Evaluating multivariate forecast densities: a comparison of two approaches

We consider methods of evaluating multivariate density forecasts. A recently proposed method is found to lack power when the correlation structure is mis-specified. Tests that have good power to detect mis-specifications of this sort are described. We also consider the properties of the tests in the presence of more general mis-specifications.

Evaluating the Survey of Professional Forecasters probability distributions of expected inflation based on derived event probability forecasts

Techniques are proposed for evaluating forecast probabilities of events. The tools are especially useful when, as in the case of the Survey of Professional Forecasters (SPF) expected probability distributions of inflation, recourse cannot be made to the method of construction in the evaluation of the forecasts. The tests of efficiency and conditional efficiency are applied to the forecast probabilities of events of interest derived from the SPF distributions, and supplement a whole-density evaluation of the SPF distributions based on the probability integral transform approach.

Probability distributions or point predictions? Survey forecasts of US output growth and inflation

We consider whether survey respondents’ probability distributions, reported as histograms, provide reliable and coherent point predictions, when viewed through the lens of a Bayesian learning model. We argue that a role remains for eliciting directly-reported point predictions in surveys of professional forecasters.

Pollen-based reconstructions of biome distributions for Australia, Southeast Asia and the Pacific (SEAPAC region) at 0,6000 and 18,000 14C yr B.P.

Aim  This paper documents reconstructions of the vegetation patterns in Australia, Southeast Asia and the Pacific (SEAPAC region) in the mid-Holocene and at the last glacial maximum (LGM). Methods  Vegetation patterns were reconstructed from pollen data using an objective biomization scheme based on plant functional types. The biomization scheme was first tested using 535 modern pollen samples from 377 sites, and then applied unchanged to fossil pollen samples dating to 6000 ± 500 or 18,000 ± 1000 14C yr bp. Results  1. Tests using surface pollen sample sites showed that the biomization scheme is capable of reproducing the modern broad-scale patterns of vegetation distribution. The north–south gradient in temperature, reflected in transitions from cool evergreen needleleaf forest in the extreme south through temperate rain forest or wet sclerophyll forest (WSFW) and into tropical forests, is well reconstructed. The transitions from xerophytic through sclerophyll woodlands and open forests to closed-canopy forests, which reflect the gradient in plant available moisture from the continental interior towards the coast, are reconstructed with less geographical precision but nevertheless the broad-scale pattern emerges. 2. Differences between the modern and mid-Holocene vegetation patterns in mainland Australia are comparatively small and reflect changes in moisture availability rather than temperature. In south-eastern Australia some sites show a shift towards more moisture-stressed vegetation in the mid-Holocene with xerophytic woods/scrub and temperate sclerophyll woodland and shrubland at sites characterized today by WSFW or warm-temperate rain forest (WTRF). However, sites in the Snowy Mountains, on the Southern Tablelands and east of the Great Dividing Range have more moisture-demanding vegetation in the mid-Holocene than today. South-western Australia was slightly drier than today. The single site in north-western Australia also shows conditions drier than today in the mid-Holocene. Changes in the tropics are also comparatively small, but the presence of WTRF and tropical deciduous broadleaf forest and woodland in the mid-Holocene, in sites occupied today by cool-temperate rain forest, indicate warmer conditions. 3. Expansion of xerophytic vegetation in the south and tropical deciduous broadleaf forest and woodland in the north indicate drier conditions across mainland Australia at the LGM. None of these changes are informative about the degree of cooling. However the evidence from the tropics, showing lowering of the treeline and forest belts, indicates that conditions were between 1 and 9 °C (depending on elevation) colder. The encroachment of tropical deciduous broadleaf forest and woodland into lowland evergreen broadleaf forest implies greater aridity. Main conclusions  This study provides the first continental-scale reconstruction of mid-Holocene and LGM vegetation patterns from Australia, Southeast Asia and the Pacific (SEAPAC region) using an objective biomization scheme. These data will provide a benchmark for evaluation of palaeoclimate simulations within the framework of the Palaeoclimate Modelling Intercomparison Project.

