924 resultados para indirect inference


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The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

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The main uncertainty in anthropogenic forcing of the Earth’s climate stems from pollution aerosols, particularly their ‘‘indirect effect’’ whereby aerosols modify cloud properties. We develop a new methodology to derive a measurement-based estimate using almost exclusively information from an Earth radiation budget instrument (CERES) and a radiometer (MODIS). We derive a statistical relationship between planetary albedo and cloud properties, and, further, between the cloud properties and column aerosol concentration. Combining these relationships with a data set of satellite-derived anthropogenic aerosol fraction, we estimate an anthropogenic radiative forcing of �-0.9 ± 0.4 Wm�-2 for the aerosol direct effect and of �-0.2 ± 0.1 Wm�-2 for the cloud albedo effect. Because of uncertainties in both satellite data and the method, the uncertainty of this result is likely larger than the values given here which correspond only to the quantifiable error estimates. The results nevertheless indicate that current global climate models may overestimate the cloud albedo effect.

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Aerosol indirect effects continue to constitute one of the most important uncertainties for anthropogenic climate perturbations. Within the international AEROCOM initiative, the representation of aerosol-cloud-radiation interactions in ten different general circulation models (GCMs) is evaluated using three satellite datasets. The focus is on stratiform liquid water clouds since most GCMs do not include ice nucleation effects, and none of the model explicitly parameterises aerosol effects on convective clouds. We compute statistical relationships between aerosol optical depth (τa) and various cloud and radiation quantities in a manner that is consistent between the models and the satellite data. It is found that the model-simulated influence of aerosols on cloud droplet number concentration (Nd ) compares relatively well to the satellite data at least over the ocean. The relationship between �a and liquid water path is simulated much too strongly by the models. This suggests that the implementation of the second aerosol indirect effect mainly in terms of an autoconversion parameterisation has to be revisited in the GCMs. A positive relationship between total cloud fraction (fcld) and �a as found in the satellite data is simulated by the majority of the models, albeit less strongly than that in the satellite data in most of them. In a discussion of the hypotheses proposed in the literature to explain the satellite-derived strong fcld–�a relationship, our results indicate that none can be identified as a unique explanation. Relationships similar to the ones found in satellite data between �a and cloud top temperature or outgoing long-wave radiation (OLR) are simulated by only a few GCMs. The GCMs that simulate a negative OLR - �a relationship show a strong positive correlation between �a and fcld. The short-wave total aerosol radiative forcing as simulated by the GCMs is strongly influenced by the simulated anthropogenic fraction of �a, and parameterisation assumptions such as a lower bound on Nd . Nevertheless, the strengths of the statistical relationships are good predictors for the aerosol forcings in the models. An estimate of the total short-wave aerosol forcing inferred from the combination of these predictors for the modelled forcings with the satellite-derived statistical relationships yields a global annual mean value of −1.5±0.5Wm−2. In an alternative approach, the radiative flux perturbation due to anthropogenic aerosols can be broken down into a component over the cloud-free portion of the globe (approximately the aerosol direct effect) and a component over the cloudy portion of the globe (approximately the aerosol indirect effect). An estimate obtained by scaling these simulated clearand cloudy-sky forcings with estimates of anthropogenic �a and satellite-retrieved Nd–�a regression slopes, respectively, yields a global, annual-mean aerosol direct effect estimate of −0.4±0.2Wm−2 and a cloudy-sky (aerosol indirect effect) estimate of −0.7±0.5Wm−2, with a total estimate of −1.2±0.4Wm−2.

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In their contribution to PNAS, Penner et al. (1) used a climate model to estimate the radiative forcing by the aerosol first indirect effect (cloud albedo effect) in two different ways: first, by deriving a statistical relationship between the logarithm of cloud droplet number concentration, ln Nc, and the logarithm of aerosol optical depth, ln AOD (or the logarithm of the aerosol index, ln AI) for present-day and preindustrial aerosol fields, a method that was applied earlier to satellite data (2), and, second, by computing the radiative flux perturbation between two simulations with and without anthropogenic aerosol sources. They find a radiative forcing that is a factor of 3 lower in the former approach than in the latter [as Penner et al. (1) correctly noted, only their “inline” results are useful for the comparison]. This study is a very interesting contribution, but we believe it deserves several clarifications.

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Natural aerosol plays a significant role in the Earth’s system due to its ability to alter the radiative balance of the Earth. Here we use a global aerosol microphysics model together with a radiative transfer model to estimate radiative effects for five natural aerosol sources in the present-day atmosphere: dimethyl sulfide (DMS), sea-salt, volcanoes, monoterpenes, and wildfires. We calculate large annual global mean aerosol direct and cloud albedo effects especially for DMS-derived sulfate (–0.23 Wm–2 and –0.76 Wm–2, respectively), volcanic sulfate (–0.21 Wm–2 and –0.61 Wm–2) and sea-salt (–0.44 Wm–2 and –0.04 Wm–2). The cloud albedo effect responds nonlinearly to changes in emission source strengths. The natural sources have both markedly different radiative efficiencies and indirect/direct radiative effect ratios. Aerosol sources that contribute a large number of small particles (DMS-derived and volcanic sulfate) are highly effective at influencing cloud albedo per unit of aerosol mass burden.

