Choosing a random distribution with prescribed risks

We describe several simulation algorithms that yield random probability distributions with given values of risk measures. In case of vanilla risk measures, the algorithms involve combining and transforming random cumulative distribution functions or random Lorenz curves obtained by simulating rather general random probability distributions on the unit interval. A new algorithm based on the simulation of a weighted barycentres array is suggested to generate random probability distributions with a given value of the spectral risk measure.

Variability of daily winter wind speed distribution over Northern Europe during the past millennium in regional and global climate simulations

We analyse the variability of the probability distribution of daily wind speed in wintertime over Northern and Central Europe in a series of global and regional climate simulations covering the last centuries, and in reanalysis products covering approximately the last 60 years. The focus of the study lies on identifying the link of the variations in the wind speed distribution to the regional near-surface temperature, to the meridional temperature gradient and to the North Atlantic Oscillation. Our main result is that the link between the daily wind distribution and the regional climate drivers is strongly model dependent. The global models tend to behave similarly, although they show some discrepancies. The two regional models also tend to behave similarly to each other, but surprisingly the results derived from each regional model strongly deviates from the results derived from its driving global model. In addition, considering multi-centennial timescales, we find in two global simulations a long-term tendency for the probability distribution of daily wind speed to widen through the last centuries. The cause for this widening is likely the effect of the deforestation prescribed in these simulations. We conclude that no clear systematic relationship between the mean temperature, the temperature gradient and/or the North Atlantic Oscillation, with the daily wind speed statistics can be inferred from these simulations. The understand- ing of past and future changes in the distribution of wind speeds, and thus of wind speed extremes, will require a detailed analysis of the representation of the interaction between large-scale and small-scale dynamics.

On low-dimensional projections of high-dimensional distributions

Let P be a probability distribution on q -dimensional space. The so-called Diaconis-Freedman effect means that for a fixed dimension d<distributions. The present paper provides necessary and sufficient conditions for this phenomenon in a suitable asymptotic framework with increasing dimension q . It turns out, that the conditions formulated by Diaconis and Freedman (1984) are not only sufficient but necessary as well. Moreover, letting P ^ be the empirical distribution of n independent random vectors with distribution P , we investigate the behavior of the empirical process n √ (P ^ −P) under random projections, conditional on P ^ .

Interactive Diffraction from Biological Nanostructures

We describe a technique for interactive rendering of diffraction effects produced by biological nanostructures such as snake skin surface gratings. Our approach uses imagery from atomic force microscopy that accurately captures the nanostructures responsible for structural coloration, that is, coloration due to wave interference, in a variety of animals. We develop a rendering technique that constructs bidirectional reflection distribution functions (BRDFs) directly from the measured data and leverages precomputation to achieve interactive performance. We demonstrate results of our approach using various shapes of the surface grating nanostructures. Finally, we evaluate the accuracy of our precomputation-based technique and compare to a reference BRDF construction technique.

Good just isn't Good enough. Best System Probabilities and the Foundations of Statistical Mechanics

Statistical physicists assume a probability distribution over micro-states to explain thermodynamic behavior. The question of this paper is whether these probabilities are part of a best system and can thus be interpreted as Humean chances. I consider two strategies, viz. a globalist as suggested by Loewer, and a localist as advocated by Frigg and Hoefer. Both strategies fail because the system they are part of have rivals that are roughly equally good, while ontic probabilities should be part of a clearly winning system. I conclude with the diagnosis that well-defined micro-probabilities under-estimate the robust character of explanations in statistical physics.

Measurement of the inclusive jet cross section in pp collisions at sqrt(s)=2.76 TeV and comparison to the inclusive jet cross section at sqrt(s)=7 TeV using the ATLAS detector

The inclusive jet cross-section has been measured in proton-proton collisions at root s = 2.76 TeV in a dataset corresponding to an integrated luminosity of 0.20 pb(-1) collected with the ATLAS detector at the Large Hadron Collider in 2011. Jets are identified using the anti-k(t) algorithm with two radius parameters of 0.4 and 0.6. The inclusive jet double-differential cross-section is presented as a function of the jet transverse momentum p(T) and jet rapidity y, covering a range of 20 <= p(T) < 430 GeV and vertical bar y vertical bar < 4.4. The ratio of the cross-section to the inclusive jet cross-section measurement at root s = 7 TeV, published by the ATLAS Collaboration, is calculated as a function of both transverse momentum and the dimensionless quantity x(T) = 2p(T)/root s, in bins of jet rapidity. The systematic uncertainties on the ratios are significantly reduced due to the cancellation of correlated uncertainties in the two measurements. Results are compared to the prediction from next-to-leading order perturbative QCD calculations corrected for non-perturbative effects, and next-to-leading order Monte Carlo simulation. Furthermore, the ATLAS jet cross-section measurements at root s = 2.76 TeV and root s = 7 TeV are analysed within a framework of next-to-leading order perturbative QCD calculations to determine parton distribution functions of the proton, taking into account the correlations between the measurements.

Interactive Diffraction from Biological Nanostructures

We describe a technique for interactive rendering of diffraction effects produced by biological nanostructures, such as snake skin surface gratings. Our approach uses imagery from atomic force microscopy that accurately captures the geometry of the nanostructures responsible for structural colouration, that is, colouration due to wave interference, in a variety of animals. We develop a rendering technique that constructs bidirectional reflection distribution functions (BRDFs) directly from the measured data and leverages pre-computation to achieve interactive performance. We demonstrate results of our approach using various shapes of the surface grating nanostructures. Finally, we evaluate the accuracy of our pre-computation-based technique and compare to a reference BRDF construction technique.

