower than the natural fluctuations over a time resolution of 10 s.

Model Comparison of Nonlinear Structural Equation Models with Fixed Covariates.

ERIC Educational Resources Information Center

Lee, Sik-Yum; Song, Xin-Yuan

2003-01-01

Proposed a new nonlinear structural equation model with fixed covariates to deal with some complicated substantive theory and developed a Bayesian path sampling procedure for model comparison. Illustrated the approach with an illustrative example using data from an international study. (SLD)

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

PubMed

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

2013-07-01

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

Inference on cancer screening exam accuracy using population-level administrative data.

PubMed

Jiang, H; Brown, P E; Walter, S D

2016-01-15

This paper develops a model for cancer screening and cancer incidence data, accommodating the partially unobserved disease status, clustered data structures, general covariate effects, and dependence between exams. The true unobserved cancer and detection status of screening participants are treated as latent variables, and a Markov Chain Monte Carlo algorithm is used to estimate the Bayesian posterior distributions of the diagnostic error rates and disease prevalence. We show how the Bayesian approach can be used to draw inferences about screening exam properties and disease prevalence while allowing for the possibility of conditional dependence between two exams. The techniques are applied to the estimation of the diagnostic accuracy of mammography and clinical breast examination using data from the Ontario Breast Screening Program in Canada. Copyright © 2015 John Wiley & Sons, Ltd.

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

PubMed

Gaskins, J T; Daniels, M J

2016-01-02

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

Assessment and Verification of SLS Block 1-B Exploration Upper Stage State and Stage Disposal Performance

NASA Technical Reports Server (NTRS)

Patrick, Sean; Oliver, Emerson

2018-01-01

One of the SLS Navigation System's key performance requirements is a constraint on the payload system's delta-v allocation to correct for insertion errors due to vehicle state uncertainty at payload separation. The SLS navigation team has developed a Delta-Delta-V analysis approach to assess the effect on trajectory correction maneuver (TCM) design needed to correct for navigation errors. This approach differs from traditional covariance analysis based methods and makes no assumptions with regard to the propagation of the state dynamics. This allows for consideration of non-linearity in the propagation of state uncertainties. The Delta-Delta-V analysis approach re-optimizes perturbed SLS mission trajectories by varying key mission states in accordance with an assumed state error. The state error is developed from detailed vehicle 6-DOF Monte Carlo analysis or generated using covariance analysis. These perturbed trajectories are compared to a nominal trajectory to determine necessary TCM design. To implement this analysis approach, a tool set was developed which combines the functionality of a 3-DOF trajectory optimization tool, Copernicus, and a detailed 6-DOF vehicle simulation tool, Marshall Aerospace Vehicle Representation in C (MAVERIC). In addition to delta-v allocation constraints on SLS navigation performance, SLS mission requirement dictate successful upper stage disposal. Due to engine and propellant constraints, the SLS Exploration Upper Stage (EUS) must dispose into heliocentric space by means of a lunar fly-by maneuver. As with payload delta-v allocation, upper stage disposal maneuvers must place the EUS on a trajectory that maximizes the probability of achieving a heliocentric orbit post Lunar fly-by considering all sources of vehicle state uncertainty prior to the maneuver. To ensure disposal, the SLS navigation team has developed an analysis approach to derive optimal disposal guidance targets. This approach maximizes the state error covariance prior to the maneuver to develop and re-optimize a nominal disposal maneuver (DM) target that, if achieved, would maximize the potential for successful upper stage disposal. For EUS disposal analysis, a set of two tools was developed. The first considers only the nominal pre-disposal maneuver state, vehicle constraints, and an a priori estimate of the state error covariance. In the analysis, the optimal nominal disposal target is determined. This is performed by re-formulating the trajectory optimization to consider constraints on the eigenvectors of the error ellipse applied to the nominal trajectory. A bisection search methodology is implemented in the tool to refine these dispersions resulting in the maximum dispersion feasible for successful disposal via lunar fly-by. Success is defined based on the probability that the vehicle will not impact the lunar surface and will achieve a characteristic energy (C3) relative to the Earth such that it is no longer in the Earth-Moon system. The second tool propagates post-disposal maneuver states to determine the success of disposal for provided trajectory achieved states. This is performed using the optimized nominal target within the 6-DOF vehicle simulation. This paper will discuss the application of the Delta-Delta-V analysis approach for performance evaluation as well as trajectory re-optimization so as to demonstrate the system's capability in meeting performance constraints. Additionally, further discussion of the implementation of assessing disposal analysis will be provided.

The impact of covariance misspecification in multivariate Gaussian mixtures on estimation and inference: an application to longitudinal modeling.

PubMed

Heggeseth, Brianna C; Jewell, Nicholas P

2013-07-20

Multivariate Gaussian mixtures are a class of models that provide a flexible parametric approach for the representation of heterogeneous multivariate outcomes. When the outcome is a vector of repeated measurements taken on the same subject, there is often inherent dependence between observations. However, a common covariance assumption is conditional independence-that is, given the mixture component label, the outcomes for subjects are independent. In this paper, we study, through asymptotic bias calculations and simulation, the impact of covariance misspecification in multivariate Gaussian mixtures. Although maximum likelihood estimators of regression and mixing probability parameters are not consistent under misspecification, they have little asymptotic bias when mixture components are well separated or if the assumed correlation is close to the truth even when the covariance is misspecified. We also present a robust standard error estimator and show that it outperforms conventional estimators in simulations and can indicate that the model is misspecified. Body mass index data from a national longitudinal study are used to demonstrate the effects of misspecification on potential inferences made in practice. Copyright © 2013 John Wiley & Sons, Ltd.

