Bayesian analysis of the error correction model

This paper presents a method for estimating the posterior probability density of the cointegrating rank of a multivariate error correction model. A second contribution is the careful elicitation of the prior for the cointegrating vectors derived from a prior on the cointegrating space. This prior obtains naturally from treating the cointegrating space as the parameter of interest in inference and overcomes problems previously encountered in Bayesian cointegration analysis. Using this new prior and Laplace approximation, an estimator for the posterior probability of the rank is given. The approach performs well compared with information criteria in Monte Carlo experiments. (C) 2003 Elsevier B.V. All rights reserved.

A small disturbance in the strong vortex flow

A small disturbance in the axisymmetric, bathtub-like flow with strong vorticity is considered and the asymptotic representation of the solution is found. It is shown that if the disturbance is smaller than a certain critical scale, the conventional strong vortex approximation cannot describe the field generated by the disturbance not only in the vicinity of the disturbance but also at the distances much larger than the critical scale. (C) 2001 American Institute of Physics.

Micro-mechanical approximation to the stress field around an inclined fiber of FRCC

Matrix spalling or crushing is one of the important mechanisms of fiber-matrix interaction of fiber reinforced cementitious composites (FRCC). The fiber pullout mechanisms have been extensively studied for an aligned fiber but matrix failure is rarely investigated since it is thought not to be a major affect. However, for an inclined fiber, the matrix failure should not be neglected. Due to the complex process of matrix spalling, experimental investigation and analytical study of this mechanism are rarely found in literature. In this paper, it is assumed that the load transfer is concentrated within the short length of the inclined fiber from the exit point towards anchored end and follows the exponential law. The Mindlin formulation is employed to calculate the 3D stress field. The simulation gives much information about this field. The 3D approximation of the stress state around an inclined fiber helps to qualitatively understand the mechanism of matrix failure. Finally, a spalling criterion is proposed by which matrix spalling occurs only when the stress in a certain volume, rather than the stress at a small point, exceeds the material strength. This implies some local stress redistribution after first yield. The stress redistribution results in more energy input and higher load bearing capacity of the matrix. In accordance with this hypothesis, the evolution of matrix spalling is demonstrated. The accurate prediction of matrix spalling needs the careful determination of the parameters in this model. This is the work of further study. (C) 2002 Elsevier Science Ltd. All rights reserved.

Improving precision and reducing bias in biological surveys: estimating false-negative error rates

The use of presence/absence data in wildlife management and biological surveys is widespread. There is a growing interest in quantifying the sources of error associated with these data. We show that false-negative errors (failure to record a species when in fact it is present) can have a significant impact on statistical estimation of habitat models using simulated data. Then we introduce an extension of logistic modeling, the zero-inflated binomial (ZIB) model that permits the estimation of the rate of false-negative errors and the correction of estimates of the probability of occurrence for false-negative errors by using repeated. visits to the same site. Our simulations show that even relatively low rates of false negatives bias statistical estimates of habitat effects. The method with three repeated visits eliminates the bias, but estimates are relatively imprecise. Six repeated visits improve precision of estimates to levels comparable to that achieved with conventional statistics in the absence of false-negative errors In general, when error rates are less than or equal to50% greater efficiency is gained by adding more sites, whereas when error rates are >50% it is better to increase the number of repeated visits. We highlight the flexibility of the method with three case studies, clearly demonstrating the effect of false-negative errors for a range of commonly used survey methods.

New approximation for free surface flow of groundwater: capillarity correction

An existing capillarity correction for free surface groundwater flow as modelled by the Boussinesq equation is re-investigated. Existing solutions, based on the shallow flow expansion, have considered only the zeroth-order approximation. Here, a second-order capillarity correction to tide-induced watertable fluctuations in a coastal aquifer adjacent to a sloping beach is derived. A new definition of the capillarity correction is proposed for small capillary fringes, and a simplified solution is derived. Comparisons of the two models show that the simplified model can be used in most cases. The significant effects of higher-order capillarity corrections on tidal fluctuations in a sloping beach are also demonstrated. (c) 2004 Elsevier Ltd. All rights reserved.

Two-dimensional approximation for tide-induced watertable fluctuations in a sloping sandy beach

The prediction of watertable fluctuations in a coastal aquifer is important for coastal management. However, most previous approaches have based on the one-dimensional Boussinesq equation, neglecting variations in the coastline and beach slope. In this paper, a closed-form analytical solution for a two-dimensional unconfined coastal aquifer bounded by a rhythmic coastline is derived. In the new model, the effect of beach slope is also included, a feature that has not been considered in previous two-dimensional approximations. Three small parameters, the shallow water parameter (epsilon), the amplitude parameter (a) and coastline parameter (beta) are used in the perturbation approximation. The numerical results demonstrate the significant influence of both the coastline shape and beach slopes on tide-driven coastal groundwater fluctuations. (c) 2004 Elsevier Ltd. All rights reserved.

