930 resultados para nested Archimedean copulas


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Software transactional memory has the potential to greatly simplify development of concurrent software, by supporting safe composition of concurrent shared-state abstractions. However, STM semantics are defined in terms of low-level reads and writes on individual memory locations, so implementations are unable to take advantage of the properties of user-defined abstractions. Consequently, the performance of transactions over some structures can be disappointing. ----- ----- We present Modular Transactional Memory, our framework which allows programmers to extend STM with concurrency control algorithms tailored to the data structures they use in concurrent programs. We describe our implementation in Concurrent Haskell, and two example structures: a finite map which allows concurrent transactions to operate on disjoint sets of keys, and a non-deterministic channel which supports concurrent sources and sinks. ----- ----- Our approach is based on previous work by others on boosted and open-nested transactions, with one significant development: transactions are given types which denote the concurrency control algorithms they employ. Typed transactions offer a higher level of assurance for programmers reusing transactional code, and allow more flexible abstract concurrency control.

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Optimal design for generalized linear models has primarily focused on univariate data. Often experiments are performed that have multiple dependent responses described by regression type models, and it is of interest and of value to design the experiment for all these responses. This requires a multivariate distribution underlying a pre-chosen model for the data. Here, we consider the design of experiments for bivariate binary data which are dependent. We explore Copula functions which provide a rich and flexible class of structures to derive joint distributions for bivariate binary data. We present methods for deriving optimal experimental designs for dependent bivariate binary data using Copulas, and demonstrate that, by including the dependence between responses in the design process, more efficient parameter estimates are obtained than by the usual practice of simply designing for a single variable only. Further, we investigate the robustness of designs with respect to initial parameter estimates and Copula function, and also show the performance of compound criteria within this bivariate binary setting.

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A pervasive and puzzling feature of banks’ Value-at-Risk (VaR) is its abnormally high level, which leads to excessive regulatory capital. A possible explanation for the tendency of commercial banks to overstate their VaR is that they incompletely account for the diversification effect among broad risk categories (e.g., equity, interest rate, commodity, credit spread, and foreign exchange). By underestimating the diversification effect, bank’s proprietary VaR models produce overly prudent market risk assessments. In this paper, we examine empirically the validity of this hypothesis using actual VaR data from major US commercial banks. In contrast to the VaR diversification hypothesis, we find that US banks show no sign of systematic underestimation of the diversification effect. In particular, diversification effects used by banks is very close to (and quite often larger than) our empirical diversification estimates. A direct implication of this finding is that individual VaRs for each broad risk category, just like aggregate VaRs, are biased risk assessments.

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Previous work on pattern-forming dynamics of team sports has investigated sub-phases of basketball and rugby union by focussing on one-versus-one (1v1) attacker-defender dyads. This body of work has identified the role of candidate control parameters, interpersonal distance and relative velocity, in predicting the outcomes of team player interactions. These two control parameters have been described as functioning in a nested relationship where relative velocity between players comes to the fore within a critical range of interpersonal distance. The critical influence of constraints on the intentionality of player behaviour has also been identified through the study of 1v1 attacker-defender dyads. This thesis draws from previous work adopting an ecological dynamics approach, which encompasses both Dynamical Systems Theory and Ecological Psychology concepts, to describe attacker-defender interactions in 1v1 dyads in association football. Twelve male youth association football players (average age 15.3 ± 0.5 yrs) performed as both attackers and defenders in 1v1 dyads in three field positions in an experimental manipulation of the proximity to goal and the role of players. Player and ball motion was tracked using TACTO 8.0 software (Fernandes & Caixinha, 2003) to produce two-dimensional (2D) trajectories of players and the ball on the ground. Significant differences were found for player-to-ball interactions depending on proximity to goal manipulations, indicating how key reference points in the environment such as the location of the goal may act as a constraint that shapes decision-making behaviour. Results also revealed that interpersonal distance and relative velocity alone were insufficient for accurately predicting the outcome of a dyad in association football. Instead, combined values of interpersonal distance, ball-to-defender distance, attacker-to-ball distance, attacker-to-ball relative velocity and relative angles were found to indicate the state of dyad outcomes.

