An Ensemble Smoother with Error Estimates

A smoother introduced earlier by van Leeuwen and Evensen is applied to a problem in which real obser vations are used in an area with strongly nonlinear dynamics. The derivation is new , but it resembles an earlier derivation by van Leeuwen and Evensen. Again a Bayesian view is taken in which the prior probability density of the model and the probability density of the obser vations are combined to for m a posterior density . The mean and the covariance of this density give the variance-minimizing model evolution and its errors. The assumption is made that the prior probability density is a Gaussian, leading to a linear update equation. Critical evaluation shows when the assumption is justified. This also sheds light on why Kalman filters, in which the same ap- proximation is made, work for nonlinear models. By reference to the derivation, the impact of model and obser vational biases on the equations is discussed, and it is shown that Bayes’ s for mulation can still be used. A practical advantage of the ensemble smoother is that no adjoint equations have to be integrated and that error estimates are easily obtained. The present application shows that for process studies a smoother will give superior results compared to a filter , not only owing to the smooth transitions at obser vation points, but also because the origin of features can be followed back in time. Also its preference over a strong-constraint method is highlighted. Further more, it is argued that the proposed smoother is more efficient than gradient descent methods or than the representer method when error estimates are taken into account

DETECTABILITY AND ERROR ESTIMATION IN ORBITAL FITS OF RESONANT EXTRASOLAR PLANETS

We estimate the conditions for detectability of two planets in a 2/1 mean-motion resonance from radial velocity data, as a function of their masses, number of observations and the signal-to-noise ratio. Even for a data set of the order of 100 observations and standard deviations of the order of a few meters per second, we find that Jovian-size resonant planets are difficult to detect if the masses of the planets differ by a factor larger than similar to 4. This is consistent with the present population of real exosystems in the 2/1 commensurability, most of which have resonant pairs with similar minimum masses, and could indicate that many other resonant systems exist, but are currently beyond the detectability limit. Furthermore, we analyze the error distribution in masses and orbital elements of orbital fits from synthetic data sets for resonant planets in the 2/1 commensurability. For various mass ratios and number of data points we find that the eccentricity of the outer planet is systematically overestimated, although the inner planet`s eccentricity suffers a much smaller effect. If the initial conditions correspond to small-amplitude oscillations around stable apsidal corotation resonances, the amplitudes estimated from the orbital fits are biased toward larger amplitudes, in accordance to results found in real resonant extrasolar systems.

Robust inference in an heteroscedastic measurement error model

In this paper we deal with robust inference in heteroscedastic measurement error models Rather than the normal distribution we postulate a Student t distribution for the observed variables Maximum likelihood estimates are computed numerically Consistent estimation of the asymptotic covariance matrices of the maximum likelihood and generalized least squares estimators is also discussed Three test statistics are proposed for testing hypotheses of interest with the asymptotic chi-square distribution which guarantees correct asymptotic significance levels Results of simulations and an application to a real data set are also reported (C) 2009 The Korean Statistical Society Published by Elsevier B V All rights reserved

Bayesian analysis of skew-t multivariate null intercept measurement error model

The multivariate skew-t distribution (J Multivar Anal 79:93-113, 2001; J R Stat Soc, Ser B 65:367-389, 2003; Statistics 37:359-363, 2003) includes the Student t, skew-Cauchy and Cauchy distributions as special cases and the normal and skew-normal ones as limiting cases. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis of repeated measures, pretest/post-test data, under multivariate null intercept measurement error model (J Biopharm Stat 13(4):763-771, 2003) where the random errors and the unobserved value of the covariate (latent variable) follows a Student t and skew-t distribution, respectively. The results and methods are numerically illustrated with an example in the field of dentistry.

Bayesian analysis for a skew extension of the multivariate null intercept measurement error model

Skew-normal distribution is a class of distributions that includes the normal distributions as a special case. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis in a multivariate, null intercept, measurement error model [R. Aoki, H. Bolfarine, J.A. Achcar, and D. Leao Pinto Jr, Bayesian analysis of a multivariate null intercept error-in -variables regression model, J. Biopharm. Stat. 13(4) (2003b), pp. 763-771] where the unobserved value of the covariate (latent variable) follows a skew-normal distribution. The results and methods are applied to a real dental clinical trial presented in [A. Hadgu and G. Koch, Application of generalized estimating equations to a dental randomized clinical trial, J. Biopharm. Stat. 9 (1999), pp. 161-178].

