Statistical Sampling Techniques Research Articles

Nested sampling of isobaric phase space for the direct evaluation of the isothermal-isobaric partition function of atomic systems.

Nested Sampling (NS) is a powerful athermal statistical mechanical sampling technique that directly calculates the partition function, and hence gives access to all thermodynamic quantities in absolute terms, including absolute free energies and absolute entropies. NS has been used predominately to compute the canonical (NVT) partition function. Although NS has recently been used to obtain the isothermal-isobaric (NPT) partition function of the hard sphere model, a general approach to the computation of the NPT partition function has yet to be developed. Here, we describe an isobaric NS (IBNS) method which allows for the computation of the NPT partition function of any atomic system. We demonstrate IBNS on two finite Lennard-Jones systems and confirm the results through comparison to parallel tempering Monte Carlo. Temperature-entropy plots are constructed as well as a simple pressure-temperature phase diagram for each system. We further demonstrate IBNS by computing part of the pressure-temperature phase diagram of a Lennard-Jones system under periodic boundary conditions.

An acoustic phonetic study on the production accuracy of lexical stress contrasts in Arabic and Mandarin-accented English

The researcher explored the socio-morphophonetic characteristics of English as a second language lexical prosodic competence. One hundred participants from Midwest USA (29), Saudi Arabia (38), and China (33) were recorded producing English lexical stress (ELS) in tokens containing seven different stress-moving suffixes—[-ic], [-ical], [-ity], [-ian], [-ify], [-ial], and [-ious]. Fundamental frequency, duration, and intensity productions were analyzed using Praat. In total, 2125 vowels in 800 spectrograms were analyzed (excluding stress placement and pronunciation errors). Statistical sampling techniques were used to evaluate acquisition of accurate ELS production versus native language and language proficiency. Speech samples of native-speakers were analyzed to provide norm values for cross-reference and to provide insights into the proposed Salience Hierarchy of the Acoustic Correlates of Stress (SHACS). The results support the notion that a SHACS does exist in the L1 sound system and that native-like command is attainable for English language learners through increased study/L2 input. Saudi English speakers, who often do not fully reduce vowels, produced durational contrasts more accurately when they had studied English for longer. Similarly, proficient Chinese learners of English seemed to be able to overcome negative transfer from their tonal system as they produced pitch in a more native-like manner.

The application of statistical and/or non-statistical sampling techniques by internal audit functions in the South African banking industry

This article explores the use by internal audit functions of audit sampling techniques in order to test the effectiveness of controls in the banking sector. The article focuses specifically on the use of statistical and/or non-statistical sampling techniques by internal auditors. The focus of the research for this article was internal audit functions in the banking sector of South Africa. The results discussed in the article indicate that audit sampling is still used frequently as an audit evidence-gathering technique. Non-statistical sampling techniques are used more frequently than statistical sampling techniques for the evaluation of the sample. In addition, both techniques are regarded as important for the determination of the sample size and the selection of the sample item

Sampling and quantification methodology for floating solid wastes in beaches

The suggested methodology aims to typify the solid waste found on the aquatic surface of the touristic beaches in Cartagena de Indias. In addition, it was designed and implemented water samplers for floating solid waste to evaluate, in a wide swath, the composition of the waste that is cast into the seawaters and affects the quality of the beach as a touristic attraction as well as disturbing a healthy aquatic ecosystem. Such developed methodology comprises both the optimal samplers size based on information from the waste accumulation curves, plus the samples size standardization for estimations of total waste content through statistical sampling techniques such as MAS and MSL. This sampling was performed in parallel and perpendicular to the coastline by using devices with specifications of 1.0 m, 0.75 m and 0.5 m width; therefore the 0.75 m width device came to be the most efficient one, whereas the movement is perpendicular due to the variety of solid waste collected. The results, along with the process of the Project implementation, provide valuable information for the development of protocols and new parameters according to environmental quality index for touristic beaches up-to-date; thus abiding by the environmental quality program framework for beaches in the Colombian Northern Caribbean area.

