957 resultados para Conditional Moment Closure


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Thesis (doctoral)--Georg-Augusts-Universitat, Gottingen.

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Spatial characterization of non-Gaussian attributes in earth sciences and engineering commonly requires the estimation of their conditional distribution. The indicator and probability kriging approaches of current nonparametric geostatistics provide approximations for estimating conditional distributions. They do not, however, provide results similar to those in the cumbersome implementation of simultaneous cokriging of indicators. This paper presents a new formulation termed successive cokriging of indicators that avoids the classic simultaneous solution and related computational problems, while obtaining equivalent results to the impractical simultaneous solution of cokriging of indicators. A successive minimization of the estimation variance of probability estimates is performed, as additional data are successively included into the estimation process. In addition, the approach leads to an efficient nonparametric simulation algorithm for non-Gaussian random functions based on residual probabilities.

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The patched gene (Ptc) is a member of the hedgehog signaling pathway which plays a central role in the development of many invertebrate and vertebrate tissues. In addition, Ptc and a number of other pathway members are mutated in some common human cancers. Patched is the receptor for the hedgehog ligand and in the mouse ablation of the Ptc gene leads to developmental defects and an embryonic lethal phenotype. Here we describe a conditional Ptc allele in mice which will have utility for the temporospatial ablation of Ptc function. genesis 36:158-161, 2003. (C) 2003 Wiley-Liss, Inc.

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Mutations of the MEN1 gene, encoding the tumor suppressor menin, predispose individuals to the cancer syndrome multiple endocrine neoplasia type 1, characterized by the development of tumors of the endocrine pancreas and anterior pituitary and parathyroid glands. We have targeted the murine Men1 gene by using Cre recombinase-loxP technology to develop both total and tissue-specific knockouts of the gene. Conditional homozygous inactivation of the Men1 gene in the pituitary gland and endocrine pancreas bypasses the embryonic lethality associated with a constitutional Men1(-/-) genotype and leads to beta-cell hyperplasia in less than 4 months and insulinomas and prolactinomas starting at 9 months. The pituitary gland and pancreas develop normally in the conditional absence of menin, but loss of this transcriptional cofactor is sufficient to cause beta-cell hyperplasia in some islets; however, such loss is not sufficient to initiate pituitary gland tumorigenesis, suggesting that additional genetic events are necessary for the latter.

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It is shown that a linear superposition of two macroscopically distinguishable optical coherent states can be generated using a single photon source and simple all-optical operations. Weak squeezing on a single photon, beam mixing with an auxiliary coherent state, and photon detecting with imperfect threshold detectors are enough to generate a coherent state superposition in a free propagating optical field with a large coherent amplitude (alpha>2) and high fidelity (F>0.99). In contrast to all previous schemes to generate such a state, our scheme does not need photon number resolving measurements nor Kerr-type nonlinear interactions. Furthermore, it is robust to detection inefficiency and exhibits some resilience to photon production inefficiency.

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The Accelerating Moment Release (AMR) preceding earthquakes with magnitude above 5 in Australia that occurred during the last 20 years was analyzed to test the Critical Point Hypothesis. Twelve earthquakes in the catalog were chosen based on a criterion for the number of nearby events. Results show that seven sequences with numerous events recorded leading up to the main earthquake exhibited accelerating moment release. Two occurred near in time and space to other earthquakes preceded by AM R. The remaining three sequences had very few events in the catalog so the lack of AMR detected in the analysis may be related to catalog incompleteness. Spatio-temporal scanning of AMR parameters shows that 80% of the areas in which AMR occurred experienced large events. In areas of similar background seismicity with no large events, 10 out of 12 cases exhibit no AMR, and two others are false alarms where AMR was observed but no large event followed. The relationship between AMR and Load-Unload Response Ratio (LURR) was studied. Both methods predict similar critical region sizes, however, the critical point time using AMR is slightly earlier than the time of the critical point LURR anomaly.

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This paper examines the measurement of long-horizon abnormal performance when stock selection is conditional on an extended period of past survival. Filtering on survival results in a sample driven towards more-established, frequently traded stocks and this has implications for the choice of benchmark used in performance measurement (especially in the presence of the well-documented size effect). A simulation study is conducted to document the properties of commonly employed performance measures conditional on past survival. The results suggest that the popular index benchmarks used in long-horizon event studies are severely biased and yield test statistics that are badly misspecified. In contrast, a matched-stock benchmark based on size and industry performs consistently well. Also, an eligible-stock index designed to mitigate the influence of the size effect proves effective.

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This paper assesses the importance of fund flows in the performance evaluation of Australian international equity funds. Two concepts of fund flows are considered in the context of a conditional asset pricing model. The first measure is net fund flow relative to fund size and the second is net fund flow relative to sector flows. We find that incorporating a fund flow measure relative to the sector flow results in a reduction of measured perverse market timing. The results indicate that, at the individual fund level, cash flows are relevant in assessing management outcomes.

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This paper investigates risk and return in the banking sector in three Asian markets of Taiwan, China and Hong Kong. The study focuses on the risk-return relation in a conditional factor GARCH-M framework that controls for time-series effects. The factor approach is adopted to incorporate intra-industry contagion and an analysis of spillovers between large banks and small banks. Finally, the study provides evidence on these relations before and after the Asian financial crisis of 1997. The results are generally consistent across the markets and with expectations.

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The performance of intermolecular potential models on the adsorption of benzene on graphitized thermal carbon black at various temperatures is investigated. Two models contain only dispersive sites, whereas the other two models account explicitly for the dispersive and electrostatic sites. Using numerous data in the literature on benzene adsorption on graphitized thermal carbon black at various temperatures, we have found that the effect of surface mediation on interaction between adsorbed benzene molecules must be accounted for to describe correctly the adsorption isotherm as well as the isosteric heat. Among the two models with partial charges tested, the WSKS model of Wick et at. I that has only six dispersive sites and three discrete partial charges is better than the very expensive all-atom model of Jorgensen and Severance.(2) Adsorbed benzene molecules on graphitized thermal carbon black have a complex orientation with respect to distance from the surface and also with respect to loading. At low loadings, they adopt the parallel configuration relative to the graphene surface, whereas at higher loadings (still less than monolayer coverage) some molecules adopt a slant orientation to maximize the fluid-fluid interaction. For loadings in the multilayer region, the orientation of molecules in the first layer is influenced by the presence of molecules in the second layer. The data that are used in this article come from the work of Isirikyan and Kiselev,(3) Pierotti and Smallwood,(4) Pierce and Ewing,(5) Belyakova, Kiselev, and Kovaleva,(6) and Carrott et al.(7)