819 resultados para Minimal entropy martingale measure


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Data assimilation methods which avoid the assumption of Gaussian error statistics are being developed for geoscience applications. We investigate how the relaxation of the Gaussian assumption affects the impact observations have within the assimilation process. The effect of non-Gaussian observation error (described by the likelihood) is compared to previously published work studying the effect of a non-Gaussian prior. The observation impact is measured in three ways: the sensitivity of the analysis to the observations, the mutual information, and the relative entropy. These three measures have all been studied in the case of Gaussian data assimilation and, in this case, have a known analytical form. It is shown that the analysis sensitivity can also be derived analytically when at least one of the prior or likelihood is Gaussian. This derivation shows an interesting asymmetry in the relationship between analysis sensitivity and analysis error covariance when the two different sources of non-Gaussian structure are considered (likelihood vs. prior). This is illustrated for a simple scalar case and used to infer the effect of the non-Gaussian structure on mutual information and relative entropy, which are more natural choices of metric in non-Gaussian data assimilation. It is concluded that approximating non-Gaussian error distributions as Gaussian can give significantly erroneous estimates of observation impact. The degree of the error depends not only on the nature of the non-Gaussian structure, but also on the metric used to measure the observation impact and the source of the non-Gaussian structure.

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Aims To investigate the relationship between adiposity and plasma free fatty acid levels and the influence of total plasma free fatty acid level on insulin sensitivity and β-cell function. Methods An insulin sensitivity index, acute insulin response to glucose and a disposition index, derived from i.v. glucose tolerance minimal model analysis and total fasting plasma free fatty acid levels were available for 533 participants in the Reading, Imperial, Surrey, Cambridge, Kings study. Bivariate correlations were made between insulin sensitivity index, acute insulin response to glucose and disposition index and both adiposity measures (BMI, waist circumference and body fat mass) and total plasma free fatty acid levels. Multivariate linear regression analysis was performed, controlling for age, sex, ethnicity and adiposity. Results After adjustment, all adiposity measures were inversely associated with insulin sensitivity index (BMI: β = −0.357; waist circumference: β = −0.380; body fat mass: β = −0.375) and disposition index (BMI: β = −0.215; waist circumference: β = −0.248; body fat mass: β = −0.221) and positively associated with acute insulin response to glucose [BMI: β = 0.200; waist circumference: β = 0.195; body fat mass β = 0.209 (P values <0.001)]. Adiposity explained 13, 4 and 5% of the variation in insulin sensitivity index, acute insulin response to glucose and disposition index, respectively. After adjustment, no adiposity measure was associated with free fatty acid level, but total plasma free fatty acid level was inversely associated with insulin sensitivity index (β = −0.133), acute insulin response to glucose (β = −0.148) and disposition index [β = −0.218 (P values <0.01)]. Plasma free fatty acid concentration accounted for 1.5, 2 and 4% of the variation in insulin sensitivity index, acute insulin response to glucose and disposition index, respectively. Conclusions Plasma free fatty acid levels have a modest negative association with insulin sensitivity, β-cell secretion and disposition index but no association with adiposity measures. It is unlikely that plasma free fatty acids are the primary mediators of obesity-related insulin resistance or β-cell dysfunction.

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Purpose – This paper aims to address the gaps in service recovery strategy assessment. An effective service recovery strategy that prevents customer defection after a service failure is a powerful managerial instrument. The literature to date does not present a comprehensive assessment of service recovery strategy. It also lacks a clear picture of the service recovery actions at managers’ disposal in case of failure and the effectiveness of individual strategies on customer outcomes. Design/methodology/approach – Based on service recovery theory, this paper proposes a formative index of service recovery strategy and empirically validates this measure using partial least-squares path modelling with survey data from 437 complainants in the telecommunications industry in Egypt. Findings – The CURE scale (CUstomer REcovery scale) presents evidence of reliability as well as convergent, discriminant and nomological validity. Findings also reveal that problem-solving, speed of response, effort, facilitation and apology are the actions that have an impact on the customer’s satisfaction with service recovery. Practical implications – This new formative index is of potential value in investigating links between strategy and customer evaluations of service by helping managers identify which actions contribute most to changes in the overall service recovery strategy as well as satisfaction with service recovery. Ultimately, the CURE scale facilitates the long-term planning of effective complaint management. Originality/value – This is the first study in the service marketing literature to propose a comprehensive assessment of service recovery strategy and clearly identify the service recovery actions that contribute most to changes in the overall service recovery strategy.

