Covariance matrix formula for Birnbaum-Saunders regression models

The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications.

Covariance structure in the skull of Catarrhini: a case of pattern stasis and magnitude evolution

The study of the genetic variance/covariance matrix (G-matrix) is a recent and fruitful approach in evolutionary biology, providing a window of investigating for the evolution of complex characters. Although G-matrix studies were originally conducted for microevolutionary timescales, they could be extrapolated to macroevolution as long as the G-matrix remains relatively constant, or proportional, along the period of interest. A promising approach to investigating the constancy of G-matrices is to compare their phenotypic counterparts (P-matrices) in a large group of related species; if significant similarity is found among several taxa, it is very likely that the underlying G-matrices are also equivalent. Here we study the similarity of covariance and correlation structure in a broad sample of Old World monkeys and apes (Catarrhini). We made phylogenetically structured comparisons of correlation and covariance matrices derived from 39 skull traits, ranging from between species to the superfamily level. We also compared the overall magnitude of integration between skull traits (r(2)) for all Catarrhim genera. Our results show that P-matrices were not strictly constant among catarrhines, but the amount of divergence observed among taxa was generally low. There was significant and positive correlation between the amount of divergence in correlation and covariance patterns among the 30 genera and their phylogenetic distances derived from a recently proposed phylogenetic hypothesis. Our data demonstrate that the P-matrices remained relatively similar along the evolutionary history of catarrhines, and comparisons with the G-matrix available for a New World monkey genus (Saguinus) suggests that the same holds for all anthropoids. The magnitude of integration, in contrast, varied considerably among genera, indicating that evolution of the magnitude, rather than the pattern of inter-trait correlations, might have played an important role in the diversification of the catarrhine skull. (C) 2009 Elsevier Ltd. All rights reserved.

PARTIAL STABILITY FOR A CLASS OF NONLINEAR SYSTEMS

This paper studies a nonlinear, discrete-time matrix system arising in the stability analysis of Kalman filters. These systems present an internal coupling between the state components that gives rise to complex dynamic behavior. The problem of partial stability, which requires that a specific component of the state of the system converge exponentially, is studied and solved. The convergent state component is strongly linked with the behavior of Kalman filters, since it can be used to provide bounds for the error covariance matrix under uncertainties in the noise measurements. We exploit the special features of the system-mainly the connections with linear systems-to obtain an algebraic test for partial stability. Finally, motivated by applications in which polynomial divergence of the estimates is acceptable, we study and solve a partial semistability problem.

On quantum integrability of the Landau-Lifshitz model

We investigate the quantum integrability of the Landau-Lifshitz (LL) model and solve the long-standing problem of finding the local quantum Hamiltonian for the arbitrary n-particle sector. The particular difficulty of the LL model quantization, which arises due to the ill-defined operator product, is dealt with by simultaneously regularizing the operator product and constructing the self-adjoint extensions of a very particular structure. The diagonalizibility difficulties of the Hamiltonian of the LL model, due to the highly singular nature of the quantum-mechanical Hamiltonian, are also resolved in our method for the arbitrary n-particle sector. We explicitly demonstrate the consistency of our construction with the quantum inverse scattering method due to Sklyanin [Lett. Math. Phys. 15, 357 (1988)] and give a prescription to systematically construct the general solution, which explains and generalizes the puzzling results of Sklyanin for the particular two-particle sector case. Moreover, we demonstrate the S-matrix factorization and show that it is a consequence of the discontinuity conditions on the functions involved in the construction of the self-adjoint extensions.

Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

The Poisson-exponential lifetime distribution

In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. (C) 2010 Elsevier B.V. All rights reserved.

