M-estimator, and D-optimality model construction using orthogonal forward regression

This correspondence introduces a new orthogonal forward regression (OFR) model identification algorithm using D-optimality for model structure selection and is based on an M-estimators of parameter estimates. M-estimator is a classical robust parameter estimation technique to tackle bad data conditions such as outliers. Computationally, The M-estimator can be derived using an iterative reweighted least squares (IRLS) algorithm. D-optimality is a model structure robustness criterion in experimental design to tackle ill-conditioning in model Structure. The orthogonal forward regression (OFR), often based on the modified Gram-Schmidt procedure, is an efficient method incorporating structure selection and parameter estimation simultaneously. The basic idea of the proposed approach is to incorporate an IRLS inner loop into the modified Gram-Schmidt procedure. In this manner, the OFR algorithm for parsimonious model structure determination is extended to bad data conditions with improved performance via the derivation of parameter M-estimators with inherent robustness to outliers. Numerical examples are included to demonstrate the effectiveness of the proposed algorithm.

Long-lived halocarbon trends and budgets from atmospheric chemistry modelling constrained with measurements in polar firn

The budgets of seven halogenated gases (CFC-11, CFC-12, CFC-113, CFC-114, CFC-115, CCl4 and SF6) are studied by comparing measurements in polar firn air from two Arctic and three Antarctic sites, and simulation results of two numerical models: a 2-D atmospheric chemistry model and a 1-D firn diffusion model. The first one is used to calculate atmospheric concentrations from emission trends based on industrial inventories; the calculated concentration trends are used by the second one to produce depth concentration profiles in the firn. The 2-D atmospheric model is validated in the boundary layer by comparison with atmospheric station measurements, and vertically for CFC-12 by comparison with balloon and FTIR measurements. Firn air measurements provide constraints on historical atmospheric concentrations over the last century. Age distributions in the firn are discussed using a Green function approach. Finally, our results are used as input to a radiative model in order to evaluate the radiative forcing of our target gases. Multi-species and multi-site firn air studies allow to better constrain atmospheric trends. The low concentrations of all studied gases at the bottom of the firn, and their consistency with our model results confirm that their natural sources are small. Our results indicate that the emissions, sinks and trends of CFC-11, CFC-12, CFC-113, CFC-115 and SF6 are well constrained, whereas it is not the case for CFC-114 and CCl4. Significant emission-dependent changes in the lifetimes of halocarbons destroyed in the stratosphere were obtained. Those result from the time needed for their transport from the surface where they are emitted to the stratosphere where they are destroyed. Efforts should be made to update and reduce the large uncertainties on CFC lifetimes.

Epitaxial growth of ultrathin palladium films on Re{0001}

Ultrathin bimetallic layers create unusual magnetic and surface chemical effects through the modification of electronic structure brought on by low dimensionality, polymorphism, reduced screening, and epitaxial strain. Previous studies have related valence and core-level shifts to surface reactivity through the d-band model of Hammer and Nørskov, and in heteroepitaxial films this band position is determined by competing effects of coordination, strain, and hybridization of substrate and overlayer states. In this study we employ the epitaxially matched Pd on Re{0001} system to grow films with no lateral strain. We use a recent advancement in low-energy electron diffraction to expand the data range sufficiently for a reliable determination of the growth sequence and out-of-plane surface relaxation as a function of film thickness. The results are supported by scanning tunneling microscopy and X-ray photoemission spectroscopy, which show that the growth is layer-by-layer with significant core-level shifts due to changes in film structure, morphology, and bonding.

