885 resultados para Matrix-Variate Distributions


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We present a novel approach to calculating Low-Energy Electron Diffraction (LEED) intensities for ordered molecular adsorbates. First, the intra-molecular multiple scattering is computed to obtain a non-diagonal molecular T-matrix. This is then used to represent the entire molecule as a single scattering object in a conventional LEED calculation, where the Layer Doubling technique is applied to assemble the different layers, including the molecular ones. A detailed comparison with conventional layer-type LEED calculations is provided to ascertain the accuracy of this scheme of calculation. Advantages of this scheme for problems involving ordered arrays of molecules adsorbed on surfaces are discussed.

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A revised Bayesian algorithm for estimating surface rain rate, convective rain proportion, and latent heating profiles from satellite-borne passive microwave radiometer observations over ocean backgrounds is described. The algorithm searches a large database of cloud-radiative model simulations to find cloud profiles that are radiatively consistent with a given set of microwave radiance measurements. The properties of these radiatively consistent profiles are then composited to obtain best estimates of the observed properties. The revised algorithm is supported by an expanded and more physically consistent database of cloud-radiative model simulations. The algorithm also features a better quantification of the convective and nonconvective contributions to total rainfall, a new geographic database, and an improved representation of background radiances in rain-free regions. Bias and random error estimates are derived from applications of the algorithm to synthetic radiance data, based upon a subset of cloud-resolving model simulations, and from the Bayesian formulation itself. Synthetic rain-rate and latent heating estimates exhibit a trend of high (low) bias for low (high) retrieved values. The Bayesian estimates of random error are propagated to represent errors at coarser time and space resolutions, based upon applications of the algorithm to TRMM Microwave Imager (TMI) data. Errors in TMI instantaneous rain-rate estimates at 0.5°-resolution range from approximately 50% at 1 mm h−1 to 20% at 14 mm h−1. Errors in collocated spaceborne radar rain-rate estimates are roughly 50%–80% of the TMI errors at this resolution. The estimated algorithm random error in TMI rain rates at monthly, 2.5° resolution is relatively small (less than 6% at 5 mm day−1) in comparison with the random error resulting from infrequent satellite temporal sampling (8%–35% at the same rain rate). Percentage errors resulting from sampling decrease with increasing rain rate, and sampling errors in latent heating rates follow the same trend. Averaging over 3 months reduces sampling errors in rain rates to 6%–15% at 5 mm day−1, with proportionate reductions in latent heating sampling errors.

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Generalizing the notion of an eigenvector, invariant subspaces are frequently used in the context of linear eigenvalue problems, leading to conceptually elegant and numerically stable formulations in applications that require the computation of several eigenvalues and/or eigenvectors. Similar benefits can be expected for polynomial eigenvalue problems, for which the concept of an invariant subspace needs to be replaced by the concept of an invariant pair. Little has been known so far about numerical aspects of such invariant pairs. The aim of this paper is to fill this gap. The behavior of invariant pairs under perturbations of the matrix polynomial is studied and a first-order perturbation expansion is given. From a computational point of view, we investigate how to best extract invariant pairs from a linearization of the matrix polynomial. Moreover, we describe efficient refinement procedures directly based on the polynomial formulation. Numerical experiments with matrix polynomials from a number of applications demonstrate the effectiveness of our extraction and refinement procedures.

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Flight necessitates that the feather rachis is extremely tough and light. Yet, the crucial filamentous hierarchy of the rachis is unknown—study hindered by the tight chemical bonding between the filaments and matrix. We used novel microbial biodegradation to delineate the fibres of the rachidial cortex in situ. It revealed the thickest keratin filaments known to date (factor >10), approximately 6 µm thick, extending predominantly axially but with a small outer circumferential component. Near-periodic thickened nodes of the fibres are staggered with those in adjacent fibres in two- and three-dimensional planes, creating a fibre–matrix texture with high attributes for crack stopping and resistance to transverse cutting. Close association of the fibre layer with the underlying ‘spongy’ medulloid pith indicates the potential for higher buckling loads and greater elastic recoil. Strikingly, the fibres are similar in dimensions and form to the free filaments of the feather vane and plumulaceous and embryonic down, the syncitial barbules, but, identified for the first time in 140+ years of study in a new location—as a major structural component of the rachis. Early in feather evolution, syncitial barbules were consolidated in a robust central rachis, definitively characterizing the avian lineage of keratin.

