Influence diagnostics for linear models with first-order autoregressive elliptical errors

We introduce in this paper the class of linear models with first-order autoregressive elliptical errors. The score functions and the Fisher information matrices are derived for the parameters of interest and an iterative process is proposed for the parameter estimation. Some robustness aspects of the maximum likelihood estimates are discussed. The normal curvatures of local influence are also derived for some usual perturbation schemes whereas diagnostic graphics to assess the sensitivity of the maximum likelihood estimates are proposed. The methodology is applied to analyse the daily log excess return on the Microsoft whose empirical distributions appear to have AR(1) and heavy-tailed errors. (C) 2008 Elsevier B.V. All rights reserved.

NUCLEAR DENSITIES AND THE STATISTICS OF NUCLEONIC CONSTITUENTS

In the quark model of the nucleon, the Fermi statistics of the elementary constituents can influence significantly the properties of multinucleon bound systems. In the Skyrme model, on the other hand, the basic quanta are bosons, so that qualitatively different statistics effects can be expected a priori. In order to illustrate this point, we construct schematic one-dimensional quark and soliton models which yield fermionic nucleons with identical baryon densities. We then compare the baryon densities of a two-nucleon bound state in both models. Whereas in the quark model the Pauli principle for quarks leads to a depletion of the density in the central region of the nucleus, the soliton model predicts a slight increase of the density in that region, due to the bosonic statistics of the meson-field quanta.

ECLAC Development of official statistics in the region. Report of the Economic Commission for Latin America and the Caribbean on the development of official statistics in Latin America and the Caribbean

This document was prepared by the Economic Commission for Latin America and the Caribbean (ECLAC); and offers a description of the main trends in the development of official statistics in Latin America and the Caribbean and the principal challenges in that regard.The first chapter provides an analysis of the state of development of statistical production in the region, based on statistical information for 41 Latin American and Caribbean countries and eight specific areas. The institutional organization of national statistical systems in the region is also described. Chapter II examines the history and current status of mechanisms for regional and subregional coordination and of the Statistical Conference of the Americas of ECLAC. Chapter III describes the main challenges for official statistics in the countries of the region and the strategies that the Statistical Conference of the Americas and ECLAC propose to implement in order to address them.

Proposal for a code of good practice in statistics in Latin America and the Caribbean and implementation plan for 2012-2013

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COMMUTATIVE AUTOMORPHIC LOOPS OF ORDER p(3)

A loop is said to be automorphic if its inner mappings are automorphisms. For a prime p, denote by A(p) the class of all 2-generated commutative automorphic loops Q possessing a central subloop Z congruent to Z(p) such that Q/Z congruent to Z(p) x Z(p). Upon describing the free 2-generated nilpotent class two commutative automorphic loop and the free 2-generated nilpotent class two commutative automorphic p-loop F-p in the variety of loops whose elements have order dividing p(2) and whose associators have order dividing p, we show that every loop of A(p) is a quotient of F-p by a central subloop of order p(3). The automorphism group of F-p induces an action of GL(2)(p) on the three-dimensional subspaces of Z(F-p) congruent to (Z(p))(4). The orbits of this action are in one-to-one correspondence with the isomorphism classes of loops from A(p). We describe the orbits, and hence we classify the loops of A(p) up to isomorphism. It is known that every commutative automorphic p-loop is nilpotent when p is odd, and that there is a unique commutative automorphic loop of order 8 with trivial center. Knowing A(p) up to isomorphism, we easily obtain a classification of commutative automorphic loops of order p(3). There are precisely seven commutative automorphic loops of order p(3) for every prime p, including the three abelian groups of order p(3).