The Evolution of Modularity in the Mammalian Skull I: Morphological Integration Patterns and Magnitudes

Morphological integration refers to the modular structuring of inter-trait relationships in an organism, which could bias the direction and rate of morphological change, either constraining or facilitating evolution along certain dimensions of the morphospace. Therefore, the description of patterns and magnitudes of morphological integration and the analysis of their evolutionary consequences are central to understand the evolution of complex traits. Here we analyze morphological integration in the skull of several mammalian orders, addressing the following questions: are there common patterns of inter-trait relationships? Are these patterns compatible with hypotheses based on shared development and function? Do morphological integration patterns and magnitudes vary in the same way across groups? We digitized more than 3,500 specimens spanning 15 mammalian orders, estimated the correspondent pooled within-group correlation and variance/covariance matrices for 35 skull traits and compared those matrices among the orders. We also compared observed patterns of integration to theoretical expectations based on common development and function. Our results point to a largely shared pattern of inter-trait correlations, implying that mammalian skull diversity has been produced upon a common covariance structure that remained similar for at least 65 million years. Comparisons with a rodent genetic variance/covariance matrix suggest that this broad similarity extends also to the genetic factors underlying phenotypic variation. In contrast to the relative constancy of inter-trait correlation/covariance patterns, magnitudes varied markedly across groups. Several morphological modules hypothesized from shared development and function were detected in the mammalian taxa studied. Our data provide evidence that mammalian skull evolution can be viewed as a history of inter-module parcellation, with the modules themselves being more clearly marked in those lineages with lower overall magnitude of integration. The implication of these findings is that the main evolutionary trend in the mammalian skull was one of decreasing the constraints to evolution by promoting a more modular architecture.

Improved testing inference in mixed linear models

Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Often, the number of observations is small, and it is thus important to use inference strategies that incorporate small sample corrections. In this paper, we develop modified versions of the likelihood ratio test for fixed effects inference in mixed linear models. In particular, we derive a Bartlett correction to such a test, and also to a test obtained from a modified profile likelihood function. Our results generalize those in [Zucker, D.M., Lieberman, O., Manor, O., 2000. Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood. Journal of the Royal Statistical Society B, 62,827-838] by allowing the parameter of interest to be vector-valued. Additionally, our Bartlett corrections allow for random effects nonlinear covariance matrix structure. We report simulation results which show that the proposed tests display superior finite sample behavior relative to the standard likelihood ratio test. An application is also presented and discussed. (C) 2008 Elsevier B.V. All rights reserved.

Bias correction in a multivariate normal regression model with general parameterization

This paper derives the second-order biases Of maximum likelihood estimates from a multivariate normal model where the mean vector and the covariance matrix have parameters in common. We show that the second order bias can always be obtained by means of ordinary weighted least-squares regressions. We conduct simulation studies which indicate that the bias correction scheme yields nearly unbiased estimators. (C) 2009 Elsevier B.V. All rights reserved.

Polymer matrix sensitizing effect on photoluminescence properties of Eu(3+)-beta-diketonate complex doped into poly-beta-hydroxybutyrate (PHB) in film form

In this work is reported the sensitization effect by polymer matrices on the photoluminescence properties of diaquatris(thenoyltrifluoroacetonate)europium(III), [Eu(tta)(3)(H(2)O)(2)], doped into poly-beta-hydroxybutyrate (PHB) with doping percentage at 1, 3, 5, 7 and 10% (mass) in film form. TGA results indicated that the Eu(3+) complex precursor was immobilized in the polymer matrix by the interaction between the Eu(3+) complex and the oxygen atoms of the PHB polymer when the rare earth complex was incorporated in the polymeric host. The thermal behaviour of these luminescent systems is similar to that of the undoped polymer, however, the T(onset) temperature of decomposition decreases with increase of the complex doping concentration. The emission spectra of the Eu(3+) complex doped PHB films recorded at 298 K exhibited the five characteristic bands arising from the (5)D(0) -> (7)F(J) intraconfigurational transitions (J = 0-4). The fact that the quantum efficiencies eta of the doped film increased significantly revealed that the polymer matrix acts as an efficient co-sensitizer for Eu(3+) luminescent centres and therefore enhances the quantum efficiency of the emitter (5)D(0) level. The luminescence intensity decreases, however, with increasing precursor concentration in the doped polymer to greater than 5% where a saturation effect is observed at this specific doping percentage, indicating that changes in the polymeric matrix improve the absorption property of the film, consequently quenching the luminescent effect.