Goodness-Of-Fit Test for Nonparametric Regression Models: Smoothing Spline ANOVA Models as Example.

PubMed

Teran Hidalgo, Sebastian J; Wu, Michael C; Engel, Stephanie M; Kosorok, Michael R

2018-06-01

Nonparametric regression models do not require the specification of the functional form between the outcome and the covariates. Despite their popularity, the amount of diagnostic statistics, in comparison to their parametric counter-parts, is small. We propose a goodness-of-fit test for nonparametric regression models with linear smoother form. In particular, we apply this testing framework to smoothing spline ANOVA models. The test can consider two sources of lack-of-fit: whether covariates that are not currently in the model need to be included, and whether the current model fits the data well. The proposed method derives estimated residuals from the model. Then, statistical dependence is assessed between the estimated residuals and the covariates using the HSIC. If dependence exists, the model does not capture all the variability in the outcome associated with the covariates, otherwise the model fits the data well. The bootstrap is used to obtain p-values. Application of the method is demonstrated with a neonatal mental development data analysis. We demonstrate correct type I error as well as power performance through simulations.

The convergence of maturational change and structural covariance in human cortical networks.

PubMed

Alexander-Bloch, Aaron; Raznahan, Armin; Bullmore, Ed; Giedd, Jay

2013-02-13

Large-scale covariance of cortical thickness or volume in distributed brain regions has been consistently reported by human neuroimaging studies. The mechanism of this population covariance of regional cortical anatomy has been hypothetically related to synchronized maturational changes in anatomically connected neuronal populations. Brain regions that grow together, i.e., increase or decrease in volume at the same rate over the course of years in the same individual, are thus expected to demonstrate strong structural covariance or anatomical connectivity across individuals. To test this prediction, we used a structural MRI dataset on healthy young people (N = 108; aged 9-22 years at enrollment), comprising 3-6 longitudinal scans on each participant over 6-12 years of follow-up. At each of 360 regional nodes, and for each participant, we estimated the following: (1) the cortical thickness in the median scan and (2) the linear rate of change in cortical thickness over years of serial scanning. We constructed structural and maturational association matrices and networks from these measurements. Both structural and maturational networks shared similar global and nodal topological properties, as well as mesoscopic features including a modular community structure, a relatively small number of highly connected hub regions, and a bias toward short distance connections. Using resting-state functional magnetic resonance imaging data on a subset of the sample (N = 32), we also demonstrated that functional connectivity and network organization was somewhat predictable by structural/maturational networks but demonstrated a stronger bias toward short distance connections and greater topological segregation. Brain structural covariance networks are likely to reflect synchronized developmental change in distributed cortical regions.

A Statistical Test for Comparing Nonnested Covariance Structure Models.

ERIC Educational Resources Information Center

Levy, Roy; Hancock, Gregory R.

While statistical procedures are well known for comparing hierarchically related (nested) covariance structure models, statistical tests for comparing nonhierarchically related (nonnested) models have proven more elusive. While isolated attempts have been made, none exists within the commonly used maximum likelihood estimation framework, thereby…

Mars approach navigation using Doppler and range measurements to surface beacons and orbiting spacecraft

NASA Technical Reports Server (NTRS)

Thurman, Sam W.; Estefan, Jeffrey A.

1991-01-01

Approximate analytical models are developed and used to construct an error covariance analysis for investigating the range of orbit determination accuracies which might be achieved for typical Mars approach trajectories. The sensitivity or orbit determination accuracy to beacon/orbiter position errors and to small spacecraft force modeling errors is also investigated. The results indicate that the orbit determination performance obtained from both Doppler and range data is a strong function of the inclination of the approach trajectory to the Martian equator, for surface beacons, and for orbiters, the inclination relative to the orbital plane. Large variations in performance were also observed for different approach velocity magnitudes; Doppler data in particular were found to perform poorly in determining the downtrack (along the direction of flight) component of spacecraft position. In addition, it was found that small spacecraft acceleration modeling errors can induce large errors in the Doppler-derived downtrack position estimate.

A water-vapor radiometer error model. [for ionosphere in geodetic microwave techniques

NASA Technical Reports Server (NTRS)

Beckman, B.

1985-01-01

The water-vapor radiometer (WVR) is used to calibrate unpredictable delays in the wet component of the troposphere in geodetic microwave techniques such as very-long-baseline interferometry (VLBI) and Global Positioning System (GPS) tracking. Based on experience with Jet Propulsion Laboratory (JPL) instruments, the current level of accuracy in wet-troposphere calibration limits the accuracy of local vertical measurements to 5-10 cm. The goal for the near future is 1-3 cm. Although the WVR is currently the best calibration method, many instruments are prone to systematic error. In this paper, a treatment of WVR data is proposed and evaluated. This treatment reduces the effect of WVR systematic errors by estimating parameters that specify an assumed functional form for the error. The assumed form of the treatment is evaluated by comparing the results of two similar WVR's operating near each other. Finally, the observability of the error parameters is estimated by covariance analysis.

