Model selection for the mixed logit with Bayesian estimation

In this paper, the mixed logit (ML) using Bayesian methods was employed to examine willingness-to-pay (WTP) to consume bread produced with reduced levels of pesticides so as to ameliorate environmental quality, from data generated by a choice experiment. Model comparison used the marginal likelihood, which is preferable for Bayesian model comparison and testing. Models containing constant and random parameters for a number of distributions were considered, along with models in ‘preference space’ and ‘WTP space’ as well as those allowing for misreporting. We found: strong support for the ML estimated in WTP space; little support for fixing the price coefficient a common practice advocated and adopted in the environmental economics literature; and, weak evidence for misreporting.

Estimation of the stoichiometry of volatile fatty acid production in the rumen of lactating cows

The purpose of this study was to improve the prediction of the quantity and type of Volatile Fatty Acids (VFA) produced from fermented substrate in the rumen of lactating cows. A model was formulated that describes the conversion of substrate (soluble carbohydrates, starch, hemi-cellulose, cellulose, and protein) into VFA (acetate, propionate, butyrate, and other VFA). Inputs to the model were observed rates of true rumen digestion of substrates, whereas outputs were observed molar proportions of VFA in rumen fluid. A literature survey generated data of 182 diets (96 roughage and 86 concentrate diets). Coefficient values that define the conversion of a specific substrate into VFA were estimated meta-analytically by regression of the model against observed VFA molar proportions using non-linear regression techniques. Coefficient estimates significantly differed for acetate and propionate production in particular, between different types of substrate and between roughage and concentrate diets. Deviations of fitted from observed VFA molar proportions could be attributed to random error for 100%. In addition to regression against observed data, simulation studies were performed to investigate the potential of the estimation method. Fitted coefficient estimates from simulated data sets appeared accurate, as well as fitted rates of VFA production, although the model accounted for only a small fraction (maximally 45%) of the variation in VFA molar proportions. The simulation results showed that the latter result was merely a consequence of the statistical analysis chosen and should not be interpreted as an indication of inaccuracy of coefficient estimates. Deviations between fitted and observed values corresponded to those obtained in simulations. (c) 2005 Elsevier Ltd. All rights reserved.

Design and optimisation of a large-area process-based model for annual crops

The formulation of a new process-based crop model, the general large-area model (GLAM) for annual crops is presented. The model has been designed to operate on spatial scales commensurate with those of global and regional climate models. It aims to simulate the impact of climate on crop yield. Procedures for model parameter determination and optimisation are described, and demonstrated for the prediction of groundnut (i.e. peanut; Arachis hypogaea L.) yields across India for the period 1966-1989. Optimal parameters (e.g. extinction coefficient, transpiration efficiency, rate of change of harvest index) were stable over space and time, provided the estimate of the yield technology trend was based on the full 24-year period. The model has two location-specific parameters, the planting date, and the yield gap parameter. The latter varies spatially and is determined by calibration. The optimal value varies slightly when different input data are used. The model was tested using a historical data set on a 2.5degrees x 2.5degrees grid to simulate yields. Three sites are examined in detail-grid cells from Gujarat in the west, Andhra Pradesh towards the south, and Uttar Pradesh in the north. Agreement between observed and modelled yield was variable, with correlation coefficients of 0.74, 0.42 and 0, respectively. Skill was highest where the climate signal was greatest, and correlations were comparable to or greater than correlations with seasonal mean rainfall. Yields from all 35 cells were aggregated to simulate all-India yield. The correlation coefficient between observed and simulated yields was 0.76, and the root mean square error was 8.4% of the mean yield. The model can be easily extended to any annual crop for the investigation of the impacts of climate variability (or change) on crop yield over large areas. (C) 2004 Elsevier B.V. All rights reserved.

