On the inverse parabolicity of pdf equations in turbulent flows

The focus of the present work is the well-known feature of the probability density function (PDF) transport equations in turbulent flows-the inverse parabolicity of the equations. While it is quite common in fluid mechanics to interpret equations with direct (forward-time) parabolicity as diffusive (or as a combination of diffusion, convection and reaction), the possibility of a similar interpretation for equations with inverse parabolicity is not clear. According to Einstein's point of view, a diffusion process is associated with the random walk of some physical or imaginary particles, which can be modelled by a Markov diffusion process. In the present paper it is shown that the Markov diffusion process directly associated with the PDF equation represents a reasonable model for dealing with the PDFs of scalars but it significantly underestimates the diffusion rate required to simulate turbulent dispersion when the velocity components are considered.

Assessing the impacts of grazing levels on bird density in woodland habitat: a Bayesian approach using expert opinion

Many studies on birds focus on the collection of data through an experimental design, suitable for investigation in a classical analysis of variance (ANOVA) framework. Although many findings are confirmed by one or more experts, expert information is rarely used in conjunction with the survey data to enhance the explanatory and predictive power of the model. We explore this neglected aspect of ecological modelling through a study on Australian woodland birds, focusing on the potential impact of different intensities of commercial cattle grazing on bird density in woodland habitat. We examine a number of Bayesian hierarchical random effects models, which cater for overdispersion and a high frequency of zeros in the data using WinBUGS and explore the variation between and within different grazing regimes and species. The impact and value of expert information is investigated through the inclusion of priors that reflect the experience of 20 experts in the field of bird responses to disturbance. Results indicate that expert information moderates the survey data, especially in situations where there are little or no data. When experts agreed, credible intervals for predictions were tightened considerably. When experts failed to agree, results were similar to those evaluated in the absence of expert information. Overall, we found that without expert opinion our knowledge was quite weak. The fact that the survey data is quite consistent, in general, with expert opinion shows that we do know something about birds and grazing and we could learn a lot faster if we used this approach more in ecology, where data are scarce. Copyright (c) 2005 John Wiley & Sons, Ltd.

Heavy tails, importance sampling and cross-entropy

We consider the problem of estimating P(Yi + (...) + Y-n > x) by importance sampling when the Yi are i.i.d. and heavy-tailed. The idea is to exploit the cross-entropy method as a toot for choosing good parameters in the importance sampling distribution; in doing so, we use the asymptotic description that given P(Y-1 + (...) + Y-n > x), n - 1 of the Yi have distribution F and one the conditional distribution of Y given Y > x. We show in some specific parametric examples (Pareto and Weibull) how this leads to precise answers which, as demonstrated numerically, are close to being variance minimal within the parametric class under consideration. Related problems for M/G/l and GI/G/l queues are also discussed.

An integrated analysis of five double-blind, randomized controlled trials evaluating the safety and efficacy of a hyaluronan product for intra-articular injection in osteoarthritis of the kneel

Objective: Five double-blind, randomized, saline-controlled trials (RCTs) were included in the United States marketing application for an intra-articular hyaluronan (IA-HA) product for the treatment of osteoarthritis (OA) of the knee. We report an integrated analysis of the primary Case Report Form (CRF) data from these trials. Method. Trials were similar in design, patient population and outcome measures - all included the Lequesne Algofunctional Index (LI), a validated composite index of pain and function, evaluating treatment over 3 months. Individual patient data were pooled; a repeated measures analysis of covariance was performed in the intent-to-treat (ITT) population. Analyses utilized both fixed and random effects models. Safety data from the five RCTs were summarized. Results: A total of 1155 patients with radiologically confirmed knee OA were enrolled: 619 received three or five IA-HA injections; 536 received. placebo saline injections. In the active and control groups, mean ages were 61.8 and 61.4 years; 62.4% and 58.8% were women; baseline total Lequesne scores 11.03 and 11.30, respectively. Integrated analysis of the pooled data set found a statistically significant reduction (P < 0.001) in total Lequesne score with hyaluronan (HA) (-2.68) vs placebo (-2.00); estimated difference -0.68 (95% CI: -0.56 to -0.79), effect size 0.20. Additional modeling approaches confirmed robustness of the analyses. Conclusions: This integrated analysis demonstrates that multiple design factors influence the results of RCTs assessing efficacy of intra-articular (IA) therapies, and that integrated analyses based on primary data differ from meta-analyses using transformed data. (C) 2006 OsteoArthritis Research Society International. Published by Elsevier Ltd. All rights reserved.

