954 resultados para mean-variance estimation


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The near-critical behavior of the susceptibility deduced from light-scattering measurements in a ternary liquid mixture of 3-methylpyridine, water, and sodium bromide has been determined. The measurements have been performed in the one-phase region near the lower consolute points of samples with different concentrations of sodium bromide. A crossover from Ising asymptotic behavior to mean-field behavior has been observed. As the concentration of sodium bromide increases, the crossover becomes more pronounced, and the crossover temperature shifts closer to the critical temperature. The data are well described by a model that contains two independent crossover parameters. The crossover of the susceptibility critical exponent γ from its Ising value γ=1.24 to the mean-field value γ=1 is sharp and nonmonotonic. We conclude that there exists an additional length scale in the system due to the presence of the electrolyte which competes with the correlation length of the concentration fluctuations. An analogy with crossover phenomena in polymer solutions and a possible connection with multicritical phenomena is discussed.

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With the availability of a huge amount of video data on various sources, efficient video retrieval tools are increasingly in demand. Video being a multi-modal data, the perceptions of ``relevance'' between the user provided query video (in case of Query-By-Example type of video search) and retrieved video clips are subjective in nature. We present an efficient video retrieval method that takes user's feedback on the relevance of retrieved videos and iteratively reformulates the input query feature vectors (QFV) for improved video retrieval. The QFV reformulation is done by a simple, but powerful feature weight optimization method based on Simultaneous Perturbation Stochastic Approximation (SPSA) technique. A video retrieval system with video indexing, searching and relevance feedback (RF) phases is built for demonstrating the performance of the proposed method. The query and database videos are indexed using the conventional video features like color, texture, etc. However, we use the comprehensive and novel methods of feature representations, and a spatio-temporal distance measure to retrieve the top M videos that are similar to the query. In feedback phase, the user activated iterative on the previously retrieved videos is used to reformulate the QFV weights (measure of importance) that reflect the user's preference, automatically. It is our observation that a few iterations of such feedback are generally sufficient for retrieving the desired video clips. The novel application of SPSA based RF for user-oriented feature weights optimization makes the proposed method to be distinct from the existing ones. The experimental results show that the proposed RF based video retrieval exhibit good performance.

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Part I (Manjunath et al., 1994, Chem. Engng Sci. 49, 1451-1463) of this paper showed that the random particle numbers and size distributions in precipitation processes in very small drops obtained by stochastic simulation techniques deviate substantially from the predictions of conventional population balance. The foregoing problem is considered in this paper in terms of a mean field approximation obtained by applying a first-order closure to an unclosed set of mean field equations presented in Part I. The mean field approximation consists of two mutually coupled partial differential equations featuring (i) the probability distribution for residual supersaturation and (ii) the mean number density of particles for each size and supersaturation from which all average properties and fluctuations can be calculated. The mean field equations have been solved by finite difference methods for (i) crystallization and (ii) precipitation of a metal hydroxide both occurring in a single drop of specified initial supersaturation. The results for the average number of particles, average residual supersaturation, the average size distribution, and fluctuations about the average values have been compared with those obtained by stochastic simulation techniques and by population balance. This comparison shows that the mean field predictions are substantially superior to those of population balance as judged by the close proximity of results from the former to those from stochastic simulations. The agreement is excellent for broad initial supersaturations at short times but deteriorates progressively at larger times. For steep initial supersaturation distributions, predictions of the mean field theory are not satisfactory thus calling for higher-order approximations. The merit of the mean field approximation over stochastic simulation lies in its potential to reduce expensive computation times involved in simulation. More effective computational techniques could not only enhance this advantage of the mean field approximation but also make it possible to use higher-order approximations eliminating the constraints under which the stochastic dynamics of the process can be predicted accurately.

