Estimation of the correlation structure of crustal velocity heterogeneity from seismic reflection data

Numerous sources of evidence point to the fact that heterogeneity within the Earth's deep crystalline crust is complex and hence may be best described through stochastic rather than deterministic approaches. As seismic reflection imaging arguably offers the best means of sampling deep crustal rocks in situ, much interest has been expressed in using such data to characterize the stochastic nature of crustal heterogeneity. Previous work on this problem has shown that the spatial statistics of seismic reflection data are indeed related to those of the underlying heterogeneous seismic velocity distribution. As of yet, however, the nature of this relationship has remained elusive due to the fact that most of the work was either strictly empirical or based on incorrect methodological approaches. Here, we introduce a conceptual model, based on the assumption of weak scattering, that allows us to quantitatively link the second-order statistics of a 2-D seismic velocity distribution with those of the corresponding processed and depth-migrated seismic reflection image. We then perform a sensitivity study in order to investigate what information regarding the stochastic model parameters describing crustal velocity heterogeneity might potentially be recovered from the statistics of a seismic reflection image using this model. Finally, we present a Monte Carlo inversion strategy to estimate these parameters and we show examples of its application at two different source frequencies and using two different sets of prior information. Our results indicate that the inverse problem is inherently non-unique and that many different combinations of the vertical and lateral correlation lengths describing the velocity heterogeneity can yield seismic images with the same 2-D autocorrelation structure. The ratio of all of these possible combinations of vertical and lateral correlation lengths, however, remains roughly constant which indicates that, without additional prior information, the aspect ratio is the only parameter describing the stochastic seismic velocity structure that can be reliably recovered.

Discrete analysis of dividend payments in a non-life insurance portfolio

The process of free reserves in a non-life insurance portfolio as defined in the classical model of risk theory is modified by the introduction of dividend policies that set maximum levels for the accumulation of reserves. The first part of the work formulates the quantification of the dividend payments via the expectation of their current value under diferent hypotheses. The second part presents a solution based on a system of linear equations for discrete dividend payments in the case of a constant dividend barrier, illustrated by solving a specific case.

Geostatistical inversion of seismic and GPR reflection images: what can we actually resolve?

Estimation of the spatial statistics of subsurface velocity heterogeneity from surface-based geophysical reflection survey data is a problem of significant interest in seismic and ground-penetrating radar (GPR) research. A method to effectively address this problem has been recently presented, but our knowledge regarding the resolution of the estimated parameters is still inadequate. Here we examine this issue using an analytical approach that is based on the realistic assumption that the subsurface velocity structure can be characterized as a band-limited scale-invariant medium. Our work importantly confirms recent numerical findings that the inversion of seismic or GPR reflection data for the geostatistical properties of the probed subsurface region is sensitive to the aspect ratio of the velocity heterogeneity and to the decay of its power spectrum, but not to the individual values of the horizontal and vertical correlation lengths.

Retaining principal components for discrete variables

The present study discusses retention criteria for principal components analysis (PCA) applied to Likert scale items typical in psychological questionnaires. The main aim is to recommend applied researchers to restrain from relying only on the eigenvalue-than-one criterion; alternative procedures are suggested for adjusting for sampling error. An additional objective is to add evidence on the consequences of applying this rule when PCA is used with discrete variables. The experimental conditions were studied by means of Monte Carlo sampling including several sample sizes, different number of variables and answer alternatives, and four non-normal distributions. The results suggest that even when all the items and thus the underlying dimensions are independent, eigenvalues greater than one are frequent and they can explain up to 80% of the variance in data, meeting the empirical criterion. The consequences of using Kaiser"s rule are illustrated with a clinical psychology example. The size of the eigenvalues resulted to be a function of the sample size and the number of variables, which is also the case for parallel analysis as previous research shows. To enhance the application of alternative criteria, an R package was developed for deciding the number of principal components to retain by means of confidence intervals constructed about the eigenvalues corresponding to lack of relationship between discrete variables.

