Why is it so difficult to identify a single indicator of water stress in plants? A proposal for a multivariate analysis to assess emergent properties

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Markovian versus non-Markovian stochastic quantization of a complex-action model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A Multivariate Calibration Procedure for UV/VIS Spectrometric Monitoring of BHK-21 Cell Metabolism and Growth

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Multivariate Development and Validation of a Stability-Indicating HPLC Method for the Determination of Glimepiride in Tablets

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A Multi-Stage Stochastic Non-Linear Model for Reactive Power Planning Under Contingencies

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Improved Upper Limits on the Stochastic Gravitational-Wave Background from 2009-2010 LIGO and Virgo Data

Gravitational waves from a variety of sources are predicted to superpose to create a stochastic background. This background is expected to contain unique information from throughout the history of the Universe that is unavailable through standard electromagnetic observations, making its study of fundamental importance to understanding the evolution of the Universe. We carry out a search for the stochastic background with the latest data from the LIGO and Virgo detectors. Consistent with predictions from most stochastic gravitational-wave background models, the data display no evidence of a stochastic gravitational-wave signal. Assuming a gravitational-wave spectrum of Omega(GW)(f) = Omega(alpha)(f/f(ref))(alpha), we place 95% confidence level upper limits on the energy density of the background in each of four frequency bands spanning 41.5-1726 Hz. In the frequency band of 41.5-169.25 Hz for a spectral index of alpha = 0, we constrain the energy density of the stochastic background to be Omega(GW)(f) < 5.6 x 10(-6). For the 600-1000 Hz band, Omega(GW)(f) < 0.14(f/900 Hz)(3), a factor of 2.5 lower than the best previously reported upper limits. We find Omega(GW)(f) < 1.8 x 10(-4) using a spectral index of zero for 170-600 Hz and Omega(GW)(f) < 1.0(f/1300 Hz)(3) for 1000-1726 Hz, bands in which no previous direct limits have been placed. The limits in these four bands are the lowest direct measurements to date on the stochastic background. We discuss the implications of these results in light of the recent claim by the BICEP2 experiment of the possible evidence for inflationary gravitational waves.

Systemic risk in dynamical networks with stochastic failure criterion

Complex non-linear interactions between banks and assets we model by two time-dependent Erdos-Renyi network models where each node, representing a bank, can invest either to a single asset (model I) or multiple assets (model II). We use a dynamical network approach to evaluate the collective financial failure -systemic risk- quantified by the fraction of active nodes. The systemic risk can be calculated over any future time period, divided into sub-periods, where within each sub-period banks may contiguously fail due to links to either i) assets or ii) other banks, controlled by two parameters, probability of internal failure p and threshold T-h ("solvency" parameter). The systemic risk decreases with the average network degree faster when all assets are equally distributed across banks than if assets are randomly distributed. The more inactive banks each bank can sustain (smaller T-h), the smaller the systemic risk -for some Th values in I we report a discontinuity in systemic risk. When contiguous spreading becomes stochastic ii) controlled by probability p(2) -a condition for the bank to be solvent (active) is stochasticthe- systemic risk decreases with decreasing p(2). We analyse the asset allocation for the U.S. banks. Copyright (C) EPLA, 2014

STOCHASTIC ADDING MACHINE AND 2-DIMENSIONAL JULIA SETS

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Multivariate analysis for animal selection in experimental research

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Transport and dynamical properties for a bouncing ball model with regular and stochastic perturbations

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Multivariate morphometrics and allometry and allometry in a polymorphic ant

In this paper we describe how morphological castes can be distinguished using multivariate statistical methods combined with jackknife estimators of the allometric coefficients. Data from the polymorphic ant, Camponotus rufipes, produced two distinct patterns of allometric variation, and thus two morphological castes. Morphometric analysis distinguished different allometric patterns within the two castes, with overall variability being greater in the major workers. Caste-specific scaling variabilities were associated with the relative importance of first principal component. The static multivariate allometric coefficients for each of 10 measured characters were different between castes, but their relative magnitudes within castes were similar. Multivariate statistical analysis of worker polymorphism in ants is a more complete descriptor of shape variation than, and provides statistical and conceptual advantages over, the standard bivariate techniques commonly used.