Hydrolyzable tannin structures influence relative globular and random coil protein binding strengths

Binding parameters for the interactions of pentagalloyl glucose (PGG) and four hydrolyzable tannins (representing gallotannins and ellagitannins) with gelatin and bovine serum albumin (BSA) have been determined from isothermal titration calorimetry data. Equilibrium binding constants determined for the interaction of PGG and isolated mixtures of tara gallotannins and of sumac gallotannins with gelatin and BSA were of the same order of magnitude for each tannin (in the range of 10(4)-10(5) M-1 for stronger binding sites when using a binding model consisting of two sets of multiple binding sites). In contrast, isolated mixtures of chestnut ellagitannins and of myrabolan ellagitannins exhibited 3-4 orders of magnitude greater equilibrium binding constants for the interaction with gelatin (similar to 2 x 10(6) M-1) than for that with BSA (similar to 8 x 10(2) M-1). Binding stoichiometries revealed that the stronger binding sites on gelatin outnumbered those on BSA by a ratio of at least similar to 2:1 for all of the hydrolyzable tannins studied. Overall, the data revealed that relative binding constants for the interactions with gelatin and BSA are dependent on the structural flexibility of the tannin molecule.

Shrinking the posterior: A note on the Nerlovian model

Diebold and Lamb (1997) argue that since the long-run elasticity of supply derived from the Nerlovian model entails a ratio of random variables, it is without moments. They propose minimum expected loss estimation to correct this problem but in so-doing ignore the fact that a non white-noise-error is implicit in the model. We show that, as a consequence the estimator is biased and demonstrate that Bayesian estimation which fully accounts for the error structure is preferable.

AT(1) receptor ligands: virtual-screening-based design with TOPP descriptors, synthesis, and biological evaluation of pyrrolidine derivatives

As a continuing effort to establish the structure-activity relationships (SARs) within the series of the angiotensin II antagonists (sartans), a pharmacophoric model was built by using novel TOPP 3D descriptors. Statistical values were satisfactory (PC4: r(2)=0.96, q(2) ((5) (random) (groups))=0.84; SDEP=0.26) and encouraged the synthesis and consequent biological evaluation of a series of new pyrrolidine derivatives. SAR together with a combined 3D quantitative SAR and high-throughput virtual screening showed that the newly synthesized 1-acyl-N-(biphenyl-4-ylmethyl)pyrrolidine-2-carboxamides may represent an interesting starting point for the design of new antihypertensive agents. In particular, biological tests performed on CHO-hAT(1) cells stably expressing the human AT(1) receptor showed that the length of the acyl chain is crucial for the receptor interaction and that the valeric chain is the optimal one.

Preventive maintenance models with random maintenance quality

In real-world environments it is usually difficult to specify the quality of a preventive maintenance (PM) action precisely. This uncertainty makes it problematic to optimise maintenance policy.-This problem is tackled in this paper by assuming that the-quality of a PM action is a random variable following a probability distribution. Two frequently studied PM models, a failure rate PM model and an age reduction PM model, are investigated. The optimal PM policies are presented and optimised. Numerical examples are also given.

Simulating global properties of electroencephalograms with minimal random neural networks

The human electroencephalogram (EEG) is globally characterized by a 1/f power spectrum superimposed with certain peaks, whereby the "alpha peak" in a frequency range of 8-14 Hz is the most prominent one for relaxed states of wakefulness. We present simulations of a minimal dynamical network model of leaky integrator neurons attached to the nodes of an evolving directed and weighted random graph (an Erdos-Renyi graph). We derive a model of the dendritic field potential (DFP) for the neurons leading to a simulated EEG that describes the global activity of the network. Depending on the network size, we find an oscillatory transition of the simulated EEG when the network reaches a critical connectivity. This transition, indicated by a suitably defined order parameter, is reflected by a sudden change of the network's topology when super-cycles are formed from merging isolated loops. After the oscillatory transition, the power spectra of simulated EEG time series exhibit a 1/f continuum superimposed with certain peaks. (c) 2007 Elsevier B.V. All rights reserved.

Coupling aerosol surface and bulk chemistry with a kinetic double layer model (K2-SUB): oxidation of oleic acid by ozone

