904 resultados para Random coefficient multinomial logit
Resumo:
Many well-established statistical methods in genetics were developed in a climate of severe constraints on computational power. Recent advances in simulation methodology now bring modern, flexible statistical methods within the reach of scientists having access to a desktop workstation. We illustrate the potential advantages now available by considering the problem of assessing departures from Hardy-Weinberg (HW) equilibrium. Several hypothesis tests of HW have been established, as well as a variety of point estimation methods for the parameter which measures departures from HW under the inbreeding model. We propose a computational, Bayesian method for assessing departures from HW, which has a number of important advantages over existing approaches. The method incorporates the effects-of uncertainty about the nuisance parameters--the allele frequencies--as well as the boundary constraints on f (which are functions of the nuisance parameters). Results are naturally presented visually, exploiting the graphics capabilities of modern computer environments to allow straightforward interpretation. Perhaps most importantly, the method is founded on a flexible, likelihood-based modelling framework, which can incorporate the inbreeding model if appropriate, but also allows the assumptions of the model to he investigated and, if necessary, relaxed. Under appropriate conditions, information can be shared across loci and, possibly, across populations, leading to more precise estimation. The advantages of the method are illustrated by application both to simulated data and to data analysed by alternative methods in the recent literature.
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The precision of quasioptical null-balanced bridge instruments for transmission and reflection coefficient measurements at millimeter and submillimeter wavelengths is analyzed. A Jones matrix analysis is used to describe the amount of power reaching the detector as a function of grid angle orientation, sample transmittance/reflectance and phase delay. An analysis is performed of the errors involved in determining the complex transmission and reflection coefficient after taking into account the quantization error in the grid angle and micrometer readings, the transmission or reflection coefficient of the sample, the noise equivalent power of the detector, the source power and the post-detection bandwidth. For a system fitted with a rotating grid with resolution of 0.017 rad and a micrometer quantization error of 1 μm, a 1 mW source, and a detector with a noise equivalent power 5×10−9 W Hz−1/2, the maximum errors at an amplitude transmission or reflection coefficient of 0.5 are below ±0.025.
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Le filtrage de Bucy-Kalman s'applique au modèle d'état comprenant des équations linéaires bruitées, décrivant l'évolution de l'état et des équations linéaires bruitées d'observation . Ce filtrage consiste dans le cas gaussien, à calculer de façon récursive, la loi de probabilité, a posteriori, de l'état, au vu de l' observation actuelle et des observations passées . Le filtrage par densités approchées permet de traiter des équations d'état, non linéaires ou à bruits non Gaussiens. Pour un coefficient de rappel aléatoire, cas typique d'une situation de changements de modèles, l'article introduit une famille de lois de probabilité, paramétrées, bimodales servant, par ajustement des paramètres, à approcher les lois a posteriori de l'état aux divers instants . Les paramètres sont recalculés récursivement, lors des mises à jour et des prédictions.
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The LiHoxY1-xF4 magnetic material in a transverse magnetic field Bxx̂ perpendicular to the Ising spin direction has long been used to study tunable quantum phase transitions in a random disordered system. We show that the Bx-induced magnetization along the x̂ direction, combined with the local random dilution-induced destruction of crystalline symmetries, generates, via the predominant dipolar interactions between Ho3+ ions, random fields along the Ising ẑ direction. This identifies LiHoxY1-xF4 in Bx as a new random field Ising system. The random fields explain the rapid decrease of the critical temperature in the diluted ferromagnetic regime and the smearing of the nonlinear susceptibility at the spin-glass transition with increasing Bx and render the Bx-induced quantum criticality in LiHoxY1-xF4 likely inaccessible.
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This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.
