Results 91 to 100 of about 55,665 (307)

Prior for Structural Materials

EPJ Web of Conferences, 2012
The construction of a library containing prior cross sections and related covariance matrices for nine frequently measured reaction channels of 276 structural materials from 1 to 150 MeV is presented.
Wildpaner V., Srdinko Th., Leeb H., Gundacker St., Neudecker D.   +4 more
doaj   +1 more source

Microscale Mapping of Fiber Strain and Damage in Composite Wrinkled Laminates Using Computed Tomography Assisted Wide‐Angle X‐Ray Scattering

Advanced Science, EarlyView.
This study combines full‐field tomography with diffraction mapping to quantify radial (ε002$\varepsilon _{002}$) and axial (ε100$\varepsilon _{100}$) lattice strain in wrinkled carbon‐fiber specimens for the first time. Radial microstrain gradients (−14.5 µεMPa$\varepsilon \mathrm{MPa}$−1) are found to signal damage‐prone zones ahead of failure, which ...
Hoang Minh Luong, James Trevarthen, Igor Dolbnya, Wadwan Singhapong, Nicholas Pilato, Richard Butler, Jiraphant Srisuriyachot, Alexander J. G. Lunt   +7 more
wiley   +1 more source

Portfolio risk measurement: the estimation of the covariance of stock returns [PDF]

A covariance matrix of asset returns plays an important role in modern portfolio analysis and risk management. Despite the recent interests in improving the estimation of a return covariance matrix, there remain many areas for further investigation. This
Liu, Lan
core  

BAYENV2 Covariance Matrices

, 2014
Resulting covariance matrices after removing the 14 top-ranked outliers from the 'control loci' data set. Tabs separate each successive covariance matrix.
Morgan, Theodore J., St. Amand, Paul, Bello, Nora M., Karen A. Garrett (225060), Maricle, Brian R., Sara G. Baer (538361), Paul St. Amand (466078), Baer, Sara G., Nora M. Bello (319413), Mary Knapp (3291480), Matthew B. Galliart (3291477), Miranda M. Gray (3291483), Akhunov, Eduard D., Galliart, Matthew B., Eduard D. Akhunov (533191), Gray, Miranda M., Johnson, Loretta C., Knapp, Mary, Theodore J. Morgan (205401), Loretta C. Johnson (2929833), Brian R. Maricle (2929830), Garrett, Karen A.   +21 more
core   +1 more source

Unconstrained Metropolis–Hastings Sampling of Covariance Matrices

Journal of Probability and Statistics
Markov chain Monte Carlo (MCMC), the predominant algorithm for fitting hierarchal models to data in a Bayesian setting, relies on the ability to sample from the full conditional distributions of unobserved parameters.
Daniel Turek
doaj   +1 more source

Natural Variation of NAR5 Determines Nitrogenase Activity and the Yield in Soybean

Advanced Science, EarlyView.
This study identified NAR5, a gene encoding a subtilisin‐like protease, that regulates nitrogenase activity in soybean nodules. Overexpressing NAR5 delayed nodule senescence, enhancing nitrogenase activity, yield, and low‐nitrogen tolerance. The elite haplotype NAR5HapI‐1 linked to superior nitrogenase activity and greater seed weight has been ...
Chao Ma, Hanyu Zhao, Haojie Feng, Xulun Dong, Lin Chen, Mingliang Yang, Runyi Chen, Chengjun Lei, Chunyan Liu, Qingshan Chen, Dawei Xin, Jinhui Wang   +11 more
wiley   +1 more source

Use of random integration to test equality of high dimensional covariance matrices. [PDF]

Stat Sin, 2023
Jiang Y, Wen C, Jiang Y, Wang X, Zhang H.   +4 more
europepmc   +1 more source

Large‐Scale Genomics Reveals Three‐Source Ancestry and Layered Adaptation to High Altitude in Tibetan Chickens

Advanced Science, EarlyView.
Whole‐genome analysis of 1,054 chickens reveals three ancestral sources (NWC, SYA, and SHF) with distinct temporal entry patterns into the Tibetan Plateau. Route‐specific selection scans, calibrated against a demographic null, suggest complementary functional enrichments—vascular homeostasis (NWC), calcium signaling and cardiac adaptation (SYA), and ...
Zongyi Zhao, Ruixue Nie, Hailu Fan, Tenzin Ngodroup, Li Zhu, Hongbin Pan, Bo Zhang, Hao Zhang   +7 more
wiley   +1 more source

Orthogonal Methods for Generating Large Positive Semi-Definite Covariance Matrices [PDF]

It is a common problem in risk management today that risk measures and pricing models are being applied to a very large set of scenarios based on movements in all possible risk factors.
Carol Alexander
core  

Circulant matrices on global data analysis [PDF]

, 2017
In this thesis, we investigate the unbiasedness of the commonly used covariance and variogram estimators when the underlying process is assumed to be stationary on the circle or axially symmetric on the sphere. We represent both estimators as a quadratic
Adaramola, Bukola O., NC DOCKS at The University of North Carolina at Greensboro   +1 more
core