Multivariate analysis for selecting animals for experimental research

Background Several researchers seek methods for the selection of homogeneous groups of animals in experimental studies, a fact justified because homogeneity is an indispensable prerequisite for casualization of treatments. The lack of robust methods that comply with statistical and biological principles is the reason why researchers use empirical or subjective methods, influencing their results. Objective To develop a multivariate statistical model for the selection of a homogeneous group of animals for experimental research and to elaborate a computational package to use it. Methods The set of echocardiographic data of 115 male Wistar rats with supravalvular aortic stenosis (AoS) was used as an example of model development. Initially, the data were standardized, and became dimensionless. Then, the variance matrix of the set was submitted to principal components analysis (PCA), aiming at reducing the parametric space and at retaining the relevant variability. That technique established a new Cartesian system into which the animals were allocated, and finally the confidence region (ellipsoid) was built for the profile of the animals’ homogeneous responses. The animals located inside the ellipsoid were considered as belonging to the homogeneous batch; those outside the ellipsoid were considered spurious. Results The PCA established eight descriptive axes that represented the accumulated variance of the data set in 88.71%. The allocation of the animals in the new system and the construction of the confidence region revealed six spurious animals as compared to the homogeneous batch of 109 animals. Conclusion The biometric criterion presented proved to be effective, because it considers the animal as a whole, analyzing jointly all parameters measured, in addition to having a small discard rate.

Improved Regression Estimation of a Multivariate Relationship with Population Data on the Bivariate Relationship

Regression coefficients specify the partial effect of a regressor on the dependent variable. Sometimes the bivariate or limited multivariate relationship of that regressor variable with the dependent variable is known from population-level data. We show here that such population- level data can be used to reduce variance and bias about estimates of those regression coefficients from sample survey data. The method of constrained MLE is used to achieve these improvements. Its statistical properties are first described. The method constrains the weighted sum of all the covariate-specific associations (partial effects) of the regressors on the dependent variable to equal the overall association of one or more regressors, where the latter is known exactly from the population data. We refer to those regressors whose bivariate or limited multivariate relationships with the dependent variable are constrained by population data as being ‘‘directly constrained.’’ Our study investigates the improvements in the estimation of directly constrained variables as well as the improvements in the estimation of other regressor variables that may be correlated with the directly constrained variables, and thus ‘‘indirectly constrained’’ by the population data. The example application is to the marital fertility of black versus white women. The difference between white and black women’s rates of marital fertility, available from population-level data, gives the overall association of race with fertility. We show that the constrained MLE technique both provides a far more powerful statistical test of the partial effect of being black and purges the test of a bias that would otherwise distort the estimated magnitude of this effect. We find only trivial reductions, however, in the standard errors of the parameters for indirectly constrained regressors.

Stochastic Partial Budgeting: A New Look at an Old Tool

Farm business managers are constantly making adjustments in their businesses for smoother operations and profitability. Many times, these choices involve actions to enhance the financial return of the farm business; while other times these decisions are made out of necessity to minimize the effects of unfavorable conditions or events such as drought or changes in the market conditions. Some of these decisions are relatively simple, requiring making choices among alternatives within an enterprise; while others are complex involving a total overhaul of the business and its enterprises. Alternative choices within an individual enterprise can have a differential impact on farm profitability. Therefore, making the best decision may make the difference between profit or loss for that enterprise. Partial budgeting is very useful in making such changes within an enterprise of a farm.

Petroleum contamination impact on macrobenthic communities under the influence of an oil refinery: Integrating chemical and biological multivariate data

Petroleum contamination impact on macrobenthic communities in the northeast portion of Todos os Santos Bay was assessed combining in multivariate analyses, chemical parameters such as aliphatic and polycyclic aromatic hydrocarbon indices and concentration ratios with benthic ecological parameters. Sediment samples were taken in August 2000 with a 0.05 m(2) van Veen grab at 28 sampling locations. The predominance of n-alkanes with more than 24 carbons, together with CPI values close to one, and the fact that most of the stations showed UCM/resolved aliphatic hydrocarbons ratios (UCM:R) higher than two, indicated a high degree of anthropogenic contribution, the presence of terrestrial plant detritus, petroleum products and evidence of chronic oil pollution. The indices used to determine the origin of PAH indicated the occurrence of a petrogenic contribution. A pyrolytic contribution constituted mainly by fossil fuel combustion derived PAH was also observed. The results of the stepwise multiple regression analysis performed with chemical data and benthic ecological descriptors demonstrated that not only total PAH concentrations but also specific concentration ratios or indices such as >= C24:< C24, An/178 and Fl/Fl + Py, are determining the structure of benthic communities within the study area. According to the BIO-ENV results petroleum related variables seemed to have a main influence on macrofauna community structure. The PCA ordination performed with the chemical data resulted in the formation of three groups of stations. The decrease in macrofauna density, number of species and diversity from groups III to I seemed to be related to the occurrence of high aliphatic hydrocarbon and PAH concentrations associated with fine sediments. Our results showed that macrobenthic communities in the northeast portion of Todos os Santos Bay are subjected to the impact of chronic oil pollution as was reflected by the reduction in the number of species and diversity. These results emphasise the importance to combine in multivariate approaches not only total hydrocarbon concentrations but also indices, isomer pair ratios and specific compound concentrations with biological data to improve the assessment of anthropogenic impact on marine ecosystems. (c) 2008 Elsevier Ltd. All rights reserved.