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A classical condition for fast learning rates is the margin condition, first introduced by Mammen and Tsybakov. We tackle in this paper the problem of adaptivity to this condition in the context of model selection, in a general learning framework. Actually, we consider a weaker version of this condition that allows one to take into account that learning within a small model can be much easier than within a large one. Requiring this “strong margin adaptivity” makes the model selection problem more challenging. We first prove, in a general framework, that some penalization procedures (including local Rademacher complexities) exhibit this adaptivity when the models are nested. Contrary to previous results, this holds with penalties that only depend on the data. Our second main result is that strong margin adaptivity is not always possible when the models are not nested: for every model selection procedure (even a randomized one), there is a problem for which it does not demonstrate strong margin adaptivity.

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Recently the application of the quasi-steady-state approximation (QSSA) to the stochastic simulation algorithm (SSA) was suggested for the purpose of speeding up stochastic simulations of chemical systems that involve both relatively fast and slow chemical reactions [Rao and Arkin, J. Chem. Phys. 118, 4999 (2003)] and further work has led to the nested and slow-scale SSA. Improved numerical efficiency is obtained by respecting the vastly different time scales characterizing the system and then by advancing only the slow reactions exactly, based on a suitable approximation to the fast reactions. We considerably extend these works by applying the QSSA to numerical methods for the direct solution of the chemical master equation (CME) and, in particular, to the finite state projection algorithm [Munsky and Khammash, J. Chem. Phys. 124, 044104 (2006)], in conjunction with Krylov methods. In addition, we point out some important connections to the literature on the (deterministic) total QSSA (tQSSA) and place the stochastic analogue of the QSSA within the more general framework of aggregation of Markov processes. We demonstrate the new methods on four examples: Michaelis–Menten enzyme kinetics, double phosphorylation, the Goldbeter–Koshland switch, and the mitogen activated protein kinase cascade. Overall, we report dramatic improvements by applying the tQSSA to the CME solver.

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Influenza is a widespread disease occurring in seasonal epidemics, and each year is responsible for up to 500,000 deaths worldwide. Influenza can develop into strains which cause severe symptoms and high mortality rates, and could potentially reach pandemic status if the virus’ properties allow easy transmission. Influenza is transmissible via contact with the virus, either directly (infected people) or indirectly (contaminated objects); via reception of large droplets over short distances (one metre or less); or through inhalation of aerosols containing the virus expelled by infected individuals during respiratory activities, that can remain suspended in the air and travel distances of more than one metre (the aerosol route). Aerosol transmission of viruses involves three stages: production of the droplets containing viruses; transport of the droplets and ability of a virus to remain intact and infectious; and reception of the droplets (via inhalation). Our understanding of the transmission of influenza viruses via the aerosol route is poor, and thus our ability to prevent a widespread outbreak is limited. This study explored the fate of viruses in droplets by investigating the effects of some physical factors on the recovery of both a bacteriophage model and influenza virus. Experiments simulating respiratory droplets were carried out using different types of droplets, generated from a commonly used water-like matrix, and also from an ‘artificial mucous’ matrix which was used to more closely resemble respiratory fluids. To detect viruses in droplets, we used the traditional plaque assay techniques, and also a sensitive, quantitative PCR assay specifically developed for this study. Our results showed that the artificial mucous suspension enhanced the recovery of infectious bacteriophage. We were able to report detection limits of infectious bacteriophage (no bacteriophage was detected by the plaque assay when aerosolised from a suspension of 103 PFU/mL, for three of the four droplet types tested), and that bacteriophage could remain infectious in suspended droplets for up to 20 minutes. We also showed that the nested real-time PCR assay was able to detect the presence of bacteriophage RNA where the plaque assay could not detect any intact particles. Finally, when applying knowledge from the bacteriophage experiments, we reported the quantitative recoveries of influenza viruses in droplets, which were more consistent and stable than we had anticipated. Influenza viruses can be detected up to 20 minutes (after aerosolisation) in suspended aerosols and possibly beyond. It also was detectable from nebulising suspensions with relatively low concentrations of viruses.

