INFERENCE FOR EIGENVALUES AND EIGENVECTORS OF GAUSSIAN SYMMETRIC MATRICES

This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent repeated samples from one or two populations. These inference problems are relevant in the analysis of diffusion tensor imaging data and polarized cosmic background radiation data, where the observations are, respectively, 3 x 3 and 2 x 2 symmetric positive definite matrices. The parameter sets involved in the inference problems for eigenvalues and eigenvectors are subsets of Euclidean space that are either affine subspaces, embedded submanifolds that are invariant under orthogonal transformations or polyhedral convex cones. We show that for a class of sets that includes the ones considered in this paper, the MLEs of the mean parameter do not depend on the covariance parameters if and only if the covariance structure is orthogonally invariant. Closed-form expressions for the MLEs and the associated LLRs are derived for this covariance structure.

Context tree selection: A unifying view

Context tree models have been introduced by Rissanen in [25] as a parsimonious generalization of Markov models. Since then, they have been widely used in applied probability and statistics. The present paper investigates non-asymptotic properties of two popular procedures of context tree estimation: Rissanen's algorithm Context and penalized maximum likelihood. First showing how they are related, we prove finite horizon bounds for the probability of over- and under-estimation. Concerning overestimation, no boundedness or loss-of-memory conditions are required: the proof relies on new deviation inequalities for empirical probabilities of independent interest. The under-estimation properties rely on classical hypotheses for processes of infinite memory. These results improve on and generalize the bounds obtained in Duarte et al. (2006) [12], Galves et al. (2008) [18], Galves and Leonardi (2008) [17], Leonardi (2010) [22], refining asymptotic results of Buhlmann and Wyner (1999) [4] and Csiszar and Talata (2006) [9]. (C) 2011 Elsevier B.V. All rights reserved.

The impact of measurement errors in the identification of regulatory networks

Background: There are several studies in the literature depicting measurement error in gene expression data and also, several others about regulatory network models. However, only a little fraction describes a combination of measurement error in mathematical regulatory networks and shows how to identify these networks under different rates of noise. Results: This article investigates the effects of measurement error on the estimation of the parameters in regulatory networks. Simulation studies indicate that, in both time series (dependent) and non-time series (independent) data, the measurement error strongly affects the estimated parameters of the regulatory network models, biasing them as predicted by the theory. Moreover, when testing the parameters of the regulatory network models, p-values computed by ignoring the measurement error are not reliable, since the rate of false positives are not controlled under the null hypothesis. In order to overcome these problems, we present an improved version of the Ordinary Least Square estimator in independent (regression models) and dependent (autoregressive models) data when the variables are subject to noises. Moreover, measurement error estimation procedures for microarrays are also described. Simulation results also show that both corrected methods perform better than the standard ones (i.e., ignoring measurement error). The proposed methodologies are illustrated using microarray data from lung cancer patients and mouse liver time series data. Conclusions: Measurement error dangerously affects the identification of regulatory network models, thus, they must be reduced or taken into account in order to avoid erroneous conclusions. This could be one of the reasons for high biological false positive rates identified in actual regulatory network models.

DAVID HOMEOMORPHISMS VIA CARLESON BOXES

We construct a family of examples of increasing homeomorphisms of the real line whose local quasi-symmetric distortion blows up almost everywhere, which nevertheless can be realized as the boundary values of David homeomorphisms of the upper half-plane. The construction of such David extensions uses Carleson boxes.

An oracle approach for interaction neighborhood estimation in random fields

We consider the problem of interaction neighborhood estimation from the partial observation of a finite number of realizations of a random field. We introduce a model selection rule to choose estimators of conditional probabilities among natural candidates. Our main result is an oracle inequality satisfied by the resulting estimator. We use then this selection rule in a two-step procedure to evaluate the interacting neighborhoods. The selection rule selects a small prior set of possible interacting points and a cutting step remove from this prior set the irrelevant points. We also prove that the Ising models satisfy the assumptions of the main theorems, without restrictions on the temperature, on the structure of the interacting graph or on the range of the interactions. It provides therefore a large class of applications for our results. We give a computationally efficient procedure in these models. We finally show the practical efficiency of our approach in a simulation study.