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Experiments in spintronics necessarily involve the detection of spin polarization. The sensitivity of this detection becomes an important factor to consider when extending the low temperature studies on semiconductor spintronic devices to room temperature, where the spin signal is weaker. In pump-probe experiments, which optically inject and detect spins, the sensitivity is often improved by using a photoelastic modulator (PEM) for lock-in detection. However, spurious signals can arise if diode lasers are used as optical sources in such experiments, along with a PEM. In this work, we eliminated the spurious electromagnetic coupling of the PEM onto the probe diode laser, by the double modulation technique. We also developed a test for spurious modulated interference in the pump-probe signal, due to the PEM. Besides, an order of magnitude enhancement in the sensitivity of detection of spin polarization by Kerr rotation, to 3x10(-8) rad was obtained by using the concept of Allan variance to optimally average the time series data over a period of 416 s. With these improvements, we are able to experimentally demonstrate at room temperature, photoinduced steady-state spin polarization in bulk GaAs. Thus, the advances reported here facilitate the use of diode lasers with a PEM for sensitive pump-probe experiments. They also constitute a step toward detection of spin-injection in Si at room temperature.

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A rapid, highly selective and simple method has been developed for the quantitative determination of pyro-, tri- and orthophosphates. The method is based on the formation of a solid complex of bis(ethylenediamine)cobalt(III) species with pyrophosphate at pH 4.2-4.3, with triphosphate at pH 2.0-2.1 and with orthophosphate at pH 8.2-8.6. The proposed method for pyro- and triphosphates differs from the available method, which is based on the formation of an adduct with tris(ethylenediamine)cobalt(III) species. The complexes have the composition [Co(en)(2)HP2O7]4H(2)O and [Co(en)(2)H2P3O10]2H(2)O, respectively. The precipitation is instantaneous and quantitative under the recommended optimum conditions giving 99.5% gravimetric yield in both cases. There is no interferences from orthophosphate, trimetaphosphate and pyrophosphate species in the triphosphate estimation up to 5% of each component. The efficacy of the method has been established by determining pyrophosphate and triphosphate contents in various matrices. In the case of orthophosphate, the proposed method differs from the available methods such as ammonium phosphomolybdate, vanadophosphomolybdate and quinoline phosphomolybdate, which are based on the formation of a precipitate, followed by either titrimetry or gravimetry. The precipitation is instantaneous and the method is simple. Under the recommended pH and other reaction conditions, gravimetric yields of 99.6-100% are obtainable. The method is applicable to orthophosphoric acid and a variety of phosphate salts.

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We report an experimental study of a new type of turbulent flow that is driven purely by buoyancy. The flow is due to an unstable density difference, created using brine and water, across the ends of a long (length/diameter = 9) vertical pipe. The Schmidt number Sc is 670, and the Rayleigh number (Ra) based on the density gradient and diameter is about 10(8). Under these conditions the convection is turbulent, and the time-averaged velocity at any point is `zero'. The Reynolds number based on the Taylor microscale, Re-lambda, is about 65. The pipe is long enough for there to be an axially homogeneous region, with a linear density gradient, about 6-7 diameters long in the midlength of the pipe. In the absence of a mean flow and, therefore, mean shear, turbulence is sustained just by buoyancy. The flow can be thus considered to be an axially homogeneous turbulent natural convection driven by a constant (unstable) density gradient. We characterize the flow using flow visualization and particle image velocimetry (PIV). Measurements show that the mean velocities and the Reynolds shear stresses are zero across the cross-section; the root mean squared (r.m.s.) of the vertical velocity is larger than those of the lateral velocities (by about one and half times at the pipe axis). We identify some features of the turbulent flow using velocity correlation maps and the probability density functions of velocities and velocity differences. The flow away from the wall, affected mainly by buoyancy, consists of vertically moving fluid masses continually colliding and interacting, while the flow near the wall appears similar to that in wall-bound shear-free turbulence. The turbulence is anisotropic, with the anisotropy increasing to large values as the wall is approached. A mixing length model with the diameter of the pipe as the length scale predicts well the scalings for velocity fluctuations and the flux. This model implies that the Nusselt number would scale as (RaSc1/2)-Sc-1/2, and the Reynolds number would scale as (RaSc-1/2)-Sc-1/2. The velocity and the flux measurements appear to be consistent with the Ra-1/2 scaling, although it must be pointed out that the Rayleigh number range was less than 10. The Schmidt number was not varied to check the Sc scaling. The fluxes and the Reynolds numbers obtained in the present configuration are Much higher compared to what would be obtained in Rayleigh-Benard (R-B) convection for similar density differences.

