933 resultados para asymptotic preserving
Resumo:
1 Species-accumulation curves for woody plants were calculated in three tropical forests, based on fully mapped 50-ha plots in wet, old-growth forest in Peninsular Malaysia, in moist, old-growth forest in central Panama, and in dry, previously logged forest in southern India. A total of 610 000 stems were identified to species and mapped to < Im accuracy. Mean species number and stem number were calculated in quadrats as small as 5 m x 5 m to as large as 1000 m x 500 m, for a variety of stem sizes above 10 mm in diameter. Species-area curves were generated by plotting species number as a function of quadrat size; species-individual curves were generated from the same data, but using stem number as the independent variable rather than area. 2 Species-area curves had different forms for stems of different diameters, but species-individual curves were nearly independent of diameter class. With < 10(4) stems, species-individual curves were concave downward on log-log plots, with curves from different forests diverging, but beyond about 104 stems, the log-log curves became nearly linear, with all three sites having a similar slope. This indicates an asymptotic difference in richness between forests: the Malaysian site had 2.7 times as many species as Panama, which in turn was 3.3 times as rich as India. 3 Other details of the species-accumulation relationship were remarkably similar between the three sites. Rectangular quadrats had 5-27% more species than square quadrats of the same area, with longer and narrower quadrats increasingly diverse. Random samples of stems drawn from the entire 50 ha had 10-30% more species than square quadrats with the same number of stems. At both Pasoh and BCI, but not Mudumalai. species richness was slightly higher among intermediate-sized stems (50-100mm in diameter) than in either smaller or larger sizes, These patterns reflect aggregated distributions of individual species, plus weak density-dependent forces that tend to smooth the species abundance distribution and 'loosen' aggregations as stems grow. 4 The results provide support for the view that within each tree community, many species have their abundance and distribution guided more by random drift than deterministic interactions. The drift model predicts that the species-accumulation curve will have a declining slope on a log-log plot, reaching a slope of O.1 in about 50 ha. No other model of community structure can make such a precise prediction. 5 The results demonstrate that diversity studies based on different stem diameters can be compared by sampling identical numbers of stems. Moreover, they indicate that stem counts < 1000 in tropical forests will underestimate the percentage difference in species richness between two diverse sites. Fortunately, standard diversity indices (Fisher's sc, Shannon-Wiener) captured diversity differences in small stem samples more effectively than raw species richness, but both were sample size dependent. Two nonparametric richness estimators (Chao. jackknife) performed poorly, greatly underestimating true species richness.
Resumo:
Let a and s denote the inter arrival times and service times in a GI/GI/1 queue. Let a (n), s (n) be the r.v.s, with distributions as the estimated distributions of a and s from iid samples of a and s of sizes n. Let w be a r.v. with the stationary distribution lr of the waiting times of the queue with input (a, s). We consider the problem of estimating E [w~], tx > 0 and 7r via simulations when (a (n), s (n)) are used as input. Conditions for the accuracy of the asymptotic estimate, continuity of the asymptotic variance and uniformity in the rate of convergence to the estimate are obtained. We also obtain rates of convergence for sample moments, the empirical process and the quantile process for the regenerative processes. Robust estimates are also obtained when an outlier contaminated sample of a and s is provided. In the process we obtain consistency, continuity and asymptotic normality of M-estimators for stationary sequences. Some robustness results for Markov processes are included.
Resumo:
We study by means of experiments and Monte Carlo simulations, the scattering of light in random media, to determine the distance up to which photons travel along almost undeviated paths within a scattering medium, and are therefore capable of casting a shadow of an opaque inclusion embedded within the medium. Such photons are isolated by polarisation discrimination wherein the plane of linear polarisation of the input light is continuously rotated and the polarisation preserving component of the emerging light is extracted by means of a Fourier transform. This technique is a software implementation of lock-in detection. We find that images may be recovered to a depth far in excess of that predicted by the diffusion theory of photon propagation. To understand our experimental results, we perform Monte Carlo simulations to model the random walk behaviour of the multiply scattered photons. We present a. new definition of a diffusing photon in terms of the memory of its initial direction of propagation, which we then quantify in terms of an angular correlation function. This redefinition yields the penetration depth of the polarisation preserving photons. Based on these results, we have formulated a model to understand shadow formation in a turbid medium, the predictions of which are in good agreement with our experimental results.