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In this article, the authors develop a new measurement scale (the RELQUAL scale) to assess the degree of relationship quality between the exporting firm and the importer. Relationship quality is presented as a high-order concept. Findings reveal that a better quality of the relationship results in a greater (1) amount of information sharing, (2) communication quality, (3) long-term orientation, as well as (4) satisfaction with the relationship. The four multi-item scales show strong evidence of reliability as well as convergent, discriminant and nomological validity in a sample of British exporters. Findings also reveal that relationship quality is positively and significantly associated with export performance. Suggestions for applying the measure in future research are presented.

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This article is a direct response to a recent observation in the literature that managers appear to be short-term oriented in their assessment of the performance of an export venture (Madsen 1998). On the basis of a cross-national survey of exporting firms, the authors present a three-dimensional scale for assessing managerial judgment of short-term export performance (i.e., the STEP scale). The three dimensions are (1) satisfaction with short-term performance improvement, (2) short-term exporting intensity improvement, and (3) expected short-term performance improvement. The scale presents evidence of reliability as well as convergent, discriminant, and nomological validity, and it reveals factorial similarity and factorial equivalence across both samples. The authors outline managerial and public policy implications that stem from the scale and identify avenues for further export marketing research.

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This paper describes the methodology used to compile a corpus called MorphoQuantics that contains a comprehensive set of 17,943 complex word types extracted from the spoken component of the British National Corpus (BNC). The categorisation of these complex words was derived primarily from the classification of Prefixes, Suffixes and Combining Forms proposed by Stein (2007). The MorphoQuantics corpus has been made available on a website of the same name; it lists 554 word-initial and 281 word-final morphemes in English, their etymology and meaning, and records the type and token frequencies of all the associated complex words containing these morphemes from the spoken element of the BNC, together with their Part of Speech. The results show that, although the number of word-initial affixes is nearly double that of word-final affixes, the relative number of each observed in the BNC is very similar; however, word-final affixes are more productive in that, on average, the frequency with which they attach to different bases is three times that of word-initial affixes. Finally, this paper considers how linguists, psycholinguists and psychologists may use MorphoQuantics to support their empirical work in first and second language acquisition, and clinical and educational research.

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There is an on-going debate on the environmental effects of genetically modified crops to which this paper aims to contribute. First, data on environmental impacts of genetically modified (GM) and conventional crops are collected from peer-reviewed journals, and secondly an analysis is conducted in order to examine which crop type is less harmful for the environment. Published data on environmental impacts are measured using an array of indicators, and their analysis requires their normalisation and aggregation. Taking advantage of composite indicators literature, this paper builds composite indicators to measure the impact of GM and conventional crops in three dimensions: (1) non-target key species richness, (2) pesticide use, and (3) aggregated environmental impact. The comparison between the three composite indicators for both crop types allows us to establish not only a ranking to elucidate which crop is more convenient for the environment but the probability that one crop type outperforms the other from an environmental perspective. Results show that GM crops tend to cause lower environmental impacts than conventional crops for the analysed indicators.

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PECAM-1 is a member of the superfamily of immunoglobulins (Ig) and is expressed on platelets at moderate level. PECAM-1 has been reported to have contrasting effects on platelet activation by the collagen receptor GPVI and the integrin, alphaIIbbeta3, even though both receptors signal through Src-kinase regulation of PLCgamma2. The present study compares the role of PECAM-1 on platelet activation by these two receptors and by the lectin receptor, CLEC-2, which also signals via PLCgamma2. Studies using PECAM-1 knockout-mice and cross-linking of PECAM-1 using specific antibodies demonstrated a minor inhibitory role on platelet responses to the above three receptors and also under some conditions to the G-protein agonist thrombin. The degree of inhibition was considerably less than that produced by PGI2, which elevates cAMP. There was no significant difference in thrombus formation on collagen in PECAM-1-/- platelets relative to litter-matched controls. The very weak inhibitory effect of PECAM-1 on platelet activation relative to that of PGI2 indicate that the Ig-receptor is not a major regulator of platelet activation. PECAM-1 has been reported to have contrasting effects on platelet activation. The present study demonstrates a very mild or negligible effect on platelet activation in response to stimulation by a variety of agonists, thereby questioning the physiological role of the immunoglobulin receptor as a major regulator of platelet activation.