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We study individual decision making in a lottery-choice task performed by three different populations: gamblers under psychological treatment ("addicts"), gamblers’ spouses ("victims"), and people who are neither gamblers or gamblers’ spouses ("normals"). We find that addicts are willing to take less risk than normals, but the difference is smaller as a gambler’s time under treatment increases. The large majority of victims report themselves unwilling to take any risk at all. However, addicts in the first year of treatment react more than other addicts to the different values of the risk-return parameter.

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The political economy literature on agriculture emphasizes influence over political outcomes via lobbying conduits in general, political action committee contributions in particular and the pervasive view that political preferences with respect to agricultural issues are inherently geographic. In this context, ‘interdependence’ in Congressional vote behaviour manifests itself in two dimensions. One dimension is the intensity by which neighboring vote propensities influence one another and the second is the geographic extent of voter influence. We estimate these facets of dependence using data on a Congressional vote on the 2001 Farm Bill using routine Markov chain Monte Carlo procedures and Bayesian model averaging, in particular. In so doing, we develop a novel procedure to examine both the reliability and the consequences of different model representations for measuring both the ‘scale’ and the ‘scope’ of spatial (geographic) co-relations in voting behaviour.

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Speculative bubbles are generated when investors include the expectation of the future price in their information set. Under these conditions, the actual market price of the security, that is set according to demand and supply, will be a function of the future price and vice versa. In the presence of speculative bubbles, positive expected bubble returns will lead to increased demand and will thus force prices to diverge from their fundamental value. This paper investigates whether the prices of UK equity-traded property stocks over the past 15 years contain evidence of a speculative bubble. The analysis draws upon the methodologies adopted in various studies examining price bubbles in the general stock market. Fundamental values are generated using two models: the dividend discount and the Gordon growth. Variance bounds tests are then applied to test for bubbles in the UK property asset prices. Finally, cointegration analysis is conducted to provide further evidence on the presence of bubbles. Evidence of the existence of bubbles is found, although these appear to be transitory and concentrated in the mid-to-late 1990s.

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Three methodological limitations in English-Chinese contrastive rhetoric research have been identified in previous research, namely: the failure to control for the quality of L1 data; an inference approach to interpreting the relationship between L1 and L2 writing; and a focus on national cultural factors in interpreting rhetorical differences. Addressing these limitations, the current study examined the presence or absence and placement of thesis statement and topic sentences in four sets of argumentative texts produced by three groups of university students. We found that Chinese students tended to favour a direct/deductive approach in their English and Chinese writing, while native English writers typically adopted an indirect/inductive approach. This study argues for a dynamic and ecological interpretation of rhetorical practices in different languages and cultures.

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The activation of aerosols to form cloud droplets is dependent upon vertical velocities whose local variability is not typically resolved at the GCM grid scale. Consequently, it is necessary to represent the subgrid-scale variability of vertical velocity in the calculation of cloud droplet number concentration. This study uses the UK Chemistry and Aerosols community model (UKCA) within the Hadley Centre Global Environmental Model (HadGEM3), coupled for the first time to an explicit aerosol activation parameterisation, and hence known as UKCA-Activate. We explore the range of uncertainty in estimates of the indirect aerosol effects attributable to the choice of parameterisation of the subgrid-scale variability of vertical velocity in HadGEM-UKCA. Results of simulations demonstrate that the use of a characteristic vertical velocity cannot replicate results derived with a distribution of vertical velocities, and is to be discouraged in GCMs. This study focuses on the effect of the variance (σw2) of a Gaussian pdf (probability density function) of vertical velocity. Fixed values of σw (spanning the range measured in situ by nine flight campaigns found in the literature) and a configuration in which σw depends on turbulent kinetic energy are tested. Results from the mid-range fixed σw and TKE-based configurations both compare well with observed vertical velocity distributions and cloud droplet number concentrations. The radiative flux perturbation due to the total effects of anthropogenic aerosol is estimated at −1.9 W m−2 with σw = 0.1 m s−1, −2.1 W m−2 with σw derived from TKE, −2.25 W m−2 with σw = 0.4 m s−1, and −2.3 W m−2 with σw = 0.7 m s−1. The breadth of this range is 0.4 W m−2, which is comparable to a substantial fraction of the total diversity of current aerosol forcing estimates. Reducing the uncertainty in the parameterisation of σw would therefore be an important step towards reducing the uncertainty in estimates of the indirect aerosol effects. Detailed examination of regional radiative flux perturbations reveals that aerosol microphysics can be responsible for some climate-relevant radiative effects, highlighting the importance of including microphysical aerosol processes in GCMs.

