Use of the ratio plot in capture-recapture estimation

Statistical graphics are a fundamental, yet often overlooked, set of components in the repertoire of data analytic tools. Graphs are quick and efficient, yet simple instruments of preliminary exploration of a dataset to understand its structure and to provide insight into influential aspects of inference such as departures from assumptions and latent patterns. In this paper, we present and assess a graphical device for choosing a method for estimating population size in capture-recapture studies of closed populations. The basic concept is derived from a homogeneous Poisson distribution where the ratios of neighboring Poisson probabilities multiplied by the value of the larger neighbor count are constant. This property extends to the zero-truncated Poisson distribution which is of fundamental importance in capture–recapture studies. In practice however, this distributional property is often violated. The graphical device developed here, the ratio plot, can be used for assessing specific departures from a Poisson distribution. For example, simple contaminations of an otherwise homogeneous Poisson model can be easily detected and a robust estimator for the population size can be suggested. Several robust estimators are developed and a simulation study is provided to give some guidance on which should be used in practice. More systematic departures can also easily be detected using the ratio plot. In this paper, the focus is on Gamma mixtures of the Poisson distribution which leads to a linear pattern (called structured heterogeneity) in the ratio plot. More generally, the paper shows that the ratio plot is monotone for arbitrary mixtures of power series densities.

Addressing animal health knowledge gaps in Southern Countries: the creation of a 2D animal health resource room

Livestock are a key asset for the global poor. However, access to relevant information is a critical issue for both livestock development practitioners and the poor themselves. Therefore, the following paper details the creation of an on-line Animal Health Resource Room. The aim was to create an immersive environment, which mimics the benefits of a 3D Virtual Learning Environment without the constraints on download times. Therefore, in the following paper key issues in the dissemination of such a platform such as connectivity and speed are explored within the wider context of the development of the tool itself.

Modeling data with structural and temporal correlation using lower level and higher level multilevel models

Novel imaging techniques are playing an increasingly important role in drug development, providing insight into the mechanism of action of new chemical entities. The data sets obtained by these methods can be large with complex inter-relationships, but the most appropriate statistical analysis for handling this data is often uncertain - precisely because of the exploratory nature of the way the data are collected. We present an example from a clinical trial using magnetic resonance imaging to assess changes in atherosclerotic plaques following treatment with a tool compound with established clinical benefit. We compared two specific approaches to handle the correlations due to physical location and repeated measurements: two-level and four-level multilevel models. The two methods identified similar structural variables, but higher level multilevel models had the advantage of explaining a greater proportion of variation, and the modeling assumptions appeared to be better satisfied.

Correlation shifts and real estate portfolio management

The success of any diversification strategy depends upon the quality of the estimated correlation between assets. It is well known, however, that there is a tendency for the average correlation among assets to increase when the market falls and vice-versa. Thus, assuming that the correlation between assets is a constant over time seems unrealistic. Nonetheless, these changes in the correlation structure as a consequence of changes in the market’s return suggests that correlation shifts can be modelled as a function of the market return. This is the idea behind the model of Spurgin et al (2000), which models the beta or systematic risk, of the asset as a function of the returns in the market. This is an approach that offers particular attractions to fund managers as it suggest ways by which they can adjust their portfolios to benefit from changes in overall market conditions. In this paper the Spurgin et al (2000) model is applied to 31 real estate market segments in the UK using monthly data over the period 1987:1 to 2000:12. The results show that a number of market segments display significant negative correlation shifts, while others show significantly positive correlation shifts. Using this information fund managers can make strategic and tactical portfolio allocation decisions based on expectations of market volatility alone and so help them achieve greater portfolio performance overall and especially during different phases of the real estate cycle.