Benefits of amplification for speech recognition in background noise

The purpose of the present study was to examine the benefits of providing audible speech to listeners with sensorineural hearing loss when the speech is presented in a background noise. Previous studies have shown that when listeners have a severe hearing loss in the higher frequencies, providing audible speech (in a quiet background) to these higher frequencies usually results in no improvement in speech recognition. In the present experiments, speech was presented in a background of multitalker babble to listeners with various severities of hearing loss. The signal was low-pass filtered at numerous cutoff frequencies and speech recognition was measured as additional high-frequency speech information was provided to the hearing-impaired listeners. It was found in all cases, regardless of hearing loss or frequency range, that providing audible speech resulted in an increase in recognition score. The change in recognition as the cutoff frequency was increased, along with the amount of audible speech information in each condition (articulation index), was used to calculate the "efficiency" of providing audible speech. Efficiencies were positive for all degrees of hearing loss. However, the gains in recognition were small, and the maximum score obtained by an listener was low, due to the noise background. An analysis of error patterns showed that due to the limited speech audibility in a noise background, even severely impaired listeners used additional speech audibility in the high frequencies to improve their perception of the "easier" features of speech including voicing

Turbulence in Small Sub-Tropical Estuary with Semi-Diurnal Tides

In natural estuaries, contaminant transport is driven by the turbulent momentum mixing. The predictions of scalar dispersion can rarely be predicted accurately because of a lack of fundamental understanding of the turbulence structure in estuaries. Herein detailed turbulence field measurements were conducted at high frequency and continuously for up to 50 hours per investigation in a small subtropical estuary with semi-diurnal tides. Acoustic Doppler velocimetry was deemed the most appropriate measurement technique for such small estuarine systems with shallow water depths (less than 0.5 m at low tides), and a thorough post-processing technique was applied. The estuarine flow is always a fluctuating process. The bulk flow parameters fluctuated with periods comparable to tidal cycles and other large-scale processes. But turbulence properties depended upon the instantaneous local flow properties. They were little affected by the flow history, but their structure and temporal variability were influenced by a variety of mechanisms. This resulted in behaviour which deviated from that for equilibrium turbulent boundary layer induced by velocity shear only. A striking feature of the data sets is the large fluctuations in all turbulence characteristics during the tidal cycle. This feature was rarely documented, but an important difference between the data sets used in this study from earlier reported measurements is that the present data were collected continuously at high frequency during relatively long periods. The findings bring new lights in the fluctuating nature of momentum exchange coefficients and integral time and length scales. These turbulent properties should not be assumed constant.

Selection bias in gene extraction on the basis of microarray gene-expression data

In the context of cancer diagnosis and treatment, we consider the problem of constructing an accurate prediction rule on the basis of a relatively small number of tumor tissue samples of known type containing the expression data on very many (possibly thousands) genes. Recently, results have been presented in the literature suggesting that it is possible to construct a prediction rule from only a few genes such that it has a negligible prediction error rate. However, in these results the test error or the leave-one-out cross-validated error is calculated without allowance for the selection bias. There is no allowance because the rule is either tested on tissue samples that were used in the first instance to select the genes being used in the rule or because the cross-validation of the rule is not external to the selection process; that is, gene selection is not performed in training the rule at each stage of the cross-validation process. We describe how in practice the selection bias can be assessed and corrected for by either performing a cross-validation or applying the bootstrap external to the selection process. We recommend using 10-fold rather than leave-one-out cross-validation, and concerning the bootstrap, we suggest using the so-called. 632+ bootstrap error estimate designed to handle overfitted prediction rules. Using two published data sets, we demonstrate that when correction is made for the selection bias, the cross-validated error is no longer zero for a subset of only a few genes.

Detailed Measurements during a Transient Front in a Small Subtropical Estuary

High-resolution measurements of velocity and physio-chemistry were conducted before, during and after the passage of a transient front in a small subtropical system about 2.1 km upstream of the river mouth. Detailed acoustic Doppler velocimetry measurements, conducted continuously at 25 Hz, showed the existence of transverse turbulent shear between 300 s prior to the front passage and 1300 s after. This was associated with an increased level of suspended sediment concentration fluctuations, some transverse shear next to the bed and some surface temperature anomaly.