Flexible Modeling of Survival Data with Covariates Subject to Detection Limits via Multiple Imputation.

PubMed

Bernhardt, Paul W; Wang, Huixia Judy; Zhang, Daowen

2014-01-01

Models for survival data generally assume that covariates are fully observed. However, in medical studies it is not uncommon for biomarkers to be censored at known detection limits. A computationally-efficient multiple imputation procedure for modeling survival data with covariates subject to detection limits is proposed. This procedure is developed in the context of an accelerated failure time model with a flexible seminonparametric error distribution. The consistency and asymptotic normality of the multiple imputation estimator are established and a consistent variance estimator is provided. An iterative version of the proposed multiple imputation algorithm that approximates the EM algorithm for maximum likelihood is also suggested. Simulation studies demonstrate that the proposed multiple imputation methods work well while alternative methods lead to estimates that are either biased or more variable. The proposed methods are applied to analyze the dataset from a recently-conducted GenIMS study.

Propensity Score Weighting with Error-Prone Covariates

ERIC Educational Resources Information Center

McCaffrey, Daniel F.; Lockwood, J. R.; Setodji, Claude M.

2011-01-01

Inverse probability weighting (IPW) estimates are widely used in applications where data are missing due to nonresponse or censoring or in observational studies of causal effects where the counterfactuals cannot be observed. This extensive literature has shown the estimators to be consistent and asymptotically normal under very general conditions,…

Choice of the Metric for Effect Size in Meta-analysis.

ERIC Educational Resources Information Center

McGaw, Barry; Glass, Gene V.

1980-01-01

There are difficulties in expressing effect sizes on a common metric when some studies use transformed scales to express group differences, or use factorial designs or covariance adjustments to obtain a reduced error term. A common metric on which effect sizes may be standardized is described. (Author/RL)

The influence of orbit selection on the accuracy of the Stanford Relativity gyroscope experiment

NASA Technical Reports Server (NTRS)

Vassar, R.; Everitt, C. W. F.; Vanpatten, R. A.; Breakwell, J. V.

1980-01-01

This paper discusses an error analysis for the Stanford Relativity experiment, designed to measure the precession of a gyroscope's spin-axis predicted by general relativity. Measurements will be made of the spin-axis orientations of 4 superconducting spherical gyroscopes carried by an earth-satellite. Two relativistic precessions are predicted: a 'geodetic' precession associated with the satellite's orbital motion and a 'motional' precession due to the earth's rotation. Using a Kalman filter covariance analysis with a realistic error model we have computed the error in determining the relativistic precession rates. Studies show that a slightly off-polar orbit is better than a polar orbit for determining the 'motional' drift.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

PubMed

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

2015-11-01

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

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

PubMed Central

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

2015-01-01

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

Static sampling of dynamic processes - a paradox?

NASA Astrophysics Data System (ADS)

Mälicke, Mirko; Neuper, Malte; Jackisch, Conrad; Hassler, Sibylle; Zehe, Erwin

2017-04-01

Environmental systems monitoring aims at its core at the detection of spatio-temporal patterns of processes and system states, which is a pre-requisite for understanding and explaining their baffling heterogeneity. Most observation networks rely on distributed point sampling of states and fluxes of interest, which is combined with proxy-variables from either remote sensing or near surface geophysics. The cardinal question on the appropriate experimental design of such a monitoring network has up to now been answered in many different ways. Suggested approaches range from sampling in a dense regular grid using for the so-called green machine, transects along typical catenas, clustering of several observations sensors in presumed functional units or HRUs, arrangements of those cluster along presumed lateral flow paths to last not least a nested, randomized stratified arrangement of sensors or samples. Common to all these approaches is that they provide a rather static spatial sampling, while state variables and their spatial covariance structure dynamically change in time. It is hence of key interest how much of our still incomplete understanding stems from inappropriate sampling and how much needs to be attributed to an inappropriate analysis of spatial data sets. We suggest that it is much more promising to analyze the spatial variability of processes, for instance changes in soil moisture values, than to investigate the spatial variability of soil moisture states themselves. This is because wetting of the soil, reflected in a soil moisture increase, is causes by a totally different meteorological driver - rainfall - than drying of the soil. We hence propose that the rising and the falling limbs of soil moisture time series belong essentially to different ensembles, as they are influenced by different drivers. Positive and negative temporal changes in soil moisture need, hence, to be analyzed separately. We test this idea using the CAOS data set as a benchmark. Specifically, we expect the covariance structure of the positive temporal changes of soil moisture to be dominated by the spatial structure of rain- and through-fall and saturated hydraulic conductivity. The covariance in temporarily decreasing soil moisture during radiation driven conditions is expect to be dominated by the spatial structure of retention properties and plant transpiration. An analysis of soil moisture changes has furthermore the advantage that those are free from systematic measurement errors.

Trans-dimensional matched-field geoacoustic inversion with hierarchical error models and interacting Markov chains.