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This paper describes modelling, estimation and control of the horizontal translational motion of an open-source and cost effective quadcopter — the MikroKopter. We determine the dynamics of its roll and pitch attitude controller, system latencies, and the units associated with the values exchanged with the vehicle over its serial port. Using this we create a horizontal-plane velocity estimator that uses data from the built-in inertial sensors and an onboard laser scanner, and implement translational control using a nested control loop architecture. We present experimental results for the model and estimator, as well as closed-loop positioning.

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To understand the nature of police organisations and their management in an Australian context it is necessary to appreciate the recent history of policing at least in the last 30 years. In doing so an overall perspective is gained on the various reform efforts and organisational changes that have taken place in Australian policing. With this police reform perspective clearly in mind it then becomes possible to appreciate that the organization and management of the institution of policing in Australia is nested within the larger framework of ‘governance’. Hence, this notion of governance will be used as the key focal point around which to understand how police organizations manage their mission in the Australian context. Finally, the chapter discusses the inevitable ‘tension spaces’ that arise in policing and the need for police organizations to better manage such complexities.

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Background: Known risk factors for secondary lymphedema only partially explain who develops lymphedema following cancer, suggesting that inherited genetic susceptibility may influence risk. Moreover, identification of molecular signatures could facilitate lymphedema risk prediction prior to surgery or lead to effective drug therapies for prevention or treatment. Recent advances in the molecular biology underlying development of the lymphatic system and related congenital disorders implicate a number of potential candidate genes to explore in relation to secondary lymphedema. Methods and Results: We undertook a nested case-control study, with participants who had developed lymphedema after surgical intervention within the first 18 months of their breast cancer diagnosis serving as cases (n=22) and those without lymphedema serving as controls (n=98), identified from a prospective, population-based, cohort study in Queensland, Australia. TagSNPs that covered all known genetic variation in the genes SOX18, VEGFC, VEGFD, VEGFR2, VEGFR3, RORC, FOXC2, LYVE1, ADM and PROX1 were selected for genotyping. Multiple SNPs within three receptor genes, VEGFR2, VEGFR3 and RORC, were associated with lymphedema defined by statistical significance (p<0.05) or extreme risk estimates (OR<0.5 or >2.0). Conclusions: These provocative, albeit preliminary, findings regarding possible genetic predisposition to secondary lymphedema following breast cancer treatment warrant further attention for potential replication using larger datasets.

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To date, a molecular phylogenetic approach has not been used to investigate the evolutionary structure of Trogoderma and closely related genera. Using two mitochondrial genes, Cytochrome Oxidase I and Cytochrome B, and the nuclear gene, 18S, the reported polyphyletic positioning of Trogoderma was examined. Paraphyly in Trogoderma was observed, with one Australian Trogoderma species reconciled as sister to all Dermestidae and the Anthrenocerus genus deeply nested within the Australian Trogoderma clade. In addition, time to most recent common ancestor for a number of Dermestidae was calculated. Based on these estimations, the Dermestidae origin exceeded 175 million years, placing the origins of this family in Pangaea.

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Research over the last two decades has significantly increased our understanding of the evolutionary position of the insects among other arthropods, and the relationships among the insect Orders. Many of these insights have been established through increasingly sophisticated analyses of DNA sequence data from a limited number of genes. Recent results have established the relationships of the Holometabola, but relationships among the hemimetabolous orders have been more difficult to elucidate. A strong consensus on the relationships among the Palaeoptera (Ephemeroptera and Odonata) and their relationship to the Neoptera has not emerged with all three possible resolutions supported by different data sets. While polyneopteran relationships generally have resisted significant resolution, it is now clear that termites, Isoptera, are nested within the cockroaches, Blattodea. The newly discovered order Mantophasmatodea is difficult to place with the balance of studies favouring Grylloblattodea as sister-group. While some studies have found the paraneopteran orders (Hemiptera, Thysanoptera, Phthiraptera and Psocoptera) monophyletic, evidence suggests that parasitic lice (Phthiraptera) have evolved from groups within the book and bark lice (Psocoptera), and may represent parallel evolutions of parasitism within two major louse groups. Within Holometabola, it is now clear that Hymenoptera are the sister to the other orders, that, in turn are divided into two clades, the Neuropteroidea (Coleoptera, Neuroptera and relatives) and the Mecopterida (Trichoptera, Lepidoptera, Diptera and their relatives). The enigmatic order Strepsiptera, the twisted wing insects, have now been placed firmly near Coleoptera, rejecting their close relationship to Diptera that was proposed some 15years ago primarily based on ribosomal DNA data. Phylogenomic-scale analyses are just beginning to be focused on the relationships of the insect orders, and this is where we expect to see resolution of palaeopteran and polyneopteran relationships. Future research will benefit from greater coordination between intra and inter-ordinal analyses. This will maximise the opportunities for appropriate outgroup choice at the intraordinal level and provide the background knowledge for the interordinal analyses to span the maximum phylogenetic scope within groups.

