Genetic covariance among measures of information processing speed, working memory, and IQ

The genetic relationship between lower (information processing speed), intermediate (working memory), and higher levels (complex cognitive processes as indexed by IQ) of mental ability was studied in a classical twin design comprising 166 monozygotic and 190 dizygotic twin pairs. Processing speed was measured by a choice reaction time (RT) task (2-, 4-, and 8-choice), working memory by a visual-spatial delayed response task, and IQ by the Multidimensional Aptitude Battery. Multivariate analysis, adjusted for test-retest reliability, showed the presence of a genetic factor influencing all variables and a genetic factor influencing 4- and 8-choice RTs, working memory, and IQ. There were also genetic factors specific to 8-choice RT, working memory, and IQ. The results confirmed a strong relationship between choice RT and IQ (phenotypic correlations: -0.31 to -0.53 in females, -0.32 to -0.56 in males; genotypic correlations: -0.45 to -0.70) and a weaker but significant association between working memory and IQ (phenotypic: 0.26 in females, 0.13 in males; genotypic: 0.34). A significant part of the genetic variance (43%) in IQ was not related to either choice RT or delayed response performance, and may represent higher order cognitive processes.

Jamming detection in GNSS signals using the sample covariance matrix.

We propose a blind method to detect interference in GNSS signals whereby the algorithms do not require knowledge of the interference or channel noise features. A sample covariance matrix is constructed from the received signal and its eigenvalues are computed. The generalized likelihood ratio test (GLRT) and the condition number test (CNT) are developed and compared in the detection of sinusoidal and chirp jamming signals. A computationally-efficient decision threshold was proposed for the CNT.

Data Processing at the Flaw Detector with Combined Multisector Eddy-Current Transducer

There is described data processing at the flaw detector with combined multisectional eddy-current transducer and heterofrequency magnetic field. The application of this method for detecting flaws in rods and pipes under the conditions of significant transverse displacements is described.

3-d residual eddy current field characterisation: applied to diffusion weighted magnetic resonance imaging.

Clinical use of the Stejskal-Tanner diffusion weighted images is hampered by the geometric distortions that result from the large residual 3-D eddy current field induced. In this work, we aimed to predict, using linear response theory, the residual 3-D eddy current field required for geometric distortion correction based on phantom eddy current field measurements. The predicted 3-D eddy current field induced by the diffusion-weighting gradients was able to reduce the root mean square error of the residual eddy current field to ~1 Hz. The model's performance was tested on diffusion weighted images of four normal volunteers, following distortion correction, the quality of the Stejskal-Tanner diffusion-weighted images was found to have comparable quality to image registration based corrections (FSL) at low b-values. Unlike registration techniques the correction was not hindered by low SNR at high b-values, and results in improved image quality relative to FSL. Characterization of the 3-D eddy current field with linear response theory enables the prediction of the 3-D eddy current field required to correct eddy current induced geometric distortions for a wide range of clinical and high b-value protocols.

Eddy current effects on a clinical 7T-68 cm bore scanner.

INTRODUCTION: Eddy currents induced by switching of magnetic field gradients can lead to distortions in short echo-time spectroscopy or diffusion weighted imaging. In small bore magnets, such as human head-only systems, minimization of eddy current effects is more demanding because of the proximity of the gradient coil to conducting structures. METHODS: In the present study, the eddy current behavior achievable on a recently installed 7 tesla-68 cm bore head-only magnet was characterized. RESULTS: Residual effects after compensation were shown to be on the same order of magnitude as those measured on two whole body systems (3 and 4.7 T), while using two to three fold increased gradient slewrates.

Capacity-achieving input covariance for single-user multi-antenna channels

We characterize the capacity-achieving input covariance for multi-antenna channels known instantaneously at the receiver and in distribution at the transmitter. Our characterization, valid for arbitrary numbers of antennas, encompasses both the eigenvectors and the eigenvalues. The eigenvectors are found for zero-mean channels with arbitrary fading profiles and a wide range of correlation and keyhole structures. For the eigenvalues, in turn, we present necessary and sufficient conditions as well as an iterative algorithm that exhibits remarkable properties: universal applicability, robustness and rapid convergence. In addition, we identify channel structures for which an isotropic input achieves capacity.

Asymptotic robust inferences in the analysis of mean and covariance structures

Structural equation models are widely used in economic, socialand behavioral studies to analyze linear interrelationships amongvariables, some of which may be unobservable or subject to measurementerror. Alternative estimation methods that exploit different distributionalassumptions are now available. The present paper deals with issues ofasymptotic statistical inferences, such as the evaluation of standarderrors of estimates and chi--square goodness--of--fit statistics,in the general context of mean and covariance structures. The emphasisis on drawing correct statistical inferences regardless of thedistribution of the data and the method of estimation employed. A(distribution--free) consistent estimate of $\Gamma$, the matrix ofasymptotic variances of the vector of sample second--order moments,will be used to compute robust standard errors and a robust chi--squaregoodness--of--fit squares. Simple modifications of the usual estimateof $\Gamma$ will also permit correct inferences in the case of multi--stage complex samples. We will also discuss the conditions under which,regardless of the distribution of the data, one can rely on the usual(non--robust) inferential statistics. Finally, a multivariate regressionmodel with errors--in--variables will be used to illustrate, by meansof simulated data, various theoretical aspects of the paper.

Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size

This paper analyzes whether standard covariance matrix tests work whendimensionality is large, and in particular larger than sample size. Inthe latter case, the singularity of the sample covariance matrix makeslikelihood ratio tests degenerate, but other tests based on quadraticforms of sample covariance matrix eigenvalues remain well-defined. Westudy the consistency property and limiting distribution of these testsas dimensionality and sample size go to infinity together, with theirratio converging to a finite non-zero limit. We find that the existingtest for sphericity is robust against high dimensionality, but not thetest for equality of the covariance matrix to a given matrix. For thelatter test, we develop a new correction to the existing test statisticthat makes it robust against high dimensionality.

Honey, I shrunk the sample covariance matrix

The central message of this paper is that nobody should be using the samplecovariance matrix for the purpose of portfolio optimization. It containsestimation error of the kind most likely to perturb a mean-varianceoptimizer. In its place, we suggest using the matrix obtained from thesample covariance matrix through a transformation called shrinkage. Thistends to pull the most extreme coefficients towards more central values,thereby systematically reducing estimation error where it matters most.Statistically, the challenge is to know the optimal shrinkage intensity,and we give the formula for that. Without changing any other step in theportfolio optimization process, we show on actual stock market data thatshrinkage reduces tracking error relative to a benchmark index, andsubstantially increases the realized information ratio of the activeportfolio manager.

Improved estimation of the covariance matrix of stock returns with an application to portofolio selection

This paper proposes to estimate the covariance matrix of stock returnsby an optimally weighted average of two existing estimators: the samplecovariance matrix and single-index covariance matrix. This method isgenerally known as shrinkage, and it is standard in decision theory andin empirical Bayesian statistics. Our shrinkage estimator can be seenas a way to account for extra-market covariance without having to specifyan arbitrary multi-factor structure. For NYSE and AMEX stock returns from1972 to 1995, it can be used to select portfolios with significantly lowerout-of-sample variance than a set of existing estimators, includingmulti-factor models.

Structural covariance of superficial white matter in mild Alzheimer's disease compared to normal aging.

INTRODUCTION: Interindividual variations in regional structural properties covary across the brain, thus forming networks that change as a result of aging and accompanying neurological conditions. The alterations of superficial white matter (SWM) in Alzheimer's disease (AD) are of special interest, since they follow the AD-specific pattern characterized by the strongest neurodegeneration of the medial temporal lobe and association cortices. METHODS: Here, we present an SWM network analysis in comparison with SWM topography based on the myelin content quantified with magnetization transfer ratio (MTR) for 39 areas in each hemisphere in 15 AD patients and 15 controls. The networks are represented by graphs, in which nodes correspond to the areas, and edges denote statistical associations between them. RESULTS: In both groups, the networks were characterized by asymmetrically distributed edges (predominantly in the left hemisphere). The AD-related differences were also leftward. The edges lost due to AD tended to connect nodes in the temporal lobe to other lobes or nodes within or between the latter lobes. The newly gained edges were mostly confined to the temporal and paralimbic regions, which manifest demyelination of SWM already in mild AD. CONCLUSION: This pattern suggests that the AD pathological process coordinates SWM demyelination in the temporal and paralimbic regions, but not elsewhere. A comparison of the MTR maps with MTR-based networks shows that although, in general, the changes in network architecture in AD recapitulate the topography of (de)myelination, some aspects of structural covariance (including the interhemispheric asymmetry of networks) have no immediate reflection in the myelination pattern.

The mean-variance model from the inverse of the variance-covariance matrix

En este artículo, a partir de la inversa de la matriz de varianzas y covarianzas se obtiene el modelo Esperanza-Varianza de Markowitz siguiendo un camino más corto y matemáticamente riguroso. También se obtiene la ecuación de equilibrio del CAPM de Sharpe.

Impact of incorrect assumptions on the covariance structure of random effects and/or residuals in nonlinear mixed models for repeated measures data

In this paper we analyse, using Monte Carlo simulation, the possible consequences of incorrect assumptions on the true structure of the random effects covariance matrix and the true correlation pattern of residuals, over the performance of an estimation method for nonlinear mixed models. The procedure under study is the well known linearization method due to Lindstrom and Bates (1990), implemented in the nlme library of S-Plus and R. Its performance is studied in terms of bias, mean square error (MSE), and true coverage of the associated asymptotic confidence intervals. Ignoring other criteria like the convenience of avoiding over parameterised models, it seems worst to erroneously assume some structure than do not assume any structure when this would be adequate.

The mean-variance model from the inverse of the variance-covariance matrix

En este artículo, a partir de la inversa de la matriz de varianzas y covarianzas se obtiene el modelo Esperanza-Varianza de Markowitz siguiendo un camino más corto y matemáticamente riguroso. También se obtiene la ecuación de equilibrio del CAPM de Sharpe.