Constraining 3-D electrical resistance tomography with GPR reflection data forimproved aquifer characterization

Surface-based ground penetrating radar (GPR) and electrical resistance tomography (ERT) are common tools for aquifer characterization, because both methods provide data that are sensitive to hydrogeologically relevant quantities. To retrieve bulk subsurface properties at high resolution, we suggest incorporating structural information derived from GPR reflection data when inverting surface ERT data. This reduces resolution limitations, which might hinder quantitative interpretations. Surface-based GPR reflection and ERT data have been recorded on an exposed gravel bar within a restored section of a previously channelized river in northeastern Switzerland to characterize an underlying gravel aquifer. The GPR reflection data acquired over an area of 240×40 m map the aquifer's thickness and two internal sub-horizontal regions with different depositional patterns. The interface between these two regions and the boundary of the aquifer with then underlying clay are incorporated in an unstructured ERT mesh. Subsequent inversions are performed without applying smoothness constraints across these boundaries. Inversion models obtained by using these structural constraints contain subtle resistivity variations within the aquifer that are hardly visible in standard inversion models as a result of strong vertical smearing in the latter. In the upper aquifer region, with high GPR coherency and horizontal layering, the resistivity is moderately high (N300 Ωm). We suggest that this region consists of sediments that were rearranged during more than a century of channelized flow. In the lower low coherency region, the GPR image reveals fluvial features (e.g., foresets) and generally more heterogeneous deposits. In this region, the resistivity is lower (~200 Ωm), which we attribute to increased amounts of fines in some of the well-sorted fluvial deposits. We also find elongated conductive anomalies that correspond to the location of river embankments that were removed in 2002.

On the tractability of the piecewise-linear approximation for general discrete-choice network revenue management

The choice network revenue management (RM) model incorporates customer purchase behavioras customers purchasing products with certain probabilities that are a function of the offeredassortment of products, and is the appropriate model for airline and hotel network revenuemanagement, dynamic sales of bundles, and dynamic assortment optimization. The underlyingstochastic dynamic program is intractable and even its certainty-equivalence approximation, inthe form of a linear program called Choice Deterministic Linear Program (CDLP) is difficultto solve in most cases. The separation problem for CDLP is NP-complete for MNL with justtwo segments when their consideration sets overlap; the affine approximation of the dynamicprogram is NP-complete for even a single-segment MNL. This is in contrast to the independentclass(perfect-segmentation) case where even the piecewise-linear approximation has been shownto be tractable. In this paper we investigate the piecewise-linear approximation for network RMunder a general discrete-choice model of demand. We show that the gap between the CDLP andthe piecewise-linear bounds is within a factor of at most 2. We then show that the piecewiselinearapproximation is polynomially-time solvable for a fixed consideration set size, bringing itinto the realm of tractability for small consideration sets; small consideration sets are a reasonablemodeling tradeoff in many practical applications. Our solution relies on showing that forany discrete-choice model the separation problem for the linear program of the piecewise-linearapproximation can be solved exactly by a Lagrangian relaxation. We give modeling extensionsand show by numerical experiments the improvements from using piecewise-linear approximationfunctions.

Evolutionarily stable learning schedules and cumulative culture in discrete generation models.

Individual learning (e.g., trial-and-error) and social learning (e.g., imitation) are alternative ways of acquiring and expressing the appropriate phenotype in an environment. The optimal choice between using individual learning and/or social learning may be dictated by the life-stage or age of an organism. Of special interest is a learning schedule in which social learning precedes individual learning, because such a schedule is apparently a necessary condition for cumulative culture. Assuming two obligatory learning stages per discrete generation, we obtain the evolutionarily stable learning schedules for the three situations where the environment is constant, fluctuates between generations, or fluctuates within generations. During each learning stage, we assume that an organism may target the optimal phenotype in the current environment by individual learning, and/or the mature phenotype of the previous generation by oblique social learning. In the absence of exogenous costs to learning, the evolutionarily stable learning schedules are predicted to be either pure social learning followed by pure individual learning ("bang-bang" control) or pure individual learning at both stages ("flat" control). Moreover, we find for each situation that the evolutionarily stable learning schedule is also the one that optimizes the learned phenotype at equilibrium.