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This paper describes system identification, estimation and control of translational motion and heading angle for a cost effective open-source quadcopter — the MikroKopter. The dynamics of its built-in sensors, roll and pitch attitude controller, and system latencies are determined and used to design a computationally inexpensive multi-rate velocity estimator that fuses data from the built-in inertial sensors and a low-rate onboard laser range finder. Control is performed using a nested loop structure that is also computationally inexpensive and incorporates different sensors. Experimental results for the estimator and closed-loop positioning are presented and compared with ground truth from a motion capture system.

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In an ever changing world the adults of the future will be faced with many challenges. To cope with these challenges it seems apparent that values education will need to become paramount within a child.s education. A considerable number of research studies have indicated that values education is a critical component within education (Lovat & Toomey, 2007b). Building on this research Lovat (2006) claimed that values education was the missing link in quality teaching The concept of quality teaching had risen to the fore within educational research literature in the late 20th century with the claim that it is the teacher who makes the difference in schooling (Hattie, 2004). Thus, if teachers make such a difference to student learning, achievement and well-being, then it must hold true that pre-service teacher education programmes are vital in ensuring the development of quality teachers for our schools. The gap that this current research programme addressed was to link the fields of values education, quality teaching and pre-service teacher education. This research programme aimed to determine the impact of a values-based pedagogy on the development of quality teaching dimensions within pre-service teacher education. The values-based pedagogy that was investigated in this research programme was Philosophy in the Classroom. The research programme adopted a nested case study design based on the constructivist-interpretative paradigm in examining a unit within a pre-service teacher education programme at a Queensland university. The methodology utilised was qualitative where the main source of data was via interviews. In total, 43 pre-service teachers participated in three studies in order to determine if their involvement in a unit where the focus was on introducing pre-service teachers to an explicit values-based pedagogy impacted on their knowledge, skills and confidence in terms of quality teaching dimensions. The research programme was divided into three separate studies in order to address the two research questions: 1. In what ways do pre-service teachers perceive they are being prepared to become quality teachers? 2. Is there a connection between an explicit values-based pedagogy in pre-service teacher education and the development of pre-service teachers. understanding of quality teaching? Study One provided insight into 21 pre-service teachers. understandings of quality teaching. These 21 participants had not engaged in an explicit values-based pedagogy. Study Two involved the interviewing of 22 pre-service teachers at two separate points in time . prior to exposure to a unit that employed a values-explicit pedagogy and post this subject.s lecture content delivery. Study Three reported on and analysed individual case studies of five pre-service teachers who had participated in Study Two Time 1 and Time 2, as well as a third time following their field experience where they had practice in teaching the values explicit pedagogy. The results of the research demonstrate that an explicit values-based pedagogy introduced into a teacher education programme has a positive impact on the development of pre-service teachers. understanding of quality teaching skills and knowledge. The teaching and practice of a values-based pedagogy positively impacted on pre-service teachers with increases of knowledge, skills and confidence demonstrated on the quality teaching dimensions of intellectual quality, a supportive classroom environment, recognition of difference, connectedness and values. These findings were reinforced through the comparison of pre-service teachers who had participated in the explicit values-based pedagogical approach, with a sample of pre-service teachers who had not engaged in this same values-based pedagogical approach. A solid values-based pedagogy and practice can and does enhance pre-service teachers. understanding of quality teaching. These findings surrounding the use of a values-based pedagogy in pre-service teacher education to enhance quality teaching knowledge and skills has contributed theoretically to the field of educational research, as well having practical implications for teacher education institutions and teacher educators.