Recording from Two Neurons: Second-Order Stimulus Reconstruction from Spike Trains and Population Coding

We study the reconstruction of visual stimuli from spike trains, representing the reconstructed stimulus by a Volterra series up to second order. We illustrate this procedure in a prominent example of spiking neurons, recording simultaneously from the two H1 neurons located in the lobula plate of the fly Chrysomya megacephala. The fly views two types of stimuli, corresponding to rotational and translational displacements. Second-order reconstructions require the manipulation of potentially very large matrices, which obstructs the use of this approach when there are many neurons. We avoid the computation and inversion of these matrices using a convenient set of basis functions to expand our variables in. This requires approximating the spike train four-point functions by combinations of two-point functions similar to relations, which would be true for gaussian stochastic processes. In our test case, this approximation does not reduce the quality of the reconstruction. The overall contribution to stimulus reconstruction of the second-order kernels, measured by the mean squared error, is only about 5% of the first-order contribution. Yet at specific stimulus-dependent instants, the addition of second-order kernels represents up to 100% improvement, but only for rotational stimuli. We present a perturbative scheme to facilitate the application of our method to weakly correlated neurons.

Influence Diagnostics for a Skew Extension of the Grubbs Measurement Error Model

Influence diagnostics methods are extended in this article to the Grubbs model when the unknown quantity x (latent variable) follows a skew-normal distribution. Diagnostic measures are derived from the case-deletion approach and the local influence approach under several perturbation schemes. The observed information matrix to the postulated model and Delta matrices to the corresponding perturbed models are derived. Results obtained for one real data set are reported, illustrating the usefulness of the proposed methodology.

A robust Bayesian approach to null intercept measurement error model with application to dental data

Measurement error models often arise in epidemiological and clinical research. Usually, in this set up it is assumed that the latent variable has a normal distribution. However, the normality assumption may not be always correct. Skew-normal/independent distribution is a class of asymmetric thick-tailed distributions which includes the Skew-normal distribution as a special case. In this paper, we explore the use of skew-normal/independent distribution as a robust alternative to null intercept measurement error model under a Bayesian paradigm. We assume that the random errors and the unobserved value of the covariate (latent variable) follows jointly a skew-normal/independent distribution, providing an appealing robust alternative to the routine use of symmetric normal distribution in this type of model. Specific distributions examined include univariate and multivariate versions of the skew-normal distribution, the skew-t distributions, the skew-slash distributions and the skew contaminated normal distributions. The methods developed is illustrated using a real data set from a dental clinical trial. (C) 2008 Elsevier B.V. All rights reserved.

Effect of measurement error and autocorrelation on the (X)over-bar chart

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Effects of direction and curvature on variable error pattern of reaching movements

A number of studies have analyzed various indices of the final position variability in order to provide insight into different levels of neuromotor processing during reaching movements. Yet the possible effects of movement kinematics on variability have often been neglected. The present study was designed to test the effects of movement direction and curvature on the pattern of movement variable errors. Subjects performed series of reaching movements over the same distance and into the same target. However, due either to changes in starting position or to applied obstacles, the movements were performed in different directions or along the trajectories of different curvatures. The pattern of movement variable errors was assessed by means of the principal component analysis applied on the 2-D scatter of movement final positions. The orientation of these ellipses demonstrated changes associated with changes in both movement direction and curvature. However, neither movement direction nor movement curvature affected movement variable errors assessed by area of the ellipses. Therefore it was concluded that the end-point variability depends partly, but not exclusively, on movement kinematics.

