A stochastic neighborhood conditional autoregressive model for spatial data

A spatial process observed over a lattice or a set of irregular regions is usually modeled using a conditionally autoregressive (CAR) model. The neighborhoods within a CAR model are generally formed deterministically using the inter-distances or boundaries between the regions. An extension of CAR model is proposed in this article where the selection of the neighborhood depends on unknown parameter(s). This extension is called a Stochastic Neighborhood CAR (SNCAR) model. The resulting model shows flexibility in accurately estimating covariance structures for data generated from a variety of spatial covariance models. Specific examples are illustrated using data generated from some common spatial covariance functions as well as real data concerning radioactive contamination of the soil in Switzerland after the Chernobyl accident.

Back to the roots : mean-variance analysis of relevance estimations

Recently, mean-variance analysis has been proposed as a novel paradigm to model document ranking in Information Retrieval. The main merit of this approach is that it diversifies the ranking of retrieved documents. In its original formulation, the strategy considers both the mean of relevance estimates of retrieved documents and their variance. How- ever, when this strategy has been empirically instantiated, the concepts of mean and variance are discarded in favour of a point-wise estimation of relevance (to replace the mean) and of a parameter to be tuned or, alternatively, a quantity dependent upon the document length (to replace the variance). In this paper we revisit this ranking strategy by going back to its roots: mean and variance. For each retrieved document, we infer a relevance distribution from a series of point-wise relevance estimations provided by a number of different systems. This is used to compute the mean and the variance of document relevance estimates. On the TREC Clueweb collection, we show that this approach improves the retrieval performances. This development could lead to new strategies to address the fusion of relevance estimates provided by different systems.

The effect of preferential sampling on sampling variance

We examine some variations of standard probability designs that preferentially sample sites based on how easy they are to access. Preferential sampling designs deliver unbiased estimates of mean and sampling variance and will ease the burden of data collection but at what cost to our design efficiency? Preferential sampling has the potential to either increase or decrease sampling variance depending on the application. We carry out a simulation study to gauge what effect it will have when sampling Soil Organic Carbon (SOC) values in a large agricultural region in south-eastern Australia. Preferential sampling in this region can reduce the distance to travel by up to 16%. Our study is based on a dataset of predicted SOC values produced from a datamining exercise. We consider three designs and two ways to determine ease of access. The overall conclusion is that sampling performance deteriorates as the strength of preferential sampling increases, due to the fact the regions of high SOC are harder to access. So our designs are inadvertently targeting regions of low SOC value. The good news, however, is that Generalised Random Tessellation Stratification (GRTS) sampling designs are not as badly affected as others and GRTS remains an efficient design compared to competitors.

Spreadsheet Conditional Formatting Illuminates Investigations into Modular Arithmetic

Modular arithmetic has often been regarded as something of a mathematical curiosity, at least by those unfamiliar with its importance to both abstract algebra and number theory, and with its numerous applications. However, with the ubiquity of fast digital computers, and the need for reliable digital security systems such as RSA, this important branch of mathematics is now considered essential knowledge for many professionals. Indeed, computer arithmetic itself is, ipso facto, modular. This chapter describes how the modern graphical spreadsheet may be used to clearly illustrate the basics of modular arithmetic, and to solve certain classes of problems. Students may then gain structural insight and the foundations laid for applications to such areas as hashing, random number generation, and public-key cryptography.

Short utterance PLDA speaker verification using SN-WLDA and variance modelling techniques

This paper proposes a combination of source-normalized weighted linear discriminant analysis (SN-WLDA) and short utterance variance (SUV) PLDA modelling to improve the short utterance PLDA speaker verification. As short-length utterance i-vectors vary with the speaker, session variations and phonetic content of the utterance (utterance variation), a combined approach of SN-WLDA projection and SUV PLDA modelling is used to compensate the session and utterance variations. Experimental studies have found that a combination of SN-WLDA and SUV PLDA modelling approach shows an improvement over baseline system (WCCN[LDA]-projected Gaussian PLDA (GPLDA)) as this approach effectively compensates the session and utterance variations.