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Objectives: Our objective was to test the performance of CA125 in classifying serum samples from a cohort of malignant and benign ovarian cancers and age-matched healthy controls and to assess whether combining information from matrix-assisted laser desorption/ionization (MALDI) time-of-flight profiling could improve diagnostic performance. Materials and Methods: Serum samples from women with ovarian neoplasms and healthy volunteers were subjected to CA125 assay and MALDI time-of-flight mass spectrometry (MS) profiling. Models were built from training data sets using discriminatory MALDI MS peaks in combination with CA125 values and tested their ability to classify blinded test samples. These were compared with models using CA125 threshold levels from 193 patients with ovarian cancer, 290 with benign neoplasm, and 2236 postmenopausal healthy controls. Results: Using a CA125 cutoff of 30 U/mL, an overall sensitivity of 94.8% (96.6% specificity) was obtained when comparing malignancies versus healthy postmenopausal controls, whereas a cutoff of 65 U/mL provided a sensitivity of 83.9% (99.6% specificity). High classification accuracies were obtained for early-stage cancers (93.5% sensitivity). Reasons for high accuracies include recruitment bias, restriction to postmenopausal women, and inclusion of only primary invasive epithelial ovarian cancer cases. The combination of MS profiling information with CA125 did not significantly improve the specificity/accuracy compared with classifications on the basis of CA125 alone. Conclusions: We report unexpectedly good performance of serum CA125 using threshold classification in discriminating healthy controls and women with benign masses from those with invasive ovarian cancer. This highlights the dependence of diagnostic tests on the characteristics of the study population and the crucial need for authors to provide sufficient relevant details to allow comparison. Our study also shows that MS profiling information adds little to diagnostic accuracy. This finding is in contrast with other reports and shows the limitations of serum MS profiling for biomarker discovery and as a diagnostic tool

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We compare rain event size distributions derived from measurements in climatically different regions, which we find to be well approximated by power laws of similar exponents over broad ranges. Differences can be seen in the large-scale cutoffs of the distributions. Event duration distributions suggest that the scale-free aspects are related to the absence of characteristic scales in the meteorological mesoscale.

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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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Investment risk models with infinite variance provide a better description of distributions of individual property returns in the IPD UK database over the period 1981 to 2003 than normally distributed risk models. This finding mirrors results in the US and Australia using identical methodology. Real estate investment risk is heteroskedastic, but the characteristic exponent of the investment risk function is constant across time – yet it may vary by property type. Asset diversification is far less effective at reducing the impact of non‐systematic investment risk on real estate portfolios than in the case of assets with normally distributed investment risk. The results, therefore, indicate that multi‐risk factor portfolio allocation models based on measures of investment codependence from finite‐variance statistics are ineffective in the real estate context

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Much of the literature on the construction of mixed asset portfolios and the case for property as a risk diversifier rests on correlations measured over the whole of a given time series. Recent developments in finance, however, focuses on dependence in the tails of the distribution. Does property offer diversification from equity markets when it is most needed - when equity returns are poor. The paper uses an empirical copula approach to test tail dependence between property and equity for the UK and for a global portfolio. Results show strong tail dependence: in the UK, the dependence in the lower tail is stronger than in the upper tail, casting doubt on the defensive properties of real estate stocks.

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Investment risk models with infinite variance provide a better description of distributions of individual property returns in the IPD database over the period 1981 to 2003 than Normally distributed risk models, which mirrors results in the U.S. and Australia using identical methodology. Real estate investment risk is heteroscedastic, but the Characteristic Exponent of the investment risk function is constant across time yet may vary by property type. Asset diversification is far less effective at reducing the impact of non-systematic investment risk on real estate portfolios than in the case of assets with Normally distributed investment risk. Multi-risk factor portfolio allocation models based on measures of investment codependence from finite-variance statistics are ineffectual in the real estate context.

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Review and critical reflection on 'The Matrix', in relation to questions of genre, aesthetics, representation, and cultural and industrial contexts.

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Magmas in volcanic conduits commonly contain microlites in association with preexisting phenocrysts, as often indicated by volcanic rock textures. In this study, we present two different experiments that inves- tigate the flow behavior of these bidisperse systems. In the first experiments, rotational rheometric methods are used to determine the rheology of monodisperse and polydisperse suspensions consisting of smaller, prolate particles (microlites) and larger, equant particles (phenocrysts) in a bubble‐free Newtonian liquid (silicate melt). Our data show that increasing the relative proportion of prolate microlites to equant pheno- crysts in a magma at constant total particle content can increase the relative viscosity by up to three orders of magnitude. Consequently, the rheological effect of particles in magmas cannot be modeled by assuming a monodisperse population of particles. We propose a new model that uses interpolated parameters based on the relative proportions of small and large particles and produces a considerably improved fit to the data than earlier models. In a second series of experiments we investigate the textures produced by shearing bimodal suspensions in gradually solidifying epoxy resin in a concentric cylinder setup. The resulting textures show the prolate particles are aligned with the flow lines and spherical particles are found in well‐organized strings, with sphere‐depleted shear bands in high‐shear regions. These observations may explain the measured variation in the shear thinning and yield stress behavior with increasing solid fraction and particle aspect ratio. The implications for magma flow are discussed, and rheological results and tex- tural observations are compared with observations on natural samples.

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