907 resultados para Asymptotic Variance of Estimate


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Relay selection for cooperative communications promises significant performance improvements, and is, therefore, attracting considerable attention. While several criteria have been proposed for selecting one or more relays, distributed mechanisms that perform the selection have received relatively less attention. In this paper, we develop a novel, yet simple, asymptotic analysis of a splitting-based multiple access selection algorithm to find the single best relay. The analysis leads to simpler and alternate expressions for the average number of slots required to find the best user. By introducing a new contention load' parameter, the analysis shows that the parameter settings used in the existing literature can be improved upon. New and simple bounds are also derived. Furthermore, we propose a new algorithm that addresses the general problem of selecting the best Q >= 1 relays, and analyze and optimize it. Even for a large number of relays, the scalable algorithm selects the best two relays within 4.406 slots and the best three within 6.491 slots, on average. We also propose a new and simple scheme for the practically relevant case of discrete metrics. Altogether, our results develop a unifying perspective about the general problem of distributed selection in cooperative systems and several other multi-node systems.

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This paper gives a new iterative algorithm for kernel logistic regression. It is based on the solution of a dual problem using ideas similar to those of the Sequential Minimal Optimization algorithm for Support Vector Machines. Asymptotic convergence of the algorithm is proved. Computational experiments show that the algorithm is robust and fast. The algorithmic ideas can also be used to give a fast dual algorithm for solving the optimization problem arising in the inner loop of Gaussian Process classifiers.

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This study examines the properties of Generalised Regression (GREG) estimators for domain class frequencies and proportions. The family of GREG estimators forms the class of design-based model-assisted estimators. All GREG estimators utilise auxiliary information via modelling. The classic GREG estimator with a linear fixed effects assisting model (GREG-lin) is one example. But when estimating class frequencies, the study variable is binary or polytomous. Therefore logistic-type assisting models (e.g. logistic or probit model) should be preferred over the linear one. However, other GREG estimators than GREG-lin are rarely used, and knowledge about their properties is limited. This study examines the properties of L-GREG estimators, which are GREG estimators with fixed-effects logistic-type models. Three research questions are addressed. First, I study whether and when L-GREG estimators are more accurate than GREG-lin. Theoretical results and Monte Carlo experiments which cover both equal and unequal probability sampling designs and a wide variety of model formulations show that in standard situations, the difference between L-GREG and GREG-lin is small. But in the case of a strong assisting model, two interesting situations arise: if the domain sample size is reasonably large, L-GREG is more accurate than GREG-lin, and if the domain sample size is very small, estimation of assisting model parameters may be inaccurate, resulting in bias for L-GREG. Second, I study variance estimation for the L-GREG estimators. The standard variance estimator (S) for all GREG estimators resembles the Sen-Yates-Grundy variance estimator, but it is a double sum of prediction errors, not of the observed values of the study variable. Monte Carlo experiments show that S underestimates the variance of L-GREG especially if the domain sample size is minor, or if the assisting model is strong. Third, since the standard variance estimator S often fails for the L-GREG estimators, I propose a new augmented variance estimator (A). The difference between S and the new estimator A is that the latter takes into account the difference between the sample fit model and the census fit model. In Monte Carlo experiments, the new estimator A outperformed the standard estimator S in terms of bias, root mean square error and coverage rate. Thus the new estimator provides a good alternative to the standard estimator.

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In this thesis we deal with the concept of risk. The objective is to bring together and conclude on some normative information regarding quantitative portfolio management and risk assessment. The first essay concentrates on return dependency. We propose an algorithm for classifying markets into rising and falling. Given the algorithm, we derive a statistic: the Trend Switch Probability, for detection of long-term return dependency in the first moment. The empirical results suggest that the Trend Switch Probability is robust over various volatility specifications. The serial dependency in bear and bull markets behaves however differently. It is strongly positive in rising market whereas in bear markets it is closer to a random walk. Realized volatility, a technique for estimating volatility from high frequency data, is investigated in essays two and three. In the second essay we find, when measuring realized variance on a set of German stocks, that the second moment dependency structure is highly unstable and changes randomly. Results also suggest that volatility is non-stationary from time to time. In the third essay we examine the impact from market microstructure on the error between estimated realized volatility and the volatility of the underlying process. With simulation-based techniques we show that autocorrelation in returns leads to biased variance estimates and that lower sampling frequency and non-constant volatility increases the error variation between the estimated variance and the variance of the underlying process. From these essays we can conclude that volatility is not easily estimated, even from high frequency data. It is neither very well behaved in terms of stability nor dependency over time. Based on these observations, we would recommend the use of simple, transparent methods that are likely to be more robust over differing volatility regimes than models with a complex parameter universe. In analyzing long-term return dependency in the first moment we find that the Trend Switch Probability is a robust estimator. This is an interesting area for further research, with important implications for active asset allocation.