Use of the Normalized Absorbance Ratio as an Internal Standardization Approach To Minimize Measurement Error in Enzyme-Linked Immunosorbent Assays for Diagnosis of Human Papillomavirus Infection

The serological detection of antibodies against human papillomavirus (HPV) antigens is a useful tool to determine exposure to genital HPV infection and in predicting the risk of infection persistence and associated lesions. Enzyme-linked immunosorbent assays (ELISAs) are commonly used for seroepidemiological studies of HPV infection but are not standardized. Intra-and interassay performance variation is difficult to control, especially in cohort studies that require the testing of specimens over extended periods. We propose the use of normalized absorbance ratios (NARs) as a standardization procedure to control for such variations and minimize measurement error. We compared NAR and ELISA optical density (OD) values for the strength of the correlation between serological results for paired visits 4 months apart and HPV-16 DNA positivity in cervical specimens from a cohort investigation of 2,048 women tested with an ELISA using HPV-16 virus-like particles. NARs were calculated by dividing the mean blank-subtracted (net) ODs by the equivalent values of a control serum pool included in the same plate in triplicate, using different dilutions. Stronger correlations were observed with NAR values than with net ODs at every dilution, with an overall reduction in nonexplained regression variability of 39%. Using logistic regression, the ranges of odds ratios of HPV-16 DNA positivity contrasting upper and lower quintiles at different dilutions and their averages were 4.73 to 5.47 for NARs and 2.78 to 3.28 for net ODs, with corresponding significant improvements in seroreactivity-risk trends across quintiles when NARs were used. The NAR standardization is a simple procedure to reduce measurement error in seroepidemiological studies of HPV infection.

Modelagem Cross-Layer da qualidade de experiência para transmissões de vídeo em sistemas sem fio OFDM

Este trabalho apresenta um estudo sobre transmissões de vídeo em sistemas sem fio. O objetivo da metodologia aplicada é comprovar a existência de uma relação direta entre a BER e a perda de qualidade (Perda de PSNR) nas transmissões de vídeo em sistemas OFDM (Orthogonal Frequency Division Multiplexing). Os resultados foram obtidos a partir de simulações, desenvolvidas no ambiente computacional Matlab®, e, aferições em cenários reais, realizadas no campus universitário e dentro do laboratório de estudos, em ambiente controlado. A partir da comparação entre dados simulados e aferidos, foi comprovada a relação entre BER e Perda de PSNR, resultando na formulação de um modelo empírico Cross-Layer com característica exponencial. A modelagem obteve erro RMS e desvio padrão próximos de 1,65 dB quando comparada com as simulações. Além disso, sua validação foi realizada a partir dos dados obtidos de cenários reais, que não foram usados para ajustar os parâmetros da equação obtida. O modelo obtido não necessita da especificação do tipo de canal ou codificação utilizada no FEC (Forward Error Correction), possibilitando uma futura integração com softwares de planejamento de redes, em versões comerciais ou open-sources.

Fourier series for quaternions and the square of the error theorem

In this paper we introduce a type of Hypercomplex Fourier Series based on Quaternions, and discuss on a Hypercomplex version of the Square of the Error Theorem. Since their discovery by Hamilton (Sinegre [1]), quaternions have provided beautifully insights either on the structure of different areas of Mathematics or in the connections of Mathematics with other fields. For instance: I) Pauli spin matrices used in Physics can be easily explained through quaternions analysis (Lan [2]); II) Fundamental theorem of Algebra (Eilenberg [3]), which asserts that the polynomial analysis in quaternions maps into itself the four dimensional sphere of all real quaternions, with the point infinity added, and the degree of this map is n. Motivated on earlier works by two of us on Power Series (Pendeza et al. [4]), and in a recent paper on Liouville’s Theorem (Borges and Mar˜o [5]), we obtain an Hypercomplex version of the Fourier Series, which hopefully can be used for the treatment of hypergeometric partial differential equations such as the dumped harmonic oscillation.

Error Autocorrelation and Linear Regression for Temperature-Based Evapotranspiration Estimates Improvement

Estimates of evapotranspiration on a local scale is important information for agricultural and hydrological practices. However, equations to estimate potential evapotranspiration based only on temperature data, which are simple to use, are usually less trustworthy than the Food and Agriculture Organization (FAO)Penman-Monteith standard method. The present work describes two correction procedures for potential evapotranspiration estimates by temperature, making the results more reliable. Initially, the standard FAO-Penman-Monteith method was evaluated with a complete climatologic data set for the period between 2002 and 2006. Then temperature-based estimates by Camargo and Jensen-Haise methods have been adjusted by error autocorrelation evaluated in biweekly and monthly periods. In a second adjustment, simple linear regression was applied. The adjusted equations have been validated with climatic data available for the Year 2001. Both proposed methodologies showed good agreement with the standard method indicating that the methodology can be used for local potential evapotranspiration estimates.