Eddy Formation in the Tropical Atlantic Induced by Abrupt Changes in the Meridional Overturning Circulation

The variability of the meridional overturning circulation (MOC) in the upper tropical Atlantic basin is investigated using a reduced-gravity model in a simplified domain. Four sets of idealized numerical experiments are performed: (i) switch-on of the MOC until a fixed value when a constant northward flow is applied along the western boundary; (ii) MOC with a variable flow; (iii) MOC in a quasi-steady flow; and (iv) shutdown of the MOC in the Northern Hemisphere. Results from experiments (i) show that eddies are generated at the equatorial region by shear instability and detached northward; eddies are responsible for an enhancement of the mean flow and the variability of the MOC. Results from experiments (ii) show a transitional behavior of the MOC related to the eddy generation in interannual-decadal time scales as the Reynolds number varies due to the variations in the MOC. In experiments (iii), a critical Reynolds number Re(c) around 30 is found, above which eddies are generated. Experiments (iv) demonstrate that even after the collapse of MOC in the Northern Hemisphere, eddies can still be generated and carry energy across the equator into the Northern Hemisphere; these eddies act to attenuate the impact of the MOC shutdown on short time scales. The results described here may be particularly pertinent to ocean general circulation models in which the Reynolds number lies close to the bifurcation point separating the laminar and turbulent regimes.

Intermolecular vibrations and fast relaxations in supercooled ionic liquids

Short-time dynamics of ionic liquids has been investigated by low-frequency Raman spectroscopy (4 < omega < 100 cm(-1)) within the supercooled liquid range. Raman spectra are reported for ionic liquids with the same anion, bis(trifluoromethylsulfonyl)imide, and different cations: 1-butyl-3-methylimidazolium, 1-hexyl-3-methylimidazolium, 1-butyl-1-methylpiperidinium, trimethylbutylammonium, and tributylmethylammonium. It is shown that low-frequency Raman spectroscopy provides similar results as optical Kerr effect (OKE) spectroscopy, which has been used to study intermolecular vibrations in ionic liquids. The comparison of ionic liquids containing aromatic and non-aromatic cations identifies the characteristic feature in Raman spectra usually assigned to librational motion of the imidazolium ring. The strength of the fast relaxations (quasi-elastic scattering, QES) and the intermolecular vibrational contribution (boson peak) of ionic liquids with non-aromatic cations are significantly lower than imidazolium ionic liquids. A correlation length assigned to the boson peak vibrations was estimated from the frequency of the maximum of the boson peak and experimental data of sound velocity. The correlation length related to the boson peak (similar to 19 angstrom) does not change with the length of the alkyl chain in imidazolium cations, in contrast to the position of the first-sharp diffraction peak observed in neutron and X-ray scattering measurements of ionic liquids. The rate of change of the QES intensity in the supercooled liquid range is compared with data of excess entropy, free volume, and mean-squared displacement recently reported for ionic liquids. The temperature dependence of the QES intensity in ionic liquids illustrates relationships between short-time dynamics and long-time structural relaxation that have been proposed for glass-forming liquids. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3604533]

Single interface flow analysis with accuracy assessment

Single interface flow systems (SIFA) present some noteworthy advantages when compared to other flow systems, such as a simpler configuration, a more straightforward operation and control and an undemanding optimisation routine. Moreover, the plain reaction zone establishment, which relies strictly on the mutual inter-dispersion of the adjoining solutions, could be exploited to set up multiple sequential reaction schemes providing supplementary information regarding the species under determination. In this context, strategies for accuracy assessment could be favourably implemented. To this end, the sample could be processed by two quasi-independent analytical methods and the final result would be calculated after considering the two different methods. Intrinsically more precise and accurate results would be then gathered. In order to demonstrate the feasibility of the approach, a SIFA system with spectrophotometric detection was designed for the determination of lansoprazole in pharmaceutical formulations. Two reaction interfaces with two distinct pi-acceptors, chloranilic acid (CIA) and 2,3-dichloro-5,6-dicyano-p-benzoquinone (DDQ) were implemented. Linear working concentration ranges between 2.71 x 10(-4) to 8.12 x 10(-4) mol L(-1) and 2.17 x 10(-4) to 8.12 x 10(-4) mol L(-1) were obtained for DDQ and CIA methods, respectively. When compared with the results furnished by the reference procedure, the results showed relative deviations lower than 2.7%. Furthermore. the repeatability was good, with r.s.d. lower than 3.8% and 4.7% for DDQ and CIA methods, respectively. Determination rate was about 30 h(-1). (C) 2009 Elsevier B.V. All rights reserved.

