Effect of environmental factors on the abundance variations of two native rodents in agricultural systems of Buenos Aires, Argentina

Our aim was to assess the effect of environmental factors on short temporal abundance variations of the two most abundant native rodents of agricultural agroecosystems, Akodon azarae and Calomys laucha. We conducted a 3-year longitudinal sampling of rodents, and recorded meteorological data such as temperature and precipitation, predation rate by Leopardus geoffroyi, Tyto furcata and Athene cunicularia, vegetation cover and height, characteristics of cropfields and their borders. The effect of these factors on rodent abundance was evaluated through generalized linear mixed models. Abundance variations of both rodent species were explained by characteristics of both cropfields and their borders. At the studied temporal scale, meteorological variables did not have a direct effect on abundance variations, but probably influenced through vegetation characteristics and were expressed in seasonal variations. For A. azarae there was also an effect of predation by L. geoffroyi (positive) and T. furcata (negative), while predation by A. cunicularia did not contribute to explain abundance variations of any species.Fil: Guidobono, Juan Santiago. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Ecología, Genética y Evolución de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Ecología, Genética y Evolución de Buenos Aires; ArgentinaFil: Cueto, Gerardo Ruben. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Ecología, Genética y Evolución de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Ecología, Genética y Evolución de Buenos Aires; ArgentinaFil: Teta, Pablo Vicente. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Parque Centenario. Museo Argentino de Ciencias Naturales “Bernardino Rivadavia”; ArgentinaFil: Busch, Maria. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Ecología, Genética y Evolución de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Ecología, Genética y Evolución de Buenos Aires; Argentin

Probability of informed trading and volatility for an ETF

We use the new procedure developed by Easley et al. to estimate the Probability of Informed Trading (PIN), based on the volume imbalance: Volume-Synchronized Probability of Informed Trading (VPIN). Unlike the previous method, this one does not require the use of numerical methods to estimate unobservable parameters. We also relate the VPIN metric to volatility measures. However, we use most efficient estimators of volatility which consider the number of jumps. Moreover, we add the VPIN to a Heterogeneous Autoregressive model of Realized Volatility to further investigate its relation with volatility. For the empirical analysis we use data on the exchange traded fund (SPY)

Cross-entropy optimisation of importance sampling parameters for statistical model checking

Statistical model checking avoids the exponential growth of states associated with probabilistic model checking by estimating properties from multiple executions of a system and by giving results within confidence bounds. Rare properties are often very important but pose a particular challenge for simulation-based approaches, hence a key objective under these circumstances is to reduce the number and length of simulations necessary to produce a given level of confidence. Importance sampling is a well-established technique that achieves this, however to maintain the advantages of statistical model checking it is necessary to find good importance sampling distributions without considering the entire state space. Motivated by the above, we present a simple algorithm that uses the notion of cross-entropy to find the optimal parameters for an importance sampling distribution. In contrast to previous work, our algorithm uses a low dimensional vector of parameters to define this distribution and thus avoids the often intractable explicit representation of a transition matrix. We show that our parametrisation leads to a unique optimum and can produce many orders of magnitude improvement in simulation efficiency. We demonstrate the efficacy of our methodology by applying it to models from reliability engineering and biochemistry.Comment: 16 pages, 8 figures, LNCS styl

Network Tomography: Identifiability and Fourier Domain Estimation

The statistical problem for network tomography is to infer the distribution of $\mathbf{X}$, with mutually independent components, from a measurement model $\mathbf{Y}=A\mathbf{X}$, where $A$ is a given binary matrix representing the routing topology of a network under consideration. The challenge is that the dimension of $\mathbf{X}$ is much larger than that of $\mathbf{Y}$ and thus the problem is often called ill-posed. This paper studies some statistical aspects of network tomography. We first address the identifiability issue and prove that the $\mathbf{X}$ distribution is identifiable up to a shift parameter under mild conditions. We then use a mixture model of characteristic functions to derive a fast algorithm for estimating the distribution of $\mathbf{X}$ based on the General method of Moments. Through extensive model simulation and real Internet trace driven simulation, the proposed approach is shown to be favorable comparing to previous methods using simple discretization for inferring link delays in a heterogeneous network.Comment: 21 page

Analysis of Multipath Mitigation Techniques with Land Mobile Satellite Channel Model

Multipath is undesirable for Global Navigation Satellite System (GNSS) receivers, since the reception of multipath can create a significant distortion to the shape of the correlation function leading to an error in the receivers’ position estimate. Many multipath mitigation techniques exist in the literature to deal with the multipath propagation problem in the context of GNSS. The multipath studies in the literature are often based on optimistic assumptions, for example, assuming a static two-path channel or a fading channel with a Rayleigh or a Nakagami distribution. But, in reality, there are a lot of channel modeling issues, for example, satellite-to-user geometry, variable number of paths, variable path delays and gains, Non Line-Of-Sight (NLOS) path condition, receiver movements, etc. that are kept out of consideration when analyzing the performance of these techniques. Therefore, this is of utmost importance to analyze the performance of different multipath mitigation techniques in some realistic measurement-based channel models, for example, the Land Multipath is undesirable for Global Navigation Satellite System (GNSS) receivers, since the reception of multipath can create a significant distortion to the shape of the correlation function leading to an error in the receivers’ position estimate. Many multipath mitigation techniques exist in the literature to deal with the multipath propagation problem in the context of GNSS. The multipath studies in the literature are often based on optimistic assumptions, for example, assuming a static two-path channel or a fading channel with a Rayleigh or a Nakagami distribution. But, in reality, there are a lot of channel modeling issues, for example, satellite-to-user geometry, variable number of paths, variable path delays and gains, Non Line-Of-Sight (NLOS) path condition, receiver movements, etc. that are kept out of consideration when analyzing the performance of these techniques. Therefore, this is of utmost importance to analyze the performance of different multipath mitigation techniques in some realistic measurement-based channel models, for example, the Land Mobile Satellite (LMS) channel model [1]-[4], developed at the German Aerospace Center (DLR). The DLR LMS channel model is widely used for simulating the positioning accuracy of mobile satellite navigation receivers in urban outdoor scenarios. The main objective of this paper is to present a comprehensive analysis of some of the most promising techniques with the DLR LMS channel model in varying multipath scenarios. Four multipath mitigation techniques are chosen herein for performance comparison, namely, the narrow Early-Minus-Late (nEML), the High Resolution Correlator, the C/N0-based two stage delay tracking technique, and the Reduced Search Space Maximum Likelihood (RSSML) delay estimator. The first two techniques are the most popular and traditional ones used in nowadays GNSS receivers, whereas the later two techniques are comparatively new and are advanced techniques, recently proposed by the authors. In addition, the implementation of the RSSML is optimized here for a narrow-bandwidth receiver configuration in the sense that it now requires a significantly less number of correlators and memory than its original implementation. The simulation results show that the reduced-complexity RSSML achieves the best multipath mitigation performance in moderate-to-good carrier-to-noise density ratio with the DLR LMS channel model in varying multipath scenarios