On the Condition Number Distribution of Complex Wishart Matrices

This paper investigates the distribution of the condition number of complex Wishart matrices. Two closely related measures are considered: the standard condition number (SCN) and the Demmel condition number (DCN), both of which have important applications in the context of multiple-input multipleoutput (MIMO) communication systems, as well as in various branches of mathematics. We first present a novel generic framework for the SCN distribution which accounts for both central and non-central Wishart matrices of arbitrary dimension. This result is a simple unified expression which involves only a single scalar integral, and therefore allows for fast and efficient computation. For the case of dual Wishart matrices, we derive new exact polynomial expressions for both the SCN and DCN distributions. We also formulate a new closed-form expression for the tail SCN distribution which applies for correlated central Wishart matrices of arbitrary dimension and demonstrates an interesting connection to the maximum eigenvalue moments of Wishart matrices of smaller dimension. Based on our analytical results, we gain valuable insights into the statistical behavior of the channel conditioning for various MIMO fading scenarios, such as uncorrelated/semi-correlated Rayleigh fading and Ricean fading. © 2010 IEEE.

Chemometric techniques in multivariate statistical modelling of process plant

The techniques of principal component analysis (PCA) and partial least squares (PLS) are introduced from the point of view of providing a multivariate statistical method for modelling process plants. The advantages and limitations of PCA and PLS are discussed from the perspective of the type of data and problems that might be encountered in this application area. These concepts are exemplified by two case studies dealing first with data from a continuous stirred tank reactor (CSTR) simulation and second a literature source describing a low-density polyethylene (LDPE) reactor simulation.

A statistical process control approach for automatic anti-islanding detection using synchrophasors

Anti-islanding protection is becoming increasingly important due to the rapid installation of distributed generation from renewable resources like wind, tidal and wave, solar PV, bio-fuels, as well as from other resources like diesel. Unintentional islanding presents a potential risk for damaging utility plants and equipment connected from the demand side, as well as to public and personnel in utility plants. This paper investigates automatic islanding detection. This is achieved by deploying a statistical process control approach for fault detection with the real-time data acquired through a wide area measurement system, which is based on Phasor Measurement Unit (PMU) technology. In particular, the principal component analysis (PCA) is used to project the data into principal component subspace and residual space, and two statistics are used to detect the occurrence of fault. Then a fault reconstruction method is used to identify the fault and its development over time. The proposed scheme has been used in a real system and the results have confirmed that the proposed method can correctly identify the fault and islanding site.

When does information about causal structure improve statistical reasoning?

Base rate neglect on the mammography problem can be overcome by explicitly presenting a causal basis for the typically vague false-positive statistic. One account of this causal facilitation effect is that people make probabilistic judgements over intuitive causal models parameterized with the evidence in the problem. Poorly defined or difficult-to-map evidence interferes with this process, leading to errors in statistical reasoning. To assess whether the construction of parameterized causal representations is an intuitive or deliberative process, in Experiment 1 we combined a secondary load paradigm with manipulations of the presence or absence of an alternative cause in typical statistical reasoning problems. We found limited effects of a secondary load, no evidence that information about an alternative cause improves statistical reasoning, but some evidence that it reduces base rate neglect errors. In Experiments 2 and 3 where we did not impose a load, we observed causal facilitation effects. The amount of Bayesian responding in the causal conditions was impervious to the presence of a load (Experiment 1) and to the precise statistical information that was presented (Experiment 3). However, we found less Bayesian responding in the causal condition than previously reported. We conclude with a discussion of the implications of our findings and the suggestion that there may be population effects in the accuracy of statistical reasoning.

Whose statistical reasoning is improved by information about causal structure?

People often struggle when making Bayesian probabilistic estimates on the basis of competing sources of statistical evidence. Recently, Krynski and Tenenbaum (Journal of Experimental Psychology: General, 136, 430–450, 2007) proposed that a causal Bayesian framework accounts for peoples’ errors in Bayesian reasoning and showed that, by clarifying the causal relations among the pieces of evidence, judgments on a classic statistical reasoning problem could be significantly improved. We aimed to understand whose statistical reasoning is facilitated by the causal structure intervention. In Experiment 1, although we observed causal facilitation effects overall, the effect was confined to participants high in numeracy. We did not find an overall facilitation effect in Experiment 2 but did replicate the earlier interaction between numerical ability and the presence or absence of causal content. This effect held when we controlled for general cognitive ability and thinking disposition. Our results suggest that clarifying causal structure facilitates Bayesian judgments, but only for participants with sufficient understanding of basic concepts in probability and statistics.