PubMed

Dettmer, Jan; Dosso, Stan E

2012-10-01

This paper develops a trans-dimensional approach to matched-field geoacoustic inversion, including interacting Markov chains to improve efficiency and an autoregressive model to account for correlated errors. The trans-dimensional approach and hierarchical seabed model allows inversion without assuming any particular parametrization by relaxing model specification to a range of plausible seabed models (e.g., in this case, the number of sediment layers is an unknown parameter). Data errors are addressed by sampling statistical error-distribution parameters, including correlated errors (covariance), by applying a hierarchical autoregressive error model. The well-known difficulty of low acceptance rates for trans-dimensional jumps is addressed with interacting Markov chains, resulting in a substantial increase in efficiency. The trans-dimensional seabed model and the hierarchical error model relax the degree of prior assumptions required in the inversion, resulting in substantially improved (more realistic) uncertainty estimates and a more automated algorithm. In particular, the approach gives seabed parameter uncertainty estimates that account for uncertainty due to prior model choice (layering and data error statistics). The approach is applied to data measured on a vertical array in the Mediterranean Sea.

Wald Sequential Probability Ratio Test for Analysis of Orbital Conjunction Data

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell; Markley, F. Landis; Gold, Dara

2013-01-01

We propose a Wald Sequential Probability Ratio Test for analysis of commonly available predictions associated with spacecraft conjunctions. Such predictions generally consist of a relative state and relative state error covariance at the time of closest approach, under the assumption that prediction errors are Gaussian. We show that under these circumstances, the likelihood ratio of the Wald test reduces to an especially simple form, involving the current best estimate of collision probability, and a similar estimate of collision probability that is based on prior assumptions about the likelihood of collision.

The Covariance Adjustment Approaches for Combining Incomparable Cox Regressions Caused by Unbalanced Covariates Adjustment: A Multivariate Meta-Analysis Study.

PubMed

Dehesh, Tania; Zare, Najaf; Ayatollahi, Seyyed Mohammad Taghi

2015-01-01

Univariate meta-analysis (UM) procedure, as a technique that provides a single overall result, has become increasingly popular. Neglecting the existence of other concomitant covariates in the models leads to loss of treatment efficiency. Our aim was proposing four new approximation approaches for the covariance matrix of the coefficients, which is not readily available for the multivariate generalized least square (MGLS) method as a multivariate meta-analysis approach. We evaluated the efficiency of four new approaches including zero correlation (ZC), common correlation (CC), estimated correlation (EC), and multivariate multilevel correlation (MMC) on the estimation bias, mean square error (MSE), and 95% probability coverage of the confidence interval (CI) in the synthesis of Cox proportional hazard models coefficients in a simulation study. Comparing the results of the simulation study on the MSE, bias, and CI of the estimated coefficients indicated that MMC approach was the most accurate procedure compared to EC, CC, and ZC procedures. The precision ranking of the four approaches according to all above settings was MMC ≥ EC ≥ CC ≥ ZC. This study highlights advantages of MGLS meta-analysis on UM approach. The results suggested the use of MMC procedure to overcome the lack of information for having a complete covariance matrix of the coefficients.

Bias-Corrected Estimation of Noncentrality Parameters of Covariance Structure Models

ERIC Educational Resources Information Center

Raykov, Tenko

2005-01-01

A bias-corrected estimator of noncentrality parameters of covariance structure models is discussed. The approach represents an application of the bootstrap methodology for purposes of bias correction, and utilizes the relation between average of resample conventional noncentrality parameter estimates and their sample counterpart. The…

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

PubMed

Punzo, Antonio; Ingrassia, Salvatore; Maruotti, Antonello

2018-04-22

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

Advanced error diagnostics of the CMAQ and Chimere modelling systems within the AQMEII3 model evaluation framework

NASA Astrophysics Data System (ADS)

Solazzo, Efisio; Hogrefe, Christian; Colette, Augustin; Garcia-Vivanco, Marta; Galmarini, Stefano

2017-09-01

The work here complements the overview analysis of the modelling systems participating in the third phase of the Air Quality Model Evaluation International Initiative (AQMEII3) by focusing on the performance for hourly surface ozone by two modelling systems, Chimere for Europe and CMAQ for North America. The evaluation strategy outlined in the course of the three phases of the AQMEII activity, aimed to build up a diagnostic methodology for model evaluation, is pursued here and novel diagnostic methods are proposed. In addition to evaluating the base case simulation in which all model components are configured in their standard mode, the analysis also makes use of sensitivity simulations in which the models have been applied by altering and/or zeroing lateral boundary conditions, emissions of anthropogenic precursors, and ozone dry deposition. To help understand of the causes of model deficiencies, the error components (bias, variance, and covariance) of the base case and of the sensitivity runs are analysed in conjunction with timescale considerations and error modelling using the available error fields of temperature, wind speed, and NOx concentration. The results reveal the effectiveness and diagnostic power of the methods devised (which remains the main scope of this study), allowing the detection of the timescale and the fields that the two models are most sensitive to. The representation of planetary boundary layer (PBL) dynamics is pivotal to both models. In particular, (i) the fluctuations slower than ˜ 1.5 days account for 70-85 % of the mean square error of the full (undecomposed) ozone time series; (ii) a recursive, systematic error with daily periodicity is detected, responsible for 10-20 % of the quadratic total error; (iii) errors in representing the timing of the daily transition between stability regimes in the PBL are responsible for a covariance error as large as 9 ppb (as much as the standard deviation of the network-average ozone observations in summer in both Europe and North America); (iv) the CMAQ ozone error has a weak/negligible dependence on the errors in NO2, while the error in NO2 significantly impacts the ozone error produced by Chimere; (v) the response of the models to variations of anthropogenic emissions and boundary conditions show a pronounced spatial heterogeneity, while the seasonal variability of the response is found to be less marked. Only during the winter season does the zeroing of boundary values for North America produce a spatially uniform deterioration of the model accuracy across the majority of the continent.

