152 resultados para Maximum entropy statistical estimate


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We analyze the irreversibility and the entropy production in nonequilibrium interacting particle systems described by a Fokker-Planck equation by the use of a suitable master equation representation. The irreversible character is provided either by nonconservative forces or by the contact with heat baths at distinct temperatures. The expression for the entropy production is deduced from a general definition, which is related to the probability of a trajectory in phase space and its time reversal, that makes no reference a priori to the dissipated power. Our formalism is applied to calculate the heat conductance in a simple system consisting of two Brownian particles each one in contact to a heat reservoir. We show also the connection between the definition of entropy production rate and the Jarzynski equality.

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We consider a simple Maier-Saupe statistical model with the inclusion of disorder degrees of freedom to mimic the phase diagram of a mixture of rodlike and disklike molecules. A quenched distribution of shapes leads to a phase diagram with two uniaxial and a biaxial nematic structure. A thermalized distribution, however, which is more adequate to liquid mixtures, precludes the stability of this biaxial phase. We then use a two-temperature formalism, and assume a separation of relaxation times, to show that a partial degree of annealing is already sufficient to stabilize a biaxial nematic structure.

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We show a function that fits well the probability density of return times between two consecutive visits of a chaotic trajectory to finite size regions in phase space. It deviates from the exponential statistics by a small power-law term, a term that represents the deterministic manifestation of the dynamics. We also show how one can quickly and easily estimate the Kolmogorov-Sinai entropy and the short-term correlation function by realizing observations of high probable returns. Our analyses are performed numerically in the Henon map and experimentally in a Chua's circuit. Finally, we discuss how our approach can be used to treat the data coming from experimental complex systems and for technological applications. (C) 2009 American Institute of Physics. [doi: 10.1063/1.3263943]

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Aims. Given that in most cases just thermal pressure is taken into account in the hydrostatic equilibrium equation to estimate galaxy cluster mass, the main purpose of this paper is to consider the contribution of all three non-thermal components to total mass measurements. The non-thermal pressure is composed by cosmic rays, turbulence and magnetic pressures. Methods. To estimate the thermal pressure we used public XMM-Newton archival data of five Abell clusters to derive temperature and density profiles. To describe the magnetic pressure, we assume a radial distribution for the magnetic field, B(r) proportional to rho(alpha)(g). To seek generality we assume alpha within the range of 0.5 to 0.9, as indicated by observations and numerical simulations. Turbulent motions and bulk velocities add a turbulent pressure, which is considered using an estimate from numerical simulations. For this component, we assume an isotropic pressure, P(turb) = 1/3 rho(g)(sigma(2)(r) + sigma(2)(t)). We also consider the contribution of cosmic ray pressure, P(cr) proportional to r(-0.5). Thus, besides the gas (thermal) pressure, we include these three non-thermal components in the magnetohydrostatic equilibrium equation and compare the total mass estimates with the values obtained without them. Results. A consistent description for the non-thermal component could yield a variation in mass estimates that extends from 10% to similar to 30%. We verified that in the inner parts of cool core clusters the cosmic ray component is comparable to the magnetic pressure, while in non-cool core clusters the cosmic ray component is dominant. For cool core clusters the magnetic pressure is the dominant component, contributing more than 50% of the total mass variation due to non-thermal pressure components. However, for non-cool core clusters, the major influence comes from the cosmic ray pressure that accounts for more than 80% of the total mass variation due to non-thermal pressure effects. For our sample, the maximum influence of the turbulent component to the total mass variation can be almost 20%. Although all of the assumptions agree with previous works, it is important to notice that our results rely on the specific parametrization adopted in this work. We show that this analysis can be regarded as a starting point for a more detailed and refined exploration of the influence of non-thermal pressure in the intra-cluster medium (ICM).