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Enumeration of adhered cells of Thiobacillus ferrooxidans on sulphide minerals through protein assay poses problems due to interference from dissolved mineral constituents. The manner in which sulphide minerals such as pyrite, chalcopyrite, sphalerite, arsenopyrite and pyrrhotite interfere with bacterial protein estimation is demonstrated. Such interferences can be minimised either through dilution or addition of H2O2 to the filtrate after hot alkaline digestion of the biotreated mineral samples.

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Despite great advances in very large scale integrated-circuit design and manufacturing, performance of even the best available high-speed, high-resolution analog-to-digital converter (ADC) is known to deteriorate while acquiring fast-rising, high-frequency, and nonrepetitive waveforms. Waveform digitizers (ADCs) used in high-voltage impulse recordings and measurements are invariably subjected to such waveforms. Errors resulting from a lowered ADC performance can be unacceptably high, especially when higher accuracies have to be achieved (e.g., when part of a reference measuring system). Static and dynamic nonlinearities (estimated independently) are vital indices for evaluating performance and suitability of ADCs to be used in such environments. Typically, the estimation of static nonlinearity involves 10-12 h of time or more (for a 12-b ADC) and the acquisition of millions of samples at high input frequencies for dynamic characterization. ADCs with even higher resolution and faster sampling speeds will soon become available. So, there is a need to reduce testing time for evaluating these parameters. This paper proposes a novel and time-efficient method for the simultaneous estimation of static and dynamic nonlinearity from a single test. This is achieved by conceiving a test signal, comprised of a high-frequency sinusoid (which addresses dynamic assessment) modulated by a low-frequency ramp (relevant to the static part). Details of implementation and results on two digitizers are presented and compared with nonlinearities determined by the existing standardized approaches. Good agreement in results and time savings achievable indicates its suitability.

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This study investigates the potential of Relevance Vector Machine (RVM)-based approach to predict the ultimate capacity of laterally loaded pile in clay. RVM is a sparse approximate Bayesian kernel method. It can be seen as a probabilistic version of support vector machine. It provides much sparser regressors without compromising performance, and kernel bases give a small but worthwhile improvement in performance. RVM model outperforms the two other models based on root-mean-square-error (RMSE) and mean-absolute-error (MAE) performance criteria. It also stimates the prediction variance. The results presented in this paper clearly highlight that the RVM is a robust tool for prediction Of ultimate capacity of laterally loaded piles in clay.

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The elastic properties of the arterial wall have been the subject of physiological, clinical and biomedical research for many years. There is convincing evidence that the elastic properties of the large arteries are seriously impaired in the presence of cardiovascular disease (CVD), due to alterations in the intrinsic structural and functional characteristics of vessels [1]. Early detection of changes in the elastic modulus of arteries would provide a powerful tool for both monitoring patients at high cardiovascular risk and testing the effects of pharmaceuticals aimed at stabilizing existing plaques by stiffening them or lowering the lipids.

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The LISA Parameter Estimation Taskforce was formed in September 2007 to provide the LISA Project with vetted codes, source distribution models and results related to parameter estimation. The Taskforce's goal is to be able to quickly calculate the impact of any mission design changes on LISA's science capabilities, based on reasonable estimates of the distribution of astrophysical sources in the universe. This paper describes our Taskforce's work on massive black-hole binaries (MBHBs). Given present uncertainties in the formation history of MBHBs, we adopt four different population models, based on (i) whether the initial black-hole seeds are small or large and (ii) whether accretion is efficient or inefficient at spinning up the holes. We compare four largely independent codes for calculating LISA's parameter-estimation capabilities. All codes are based on the Fisher-matrix approximation, but in the past they used somewhat different signal models, source parametrizations and noise curves. We show that once these differences are removed, the four codes give results in extremely close agreement with each other. Using a code that includes both spin precession and higher harmonics in the gravitational-wave signal, we carry out Monte Carlo simulations and determine the number of events that can be detected and accurately localized in our four population models.