Structural covariance and cortical reorganisation in schizophrenia: a MRI-based morphometric study.

PubMed

Palaniyappan, Lena; Hodgson, Olha; Balain, Vijender; Iwabuchi, Sarina; Gowland, Penny; Liddle, Peter

2018-05-06

In patients with schizophrenia, distributed abnormalities are observed in grey matter volume. A recent hypothesis posits that these distributed changes are indicative of a plastic reorganisation process occurring in response to a functional defect in neuronal information transmission. We investigated the structural covariance across various brain regions in early-stage schizophrenia to determine if indeed the observed patterns of volumetric loss conform to a coordinated pattern of structural reorganisation. Structural magnetic resonance imaging scans were obtained from 40 healthy adults and 41 age, gender and parental socioeconomic status matched patients with schizophrenia. Volumes of grey matter tissue were estimated at the regional level across 90 atlas-based parcellations. Group-level structural covariance was studied using a graph theoretical framework. Patients had distributed reduction in grey matter volume, with high degree of localised covariance (clustering) compared with controls. Patients with schizophrenia had reduced centrality of anterior cingulate and insula but increased centrality of the fusiform cortex, compared with controls. Simulating targeted removal of highly central nodes resulted in significant loss of the overall covariance patterns in patients compared with controls. Regional volumetric deficits in schizophrenia are not a result of random, mutually independent processes. Our observations support the occurrence of a spatially interconnected reorganisation with the systematic de-escalation of conventional 'hub' regions. This raises the question of whether the morphological architecture in schizophrenia is primed for compensatory functions, albeit with a high risk of inefficiency.

Choosing a DIVA: a comparison of emerging digital imagery vegetation analysis techniques

USGS Publications Warehouse

Jorgensen, Christopher F.; Stutzman, Ryan J.; Anderson, Lars C.; Decker, Suzanne E.; Powell, Larkin A.; Schacht, Walter H.; Fontaine, Joseph J.

2013-01-01

Question: What is the precision of five methods of measuring vegetation structure using ground-based digital imagery and processing techniques? Location: Lincoln, Nebraska, USA Methods: Vertical herbaceous cover was recorded using digital imagery techniques at two distinct locations in a mixed-grass prairie. The precision of five ground-based digital imagery vegetation analysis (DIVA) methods for measuring vegetation structure was tested using a split-split plot analysis of covariance. Variability within each DIVA technique was estimated using coefficient of variation of mean percentage cover. Results: Vertical herbaceous cover estimates differed among DIVA techniques. Additionally, environmental conditions affected the vertical vegetation obstruction estimates for certain digital imagery methods, while other techniques were more adept at handling various conditions. Overall, percentage vegetation cover values differed among techniques, but the precision of four of the five techniques was consistently high. Conclusions: DIVA procedures are sufficient for measuring various heights and densities of standing herbaceous cover. Moreover, digital imagery techniques can reduce measurement error associated with multiple observers' standing herbaceous cover estimates, allowing greater opportunity to detect patterns associated with vegetation structure.

Handling Correlations between Covariates and Random Slopes in Multilevel Models

ERIC Educational Resources Information Center

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

2014-01-01

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

Atrophy and structural covariance of the cholinergic basal forebrain in primary progressive aphasia.

PubMed

Teipel, Stefan; Raiser, Theresa; Riedl, Lina; Riederer, Isabelle; Schroeter, Matthias L; Bisenius, Sandrine; Schneider, Anja; Kornhuber, Johannes; Fliessbach, Klaus; Spottke, Annika; Grothe, Michel J; Prudlo, Johannes; Kassubek, Jan; Ludolph, Albert; Landwehrmeyer, Bernhard; Straub, Sarah; Otto, Markus; Danek, Adrian

2016-10-01

Primary progressive aphasia (PPA) is characterized by profound destruction of cortical language areas. Anatomical studies suggest an involvement of cholinergic basal forebrain (BF) in PPA syndromes, particularly in the area of the nucleus subputaminalis (NSP). Here we aimed to determine the pattern of atrophy and structural covariance as a proxy of structural connectivity of BF nuclei in PPA variants. We studied 62 prospectively recruited cases with the clinical diagnosis of PPA and 31 healthy older control participants from the cohort study of the German consortium for frontotemporal lobar degeneration (FTLD). We determined cortical and BF atrophy based on high-resolution magnetic resonance imaging (MRI) scans. Patterns of structural covariance of BF with cortical regions were determined using voxel-based partial least square analysis. We found significant atrophy of total BF and BF subregions in PPA patients compared with controls [F(1, 82) = 20.2, p < .001]. Atrophy was most pronounced in the NSP and the posterior BF, and most severe in the semantic variant and the nonfluent variant of PPA. Structural covariance analysis in healthy controls revealed associations of the BF nuclei, particularly the NSP, with left hemispheric predominant prefrontal, lateral temporal, and parietal cortical areas, including Broca's speech area (p < .001, permutation test). In contrast, the PPA patients showed preserved structural covariance of the BF nuclei mostly with right but not with left hemispheric cortical areas (p < .001, permutation test). Our findings agree with the neuroanatomically proposed involvement of the cholinergic BF, particularly the NSP, in PPA syndromes. We found a shift from a structural covariance of the BF with left hemispheric cortical areas in healthy aging towards right hemispheric cortical areas in PPA, possibly reflecting a consequence of the profound and early destruction of cortical language areas in PPA. Copyright © 2016 The Author(s). Published by Elsevier Ltd.. All rights reserved.