Intragranular formation of austenite during delta ferrite decomposition in a duplex stainless steel

A Fe-22.5%Cr-4.53%Ni-3.0%Mo duplex stainless steel was solution treated at 1,325 A degrees C for 1 h, quenched in water and isothermally treated at 900 A degrees C for 5,000 s. The crystallography of austenite was studied using EBSD technique. Intragranular austenite particles formed from delta ferrite are shown to nucleate on inclusions, and to be subdivided in twin-related sub-particles. Intragranular austenite appears to have planar-only orientation relationships with the ferrite matrix, close to Kurdjumov-Sachs and Nishyiama-Wassermann, but not related to a conjugate direction. Samples treated at 900 A degrees C underwent sparse formation of sigma phase and pronounced growth of elongated austenite particles, very similar to acicular ferrite.

Surface modification of metals by calcium carbonate thin films on a layer-by-layer polyelectrolyte matrix

A multilayer organic film containing poly(acrylic acid) and chitosan was fabricated on a metallic support by means of the layer-by-layer technique. This film was used as a template for calcium carbonate crystallization and presents two possible binding sites where the nucleation may be initiated, either calcium ions acting as counterions of the polyelectrolyte or those trapped in the template gel network formed by the polyelectrolyte chains. Calcium carbonate formation was carried out by carbon dioxide diffusion, where CO, was generated from ammonium carbonate decomposition. The CaCO3 nanocrystals obtained, formed a dense, homogeneous, and continuous film. Vaterite and calcite CaCO3 crystalline forms were detected. (c) 2007 Elsevier B.V All rights reserved.

Black-box decomposition approach for computational hemodynamics: One-dimensional models

Increasing efforts exist in integrating different levels of detail in models of the cardiovascular system. For instance, one-dimensional representations are employed to model the systemic circulation. In this context, effective and black-box-type decomposition strategies for one-dimensional networks are needed, so as to: (i) employ domain decomposition strategies for large systemic models (1D-1D coupling) and (ii) provide the conceptual basis for dimensionally-heterogeneous representations (1D-3D coupling, among various possibilities). The strategy proposed in this article works for both of these two scenarios, though the several applications shown to illustrate its performance focus on the 1D-1D coupling case. A one-dimensional network is decomposed in such a way that each coupling point connects two (and not more) of the sub-networks. At each of the M connection points two unknowns are defined: the flow rate and pressure. These 2M unknowns are determined by 2M equations, since each sub-network provides one (non-linear) equation per coupling point. It is shown how to build the 2M x 2M non-linear system with arbitrary and independent choice of boundary conditions for each of the sub-networks. The idea is then to solve this non-linear system until convergence, which guarantees strong coupling of the complete network. In other words, if the non-linear solver converges at each time step, the solution coincides with what would be obtained by monolithically modeling the whole network. The decomposition thus imposes no stability restriction on the choice of the time step size. Effective iterative strategies for the non-linear system that preserve the black-box character of the decomposition are then explored. Several variants of matrix-free Broyden`s and Newton-GMRES algorithms are assessed as numerical solvers by comparing their performance on sub-critical wave propagation problems which range from academic test cases to realistic cardiovascular applications. A specific variant of Broyden`s algorithm is identified and recommended on the basis of its computer cost and reliability. (C) 2010 Elsevier B.V. All rights reserved.

Decomposition of spectral density in individual eigenvalue contributions

The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of all eigenvalues, for medium matrix sizes, are described with a good precision by nearly normal distributions.