Resumo:
The development of techniques for scaling up classifiers so that they can be applied to problems with large datasets of training examples is one of the objectives of data mining. Recently, AdaBoost has become popular among machine learning community thanks to its promising results across a variety of applications. However, training AdaBoost on large datasets is a major problem, especially when the dimensionality of the data is very high. This paper discusses the effect of high dimensionality on the training process of AdaBoost. Two preprocessing options to reduce dimensionality, namely the principal component analysis and random projection are briefly examined. Random projection subject to a probabilistic length preserving transformation is explored further as a computationally light preprocessing step. The experimental results obtained demonstrate the effectiveness of the proposed training process for handling high dimensional large datasets.
Resumo:
Distributed space time coding for wireless relay networks when the source, the destination and the relays have multiple antennas have been studied by Jing and Hassibi. In this set-up, the transmit and the receive signals at different antennas of the same relay are processed and designed independently, even though the antennas are colocated. In this paper, a wireless relay network with single antenna at the source and the destination and two antennas at each of the R relays is considered. A new class of distributed space time block codes called Co-ordinate Interleaved Distributed Space-Time Codes (CIDSTC) are introduced where, in the first phase, the source transmits a T-length complex vector to all the relays;and in the second phase, at each relay, the in-phase and quadrature component vectors of the received complex vectors at the two antennas are interleaved and processed before forwarding them to the destination. Compared to the scheme proposed by Jing-Hassibi, for T >= 4R, while providing the same asymptotic diversity order of 2R, CIDSTC scheme is shown to provide asymptotic coding gain with the cost of negligible increase in the processing complexity at the relays. However, for moderate and large values of P, CIDSTC scheme is shown to provide more diversity than that of the scheme proposed by Jing-Hassibi. CIDSTCs are shown to be fully diverse provided the information symbols take value from an appropriate multidimensional signal set.
Resumo:
Spatial data analysis has become more and more important in the studies of ecology and economics during the last decade. One focus of spatial data analysis is how to select predictors, variance functions and correlation functions. However, in general, the true covariance function is unknown and the working covariance structure is often misspecified. In this paper, our target is to find a good strategy to identify the best model from the candidate set using model selection criteria. This paper is to evaluate the ability of some information criteria (corrected Akaike information criterion, Bayesian information criterion (BIC) and residual information criterion (RIC)) for choosing the optimal model when the working correlation function, the working variance function and the working mean function are correct or misspecified. Simulations are carried out for small to moderate sample sizes. Four candidate covariance functions (exponential, Gaussian, Matern and rational quadratic) are used in simulation studies. With the summary in simulation results, we find that the misspecified working correlation structure can still capture some spatial correlation information in model fitting. When the sample size is large enough, BIC and RIC perform well even if the the working covariance is misspecified. Moreover, the performance of these information criteria is related to the average level of model fitting which can be indicated by the average adjusted R square ( [GRAPHICS] ), and overall RIC performs well.
Resumo:
A smoothed rank-based procedure is developed for the accelerated failure time model to overcome computational issues. The proposed estimator is based on an EM-type procedure coupled with the induced smoothing. "The proposed iterative approach converges provided the initial value is based on a consistent estimator, and the limiting covariance matrix can be obtained from a sandwich-type formula. The consistency and asymptotic normality of the proposed estimator are also established. Extensive simulations show that the new estimator is not only computationally less demanding but also more reliable than the other existing estimators.
Resumo:
This paper presents a maximum likelihood method for estimating growth parameters for an aquatic species that incorporates growth covariates, and takes into consideration multiple tag-recapture data. Individual variability in asymptotic length, age-at-tagging, and measurement error are also considered in the model structure. Using distribution theory, the log-likelihood function is derived under a generalised framework for the von Bertalanffy and Gompertz growth models. Due to the generality of the derivation, covariate effects can be included for both models with seasonality and tagging effects investigated. Method robustness is established via comparison with the Fabens, improved Fabens, James and a non-linear mixed-effects growth models, with the maximum likelihood method performing the best. The method is illustrated further with an application to blacklip abalone (Haliotis rubra) for which a strong growth-retarding tagging effect that persisted for several months was detected
Resumo:
We derive a new method for determining size-transition matrices (STMs) that eliminates probabilities of negative growth and accounts for individual variability. STMs are an important part of size-structured models, which are used in the stock assessment of aquatic species. The elements of STMs represent the probability of growth from one size class to another, given a time step. The growth increment over this time step can be modelled with a variety of methods, but when a population construct is assumed for the underlying growth model, the resulting STM may contain entries that predict negative growth. To solve this problem, we use a maximum likelihood method that incorporates individual variability in the asymptotic length, relative age at tagging, and measurement error to obtain von Bertalanffy growth model parameter estimates. The statistical moments for the future length given an individual's previous length measurement and time at liberty are then derived. We moment match the true conditional distributions with skewed-normal distributions and use these to accurately estimate the elements of the STMs. The method is investigated with simulated tag-recapture data and tag-recapture data gathered from the Australian eastern king prawn (Melicertus plebejus).