Autobiographical memory distributions for negative self-images: memories are organised around negative as well as positive aspects of identity

The relationship between developmental experiences, and an individual’s emerging beliefs about themselves and the world, is central to many forms of psychotherapy. People suffering from a variety of mental health problems have been shown to use negative memories when defining the self, however little is known about how these negative memories might be organised and relate to negative self-images. In two online studies with middle-aged (N = 18; Study 1) and young (N = 56; Study 2) adults, we found that participants’ negative self-images (e.g., I am a failure) were associated with sets of autobiographical memories that formed clustered distributions around times of self-formation, in much the same pattern as for positive self-images (e.g., I am talented). This novel result shows that highly organised sets of salient memories may be responsible for perpetuating negative beliefs about the self. Implications for therapy are discussed.

Forecasting with Bayesian multivariate vintage-based VARs

We consider the forecasting of macroeconomic variables that are subject to revisions, using Bayesian vintage-based vector autoregressions. The prior incorporates the belief that, after the first few data releases, subsequent ones are likely to consist of revisions that are largely unpredictable. The Bayesian approach allows the joint modelling of the data revisions of more than one variable, while keeping the concomitant increase in parameter estimation uncertainty manageable. Our model provides markedly more accurate forecasts of post-revision values of inflation than do other models in the literature.

Gaussian anamorphosis in the analysis step of the EnKF: a joint state-variable/observation approach

The analysis step of the (ensemble) Kalman filter is optimal when (1) the distribution of the background is Gaussian, (2) state variables and observations are related via a linear operator, and (3) the observational error is of additive nature and has Gaussian distribution. When these conditions are largely violated, a pre-processing step known as Gaussian anamorphosis (GA) can be applied. The objective of this procedure is to obtain state variables and observations that better fulfil the Gaussianity conditions in some sense. In this work we analyse GA from a joint perspective, paying attention to the effects of transformations in the joint state variable/observation space. First, we study transformations for state variables and observations that are independent from each other. Then, we introduce a targeted joint transformation with the objective to obtain joint Gaussianity in the transformed space. We focus primarily in the univariate case, and briefly comment on the multivariate one. A key point of this paper is that, when (1)-(3) are violated, using the analysis step of the EnKF will not recover the exact posterior density in spite of any transformations one may perform. These transformations, however, provide approximations of different quality to the Bayesian solution of the problem. Using an example in which the Bayesian posterior can be analytically computed, we assess the quality of the analysis distributions generated after applying the EnKF analysis step in conjunction with different GA options. The value of the targeted joint transformation is particularly clear for the case when the prior is Gaussian, the marginal density for the observations is close to Gaussian, and the likelihood is a Gaussian mixture.

Incoherent scatter radar observations of non-Maxwellian ion velocity distributions in the auroral F-region

Observations by the EISCAT experiments “POLAR” and Common Programme CP-3 reveal non-Maxwellian ion velocity distributions in the auroral F-region ionosphere. Analysis of data from three periods is presented. During the first period, convection velocities are large (≈2 km s-1) and constant over part of a CP-3 latitude scan; the second period is one of POLAR data containing a short-lived (<1 min.) burst of rapid (>1.5 km s-1) flow. We concentrate on these two periods as they allow the study of a great many features of the ion-neutral interactions which drive the plasma non-thermal and provide the best available experimental test for models of the 3-dimensional ion velocity distribution function. The third period is included to illustrate the fact that non-thermal plasma frequently exists in the auroral ionosphere: the data, also from the POLAR experiment, cover a three-hour period of typical auroral zone flow and analysis reveals that the ion distribution varies from Maxwellian to the threshold of a toroidal form.

The influence of anisotropic F region ion velocity distributions on ionospheric ion outflows into the magnetosphere

The contribution to the field-aligned ionospheric ion momentum equation, due to coupling between pressure anisotropy and the inhomogeneous geomagnetic field, is investigated. We term this contribution the “hydrodynamic mirror force” and investigate its dependence on the ion drift and the resulting deformations of the ion velocity distribution function from an isotropic form. It is shown that this extra upforce increases rapidly with ion drift relative to the neutral gas but is not highly dependent on the ion-neutral collision model employed. An example of a burst of flow observed by EISCAT, thought to be the ionospheric signature of a flux transfer event at the magnetopause, is studied in detail and it is shown that the nonthermal plasma which results is subject to a hydrodynamic mirror force which is roughly 10% of the gravitational downforce. In addition, predictions by the coupled University College London-Sheffield University model of the ionosphere and thermosphere show that the hydrodynamic mirror force in the auroral oval is up to 3% of the gravitational force for Kp of about 3, rising to 10% following a sudden increase in cross-cap potential. The spatial distribution of the upforce shows peaks in the cusp region and in the post-midnight auroral oval, similar to that of observed low-energy heavy ion flows from the ionosphere into the magnetosphere. We suggest the hydrodynamic mirror force may modulate these outflows by controlling the supply of heavy ions to regions of ion acceleration and that future simulations of the effects of Joule heating on ion outflows should make allowance for it.

