Optimal variance estimation without estimating the mean function

We study the least squares estimator in the residual variance estimation context. We show that the mean squared differences of paired observations are asymptotically normally distributed. We further establish that, by regressing the mean squared differences of these paired observations on the squared distances between paired covariates via a simple least squares procedure, the resulting variance estimator is not only asymptotically normal and root-$n$ consistent, but also reaches the optimal bound in terms of estimation variance. We also demonstrate the advantage of the least squares estimator in comparison with existing methods in terms of the second order asymptotic properties.Comment: Published in at http://dx.doi.org/10.3150/12-BEJ432 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Quality of Service of Crash-Recovery Failure Detectors

This thesis presents the results of an investigation into the failure detection problem. We consider the specific case of the Quality of Service (QoS) of crash failure detection. In contrast to previous work, we address the crash failure detection problem when the monitored target is resilient and recovers after failure. To the best of our knowledge, this is the first work to provide an analysis of crash-recovery failure detection from the QoS perspective.We develop a probabilistic model of the behavior of a crash-recovery target, i.e. one which has the ability to recover from the crash state. We show that the fail-free run and the crash-stop run are special cases of the crash-recovery run with mean time to failure (MTTF) approaching to infinity and mean time to recovery (MTTR) approaching to infinity, respectively. We extend the previously published QoS metrics to allow the measurement of the recovery speed, and the definition of the completeness property of a failure detector. Then, the impact of the dependability of the crash-recovery target on the QoS bounds for such a crash-recovery failure detector is analyzed using general dependability metrics, such as MTTF and MTTR, based on an approximate probabilistic model of the two-process failure detection system. Then according to our approximate model, we show how to estimate the failure detector’s parameters to achieve a required QoS, based on Chen et al.’s NFD-S algorithm analytically, and how to execute the configuration procedure of this crash-recovery failure detector.In order to make the failure detector adaptive to the target’s crash-recovery behavior and enable the autonomy of the monitoring procedure, we propose two types of recovery detection protocols. One is a reliable recovery detection protocol, which can guarantee to detect each occurring failure and recovery by adopting persistent storage. The other is a lightweight recovery detection protocol, which does not guarantee to detect every failure and recovery but which reduces the system overhead. Both of these recovery detection protocols improve the completeness without reducing the other QoS aspects of a failure detector. In addition, we also demonstrate how to estimate the inputs, such as the dependability metrics, using the failure detector itself.In order to evaluate our analytical work, we simulate the following failure detection algorithms: the simple heartbeat timeout algorithm, the NFD-S algorithm and the NFDS algorithm with the lightweight recovery detection protocol, for various values of MTTF and MTTR. The simulation results show that the dependability of a recoverable monitored target could have significant impact on the QoS of such a failure detector. This conforms well to our models and analysis. We show that in the case of reasonable long MTTF, the NFD-S algorithm with the lightweight recovery detection protocol exhibits better QoS than the NFD-S algorithm for the completeness of a crash-recovery failure detector, and similarly for other QoS metrics

Effects of Pd Addition on the Electrochemical Properties of MgNi

Two groups of Pd-modified MgNi samples were prepared: sample Ⅰ, ball-milling Pd (1, 6 and 10 mol%) with amorphous MgNi for 10 min, 2hr or 10 hr, sample Ⅱ, ball-milling 10 mol% Pd with Mg2Ni and Ni for 80 hr. Effects of the addition of Pd on the electrochemical properties of MgNi were investigated. For sample Ⅰ, the effects of Pd depended on both the Pd ratio and the time of ball-milling. During ball-milling, Pd bebame amorphous and was distributed uniformly on the surface of MgNi particle. At 6 mol% and 10 mol% Pd, degradation of the discharge capacity of MgNi was significantly decreased. As for sample Ⅱ, the cycle life of MgNi was remarkably improved by Pd modification. The roles of Pd in the behavior of MgNi were analyzed, and the improvements in MgNi properties arising from both modifications by Pd were thought to be due to the prevention of the formation of Mg(OH)2

Addition of Some Transition Elements and their Effects on the Electrochemical Properties of MgNi

In this study, some transition elements, Ag, Co, Pd, Re, Ru and Ti, at 6 and 10mol% compositions, were selected to ball mill with Mg2Ni and Ni, and the effects of transition elements on the electrochemical properties of amorphous MgNi were investigated. Three distinct effects on the electrochemical properties of MgNi were found: Ti and Pd dissolved into the bulk of MgNi during ball milling and the degradation of discharge capacity was decreased by addition of Ti and Pd. Ag and Co also dissolved in the MgNi powder, but there was no appreciable influence on the electrochemical behavior of MgNi. Re and Ru neither dissolved into MgNi nor improved the properties of MgNi

To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market

As the rate of information availability increases, the ability to use web-based technology to improve forecasting becomes increasingly important. We examine Virtual Globe technology and show how the arrival of unprecedented types of web-based information enhances the ability to forecast and can lead to significant, measurable economic benefits. Specifically, we use market prices in a betting market over an eighteen-year period to examine how new elevation data from Virtual Globes (VG) enabled improved forecasting decisions and we explore how this information diffused through the betting market. The results demonstrate how short-lived, profitable opportunities arise from the arrival of novel information, and the speed at which markets adapt over time to account fully for new data