Bayesian updating rules in continuous opinion dynamics models

Here, I investigate the use of Bayesian updating rules applied to modeling how social agents change their minds in the case of continuous opinion models. Given another agent statement about the continuous value of a variable, we will see that interesting dynamics emerge when an agent assigns a likelihood to that value that is a mixture of a Gaussian and a uniform distribution. This represents the idea that the other agent might have no idea about what is being talked about. The effect of updating only the first moments of the distribution will be studied, and we will see that this generates results similar to those of the bounded confidence models. On also updating the second moment, several different opinions always survive in the long run, as agents become more stubborn with time. However, depending on the probability of error and initial uncertainty, those opinions might be clustered around a central value.

Enrollment in Physical Education Is Associated With Health-Related Behavior Among High School Students

METHODS: A total of 4210 students attending public high schools in Pernambuco (northeast of Brazil) were selected using random 2-stage cluster sampling. Data were collected by using the Global School-based Student Health Survey. The independent variable was the frequency of participation in PE classes, whereas physical activity, television viewing, smoking, and alcohol, fruit, vegetables and soda consumption were dependent variables. Logistic regressions were carried out to perform crude and adjusted analysis of the association between enrollment in PE classes and health-related behaviors. RESULTS: Sixty-five percent of students do not take part in PE classes, with a significantly higher proportion among females (67.8%). It was observed that enrollment in PE classes was positively associated with physical activity, TV viewing, and fruit consumption, but was negatively associated with soda drinking. The likelihood of reporting being active and eating fruit on a daily basis was 27% and 45% higher, respectively, among those who participate in at least 2 classes per week in comparison with those who do not. Students who participate in PE classes had 28-30% higher likelihood of reporting lower TV viewing during week days. CONCLUSIONS: Findings suggest that higher levels of enrollment in PE classes could play a role in the promotion of health-related behaviors among high school students.

Predictive Validity of the Braden Scale for Pressure Ulcer Risk in Elderly Residents of Long-Term Care Facilities

The aim of this study was to evaluate the predictive validity of the Braden Scale for Predicting Pressure Sore Risk in elderly residents of long-term care facilities (LTCFs) in Brazil. The determination of the cutoff score for the Brazilian population is important for the comparison between Brazilian and international studies and establishment of guidelines for prevention of pressure ulcers in our health care facilities. This is the first study of its kind in Brazil. This was a secondary analysis of a prospective cohort study conducted with 233 LTCF residents aged 60 and over who underwent complete skin examination and Braden Scale rating every 2 days for 3 months. Two groups of patients were considered: the total group (N = 233) and risk group (n = 94, total scores <= 18). Data from the first and last assessments were analyzed for sensitivity, specificity, and likelihood ratios. The best results were obtained for the total group, with cutoff scores of 18 and 17, sensitivity of 75.9% and 74.1%, specificity of 70.3% and 75.4%, and area under the receiver operating characteristic curve (AUC-ROC) of 0.79 and 0.81 at the first and last assessments, respectively. For the risk group, the cutoff scores of 16 (first assessment) and 13 (last assessment) were associated with a smaller AUC-ROC and, therefore, lower predictive accuracy. The Braden Scale showed good predictive validity in elderly LTCF residents. (Geriatr Nurs 2010;31:95-104)

Predictive Validity of Waterlow Scale for Pressure Ulcer Development Risk in Hospitalized Patients