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Using the density matrix renormalization group, we investigate the Renyi entropy of the anisotropic spin-s Heisenberg chains in a z-magnetic field. We considered the half-odd-integer spin-s chains, with s = 1/2, 3/2, and 5/2, and periodic and open boundary conditions. In the case of the spin-1/2 chain we were able to obtain accurate estimates of the new parity exponents p(alpha)((p)) and p(alpha)((o)) that gives the power-law decay of the oscillations of the alpha-Renyi entropy for periodic and open boundary conditions, respectively. We confirm the relations of these exponents with the Luttinger parameter K, as proposed by Calabrese et al. [Phys. Rev. Lett. 104, 095701 (2010)]. Moreover, the predicted periodicity of the oscillating term was also observed for some nonzero values of the magnetization m. We show that for s > 1/2 the amplitudes of the oscillations are quite small and get accurate estimates of p(alpha)((p)) and p(alpha)((o)) become a challenge. Although our estimates of the new universal exponents p(alpha)((p)) and p(alpha)((o)) for the spin-3/2 chain are not so accurate, they are consistent with the theoretical predictions.

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Finite-size scaling analysis turns out to be a powerful tool to calculate the phase diagram as well as the critical properties of two-dimensional classical statistical mechanics models and quantum Hamiltonians in one dimension. The most used method to locate quantum critical points is the so-called crossing method, where the estimates are obtained by comparing the mass gaps of two distinct lattice sizes. The success of this method is due to its simplicity and the ability to provide accurate results even considering relatively small lattice sizes. In this paper, we introduce an estimator that locates quantum critical points by exploring the known distinct behavior of the entanglement entropy in critical and noncritical systems. As a benchmark test, we use this new estimator to locate the critical point of the quantum Ising chain and the critical line of the spin-1 Blume-Capel quantum chain. The tricritical point of this last model is also obtained. Comparison with the standard crossing method is also presented. The method we propose is simple to implement in practice, particularly in density matrix renormalization group calculations, and provides us, like the crossing method, amazingly accurate results for quite small lattice sizes. Our applications show that the proposed method has several advantages, as compared with the standard crossing method, and we believe it will become popular in future numerical studies.

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We describe the measurement of the depth of maximum, X(max), of the longitudinal development of air showers induced by cosmic rays. Almost 4000 events above 10(18) eV observed by the fluorescence detector of the Pierre Auger Observatory in coincidence with at least one surface detector station are selected for the analysis. The average shower maximum was found to evolve with energy at a rate of (106 +/- 35-21) g/cm(2)/decade below 10(18.24) +/- (0.05) eV, and d24 +/- 3 g/cm(2)/ecade above this energy. The measured shower-to-shower fluctuations decrease from about 55 to 26 g/cm(2). The interpretation of these results in terms of the cosmic ray mass composition is briefly discussed.

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Thanks to recent advances in molecular biology, allied to an ever increasing amount of experimental data, the functional state of thousands of genes can now be extracted simultaneously by using methods such as cDNA microarrays and RNA-Seq. Particularly important related investigations are the modeling and identification of gene regulatory networks from expression data sets. Such a knowledge is fundamental for many applications, such as disease treatment, therapeutic intervention strategies and drugs design, as well as for planning high-throughput new experiments. Methods have been developed for gene networks modeling and identification from expression profiles. However, an important open problem regards how to validate such approaches and its results. This work presents an objective approach for validation of gene network modeling and identification which comprises the following three main aspects: (1) Artificial Gene Networks (AGNs) model generation through theoretical models of complex networks, which is used to simulate temporal expression data; (2) a computational method for gene network identification from the simulated data, which is founded on a feature selection approach where a target gene is fixed and the expression profile is observed for all other genes in order to identify a relevant subset of predictors; and (3) validation of the identified AGN-based network through comparison with the original network. The proposed framework allows several types of AGNs to be generated and used in order to simulate temporal expression data. The results of the network identification method can then be compared to the original network in order to estimate its properties and accuracy. Some of the most important theoretical models of complex networks have been assessed: the uniformly-random Erdos-Renyi (ER), the small-world Watts-Strogatz (WS), the scale-free Barabasi-Albert (BA), and geographical networks (GG). The experimental results indicate that the inference method was sensitive to average degree k variation, decreasing its network recovery rate with the increase of k. The signal size was important for the inference method to get better accuracy in the network identification rate, presenting very good results with small expression profiles. However, the adopted inference method was not sensible to recognize distinct structures of interaction among genes, presenting a similar behavior when applied to different network topologies. In summary, the proposed framework, though simple, was adequate for the validation of the inferred networks by identifying some properties of the evaluated method, which can be extended to other inference methods.