Non-Maxwellian ion velocity distributions observed using EISCAT

Recent observations from the EISCAT incoherent scatter radar have revealed bursts of poleward ion flow in the dayside auroral ionosphere which are consistent with the ionospheric signature of flux transfer events at the magnetopause. These bursts frequently contain ion drifts which exceed the neutral thermal speed and, because the neutral thermospheric wind is incapable of responding sufficiently rapidly, toroidal, non-Maxwellian ion velocity distributions are expected. The EISCAT observations are made with high time resolution (15 seconds) and at a large angle to the geomagnetic field (73.5°), allowing the non-Maxwellian nature of the distribution to be observed remotely for the first time. The observed features are also strongly suggestive of a toroidal distribution: characteristic spectral shape, increased scattered power (both consistent with reduced Landau damping and enhanced electric field fluctuations) and excessively high line-of-sight ion temperatures deduced if a Maxwellian distribution is assumed. These remote sensing observations allow the evolution of the distributions to be observed. They are found to be non-Maxwellian whenever the ion drift exceeds the neutral thermal speed, indicating that such distributions can exist over the time scale of the flow burst events (several minutes).

Subdiffraction fluorescence imaging of biomolecular structure and distributions with quantum dots

We introduce semiconductor quantum dot-based fluorescence imaging with approximately 2-fold increased optical resolution in three dimensions as a method that allows both studying cellular structures and spatial organization of biomolecules in membranes and subcellular organelles. Target biomolecules are labelled with quantum dots via immunocytochemistry. The resolution enhancement is achieved by three-photon absorption of quantum dots and subsequent fluorescence emission from a higher-order excitonic state. Different from conventional multiphoton microscopy, this approach can be realized on any confocal microscope without the need for pulsed excitation light. We demonstrate quantum dot triexciton imaging (QDTI) of the microtubule network of U373 cells, 3D imaging of TNF receptor 2 on the plasma membrane of HeLa cells, and multicolor 3D imaging of mitochondrial cytochrome c oxidase and actin in COS-7 cells.

The error of representation: basic understanding

Representation error arises from the inability of the forecast model to accurately simulate the climatology of the truth. We present a rigorous framework for understanding this kind of error of representation. This framework shows that the lack of an inverse in the relationship between the true climatology (true attractor) and the forecast climatology (forecast attractor) leads to the error of representation. A new gain matrix for the data assimilation problem is derived that illustrates the proper approaches one may take to perform Bayesian data assimilation when the observations are of states on one attractor but the forecast model resides on another. This new data assimilation algorithm is the optimal scheme for the situation where the distributions on the true attractor and the forecast attractors are separately Gaussian and there exists a linear map between them. The results of this theory are illustrated in a simple Gaussian multivariate model.

Experimental evolution for generalists and specialists reveals multivariate genetic constraints on thermal reaction norms

Theory predicts the emergence of generalists in variable environments and antagonistic pleiotropy to favour specialists in constant environments, but empirical data seldom support such generalist–specialist trade-offs. We selected for generalists and specialists in the dung fly Sepsis punctum (Diptera: Sepsidae) under conditions that we predicted would reveal antagonistic pleiotropy and multivariate trade-offs underlying thermal reaction norms for juvenile development. We performed replicated laboratory evolution using four treatments: adaptation at a hot (31 °C) or a cold (15 °C) temperature, or under regimes fluctuating between these temperatures, either within or between generations. After 20 generations, we assessed parental effects and genetic responses of thermal reaction norms for three correlated life-history traits: size at maturity, juvenile growth rate and juvenile survival. We find evidence for antagonistic pleiotropy for performance at hot and cold temperatures, and a temperature-mediated trade-off between juvenile survival and size at maturity, suggesting that trade-offs associated with environmental tolerance can arise via intensified evolutionary compromises between genetically correlated traits. However, despite this antagonistic pleiotropy, we found no support for the evolution of increased thermal tolerance breadth at the expense of reduced maximal performance, suggesting low genetic variance in the generalist–specialist dimension.

