Convergence of numerical time-averaging and stationary measures via Poisson equations

Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

Bayesian Model Averaging in the M-Open Framework

This chapter presents a model averaging approach in the M-open setting using sample re-use methods to approximate the predictive distribution of future observations. It first reviews the standard M-closed Bayesian Model Averaging approach and decision-theoretic methods for producing inferences and decisions. It then reviews model selection from the M-complete and M-open perspectives, before formulating a Bayesian solution to model averaging in the M-open perspective. It constructs optimal weights for MOMA:M-open Model Averaging using a decision-theoretic framework, where models are treated as part of the ‘action space’ rather than unknown states of nature. Using ‘incompatible’ retrospective and prospective models for data from a case-control study, the chapter demonstrates that MOMA gives better predictive accuracy than the proxy models. It concludes with open questions and future directions.

A specificity-enhanced time-resolved fluoroimmunoassay for zeranol employing the dry reagent all-in-one-well principle

A simple dry chemistry time-resolved fluorescence immunoassay (TR-FIA) method was developed for the measurement of zeranol in bovine urine samples. The samples were purified by immunoaffinity chromatography and a specificity-enhanced zeranol antibody was employed in the immunoassay. This resulted in a highly selective method, which had only negligible reactivity with Fusarium spp, toxins. The all-in-one-well dry chemistry concept made the assay very simple to use because all the assay-specific reagents were already present in the reaction wells in dry form. Only the addition of diluted sample extract was required to perform the competitive one-step TR-FIA and the results were available in less than 1 h. The analytical limit of detection (mean + 3s) for the immunoassay was 0.16 ng ml(-1) (n=12) and the functional limit of detection for the whole method, estimated by the analysis of zeranol-free samples, was 1.3 ng ml(-1) (n=20). The recovery of zeranol at the level of 2 ng ml(-1) was 99% (n=18) and the within-assay variation ranged between 4.5 and 9.0%.

Improving multi-site benefit functions via Bayesian model averaging: A new approach to benefit transfer

A benefit function transfer obtains estimates of willingness-to-pay (WTP) for the evaluation of a given policy at a site by combining existing information from different study sites. This has the advantage that more efficient estimates are obtained, but it relies on the assumption that the heterogeneity between sites is appropriately captured in the benefit transfer model. A more expensive alternative to estimate WTP is to analyze only data from the policy site in question while ignoring information from other sites. We make use of the fact that these two choices can be viewed as a model selection problem and extend the set of models to allow for the hypothesis that the benefit function is only applicable to a subset of sites. We show how Bayesian model averaging (BMA) techniques can be used to optimally combine information from all models. The Bayesian algorithm searches for the set of sites that can form the basis for estimating a benefit function and reveals whether such information can be transferred to new sites for which only a small data set is available. We illustrate the method with a sample of 42 forests from U.K. and Ireland. We find that BMA benefit function transfer produces reliable estimates and can increase about 8 times the information content of a small sample when the forest is 'poolable'. © 2008 Elsevier Inc. All rights reserved.

The temporal priority principle: at what age does this develop?

The temporal priority principle states that all causes must precede their effects. It is widely assumed that children's causal reasoning is guided by this principle from early in development. However, the empirical studies that have examined children's use of the principle, most of which were conducted some decades ago, in fact show inconsistent findings. Some researchers have argued that 3-year-olds reliably use this principle, whereas others have suggested that it is not until 5 years that children properly grasp the inviolability of the principle. To examine this issue, 100 children, 50 three-year-olds, and 50 four-year-olds, took part in a study in which they had to judge which of two causes yielded an effect. In the task, children saw one event (A), an effect (E), and then another event (B). The events A and B involved the rolling of balls down runways, and the effect E was a Jack-in-a-box popping up. The extent to which E left a visible trace was also varied, because comparisons across previous studies suggested that this may affect performance. As a group, 3- and 4-year-olds performed at above-chance levels, but performance improved with age. The nature of the effect did not have a significant impact on performance. Although some previous studies suggested that 3-year-olds may be more likely to choose B rather than A as a cause due to a recency effect, we found no evidence of this pattern of performance in the younger group. Potential explanations of the age-related improvement in performance are discussed. © 2013 Desmet.