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This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent repeated samples from one or two populations. These inference problems are relevant in the analysis of diffusion tensor imaging data and polarized cosmic background radiation data, where the observations are, respectively, 3 x 3 and 2 x 2 symmetric positive definite matrices. The parameter sets involved in the inference problems for eigenvalues and eigenvectors are subsets of Euclidean space that are either affine subspaces, embedded submanifolds that are invariant under orthogonal transformations or polyhedral convex cones. We show that for a class of sets that includes the ones considered in this paper, the MLEs of the mean parameter do not depend on the covariance parameters if and only if the covariance structure is orthogonally invariant. Closed-form expressions for the MLEs and the associated LLRs are derived for this covariance structure.

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Background: The aim of this study was to estimate the prevalence of fibromyalgia, as well as to assess the major symptoms of this syndrome in an adult, low socioeconomic status population assisted by the primary health care system in a city in Brazil. Methods: We cross-sectionally sampled individuals assisted by the public primary health care system (n = 768, 35-60 years old). Participants were interviewed by phone and screened about pain. They were then invited to be clinically assessed (304 accepted). Pain was estimated using a Visual Analogue Scale (VAS). Fibromyalgia was assessed using the Fibromyalgia Impact Questionnaire (FIQ), as well as screening for tender points using dolorimetry. Statistical analyses included Bayesian Statistics and the Kruskal-Wallis Anova test (significance level = 5%). Results: From the phone-interview screening, we divided participants (n = 768) in three groups: No Pain (NP) (n = 185); Regional Pain (RP) (n = 388) and Widespread Pain (WP) (n = 106). Among those participating in the clinical assessments, (304 subjects), the prevalence of fibromyalgia was 4.4% (95% confidence interval [2.6%; 6.3%]). Symptoms of pain (VAS and FIQ), feeling well, job ability, fatigue, morning tiredness, stiffness, anxiety and depression were statically different among the groups. In multivariate analyses we found that individuals with FM and WP had significantly higher impairment than those with RP and NP. FM and WP were similarly disabling. Similarly, RP was no significantly different than NP. Conclusion: Fibromyalgia is prevalent in the low socioeconomic status population assisted by the public primary health care system. Prevalence was similar to other studies (4.4%) in a more diverse socioeconomic population. Individuals with FM and WP have significant impact in their well being.

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Efficient automatic protein classification is of central importance in genomic annotation. As an independent way to check the reliability of the classification, we propose a statistical approach to test if two sets of protein domain sequences coming from two families of the Pfam database are significantly different. We model protein sequences as realizations of Variable Length Markov Chains (VLMC) and we use the context trees as a signature of each protein family. Our approach is based on a Kolmogorov-Smirnov-type goodness-of-fit test proposed by Balding et at. [Limit theorems for sequences of random trees (2008), DOI: 10.1007/s11749-008-0092-z]. The test statistic is a supremum over the space of trees of a function of the two samples; its computation grows, in principle, exponentially fast with the maximal number of nodes of the potential trees. We show how to transform this problem into a max-flow over a related graph which can be solved using a Ford-Fulkerson algorithm in polynomial time on that number. We apply the test to 10 randomly chosen protein domain families from the seed of Pfam-A database (high quality, manually curated families). The test shows that the distributions of context trees coming from different families are significantly different. We emphasize that this is a novel mathematical approach to validate the automatic clustering of sequences in any context. We also study the performance of the test via simulations on Galton-Watson related processes.

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Changes in the oxygen isotopic composition of the planktonic foraminifer Globigerinoides ruber and in the foraminifera faunal composition in a core retrieved from the southeastern Brazilian continental margin were used to infer past changes in the hydrological balance and monsoon precipitation in the western South Atlantic since the Last Glacial Maximum (LGM). The results suggest a first-order orbital (precessional) control on the South American Monsoon precipitation. This agrees with previous studies based on continental proxies except for LGM estimates provided by pollen records. The causes for this disagreement are discussed.

