50 resultados para Controlled Monte Carlo Data Generation
Resumo:
Monte Carlo simulation was used to evaluate properties of a simple Bayesian MCMC analysis of the random effects model for single group Cormack-Jolly-Seber capture-recapture data. The MCMC method is applied to the model via a logit link, so parameters p, S are on a logit scale, where logit(S) is assumed to have, and is generated from, a normal distribution with mean μ and variance σ2 . Marginal prior distributions on logit(p) and μ were independent normal with mean zero and standard deviation 1.75 for logit(p) and 100 for μ ; hence minimally informative. Marginal prior distribution on σ2 was placed on τ2=1/σ2 as a gamma distribution with α=β=0.001 . The study design has 432 points spread over 5 factors: occasions (t) , new releases per occasion (u), p, μ , and σ . At each design point 100 independent trials were completed (hence 43,200 trials in total), each with sample size n=10,000 from the parameter posterior distribution. At 128 of these design points comparisons are made to previously reported results from a method of moments procedure. We looked at properties of point and interval inference on μ , and σ based on the posterior mean, median, and mode and equal-tailed 95% credibility interval. Bayesian inference did very well for the parameter μ , but under the conditions used here, MCMC inference performance for σ was mixed: poor for sparse data (i.e., only 7 occasions) or σ=0 , but good when there were sufficient data and not small σ .
Resumo:
Radiocarbon production, solar activity, total solar irradiance (TSI) and solar-induced climate change are reconstructed for the Holocene (10 to 0 kyr BP), and TSI is predicted for the next centuries. The IntCal09/SHCal04 radiocarbon and ice core CO2 records, reconstructions of the geomagnetic dipole, and instrumental data of solar activity are applied in the Bern3D-LPJ, a fully featured Earth system model of intermediate complexity including a 3-D dynamic ocean, ocean sediments, and a dynamic vegetation model, and in formulations linking radiocarbon production, the solar modulation potential, and TSI. Uncertainties are assessed using Monte Carlo simulations and bounding scenarios. Transient climate simulations span the past 21 thousand years, thereby considering the time lags and uncertainties associated with the last glacial termination. Our carbon-cycle-based modern estimate of radiocarbon production of 1.7 atoms cm−2 s−1 is lower than previously reported for the cosmogenic nuclide production model by Masarik and Beer (2009) and is more in-line with Kovaltsov et al. (2012). In contrast to earlier studies, periods of high solar activity were quite common not only in recent millennia, but throughout the Holocene. Notable deviations compared to earlier reconstructions are also found on decadal to centennial timescales. We show that earlier Holocene reconstructions, not accounting for the interhemispheric gradients in radiocarbon, are biased low. Solar activity is during 28% of the time higher than the modern average (650 MeV), but the absolute values remain weakly constrained due to uncertainties in the normalisation of the solar modulation to instrumental data. A recently published solar activity–TSI relationship yields small changes in Holocene TSI of the order of 1 W m−2 with a Maunder Minimum irradiance reduction of 0.85 ± 0.16 W m−2. Related solar-induced variations in global mean surface air temperature are simulated to be within 0.1 K. Autoregressive modelling suggests a declining trend of solar activity in the 21st century towards average Holocene conditions.
Resumo:
Background: Recently, Cipriani and colleagues examined the relative efficacy of 12 new-generation antidepressants on major depression using network meta-analytic methods. They found that some of these medications outperformed others in patient response to treatment. However, several methodological criticisms have been raised about network meta-analysis and Cipriani’s analysis in particular which creates the concern that the stated superiority of some antidepressants relative to others may be unwarranted. Materials and Methods: A Monte Carlo simulation was conducted which involved replicating Cipriani’s network metaanalysis under the null hypothesis (i.e., no true differences between antidepressants). The following simulation strategy was implemented: (1) 1000 simulations were generated under the null hypothesis (i.e., under the assumption that there were no differences among the 12 antidepressants), (2) each of the 1000 simulations were network meta-analyzed, and (3) the total number of false positive results from the network meta-analyses were calculated. Findings: Greater than 7 times out of 10, the network meta-analysis resulted in one or more comparisons that indicated the superiority of at least one antidepressant when no such true differences among them existed. Interpretation: Based on our simulation study, the results indicated that under identical conditions to those of the 117 RCTs with 236 treatment arms contained in Cipriani et al.’s meta-analysis, one or more false claims about the relative efficacy of antidepressants will be made over 70% of the time. As others have shown as well, there is little evidence in these trials that any antidepressant is more effective than another. The tendency of network meta-analyses to generate false positive results should be considered when conducting multiple comparison analyses.
Resumo:
This paper presents the performance of the ATLAS muon reconstruction during the LHC run with pp collisions at √s = 7–8 TeV in 2011–2012, focusing mainly on data collected in 2012. Measurements of the reconstruction efficiency and of the momentum scale and resolution, based on large reference samples of J/ψ → μμ, Z → μμ and ϒ → μμ decays, are presented and compared to Monte Carlo simulations. Corrections to the simulation, to be used in physics analysis, are provided. Over most of the covered phase space (muon |η| < 2.7 and 5 ≲ pT ≲ 100 GeV) the efficiency is above 99% and is measured with per-mille precision. The momentum resolution ranges from 1.7% at central rapidity and for transverse momentum pT ≅ 10 GeV, to 4% at large rapidity and pT ≅ 100 GeV. The momentum scale is known with an uncertainty of 0.05% to 0.2% depending on rapidity. A method for the recovery of final state radiation from the muons is also presented.
Resumo:
mgof computes goodness-of-fit tests for the distribution of a discrete (categorical, multinomial) variable. The default is to perform classical large sample chi-squared approximation tests based on Pearson's X2 statistic and the log likelihood ratio (G2) statistic or a statistic from the Cressie-Read family. Alternatively, mgof computes exact tests using Monte Carlo methods or exhaustive enumeration. A Kolmogorov-Smirnov test for discrete data is also provided. The moremata package, also available from SSC, is required.