Real or imagined? A study exploring the existence of common method variance effects in road safety research

Common method variance (CMV) has received little attention within the field of road safety research despite a heavy reliance on self-report data. Two surveys were completed by 214 motorists over a two-month period, allowing associations between social desirability and key road safety variables and relationships between scales across the two survey waves to be examined. Social desirability was found to have a strong negative correlation with the Driver Behaviour Questionnaire (DBQ) sub-scales as well as age, but not with crashes and offences. Drivers who scored higher on the social desirability scale were also less likely to report aberrant driving behaviours as measured by the DBQ. Controlling for social desirability did not substantially alter the predictive relationship between the DBQ and the crash and offences variables. The strength of the correlations within and between the two waves were also compared with the results strongly suggesting that effects associated with CMV were present. Identification of CMV would be enhanced by the replication of this study with a larger sample size and comparing self-report data with official sources.

Online estimation of Allan variance parameters

A new online method is presented for estimation of the angular randomwalk and rate randomwalk coefficients of inertial measurement unit gyros and accelerometers. In the online method, a state-space model is proposed, and recursive parameter estimators are proposed for quantities previously measured from offline data techniques such as the Allan variance method. The Allan variance method has large offline computational effort and data storage requirements. The technique proposed here requires no data storage and computational effort of approximately 100 calculations per data sample.

On-line estimation of Allan variance parameters

A new online method is presented for estimation of the angular random walk and rate random walk coefficients of IMU (inertial measurement unit) gyros and accelerometers. The online method proposes a state space model and proposes parameter estimators for quantities previously measured from off-line data techniques such as the Allan variance graph. Allan variance graphs have large off-line computational effort and data storage requirements. The technique proposed here requires no data storage and computational effort of O(100) calculations per data sample.

Modeling conditional correlations of asset returns : a smooth transition approach

In this paper we propose a new multivariate GARCH model with time-varying conditional correlation structure. The time-varying conditional correlations change smoothly between two extreme states of constant correlations according to a predetermined or exogenous transition variable. An LM–test is derived to test the constancy of correlations and LM- and Wald tests to test the hypothesis of partially constant correlations. Analytical expressions for the test statistics and the required derivatives are provided to make computations feasible. An empirical example based on daily return series of five frequently traded stocks in the S&P 500 stock index completes the paper.

Error and variance bounds on sigmoidal neurons with weight and input errors

Bounds on the expectation and variance of errors at the output of a multilayer feedforward neural network with perturbed weights and inputs are derived. It is assumed that errors in weights and inputs to the network are statistically independent and small. The bounds obtained are applicable to both digital and analogue network implementations and are shown to be of practical value.

A method to quantify a descriptor's illumination variance

This paper presents a new metric, which we call the lighting variance ratio, for quantifying descriptors in terms of their variance to illumination changes. In many applications it is desirable to have descriptors that are robust to changes in illumination, especially in outdoor environments. The lighting variance ratio is useful for comparing descriptors and determining if a descriptor is lighting invariant enough for a given environment. The metric is analysed across a number of datasets, cameras and descriptors. The results show that the upright SIFT descriptor is typically the most lighting invariant descriptor.

On the benefits of equicorrelation for portfolio allocation

The importance of modelling correlation has long been recognised in the field of portfolio management, with largedimensional multivariate problems increasingly becoming the focus of research. This paper provides a straightforward and commonsense approach toward investigating a number of models used to generate forecasts of the correlation matrix for large-dimensional problems.We find evidence in favour of assuming equicorrelation across various portfolio sizes, particularly during times of crisis. During periods of market calm, however, the suitability of the constant conditional correlation model cannot be discounted, especially for large portfolios. A portfolio allocation problem is used to compare forecasting methods. The global minimum variance portfolio and Model Confidence Set are used to compare methods, while portfolio weight stability and relative economic value are also considered.

Multivariate variance-components analysis in DTI

Twin studies are a major research direction in imaging genetics, a new field, which combines algorithms from quantitative genetics and neuroimaging to assess genetic effects on the brain. In twin imaging studies, it is common to estimate the intraclass correlation (ICC), which measures the resemblance between twin pairs for a given phenotype. In this paper, we extend the commonly used Pearson correlation to a more appropriate definition, which uses restricted maximum likelihood methods (REML). We computed proportion of phenotypic variance due to additive (A) genetic factors, common (C) and unique (E) environmental factors using a new definition of the variance components in the diffusion tensor-valued signals. We applied our analysis to a dataset of Diffusion Tensor Images (DTI) from 25 identical and 25 fraternal twin pairs. Differences between the REML and Pearson estimators were plotted for different sample sizes, showing that the REML approach avoids severe biases when samples are smaller. Measures of genetic effects were computed for scalar and multivariate diffusion tensor derived measures including the geodesic anisotropy (tGA) and the full diffusion tensors (DT), revealing voxel-wise genetic contributions to brain fiber microstructure.