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Short-time dynamics of ionic liquids has been investigated by low-frequency Raman spectroscopy (4 < omega < 100 cm(-1)) within the supercooled liquid range. Raman spectra are reported for ionic liquids with the same anion, bis(trifluoromethylsulfonyl)imide, and different cations: 1-butyl-3-methylimidazolium, 1-hexyl-3-methylimidazolium, 1-butyl-1-methylpiperidinium, trimethylbutylammonium, and tributylmethylammonium. It is shown that low-frequency Raman spectroscopy provides similar results as optical Kerr effect (OKE) spectroscopy, which has been used to study intermolecular vibrations in ionic liquids. The comparison of ionic liquids containing aromatic and non-aromatic cations identifies the characteristic feature in Raman spectra usually assigned to librational motion of the imidazolium ring. The strength of the fast relaxations (quasi-elastic scattering, QES) and the intermolecular vibrational contribution (boson peak) of ionic liquids with non-aromatic cations are significantly lower than imidazolium ionic liquids. A correlation length assigned to the boson peak vibrations was estimated from the frequency of the maximum of the boson peak and experimental data of sound velocity. The correlation length related to the boson peak (similar to 19 angstrom) does not change with the length of the alkyl chain in imidazolium cations, in contrast to the position of the first-sharp diffraction peak observed in neutron and X-ray scattering measurements of ionic liquids. The rate of change of the QES intensity in the supercooled liquid range is compared with data of excess entropy, free volume, and mean-squared displacement recently reported for ionic liquids. The temperature dependence of the QES intensity in ionic liquids illustrates relationships between short-time dynamics and long-time structural relaxation that have been proposed for glass-forming liquids. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3604533]

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This study was carried out in a continental Atlantic Forest located in the southern region of Sao Paulo State, southeastern Brazil. The aim of the study was to evaluate the vegetation dynamics in similar to 70 km forest ecosystem transect that occurred during the late Pleistocene and Holocene in this region, using the stable carbon isotopes (delta C-13) analysis on soil organic matter (SOM) and the C-14 dating of buried charcoal fragments and the humin fraction of SOM. The isotope data (delta C-13) of SOM in the deeper horizons, indicating the presence of more open vegetation than the present, with a probable mixture of C-3 and C-4 plants, suggesting the presence of a drier climate in the period of similar to 20 ka to similar to 16-14 ka BP. From similar to 16 to 14 ka BP to the present, a significant predominance Of C3 plants was observed, indicating an expansion of the forest, probably associated with the presence of a more humid climate than the previous period. The results indicated the presence of open vegetation during the late glacial, probably associated with a drier period, also observed in other regions of Brazil. The Atlantic Forest ecosystem seems to have developed at least since the early Holocene in Southeastern Brazil. (c) 2007 Elsevier Ltd and INQUA. All rights reserved.

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In this work we study an agent based model to investigate the role of asymmetric information degrees for market evolution. This model is quite simple and may be treated analytically since the consumers evaluate the quality of a certain good taking into account only the quality of the last good purchased plus her perceptive capacity beta. As a consequence, the system evolves according to a stationary Markov chain. The value of a good offered by the firms increases along with quality according to an exponent alpha, which is a measure of the technology. It incorporates all the technological capacity of the production systems such as education, scientific development and techniques that change the productivity rates. The technological level plays an important role to explain how the asymmetry of information may affect the market evolution in this model. We observe that, for high technological levels, the market can detect adverse selection. The model allows us to compute the maximum asymmetric information degree before the market collapses. Below this critical point the market evolves during a limited period of time and then dies out completely. When beta is closer to 1 (symmetric information), the market becomes more profitable for high quality goods, although high and low quality markets coexist. The maximum asymmetric information level is a consequence of an ergodicity breakdown in the process of quality evaluation. (C) 2011 Elsevier B.V. All rights reserved.