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The Along-Track Scanning Radiometers (ATSRs) provide a long time-series of measurements suitable for the retrieval of cloud properties. This work evaluates the freely-available Global Retrieval of ATSR Cloud Parameters and Evaluation (GRAPE) dataset (version 3) created from the ATSR-2 (1995�2003) and Advanced ATSR (AATSR; 2002 onwards) records. Users are recommended to consider only retrievals flagged as high-quality, where there is a good consistency between the measurements and the retrieved state (corresponding to about 60% of converged retrievals over sea, and more than 80% over land). Cloud properties are found to be generally free of any significant spurious trends relating to satellite zenith angle. Estimates of the random error on retrieved cloud properties are suggested to be generally appropriate for optically-thick clouds, and up to a factor of two too small for optically-thin cases. The correspondence between ATSR-2 and AATSR cloud properties is high, but a relative calibration difference between the sensors of order 5�10% at 660 nm and 870 nm limits the potential of the current version of the dataset for trend analysis. As ATSR-2 is thought to have the better absolute calibration, the discussion focusses on this portion of the record. Cloud-top heights from GRAPE compare well to ground-based data at four sites, particularly for shallow clouds. Clouds forming in boundary-layer inversions are typically around 1 km too high in GRAPE due to poorly-resolved inversions in the modelled temperature profiles used. Global cloud fields are compared to satellite products derived from the Moderate Resolution Imaging Spectroradiometer (MODIS), Cloud-Aerosol Lidar with Orthogonal Polarization (CALIOP) measurements, and a climatology of liquid water content derived from satellite microwave radiometers. In all cases the main reasons for differences are linked to differing sensitivity to, and treatment of, multi-layer cloud systems. The correlation coefficient between GRAPE and the two MODIS products considered is generally high (greater than 0.7 for most cloud properties), except for liquid and ice cloud effective radius, which also show biases between the datasets. For liquid clouds, part of the difference is linked to choice of wavelengths used in the retrieval. Total cloud cover is slightly lower in GRAPE (0.64) than the CALIOP dataset (0.66). GRAPE underestimates liquid cloud water path relative to microwave radiometers by up to 100 g m�2 near the Equator and overestimates by around 50 g m�2 in the storm tracks. Finally, potential future improvements to the algorithm are outlined.
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What does the saving–investment (SI) relation really measure and how should the SI relation be measured? These are two of the most discussed issues triggered by the so-called Feldstein–Horioka puzzle. Based on panel data we introduce a new variant of functional coefficient models that allows to separate long and short to medium run parameter dependence. The new modeling framework is applied to uncover the determinants of the SI relation. Macroeconomic state variables such as openness, the age dependency ratio, government current and consumption expenditures are found to affect the SI relation significantly in the long run.
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The crystallization behaviour of a series of random copolymers of varying chemical composition is reported. For polymers containing a high proportion of alternating rigid aromatic units and flexible spacers, conventional liquid crystalline and crystalline phase behaviour is observed. The introduction of a substantial fraction of a second shorter rigid unit containing side-chains leads to a broad endotherm in the d.s.c. scan covering some 150°C. Subsequent isothermal crystallization at any point within the broad endotherm leads to the generation of sharp endotherms at temperatures just above the recrystallization temperature. We attribute this behaviour to the crystallization of clusters of molecules containing similar random sequences. Such crystals are non-periodic along the chain direction.
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The optical microstructures of thin sections of two liquid crystalline polymers are examined in the polarizing microscope. The polymers are random copolyesters based on hydroxybenzoic and hydroxynaphthoic acids (B-N), and hydroxybenzoic acid and ethylene terephthalate (B-ET). Sections cut from oriented samples, so as to include the extrusion direction, show microstructures in which there is no apparent preferred orientation of the axes describing the local optical anisotropy. The absence of preferred orientation in the microstructure, despite marked axial alignment of molecular chain segments as demonstrated by X-Ray diffraction, is interpreted in terms of the polymer having biaxial optical properties. The implication of optical biaxiality is that, although the mesophases are nematic, the orientation of the molecules is correlated about three (orthogonal) axes over distances greater than a micron. The structure is classified as a multiaxial nematic.