Physical activity and strength of the femoral neck during the adolescent growth spurt: A longitudinal analysis

Loading of the femoral neck (FN) is dominated by bending and compressive stresses. We hypothesize that adaptation of the FN to physical activity would be manifested in the cross-sectional area (CSA) and section modulus (Z) of bone, indices of axial and bending strength, respectively. We investigated the influence of physical activity on bone strength during adolescence using 7 years of longitudinal data from 109 boys and 121 girls from the Saskatchewan Paediatric Bone and Mineral Accrual Study (PBMAS). Physical activity data (PAC-Q physical activity inventory) and anthropometric measurements were taken every 6 months and DXA bone scans were measured annually (Hologic QDR2000, array mode). We applied hip structural analysis to derive strength and geometric indices of the femoral neck using DXA scans. To control for maturation, we determined a biological maturity age defined as years from age at peak height velocity (APHV). To account for the repeated measures within individual nature of longitudinal data, multilevel random effects regression analyses were used to analyze the data. When biological maturity age and body size (height and weight) were controlled, in both boys and girls, physical activity was a significant positive independent predictor of CSA and Z of the narrow region of the femoral neck (P < 0.05). There was no independent effect of physical activity on the subperiosteal width of the femoral neck. When leg length and leg lean mass were introduced into the random effects models to control for size and muscle mass of the leg (instead of height and weight), all significant effects of physical activity disappeared. Even among adolescents engaged in normal levels of physical activity, the statistically significant relationship between physical activity and indices of bone strength demonstrate that modifiable lifestyle factors like exercise play an important role in optimizing bone strength during the growing years. Physical activity differences were explained by the interdependence between activity and lean mass considerations. Physical activity is important for optimal development of bone strength. (c) 2005 Elsevier Inc. All rights reserved.

Relationships of activity and sugar drink intake on fat mass development in youths

Purpose: To determine whether a significant relationship exists between fat mass (FM) development and physical activity (PA) and/or sugar-sweetened drink (SD) consumption in healthy boys and girls aged 8-19 yr. Methods: A total of 105 males and 103 females were assessed during childhood and adolescence for a maximum of 7 yr and a median of 5 yr. Height was measured biannually. Fat-free mass (FFM) and FM were assessed annually by dual x-ray absorptiometry (DXA). PA was evaluated two to three times annually using the PAQ-C/A. Energy intake and SD were assessed using a 24-h dietary intake questionnaire also completed two to three times per year. Years from peak height velocity were used as a biological maturity age indicator. Multilevel random effects models were used to test the relationship. Results: When controlling for maturation, FFM, and energy intake adjusted for SD, PA level was negatively related to FM development in males (P < 0.05) but not in females (P > 0.05). In contrast, there was no relationship between SD and FM development of males or females (P > 0.05). There was also no interaction effect between SD and PA (P > 0.05) with FM development. Conclusion: This finding tends support to the idea that increasing PA in male youths aids in the control of FM development. Models employed showed no relationship between SD and FM in either gender.

Encounter success of free-ranging marine predator movements across a dynamic prey landscape

Movements of wide-ranging top predators can now be studied effectively using satellite and archival telemetry. However, the motivations underlying movements remain difficult to determine because trajectories are seldom related to key biological gradients, such as changing prey distributions. Here, we use a dynamic prey landscape of zooplankton biomass in the north-east Atlantic Ocean to examine active habitat selection in the plankton-feeding basking shark Cetorhinus maximus. The relative success of shark searches across this landscape was examined by comparing prey biomass encountered by sharks with encounters by random-walk simulations of ‘model’ sharks. Movements of transmitter-tagged sharks monitored for 964 days (16754km estimated minimum distance) were concentrated on the European continental shelf in areas characterized by high seasonal productivity and complex prey distributions. We show movements by adult and sub-adult sharks yielded consistently higher prey encounter rates than 90% of random-walk simulations. Behavioural patterns were consistent with basking sharks using search tactics structured across multiple scales to exploit the richest prey areas available in preferred habitats. Simple behavioural rules based on learned responses to previously encountered prey distributions may explain the high performances. This study highlights how dynamic prey landscapes enable active habitat selection in large predators to be investigated from a trophic perspective, an approach that may inform conservation by identifying critical habitat of vulnerable species.

Using non-parametric search algorithms to forecast daily excess stock returns

Are the learning procedures of genetic algorithms (GAs) able to generate optimal architectures for artificial neural networks (ANNs) in high frequency data? In this experimental study,GAs are used to identify the best architecture for ANNs. Additional learning is undertaken by the ANNs to forecast daily excess stock returns. No ANN architectures were able to outperform a random walk,despite the finding of non-linearity in the excess returns. This failure is attributed to the absence of suitable ANN structures and further implies that researchers need to be cautious when making inferences from ANN results that use high frequency data.

