Lag-one autocorrelation in short series: Estimation and hypothesis testing

In the first part of the study, nine estimators of the first-order autoregressive parameter are reviewed and a new estimator is proposed. The relationships and discrepancies between the estimators are discussed in order to achieve a clear differentiation. In the second part of the study, the precision in the estimation of autocorrelation is studied. The performance of the ten lag-one autocorrelation estimators is compared in terms of Mean Square Error (combining bias and variance) using data series generated by Monte Carlo simulation. The results show that there is not a single optimal estimator for all conditions, suggesting that the estimator ought to be chosen according to sample size and to the information available of the possible direction of the serial dependence. Additionally, the probability of labelling an actually existing autocorrelation as statistically significant is explored using Monte Carlo sampling. The power estimates obtained are quite similar among the tests associated with the different estimators. These estimates evidence the small probability of detecting autocorrelation in series with less than 20 measurement times.

Choosing among techniques for quantifying single-case intervention effectiveness

If single case experimental designs are to be used to establish guidelines for evidence-based interventions in clinical and educational settings, numerical values that reflect treatment effect sizes are required. The present study compares four recently developed procedures for quantifying the magnitude of intervention effect using data with known characteristics. Monte Carlo methods were used to generate AB designs data with potential confounding variables (serial dependence, linear and curvilinear trend, and heteroscedasticity between phases) and two types of treatment effect (level and slope change). The results suggest that data features are important for choosing the appropriate procedure and, thus, inspecting the graphed data visually is a necessary initial stage. In the presence of serial dependence or a change in data variability, the Nonoverlap of All Pairs (NAP) and the Slope and Level Change (SLC) were the only techniques of the four examined that performed adequately. Introducing a data correction step in NAP renders it unaffected by linear trend, as is also the case for the Percentage of Nonoverlapping Corrected Data and SLC. The performance of these techniques indicates that professionals" judgments concerning treatment effectiveness can be readily complemented by both visual and statistical analyses. A flowchart to guide selection of techniques according to the data characteristics identified by visual inspection is provided.

A statistical procedure for testing social reciprocity at group, dyadic and individual levels

This paper examines statistical analysis of social reciprocity, that is, the balance between addressing and receiving behaviour in social interactions. Specifically, it focuses on the measurement of social reciprocity by means of directionality and skew-symmetry statistics at different levels. Two statistics have been used as overall measures of social reciprocity at group level: the directional consistency and the skew-symmetry statistics. Furthermore, the skew-symmetry statistic allows social researchers to obtain complementary information at dyadic and individual levels. However, having computed these measures, social researchers may be interested in testing statistical hypotheses regarding social reciprocity. For this reason, it has been developed a statistical procedure, based on Monte Carlo sampling, in order to allow social researchers to describe groups and make statistical decisions.

Learning form Nature to improve the heat generation of iron-oxide nanoparticles for magnetic hyperthermia applications.

The performance of magnetic nanoparticles is intimately entwined with their structure, mean size and magnetic anisotropy. Besides, ensembles offer a unique way of engineering the magnetic response by modifying the strength of the dipolar interactions between particles. Here we report on an experimental and theoretical analysis of magnetic hyperthermia, a rapidly developing technique in medical research and oncology. Experimentally, we demonstrate that single-domain cubic iron oxide particles resembling bacterial magnetosomes have superior magnetic heating efficiency compared to spherical particles of similar sizes. Monte Carlo simulations at the atomic level corroborate the larger anisotropy of the cubic particles in comparison with the spherical ones, thus evidencing the beneficial role of surface anisotropy in the improved heating power. Moreover we establish a quantitative link between the particle assembling, the interactions and the heating properties. This knowledge opens new perspectives for improved hyperthermia, an alternative to conventional cancer therapies.

A general theory of rank testing

This paper develops an approach to rank testing that nests all existing rank tests andsimplifies their asymptotics. The approach is based on the fact that implicit in every ranktest there are estimators of the null spaces of the matrix in question. The approach yieldsmany new insights about the behavior of rank testing statistics under the null as well as localand global alternatives in both the standard and the cointegration setting. The approach alsosuggests many new rank tests based on alternative estimates of the null spaces as well as thenew fixed-b theory. A brief Monte Carlo study illustrates the results.

