High-precision measurements of the co-polar correlation coefficient: non-Gaussian errors and retrieval of the dispersion parameter µ in rainfall

The co-polar correlation coefficient (ρhv) has many applications, including hydrometeor classification, ground clutter and melting layer identification, interpretation of ice microphysics and the retrieval of rain drop size distributions (DSDs). However, we currently lack the quantitative error estimates that are necessary if these applications are to be fully exploited. Previous error estimates of ρhv rely on knowledge of the unknown "true" ρhv and implicitly assume a Gaussian probability distribution function of ρhv samples. We show that frequency distributions of ρhv estimates are in fact highly negatively skewed. A new variable: L = -log10(1 - ρhv) is defined, which does have Gaussian error statistics, and a standard deviation depending only on the number of independent radar pulses. This is verified using observations of spherical drizzle drops, allowing, for the first time, the construction of rigorous confidence intervals in estimates of ρhv. In addition, we demonstrate how the imperfect co-location of the horizontal and vertical polarisation sample volumes may be accounted for. The possibility of using L to estimate the dispersion parameter (µ) in the gamma drop size distribution is investigated. We find that including drop oscillations is essential for this application, otherwise there could be biases in retrieved µ of up to ~8. Preliminary results in rainfall are presented. In a convective rain case study, our estimates show µ to be substantially larger than 0 (an exponential DSD). In this particular rain event, rain rate would be overestimated by up to 50% if a simple exponential DSD is assumed.

Discriminating DDoS attacks from flash crowds using flow correlation coefficient

Distributed Denial of Service (DDoS) attack is a critical threat to the Internet, and botnets are usually the engines behind them. Sophisticated botmasters attempt to disable detectors by mimicking the traffic patterns of flash crowds. This poses a critical challenge to those who defend against DDoS attacks. In our deep study of the size and organization of current botnets, we found that the current attack flows are usually more similar to each other compared to the flows of flash crowds. Based on this, we proposed a discrimination algorithm using the flow correlation coefficient as a similarity metric among suspicious flows. We formulated the problem, and presented theoretical proofs for the feasibility of the proposed discrimination method in theory. Our extensive experiments confirmed the theoretical analysis and demonstrated the effectiveness of the proposed method in practice.

The electron antineutrino angular correlation coefficient a in free neutron decay: Testing the standard model with the aSPECT-spectrometer

The beta-decay of free neutrons is a strongly over-determined process in the Standard Model (SM) of Particle Physics and is described by a multitude of observables. Some of those observables are sensitive to physics beyond the SM. For example, the correlation coefficients of the involved particles belong to them. The spectrometer aSPECT was designed to measure precisely the shape of the proton energy spectrum and to extract from it the electron anti-neutrino angular correlation coefficient "a". A first test period (2005/ 2006) showed the “proof-of-principles”. The limiting influence of uncontrollable background conditions in the spectrometer made it impossible to extract a reliable value for the coefficient "a" (publication: Baessler et al., 2008, Europhys. Journ. A, 38, p.17-26). A second measurement cycle (2007/ 2008) aimed to under-run the relative accuracy of previous experiments (Stratowa et al. (1978), Byrne et al. (2002)) da/a =5%. I performed the analysis of the data taken there which is the emphasis of this doctoral thesis. A central point are background studies. The systematic impact of background on a was reduced to da/a(syst.)=0.61 %. The statistical accuracy of the analyzed measurements is da/a(stat.)=1.4 %. Besides, saturation effects of the detector electronics were investigated which were initially observed. These turned out not to be correctable on a sufficient level. An applicable idea how to avoid the saturation effects will be discussed in the last chapter.

A Bayesian approach to estimating the intraclass correlation coefficient

A Bayesian approach to estimating the intraclass correlation coefficient was used for this research project. The background of the intraclass correlation coefficient, a summary of its standard estimators, and a review of basic Bayesian terminology and methodology were presented. The conditional posterior density of the intraclass correlation coefficient was then derived and estimation procedures related to this derivation were shown in detail. Three examples of applications of the conditional posterior density to specific data sets were also included. Two sets of simulation experiments were performed to compare the mean and mode of the conditional posterior density of the intraclass correlation coefficient to more traditional estimators. Non-Bayesian methods of estimation used were: the methods of analysis of variance and maximum likelihood for balanced data; and the methods of MIVQUE (Minimum Variance Quadratic Unbiased Estimation) and maximum likelihood for unbalanced data. The overall conclusion of this research project was that Bayesian estimates of the intraclass correlation coefficient can be appropriate, useful and practical alternatives to traditional methods of estimation. ^

(Table 2) Similarity Indexes (Pearson's correlation coefficient) of the silicoflagellate assemblages of IODP Exp302