Multimedia traffic quality of service management using statistical and artificial intelligence techniques

Managing quality of service (QoS) is an important network operation, especially in hybrid wired and wireless multimedia networks. In this study, a two-stage approach to intelligently manage QoS for multimedia traffic was developed. Voice over Internet protocol (VoIP) was included in the study as an example of a typical multimedia application. Initially an adaptive statistical sampling technique was employed. It determined the traffic's statistics and used them in a fuzzy inference system to determine the optimum interval between every two consecutive sections of the traffic sampled. In the second stage, a fuzzy c-means (FCM) clustering was used to pre-process QoS parameters (delay, jitter and packet loss ratio) obtained from the devised sampling scheme. A multilayer perceptron (MLP) neural network then used the information from FCM to assess the QoS provided for VoIP. It was shown that the developed adaptive statistical sampling represents the traffic more correctly than the systematic, stratified and random non-adaptive sampling methods. Also, the combination of statistical sampling followed by FCMand MLP accurately indicated the QoS for VoIP.

Actitudes hacia la violencia contra la mujer en la relación de pareja en estudiantes de cuarto grado de secundaria de instituciones educativas estatales y no estatales de Lima Metropolitana

Los objetivos del estudio fueron los siguientes: a) Describir las actitudes hacia la violencia contra la mujer en la relación de pareja de los estudiantes de cuarto grado de secundaria de instituciones educativas estatales y no estatales Lima Metropolitana; b) Comparar las actitudes hacia la violencia contra la mujer en la relación de pareja entre los estudiantes varones y mujeres de cuarto grado de secundaria de centros educativos de Lima Metropolitana; c) Comparar las actitudes hacia la violencia contra la mujer en la relación de pareja entre los estudiantes de cuarto grado de secundaria de instituciones educativas estatales y no estatales. El diseño utilizado fue el descriptivo comparativo, llevado a cabo en alumnos varones y mujeres de cuarto grado de secundaria procedentes de instituciones educativas estatales y no estatales de Lima Metropolitana (Alarcón, 2008; Sánchez y Reyes, 2006). Para la determinación de los participantes se llevó a cabo un muestreo probabilístico bi-etápico, en la primera etapa en cada una de las UGEL se eligió de manera aleatoria los centros educativos a ser incluidos en el estudio y posteriormente en cada colegio se eligió de forma aleatoria los participantes que serán evaluados. Se llevó a cabo el estudio descriptivo e inferencial de las variables estudiadas. Se encontró diferencias estadísticamente significativas en las actitudes hacia la violencia contra la mujer en la relación de pareja entre los estudiantes de instituciones educativas estatales y no estatales, asimismo, se encontró diferencias estadísticamente significativas en las actitudes entre varones y mujeres.

The distance discordance metric—a novel approach to quantifying spatial uncertainties in intra- and inter-patient deformable image registration

Previous methods to estimate the inherent accuracy of deformable image registration (DIR) have typically been performed relative to a known ground truth, such as tracking of anatomic landmarks or known deformations in a physical or virtual phantom. In this study, we propose a new approach to estimate the spatial geometric uncertainty of DIR using statistical sampling techniques that can be applied to the resulting deformation vector fields (DVFs) for a given registration. The proposed DIR performance metric, the distance discordance metric (DDM), is based on the variability in the distance between corresponding voxels from different images, which are co-registered to the same voxel at location (X) in an arbitrarily chosen ‘reference’ image. The DDM value, at location (X) in the reference image, represents the mean dispersion between voxels, when these images are registered to other images in the image set. The method requires at least four registered images to estimate the uncertainty of the DIRs, both for inter- and intra-patient DIR. To validate the proposed method, we generated an image set by deforming a software phantom with known DVFs. The registration error was computed at each voxel in the ‘reference’ phantom and then compared to DDM, inverse consistency error (ICE), and transitivity error (TE) over the entire phantom. The DDM showed a higher Pearson correlation (Rp) with the actual error (Rp ranged from 0.6 to 0.9) in comparison with ICE and TE (Rp ranged from 0.2 to 0.8). In the resulting spatial DDM map, regions with distinct intensity gradients had a lower discordance and therefore, less variability relative to regions with uniform intensity. Subsequently, we applied DDM for intra-patient DIR in an image set of ten longitudinal computed tomography (CT) scans of one prostate cancer patient and for inter-patient DIR in an image set of ten planning CT scans of different head and neck cancer patients. For both intra- and inter-patient DIR, the spatial DDM map showed large variation over the volume of interest (the pelvis for the prostate patient and the head for the head and neck patients). The highest discordance was observed in the soft tissues, such as the brain, bladder, and rectum, due to higher variability in the registration. The smallest DDM values were observed in the bony structures in the pelvis and the base of the skull. The proposed metric, DDM, provides a quantitative tool to evaluate the performance of DIR when a set of images is available. Therefore, DDM can be used to estimate and visualize the uncertainty of intra- and/or inter-patient DIR based on the variability of the registration rather than the absolute registration error.