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The acceptance of broadband ultrasound attenuation (BUA) for the assessment of osteoporosis suffers from a limited understanding of both ultrasound wave propagation through cancellous bone and its exact dependence upon the material and structural properties. It has recently been proposed that ultrasound wave propagation in cancellous bone may be described by a concept of parallel sonic rays; the transit time of each ray defined by the proportion of bone and marrow propagated. A Transit Time Spectrum (TTS) describes the proportion of sonic rays having a particular transit time, effectively describing the lateral inhomogeneity of transit times over the surface aperture of the receive ultrasound transducer. The aim of this study was to test the hypothesis that the solid volume fraction (SVF) of simplified bone:marrow replica models may be reliably estimated from the corresponding ultrasound transit time spectrum. Transit time spectra were derived via digital deconvolution of the experimentally measured input and output ultrasonic signals, and compared to predicted TTS based on the parallel sonic ray concept, demonstrating agreement in both position and amplitude of spectral peaks. Solid volume fraction was calculated from the TTS; agreement between true (geometric calculation) with predicted (computer simulation) and experimentally-derived values were R2=99.9% and R2=97.3% respectively. It is therefore envisaged that ultrasound transit time spectroscopy (UTTS) offers the potential to reliably estimate bone mineral density and hence the established T-score parameter for clinical osteoporosis assessment.

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Spatial data analysis has become more and more important in the studies of ecology and economics during the last decade. One focus of spatial data analysis is how to select predictors, variance functions and correlation functions. However, in general, the true covariance function is unknown and the working covariance structure is often misspecified. In this paper, our target is to find a good strategy to identify the best model from the candidate set using model selection criteria. This paper is to evaluate the ability of some information criteria (corrected Akaike information criterion, Bayesian information criterion (BIC) and residual information criterion (RIC)) for choosing the optimal model when the working correlation function, the working variance function and the working mean function are correct or misspecified. Simulations are carried out for small to moderate sample sizes. Four candidate covariance functions (exponential, Gaussian, Matern and rational quadratic) are used in simulation studies. With the summary in simulation results, we find that the misspecified working correlation structure can still capture some spatial correlation information in model fitting. When the sample size is large enough, BIC and RIC perform well even if the the working covariance is misspecified. Moreover, the performance of these information criteria is related to the average level of model fitting which can be indicated by the average adjusted R square ( [GRAPHICS] ), and overall RIC performs well.

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We derive a new method for determining size-transition matrices (STMs) that eliminates probabilities of negative growth and accounts for individual variability. STMs are an important part of size-structured models, which are used in the stock assessment of aquatic species. The elements of STMs represent the probability of growth from one size class to another, given a time step. The growth increment over this time step can be modelled with a variety of methods, but when a population construct is assumed for the underlying growth model, the resulting STM may contain entries that predict negative growth. To solve this problem, we use a maximum likelihood method that incorporates individual variability in the asymptotic length, relative age at tagging, and measurement error to obtain von Bertalanffy growth model parameter estimates. The statistical moments for the future length given an individual's previous length measurement and time at liberty are then derived. We moment match the true conditional distributions with skewed-normal distributions and use these to accurately estimate the elements of the STMs. The method is investigated with simulated tag-recapture data and tag-recapture data gathered from the Australian eastern king prawn (Melicertus plebejus).

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We consider the development of statistical models for prediction of constituent concentration of riverine pollutants, which is a key step in load estimation from frequent flow rate data and less frequently collected concentration data. We consider how to capture the impacts of past flow patterns via the average discounted flow (ADF) which discounts the past flux based on the time lapsed - more recent fluxes are given more weight. However, the effectiveness of ADF depends critically on the choice of the discount factor which reflects the unknown environmental cumulating process of the concentration compounds. We propose to choose the discount factor by maximizing the adjusted R-2 values or the Nash-Sutcliffe model efficiency coefficient. The R2 values are also adjusted to take account of the number of parameters in the model fit. The resulting optimal discount factor can be interpreted as a measure of constituent exhaustion rate during flood events. To evaluate the performance of the proposed regression estimators, we examine two different sampling scenarios by resampling fortnightly and opportunistically from two real daily datasets, which come from two United States Geological Survey (USGS) gaging stations located in Des Plaines River and Illinois River basin. The generalized rating-curve approach produces biased estimates of the total sediment loads by -30% to 83%, whereas the new approaches produce relatively much lower biases, ranging from -24% to 35%. This substantial improvement in the estimates of the total load is due to the fact that predictability of concentration is greatly improved by the additional predictors.