Cluster glasses of ultrasoft particles

We present molecular dynamics (MD) simulations results for dense fluids of ultrasoft, fully penetrable particles. These are a binary mixture and a polydisperse system of particles interacting via the generalized exponential model, which is known to yield cluster crystal phases for the corresponding monodisperse systems. Because of the dispersity in the particle size, the systems investigated in this work do not crystallize and form disordered cluster phases. The clusteringtransition appears as a smooth crossover to a regime in which particles are mostly located in clusters, isolated particles being infrequent. The analysis of the internal cluster structure reveals microsegregation of the big and small particles, with a strong homo-coordination in the binary mixture. Upon further lowering the temperature below the clusteringtransition, the motion of the clusters" centers-of-mass slows down dramatically, giving way to a cluster glass transition. In the cluster glass, the diffusivities remain finite and display an activated temperature dependence, indicating that relaxation in the cluster glass occurs via particle hopping in a nearly arrested matrix of clusters. Finally we discuss the influence of the microscopic dynamics on the transport properties by comparing the MD results with Monte Carlo simulations.

Ecuaciones de recurrencia estocásticas en el cálculo de la prima de reaseguro Finite Risk

RESUMEN: El objetivo de este trabajo es calcular el importe de la prima pura periódica que debe cobrar el reasegurador a la cedente en un reaseguro finite risk en ambiente financiero estocástico. El problema de la convolución de las diferentes variables aleatorias que intervienen en el cálculo de la prima lo hemos solucionado simulando, por Monte-Carlo, trayectorias de siniestralidad para el reasegurador aplicando posteriormente, en cada trayectoria simulada, los criterios de decisión financieros, esperanza, varianza y desviación. En los criterios de la varianza y de la desviación proponemos utilizar una ecuación de recurrencia estocástica para evitar el problema de la dependencia que existe entre los factores de capitalización estocásticos, obteniendo la prima de reaseguro en función del nivel de aversión al riesgo del reasegurador y de la volatilidad del tipo de interés. Palabras clave: Finite risk, ambiente estocástico, ecuación de recurrencia, simulación de Monte-Carlo, prima pura periódica.

Effective squark/chargino/neutralino couplings: MadGraph implementation

We have included the effective description of squark interactions with charginos/neutralinos in the MadGraph MSSM model. This effective description includes the effective Yukawa couplings, and another logarithmic term which encodes the supersymmetry-breaking. We have performed an extensive test of our implementation analyzing the results of the partial decay widths of squarks into charginos and neutralinos obtained by using FeynArts/FormCalc programs and the new model file in MadGraph. We present results for the cross-section of top-squark production decaying into charginos and neutralinos.

Reaction-diffusion lattice gas: Theory and computer results

We report on the study of nonequilibrium ordering in the reaction-diffusion lattice gas. It is a kinetic model that relaxes towards steady states under the simultaneous competition of a thermally activated creation-annihilation $(reaction$) process at temperature T, and a diffusion process driven by a heat bath at temperature T?T. The phase diagram as one varies T and T, the system dimension d, the relative priori probabilities for the two processes, and their dynamical rates is investigated. We compare mean-field theory, new Monte Carlo data, and known exact results for some limiting cases. In particular, no evidence of Landau critical behavior is found numerically when d=2 for Metropolis rates but Onsager critical points and a variety of first-order phase transitions.

Maximum likelihood estimation of position in GNSS

In this letter, we obtain the Maximum LikelihoodEstimator of position in the framework of Global NavigationSatellite Systems. This theoretical result is the basis of a completelydifferent approach to the positioning problem, in contrastto the conventional two-steps position estimation, consistingof estimating the synchronization parameters of the in-viewsatellites and then performing a position estimation with thatinformation. To the authors’ knowledge, this is a novel approachwhich copes with signal fading and it mitigates multipath andjamming interferences. Besides, the concept of Position–basedSynchronization is introduced, which states that synchronizationparameters can be recovered from a user position estimation. Weprovide computer simulation results showing the robustness ofthe proposed approach in fading multipath channels. The RootMean Square Error performance of the proposed algorithm iscompared to those achieved with state-of-the-art synchronizationtechniques. A Sequential Monte–Carlo based method is used todeal with the multivariate optimization problem resulting fromthe ML solution in an iterative way.

Comblike poly(a-alkyl g glutamate)s: computer simulation studies of an intermediate thermal phase.