Monte Carlo Static Timing Analysis with statistical sampling

With aggressive scaling of CMOS technologies, MOSFET devices are subject to increasing amounts of independent local statistical variability. The causes of these statistical variations and their effects on device performance have been extensively studied, but their impact on circuit performance is still difficult to predict. This paper proposes a method for modeling the impact of random intra-die statistical variations on digital circuit timing. The method allows the variation modeled by large-scale statistical transistor simulations to be propagated up the design flow to the circuit level, by making use of commercial STA and standard cell characterization tools. By using statistical sampling techniques, we achieve close to the accuracy of full SPICE simulation, but with a computational effort similar to that of Statistical Static Timing Analysis, while removing some of the inaccurate assumptions of Statistical Static Timing Analysis.

Sampling in Thermal Simulation of Processors: Measurement, Characterization, and Evaluation

Power densities in modern processors induce thermal issues that limit performance. Power and thermal models add complexity to architectural simulators, limiting the depth of analysis. Prohibitive execution time overheads may be circumvented using sampling techniques. While these approaches work well when characterizing processor performance, they introduce new challenges when applied to the thermal domain. This paper aims to improve the accuracy and performance of sampled thermal simulation at the architectural level. To the best of our knowledge, this paper is the first to evaluate the impact of statistical sampling on thermal metrics through direct temperature measurements performed at runtime. Experiments confirm that sampling can accurately estimate certain thermal metrics. However, extra consideration needs to be taken into account to preserve the accuracy of temperature estimation in a sampled simulation. Mainly because, on average, thermal phases are much longer than performance phases. Based on these insights, we introduce a framework that extends statistical sampling techniques, used at the performance and power stages, to the thermal domain. The resulting technique yields an integrated performance, power, and temperature simulator that maintains accuracy, while reducing simulation time by orders of magnitude. In particular, this paper shows how dynamic frequency and voltage adaptations can be evaluated in a statistically sampled simulation. We conclude by showing how the increased simulation speed benefits architects in the exploration of the design space.

An Economic Analysis on Overbilling Incentives and Auditing Programs

An institutional auditing program typically consists of the following steps: a sample audit, the decision to move to the full audit, a settlement offer, and the full audit. Statistical sampling techniques are often used to estimate the overbilling percentage and amount. This paper discusses the optimal settlement offer, the net recovery through auditing, the condition for the auditors to move to the full audit, and how an auditing program can be truly cost-effective. This paper provides an evaluation for the statistical sampling techniques to an auditing program. The economic incentives of a contractor to overbill are also identified. Finally, it presents the key metrics and the managerial implications for auditing managers to design or enhance their auditing programs.

Evaluating Data Assimilation Algorithms

Abstract Data assimilation leads naturally to a Bayesian formulation in which the posterior probability distribution of the system state, given all the observations on a time window of interest, plays a central conceptual role. The aim of this paper is to use this Bayesian posterior probability distribution as a gold standard against which to evaluate various commonly used data assimilation algorithms. A key aspect of geophysical data assimilation is the high dimensionality and limited predictability of the computational model. This paper examines the two-dimensional Navier–Stokes equations in a periodic geometry, which has these features and yet is tractable for explicit and accurate computation of the posterior distribution by state-of-the-art statistical sampling techniques. The commonly used algorithms that are evaluated, as quantified by the relative error in reproducing moments of the posterior, are four-dimensional variational data assimilation (4DVAR) and a variety of sequential filtering approximations based on three-dimensional variational data assimilation (3DVAR) and on extended and ensemble Kalman filters. The primary conclusions are that, under the assumption of a well-defined posterior probability distribution, (i) with appropriate parameter choices, approximate filters can perform well in reproducing the mean of the desired probability distribution, (ii) they do not perform as well in reproducing the covariance, and (iii) the error is compounded by the need to modify the covariance, in order to induce stability. Thus, filters can be a useful tool in predicting mean behavior but should be viewed with caution as predictors of uncertainty. These conclusions are intrinsic to the algorithms when assumptions underlying them are not valid and will not change if the model complexity is increased.