From symmetry breaking to Poisson Point Process in 2D Voronoi Tessellations: the generic nature of hexagons

We bridge the properties of the regular triangular, square, and hexagonal honeycomb Voronoi tessellations of the plane to the Poisson-Voronoi case, thus analyzing in a common framework symmetry breaking processes and the approach to uniform random distributions of tessellation-generating points. We resort to ensemble simulations of tessellations generated by points whose regular positions are perturbed through a Gaussian noise, whose variance is given by the parameter α2 times the square of the inverse of the average density of points. We analyze the number of sides, the area, and the perimeter of the Voronoi cells. For all valuesα >0, hexagons constitute the most common class of cells, and 2-parameter gamma distributions provide an efficient description of the statistical properties of the analyzed geometrical characteristics. The introduction of noise destroys the triangular and square tessellations, which are structurally unstable, as their topological properties are discontinuous in α = 0. On the contrary, the honeycomb hexagonal tessellation is topologically stable and, experimentally, all Voronoi cells are hexagonal for small but finite noise withα <0.12. For all tessellations and for small values of α, we observe a linear dependence on α of the ensemble mean of the standard deviation of the area and perimeter of the cells. Already for a moderate amount of Gaussian noise (α >0.5), memory of the specific initial unperturbed state is lost, because the statistical properties of the three perturbed regular tessellations are indistinguishable. When α >2, results converge to those of Poisson-Voronoi tessellations. The geometrical properties of n-sided cells change with α until the Poisson- Voronoi limit is reached for α > 2; in this limit the Desch law for perimeters is shown to be not valid and a square root dependence on n is established. This law allows for an easy link to the Lewis law for areas and agrees with exact asymptotic results. Finally, for α >1, the ensemble mean of the cells area and perimeter restricted to the hexagonal cells agree remarkably well with the full ensemble mean; this reinforces the idea that hexagons, beyond their ubiquitous numerical prominence, can be interpreted as typical polygons in 2D Voronoi tessellations.

Asset allocation, cross-class correlation and the structure of property returns

Practical applications of portfolio optimisation tend to proceed on a “top down” basis where funds are allocated first at asset class level (between, say, bonds, cash, equities and real estate) and then, progressively, at sub-class level (within property to sectors, office, retail, industrial for example). While there are organisational benefits from such an approach, it can potentially lead to sub-optimal allocations when compared to a “global” or “side-by-side” optimisation. This will occur where there are correlations between sub-classes across the asset divide that are masked in aggregation – between, for instance, City offices and the performance of financial services stocks. This paper explores such sub-class linkages using UK monthly stock and property data. Exploratory analysis using clustering procedures and factor analysis suggests that property performance and equity performance are distinctive: there is little persuasive evidence of contemporaneous or lagged sub-class linkages. Formal tests of the equivalence of optimised portfolios using top-down and global approaches failed to demonstrate significant differences, whether or not allocations were constrained. While the results may be a function of measurement of market returns, it is those returns that are used to assess fund performance. Accordingly, the treatment of real estate as a distinct asset class with diversification potential seems justified.

Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: analysis of the $p$-version

Plane wave discontinuous Galerkin (PWDG) methods are a class of Trefftz-type methods for the spatial discretization of boundary value problems for the Helmholtz operator $-\Delta-\omega^2$, $\omega>0$. They include the so-called ultra weak variational formulation from [O. Cessenat and B. Després, SIAM J. Numer. Anal., 35 (1998), pp. 255–299]. This paper is concerned with the a priori convergence analysis of PWDG in the case of $p$-refinement, that is, the study of the asymptotic behavior of relevant error norms as the number of plane wave directions in the local trial spaces is increased. For convex domains in two space dimensions, we derive convergence rates, employing mesh skeleton-based norms, duality techniques from [P. Monk and D. Wang, Comput. Methods Appl. Mech. Engrg., 175 (1999), pp. 121–136], and plane wave approximation theory.

Aerosol-induced correlation between visibility and atmospheric electricity.

Atmospheric aerosol acts to both reduce the background concentration of natural cluster ions, and to attenuate optical propagation. Hence, the presence of aerosol has two consequences, the reduction of the air’s electrical conductivity and the visual range. Ion-aerosol theory and Koschmieder’s visibility theory are combined here to derive the related non-linear variation of the atmospheric electric potential gradient with visual range. A substantial sensitivity is found under poor visual range conditions, but, for good visual range conditions the sensitivity diminishes and little influence of local aerosol on the fair weather potential gradient occurs. This allows visual range measurements, made simply and routinely at many meteorological sites, to provide inference about the local air’s electrical properties.