The silicoflagellate and ebridian assemblages in early middle Eocene Arctic cores obtained by IODP Expedition 302 (ACEX) were studied in order to decipher the paleoceanography of the upper water column. The assemblages in Lithologic Unit 2 (49.7-45.1 Ma), one of the biosiliceous intervals, were usually endemic as compared to the assemblages that occurred outside of the Arctic Ocean. The presence of these endemic assemblages is probably due to a unique environmental setting, controlled by the degree of mixing between the low-salinity Arctic waters and relatively high salinity waters supplied from outside the Arctic Ocean, such as the Atlantic and possibly the Western Siberian Sea. Using the basin-to-basin fractionation model, the early middle Eocene Arctic Ocean corresponds to an estuarine circulation type, which includes the modern-day Black Sea. The abundant down-core occurrence of ebridians strongly suggests the past presence of low-salinity waters, and may indicate that low oxygen concentrations prevailed in the euphotic layer, on the basis of the ecology of the modern ebridian Hermesinum adriaticum.

Statnote 32 : the partial correlation coefficient

In previous statnotes, the application of correlation and regression methods to the analysis of two variables (X,Y) was described. The most important statistic used to measure the degree of correlation between two variables is Pearson’s ‘product moment correlation coefficient’ (‘r’). The correlation between two variables may be due to their common relation to other variables. Hence, investigators using correlation studies need to be alert to the possibilities of spurious correlation and the methods of ‘partial correlation’ are one method of taking this into account. This statnote applies the methods of partial correlation to three scenarios. First, to a fairly obvious example of a spurious correlation resulting from the ‘size effect’ involving the relationship between the number of general practitioners (GP) and the number of deaths of patients in a town. Second, to the relationship between the abundance of the nitrogen-fixing bacterium Azotobacter in soil and three soil variables, and finally, to a more complex scenario, first introduced in Statnote 24involving the relationship between the growth of lichens in the field and climate.

Statnote 33:the intra-class correlation coefficient

The intra-class correlation coefficient (ICC or ri) is a method of measuring correlation when the data are paired and therefore, should be used when experimental units are organised into groups. A useful analogy is with the unpaired or paired ‘t’ test to compare the differences between the means of two groups. In studies of reproducibility, there may actually be little difference between the ICC and Pearson’s ‘r’ for ‘true’ repeated measurements. If, however, there is a systematic change in the measurements made on the first compared with the second occasion, then the ICC will be significantly less than ‘r’, and less confidence would be placed in the reproducibility of the results.

Damage detection for truss bridge structures using correlation-based structural modal strain energy

This paper presents the feasibility of using structural modal strain energy as a parameter employed in correlation- based damage detection method for truss bridge structures. It is an extension of the damage detection method adopting multiple damage location assurance criterion. In this paper, the sensitivity of modal strain energy to damage obtained from the analytical model is incorporated into the correlation objective function. Firstly, the sensitivity matrix of modal strain energy to damage is conducted offline, and for an arbitrary damage case, the correlation coefficient (objective function) is calculated by multiplying the sensitivity matrix and damage vector. Then, a genetic algorithm is used to iteratively search the damage vector maximising the correlation between the corresponding modal strain energy change (hypothesised) and its counterpart in measurement. The proposed method is simulated and compared with the conventional methods, e.g. frequency-error method, coordinate modal assurance criterion and multiple damage location assurance criterion using mode shapes on a numerical truss bridge structure. The result demonstrates the modal strain energy correlation method is able to yield acceptable damage detection outcomes with less computing efforts, even in a noise contaminated condition.

Correlation of carotid atheromatous plaque inflammation with biomechanical stress: Utility of USPIO enhanced MR imaging and finite element analysis

Objective: The aim of this study was to explore whether there is a relationship between the degree of MR-defined inflammation using ultra small super-paramagnetic iron oxide (USPIO) particles, and biomechanical stress using finite element analysis (FEA) techniques, in carotid atheromatous plaques. Methods and Results: 18 patients with angiographically proven carotid stenoses underwent multi-sequence MR imaging before and 36 h after USPIO infusion. T2 * weighted images were manually segmented into quadrants and the signal change in each quadrant normalised to adjacent muscle was calculated after USPIO administration. Plaque geometry was obtained from the rest of the multi-sequence dataset and used within a FEA model to predict maximal stress concentration within each slice. Subsequently, a new statistical model was developed to explicitly investigate the form of the relationship between biomechanical stress and signal change. The Spearman's rank correlation coefficient for USPIO enhanced signal change and maximal biomechanical stress was -0.60 (p = 0.009). Conclusions: There is an association between biomechanical stress and USPIO enhanced MR-defined inflammation within carotid atheroma, both known risk factors for plaque vulnerability. This underlines the complex interaction between physiological processes and biomechanical mechanisms in the development of carotid atheroma. However, this is preliminary data that will need validation in a larger cohort of patients.