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The dorsal striatum (DS) is involved in various forms of learning and memory such as procedural learning, habit learning, reward-association and emotional learning. We have previously reported that bilateral DS lesions disrupt tone fear conditioning (TFC), but not contextual fear conditioning (CFC) [Ferreira TL, Moreira KM, Ikeda DC, Bueno OFA, Oliveira MGM (2003) Effects of dorsal striatum lesions in tone fear conditioning and contextual fear conditioning. Brain Res 987:17-24]. To further elucidate the participation of DS in emotional learning, in the present study, we investigated the effects of bilateral pretest (postraining) electrolytic DS lesions on TFC. Given the well-acknowledged role of the amygdala in emotional learning, we also examined a possible cooperation between DS and the amygdala in TFC, by using asymmetrical electrolytic lesions, consisting of a unilateral lesion of the central amygdaloid nucleus (CeA) combined to a contralateral DS lesion. The results show that pre-test bilateral DS lesions disrupt TFC responses, suggesting that DS plays a role in the expression of TFC. More importantly, rats with asymmetrical pre-training lesions were impaired in TFC, but not in CFC tasks. This result was confirmed with muscimol asymmetrical microinjections in DS and CeA, which reversibly inactivate these structures. On the other hand, similar pretest lesions as well as unilateral electrolytic lesions of CeA and DS in the same hemisphere did not affect TFC. Possible anatomical substrates underlying the observed effects are proposed. Overall, the present results underscore that other routes, aside from the well-established CeA projections to the periaqueductal gray, may contribute to the acquisition/consolidation of the freezing response associated to a TFC task. It is suggested that CeA may presumably influence DS processing via a synaptic relay on dopaminergic neurons of the substantia nigra compacta and retrorubral nucleus. The present observations are also in line with other studies showing that TFC and CFC responses are mediated by different anatomical networks. (C) 2008 IBRO. Published by Elsevier Ltd. All rights reserved.

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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

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For many learning tasks the duration of the data collection can be greater than the time scale for changes of the underlying data distribution. The question we ask is how to include the information that data are aging. Ad hoc methods to achieve this include the use of validity windows that prevent the learning machine from making inferences based on old data. This introduces the problem of how to define the size of validity windows. In this brief, a new adaptive Bayesian inspired algorithm is presented for learning drifting concepts. It uses the analogy of validity windows in an adaptive Bayesian way to incorporate changes in the data distribution over time. We apply a theoretical approach based on information geometry to the classification problem and measure its performance in simulations. The uncertainty about the appropriate size of the memory windows is dealt with in a Bayesian manner by integrating over the distribution of the adaptive window size. Thus, the posterior distribution of the weights may develop algebraic tails. The learning algorithm results from tracking the mean and variance of the posterior distribution of the weights. It was found that the algebraic tails of this posterior distribution give the learning algorithm the ability to cope with an evolving environment by permitting the escape from local traps.

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Nuclear (p,alpha) reactions destroying the so-called ""light-elements"" lithium, beryllium and boron have been largely studied in the past mainly because their role in understanding some astrophysical phenomena, i.e. mixing-phenomena occurring in young F-G stars [1]. Such mechanisms transport the surface material down to the region close to the nuclear destruction zone, where typical temperatures of the order of similar to 10(6) K are reached. The corresponding Gamow energy E(0)=1.22 (Z(x)(2)Z(X)(2)T(6)(2))(1/3) [2] is about similar to 10 keV if one considers the ""boron-case"" and replaces in the previous formula Z(x) = 1, Z(X) = 5 and T(6) = 5. Direct measurements of the two (11)B(p,alpha(0))(8)Be and (10)B(p,alpha)(7)Be reactions in correspondence of this energy region are difficult to perform mainly because the combined effects of Coulomb barrier penetrability and electron screening [3]. The indirect method of the Trojan Horse (THM) [4-6] allows one to extract the two-body reaction cross section of interest for astrophysics without the extrapolation-procedures. Due to the THM formalism, the extracted indirect data have to be normalized to the available direct ones at higher energies thus implying that the method is a complementary tool in solving some still open questions for both nuclear and astrophysical issues [7-12].

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Several experiments were performed to investigate both (p, alpha) and (n, alpha) reactions induced on boron isotopes, by means of Quasi-Free (QF) reactions induced on deuteron target. The experimental study of the astrophysically relevant, (11)B(p, alpha(0))(8)Be reaction was performed by selecting the QF-contribution on the (2)H((11)B, alpha(8)(0)Be)n reaction. Moreover, due to the large interest of a better understanding of (n, alpha) reactions both for nuclear and astrophysical developments, a preliminary study of the (10)B(n, alpha)(7)Li through the QF (2)H((10)B, alpha(7)Li)p reaction was also performed. The results concerning the two experiments will be shown and discussed.