156 resultados para GENERALIZED ESTIMATING EQUATIONS
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Adaptació de l'algorisme de Kumar per resoldre sistemes d'equacions amb matrius de Toeplitz sobre els reals a cossos finits en un temps 0 (n log n).
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Background: Optimization methods allow designing changes in a system so that specific goals are attained. These techniques are fundamental for metabolic engineering. However, they are not directly applicable for investigating the evolution of metabolic adaptation to environmental changes. Although biological systems have evolved by natural selection and result in well-adapted systems, we can hardly expect that actual metabolic processes are at the theoretical optimum that could result from an optimization analysis. More likely, natural systems are to be found in a feasible region compatible with global physiological requirements. Results: We first present a new method for globally optimizing nonlinear models of metabolic pathways that are based on the Generalized Mass Action (GMA) representation. The optimization task is posed as a nonconvex nonlinear programming (NLP) problem that is solved by an outer- approximation algorithm. This method relies on solving iteratively reduced NLP slave subproblems and mixed-integer linear programming (MILP) master problems that provide valid upper and lower bounds, respectively, on the global solution to the original NLP. The capabilities of this method are illustrated through its application to the anaerobic fermentation pathway in Saccharomyces cerevisiae. We next introduce a method to identify the feasibility parametric regions that allow a system to meet a set of physiological constraints that can be represented in mathematical terms through algebraic equations. This technique is based on applying the outer-approximation based algorithm iteratively over a reduced search space in order to identify regions that contain feasible solutions to the problem and discard others in which no feasible solution exists. As an example, we characterize the feasible enzyme activity changes that are compatible with an appropriate adaptive response of yeast Saccharomyces cerevisiae to heat shock Conclusion: Our results show the utility of the suggested approach for investigating the evolution of adaptive responses to environmental changes. The proposed method can be used in other important applications such as the evaluation of parameter changes that are compatible with health and disease states.
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This paper presents a general expression to predict breeding values using animal models when the base population is selected, i.e. the means and variances of breeding values in the base generation differ among individuals. Rules for forming the mixed model equations are also presented. A numerical example illustrates the procedure.
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The integrability problem consists in finding the class of functions a first integral of a given planar polynomial differential system must belong to. We recall the characterization of systems which admit an elementary or Liouvillian first integral. We define {\it Weierstrass integrability} and we determine which Weierstrass integrable systems are Liouvillian integrable. Inside this new class of integrable systems there are non--Liouvillian integrable systems.
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Three models of flow resistance (a Keulegan-type logarithmic law and two models developed for large-scale roughness conditions: the full logarithmic law and a model based on an inflectional velocity profile) were calibrated, validated and compared using an extensive database (N = 1,533) from rivers and flumes, representative of a wide hydraulic and geomorphologic range in the field of gravel-bed and mountain channels. It is preferable to apply the model based on an inflectional velocity profile in the relative submergence (y/d90) interval between 0.5 and 15, while the full logarithmic law is preferable for values below 0.5. For high relative submergence, above 15, either the logarithmic law or the full logarithmic law can be applied. The models fitted to the coarser percentiles are preferable to those fitted to the median diameter, owing to the higher explanatory power achieved by setting a model, the smaller difference in the goodness-of-fit between the different models and the lower influence of the origin of the data (river or flume).
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In this paper we will develop a methodology for obtaining pricing expressions for financial instruments whose underlying asset can be described through a simple continuous-time random walk (CTRW) market model. Our approach is very natural to the issue because it is based in the use of renewal equations, and therefore it enhances the potential use of CTRW techniques in finance. We solve these equations for typical contract specifications, in a particular but exemplifying case. We also show how a formal general solution can be found for more exotic derivatives, and we compare prices for alternative models of the underlying. Finally, we recover the celebrated results for the Wiener process under certain limits.
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Langevin Equations of Ginzburg-Landau form, with multiplicative noise, are proposed to study the effects of fluctuations in domain growth. These equations are derived from a coarse-grained methodology. The Cahn-Hiliard-Cook linear stability analysis predicts some effects in the transitory regime. We also derive numerical algorithms for the computer simulation of these equations. The numerical results corroborate the analytical predictions of the linear analysis. We also present simulation results for spinodal decomposition at large times.
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In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a Lévy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying filtration. Towards this end, we extend the method based on Girsanov transformations on Wiener space and developped by Buckdahn [7] to the canonical Lévy space, which is introduced in [25].
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In this paper we explore the use of non-linear transformations in order to improve the performance of an entropy based voice activity detector (VAD). The idea of using a non-linear transformation comes from some previous work done in speech linear prediction (LPC) field based in source separation techniques, where the score function was added into the classical equations in order to take into account the real distribution of the signal. We explore the possibility of estimating the entropy of frames after calculating its score function, instead of using original frames. We observe that if signal is clean, estimated entropy is essentially the same; but if signal is noisy transformed frames (with score function) are able to give different entropy if the frame is voiced against unvoiced ones. Experimental results show that this fact permits to detect voice activity under high noise, where simple entropy method fails.