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Artificial neural networks (ANNs) have shown great promise in modeling circuit parameters for computer aided design applications. Leakage currents, which depend on process parameters, supply voltage and temperature can be modeled accurately with ANNs. However, the complex nature of the ANN model, with the standard sigmoidal activation functions, does not allow analytical expressions for its mean and variance. We propose the use of a new activation function that allows us to derive an analytical expression for the mean and a semi-analytical expression for the variance of the ANN-based leakage model. To the best of our knowledge this is the first result in this direction. Our neural network model also includes the voltage and temperature as input parameters, thereby enabling voltage and temperature aware statistical leakage analysis (SLA). All existing SLA frameworks are closely tied to the exponential polynomial leakage model and hence fail to work with sophisticated ANN models. In this paper, we also set up an SLA framework that can efficiently work with these ANN models. Results show that the cumulative distribution function of leakage current of ISCAS'85 circuits can be predicted accurately with the error in mean and standard deviation, compared to Monte Carlo-based simulations, being less than 1% and 2% respectively across a range of voltage and temperature values.

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Previous studies indicate that positive learning experiences are related to academic achievement as well as to well-being. On the other hand, emotional and motivational problems in studying may pose a risk for both academic achievement and well-being. Thus, emotions and motivation have an increasing role in explaining university students learning and studying. The relations between emotions, motivation, study success and well-being have been less frequently studied. The aim of this study was to investigate what kind of academic emotions, motivational factors and problems in studying students experienced five days before an exam of an activating lecture course, and the relations among these factors as well as their relation to self-study time and study success. Furthermore, the effect of all these factors on well-being, flow experience and academic achievement was examined. The term academic emotion was defined as emotion experienced in academic settings and related to studying. In the present study the theoretical background to motivational factors was based on thinking strategies and attributions, flow experience and task value. Problems in studying were measured in terms of exhaustion, anxiety, stress, lack of interest, lack of self-regulation and procrastination. The data were collected in December 2009 in an activating educational psychology lecture course by using a questionnaire. The participants (n=107) were class and kindergarten teacher students from the University of Helsinki. Most of them were first year students. The course grades were also gathered. Correlations and stepwise regression analysis were carried out to find out the factors that were related to or explained study success. The clusters that presented students´ problems in studying as well as thinking strategies and attributions, were found through hierarchical cluster analysis. K-means cluster analysis was used to form the final groups. One-way analysis of variance, Kruskal-Wallis test and crosstabs were conducted to see whether the students in different clusters varied in terms of study success, academic emotions, task value, flow, and background variables. The results indicated that academic emotions measured five days before the exam explained about 30 % of the variance of the course grade; exhaustion and interest positively, and anxiety negatively. In addition, interest as well as the self-study time best explained study success on the course. The participants were classified into three clusters according to their problems in studying as well as their thinking strategies and attributions: 1) ill-being, 2) carefree, and 3) committed and optimistic students. Ill-being students reported most negative emotions, achieved the worst grades, experienced anxiety rather than flow and were also the youngest. Carefree students, on the other hand, expressed the least negative emotions and spent the least time on self-studying, and like committed students, experienced flow. In addition, committed students reported positive emotions the most often and achieved the best grades on the course. In the future, more in-depth understanding how and why especially young first year students experience their studying hard is needed, because early state of the studies is shown to predict later study success.