The application of analysis of variance (ANOVA) to different experimental designs in optometry

Analysis of variance (ANOVA) is the most efficient method available for the analysis of experimental data. Analysis of variance is a method of considerable complexity and subtlety, with many different variations, each of which applies in a particular experimental context. Hence, it is possible to apply the wrong type of ANOVA to data and, therefore, to draw an erroneous conclusion from an experiment. This article reviews the types of ANOVA most likely to arise in clinical experiments in optometry including the one-way ANOVA ('fixed' and 'random effect' models), two-way ANOVA in randomised blocks, three-way ANOVA, and factorial experimental designs (including the varieties known as 'split-plot' and 'repeated measures'). For each ANOVA, the appropriate experimental design is described, a statistical model is formulated, and the advantages and limitations of each type of design discussed. In addition, the problems of non-conformity to the statistical model and determination of the number of replications are considered. © 2002 The College of Optometrists.

Variational Markov Chain Monte Carlo for Bayesian smoothing of non-linear niffusions

In this paper we develop set of novel Markov chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. Flexible blocking strategies are introduced to further improve mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample, applications the algorithm is accurate except in the presence of large observation errors and low observation densities, which lead to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient.

The interplay between microscopic and mesoscopic structures in complex networks

Understanding a complex network's structure holds the key to understanding its function. The physics community has contributed a multitude of methods and analyses to this cross-disciplinary endeavor. Structural features exist on both the microscopic level, resulting from differences between single node properties, and the mesoscopic level resulting from properties shared by groups of nodes. Disentangling the determinants of network structure on these different scales has remained a major, and so far unsolved, challenge. Here we show how multiscale generative probabilistic exponential random graph models combined with efficient, distributive message-passing inference techniques can be used to achieve this separation of scales, leading to improved detection accuracy of latent classes as demonstrated on benchmark problems. It sheds new light on the statistical significance of motif-distributions in neural networks and improves the link-prediction accuracy as exemplified for gene-disease associations in the highly consequential Online Mendelian Inheritance in Man database. © 2011 Reichardt et al.

Sequential, Bayesian geostatistics:a principled method for large data sets

The principled statistical application of Gaussian random field models used in geostatistics has historically been limited to data sets of a small size. This limitation is imposed by the requirement to store and invert the covariance matrix of all the samples to obtain a predictive distribution at unsampled locations, or to use likelihood-based covariance estimation. Various ad hoc approaches to solve this problem have been adopted, such as selecting a neighborhood region and/or a small number of observations to use in the kriging process, but these have no sound theoretical basis and it is unclear what information is being lost. In this article, we present a Bayesian method for estimating the posterior mean and covariance structures of a Gaussian random field using a sequential estimation algorithm. By imposing sparsity in a well-defined framework, the algorithm retains a subset of “basis vectors” that best represent the “true” posterior Gaussian random field model in the relative entropy sense. This allows a principled treatment of Gaussian random field models on very large data sets. The method is particularly appropriate when the Gaussian random field model is regarded as a latent variable model, which may be nonlinearly related to the observations. We show the application of the sequential, sparse Bayesian estimation in Gaussian random field models and discuss its merits and drawbacks.

Modelling nonlinear stochastic dynamics in financial time series

For analysing financial time series two main opposing viewpoints exist, either capital markets are completely stochastic and therefore prices follow a random walk, or they are deterministic and consequently predictable. For each of these views a great variety of tools exist with which it can be tried to confirm the hypotheses. Unfortunately, these methods are not well suited for dealing with data characterised in part by both paradigms. This thesis investigates these two approaches in order to model the behaviour of financial time series. In the deterministic framework methods are used to characterise the dimensionality of embedded financial data. The stochastic approach includes here an estimation of the unconditioned and conditional return distributions using parametric, non- and semi-parametric density estimation techniques. Finally, it will be shown how elements from these two approaches could be combined to achieve a more realistic model for financial time series.

Asymptotically exact probability distribution for the Sinai model with finite drift

We obtain the exact asymptotic result for the disorder-averaged probability distribution function for a random walk in a biased Sinai model and show that it is characterized by a creeping behavior of the displacement moments with time, similar to v(mu n), where mu <1 is dimensionless mean drift. We employ a method originated in quantum diffusion which is based on the exact mapping of the problem to an imaginary-time Schrodinger equation. For nonzero drift such an equation has an isolated lowest eigenvalue separated by a gap from quasicontinuous excited states, and the eigenstate corresponding to the former governs the long-time asymptotic behavior.