TWO NEW WEAK CONSTRAINT QUALIFICATIONS AND APPLICATIONS

We present two new constraint qualifications (CQs) that are weaker than the recently introduced relaxed constant positive linear dependence (RCPLD) CQ. RCPLD is based on the assumption that many subsets of the gradients of the active constraints preserve positive linear dependence locally. A major open question was to identify the exact set of gradients whose properties had to be preserved locally and that would still work as a CQ. This is done in the first new CQ, which we call the constant rank of the subspace component (CRSC) CQ. This new CQ also preserves many of the good properties of RCPLD, such as local stability and the validity of an error bound. We also introduce an even weaker CQ, called the constant positive generator (CPG), which can replace RCPLD in the analysis of the global convergence of algorithms. We close this work by extending convergence results of algorithms belonging to all the main classes of nonlinear optimization methods: sequential quadratic programming, augmented Lagrangians, interior point algorithms, and inexact restoration.

Rationale, study design, and analysis plan of the Alveolar Recruitment for ARDS Trial (ART): Study protocol for a randomized controlled trial

Background: Acute respiratory distress syndrome (ARDS) is associated with high in-hospital mortality. Alveolar recruitment followed by ventilation at optimal titrated PEEP may reduce ventilator-induced lung injury and improve oxygenation in patients with ARDS, but the effects on mortality and other clinical outcomes remain unknown. This article reports the rationale, study design, and analysis plan of the Alveolar Recruitment for ARDS Trial (ART). Methods/Design: ART is a pragmatic, multicenter, randomized (concealed), controlled trial, which aims to determine if maximum stepwise alveolar recruitment associated with PEEP titration is able to increase 28-day survival in patients with ARDS compared to conventional treatment (ARDSNet strategy). We will enroll adult patients with ARDS of less than 72 h duration. The intervention group will receive an alveolar recruitment maneuver, with stepwise increases of PEEP achieving 45 cmH(2)O and peak pressure of 60 cmH2O, followed by ventilation with optimal PEEP titrated according to the static compliance of the respiratory system. In the control group, mechanical ventilation will follow a conventional protocol (ARDSNet). In both groups, we will use controlled volume mode with low tidal volumes (4 to 6 mL/kg of predicted body weight) and targeting plateau pressure <= 30 cmH2O. The primary outcome is 28-day survival, and the secondary outcomes are: length of ICU stay; length of hospital stay; pneumothorax requiring chest tube during first 7 days; barotrauma during first 7 days; mechanical ventilation-free days from days 1 to 28; ICU, in-hospital, and 6-month survival. ART is an event-guided trial planned to last until 520 events (deaths within 28 days) are observed. These events allow detection of a hazard ratio of 0.75, with 90% power and two-tailed type I error of 5%. All analysis will follow the intention-to-treat principle. Discussion: If the ART strategy with maximum recruitment and PEEP titration improves 28-day survival, this will represent a notable advance to the care of ARDS patients. Conversely, if the ART strategy is similar or inferior to the current evidence-based strategy (ARDSNet), this should also change current practice as many institutions routinely employ recruitment maneuvers and set PEEP levels according to some titration method.

Análise do erro de previsão de vazões mensais com diferentes horizontes de previsão

Este trabalho aborda o problema de previsão para séries de vazões médias mensais, no qual denomina-se de horizonte de previsão (h), o intervalo de tempo que separa a última observação usada no ajuste do modelo de previsão e o valor futuro a ser previsto. A análise do erro de previsão é feita em função deste horizonte de previsão. Estas séries possuem um comportamento periódico na média, na variância e na função de autocorrelação. Portanto, considera-se a abordagem amplamente usada para a modelagem destas séries que consiste inicialmente em remover a periodicidade na média e na variância das séries de vazões e em seguida calcular uma série padronizada para a qual são ajustados modelos estocásticos. Neste estudo considera-se para a série padronizada os modelos autorregressivos periódicos PAR (p m). As ordens p m dos modelos ajustados para cada mês são determinadas usando os seguintes critérios: a análise clássica da função de autocorrelação parcial periódica (FACPPe); usando-se o Bayesian Information Criterion (BIC) proposto em (MecLeod, 1994); e com a análise da FACPPe proposta em (Stedinger, 2001). Os erros de previsão são calculados, na escala original da série de vazão, em função dos parâmetros dos modelos ajustados e avaliados para horizontes de previsão h variando de 1 a 12 meses. Estes erros são comparados com as estimativas das variâncias das vazões para o mês que está sendo previsto. Como resultado tem-se uma avaliação da capacidade de previsão, em meses, dos modelos ajustados para cada mês.