A statistical analysis of circumstellar material in Type Ia supernovae

A key tracer of the elusive progenitor systems of Type Ia supernovae (SNe Ia) is the detection of narrow blueshifted time-varying Na I D absorption lines, interpreted as evidence of circumstellar material surrounding the progenitor system. The origin of this material is controversial, but the simplest explanation is that it results from previous mass-loss in a system containing a white dwarf and a non-degenerate companion star. We present new single-epoch intermediate-resolution spectra of 17 low-redshift SNe Ia taken with XShooter on the European Southern Observatory Very Large Telescope. Combining this sample with events from the literature, we confirm an excess (∼20 per cent) of SNe Ia displaying blueshifted narrow Na I D absorption features compared to redshifted Na I D features. The host galaxies of SNe Ia displaying blueshifted absorption profiles are skewed towards later-type galaxies, compared to SNe Ia that show no Na I D absorption and SNe Ia displaying blueshifted narrow Na I D absorption features have broader light curves. The strength of the Na I D absorption is stronger in SNe Ia displaying blueshifted Na I D absorption features than those without blueshifted features, and the strength of the blueshifted Na I D is correlated with the B − V colour of the SN at maximum light. This strongly suggests the absorbing material is local to the SN. In the context of the progenitor systems of SNe Ia, we discuss the significance of these findings and other recent observational evidence on the nature of SN Ia progenitors. We present a summary that suggests that there are at least two distinct populations of normal, cosmologically useful SNe Ia.

Assessing the Nonequilibrium Thermodynamics in a Quenched Quantum Many-Body System via Single Projective Measurements

We analyze the nature of the statistics of the work done on or by a quantum many-body system brought out of equilibrium. We show that, for the sudden quench and for an initial state that commutes with the initial Hamiltonian, it is possible to retrieve the whole nonequilibrium thermodynamics via single projective measurements of observables. We highlight, in a physically clear way, the qualitative implications for the statistics of work coming from considering processes described by operators that either commute or do not commute with the unperturbed Hamiltonian of a given system. We consider a quantum many-body system and derive an expression that allows us to give a physical interpretation, for a thermal initial state, to all of the cumulants of the work in the case of quenched operators commuting with the unperturbed Hamiltonian. In the commuting case, the observables that we need to measure have an intuitive physical meaning. Conversely, in the noncommuting case, we show that, although it is possible to operate fully within the single-measurement framework irrespectively of the size of the quench, some difficulties are faced in providing a clear-cut physical interpretation to the cumulants. This circumstance makes the study of the physics of the system nontrivial and highlights the nonintuitive phenomenology of the emergence of thermodynamics from the fully quantum microscopic description. We illustrate our ideas with the example of the Ising model in a transverse field showing the interesting behavior of the high-order statistical moments of the work distribution for a generic thermal state and linking them to the critical nature of the model itself.

Temporal and statistical information in causal structure learning

Three experiments examined children’s and adults’ abilities to use statistical and temporal information to distinguish between common cause and causal chain structures. In Experiment 1, participants were provided with conditional probability information and/or temporal information and asked to infer the causal structure of a three-variable mechanical system that operated probabilistically. Participants of all ages preferentially relied on the temporal pattern of events in their inferences, even if this conflicted with statistical information. In Experiments 2 and 3, participants observed a series of interventions on the system, which in these experiments operated deterministically. In Experiment 2, participants found it easier to use temporal pattern information than statistical information provided as a result of interventions. In Experiment 3, in which no temporal pattern information was provided, children from 6-7 years, but not younger children, were able to use intervention information to make causal chain judgments, although they had difficulty when the structure was a common cause. The findings suggest that participants, and children in particular, may find it more difficult to use statistical information than temporal pattern information because of its demands on information processing resources. However, there may also be an inherent preference for temporal information.