Mapping power law distributions in digital health social networks: methods, interpretations, and practical implications

BACKGROUND: Social networks are common in digital health. A new stream of research is beginning to investigate the mechanisms of digital health social networks (DHSNs), how they are structured, how they function, and how their growth can be nurtured and managed. DHSNs increase in value when additional content is added, and the structure of networks may resemble the characteristics of power laws. Power laws are contrary to traditional Gaussian averages in that they demonstrate correlated phenomena. OBJECTIVES: The objective of this study is to investigate whether the distribution frequency in four DHSNs can be characterized as following a power law. A second objective is to describe the method used to determine the comparison. METHODS: Data from four DHSNs—Alcohol Help Center (AHC), Depression Center (DC), Panic Center (PC), and Stop Smoking Center (SSC)—were compared to power law distributions. To assist future researchers and managers, the 5-step methodology used to analyze and compare datasets is described. RESULTS: All four DHSNs were found to have right-skewed distributions, indicating the data were not normally distributed. When power trend lines were added to each frequency distribution, R(2) values indicated that, to a very high degree, the variance in post frequencies can be explained by actor rank (AHC .962, DC .975, PC .969, SSC .95). Spearman correlations provided further indication of the strength and statistical significance of the relationship (AHC .987. DC .967, PC .983, SSC .993, P<.001). CONCLUSIONS: This is the first study to investigate power distributions across multiple DHSNs, each addressing a unique condition. Results indicate that despite vast differences in theme, content, and length of existence, DHSNs follow properties of power laws. The structure of DHSNs is important as it gives insight to researchers and managers into the nature and mechanisms of network functionality. The 5-step process undertaken to compare actor contribution patterns can be replicated in networks that are managed by other organizations, and we conjecture that patterns observed in this study could be found in other DHSNs. Future research should analyze network growth over time and examine the characteristics and survival rates of superusers.

Root distributions of Australian herbaceous perennial legumes in response to phosphorus placement

Many Australian plant species have specific root adaptations for growth in phosphorus-impoverished soils, and are often sensitive to high external P concentrations. The growth responses of native Australian legumes in agricultural soils with elevated P availability in the surface horizons are unknown. The aim of these experiments was to test the hypothesis that increased P concentration in surface soil would reduce root proliferation at depth in native legumes. The effect of P placement on root distribution was assessed for two Australian legumes, Kennedia prorepens F. Muell. and Lotus australis Andrews, and the exotic Medicago sativa L. Three treatments were established in a low-P loam soil: amendment of 0.15 g mono-calcium phosphate in either (i) the top 50 mm (120 µg P g–1) or (ii) the top 500 mm (12 µg P g–1) of soil, and an unamended control. In the unamended soil M. sativa was shallow rooted, with 58% of the root length of in the top 50 mm. K. prorepens and L. australis had a more even distribution down the pot length, with only 4 and 22% of their roots in the 0–50 mm pot section, respectively. When exposed to amendment of P in the top 50 mm, root length in the top 50 mm increased 4-fold for K. prorepens and 10-fold for M. sativa, although the pattern of root distribution did not change for M. sativa. L. australis was relatively unresponsive to P additions and had an even distribution of roots down the pot. Shoot P concentrations differed according to species but not treatment (K. prorepens 2.1 mg g–1, L. australis 2.4 mg g–1, M. sativa 3.2 mg g–1). Total shoot P content was higher for K. prorepens than for the other species in all treatments. In a second experiment, mono-ester phosphatases were analysed from 1-mm slices of soil collected directly adjacent to the rhizosphere. All species exuded phosphatases into the rhizosphere, but addition of P to soil reduced phosphatase activity only for K. prorepens. Overall, high P concentration in the surface soil altered root distribution, but did not reduce root proliferation at depth. Furthermore, the Australian herbaceous perennial legumes had root distributions that enhanced P acquisition from low-P soils.