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An Enantiornithes specimen from El Montsec was initially described as an immature individual based upon qualitative traits such as its relatively large orbit and overall proportions of the skull and the postcranium. In this study we re-evaluate the precise determination of the ontogenetic stage of this individual, establishing a cross-talk among taphonomic, anatomic, and morphometric data. The exceptional preservation of the specimen has allowed pondering ontogenetic influence versus preservational bias in features like the external patterns of bone surfaces, instead of being aprioristically considered due to taphonomic alterations only. The rough texture of the periosteal bone associated with pores in the distal, proximal and mid-shaft areas of the humeral shaft, indicates a subadult stage when compared with long bones of modern birds. Forelimb proportions of embryo and juvenile Enanthiornithes are equivalent to those of adult individuals of other taxa within this clade, though this is not a reliable criterion for establishing a precise ontogenetic stage. The El Montsec specimen may be attributed a close adulthood, yet only if growth regimes in Enantiornithes are considered equivalent to those in Neornithes birds.
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The present study evaluates the performance of four methods for estimating regression coefficients used to make statistical decisions regarding intervention effectiveness in single-case designs. Ordinary least squares estimation is compared to two correction techniques dealing with general trend and one eliminating autocorrelation whenever it is present. Type I error rates and statistical power are studied for experimental conditions defined by the presence or absence of treatment effect (change in level or in slope), general trend, and serial dependence. The results show that empirical Type I error rates do not approximate the nominal ones in presence of autocorrelation or general trend when ordinary and generalized least squares are applied. The techniques controlling trend show lower false alarm rates, but prove to be insufficiently sensitive to existing treatment effects. Consequently, the use of the statistical significance of the regression coefficients for detecting treatment effects is not recommended for short data series.
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Past temperature variations are usually inferred from proxy data or estimated using general circulation models. Comparisons between climate estimations derived from proxy records and from model simulations help to better understand mechanisms driving climate variations, and also offer the possibility to identify deficiencies in both approaches. This paper presents regional temperature reconstructions based on tree-ring maximum density series in the Pyrenees, and compares them with the output of global simulations for this region and with regional climate model simulations conducted for the target region. An ensemble of 24 reconstructions of May-to-September regional mean temperature was derived from 22 maximum density tree-ring site chronologies distributed over the larger Pyrenees area. Four different tree-ring series standardization procedures were applied, combining two detrending methods: 300-yr spline and the regional curve standardization (RCS). Additionally, different methodological variants for the regional chronology were generated by using three different aggregation methods. Calibration verification trials were performed in split periods and using two methods: regression and a simple variance matching. The resulting set of temperature reconstructions was compared with climate simulations performed with global (ECHO-G) and regional (MM5) climate models. The 24 variants of May-to-September temperature reconstructions reveal a generally coherent pattern of inter-annual to multi-centennial temperature variations in the Pyrenees region for the last 750 yr. However, some reconstructions display a marked positive trend for the entire length of the reconstruction, pointing out that the application of the RCS method to a suboptimal set of samples may lead to unreliable results. Climate model simulations agree with the tree-ring based reconstructions at multi-decadal time scales, suggesting solar variability and volcanism as the main factors controlling preindustrial mean temperature variations in the Pyrenees. Nevertheless, the comparison also highlights differences with the reconstructions, mainly in the amplitude of past temperature variations and in the 20th century trends. Neither proxy-based reconstructions nor model simulations are able to perfectly track the temperature variations of the instrumental record, suggesting that both approximations still need further improvements.
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One of the most important problems in optical pattern recognition by correlation is the appearance of sidelobes in the correlation plane, which causes false alarms. We present a method that eliminate sidelobes of up to a given height if certain conditions are satisfied. The method can be applied to any generalized synthetic discriminant function filter and is capable of rejecting lateral peaks that are even higher than the central correlation. Satisfactory results were obtained in both computer simulations and optical implementation.
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We present the induced generalized ordered weighted averaging (IGOWA) operator. It is a new aggregation operator that generalizes the OWA operator by using the main characteristics of two well known aggregation operators: the generalized OWA and the induced OWA operator. Then, this operator uses generalized means and order inducing variables in the reordering process. With this formulation, we get a wide range of aggregation operators that include all the particular cases of the IOWA and the GOWA operator, and a lot of other cases such as the induced ordered weighted geometric (IOWG) operator and the induced ordered weighted quadratic averaging (IOWQA) operator. We further generalize the IGOWA operator by using quasi-arithmetic means. The result is the Quasi-IOWA operator. Finally, we also develop a numerical example of the new approach in a financial decision making problem.
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A BASIC computer program (REMOVAL) was developed to compute in a VAXNMS environment all the calculations of the removal method for population size estimation (catch-effort method for closed populations with constant sampling effort). The program follows the maximum likelihood methodology,checks the failure conditions, applies the appropriate formula, and displays the estimates of population size and catchability, with their standard deviations and coefficients of variation, and two goodness-of-fit statistics with their significance levels. Data of removal experiments for the cyprinodontid fish Aphanius iberus in the Alt Emporda wetlands are used to exemplify the use of the program