819 resultados para robust mean
Resumo:
We investigate the nonequilibrium roughening transition of a one-dimensional restricted solid-on-solid model by directly sampling the stationary probability density of a suitable order parameter as the surface adsorption rate varies. The shapes of the probability density histograms suggest a typical Ginzburg-Landau scenario for the phase transition of the model, and estimates of the "magnetic" exponent seem to confirm its mean-field critical behavior. We also found that the flipping times between the metastable phases of the model scale exponentially with the system size, signaling the breaking of ergodicity in the thermodynamic limit. Incidentally, we discovered that a closely related model not considered before also displays a phase transition with the same critical behavior as the original model. Our results support the usefulness of off-critical histogram techniques in the investigation of nonequilibrium phase transitions. We also briefly discuss in the appendix a good and simple pseudo-random number generator used in our simulations.
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We analytically study the input-output properties of a neuron whose active dendritic tree, modeled as a Cayley tree of excitable elements, is subjected to Poisson stimulus. Both single-site and two-site mean-field approximations incorrectly predict a nonequilibrium phase transition which is not allowed in the model. We propose an excitable-wave mean-field approximation which shows good agreement with previously published simulation results [Gollo et al., PLoS Comput. Biol. 5, e1000402 (2009)] and accounts for finite-size effects. We also discuss the relevance of our results to experiments in neuroscience, emphasizing the role of active dendrites in the enhancement of dynamic range and in gain control modulation.
Resumo:
In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.
Resumo:
The continental margin of southeast Brazil is elevated. Onshore Tertiary basins and Late Cretaceous/Paleogene intrusions are good evidence for post breakup tectono-magmatic activity. To constrain the impact of post-rift reactivation on the geological history of the area, we carried out a new thermochronological study. Apatite fission track ages range from 60.7 +/- 1.9 Ma to 129.3 +/- 4.3 Ma, mean track lengths from 11.41 +/- 0.23 mu m to 14.31 +/- 0.24 mu m and a subset of the (U-Th)/He ages range from 45.1 +/- 1.5 to 122.4 +/- 2.5 Ma. Results of inverse thermal history modeling generally support the conclusions from an earlier study for a Late Cretaceous phase of cooling. Around the onshore Taubate Basin, for a limited number of samples, the first detectable period of cooling occurred during the Early Tertiary. The inferred thermal histories for many samples also imply subsequent reheating followed by Neogene cooling. Given the uncertainty of the inversion results, we did deterministic forward modeling to assess the range of possibilities of this Tertiary part of the thermal history. The evidence for reheating seems to be robust around the Taubate Basin, but elsewhere the data cannot discriminate between this and a less complex thermal history. However, forward modeling results and geological information support the conclusion that the whole area underwent cooling during the Neogene. The synchronicity of the cooling phases with Andean tectonics and those in NE Brazil leads us to assume a plate-wide compressional stress that reactivated inherited structures. The present-day topographic relief of the margin reflects a contribution from post-breakup reactivation and uplift.
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In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
Purpose: To investigate the rate of visual field and optic disc change in patients with distinct patterns of glaucomatous optic disc damage. Design: Prospective longitudinal study. Participants: A total of 131 patients with open-angle glaucoma with focal (n = 45), diffuse (n = 42), and sclerotic (n = 44) optic disc damage. Methods: Patients were examined every 4 months with standard automated perimetry (SAP, SITA Standard, 24-2 test, Humphrey Field Analyzer, Carl Zeiss Meditec, Dublin, CA) and confocal scanning laser tomography (CSLT, Heidelberg Retina Tomograph, Heidelberg Engineering GmbH, Heidelberg, Germany) for a period of 4 years. During this time, patients were treated according to a predefined protocol to achieve a target intraocular pressure (IOP). Rates of change were estimated by robust linear regression of visual field mean deviation (MD) and global optic disc neuroretinal rim area with follow-up time. Main Outcome Measures: Rates of change in MD and rim area. Results: Rates of visual field change in patients with focal optic disc damage (mean -0.34, standard deviation [SD] 0.69 dB/year) were faster than in patients with sclerotic (mean - 0.14, SD 0.77 dB/year) and diffuse (mean + 0.01, SD 0.37 dB/year) optic disc damage (P = 0.003, Kruskal-Wallis). Rates of optic disc change in patients with focal optic disc damage (mean - 11.70, SD 25.5 x 10(-3) mm(2)/year) were faster than in patients with diffuse (mean -9.16, SD 14.9 x 10(-3) mm(2)/year) and sclerotic (mean -0.45, SD 20.6 x 10(-3) mm(2)/year) optic disc damage, although the differences were not statistically significant (P = 0.11). Absolute IOP reduction from untreated levels was similar among the groups (P = 0.59). Conclusions: Patients with focal optic disc damage had faster rates of visual field change and a tendency toward faster rates of optic disc deterioration when compared with patients with diffuse and sclerotic optic disc damage, despite similar IOP reductions during follow-up. Financial Disclosure(s): Proprietary or commercial disclosure may be found after the references. Ophthalmology 2012; 119: 294-303 (C) 2012 by the American Academy of Ophthalmology.