AIM: We sought to evaluate the predictive validity of the Waterlow Scale in hospitalized patients. SUBJECTS AND SETTING: The study was conducted at a general private hospital with 220 beds and a mean time of hospitalization of 7.4 days and a mean occupation rate of approximately 80%. Adult patients with a Braden Scale score of 18 or less and a Waterlow Scale score of 16 or more were studied. The sample consisted of 98 patients with a mean age of 71.1 +/- 15.5 years. METHODS: Skin assessment and scoring by using the Waterlow and Braden scales were completed on alternate days. Patients were examined at least 3 times to be considered for analysis. The data were submitted to sensitivity and specificity analysis by using receiver operating characteristic (ROC) curves and positive (+LR) and negative (-LR) likelihood ratios. RESULTS: The cutoff scores were 17, 20, and 20 in the first, second, and third assessment, respectively. Sensitivity was 71.4%, 85.7%, and 85.7% and specificity was 67.0%, 40.7%, and 32.9%, respectively. Analysis of the area under the ROC curve revealed good accuracy (0.64, 95% confidence interval [CI]: 0.35-0.93) only for the cutoff score 17 in the first assessment. The results also showed probabilities of 14%, 10%, and 9% for the development of pressure ulcer when the test results were positive (+LR) and of 3% (-LR) when the test results were negative for the cutoff scores in the first, second, and third assessment, respectively. CONCLUSION: The Waterlow Scale achieved good predictive validity in predicting pressure ulcer in hospitalized patients when a cutoff score of 17 was used in the first assessment.

Offline Detection, Identification, and Correction of Branch Parameter Errors Based on Several Measurement Snapshots

This paper proposes a three-stage offline approach to detect, identify, and correct series and shunt branch parameter errors. In Stage 1 the branches suspected of having parameter errors are identified through an Identification Index (II). The II of a branch is the ratio between the number of measurements adjacent to that branch, whose normalized residuals are higher than a specified threshold value, and the total number of measurements adjacent to that branch. Using several measurement snapshots, in Stage 2 the suspicious parameters are estimated, in a simultaneous multiple-state-and-parameter estimation, via an augmented state and parameter estimator which increases the V - theta state vector for the inclusion of suspicious parameters. Stage 3 enables the validation of the estimation obtained in Stage 2, and is performed via a conventional weighted least squares estimator. Several simulation results (with IEEE bus systems) have demonstrated the reliability of the proposed approach to deal with single and multiple parameter errors in adjacent and non-adjacent branches, as well as in parallel transmission lines with series compensation. Finally the proposed approach is confirmed on tests performed on the Hydro-Quebec TransEnergie network.

H(infinity) filtering for rectangular discrete-time descriptor systems

This paper deals with the H(infinity) recursive estimation problem for general rectangular time-variant descriptor systems in discrete time. Riccati-equation based recursions for filtered and predicted estimates are developed based on a data fitting approach and game theory. In this approach, the nature determines a state sequence seeking to maximize the estimation cost, whereas the estimator tries to find an estimate that brings the estimation cost to a minimum. A solution exists for a specified gamma-level if the resulting cost is positive. In order to present some computational alternatives to the H(infinity) filters developed, they are rewritten in information form along with the respective array algorithms. (C) 2009 Elsevier Ltd. All rights reserved.

Evaluation of flow patterns and elongated bubble characteristics during the flow boiling of halocarbon refrigerants in a micro-scale channel

In the present study, quasi-diabatic two-phase flow pattern visualizations and measurements of elongated bubble velocity, frequency and length were performed. The tests were run for R134a and R245fa evaporating in a stainless steel tube with diameter of 2.32 mm, mass velocities ranging from 50 to 600 kg/m(2) s and saturation temperatures of 22 degrees C, 31 degrees C and 41 degrees C. The tube was heated by applying a direct DC current to its surface. Images from a high-speed video-camera (8000 frames/s) obtained through a transparent tube just downstream the heated sections were used to identify the following flow patterns: bubbly, elongated bubbles, churn and annular flows. The visualized flow patterns were compared against the predictions provided by Barnea et al. (1983) [1], Felcar et al. (2007) [10], Revellin and Thome (2007) [3] and Ong and Thome (2009) [11]. From this comparison, it was found that the methods proposed by Felcar et al. (2007) [10] and Ong and Thome (2009) [1] predicted relatively well the present database. Additionally, elongated bubble velocities, frequencies and lengths were determined based on the analysis of high-speed videos. Results suggested that the elongated bubble velocity depends on mass velocity, vapor quality and saturation temperature. The bubble velocity increases with increasing mass velocity and vapor quality and decreases with increasing saturation temperature. Additionally, bubble velocity was correlated as linear functions of the two-phase superficial velocity. (C) 2010 Elsevier Inc. All rights reserved.