Resumo:
For clustered survival data, the traditional Gehan-type estimator is asymptotically equivalent to using only the between-cluster ranks, and the within-cluster ranks are ignored. The contribution of this paper is two fold: - (i) incorporating within-cluster ranks in censored data analysis, and; - (ii) applying the induced smoothing of Brown and Wang (2005, Biometrika) for computational convenience. Asymptotic properties of the resulting estimating functions are given. We also carry out numerical studies to assess the performance of the proposed approach and conclude that the proposed approach can lead to much improved estimators when strong clustering effects exist. A dataset from a litter-matched tumorigenesis experiment is used for illustration.
Resumo:
We consider rank regression for clustered data analysis and investigate the induced smoothing method for obtaining the asymptotic covariance matrices of the parameter estimators. We prove that the induced estimating functions are asymptotically unbiased and the resulting estimators are strongly consistent and asymptotically normal. The induced smoothing approach provides an effective way for obtaining asymptotic covariance matrices for between- and within-cluster estimators and for a combined estimator to take account of within-cluster correlations. We also carry out extensive simulation studies to assess the performance of different estimators. The proposed methodology is substantially Much faster in computation and more stable in numerical results than the existing methods. We apply the proposed methodology to a dataset from a randomized clinical trial.
Resumo:
We consider ranked-based regression models for clustered data analysis. A weighted Wilcoxon rank method is proposed to take account of within-cluster correlations and varying cluster sizes. The asymptotic normality of the resulting estimators is established. A method to estimate covariance of the estimators is also given, which can bypass estimation of the density function. Simulation studies are carried out to compare different estimators for a number of scenarios on the correlation structure, presence/absence of outliers and different correlation values. The proposed methods appear to perform well, in particular, the one incorporating the correlation in the weighting achieves the highest efficiency and robustness against misspecification of correlation structure and outliers. A real example is provided for illustration.
Resumo:
In this paper, we address the problem of stabilisation of robots subject to nonholonommic constraints and external disturbances using port-Hamiltonian theory and smooth time-invariant control laws. This should be contrasted with the commonly used switched or time-varying laws. We propose a control design that provides asymptotic stability of an manifold (also called relative equilibria)-due to the Brockett condition this is the only type of stabilisation possible using smooth time-invariant control laws. The equilibrium manifold can be shaped to certain extent to satisfy specific control objectives. The proposed control law also incorporates integral action, and thus the closed-loop system is robust to unknown constant disturbances. A key step in the proposed design is a change of coordinates not only in the momentum, but also in the position vector, which differs from coordinate transformations previously proposed in the literature for the control of nonholonomic systems. The theoretical properties of the control law are verified via numerical simulation based on a robotic ground vehicle model with differential traction wheels and non co-axial centre of mass and point of contact.
Resumo:
Robust estimation often relies on a dispersion function that is more slowly varying at large values than the square function. However, the choice of tuning constant in dispersion functions may impact the estimation efficiency to a great extent. For a given family of dispersion functions such as the Huber family, we suggest obtaining the "best" tuning constant from the data so that the asymptotic efficiency is maximized. This data-driven approach can automatically adjust the value of the tuning constant to provide the necessary resistance against outliers. Simulation studies show that substantial efficiency can be gained by this data-dependent approach compared with the traditional approach in which the tuning constant is fixed. We briefly illustrate the proposed method using two datasets.
Resumo:
The approach of generalized estimating equations (GEE) is based on the framework of generalized linear models but allows for specification of a working matrix for modeling within-subject correlations. The variance is often assumed to be a known function of the mean. This article investigates the impacts of misspecifying the variance function on estimators of the mean parameters for quantitative responses. Our numerical studies indicate that (1) correct specification of the variance function can improve the estimation efficiency even if the correlation structure is misspecified; (2) misspecification of the variance function impacts much more on estimators for within-cluster covariates than for cluster-level covariates; and (3) if the variance function is misspecified, correct choice of the correlation structure may not necessarily improve estimation efficiency. We illustrate impacts of different variance functions using a real data set from cow growth.