Sparse model identification using orthogonal forward regression with basis pursuit and D-optimality

An efficient model identification algorithm for a large class of linear-in-the-parameters models is introduced that simultaneously optimises the model approximation ability, sparsity and robustness. The derived model parameters in each forward regression step are initially estimated via the orthogonal least squares (OLS), followed by being tuned with a new gradient-descent learning algorithm based on the basis pursuit that minimises the l(1) norm of the parameter estimate vector. The model subset selection cost function includes a D-optimality design criterion that maximises the determinant of the design matrix of the subset to ensure model robustness and to enable the model selection procedure to automatically terminate at a sparse model. The proposed approach is based on the forward OLS algorithm using the modified Gram-Schmidt procedure. Both the parameter tuning procedure, based on basis pursuit, and the model selection criterion, based on the D-optimality that is effective in ensuring model robustness, are integrated with the forward regression. As a consequence the inherent computational efficiency associated with the conventional forward OLS approach is maintained in the proposed algorithm. Examples demonstrate the effectiveness of the new approach.

An analysis of the impact of R&D on productivity using Bayesian model averaging with a reversible jump algorithm.

A Bayesian Model Averaging approach to the estimation of lag structures is introduced, and applied to assess the impact of R&D on agricultural productivity in the US from 1889 to 1990. Lag and structural break coefficients are estimated using a reversible jump algorithm that traverses the model space. In addition to producing estimates and standard deviations for the coe¢ cients, the probability that a given lag (or break) enters the model is estimated. The approach is extended to select models populated with Gamma distributed lags of di¤erent frequencies. Results are consistent with the hypothesis that R&D positively drives productivity. Gamma lags are found to retain their usefulness in imposing a plausible structure on lag coe¢ cients, and their role is enhanced through the use of model averaging.

Nonlinear model structure design and construction using orthogonal least squares and D-optimality design

A very efficient learning algorithm for model subset selection is introduced based on a new composite cost function that simultaneously optimizes the model approximation ability and model robustness and adequacy. The derived model parameters are estimated via forward orthogonal least squares, but the model subset selection cost function includes a D-optimality design criterion that maximizes the determinant of the design matrix of the subset to ensure the model robustness, adequacy, and parsimony of the final model. The proposed approach is based on the forward orthogonal least square (OLS) algorithm, such that new D-optimality-based cost function is constructed based on the orthogonalization process to gain computational advantages and hence to maintain the inherent advantage of computational efficiency associated with the conventional forward OLS approach. Illustrative examples are included to demonstrate the effectiveness of the new approach.

Data assimilation with correlated observation errors: experiments with a 1-D shallow water model

Remote sensing observations often have correlated errors, but the correlations are typically ignored in data assimilation for numerical weather prediction. The assumption of zero correlations is often used with data thinning methods, resulting in a loss of information. As operational centres move towards higher-resolution forecasting, there is a requirement to retain data providing detail on appropriate scales. Thus an alternative approach to dealing with observation error correlations is needed. In this article, we consider several approaches to approximating observation error correlation matrices: diagonal approximations, eigendecomposition approximations and Markov matrices. These approximations are applied in incremental variational assimilation experiments with a 1-D shallow water model using synthetic observations. Our experiments quantify analysis accuracy in comparison with a reference or ‘truth’ trajectory, as well as with analyses using the ‘true’ observation error covariance matrix. We show that it is often better to include an approximate correlation structure in the observation error covariance matrix than to incorrectly assume error independence. Furthermore, by choosing a suitable matrix approximation, it is feasible and computationally cheap to include error correlation structure in a variational data assimilation algorithm.

Proactive R&D management and firm growth: a punctuated equilibrium model

The external environment is characterized by periods of relative stability interspersed with periods of extreme change, implying that high performing firms must practice exploration and exploitation in order to survive and thrive. In this paper, we posit that R&D expenditure volatility indicates the presence of proactive R&D management, and is evidence of a firm moving from exploitation to exploration over time. This is consistent with a punctuated equilibrium model of R&D investment where shocks are induced by reactions to external turbulence. Using an unbalanced panel of almost 11,000 firm-years from 1997 to 2006, we show that greater fluctuations in the firm's R&D expenditure over time are associated with higher firm growth. Developing a contextual view of the relationship between R&D expenditure volatility and firm growth, we find that this relationship is weaker among firms with higher levels of corporate diversification and negative among smaller firms and those in slow clockspeed industries.