On the geometry of the spin-statistics connection in quantum mechanics

The Spin-Statistics theorem states that the statistics of a system of identical particles is determined by their spin: Particles of integer spin are Bosons (i.e. obey Bose-Einstein statistics), whereas particles of half-integer spin are Fermions (i.e. obey Fermi-Dirac statistics). Since the original proof by Fierz and Pauli, it has been known that the connection between Spin and Statistics follows from the general principles of relativistic Quantum Field Theory. In spite of this, there are different approaches to Spin-Statistics and it is not clear whether the theorem holds under assumptions that are different, and even less restrictive, than the usual ones (e.g. Lorentz-covariance). Additionally, in Quantum Mechanics there is a deep relation between indistinguishabilty and the geometry of the configuration space. This is clearly illustrated by Gibbs' paradox. Therefore, for many years efforts have been made in order to find a geometric proof of the connection between Spin and Statistics. Recently, various proposals have been put forward, in which an attempt is made to derive the Spin-Statistics connection from assumptions different from the ones used in the relativistic, quantum field theoretic proofs. Among these, there is the one due to Berry and Robbins (BR), based on the postulation of a certain single-valuedness condition, that has caused a renewed interest in the problem. In the present thesis, we consider the problem of indistinguishability in Quantum Mechanics from a geometric-algebraic point of view. An approach is developed to study configuration spaces Q having a finite fundamental group, that allows us to describe different geometric structures of Q in terms of spaces of functions on the universal cover of Q. In particular, it is shown that the space of complex continuous functions over the universal cover of Q admits a decomposition into C(Q)-submodules, labelled by the irreducible representations of the fundamental group of Q, that can be interpreted as the spaces of sections of certain flat vector bundles over Q. With this technique, various results pertaining to the problem of quantum indistinguishability are reproduced in a clear and systematic way. Our method is also used in order to give a global formulation of the BR construction. As a result of this analysis, it is found that the single-valuedness condition of BR is inconsistent. Additionally, a proposal aiming at establishing the Fermi-Bose alternative, within our approach, is made.

MODIFIED TEST STATISTICS BY INTER-VOXEL VARIANCE SHRINKAGE WITH AN APPLICATION TO fMRI

Functional Magnetic Resonance Imaging (fMRI) is a non-invasive technique which is commonly used to quantify changes in blood oxygenation and flow coupled to neuronal activation. One of the primary goals of fMRI studies is to identify localized brain regions where neuronal activation levels vary between groups. Single voxel t-tests have been commonly used to determine whether activation related to the protocol differs across groups. Due to the generally limited number of subjects within each study, accurate estimation of variance at each voxel is difficult. Thus, combining information across voxels in the statistical analysis of fMRI data is desirable in order to improve efficiency. Here we construct a hierarchical model and apply an Empirical Bayes framework on the analysis of group fMRI data, employing techniques used in high throughput genomic studies. The key idea is to shrink residual variances by combining information across voxels, and subsequently to construct an improved test statistic in lieu of the classical t-statistic. This hierarchical model results in a shrinkage of voxel-wise residual sample variances towards a common value. The shrunken estimator for voxelspecific variance components on the group analyses outperforms the classical residual error estimator in terms of mean squared error. Moreover, the shrunken test-statistic decreases false positive rate when testing differences in brain contrast maps across a wide range of simulation studies. This methodology was also applied to experimental data regarding a cognitive activation task.

Impact factor statistics and publication practice: What can we learn? (Editorial)

Peer review procedures and citation statistics are important yet often neglected components of the scientific publication process. Here I discuss fundamental consequences of such quality measures for the scientific community and propose three remedial actions: (1) use of a ''Combined Impact Estimate'' as a measure of citation statistics, (2) adoption of an open reviewing policy and (3) acceleration of the publication process in order to raise the reputation of the entire discipline (in our case: behavioural science). Authors, reviewers and editors are invited to contribute to the improvement of publication practice.