2D hexagonal mesoporous platinum films exhibiting biaxial, in-plane pore alignment

The synthesis of 2D hexagonal mesoporous platinum films with biaxial, in-plane pore alignment is demonstrated by electrodeposition through an aligned lyotropic liquid crystal templating phase. Shear force is used to align a hexagonal lyotropic liquid crystalline templating phase of an inexpensive and a commercially available surfactant, C16EO10, at the surface of an electrode. Electrodeposition and subsequent characterisation of the films produced shows that the orientation and alignment of the phase is transferred to the deposited material. Transmission electron microscopy confirms the expected nanostructure of the films, whilst transmission and grazing incidence small angle X-ray scattering analysis confirms biaxial, in plane alignment of the pore structure. In addition further electrochemical studies in dilute sulfuric acid and methanol show that the pores are accessible to electrolyte solution as indicated by a large current flow; the modified electrode therefore has a high surface area, that catalyses methanol oxidation, and the pores have a very large aspect ratio (of theoretical maximum 2 × 105). Films with such aligned mesoporosity will advance the field of nanotechnology where the control of pore structure is paramount. The method reported is sufficiently generic to be used to control the structure and order of many materials, thus increasing the potential for the development of a wide range of novel electronic and optical devices.

Observational tracking of the 2D structure of coronal mass ejections between the sun and 1 AU

The Solar TErrestrial RElations Observatory (STEREO) provides high cadence and high resolution images of the structure and morphology of coronal mass ejections (CMEs) in the inner heliosphere. CME directions and propagation speeds have often been estimated through the use of time-elongation maps obtained from the STEREO Heliospheric Imager (HI) data. Many of these CMEs have been identified by citizen scientists working within the SolarStormWatch project ( www.solarstormwatch.com ) as they work towards providing robust real-time identification of Earth-directed CMEs. The wide field of view of HI allows scientists to directly observe the two-dimensional (2D) structures, while the relative simplicity of time-elongation analysis means that it can be easily applied to many such events, thereby enabling a much deeper understanding of how CMEs evolve between the Sun and the Earth. For events with certain orientations, both the rear and front edges of the CME can be monitored at varying heliocentric distances (R) between the Sun and 1 AU. Here we take four example events with measurable position angle widths and identified by the citizen scientists. These events were chosen for the clarity of their structure within the HI cameras and their long track lengths in the time-elongation maps. We show a linear dependency with R for the growth of the radial width (W) and the 2D aspect ratio (χ) of these CMEs, which are measured out to ≈ 0.7 AU. We estimated the radial width from a linear best fit for the average of the four CMEs. We obtained the relationships W=0.14R+0.04 for the width and χ=2.5R+0.86 for the aspect ratio (W and R in units of AU).

Comparative genomics of Brachyspira pilosicoli strains: genome rearrangements, reductions and correlation of genetic compliment with phenotypic diversity.

Background. The anaerobic spirochaete Brachyspira pilosicoli causes enteric disease in avian, porcine and human hosts, amongst others. To date, the only available genome sequence of B. pilosicoli is that of strain 95/1000, a porcine isolate. In the first intra-species genome comparison within the Brachyspira genus, we report the whole genome sequence of B. pilosicoli B2904, an avian isolate, the incomplete genome sequence of B. pilosicoli WesB, a human isolate, and the comparisons with B. pilosicoli 95/1000. We also draw on incomplete genome sequences from three other Brachyspira species. Finally we report the first application of the high-throughput Biolog phenotype screening tool on the B. pilosicoli strains for detailed comparisons between genotype and phenotype. Results. Feature and sequence genome comparisons revealed a high degree of similarity between the three B. pilosicoli strains, although the genomes of B2904 and WesB were larger than that of 95/1000 (~2,765, 2.890 and 2.596 Mb, respectively). Genome rearrangements were observed which correlated largely with the positions of mobile genetic elements. Through comparison of the B2904 and WesB genomes with the 95/1000 genome, features that we propose are non-essential due to their absence from 95/1000 include a peptidase, glycine reductase complex components and transposases. Novel bacteriophages were detected in the newly-sequenced genomes, which appeared to have involvement in intra- and inter-species horizontal gene transfer. Phenotypic differences predicted from genome analysis, such as the lack of genes for glucuronate catabolism in 95/1000, were confirmed by phenotyping. Conclusions. The availability of multiple B. pilosicoli genome sequences has allowed us to demonstrate the substantial genomic variation that exists between these strains, and provides an insight into genetic events that are shaping the species. In addition, phenotype screening allowed determination of how genotypic differences translated to phenotype. Further application of such comparisons will improve understanding of the metabolic capabilities of Brachyspira species.