On Muthen's Maximum Likelihood for Two-Level Covariance Structure Models

ERIC Educational Resources Information Center

Yuan, Ke-Hai; Hayashi, Kentaro

2005-01-01

Data in social and behavioral sciences are often hierarchically organized. Special statistical procedures that take into account the dependence of such observations have been developed. Among procedures for 2-level covariance structure analysis, Muthen's maximum likelihood (MUML) has the advantage of easier computation and faster convergence. When…

Genetic effect of MTHFR C677T polymorphism on the structural covariance network and white-matter integrity in Alzheimer's disease.

PubMed

Chang, Yu-Tzu; Hsu, Shih-Wei; Tsai, Shih-Jen; Chang, Ya-Ting; Huang, Chi-Wei; Liu, Mu-En; Chen, Nai-Ching; Chang, Wen-Neng; Hsu, Jung-Lung; Lee, Chen-Chang; Chang, Chiung-Chih

2017-06-01

The 677 C to T transition in the MTHFR gene is a genetic determinant for hyperhomocysteinemia. We investigated whether this polymorphism modulates gray matter (GM) structural covariance networks independently of white-matter integrity in patients with Alzheimer's disease (AD). GM structural covariance networks were constructed by 3D T1-magnetic resonance imaging and seed-based analysis. The patients were divided into two genotype groups: C homozygotes (n = 73) and T carriers (n = 62). Using diffusion tensor imaging and white-matter parcellation, 11 fiber bundle integrities were compared between the two genotype groups. Cognitive test scores were the major outcome factors. The T carriers had higher homocysteine levels, lower posterior cingulate cortex GM volume, and more clusters in the dorsal medial lobe subsystem showing stronger covariance strength. Both posterior cingulate cortex seed and interconnected peak cluster volumes predicted cognitive test scores, especially in the T carriers. There were no between-group differences in fiber tract diffusion parameters. The MTHFR 677T polymorphism modulates posterior cingulate cortex-anchored structural covariance strength independently of white matter integrities. Hum Brain Mapp 38:3039-3051, 2017. © 2017 The Authors Human Brain Mapping Published Wiley by Periodicals, Inc. © 2017 The Authors Human Brain Mapping Published Wiley by Periodicals, Inc.

Estimating the reliability of repeatedly measured endpoints based on linear mixed-effects models. A tutorial.

PubMed

Van der Elst, Wim; Molenberghs, Geert; Hilgers, Ralf-Dieter; Verbeke, Geert; Heussen, Nicole

2016-11-01

There are various settings in which researchers are interested in the assessment of the correlation between repeated measurements that are taken within the same subject (i.e., reliability). For example, the same rating scale may be used to assess the symptom severity of the same patients by multiple physicians, or the same outcome may be measured repeatedly over time in the same patients. Reliability can be estimated in various ways, for example, using the classical Pearson correlation or the intra-class correlation in clustered data. However, contemporary data often have a complex structure that goes well beyond the restrictive assumptions that are needed with the more conventional methods to estimate reliability. In the current paper, we propose a general and flexible modeling approach that allows for the derivation of reliability estimates, standard errors, and confidence intervals - appropriately taking hierarchies and covariates in the data into account. Our methodology is developed for continuous outcomes together with covariates of an arbitrary type. The methodology is illustrated in a case study, and a Web Appendix is provided which details the computations using the R package CorrMixed and the SAS software. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Satellite-based Calibration of Heat Flux at the Ocean Surface

NASA Astrophysics Data System (ADS)

Barron, C. N.; Dastugue, J. M.; May, J. C.; Rowley, C. D.; Smith, S. R.; Spence, P. L.; Gremes-Cordero, S.