Estimativa amostral objetiva de área plantada regional, apoiada em imagens de sensoriamento remoto

O objetivo deste trabalho foi desenvolver e avaliar um método para estimar a área plantada de soja em escala regional e calcular o erro estatístico associado à estimação. O método (Geosafras), que associa técnicas de amostragem estatística com características das imagens obtidas por sensoriamento remoto orbital, foi aplicado para obter estimativa amostral objetiva da área cultivada com soja, na safra de 2005/2006, no Estado do Rio Grande do Sul. Os municípios produtores de soja, no RS, foram distribuídos em dez estratos, com base em dados pré‑existentes de área cultivada com a cultura. O número de municípios selecionados, em cada estrato, seguiu a regra de alocação de Neyman. Em cada município selecionado, foram aleatorizados pontos correspondentes aos pixels das imagens, classificados como "soja" ou "não soja" após visita a campo. A partir dos dados de 3.000 pontos distribuídos nos 30 municípios selecionados, nos dez estratos, foi estimada a área cultivada com soja no RS, que totalizou 4.069.887 ha, com coeficiente de variação (CV) de 3,4%. Esta estimativa foi consistente com os dados oficiais. O método amostral objetivo estratificado, auxiliado por sensoriamento remoto, permite estimar a área cultivada com soja no Rio Grande do Sul e é capaz de quantificar o erro associado à estimativa realizada.

Statistical geochemistry reveals disruption in secular lithospheric evolution about 2.5 Gyr ago

The Earth has cooled over the past 4.5 billion years (Gyr) as a result of surface heat loss and declining radiogenic heat production. Igneous geochemistry has been used to understand how changing heat flux influenced Archaean geodynamics, but records of systematic geochemical evolution are complicated by heterogeneity of the rock record and uncertainties regarding selection and preservation bias. Here we apply statistical sampling techniques to a geochemical database of about 70,000 samples from the continental igneous rock record to produce a comprehensive record of secular geochemical evolution throughout Earth history. Consistent with secular mantle cooling, compatible and incompatible elements in basalts record gradually decreasing mantle melt fraction through time. Superimposed on this gradual evolution is a pervasive geochemical discontinuity occurring about 2.5 Gyr ago, involving substantial decreases in mantle melt fraction in basalts, and in indicators of deep crustal melting and fractionation, such as Na/K, Eu/Eu* (europium anomaly) and La/Yb ratios in felsic rocks. Along with an increase in preserved crustal thickness across the Archaean/Proterozoic boundary, these data are consistent with a model in which high-degree Archaean mantle melting produced a thick, mafic lower crust and consequent deep crustal delamination and melting--leading to abundant tonalite-trondhjemite-granodiorite magmatism and a thin preserved Archaean crust. The coincidence of the observed changes in geochemistry and crustal thickness with stepwise atmospheric oxidation at the end of the Archaean eon provides a significant temporal link between deep Earth geochemical processes and the rise of atmospheric oxygen on the Earth.

Analysis of antihypertensive drugs used of elderly hypertension in Beijing

Objective: To analyze the trend of antihypertensive drugs used by elderly residents with hypertension in Beijing. Methods: A group of 2832, 1828, and 2277 elderly residents aged ≥60 in Beijing were chosen into this study in the year 2000, 2004, and 2007 by well-established statistical sampling techniques such as cluster, stratification and random selection, and trend of antihypertensive drugs used by elderly residents with hypertension was analyzed by χ2 analysis. Results: The proportion of CCB, ACEI, diuretics and β-RB increased, whereas that of compound reserpine decreased.