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We investigate the canonical equilibrium of systems with long-range forces in competition. These forces create a modulation in the interaction potential and modulated phases appear at the system scale. The structure of these phases differentiate this system from monotonic potentials, where only the mean-field and disordered phases exist. With increasing temperature, the system switches from one ordered phase to another through a first-order phase transition. Both mean-field and modulated phases may be stable, even at zero temperature, and the long-range nature of the interaction will lead to metastability characterized by extremely long time scales.
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An explosive synchronization can be observed in scale-free networks when Kuramoto oscillators have natural frequencies equal to their number of connections. The present paper reports on mean-field approximations to determine the critical coupling of such explosive synchronization. It has been verified that the equation obtained for the critical coupling has an inverse dependence on the network average degree. This expression differs from those whose frequency distributions are unimodal and even. In this case, the critical coupling depends on the ratio between the first and second statistical moments of the degree distribution. Numerical simulations were also conducted to verify our analytical results.
A Robust Structural PGN Model for Control of Cell-Cycle Progression Stabilized by Negative Feedbacks
Resumo:
The cell division cycle comprises a sequence of phenomena controlled by a stable and robust genetic network. We applied a probabilistic genetic network (PGN) to construct a hypothetical model with a dynamical behavior displaying the degree of robustness typical of the biological cell cycle. The structure of our PGN model was inspired in well-established biological facts such as the existence of integrator subsystems, negative and positive feedback loops, and redundant signaling pathways. Our model represents genes interactions as stochastic processes and presents strong robustness in the presence of moderate noise and parameters fluctuations. A recently published deterministic yeast cell-cycle model does not perform as well as our PGN model, even upon moderate noise conditions. In addition, self stimulatory mechanisms can give our PGN model the possibility of having a pacemaker activity similar to the observed in the oscillatory embryonic cell cycle.
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This work proposes a computational tool to assist power system engineers in the field tuning of power system stabilizers (PSSs) and Automatic Voltage Regulators (AVRs). The outcome of this tool is a range of gain values for theses controllers within which there is a theoretical guarantee of stability for the closed-loop system. This range is given as a set of limit values for the static gains of the controllers of interest, in such a way that the engineer responsible for the field tuning of PSSs and/or AVRs can be confident with respect to system stability when adjusting the corresponding static gains within this range. This feature of the proposed tool is highly desirable from a practical viewpoint, since the PSS and AVR commissioning stage always involve some readjustment of the controller gains to account for the differences between the nominal model and the actual behavior of the system. By capturing these differences as uncertainties in the model, this computational tool is able to guarantee stability for the whole uncertain model using an approach based on linear matrix inequalities. It is also important to remark that the tool proposed in this paper can also be applied to other types of parameters of either PSSs or Power Oscillation Dampers, as well as other types of controllers (such as speed governors, for example). To show its effectiveness, applications of the proposed tool to two benchmarks for small signal stability studies are presented at the end of this paper.
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A systematic approach to model nonlinear systems using norm-bounded linear differential inclusions (NLDIs) is proposed in this paper. The resulting NLDI model is suitable for the application of linear control design techniques and, therefore, it is possible to fulfill certain specifications for the underlying nonlinear system, within an operating region of interest in the state-space, using a linear controller designed for this NLDI model. Hence, a procedure to design a dynamic output feedback controller for the NLDI model is also proposed in this paper. One of the main contributions of the proposed modeling and control approach is the use of the mean-value theorem to represent the nonlinear system by a linear parameter-varying model, which is then mapped into a polytopic linear differential inclusion (PLDI) within the region of interest. To avoid the combinatorial problem that is inherent of polytopic models for medium- and large-sized systems, the PLDI is transformed into an NLDI, and the whole process is carried out ensuring that all trajectories of the underlying nonlinear system are also trajectories of the resulting NLDI within the operating region of interest. Furthermore, it is also possible to choose a particular structure for the NLDI parameters to reduce the conservatism in the representation of the nonlinear system by the NLDI model, and this feature is also one important contribution of this paper. Once the NLDI representation of the nonlinear system is obtained, the paper proposes the application of a linear control design method to this representation. The design is based on quadratic Lyapunov functions and formulated as search problem over a set of bilinear matrix inequalities (BMIs), which is solved using a two-step separation procedure that maps the BMIs into a set of corresponding linear matrix inequalities. Two numerical examples are given to demonstrate the effectiveness of the proposed approach.