2016-02-01

Model forecasts of upper ocean heat content and variability on diurnal to daily scales are highly dependent on estimates of heat flux through the air-sea interface. Satellite remote sensing is applied to not only inform the initial ocean state but also to mitigate errors in surface heat flux and model representations affecting the distribution of heat in the upper ocean. Traditional assimilation of sea surface temperature (SST) observations re-centers ocean models at the start of each forecast cycle. Subsequent evolution depends on estimates of surface heat fluxes and upper-ocean processes over the forecast period. The COFFEE project (Calibration of Ocean Forcing with satellite Flux Estimates) endeavors to correct ocean forecast bias through a responsive error partition among surface heat flux and ocean dynamics sources. A suite of experiments in the southern California Current demonstrates a range of COFFEE capabilities, showing the impact on forecast error relative to a baseline three-dimensional variational (3DVAR) assimilation using Navy operational global or regional atmospheric forcing. COFFEE addresses satellite-calibration of surface fluxes to estimate surface error covariances and links these to the ocean interior. Experiment cases combine different levels of flux calibration with different assimilation alternatives. The cases may use the original fluxes, apply full satellite corrections during the forecast period, or extend hindcast corrections into the forecast period. Assimilation is either baseline 3DVAR or standard strong-constraint 4DVAR, with work proceeding to add a 4DVAR expanded to include a weak constraint treatment of the surface flux errors. Covariance of flux errors is estimated from the recent time series of forecast and calibrated flux terms. While the California Current examples are shown, the approach is equally applicable to other regions. These approaches within a 3DVAR application are anticipated to be useful for global and larger regional domains where a full 4DVAR methodology may be cost-prohibitive.

New developments in spatial interpolation methods of Sea-Level Anomalies in the Mediterranean Sea

NASA Astrophysics Data System (ADS)

Troupin, Charles; Barth, Alexander; Beckers, Jean-Marie; Pascual, Ananda

2014-05-01

The gridding of along-track Sea-Level Anomalies (SLA) measured by a constellation of satellites has numerous applications in oceanography, such as model validation, data assimilation or eddy tracking. Optimal Interpolation (OI) is often the preferred method for this task, as it leads to the lowest expected error and provides an error field associated to the analysed field. However, the numerical cost of the method may limit its utilization in situations where the number of data points is significant. Furthermore, the separation of non-adjacent regions with OI requires adaptation of the code, leading to a further increase of the numerical cost. To solve these issues, the Data-Interpolating Variational Analysis (DIVA), a technique designed to produce gridded from sparse in situ measurements, is applied on SLA data in the Mediterranean Sea. DIVA and OI have been shown to be equivalent (provided some assumptions on the covariances are made). The main difference lies in the covariance function, which is not explicitly formulated in DIVA. The particular spatial and temporal distributions of measurements required adaptation in the Software tool (data format, parameter determinations, ...). These adaptation are presented in the poster. The daily analysed and error fields obtained with this technique are compared with available products such as the gridded field from the Archiving, Validation and Interpretation of Satellite Oceanographic data (AVISO) data server. The comparison reveals an overall good agreement between the products. The time evolution of the mean error field evidences the need of a large number of simultaneous altimetry satellites: in period during which 4 satellites are available, the mean error is on the order of 17.5%, while when only 2 satellites are available, the error exceeds 25%. Finally, we propose the use sea currents to improve the results of the interpolation, especially in the coastal area. These currents can be constructed from the bathymetry or extracted from a HF radar located in the Balearic Sea.

Covariance and the hierarchy of frame bundles

NASA Technical Reports Server (NTRS)

Estabrook, Frank B.

1987-01-01

This is an essay on the general concept of covariance, and its connection with the structure of the nested set of higher frame bundles over a differentiable manifold. Examples of covariant geometric objects include not only linear tensor fields, densities and forms, but affinity fields, sectors and sector forms, higher order frame fields, etc., often having nonlinear transformation rules and Lie derivatives. The intrinsic, or invariant, sets of forms that arise on frame bundles satisfy the graded Cartan-Maurer structure equations of an infinite Lie algebra. Reduction of these gives invariant structure equations for Lie pseudogroups, and for G-structures of various orders. Some new results are introduced for prolongation of structure equations, and for treatment of Riemannian geometry with higher-order moving frames. The use of invariant form equations for nonlinear field physics is implicitly advocated.

An example of complex modelling in dentistry using Markov chain Monte Carlo (MCMC) simulation.

PubMed

Helfenstein, Ulrich; Menghini, Giorgio; Steiner, Marcel; Murati, Francesca

2002-09-01

In the usual regression setting one regression line is computed for a whole data set. In a more complex situation, each person may be observed for example at several points in time and thus a regression line might be calculated for each person. Additional complexities, such as various forms of errors in covariables may make a straightforward statistical evaluation difficult or even impossible. During recent years methods have been developed allowing convenient analysis of problems where the data and the corresponding models show these and many other forms of complexity. The methodology makes use of a Bayesian approach and Markov chain Monte Carlo (MCMC) simulations. The methods allow the construction of increasingly elaborate models by building them up from local sub-models. The essential structure of the models can be represented visually by directed acyclic graphs (DAG). This attractive property allows communication and discussion of the essential structure and the substantial meaning of a complex model without needing algebra. After presentation of the statistical methods an example from dentistry is presented in order to demonstrate their application and use. The dataset of the example had a complex structure; each of a set of children was followed up over several years. The number of new fillings in permanent teeth had been recorded at several ages. The dependent variables were markedly different from the normal distribution and could not be transformed to normality. In addition, explanatory variables were assumed to be measured with different forms of error. Illustration of how the corresponding models can be estimated conveniently via MCMC simulation, in particular, 'Gibbs sampling', using the freely available software BUGS is presented. In addition, how the measurement error may influence the estimates of the corresponding coefficients is explored. It is demonstrated that the effect of the independent variable on the dependent variable may be markedly underestimated if the measurement error is not taken into account ('regression dilution bias'). Markov chain Monte Carlo methods may be of great value to dentists in allowing analysis of data sets which exhibit a wide range of different forms of complexity.