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Abstract: A new methodology was created to measure the energy consumption and related green house gas (GHG) emissions of a computer operating system (OS) across different device platforms. The methodology involved the direct power measurement of devices under different activity states. In order to include all aspects of an OS, the methodology included measurements in various OS modes, whilst uniquely, also incorporating measurements when running an array of defined software activities, so as to include OS application management features. The methodology was demonstrated on a laptop and phone that could each run multiple OSs, results confirmed that OS can significantly impact the energy consumption of devices. In particular, the new versions of the Microsoft Windows OS were tested and highlighted significant differences between the OS versions on the same hardware. The developed methodology could enable a greater awareness of energy consumption, during both the software development and software marketing processes.

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Let λ1,…,λn be real numbers in (0,1) and p1,…,pn be points in Rd. Consider the collection of maps fj:Rd→Rd given by fj(x)=λjx+(1−λj)pj. It is a well known result that there exists a unique nonempty compact set Λ⊂Rd satisfying Λ=∪nj=1fj(Λ). Each x∈Λ has at least one coding, that is a sequence (ϵi)∞i=1 ∈{1,…,n}N that satisfies limN→∞fϵ1…fϵN(0)=x. We study the size and complexity of the set of codings of a generic x∈Λ when Λ has positive Lebesgue measure. In particular, we show that under certain natural conditions almost every x∈Λ has a continuum of codings. We also show that almost every x∈Λ has a universal coding. Our work makes no assumptions on the existence of holes in Λ and improves upon existing results when it is assumed Λ contains no holes.

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We study the dynamical properties of certain shift spaces. To help study these properties we introduce two new classes of shifts, namely boundedly supermultiplicative (BSM) shifts and balanced shifts. It turns out that any almost specified shift is both BSM and balanced, and any balanced shift is BSM. However, as we will demonstrate, there are examples of shifts which are BSM but not balanced. We also study the measure theoretic properties of balanced shifts. We show that a shift space admits a Gibbs state if and only if it is balanced. Restricting ourselves to S-gap shifts, we relate certain dynamical properties of an S-gap shift to combinatorial properties from expansions in non-integer bases. This identification allows us to use the machinery from expansions in non-integer bases to give straightforward constructions of S -gap shifts with certain desirable properties. We show that for any q∈(0,1) there is an S-gap shift which has the specification property and entropy q . We also use this identification to address the question, for a given q∈(0,1), how many S-gap shifts exist with entropy q? For certain exceptional values of q there is a unique S-gap shift with this entropy.

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We give an a posteriori analysis of a semidiscrete discontinuous Galerkin scheme approximating solutions to a model of multiphase elastodynamics, which involves an energy density depending not only on the strain but also the strain gradient. A key component in the analysis is the reduced relative entropy stability framework developed in Giesselmann (2014, SIAM J. Math. Anal., 46, 3518–3539). This framework allows energy-type arguments to be applied to continuous functions. Since we advocate the use of discontinuous Galerkin methods we make use of two families of reconstructions, one set of discrete reconstructions and a set of elliptic reconstructions to apply the reduced relative entropy framework in this setting.

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We give an a priori analysis of a semi-discrete discontinuous Galerkin scheme approximating solutions to a model of multiphase elastodynamics which involves an energy density depending not only on the strain but also the strain gradient. A key component in the analysis is the reduced relative entropy stability framework developed in Giesselmann (SIAM J Math Anal 46(5):3518–3539, 2014). The estimate we derive is optimal in the L∞(0,T;dG) norm for the strain and the L2(0,T;dG) norm for the velocity, where dG is an appropriate mesh dependent H1-like space.

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Conference proceedings paper in Alexander, O. (Ed.) 2007, Proceedings of the 2005 joint BALEAP/SATEFL conference: New Approaches to Materials Development for Language Learning. Bern: Peter Lang.