Nonlinear models and small sample performance of the generalized method of moments

In this paper I explore the issue of nonlinearity (both in the datageneration process and in the functional form that establishes therelationship between the parameters and the data) regarding the poorperformance of the Generalized Method of Moments (GMM) in small samples.To this purpose I build a sequence of models starting with a simple linearmodel and enlarging it progressively until I approximate a standard (nonlinear)neoclassical growth model. I then use simulation techniques to find the smallsample distribution of the GMM estimators in each of the models.

Exact representation of antenna system diversity performance from input parameter description

A simplc formulation Io compute thc envelope correlation of anantenna divemiry system is dcrired. 11 is shown how to compute theenvelope correlation hom the S-parameter descnplian of the antennasystem. This approach has the advantage that i t does not require thecomputation nor the measurement of the radiation panem of theantenna system. It also offers the advantage of providing a clcaunderstanding ofthe effects ofmutual coupling and input match on thediversity performance of the antcnnii system.

A fully adaptive numerical approximation for a two-dimensional epidemic model with nonlinear cross-diffusion

An epidemic model is formulated by a reactionâeuro"diffusion system where the spatial pattern formation is driven by cross-diffusion. The reaction terms describe the local dynamics of susceptible and infected species, whereas the diffusion terms account for the spatial distribution dynamics. For both self-diffusion and cross-diffusion, nonlinear constitutive assumptions are suggested. To simulate the pattern formation two finite volume formulations are proposed, which employ a conservative and a non-conservative discretization, respectively. An efficient simulation is obtained by a fully adaptive multiresolution strategy. Numerical examples illustrate the impact of the cross-diffusion on the pattern formation.

CD34/QBEND10 immunostaining in bone marrow biopsies: an additional parameter for the diagnosis and classification of myelodysplastic syndromes.

CD34/QBEND10 immunostaining has been assessed in 150 bone marrow biopsies (BMB) including 91 myelodysplastic syndromes (MDS), 16 MDS-related AML, 25 reactive BMB, and 18 cases where RA could neither be established nor ruled out. All cases were reviewed and classified according to the clinical and morphological FAB criteria. The percentage of CD34-positive (CD34 +) hematopoietic cells and the number of clusters of CD34+ cells in 10 HPF were determined. In most cases the CD34+ cell count was similar to the blast percentage determined morphologically. In RA, however, not only typical blasts but also less immature hemopoietic cells lying morphologically between blasts and promyelocytes were stained with CD34. The CD34+ cell count and cluster values were significantly higher in RA than in BMB with reactive changes (p<0.0001 for both), in RAEB than in RA (p=0.0006 and p=0.0189, respectively), in RAEBt than in RAEB (p=0.0001 and p=0.0038), and in MDS-AML than in RAEBt (p<0.0001 and p=0.0007). Presence of CD34+ cell clusters in RA correlated with increased risk of progression of the disease. We conclude that CD34 immunostaining in BMB is a useful tool for distinguishing RA from other anemias, assessing blast percentage in MDS cases, classifying them according to FAB, and following their evolution.

Regional specificity of MRI contrast parameter changes in normal ageing revealed by voxel-based quantification (VBQ).

Normal ageing is associated with characteristic changes in brain microstructure. Although in vivo neuroimaging captures spatial and temporal patterns of age-related changes of anatomy at the macroscopic scale, our knowledge of the underlying (patho)physiological processes at cellular and molecular levels is still limited. The aim of this study is to explore brain tissue properties in normal ageing using quantitative magnetic resonance imaging (MRI) alongside conventional morphological assessment. Using a whole-brain approach in a cohort of 26 adults, aged 18-85years, we performed voxel-based morphometric (VBM) analysis and voxel-based quantification (VBQ) of diffusion tensor, magnetization transfer (MT), R1, and R2* relaxation parameters. We found age-related reductions in cortical and subcortical grey matter volume paralleled by changes in fractional anisotropy (FA), mean diffusivity (MD), MT and R2*. The latter were regionally specific depending on their differential sensitivity to microscopic tissue properties. VBQ of white matter revealed distinct anatomical patterns of age-related change in microstructure. Widespread and profound reduction in MT contrasted with local FA decreases paralleled by MD increases. R1 reductions and R2* increases were observed to a smaller extent in overlapping occipito-parietal white matter regions. We interpret our findings, based on current biophysical models, as a fingerprint of age-dependent brain atrophy and underlying microstructural changes in myelin, iron deposits and water. The VBQ approach we present allows for systematic unbiased exploration of the interaction between imaging parameters and extends current methods for detection of neurodegenerative processes in the brain. The demonstrated parameter-specific distribution patterns offer insights into age-related brain structure changes in vivo and provide essential baseline data for studying disease against a background of healthy ageing.