Correlation between terrestrial heat flow and thermal conductivity

The significant correlation coefficient between the terrestial heat flow and thermal conductivity computed from the continental heat flow data by Horai and Nur [1]2) may be explained as a natural consequence of terrestrial heat flow through a random medium. The theory predicts a value of 0.40 for the correlation coefficient. A simple statistical test shows that the majority of the computed coefficients belong to the statistical population whose mean is equal to the theoretical correlation coefficient. There are, however, a few observations of unsually high correlation coefficient which cannot be explained by the above hypothesis.

Correlation between local structural dynamics of proteins inferred from NMR ensembles and evolutionary dynamics of homologues of known structure

Conformational changes in proteins are extremely important for their biochemical functions. Correlation between inherent conformational variations in a protein and conformational differences in its homologues of known structure is still unclear. In this study, we have used a structural alphabet called Protein Blocks (PBs). PBs are used to perform abstraction of protein 3-D structures into a 1-D strings of 16 alphabets (a-p) based on dihedral angles of overlapping pentapeptides. We have analyzed the variations in local conformations in terms of PBs represented in the ensembles of 801 protein structures determined using NMR spectroscopy. In the analysis of concatenated data over all the residues in all the NMR ensembles, we observe that the overall nature of inherent local structural variations in NMR ensembles is similar to the nature of local structural differences in homologous proteins with a high correlation coefficient of .94. High correlation at the alignment positions corresponding to helical and beta-sheet regions is only expected. However, the correlation coefficient by considering only the loop regions is also quite high (.91). Surprisingly, segregated position-wise analysis shows that this high correlation does not hold true to loop regions at the structurally equivalent positions in NMR ensembles and their homologues of known structure. This suggests that the general nature of local structural changes is unique; however most of the local structural variations in loop regions of NMR ensembles do not correlate to their local structural differences at structurally equivalent positions in homologues.

NESTED SPARSE BAYESIAN LEARNING FOR BLOCK-SPARSE SIGNALS WITH INTRA-BLOCK CORRELATION

In this work, we address the recovery of block sparse vectors with intra-block correlation, i.e., the recovery of vectors in which the correlated nonzero entries are constrained to lie in a few clusters, from noisy underdetermined linear measurements. Among Bayesian sparse recovery techniques, the cluster Sparse Bayesian Learning (SBL) is an efficient tool for block-sparse vector recovery, with intra-block correlation. However, this technique uses a heuristic method to estimate the intra-block correlation. In this paper, we propose the Nested SBL (NSBL) algorithm, which we derive using a novel Bayesian formulation that facilitates the use of the monotonically convergent nested Expectation Maximization (EM) and a Kalman filtering based learning framework. Unlike the cluster-SBL algorithm, this formulation leads to closed-form EMupdates for estimating the correlation coefficient. We demonstrate the efficacy of the proposed NSBL algorithm using Monte Carlo simulations.

An Ecological Correlation Study of Late Age-Related Macular Degeneration and the Complement Factor H Y402H Polymorphism

PURPOSE:
To investigate whether variation in the distribution of the risk allele frequency of the Y402H single-nucleotide polymorphism (SNP) across various ethnicities and geographic regions reflects differences in the prevalence of late age-related macular degeneration (AMD) in those ethnicities.

METHODS:
Published data were obtained via a systematic search. Study samples were grouped into clusters by ethnicity and geographic location and the Spearman correlation coefficient of the prevalence of late AMD and risk allele frequencies was calculated across clusters.

RESULTS:
Across all ethnicities, AMD prevalence was seen to increase with age. Populations of European descent had both higher risk allele frequencies and prevalence of late AMD than did Japanese, Chinese, and Hispanic descendants. Results for African descendants were anomalous: although allele frequency was similar to that in European populations, the age-specific prevalence of late AMD was considerably lower. The correlation coefficient for the association between allele frequency and AMD prevalence was 0.40 (95% confidence interval [CI] = -0.36 to 0.84, P = 0.28) in all populations combined and 0.71 (95% CI = 0.02-0.94, P = 0.04) when people of African descent were excluded.

CONCLUSIONS:
Evidence was found at the population level to support a positive association between the Y204H risk allele and the prevalence of AMD after exclusion of studies undertaken on persons of African ancestry. Data in African, Middle Eastern, and South American populations are needed to provide a better understanding of the association of late AMD genetic risk across ethnicities.