Functional magnetic resonance imaging: Comparison between activation maps and computation pipelines in a clinical context

In this study new evaluation strategies for comparing different Statistical Parametric Maps computed from fMRI time-series analysis software tools are proposed. The aim of our work is to assess and quantitatively evaluate the statistical agreement of activation maps. Some pre-processing steps are necessary to compare SPMs (Statistical Parametric Maps), including segmentation and co-registration. The study of the statistical agreement is carried out following two ways. The first way considers SPMs as the result of two classification processes and extracts confusion matrix and Cohen's kappa index to assess agreement. Some considerations will be made on the statistical dependence of classes and a new formulation of kappa index will be used for overcoming this problem. The second way considers SPMs as two 3D images, and computes the similarity of SPMs images with a fuzzy formulation of the Jaccard Index. Several experiments were conducted both to assess the performance of the proposed evaluation tools and to compare activation maps computation pipelines from two widely used software tools in a clinical context.     

Parametric X-ray radiation from powders

Parametric X-ray Radiation (PXR) produced in powders has been observed for the first time. PXR spectra were measured under observation angles of 150° and 180° during the interaction of relativistic 7 MeV electrons with a tungsten powder. All the PXR peaks that theoretically can be produced in the studied energy region were registered. The performed absolute comparison of the experiment with the PXR kinematical theory from randomly oriented crystallites showed a good accordance.     

Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables

In this study, I apply forward sensitivity analysis to the dynamical system of nonlinear asset flow differential equations (AFDEs). I find that all parameters in AFDEs are needed and can be estimated from market prices and net asset values data. Moreover, the market price is the most fluctuating state variable, and the coefficient for the trend-based investor' sentiment is the dominant parameter. Furthermore, I define and compare the extreme value-based volatilities of market price and net asset value for closed-end funds. I find that the extreme value-based volatility of market price is higher than that of net asset value for the vast majority of closed-end funds for both overlapping and non-overlapping cases.     

Analytical approximations to predict performance measures of markovian type manufacturing systems with job failures and parallel processing

Manufacturing or service systems with multiple product classes, job circulation due to random failures, resources shared between product classes, and some portions of the manufacturing or assembly carried in series and the rest in parallel are commonly observed in real-life. The web server assembly is one such manufacturing system which exhibits the above characteristics. Predicting the performance measures of these manufacturing systems is not an easy task. The primary objective of this research was to propose analytical approximations to predict the flow times of the manufacturing systems, with the above characteristics, and evaluate its accuracy. The manufacturing system is represented as a network of queues. The parametric decomposition approach is used to develop analytical approximations for a system with arrival and service rates from a Markovian distribution. The results from the analytical approximations are compared to simulation models. In order to bridge the gap in error, correction terms were developed through regression modeling. The experimental study conducted indicates that the analytical approximations along with the correction terms can serve as a good estimate for the flow times of the manufacturing systems with the above characteristics.     

Optimal coalition formation and surplus distribution: Two sides of one coin

A fuzzy coalitional game represents a situation in which players can vary the intensity at which they participate in the coalitions accessible to them, as opposed to the treatment as a binary choice in the non-fuzzy (crisp) game. Building on the property - not made use of so far in the literature of fuzzy games - that a fuzzy game can be represented as a convex program, this paper shows that the optimum of such a program determines the optimal coalitions as well as the optimal rewards for the players, two sides of one coin. Furthermore, this program is seen to provide a unifying framework for representing the core, the least core, and the (fuzzy) nucleolus, among others. Next, we derive conditions for uniqueness of core rewards and to deal with non-uniqueness we introduce a family of parametric perturbations of the convex program that encompasses a large number of well-known concepts for selection from the core, including the Dutta-Ray solution (Dutta and Ray, 1989), the equal sacrifice solution (Yu, 1973), the equal division solution (Selten, 1972) and the tau-value (Tijs, 1981). We also generalize the concept of the Grand Coalition of contracting players by allowing for multiple technologies, and we specify the conditions for this allocation to be unique and Egalitarian. Finally, we show that our formulation offers a natural extension to existing models of production economies with threats and division rules for common surplus.     

A pendulum with an elliptic-type parametric excitation: Stability charts for a damped and undamped system

In this paper, a pendulum parametrically excited by the excitation which has the form of the Jacobi cn elliptic function is considered. Three cases related to the value of the elliptic parameter are distinguished: the case when it is smaller than zero, when it ranges between zero and unity, and when it is higher than unity. First, interpretations of the excitation with such elliptic parameter are given in terms of its period, higher harmonic content and the amplitude. These interpretations enable one to consider the elliptic-type excitation as a type of multi-cosine excitation whose frequency and amplitude are related mutually in a particular way. Stability charts are determined for damped and undamped systems. When the elliptic parameter is equal to zero, the governing equations considered transform to the well-known Mathieu equation. In all other cases, the governing equations considered can be seen as a new generalisation of the Mathieu equation. The influence of an arbitrary real elliptic parameter on the location and shape of the transition curves and instability tongues is investigated, illustrated and discussed in all three cases, which represent new and so far unknown results.     

正态-逆Wishart先验下多元线性模型中经验Bayes估计的优良性

在正态-逆Wishart先验下研究了多元线性模型中参数的经验Bayes估计及其优良性问题.当先验分布中含有未知参数时,构造了回归系数矩阵和误差方差矩阵的经验Bayes估计,并在Bayes均方误差(简称BMSE)准则和Bayes均方误差阵(简称BMSEM)准则下,证明了经验Bayes估计优于最小二乘估计.最后,进行了Monte Carlo模拟研究,进一步验证了理论结果.