Quantum mechanics as an approximation to classical mechanics in Hilbert space

Classical mechanics is formulated in complex Hilbert space with the introduction of a commutative product of operators, an antisymmetric bracket and a quasidensity operator that is not positive definite. These are analogues of the star product, the Moyal bracket, and the Wigner function in the phase space formulation of quantum mechanics. Quantum mechanics is then viewed as a limiting form of classical mechanics, as Planck's constant approaches zero, rather than the other way around. The forms of semiquantum approximations to classical mechanics, analogous to semiclassical approximations to quantum mechanics, are indicated.

Comparison of BR and QR Eigenvalue Algorithms for Power System Small Signal Stability Analysis

The BR algorithm is a novel and efficient method to find all eigenvalues of upper Hessenberg matrices and has never been applied to eigenanalysis for power system small signal stability. This paper analyzes differences between the BR and the QR algorithms with performance comparison in terms of CPU time based on stopping criteria and storage requirement. The BR algorithm utilizes accelerating strategies to improve its performance when computing eigenvalues of narrowly banded, nearly tridiagonal upper Hessenberg matrices. These strategies significantly reduce the computation time at a reasonable level of precision. Compared with the QR algorithm, the BR algorithm requires fewer iteration steps and less storage space without depriving of appropriate precision in solving eigenvalue problems of large-scale power systems. Numerical examples demonstrate the efficiency of the BR algorithm in pursuing eigenanalysis tasks of 39-, 68-, 115-, 300-, and 600-bus systems. Experiment results suggest that the BR algorithm is a more efficient algorithm for large-scale power system small signal stability eigenanalysis.

High-Frequency Suspended Sediment Flux Measurements in a Small Estuary

In small estuaries, the predictions of scalar dispersion can rarely be predicted accurately because of a lack of fundamental understanding of the turbulence structure. Herein detailed turbulence measurements and suspended sediment concentrations were conducted simultaneously and continuously at high-frequency for 50 hours per investigation in a small subtropical estuary with semi-diurnal tides. The data analyses provided an unique characterisation of the turbulent mixing processes and suspended sediment fluxes. The turbulence was neither homogeneous nor isotropic, and it was not a Gaussian process. The integral time scales for turbulence and suspended sediment concentration were about equal during flood tides, but differed significantly during ebb tides. The field experiences showed that the turbulence measurements must be conducted at high-frequency to characterise the small eddies and the viscous dissipation process, while a continuous sampling was necessary to characterise the time-variations of the instantaneous velocity field, Reynolds stress tensor and suspended sediment flux during the tidal cycles.

Small molecular probes for G-protein-coupled C5a receptors: Conformationally constrained antagonists derived from the C terminus of the human plasma protein C5a

Activation of the human complement system of plasma proteins in response to infection or injury produces a 4-helix bundle glycoprotein (74 amino acids) known as C5a. C5a binds to G-protein-coupled receptors on cell surfaces triggering receptor-ligand internalization, signal transduction, and powerful inflammatory responses. Since excessive levels of C5a are associated with autoimmune and chronic inflammatory disorders, inhibitors of receptor activation may have therapeutic potential. We now report solution structures and receptor-binding and antagonist activities for some of the first small molecule antagonists of C5a derived from its hexapeptide C terminus. The antagonist NMe-Phe-Lys-Pro-D-Cha-Trp-D-Arg-CO2H (1) surprisingly shows an unusually well-defined solution structure as determined by H-1 NMR spectroscopy. This is one of the smallest acyclic peptides found to possess a defined solution conformation, which can be explained by the constraining role of intramolecular hydrogen bonding. NOE and coupling constant data, slow deuterium exchange, and a low dependence on temperature for the chemical shift of the D-Cha-NH strongly indicate an inverse gamma turn stabilized by a D-Cha-NH ... OC-Lys hydrogen bond. Smaller conformational populations are associated with a hydrogen bond between Trp-NH ... OC-Lys, defining a type II beta turn distorted by the inverse gamma turn incorporated within it. An excellent correlation between receptor-affinity and antagonist activity is indicated for a limited set of synthetic peptides. Conversion of the C-terminal carboxylate of 1 to an amide decreases antagonist potency 5-fold, but potency is increased up to 10-fold over 1 if the amide bond is made between the C-terminal carboxylate and a Lys/Orn side chain to form a cyclic analogue. The solution structure of cycle 6 also shows gamma and beta turns; however, the latter occurs in a different position, and there are clear conformational changes in 6 vs 1 that result in enhanced activity. These results indicate that potent C5a antagonists can be developed by targeting site 2 alone of the C5a receptor and define a novel pharmacophore for developing powerful receptor probes or drug candidates.