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The objective of this study was to validate three different models for predicting milk urea nitrogen using field conditions, attempting to evaluate the nutritional adequacy diets for dairy cows and prediction of nitrogen excreted to the environment. Observations (4,749) from 855 cows were used. Milk yield, body weight (BW), days in milk and parity were recorded on the milk sampling days. Milk was sampled monthly, for analysis of milk urea nitrogen (MUN), fat, protein, lactose and total solids concentration and somatic cells count. Individual dry matter intake was estimated using the NRC (2001). The three models studied were derived from a first one to predict urinary nitrogen (UN). Model 1 was MUN = UN/12.54, model 2 was MUN = UN/17.6 and model 3 was MUN = UN/(0.0259 × BW), adjusted by body weight effect. To evaluate models, they were tested for accuracy, precision and robustness. Despite being more accurate (mean bias = 0.94 mg/dL), model 2 was less precise (residual error = 4.50 mg/dL) than model 3 (mean bias = 1.41 and residual error = 4.11 mg/dL), while model 1 was the least accurate (mean bias = 6.94 mg/dL) and the least precise (residual error = 5.40 mg/dL). They were not robust, because they were influenced by almost all the variables studied. The three models for predicting milk urea nitrogen were different with respect to accuracy, precision and robustness.
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The use of geoid models to estimate the Mean Dynamic Topography was stimulated with the launching of the GRACE satellite system, since its models present unprecedented precision and space-time resolution. In the present study, besides the DNSC08 mean sea level model, the following geoid models were used with the objective of computing the MDTs: EGM96, EIGEN-5C and EGM2008. In the method adopted, geostrophic currents for the South Atlantic were computed based on the MDTs. In this study it was found that the degree and order of the geoid models affect the determination of TDM and currents directly. The presence of noise in the MDT requires the use of efficient filtering techniques, such as the filter based on Singular Spectrum Analysis, which presents significant advantages in relation to conventional filters. Geostrophic currents resulting from geoid models were compared with the HYCOM hydrodynamic numerical model. In conclusion, results show that MDTs and respective geostrophic currents calculated with EIGEN-5C and EGM2008 models are similar to the results of the numerical model, especially regarding the main large scale features such as boundary currents and the retroflection at the Brazil-Malvinas Confluence.
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Background: Few data on the definition of simple robust parameters to predict image noise in cardiac computed tomography (CT) exist. Objectives: To evaluate the value of a simple measure of subcutaneous tissue as a predictor of image noise in cardiac CT. Methods: 86 patients underwent prospective ECG-gated coronary computed tomographic angiography (CTA) and coronary calcium scoring (CAC) with 120 kV and 150 mA. The image quality was objectively measured by the image noise in the aorta in the cardiac CTA, and low noise was defined as noise < 30HU. The chest anteroposterior diameter and lateral width, the image noise in the aorta and the skin-sternum (SS) thickness were measured as predictors of cardiac CTA noise. The association of the predictors and image noise was performed by using Pearson correlation. Results: The mean radiation dose was 3.5 ± 1.5 mSv. The mean image noise in CT was 36.3 ± 8.5 HU, and the mean image noise in non-contrast scan was 17.7 ± 4.4 HU. All predictors were independently associated with cardiac CTA noise. The best predictors were SS thickness, with a correlation of 0.70 (p < 0.001), and noise in the non-contrast images, with a correlation of 0.73 (p < 0.001). When evaluating the ability to predict low image noise, the areas under the ROC curve for the non-contrast noise and for the SS thickness were 0.837 and 0.864, respectively. Conclusion: Both SS thickness and CAC noise are simple accurate predictors of cardiac CTA image noise. Those parameters can be incorporated in standard CT protocols to adequately adjust radiation exposure.