Compact groups of galaxies selected by stellar mass: the 2MASS compact group catalogue

We present a photometric catalogue of compact groups of galaxies (p2MCGs) automatically extracted from the Two-Micron All Sky Survey (2MASS) extended source catalogue. A total of 262 p2MCGs are identified, following the criteria defined by Hickson, of which 230 survive visual inspection (given occasional galaxy fragmentation and blends in the 2MASS parent catalogue). Only one quarter of these 230 groups were previously known compact groups (CGs). Among the 144 p2MCGs that have all their galaxies with known redshifts, 85 (59?per cent) have four or more accordant galaxies. This v2MCG sample of velocity-filtered p2MCGs constitutes the largest sample of CGs (with N = 4) catalogued to date, with both well-defined selection criteria and velocity filtering, and is the first CG sample selected by stellar mass. It is fairly complete up to Kgroup similar to 9 and radial velocity of similar to 6000?km?s-1. We compared the properties of the 78 v2MCGs with median velocities greater than 3000?km?s-1 with the properties of other CG samples, as well as those (mvCGs) extracted from the semi-analytical model (SAM) of Guo et al. run on the high-resolution Millennium-II simulation. This mvCG sample is similar (i.e. with 2/3 of physically dense CGs) to those we had previously extracted on three other SAMs run on the Millennium simulation with 125 times worse spatial and mass resolutions. The space density of v2MCGs within 6000?km?s-1 is 8.0 X 10-5?h3?Mpc-3, i.e. four times that of the Hickson sample [Hickson Compact Group (HCG)] up to the same distance and with the same criteria used in this work, but still 40?per cent less than that of mvCGs. The v2MCG constitutes the first group catalogue to show a statistically large firstsecond ranked galaxy magnitude gap according to TremaineRichstone statistics, as expected if the first ranked group members tend to be the products of galaxy mergers, and as confirmed in the mvCGs. The v2MCG is also the first observed sample to show that first-ranked galaxies tend to be centrally located, again consistent with the predictions obtained from mvCGs. We found no significant correlation of group apparent elongation and velocity dispersion in the quartets among the v2MCGs, and the velocity dispersions of apparently round quartets are not significantly larger than those of chain-like ones, in contrast to what has been previously reported in HCGs. By virtue of its automatic selection with the popular Hickson criteria, its size, its selection on stellar mass, and its statistical signs of mergers and centrally located brightest galaxies, the v2MCG catalogue appears to be the laboratory of choice to study physically dense groups of four or more galaxies of comparable luminosity.

Computational tools for comparing asymmetric GARCH models via Bayes factors

In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

Parametrização e avaliação do modelo DSSAT/Canegro para variedades brasileiras de cana-de-açúcar

O objetivo deste trabalho foi parametrizar e avaliar o modelo DSSAT/Canegro para cinco variedades brasileiras de cana-de-açúcar. A parametrização foi realizada a partir do uso de dados biométricos e de crescimento das variedades CTC 4, CTC 7, CTC 20, RB 86-7515 e RB 83-5486, obtidos em cinco localidades brasileiras. Foi realizada análise de sensibilidade local para os principais parâmetros. A parametrização do modelo foi feita por meio da técnica de estimativa da incerteza de probabilidade generalizada ("generalized likelihood uncertainty estimation", Glue). Para a avaliação das predições, foram utilizados, como indicadores estatísticos, o coeficiente de determinação (R2), o índice D de Willmott e a raiz quadrada do erro-médio (RMSE). As variedades CTC apresentaram índice D entre 0,870 e 0,944, para índice de área foliar, altura de colmo, perfilhamento e teor de sacarose. A variedade RB 83-5486 apresentou resultados similares para teor de sacarose e massa de matéria fresca do colmo, enquanto a variedade RB 86-7515 apresentou valores entre 0,665 e 0,873, para as variáveis avaliadas.

Validation of models for predicting milk urea nitrogen concentrations, estimating dry matter intake by the NRC (2001)

The objective of this study was to validate three different models for predicting milk urea nitrogen using field conditions, attempting to evaluate the nutritional adequacy diets for dairy cows and prediction of nitrogen excreted to the environment. Observations (4,749) from 855 cows were used. Milk yield, body weight (BW), days in milk and parity were recorded on the milk sampling days. Milk was sampled monthly, for analysis of milk urea nitrogen (MUN), fat, protein, lactose and total solids concentration and somatic cells count. Individual dry matter intake was estimated using the NRC (2001). The three models studied were derived from a first one to predict urinary nitrogen (UN). Model 1 was MUN = UN/12.54, model 2 was MUN = UN/17.6 and model 3 was MUN = UN/(0.0259 × BW), adjusted by body weight effect. To evaluate models, they were tested for accuracy, precision and robustness. Despite being more accurate (mean bias = 0.94 mg/dL), model 2 was less precise (residual error = 4.50 mg/dL) than model 3 (mean bias = 1.41 and residual error = 4.11 mg/dL), while model 1 was the least accurate (mean bias = 6.94 mg/dL) and the least precise (residual error = 5.40 mg/dL). They were not robust, because they were influenced by almost all the variables studied. The three models for predicting milk urea nitrogen were different with respect to accuracy, precision and robustness.

Dahlberg formula: a novel approach for its evaluation

INTRODUCTION: The accurate evaluation of error of measurement (EM) is extremely important as in growth studies as in clinical research, since there are usually quantitatively small changes. In any study it is important to evaluate the EM to validate the results and, consequently, the conclusions. Because of its extreme simplicity, the Dahlberg formula is largely used worldwide, mainly in cephalometric studies. OBJECTIVES: (I) To elucidate the formula proposed by Dahlberg in 1940, evaluating it by comparison with linear regression analysis; (II) To propose a simple methodology to analyze the results, which provides statistical elements to assist researchers in obtaining a consistent evaluation of the EM. METHODS: We applied linear regression analysis, hypothesis tests on its parameters and a formula involving the standard deviation of error of measurement and the measured values. RESULTS AND CONCLUSION: we introduced an error coefficient, which is a proportion related to the scale of observed values. This provides new parameters to facilitate the evaluation of the impact of random errors in the research final results.