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Productive coexistence and coexistence gain of populations were studied using nine years' data from field experiments of Taxodium ascendens-intercrop systems in Lixiahe, Jiangsu Province, China. A theoretical framework for productive coexistence in agroforestry was developed. Interaction patterns between trees and intercrops were presented within this framework. A model framework was developed to describe the coexistence gain and interaction of populations in T. ascendens-intercrop systems. Facilitation and resource sharing were identified as main contribution to the advantage of species combination in agroforestry. The model of population interaction developed in the present study was accepted for describing the interaction of populations in T. ascendens-intercrop systems, because it explained a high proportion of the variance of experimental data and fitted well the observations in most intercropping types. The model developed in the present study provides flexibility for describing different patterns of intra- and inter-specific interactions. Model coefficients were applied to the determination of the ecological compatibility of species. Managed T. ascendens-intercrop systems were advantageous as compared to a monoculture of trees or arable crops. In T. ascendens stands up to the age of three, arable crops contributed about 50-80 % of the total biomass yield of agroforestry. The diameter or height growth of T. ascendens was not significantly influenced by intercrops, indicating that intercropping under trees produced extra yields but did not depress the tree growth. When the trees were young (during the first three years), T. ascendens did not depress the crop yields, and a land equivalent ratio greater than unity was obtained together with a high yield of both components. The diameter and height of the trees were similar in four spacing configurations with an equal number of trees per hectare up to the age of eight, but wider between-rows open range were beneficial for the intercrops. The relationship between open-ranges and species coexistence was also analysed and the distribution of soil nutrients studied.

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Recently we presented a microscopic expression for dielectric friction on a rotating dipole. This expression has a rather curious structure, involving the contributions of the transverse polarization modes of the solvent and also of the molecular length scale processes. It is shown here that under proper limiting conditions, this expression reduces exactly to the classical continuum model expression of Nee and Zwanzig [J. Chem. Phys. 52, 6353 (1970)]. The derivation requires the use of the asymptotic form of the orientation‐dependent total pair correlation function, the neglect of the contributions of translational modes of the solvent, and also the use of the limit that the size of the solvent molecules goes to zero. Thus, the derivation can be important in understanding the validity of the continuum model and can also help in explaining the results of a recent computer simulation study of dielectric relaxation in a Brownian dipolar lattice.

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Unsteady propagation of spherical flames, both inward and outward, are studied numerically extensively for single-step reaction and for different Lewis numbers of fuel/oxidizer. The dependence of flame speed ratio (s) and flame temperature ratio are obtained for a range of Lewis numbers and stretch (kappa) values. These results of s versus kappa show that the asymptotic theory by Frankel and Sivashinsky is reasonable for outward propagation. Other theories are unsatisfactory both quantitatively and qualitatively. The stretch effects are much higher for negative stretch than for positive stretch, as also seen in the theory of Frankel and Sivashinsky. The linearity of the flame speed ratio vs stretch relationship is restricted to nondimensional stretch of +/-0.1. It is shown further that the results from cylindrical flames are identical to the spherical flame on flame speed ratio versus nondimensional stretch plot thus confirming the generality of the concept of stretch. The comparison of the variation of (ds/dkappa)kappa=0 with beta(Lc - 1) show an offset between the computed and the asymptotic results of Matalon and Matkowsky. The departure of negative stretch results from this variation is significant. Several earlier experimental results are analysed and set out in the form of s versus kappa plot. Comparison of the results with experiments seem reasonable for negative stretch. The results for positive stretch are satisfactory qualitatively for a few cases. For rich propane-air, there are qualitative differences pointing to the need for full chemistry calculations in the extraction of stretch effects.

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Gas-phase controlled absorption of ammonia in foams made of solutions of sulphuric acid has been studied experimentally. Effects of gas-phase concentration of ammonia and type of surfactant on the performance of the foam-bed reactor are investigated. Gas-phase controlled absorption from a spherical bubble is anaylzed using the asymptotic value of Sherwood number (Sh = 6.58), for both negligible as well as significant changes in the volume of the bubble. The experimental data are shown to be in good agreement with the single-stage model of the foam-bed reactor using these asymptotic sub-models, as well as the diffusion-in-sphere analysis available in literature. Influence of effective diffusivity on the time dependence of fractional gas absorption has been found to be unimportant for foam columns with large times of contact. The asymptotic sub-models have been compared and use of the rigid-sphere asymptotic sub-model is recommended for foam columns of practical relevence.