Good just isn't Good Enough: Humean Chances and Boltzmannian Statistical Physics

Statistical physicists assume a probability distribution over micro-states to explain thermodynamic behavior. The question of this paper is whether these probabilities are part of a best system and can thus be interpreted as Humean chances. I consider two Boltzmannian accounts of the Second Law, viz.\ a globalist and a localist one. In both cases, the probabilities fail to be chances because they have rivals that are roughly equally good. I conclude with the diagnosis that well-defined micro-probabilities under-estimate the robust character of explanations in statistical physics.

Measurement of dijet cross sections in pp collisions at 7 TeV centre-of-mass energy using the ATLAS detector

Double-differential dijet cross-sections measured in pp collisions at the LHC with a 7TeV centre-of-mass energy are presented as functions of dijet mass and half the rapidity separation of the two highest-pT jets. These measurements are obtained using data corresponding to an integrated luminosity of 4.5 fb−1, recorded by the ATLAS detector in 2011. The data are corrected for detector effects so that cross-sections are presented at the particle level. Cross-sections are measured up to 5TeV dijet mass using jets reconstructed with the anti-kt algorithm for values of the jet radius parameter of 0.4 and 0.6. The cross-sections are compared with next-to-leading-order perturbative QCD calculations by NLOJet++ corrected to account for non-perturbative effects. Comparisons with POWHEG predictions, using a next-to-leading-order matrix element calculation interfaced to a partonshower Monte Carlo simulation, are also shown. Electroweak effects are accounted for in both cases. The quantitative comparison of data and theoretical predictions obtained using various parameterizations of the parton distribution functions is performed using a frequentist method. In general, good agreement with data is observed for the NLOJet++ theoretical predictions when using the CT10, NNPDF2.1 and MSTW 2008 PDF sets. Disagreement is observed when using the ABM11 and HERAPDF1.5 PDF sets for some ranges of dijet mass and half the rapidity separation. An example setting a lower limit on the compositeness scale for a model of contact interactions is presented, showing that the unfolded results can be used to constrain contributions to dijet production beyond that predicted by the Standard Model.

Alteration of natural ³⁷Ar activity concentration in the subsurface by gas transport and water infiltration

High ³⁷Ar activity concentration in soil gas is proposed as a key evidence for the detection of underground nuclear explosion by the Comprehensive Nuclear Test-Ban Treaty. However, such a detection is challenged by the natural background of ³⁷Ar in the subsurface, mainly due to Ca activation by cosmic rays. A better understanding and improved capability to predict ³⁷Ar activity concentration in the subsurface and its spatial and temporal variability is thus required. A numerical model integrating ³⁷Ar production and transport in the subsurface is developed, including variable soil water content and water infiltration at the surface. A parameterized equation for ³⁷Ar production in the first 15 m below the surface is studied, taking into account the major production reactions and the moderation effect of soil water content. Using sensitivity analysis and uncertainty quantification, a realistic and comprehensive probability distribution of natural ³⁷Ar activity concentrations in soil gas is proposed, including the effects of water infiltration. Site location and soil composition are identified as the parameters allowing for a most effective reduction of the possible range of ³⁷Ar activity concentrations. The influence of soil water content on ³⁷Ar production is shown to be negligible to first order, while ³⁷Ar activity concentration in soil gas and its temporal variability appear to be strongly influenced by transient water infiltration events. These results will be used as a basis for practical CTBTO concepts of operation during an OSI.

A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process

In this article we propose a bootstrap test for the probability of ruin in the compound Poisson risk process. We adopt the P-value approach, which leads to a more complete assessment of the underlying risk than the probability of ruin alone. We provide second-order accurate P-values for this testing problem and consider both parametric and nonparametric estimators of the individual claim amount distribution. Simulation studies show that the suggested bootstrap P-values are very accurate and outperform their analogues based on the asymptotic normal approximation.

Putative functions of extracellular matrix glycoproteins in secondary palate morphogenesis

Cleft palate is a common birth defect in humans. Elevation and fusion of paired palatal shelves are coordinated by growth and transcription factors, and mutations in these can cause malformations. Among the effector genes for growth factor signaling are extracellular matrix (ECM) glycoproteins. These provide substrates for cell adhesion (e.g., fibronectin, tenascins), but also regulate growth factor availability (e.g., fibrillins). Cleft palate in Bmp7 null mouse embryos is caused by a delay in palatal shelf elevation. In contrast, palatal shelves of Tgf-β3 knockout mice elevate normally, but a cleft develops due to their failure to fuse. However, nothing is known about a possible functional interaction between specific ECM proteins and Tgf-β/Bmp family members in palatogenesis. To start addressing this question, we studied the mRNA and protein distribution of relevant ECM components during secondary palate development, and compared it to growth factor expression in wildtypewild type and mutant mice. We found that fibrillin-2 (but not fibrillin-1) mRNA appeared in the mesenchyme of elevated palatal shelves adjacent to the midline epithelial cells, which were positive for Tgf-β3 mRNA. Moreover, midline epithelial cells started expressing fibronectin upon contact of the two palatal shelves. These findings support the hypothesis that fibrillin-2 and fibronectin are involved in regulating the activity of Tgf-β3 at the fusing midline. In addition, we observed that tenascin-W (but not tenascin-C) was misexpressed in palatal shelves of Bmp7-deficient mouse embryos. In contrast to tenascin-C, tenascin-W secretion was strongly induced by Bmp7 in embryonic cranial fibroblasts in vitro. These results are consistent with a putative function for tenascin-W as a target of Bmp7 signaling during palate elevation. Our results indicate that distinct ECM proteins are important for morphogenesis of the secondary palate, both as downstream effectors and as regulators of Tgf-β/Bmp activity.