Correlation between Fourier series expansion and Hückel orbital theory

The Fourier series can be used to describe periodic phenomena such as the one-dimensional crystal wave function. By the trigonometric treatements in Hückel theory it is shown that Hückel theory is a special case of Fourier series theory. Thus, the conjugated π system is in fact a periodic system. Therefore, it can be explained why such a simple theorem as Hückel theory can be so powerful in organic chemistry. Although it only considers the immediate neighboring interactions, it implicitly takes account of the periodicity in the complete picture where all the interactions are considered. Furthermore, the success of the trigonometric methods in Hückel theory is not accidental, as it based on the fact that Hückel theory is a specific example of the more general method of Fourier series expansion. It is also important for education purposes to expand a specific approach such as Hückel theory into a more general method such as Fourier series expansion.

A depth-integrated 2D coastal and estuarine model with conformal boundary-fitted mesh generation

Details are given of the development and application of a 2D depth-integrated, conformal boundary-fitted, curvilinear model for predicting the depth-mean velocity field and the spatial concentration distribution in estuarine and coastal waters. A numerical method for conformal mesh generation, based on a boundary integral equation formulation, has been developed. By this method a general polygonal region with curved edges can be mapped onto a regular polygonal region with the same number of horizontal and vertical straight edges and a multiply connected region can be mapped onto a regular region with the same connectivity. A stretching transformation on the conformally generated mesh has also been used to provide greater detail where it is needed close to the coast, with larger mesh sizes further offshore, thereby minimizing the computing effort whilst maximizing accuracy. The curvilinear hydrodynamic and solute model has been developed based on a robust rectilinear model. The hydrodynamic equations are approximated using the ADI finite difference scheme with a staggered grid and the solute transport equation is approximated using a modified QUICK scheme. Three numerical examples have been chosen to test the curvilinear model, with an emphasis placed on complex practical applications

The correlation of ULF waves and auroral intensity before, during and after substorm expansion phase onset

We present case studies of the evolution of magnetic wave amplitudes and auroral intensity through the late growth phase and the expansion phase of the substorm cycle. We present strong evidence that substorm-related auroral enhancements are clearly and demonstrably linked to ULF wave amplitudes observed at the same location. In most cases, we find that the highest correlations are observed when the magnetometer time series is advanced in time, indicating that the ULF wave amplitudes start to grow before measured auroral intensities, though interestingly this is not always the case. Further we discuss the four possible reasons that may be able to explain both the timing and the high correlations between these two phenomena, including: a simple coincidence, an artifact of instrumental effects, the response of the ionosphere to magnetic waves and auroral particle precipitation, and finally that ULF waves and auroral particle precipitation are physically linked. We discount coincidence and instrumental effects since in the studies presented here they are unlikely or in general will contribute negligible effects, and we find that the ionospheric response to waves and precipitation can explain some, but not all of the results contained within this paper. Specifically, ionospheric response to substorm waves and auroral precipitation cannot explain that the result that previous studies have shown, that onset of ULF wave activity and the onset of auroral particle precipitation occur at the same time and in the same location. This leaves the possibility that ULF waves and auroral particles are physically linked.