Prediction of Childhood Asthma Using Conditional Probability and Discrete Event Simulation

Abstract: Asthma prevalence in children and adolescents in Spain is 10-17%. It is the most common chronic illness during childhood. Prevalence has been increasing over the last 40 years and there is considerable evidence that, among other factors, continued exposure to cigarette smoke results in asthma in children. No statistical or simulation model exist to forecast the evolution of childhood asthma in Europe. Such a model needs to incorporate the main risk factors that can be managed by medical authorities, such as tobacco (OR = 1.44), to establish how they affect the present generation of children. A simulation model using conditional probability and discrete event simulation for childhood asthma was developed and validated by simulating realistic scenario. The parameters used for the model (input data) were those found in the bibliography, especially those related to the incidence of smoking in Spain. We also used data from a panel of experts from the Hospital del Mar (Barcelona) related to actual evolution and asthma phenotypes. The results obtained from the simulation established a threshold of a 15-20% smoking population for a reduction in the prevalence of asthma. This is still far from the current level in Spain, where 24% of people smoke. We conclude that more effort must be made to combat smoking and other childhood asthma risk factors, in order to significantly reduce the number of cases. Once completed, this simulation methodology can realistically be used to forecast the evolution of childhood asthma as a function of variation in different risk factors.

Prevention of Reflection Cracking in Asphalt Overlays with Structofors, Petromate, and Cerex, HR-158, 1977

This report presents construction methods and results using three reinforcing fabrics to prevent reflection cracking in an asphalt overlay. The original highway in the rural area was Portland Cement Concrete 20 feet wide. It was widened by adding 2 feet of asphaltic concrete 10 inches deep on each side prior to resurfacing. Data are presented for the widening joint and transverse cracks in the rural area and for the random cracking in the urban area.

Asphalt Stabilization (Asphadur)/Reduction of Reflection Cracks (Monsanto Bidim Synthetic Fabric), HR-511, 1979

ASPHALT STABILIZATION (ASPHADUR): Asphadur (now called 3M Additive 5990) was incorporated into asphaltic concrete on a lane delineation, AC resurfacing, project in Council Bluffs. The experimental feature was included in the eastbound lanes of Interstate 480, beginning at the bridge over the Missouri River and ending at the bridge over North 41st Street. The project was constructed in October 1979. The objective of the project was to investigate the manufacturer's claims of improved strength, stability and durability of an asphalt mix. REDUCTION OF REFLECTION CRACKS (MONSANTO BIDIM SYNTHETIC FABRIC): A lane delineation project was constructed in the eastbound lanes of Interstate 480 in Council Bluffs. A synthetic fabric, Monsanto Bidim C-28, was placed between the portland cement concrete and two inches of Type A asphaltic concrete resurfacing containing Asphadur. The experimental feature began at the bridge over the Missouri River and ended at the bridge over North 41st Street. The project was constructed in October 1979. The objective of this experimental project was to determine the effectiveness of the fabric in reducing reflective cracking in an asphaltic concrete overlay.

Fetal testosterone (2D:4D) as predictor of cognitive reflection

The Cognitive Reflection Test (CRT) is a test introduced by S. Frederick (2005) Cognitive reflection and decision making, J Econ Perspect 19(4): 25-42. The task is designed to measure the tendency to override an intuitive response that is incorrect and to engage in further reflection that leads to the correct response. The consistent sex differences in CRT performance may suggest a role for gonadal hormones, particularly testosterone. A now widely studied putative marker for fetal testosterone is the second-to-fourth digit ratio (2D:4D). This paper tests to what extent 2D:4D, as a proxy for prenatal exposure to testosterone, can predict CRT scores in a sample of 623 students. After controlling for sex, we observe that a lower 2D:4D (reflecting a higher exposure to testosterone) is significantly associated with a higher number of correct answers. The result holds for both hands? 2D:4Ds. In addition, the effect appears to be sharper for females than for males. We also control for patience and math proficiency, which are significantly related to performance in the CRT. But the effect of 2D:4D on performance in CRT is not reduced with these controls, implying that these variables are not mediating the relationship between digit ratio and CRT.