Monte Carlo (MC) simulations have been used to study the structure of an intermediate thermal phase of poly(R-octadecyl ç,D-glutamate). This is a comblike poly(ç-peptide) able to adopt a biphasic structure that has been described as a layered arrangement of backbone helical rods immersed in a paraffinic pool of polymethylene side chains. Simulations were performed at two different temperatures (348 and 363 K), both of them above the melting point of the paraffinic phase, using the configurational bias MC algorithm. Results indicate that layers are constituted by a side-by-side packing of 17/5 helices. The organization of the interlayer paraffinic region is described in atomistic terms by examining the torsional angles and the end-to-end distances for the octadecyl side chains. Comparison with previously reported comblike poly(â-peptide)s revealed significant differences in the organization of the alkyl side chains.

Data-division-specific robustness and power of randomization tests for ABAB designs

This study deals with the statistical properties of a randomization test applied to an ABAB design in cases where the desirable random assignment of the points of change in phase is not possible. In order to obtain information about each possible data division we carried out a conditional Monte Carlo simulation with 100,000 samples for each systematically chosen triplet. Robustness and power are studied under several experimental conditions: different autocorrelation levels and different effect sizes, as well as different phase lengths determined by the points of change. Type I error rates were distorted by the presence of autocorrelation for the majority of data divisions. Satisfactory Type II error rates were obtained only for large treatment effects. The relationship between the lengths of the four phases appeared to be an important factor for the robustness and the power of the randomization test.

Dynamic and quasistatic trajectories in quasifission reactions and particle emission

We show that the quasifission paths predicted by the one-body dissipation dynamics, in the slowest phase of a binary reaction, follow a quasistatic path, which represents a sequence of states of thermal equilibrium at a fixed value of the deformation coordinate. This establishes the use of the statistical particle-evaporation model in the case of dynamical time-evolving systems. Pre- and post-scission multiplicities of neutrons and total multiplicities of protons and α particles in fission reactions of 63Cu+92Mo, 60Ni+100Mo, 63Cu+100Mo at 10 MeV/u and 20Ne+144,148,154Sm at 20 MeV/u are reproduced reasonably well with statistical model calculations performed along dynamic trajectories whose slow stage (from the most compact configuration up to the point where the neck starts to develop) lasts some 35×10−21 s.

Cluster glasses of ultrasoft particles

We present molecular dynamics (MD) simulations results for dense fluids of ultrasoft, fully penetrable particles. These are a binary mixture and a polydisperse system of particles interacting via the generalized exponential model, which is known to yield cluster crystal phases for the corresponding monodisperse systems. Because of the dispersity in the particle size, the systems investigated in this work do not crystallize and form disordered cluster phases. The clusteringtransition appears as a smooth crossover to a regime in which particles are mostly located in clusters, isolated particles being infrequent. The analysis of the internal cluster structure reveals microsegregation of the big and small particles, with a strong homo-coordination in the binary mixture. Upon further lowering the temperature below the clusteringtransition, the motion of the clusters" centers-of-mass slows down dramatically, giving way to a cluster glass transition. In the cluster glass, the diffusivities remain finite and display an activated temperature dependence, indicating that relaxation in the cluster glass occurs via particle hopping in a nearly arrested matrix of clusters. Finally we discuss the influence of the microscopic dynamics on the transport properties by comparing the MD results with Monte Carlo simulations.

Disentangling the formation of contrasting tree line physiognomies combining model selection and Bayesian parameterization for simulation models.

Alpine tree-line ecotones are characterized by marked changes at small spatial scales that may result in a variety of physiognomies. A set of alternative individual-based models was tested with data from four contrasting Pinus uncinata ecotones in the central Spanish Pyrenees to reveal the minimal subset of processes required for tree-line formation. A Bayesian approach combined with Markov chain Monte Carlo methods was employed to obtain the posterior distribution of model parameters, allowing the use of model selection procedures. The main features of real tree lines emerged only in models considering nonlinear responses in individual rates of growth or mortality with respect to the altitudinal gradient. Variation in tree-line physiognomy reflected mainly changes in the relative importance of these nonlinear responses, while other processes, such as dispersal limitation and facilitation, played a secondary role. Different nonlinear responses also determined the presence or absence of krummholz, in agreement with recent findings highlighting a different response of diffuse and abrupt or krummholz tree lines to climate change. The method presented here can be widely applied in individual-based simulation models and will turn model selection and evaluation in this type of models into a more transparent, effective, and efficient exercise.