An Evaluation Of The Negative Binomial Method For Tests Of Controls

<span>Auditors often use statistical sampling techniques to test controls. Dhavale (1991) presents a new statistical technique based on the negative binomial distribution for this purpose. This article examines in detail the properties of the new method. The article also provides the computational details necessary to apply the new method. The article concludes that the new method may be useful to auditors in some circumstances.</span>

Regional disparity on life expectancy, active life expectancy in the elderly from Beijing

To explore the regional disparity in life expectancy (LE), active life expectancy (ALE), active life expectancy/life expectancy (ALE/LE) of the elderly in Beijing and to express the impact of hypertension upon those indices. The sample was derived from a "Beijing multidimensional longitudinal study on aging", including those from urban district (Xuanwu), rural district (Daxing and Huairou) by well-established statistical sampling techniques. Baseline survey comprised 1847 people aged 60 years or over, living in the communities in Beijing in 2004. The subjects under research were investigated with questionnaires at home by well-trained interviews and the contents would include: degree of education, occupation, medical history of hypertension together with repeated blood pressure measurements. Someone being "active" was defined as the ability in performing activities of daily life (ADL). IMaCH software for multi-state life table method was used to calculate the life expectancy (LE), active life expectancy (ALE) and active life expectancy/life expectancy (ALE/LE) in different district and the hypertensive exert influence on those indices. Data from the study showed that people inhabited in the rural district had lower LE, ALE and degree of education (illiteracy account for 66.2 percentage), but with more physical activities (account for 95.5 percentage) and higher ALE/LE than urban district people. Regional disparity in Females was obvious than in males while hypertension would exert more influence on LE of the urban women, which widened the gap in LE, ALE of males and ALE of females between the urban and rural areas. Regional disparity was found existing in LE, ALE, ALE/LE of the elderly from Beijing, particularly in females. Hypertension widened the gap and decreased the quality of life on senior citizens in the rural areas. This finding underlined the influence of habitation on the quality of life which manifested the importance of prevention regarding high blood pressure.

In‐situ Sampling of a Large‐Scale Particle Simulation for Interactive Visualization and Analysis

AbstractWe describe a simulation‐time random sampling of a large‐scale particle simulation, the RoadRunner Universe MC3 cosmological simulation, for interactive post‐analysis and visualization. Simulation data generation rates will continue to be far greater than storage bandwidth rates by many orders of magnitude. This implies that only a very small fraction of data generated by a simulation can ever be stored and subsequently post‐analyzed. The limiting factors in this situation are similar to the problem in many population surveys: there aren't enough human resources to query a large population. To cope with the lack of resources, statistical sampling techniques are used to create a representative data set of a large population. Following this analogy, we propose to store a simulation‐time random sampling of the particle data for post‐analysis, with level‐of‐detail organization, to cope with the bottlenecks. A sample is stored directly from the simulation in a level‐of‐detail format for post‐visualization and analysis, which amortizes the cost of post‐processing and reduces workflow time. Additionally by sampling during the simulation, we are able to analyze the entire particle population to record full population statistics and quantify sample error.

Audit Sampling Methods And Juror Negligence Awards: An Expectation Gap?

<p class="MsoNormal" style="text-align: justify; margin: 0in 0.5in 0pt; mso-pagination: none;"><span style="font-family: "Times New Roman","serif"; font-size: 10pt;">Generally accepted auditing standards permit auditors to apply both statistical and nonstatistical sampling techniques in obtaining sufficient, competent evidential matter.<span style="mso-spacerun: yes;">  </span>However, several recent studies have shown that statistical sampling procedures have nearly disappeared from practice. Despite this trend and the heightened anxiety about professional liability, no studies to date have directly tested the potential implications of sampling method on jurors verdicts, damage awards, or sample size expectations.<span style="mso-spacerun: yes;">  </span>In this study we investigate the effect of sampling method on jurors’ judgments in auditor negligence trials.<span style="mso-spacerun: yes;">  </span>Overall, in a case where auditors were alleged to have used an insufficient sample size, the sampling method did not affect the likelihood of a “guilty of negligence” verdict.<span style="mso-spacerun: yes;">  </span>However, as predicted, damage awards were significantly higher when nonstatistical sampling was used compared with statistical sampling.<span style="mso-spacerun: yes;">  </span>Exploratory analysis revealed that subjects voting “guilty of negligence” would require the auditors to examine over 17% of the population (compared with the 1% examined) in order to change their verdict to “not guilty of negligence.”<span style="mso-spacerun: yes;">  </span>These findings have troubling implications for auditors employing sampling techniques.</span></p>