Statistics of the received power for free space optical channels

Free space optical (FSO) communication links can experience extreme signal degradation due to atmospheric turbulence induced spatial and temporal irradiance fuctuations (scintillation) in the laser wavefront. In addition, turbulence can cause the laser beam centroid to wander resulting in power fading, and sometimes complete loss of the signal. Spreading of the laser beam and jitter are also artifacts of atmospheric turbulence. To accurately predict the signal fading that occurs in a laser communication system and to get a true picture of how this affects crucial performance parameters like bit error rate (BER) it is important to analyze the probability density function (PDF) of the integrated irradiance fuctuations at the receiver. In addition, it is desirable to find a theoretical distribution that accurately models these ?uctuations under all propagation conditions. The PDF of integrated irradiance fuctuations is calculated from numerical wave-optic simulations of a laser after propagating through atmospheric turbulence to investigate the evolution of the distribution as the aperture diameter is increased. The simulation data distribution is compared to theoretical gamma-gamma and lognormal PDF models under a variety of scintillation regimes from weak to very strong. Our results show that the gamma-gamma PDF provides a good fit to the simulated data distribution for all aperture sizes studied from weak through moderate scintillation. In strong scintillation, the gamma-gamma PDF is a better fit to the distribution for point-like apertures and the lognormal PDF is a better fit for apertures the size of the atmospheric spatial coherence radius ρ0 or larger. In addition, the PDF of received power from a Gaussian laser beam, which has been adaptively compensated at the transmitter before propagation to the receiver of a FSO link in the moderate scintillation regime is investigated. The complexity of the adaptive optics (AO) system is increased in order to investigate the changes in the distribution of the received power and how this affects the BER. For the 10 km link, due to the non-reciprocal nature of the propagation path the optimal beam to transmit is unknown. These results show that a low-order level of complexity in the AO provides a better estimate for the optimal beam to transmit than a higher order for non-reciprocal paths. For the 20 km link distance it was found that, although minimal, all AO complexity levels provided an equivalent improvement in BER and that no AO complexity provided the correction needed for the optimal beam to transmit. Finally, the temporal power spectral density of received power from a FSO communication link is investigated. Simulated and experimental results for the coherence time calculated from the temporal correlation function are presented. Results for both simulation and experimental data show that the coherence time increases as the receiving aperture diameter increases. For finite apertures the coherence time increases as the communication link distance is increased. We conjecture that this is due to the increasing speckle size within the pupil plane of the receiving aperture for an increasing link distance.

Computer-aided diagnosis of carotid atherosclerosis based on ultrasound image statistics, laws' texture and neural networks

Quantitative characterisation of carotid atherosclerosis and classification into symptomatic or asymptomatic is crucial in planning optimal treatment of atheromatous plaque. The computer-aided diagnosis (CAD) system described in this paper can analyse ultrasound (US) images of carotid artery and classify them into symptomatic or asymptomatic based on their echogenicity characteristics. The CAD system consists of three modules: a) the feature extraction module, where first-order statistical (FOS) features and Laws' texture energy can be estimated, b) the dimensionality reduction module, where the number of features can be reduced using analysis of variance (ANOVA), and c) the classifier module consisting of a neural network (NN) trained by a novel hybrid method based on genetic algorithms (GAs) along with the back propagation algorithm. The hybrid method is able to select the most robust features, to adjust automatically the NN architecture and to optimise the classification performance. The performance is measured by the accuracy, sensitivity, specificity and the area under the receiver-operating characteristic (ROC) curve. The CAD design and development is based on images from 54 symptomatic and 54 asymptomatic plaques. This study demonstrates the ability of a CAD system based on US image analysis and a hybrid trained NN to identify atheromatous plaques at high risk of stroke.

An efficient simulation algorithm for the generalized von Mises distribution of order two

In this article we propose an exact efficient simulation algorithm for the generalized von Mises circular distribution of order two. It is an acceptance-rejection algorithm with a piecewise linear envelope based on the local extrema and the inflexion points of the generalized von Mises density of order two. We show that these points can be obtained from the roots of polynomials and degrees four and eight, which can be easily obtained by the methods of Ferrari and Weierstrass. A comparative study with the von Neumann acceptance-rejection, with the ratio-of-uniforms and with a Markov chain Monte Carlo algorithms shows that this new method is generally the most efficient.

