438 research outputs found

    Optimization of constrained density functional theory

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    Landsat Pathfinder tropical forest information management system

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    A Tropical Forest Information Management System_(TFIMS) has been designed to fulfill the needs of HTFIP in such a way that it tracks all aspects of the generation and analysis of the raw satellite data and the derived deforestation dataset. The system is broken down into four components: satellite image selection, processing, data management and archive management. However, as we began to think of how the TFIMS could also be used to make the data readily accessible to all user communities we realized that the initial system was too project oriented and could only be accessed locally. The new system needed development in the areas of data ingest and storage, while at the same time being implemented on a server environment with a network interface accessible via Internet. This paper summarizes the overall design of the existing prototype (version 0) information management system and then presents the design of the new system (version 1). The development of version 1 of the TFIMS is ongoing. There are no current plans for a gradual transition from version 0 to version 1 because the significant changes are in how the data within the HTFIP will be made accessible to the extended community of scientists, policy makers, educators, and students and not in the functionality of the basic system

    Prediction with Expert Advice under Discounted Loss

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    We study prediction with expert advice in the setting where the losses are accumulated with some discounting---the impact of old losses may gradually vanish. We generalize the Aggregating Algorithm and the Aggregating Algorithm for Regression to this case, propose a suitable new variant of exponential weights algorithm, and prove respective loss bounds.Comment: 26 pages; expanded (2 remarks -> theorems), some misprints correcte

    A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function

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    In the present paper, we derive a closed-form solution of the multi-period portfolio choice problem for a quadratic utility function with and without a riskless asset. All results are derived under weak conditions on the asset returns. No assumption on the correlation structure between different time points is needed and no assumption on the distribution is imposed. All expressions are presented in terms of the conditional mean vectors and the conditional covariance matrices. If the multivariate process of the asset returns is independent it is shown that in the case without a riskless asset the solution is presented as a sequence of optimal portfolio weights obtained by solving the single-period Markowitz optimization problem. The process dynamics are included only in the shape parameter of the utility function. If a riskless asset is present then the multi-period optimal portfolio weights are proportional to the single-period solutions multiplied by time-varying constants which are depending on the process dynamics. Remarkably, in the case of a portfolio selection with the tangency portfolio the multi-period solution coincides with the sequence of the simple-period solutions. Finally, we compare the suggested strategies with existing multi-period portfolio allocation methods for real data.Comment: 38 pages, 9 figures, 3 tables, changes: VAR(1)-CCC-GARCH(1,1) process dynamics and the analysis of increasing horizon are included in the simulation study, under revision in Annals of Operations Researc

    Bayesian estimation of genetic parameters for multivariate threshold and continuous phenotypes and molecular genetic data in simulated horse populations using Gibbs sampling

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    <p>Abstract</p> <p>Background</p> <p>Requirements for successful implementation of multivariate animal threshold models including phenotypic and genotypic information are not known yet. Here simulated horse data were used to investigate the properties of multivariate estimators of genetic parameters for categorical, continuous and molecular genetic data in the context of important radiological health traits using mixed linear-threshold animal models via Gibbs sampling. The simulated pedigree comprised 7 generations and 40000 animals per generation. Additive genetic values, residuals and fixed effects for one continuous trait and liabilities of four binary traits were simulated, resembling situations encountered in the Warmblood horse. Quantitative trait locus (QTL) effects and genetic marker information were simulated for one of the liabilities. Different scenarios with respect to recombination rate between genetic markers and QTL and polymorphism information content of genetic markers were studied. For each scenario ten replicates were sampled from the simulated population, and within each replicate six different datasets differing in number and distribution of animals with trait records and availability of genetic marker information were generated. (Co)Variance components were estimated using a Bayesian mixed linear-threshold animal model via Gibbs sampling. Residual variances were fixed to zero and a proper prior was used for the genetic covariance matrix.</p> <p>Results</p> <p>Effective sample sizes (ESS) and biases of genetic parameters differed significantly between datasets. Bias of heritability estimates was -6% to +6% for the continuous trait, -6% to +10% for the binary traits of moderate heritability, and -21% to +25% for the binary traits of low heritability. Additive genetic correlations were mostly underestimated between the continuous trait and binary traits of low heritability, under- or overestimated between the continuous trait and binary traits of moderate heritability, and overestimated between two binary traits. Use of trait information on two subsequent generations of animals increased ESS and reduced bias of parameter estimates more than mere increase of the number of informative animals from one generation. Consideration of genotype information as a fixed effect in the model resulted in overestimation of polygenic heritability of the QTL trait, but increased accuracy of estimated additive genetic correlations of the QTL trait.</p> <p>Conclusion</p> <p>Combined use of phenotype and genotype information on parents and offspring will help to identify agonistic and antagonistic genetic correlations between traits of interests, facilitating design of effective multiple trait selection schemes.</p

    Postpartum mental health after Hurricane Katrina: A cohort study

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    <p>Abstract</p> <p>Background</p> <p>Natural disaster is often a cause of psychopathology, and women are vulnerable to post-traumatic stress disorder (PTSD) and depression. Depression is also common after a woman gives birth. However, no research has addressed postpartum women's mental health after natural disaster.</p> <p>Methods</p> <p>Interviews were conducted in 2006–2007 with women who had been pregnant during or shortly after Hurricane Katrina. 292 New Orleans and Baton Rouge women were interviewed at delivery and 2 months postpartum. Depression was assessed using the Edinburgh Depression Scale and PTSD using the Post-Traumatic Stress Checklist. Women were asked about their experience of the hurricane with questions addressing threat, illness, loss, and damage. Chi-square tests and log-binomial/Poisson models were used to calculate associations and relative risks (RR).</p> <p>Results</p> <p>Black women and women with less education were more likely to have had a serious experience of the hurricane. 18% of the sample met the criteria for depression and 13% for PTSD at two months postpartum. Feeling that one's life was in danger was associated with depression and PTSD, as were injury to a family member and severe impact on property. Overall, two or more severe experiences of the storm was associated with an increased risk for both depression (relative risk (RR) 1.77, 95% confidence interval (CI) 1.08–2.89) and PTSD (RR 3.68, 95% CI 1.80–7.52).</p> <p>Conclusion</p> <p>Postpartum women who experience natural disaster severely are at increased risk for mental health problems, but overall rates of depression and PTSD do not seem to be higher than in studies of the general population.</p

    Secret Sharing over Fast-Fading MIMO Wiretap Channels

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    Secret sharing over the fast-fading MIMO wiretap channel is considered. A source and a destination try to share secret information over a fast-fading MIMO channel in the presence of a wiretapper who also makes channel observations that are different from but correlated to those made by the destination. An interactive authenticated unrestricted public channel is also available for use by the source and destination in the secret sharing process. This falls under the "channel-type model with wiretapper" considered by Ahlswede and Csiszar. A minor extension of their result (to continuous channel alphabets) is employed to evaluate the key capacity of the fast-fading MIMO wiretap channel. The effects of spatial dimensionality provided by the use of multiple antennas at the source, destination, and wiretapper are then investigated.Comment: Revision submitted to EURASIP Journal on Wireless Communications and Networking, Special Issue on Wireless Physical Layer Security, Sept. 2009. v.3: Fixes to proofs. Matthieu Bloch added as co-author for contributions to proof
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