SARNA-Predict: Accuracy Improvement of RNA Secondary Structure Prediction Using Permutation-Based Simulated Annealing

Ribonucleic acid (RNA), a single-stranded linear molecule, is essential to all biological systems. Different regions of the same RNA strand will fold together via base pair interactions to make intricate secondary and tertiary structures that guide crucial homeostatic processes in living organisms. Since the structure of RNA molecules is the key to their function, algorithms for the prediction of RNA structure are of great value. In this article, we demonstrate the usefulness of SARNA-Predict, an RNA secondary structure prediction algorithm based on Simulated Annealing (SA). A performance evaluation of SARNA-Predict in terms of prediction accuracy is made via comparison with eight state-of-the-art RNA prediction algorithms: mfold, Pseudoknot (pknotsRE), NUPACK, pknotsRG-mfe, Sfold, HotKnots, ILM, and STAR. These algorithms are from three different classes: heuristic, dynamic programming, and statistical sampling techniques. An evaluation for the performance of SARNA-Predict in terms of prediction accuracy was verified with native structures. Experiments on 33 individual known structures from eleven RNA classes (tRNA, viral RNA, antigenomic HDV, telomerase RNA, tmRNA, rRNA, RNaseP, 5S rRNA, Group I intron 23S rRNA, Group I intron 16S rRNA, and 16S rRNA) were performed. The results presented in this paper demonstrate that SARNA-Predict can out-perform other state-of-the-art algorithms in terms of prediction accuracy. Furthermore, there is substantial improvement of prediction accuracy by incorporating a more sophisticated thermodynamic model (efn2).

Improved Estimates of the European Winter Windstorm Climate and the Risk of Reinsurance Loss Using Climate Model Data

AbstractCurrent estimates of the European windstorm climate and their associated losses are often hampered by either relatively short, coarse resolution or inhomogeneous datasets. This study tries to overcome some of these shortcomings by estimating the European windstorm climate using dynamical seasonal-to-decadal (s2d) climate forecasts from the European Centre for Medium-Range Weather Forecasts (ECMWF). The current s2d models have limited predictive skill of European storminess, making the ensemble forecasts ergodic samples on which to build pseudoclimates of 310–396 yr in length. Extended winter (October–April) windstorm climatologies are created using scalar extreme wind indices considering only data above a high threshold. The method identifies up to 2363 windstorms in s2d data and up to 380 windstorms in the 40-yr ECMWF Re-Analysis (ERA-40). Classical extreme value analysis (EVA) techniques are used to determine the windstorm climatologies. Differences between the ERA-40 and s2d windstorm climatologies require the application of calibration techniques to result in meaningful comparisons. Using a combined dynamical–statistical sampling technique, the largest influence on ERA-40 return period (RP) uncertainties is the sampling variability associated with only 45 seasons of storms. However, both maximum likelihood (ML) and L-moments (LM) methods of fitting a generalized Pareto distribution result in biased parameters and biased RP at sample sizes typically obtained from 45 seasons of reanalysis data. The authors correct the bias in the ML and LM methods and find that the ML-based ERA-40 climatology overestimates the RP of windstorms with RPs between 10 and 300 yr and underestimates the RP of windstorms with RPs greater than 300 yr. A 50-yr event in ERA-40 is approximately a 40-yr event after bias correction. Biases in the LM method result in higher RPs after bias correction although they are small when compared with those of the ML method. The climatologies are linked to the Swiss Reinsurance Company (Swiss Re) European windstorm loss model. New estimates of the risk of loss are compared with those from historical and stochastically generated windstorm fields used by Swiss Re. The resulting loss-frequency relationship matches well with the two independently modeled estimates and clearly demonstrates the added value by using alternative data and methods, as proposed in this study, to estimate the RP of high RP losses.