Suboptimal filtering and nonlinear time scale transformation for the analysis of multiexponential decays

Multiexponential decays may contain time-constants differing in several orders of magnitudes. In such cases, uniform sampling results in very long records featuring a high degree of oversampling at the final part of the transient. Here, we analyze a nonlinear time scale transformation to reduce the total number of samples with minimum signal distortion, achieving an important reduction of the computational cost of subsequent analyses. We propose a time-varying filter whose length is optimized for minimum mean square error

Linear and nonlinear optical properties of Si nanocrystals in SiO2 deposited by plasma-enhanced chemical-vapor deposition

Linear and nonlinear optical properties of silicon suboxide SiOx films deposited by plasma-enhanced chemical-vapor deposition have been studied for different Si excesses up to 24¿at.¿%. The layers have been fully characterized with respect to their atomic composition and the structure of the Si precipitates. Linear refractive index and extinction coefficient have been determined in the whole visible range, enabling to estimate the optical bandgap as a function of the Si nanocrystal size. Nonlinear optical properties have been evaluated by the z-scan technique for two different excitations: at 0.80¿eV in the nanosecond regime and at 1.50¿eV in the femtosecond regime. Under nanosecond excitation conditions, the nonlinear process is ruled by thermal effects, showing large values of both nonlinear refractive index (n2 ~ ¿10¿8¿cm2/W) and nonlinear absorption coefficient (ß ~ 10¿6¿cm/W). Under femtosecond excitation conditions, a smaller nonlinear refractive index is found (n2 ~ 10¿12¿cm2/W), typical of nonlinearities arising from electronic response. The contribution per nanocrystal to the electronic third-order nonlinear susceptibility increases as the size of the Si nanoparticles is reduced, due to the appearance of electronic transitions between discrete levels induced by quantum confinement.

Nonlinear inverse dynamic models of gas sensing systems based on chemical sensor arrays for quantitative measurements

Gas sensing systems based on low-cost chemical sensor arrays are gaining interest for the analysis of multicomponent gas mixtures. These sensors show different problems, e.g., nonlinearities and slow time-response, which can be partially solved by digital signal processing. Our approach is based on building a nonlinear inverse dynamic system. Results for different identification techniques, including artificial neural networks and Wiener series, are compared in terms of measurement accuracy.

On the consequences of misspecifing assumptions concerning residuals distribution in a repeated measures and nonlinear mixed modelling context

In this paper we describe the results of a simulation study performed to elucidate the robustness of the Lindstrom and Bates (1990) approximation method under non-normality of the residuals, under different situations. Concerning the fixed effects, the observed coverage probabilities and the true bias and mean square error values, show that some aspects of this inferential approach are not completely reliable. When the true distribution of the residuals is asymmetrical, the true coverage is markedly lower than the nominal one. The best results are obtained for the skew normal distribution, and not for the normal distribution. On the other hand, the results are partially reversed concerning the random effects. Soybean genotypes data are used to illustrate the methods and to motivate the simulation scenarios

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.

Effects of new nonlinear couplings in relativistic effective field theory

We extend the relativistic mean field theory model of Sugahara and Toki by adding new couplings suggested by modern effective field theories. An improved set of parameters is developed with the goal to test the ability of the models based on effective field theory to describe the properties of finite nuclei and, at the same time, to be consistent with the trends of Dirac-Brueckner-Hartree-Fock calculations at densities away from the saturation region. We compare our calculations with other relativistic nuclear force parameters for various nuclear phenomena.

Transient and preparation colored-noise effects: The nonlinear relaxation-time approach

We develop a singular perturbation approach to the problem of the calculation of a characteristic time (the nonlinear relaxation time) for non-Markovian processes driven by Gaussian colored noise with small correlation time. Transient and initial preparation effects are discussed and explicit results for prototype situations are obtained. New effects on the relaxation of unstable states are predicted. The approach is compared with previous techniques.

Decay of unstable states in the presence of colored noise and random initial conditions. I. Theory of nonlinear relaxation times

The general theory of nonlinear relaxation times is developed for the case of Gaussian colored noise. General expressions are obtained and applied to the study of the characteristic decay time of unstable states in different situations, including white and colored noise, with emphasis on the distributed initial conditions. Universal effects of the coupling between colored noise and random initial conditions are predicted.