Excitations in Bose-Einstein condensates: collective modes, quantum turbulence and matter wave statistics

In this thesis, we present the generation and studies of a 87Rb Bose-Einstein condensate (BEC) perturbed by an oscillatory excitation. The atoms are trapped in a harmonic magnetic trap where, after an evaporative cooling process, we produce the BEC. In order to study the effect caused by oscillatory excitations, a quadrupole magnetic field time oscillatory is superimposed to the trapping potential. Through this perturbation, collective modes were observed. The dipole mode is excited even for low excitation amplitudes. However, a minimum excitation energy is needed to excite the condensate quadrupole mode. Observing the excited cloud in TOF expansion, we note that for excitation amplitude in which the quadrupole mode is excited, the cloud expands without invert its aspect ratio. By looking these clouds, after long time-of-flight, it was possible to see vortices and, sometimes, a turbulent state in the condensed cloud. We calculated the momentum distribution of the perturbed BECs and a power law behavior, like the law to Kolmogorov turbulence, was observed. Furthermore, we show that using the method that we have developed to calculate the momentum distribution, the distribution curve (including the power law exponent) exhibits a dependence on the quadrupole mode oscillation of the cloud. The randomness distribution of peaks and depletions in density distribution image of an expanded turbulent BEC, remind us to the intensity profile of a speckle light beam. The analogy between matter-wave speckle and light speckle is justified by showing the similarities in the spatial propagation (or time expansion) of the waves. In addition, the second order correlation function is evaluated and the same dependence with distance was observed for the both waves. This creates the possibility to understand the properties of quantum matter in a disordered state. The propagation of a three-dimensional speckle field (as the matter-wave speckle described here) creates an opportunity to investigate the speckle phenomenon existing in dimensions higher than 2D (the case of light speckle).

Higher order elicitability and Osband’s principle

A statistical functional, such as the mean or the median, is called elicitable if there is a scoring function or loss function such that the correct forecast of the functional is the unique minimizer of the expected score. Such scoring functions are called strictly consistent for the functional. The elicitability of a functional opens the possibility to compare competing forecasts and to rank them in terms of their realized scores. In this paper, we explore the notion of elicitability for multi-dimensional functionals and give both necessary and sufficient conditions for strictly consistent scoring functions. We cover the case of functionals with elicitable components, but we also show that one-dimensional functionals that are not elicitable can be a component of a higher order elicitable functional. In the case of the variance, this is a known result. However, an important result of this paper is that spectral risk measures with a spectral measure with finite support are jointly elicitable if one adds the “correct” quantiles. A direct consequence of applied interest is that the pair (Value at Risk, Expected Shortfall) is jointly elicitable under mild conditions that are usually fulfilled in risk management applications.

Annual report of the Statistics Branch, Ontario Department of Agriculture.

Issues for 1929- published as: Sessional paper of the Legislative Assembly, no.22-

Laminar-turbulent transition in Raman fiber lasers:a first passage statistics based analysis

Loss of coherence with increasing excitation amplitudes and spatial size modulation is a fundamental problem in designing Raman fiber lasers. While it is known that ramping up laser pump power increases the amplitude of stochastic excitations, such higher energy inputs can also lead to a transition from a linearly stable coherent laminar regime to a non-desirable disordered turbulent state. This report presents a new statistical methodology, based on first passage statistics, that classifies lasing regimes in Raman fiber lasers, thereby leading to a fast and highly accurate identification of a strong instability leading to a laminar-turbulent phase transition through a self-consistently defined order parameter. The results have been consistent across a wide range of pump power values, heralding a breakthrough in the non-invasive analysis of fiber laser dynamics.