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This paper presents a new strategy for load distribution in a single-level tree network equipped with or without front-ends. The load is distributed in more than one installment in an optimal manner to minimize the processing time. This is a deviation and an improvement over earlier studies in which the load distribution is done in only one installment. Recursive equations for the general case, and their closed form solutions for a special case in which the network has identical processors and identical links, are derived. An asymptotic analysis of the network performance with respect to the number of processors and the number of installments is carried out. Discussions of the results in terms of some practical issues like the tradeoff relationship between the number of processors and the number of installments are also presented.

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We study the steady turn behaviours of some light motorcycle models on circular paths, using the commercial software package ADAMS-Motorcycle. Steering torque and steering angle are obtained for several path radii and a range of steady forward speeds. For path radii much greater than motorcycle wheelbase, and for all motorcycle parameters including tyre parameters held fixed, dimensional analysis can predict the asymptotic behaviour of steering torque and angle. In particular, steering torque is a function purely of lateral acceleration plus another such function divided by path radius. Of these, the first function is numerically determined, while the second is approximated by an analytically determined constant. Similarly, the steering angle is a function purely of lateral acceleration, plus another such function divided by path radius. Of these, the first is determined numerically while the second is determined analytically. Both predictions are verified through ADAMS simulations for various tyre and geometric parameters. In summary, steady circular motions of a given motorcycle with given tyre parameters can be approximately characterised by just one curve for steering torque and one for steering angle.

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An asymptotic analysis of the two-dimensional turbulent near-wake flow behind a Rat plate with sharp trailing edge has been formulated, The feature that the near-wake, which is dominated by the mixing of the oncoming turbulent boundary layers retains, to a large extent, the memory of the turbulent structure of the upstream boundary layer has been exploited to develop the analysis. This analysis leads to two regions of the near-wake flow (the inner near-wake and the outer near-wake) for which the governing equations are derived. The matching conditions among these regions lead to a logarithmic variation in the normal direction in the overlapping region surrounding the inner near-wake. These features are validated by the available experimental data. Similarity solutions for the velocity distribution (which satisfy the required matching conditions) in the inner near-wake and outer near-wake regions have been obtained by making the appropriate eddy-viscosity assumptions, Uniformly valid solutions for velocity distribution have been constructed for the near-wake. The solutions show good agreement with available experimental data. (C) Elsevier, Paris.

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An unsteady flow and heat transfer of a viscous incompressible electrically conducting fluid over a rotating infinite disk in an otherwise ambient fluid are studied. The unsteadiness in the flow field is caused by the angular velocity of the disk which varies with time. The magnetic field is applied normal to the disk surface. The new self-similar solution of the Navier-Stokes and energy equations is obtained numerically. The solution obtained here is not only the solution of the Navier-Stokes equations, but also of the boundary layer equations. Also, for a simple scaling factor, it represents the solution of the flow and heat transfer in the forward stagnation-point region of a rotating sphere or over a rotating cone. The asymptotic behaviour of the solution for a large magnetic field or for a large independent variable is also examined. The surface shear stresses in the radial and tangential directions and the surface heat transfer increase as the acceleration parameter increases. Also the surface shear stress in the radial direction and the surface heat transfer decrease with increasing magnetic field, but the surface shear stress in the tangential direction increases. (C) 2002 Editions scientifiques et medicales Elsevier SAS. All rights reserved.

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In this paper, we study the propagation of a shock wave in water, produced by the expansion of a spherical piston with a finite initial radius. The piston path in the x, t plane is a hyperbola. We have considered the following two cases: (i) the piston accelerates from a zero initial velocity and attains a finite velocity asymptotically as t tends to infinity, and (ii) the piston decelerates, starting from a finite initial velocity. Since an analytic approach to this problem is extremely difficult, we have employed the artificial viscosity method of von Neumann & Richtmyer after examining its applicability in water. For the accelerating piston case, we have studied the effect of different initial radii of the piston, different initial curvatures of the piston path in the x, t plane and the different asymptotic speeds of the piston. The decelerating case exhibits the interesting phenomenon of the formation of a cavity in water when the deceleration of the piston is sufficiently high. We have also studied the motion of the cavity boundary up to 550 cycles.