We present a kinetic double layer model coupling aerosol surface and bulk chemistry (K2-SUB) based on the PRA framework of gas-particle interactions (Poschl-Rudich-Ammann, 2007). K2-SUB is applied to a popular model system of atmospheric heterogeneous chemistry: the interaction of ozone with oleic acid. We show that our modelling approach allows de-convoluting surface and bulk processes, which has been a controversial topic and remains an important challenge for the understanding and description of atmospheric aerosol transformation. In particular, we demonstrate how a detailed treatment of adsorption and reaction at the surface can be coupled to a description of bulk reaction and transport that is consistent with traditional resistor model formulations. From literature data we have derived a consistent set of kinetic parameters that characterise mass transport and chemical reaction of ozone at the surface and in the bulk of oleic acid droplets. Due to the wide range of rate coefficients reported from different experimental studies, the exact proportions between surface and bulk reaction rates remain uncertain. Nevertheless, the model results suggest an important role of chemical reaction in the bulk and an approximate upper limit of similar to 10(-11) cm(2) s(-1) for the surface reaction rate coefficient. Sensitivity studies show that the surface accommodation coefficient of the gas-phase reactant has a strong non-linear influence on both surface and bulk chemical reactions. We suggest that K2-SUB may be used to design, interpret and analyse future experiments for better discrimination between surface and bulk processes in the oleic acid-ozone system as well as in other heterogeneous reaction systems of atmospheric relevance.

Autoregressive conditional kurtosis

This article proposes a new model for autoregressive conditional heteroscedasticity and kurtosis. Via a time-varying degrees of freedom parameter, the conditional variance and conditional kurtosis are permitted to evolve separately. The model uses only the standard Student’s t-density and consequently can be estimated simply using maximum likelihood. The method is applied to a set of four daily financial asset return series comprising U.S. and U.K. stocks and bonds, and significant evidence in favor of the presence of autoregressive conditional kurtosis is observed. Various extensions to the basic model are proposed, and we show that the response of kurtosis to good and bad news is not significantly asymmetric.

The DigiBog model of peatland development 1: rationale, conceptual model, and hydrological basis

Using a literature review, we argue that new models of peatland development are needed. Many existing models do not account for potentially important ecohydrological feedbacks, and/or ignore spatial structure and heterogeneity. Existing models, including those that simulate a near total loss of the northern peatland carbon store under a warming climate, may produce misleading results because they rely upon oversimplified representations of ecological and hydrological processes. In this, the first of a pair of papers, we present the conceptual framework for a model of peatland development, DigiBog, which considers peatlands as complex adaptive systems. DigiBog accounts for the interactions between the processes which govern litter production and peat decay, peat soil hydraulic properties, and peatland water-table behaviour, in a novel and genuinely ecohydrological manner. DigiBog consists of a number of interacting submodels, each representing a different aspect of peatland ecohydrology. Here we present in detail the mathematical and computational basis, as well as the implementation and testing, of the hydrological submodel. Remaining submodels are described and analysed in the accompanying paper. Tests of the hydrological submodel against analytical solutions for simple aquifers were highly successful: the greatest deviation between DigiBog and the analytical solutions was 2·83%. We also applied the hydrological submodel to irregularly shaped aquifers with heterogeneous hydraulic properties—situations for which no analytical solutions exist—and found the model's outputs to be plausible.

Kinetic multi-layer model of gas-particle interactions in aerosols and clouds (KM-GAP): linking condensation, evaporation and chemical reactions of organics, oxidants and water

We present a novel kinetic multi-layer model for gas-particle interactions in aerosols and clouds (KM-GAP) that treats explicitly all steps of mass transport and chemical reaction of semi-volatile species partitioning between gas phase, particle surface and particle bulk. KM-GAP is based on the PRA model framework (Pöschl-Rudich-Ammann, 2007), and it includes gas phase diffusion, reversible adsorption, surface reactions, bulk diffusion and reaction, as well as condensation, evaporation and heat transfer. The size change of atmospheric particles and the temporal evolution and spatial profile of the concentration of individual chemical species can be modelled along with gas uptake and accommodation coefficients. Depending on the complexity of the investigated system, unlimited numbers of semi-volatile species, chemical reactions, and physical processes can be treated, and the model shall help to bridge gaps in the understanding and quantification of multiphase chemistry and microphysics in atmo- spheric aerosols and clouds. In this study we demonstrate how KM-GAP can be used to analyze, interpret and design experimental investigations of changes in particle size and chemical composition in response to condensation, evaporation, and chemical reaction. For the condensational growth of water droplets, our kinetic model results provide a direct link between laboratory observations and molecular dynamic simulations, confirming that the accommodation coefficient of water at 270 K is close to unity. Literature data on the evaporation of dioctyl phthalate as a function of particle size and time can be reproduced, and the model results suggest that changes in the experimental conditions like aerosol particle concentration and chamber geometry may influence the evaporation kinetics and can be optimized for eðcient probing of specific physical effects and parameters. With regard to oxidative aging of organic aerosol particles, we illustrate how the formation and evaporation of volatile reaction products like nonanal can cause a decrease in the size of oleic acid particles exposed to ozone.

