1,522 research outputs found
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
Full text linkEstimation of parameters of a diffusion based on discrete time observations poses a difficult problem due to the lack of a closed form expression for the likelihood. From a Bayesian computational perspective it can be casted as a missing data problem where the diffusion bridges in between discrete-time observations are missing. The computational problem can then be dealt with using a Markov-chain Monte-Carlo method known as data-augmentation. If unknown parameters appear in the diffusion coefficient, direct implementation of data-augmentation results in a Markov chain that is reducible. Furthermore, data-augmentation requires efficient sampling of diffusion bridges, which can be difficult, especially in the multidimensional case. We present a general framework to deal with with these problems that does not rely on discretisation. The construction generalises previous approaches and sheds light on the assumptions necessary to make these approaches work. We define a random-walk type Metropolis-Hastings sampler for updating diffusion bridges. Our methods are illustrated using guided proposals for sampling diffusion bridges. These are Markov processes obtained by adding a guiding term to the drift of the diffusion. We give general guidelines on the construction of these proposals and introduce a time change and scaling of the guided proposal that reduces discretisation error. Numerical examples demonstrate the performance of our methods.Statistic
Sediment management and the renewability of floodplain clay for structural ceramics
No full textThe Netherlands has vast resources of clay that are exploited for the fabrication of structural ceramic products such as bricks and roof tiles. Most clay is extracted from the so-called embanked floodplains along the rivers Rhine and Meuse, areas that are flooded during high-discharge conditions. Riverside clay extraction is-at least in theory-compensated by deposition. Based on a sediment balance (deposition versus extraction), we explore the extent to which clay can be regarded as a renewable resource, with potential for sustainable use. Beyond that, we discuss the implications for river and sediment management, especially for the large engineering works that are to be undertaken to increase the discharge capacities of the Rhine and Meuse. Extraction rates are based on production statistics for clay, as well as those for fired end-products. Deposition rates are estimated from published and unpublished geological data (clay volumes and thicknesses, datings, etc.) and from morphological modeling studies. Comparisons between extraction and deposition are made at three different time-space scales: (1) long term (post-1850)/large scale (all Dutch floodplains), (2) present/large scale, and (3) present/site scale. The year 1850 is relevant because it approximately marks the beginning of the current, fully engineered river systems, in which depositional processes are constrained by dikes and groynes. As the Industrial Revolution began in the same period, post-1850 sediments can be identified by their pollution with heavy metals. (1) We estimate the post-1850 clay volume in situ at about 0.20 km(3), and the total extracted volume in the same period at about 0.17 km(3). This puts the net long-term average deposition rate of clay at similar to 1.3 million m(3)/year and the corresponding extraction rate at similar to 1.1 million m(3)/year. (2) Current accumulation is approximately 0.4 million m(3)/year and expected to increase, and current extraction is about 0.7 million m(3)/year and expected to decrease. (3) Clay extraction creates a depression that has an increased sediment-trapping efficiency. This local effect is not considered explicitly in large-scale morphological modeling. Based on maximum observed sedimentation rates, we estimate that replenishment of a clay site takes in the order of 150 years. As clay extraction lowers some 0.5 km(2) of floodplain yearly, a surface area of approximately 75 km(2) would be required for sustainable clay extraction. This is about 1/6 of the total surface area of the embanked floodplains. On the long term, clay extraction from the embanked floodplain depositional environment has been sustainable. At strongly decreasing deposition rates, the ratio between extraction and replenishment seems to have shifted towards unsustainable. However, current sedimentation is estimated conservatively. The site-scale approach suggests that, even if extraction would currently exceed deposition, this could be resolved with sediment management, that is, with site restoration measures aimed at higher sediment-trapping efficiency. Our results have implications for river engineering, especially where substantial digging is involved (floodplain lowering, high-discharge bypass channels, obstacle removal). First, this inevitably affects the clay resources that we studied, while resource sterilization should be avoided. Secondly, the effect that any form of digging has on subsequent sedimentation-increased rates-relates to long-term river maintenance. We conclude that floodplain clay is a renewable resource, especially if managed accordingly. Beyond that, we established that clay extraction is a significant, lasting factor in floodplain evolution along the Rhine and Meuse Rivers. The interests of the extractive industry and river managers could be served jointly with sediment management plans that are based on sediment-budget analyse
Formal landscape gardening at 28 W. Seventh Street, Dunkirk, N.Y. on the grounds of Th. F. Van der Meulen, nurseryman and landscape gardener
No full textFormal landscape gardening at 28 W. Seventh Street, Dunkirk, N.Y. on the grounds of Th. F. Van der Meulen, nurseryman and landscape gardener
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Psychological screening of temporomandibular disorder patients
Full text linkMarylee van der Meulen onderzocht een aantal onderdelen van een Amerikaanse psychologische screeningsvragenlijst voor patiënten met kaakgewrichtklachten. Uit haar onderzoek blijkt dat bepaalde gewoontes, zoals tandenknarsen en nagelbijten, geen verband houden met de pijnklachten waarvoor patiënten zich aanmelden. Ze laat zien dat de patiënten zelf wel overtuigd zijn van de belastende werking van deze gewoontes. Ook zijn patiënten vrij optimistisch over de mogelijkheid om die gewoontes af te leren. Deze opvattingen kunnen een rol spelen bij de compliance (de wijze waarop patiënten meewerken) met therapie. Het onderzoek van Van der Meulen laat verder zien dat etnische factoren een rol spelen bij de manier waarop met patiënten omgaan met pijn. Niet-westerse allochtonen bleken daar meer moeite mee te hebben dan autochtonen en westerse allochtonen
La gestion des dunes littorales : F. Van der Meulen, P.D. Jungerius et J. Visser, Perspectives in Coastal Dune Management
No full textPaskoff Roland. La gestion des dunes littorales : F. Van der Meulen, P.D. Jungerius et J. Visser, Perspectives in Coastal Dune Management. In: Annales de Géographie, t. 99, n°554, 1990. pp. 480-481
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