Results 91 to 100 of about 55,908 (306)

Consensus Formation and Change are Enhanced by Neutrality

Advanced Science, EarlyView.
Neutral agents are shown to enhance both the formation and overturning of consensus in collective decision‐making. A general mathematical model and experiments with locusts and humans reveal that neutrality enables robust consensus via simple interactions and accelerates consensus change by reducing effective population size.
Andrei Sontag, Janina A. Hoffmann, Tim Rogers, Christian A. Yates   +3 more
wiley   +1 more source

The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies. [PDF]

We consider the affine equivariant sign covariance matrix (SCM) introduced by Visuri et al. (J. Statist. Plann. Inference 91 (2000) 557). The population SCM is shown to be proportional to the inverse of the regular covariance matrix. The eigenvectors and
Croux, Christophe, Ollila, E, Oja, H
core  

Matrices [PDF]

, 2015
Variance/covariance matrices used in this study, separated by species. The BSFG G-matrix is named G_Bayes.
Sebastião, Harley, Porto, Arthur, Silvia Eliza Pavan (3290691), Harley Sebastião (3290688), John L. VandeBerg (195842), VandeBerg, John L., Cheverud, James M., Gabriel Marroig (68971), James M. Cheverud (78008), Marroig, Gabriel, Pavan, Silvia Eliza, Arthur Porto (3272547)   +11 more
core   +1 more source

In Situ X‐Ray Tomography and Acoustic Emission Monitoring of Damage Evolution in C/C‐SiC Composites Fabricated by Liquid Silicon Infiltration

Advanced Science, EarlyView.
This study investigates how the internal structure of fiber‐reinforced ceramic composites affects their resistance to damage. By combining 3D X‐ray imaging with acoustic emission monitoring during mechanical testing, it reveals how silicon distribution influences crack formation.
Yang Chen, Renato S. M. Almeida, Stefan Flauder, Guillaume Couégnat, Kamen Tushtev, Jürgen Horvath, Peter Wriggers, Kurosch Rezwan   +7 more
wiley   +1 more source

Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices [PDF]

Conditions are derived for the consistency of kernel estimators of the covariance matrix of a sum of vectors of dependent heterogeneous random variables, which match those of the currently best-known conditions for the central limit theorem, as required ...
Jong, R.M. de, Davidson, J.
core   +1 more source

P (covariance matrices) [PDF]

, 2011
Phenotypic covariance matrices for 18 morphological traits for the 8 Anolis species and pooled ...
Losos, Jonathan B, Edmund D. Brodie III (142668), Revell, Liam J., Jonathan B Losos (3311070), Kolbe, Jason J., Brodie III, Edmund D., Szekely, Brian, Liam J. Revell (412818), Brian Szekely (3311073), Jason J. Kolbe (382001)   +9 more
core   +1 more source

Canagliflozin Alleviates Diabetic Glomerular Endothelial Injury via Melibiose in a Microbiota‐Dependent Manner

Advanced Science, EarlyView.
Canagliflozin treatment reshapes the gut microbiota in DKD and elevates levels of melibiose, a metabolite derived from Roseburia intestinalis. Melibiose directly binds to and enhances the enzymatic activity of glyoxalase 1, leading to decreased methylglyoxal accumulation.
Wei Zhang, Yi Song, Changkun Li, Yuanyuan Luo, Mingwei Shao, Feng Guo, Fangyi Wei, Xunjie Fan, Wenwen Guo, Fengmei Xu, Yanhong Sang, Dongming Zhang, Yanhong Zhou, Lianwei Wang, Zhiqiang Kang, Yingjun Yang, Chunhua Song, Yanxia Liu, Xiaojun Ma, Jiao Wang, Chong Li, Shengnan Ma, Lin Zhao, Zhi Qin, Guolan Xing, Qiubo Zhao, Jun Li, Shumin Song, Dan Zhao, Ting Huang, Qingzhu Wang, Yanyan Zhao, Guijun Qin   +32 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  

Estimating complex covariance matrices [PDF]

, 2004
The problem of estimating complex covariance matrices is considered. The objective is to obtain a well behaving estimator that circumvents the weaknesses of the standard sample covariance and regularized estimators.
Svensson, Lennart, Lundberg, Magnus
core   +3 more sources

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