Three dimensional picture of the local structure of 1,4-Polybutadiene from a complete atomistic model and neutron scattering data

An efficient method of combining neutron diffraction data over an extended Q range with detailed atomistic models is presented. A quantitative and qualitative mapping of the organization of the chain conformation in both glass and liquid phase has been performed. The proposed structural refinement method is based on the exploitation of the intrachain features of the diffraction pattern by the use of internal coordinates for bond lengths, valence angles and torsion rotations. Models are built stochastically by assignment of these internal coordinates from probability distributions with limited variable parameters. Variation of these parameters is used in the construction of models that minimize the differences between the observed and calculated structure factors. A series of neutron scattering data of 1,4-polybutadiene at the region 20320 K is presented. Analysis of the experimental data yield bond lengths for C-C and C=C of 1.54 and 1.35 Å respectively. Valence angles of the backbone were found to be at 112 and 122.8 for the CCC and CC=C respectively. Three torsion angles corresponding to the double bond and the adjacent R and β bonds were found to occupy cis and trans, s(, trans and g( and trans states, respectively. We compare our results with theoretical predictions, computer simulations, RIS models, and previously reported experimental results.

A detailed single chain model for molten poly(tetrafluoroethylene) from a novel structure refinement technique on neutron scattering data

We present a new methodology that couples neutron diffraction experiments over a wide Q range with single chain modelling in order to explore, in a quantitative manner, the intrachain organization of non-crystalline polymers. The technique is based on the assignment of parameters describing the chemical, geometric and conformational characteristics of the polymeric chain, and on the variation of these parameters to minimize the difference between the predicted and experimental diffraction patterns. The method is successfully applied to the study of molten poly(tetrafluoroethylene) at two different temperatures, and provides unambiguous information on the configuration of the chain and its degree of flexibility. From analysis of the experimental data a model is derived with CC and CF bond lengths of 1.58 and 1.36 Å, respectively, a backbone valence angle of 110° and a torsional angle distribution which is characterized by four isometric states, namely a split trans state at ± 18°, giving rise to a helical chain conformation, and two gauche states at ± 112°. The probability of trans conformers is 0.86 at T = 350°C, which decreases slightly to 0.84 at T = 400°C. Correspondingly, the chain segments are characterized by long all-trans sequences with random changes in sign, rather anisotropic in nature, which give rise to a rather stiff chain. We compare the results of this quantitative analysis of the experimental scattering data with the theoretical predictions of both force fields and molecular orbital conformation energy calculations.

Three-dimensional random Voronoi tessellations: From cubic crystal lattices to Poisson point processes

We perturb the SC, BCC, and FCC crystal structures with a spatial Gaussian noise whose adimensional strength is controlled by the parameter a, and analyze the topological and metrical properties of the resulting Voronoi Tessellations (VT). The topological properties of the VT of the SC and FCC crystals are unstable with respect to the introduction of noise, because the corresponding polyhedra are geometrically degenerate, whereas the tessellation of the BCC crystal is topologically stable even against noise of small but finite intensity. For weak noise, the mean area of the perturbed BCC and FCC crystals VT increases quadratically with a. In the case of perturbed SCC crystals, there is an optimal amount of noise that minimizes the mean area of the cells. Already for a moderate noise (a>0.5), the properties of the three perturbed VT are indistinguishable, and for intense noise (a>2), results converge to the Poisson-VT limit. Notably, 2-parameter gamma distributions are an excellent model for the empirical of of all considered properties. The VT of the perturbed BCC and FCC structures are local maxima for the isoperimetric quotient, which measures the degre of sphericity of the cells, among space filling VT. In the BCC case, this suggests a weaker form of the recentluy disproved Kelvin conjecture. Due to the fluctuations of the shape of the cells, anomalous scalings with exponents >3/2 is observed between the area and the volumes of the cells, and, except for the FCC case, also for a->0. In the Poisson-VT limit, the exponent is about 1.67. As the number of faces is positively correlated with the sphericity of the cells, the anomalous scaling is heavily reduced when we perform powerlaw fits separately on cells with a specific number of faces.