The impact of multiple endpoint dependency on Q and I(2) in meta-analysis.

PubMed

Thompson, Christopher Glen; Becker, Betsy Jane

2014-09-01

A common assumption in meta-analysis is that effect sizes are independent. When correlated effect sizes are analyzed using traditional univariate techniques, this assumption is violated. This research assesses the impact of dependence arising from treatment-control studies with multiple endpoints on homogeneity measures Q and I(2) in scenarios using the unbiased standardized-mean-difference effect size. Univariate and multivariate meta-analysis methods are examined. Conditions included different overall outcome effects, study sample sizes, numbers of studies, between-outcomes correlations, dependency structures, and ways of computing the correlation. The univariate approach used typical fixed-effects analyses whereas the multivariate approach used generalized least-squares (GLS) estimates of a fixed-effects model, weighted by the inverse variance-covariance matrix. Increased dependence among effect sizes led to increased Type I error rates from univariate models. When effect sizes were strongly dependent, error rates were drastically higher than nominal levels regardless of study sample size and number of studies. In contrast, using GLS estimation to account for multiple-endpoint dependency maintained error rates within nominal levels. Conversely, mean I(2) values were not greatly affected by increased amounts of dependency. Last, we point out that the between-outcomes correlation should be estimated as a pooled within-groups correlation rather than using a full-sample estimator that does not consider treatment/control group membership. Copyright © 2014 John Wiley & Sons, Ltd.

Sensitivity of regression calibration to non-perfect validation data with application to the Norwegian Women and Cancer Study.

PubMed

Buonaccorsi, John P; Dalen, Ingvild; Laake, Petter; Hjartåker, Anette; Engeset, Dagrun; Thoresen, Magne

2015-04-15

Measurement error occurs when we observe error-prone surrogates, rather than true values. It is common in observational studies and especially so in epidemiology, in nutritional epidemiology in particular. Correcting for measurement error has become common, and regression calibration is the most popular way to account for measurement error in continuous covariates. We consider its use in the context where there are validation data, which are used to calibrate the true values given the observed covariates. We allow for the case that the true value itself may not be observed in the validation data, but instead, a so-called reference measure is observed. The regression calibration method relies on certain assumptions.This paper examines possible biases in regression calibration estimators when some of these assumptions are violated. More specifically, we allow for the fact that (i) the reference measure may not necessarily be an 'alloyed gold standard' (i.e., unbiased) for the true value; (ii) there may be correlated random subject effects contributing to the surrogate and reference measures in the validation data; and (iii) the calibration model itself may not be the same in the validation study as in the main study; that is, it is not transportable. We expand on previous work to provide a general result, which characterizes potential bias in the regression calibration estimators as a result of any combination of the violations aforementioned. We then illustrate some of the general results with data from the Norwegian Women and Cancer Study. Copyright © 2015 John Wiley & Sons, Ltd.

Correcting Measurement Error in Latent Regression Covariates via the MC-SIMEX Method

ERIC Educational Resources Information Center

Rutkowski, Leslie; Zhou, Yan

2015-01-01

Given the importance of large-scale assessments to educational policy conversations, it is critical that subpopulation achievement is estimated reliably and with sufficient precision. Despite this importance, biased subpopulation estimates have been found to occur when variables in the conditioning model side of a latent regression model contain…

On the Power of Multivariate Latent Growth Curve Models to Detect Correlated Change

ERIC Educational Resources Information Center

Hertzog, Christopher; Lindenberger, Ulman; Ghisletta, Paolo; Oertzen, Timo von

2006-01-01

We evaluated the statistical power of single-indicator latent growth curve models (LGCMs) to detect correlated change between two variables (covariance of slopes) as a function of sample size, number of longitudinal measurement occasions, and reliability (measurement error variance). Power approximations following the method of Satorra and Saris…

An optimal modification of a Kalman filter for time scales

NASA Technical Reports Server (NTRS)

Greenhall, C. A.

2003-01-01

The Kalman filter in question, which was implemented in the time scale algorithm TA(NIST), produces time scales with poor short-term stability. A simple modification of the error covariance matrix allows the filter to produce time scales with good stability at all averaging times, as verified by simulations of clock ensembles.

Investigating the Impact of Uncertainty about Item Parameters on Ability Estimation

ERIC Educational Resources Information Center

Zhang, Jinming; Xie, Minge; Song, Xiaolan; Lu, Ting

2011-01-01

Asymptotic expansions of the maximum likelihood estimator (MLE) and weighted likelihood estimator (WLE) of an examinee's ability are derived while item parameter estimators are treated as covariates measured with error. The asymptotic formulae present the amount of bias of the ability estimators due to the uncertainty of item parameter estimators.…

Analyzing Multivariate Repeated Measures Designs: A Comparison of Two Approximate Degrees of Freedom Procedures

ERIC Educational Resources Information Center

Lix, Lisa M.; Algina, James; Keselman, H. J.

2003-01-01

The approximate degrees of freedom Welch-James (WJ) and Brown-Forsythe (BF) procedures for testing within-subjects effects in multivariate groups by trials repeated measures designs were investigated under departures from covariance homogeneity and normality. Empirical Type I error and power rates were obtained for least-squares estimators and…