robustness An efficient edge swap mechanism for enhancement of robustness in scale-free networks in healthcare systems By www.inderscience.com Published On :: 2024-07-05T23:20:50-05:00 This paper presents a sequential edge swap (SQES) mechanism to design a robust network for a healthcare system utilising energy and communication range of nodes. Two operations: sequential degree difference operation (SQDDO) and sequential angle sum operation (SQASO) are performed to enhance the robustness of network. With equivalent degrees of nodes from the network's centre to its periphery, these operations build a robust network structure. Disaster attacks that have a substantial impact on the network are carried out using the network information. To identify a link between the malicious and disaster attacks, the Pearson coefficient is employed. SQES creates a robust network structure as a single objective optimisation solution by changing the connections of nodes based on the positive correlation of these attacks. SQES beats the current methods, according to simulation results. When compared to hill-climbing algorithm, simulated annealing, and ROSE, respectively, the robustness of SQES is improved by roughly 26%, 19% and 12%. Full Article
robustness [ G.113 (2007) Amendment 2 (05/19) ] - New Appendix V - Provisional planning values for the fullband equipment impairment factor and the fullband packet loss robustness factor By www.itu.int Published On :: Mon, 22 Jul 2019 16:07:00 GMT New Appendix V - Provisional planning values for the fullband equipment impairment factor and the fullband packet loss robustness factor Full Article
robustness On the robustness of graph-based clustering to random network alterations By www.mcponline.org Published On :: 2020-11-04 R. Greg StaceyNov 4, 2020; 0:RA120.002275v1-mcp.RA120.002275Research Full Article
robustness On the robustness of graph-based clustering to random network alterations [Research] By www.mcponline.org Published On :: 2020-11-04T16:35:16-08:00 Biological functions emerge from complex and dynamic networks of protein-protein interactions. Because these protein-protein interaction networks, or interactomes, represent pairwise connections within a hierarchically organized system, it is often useful to identify higher-order associations embedded within them, such as multi-member protein complexes. Graph-based clustering techniques are widely used to accomplish this goal, and dozens of field-specific and general clustering algorithms exist. However, interactomes can be prone to errors, especially when inferred from high-throughput biochemical assays. Therefore, robustness to network-level noise is an important criterion for any clustering algorithm that aims to generate robust, reproducible clusters. Here, we tested the robustness of a range of graph-based clustering algorithms in the presence of noise, including algorithms common across domains and those specific to protein networks. Strikingly, we found that all of the clustering algorithms tested here markedly amplified noise within the underlying protein interaction network. Randomly rewiring only 1% of network edges yielded more than a 50% change in clustering results, indicating that clustering markedly amplified network-level noise. Moreover, we found the impact of network noise on individual clusters was not uniform: some clusters were consistently robust to injected noise while others were not. To assist in assessing this, we developed the clust.perturb R package and Shiny web application to measure the reproducibility of clusters by randomly perturbing the network. We show that clust.perturb results are predictive of real-world cluster stability: poorly reproducible clusters as identified by clust.perturb are significantly less likely to be reclustered across experiments. We conclude that graph-based clustering amplifies noise in protein interaction networks, but quantifying the robustness of a cluster to network noise can separate stable protein complexes from spurious associations. Full Article
robustness Generalized Robustness and Dynamic Pessimism [electronic journal]. By encore.st-andrews.ac.uk Published On :: National Bureau of Economic Research Full Article
robustness Robustness and Locke's Wingless Gentleman By decisions-and-info-gaps.blogspot.com Published On :: Tue, 20 Sep 2011 07:49:00 +0000 Our ancestors have made decisions under uncertainty ever since they had to stand and fight or run away, eat this root or that berry, sleep in this cave or under that bush. Our species is distinguished by the extent of deliberate thought preceding decision. Nonetheless, the ability to decide in the face of the unknown was born from primal necessity. Betting is one of the oldest ways of deciding under uncertainty. But you bet you that 'bet' is a subtler concept than one might think.We all know what it means to make a bet, but just to make sure let's quote the Oxford English Dictionary: "To stake or wager (a sum of money, etc.) in support of an affirmation or on the issue of a forecast." The word has been around for quite a while. Shakespeare used the verb in 1600: "Iohn a Gaunt loued him well, and betted much money on his head." (Henry IV, Pt. 2 iii. ii. 44). Drayton used the noun in 1627 (and he wasn't the first): "For a long while it was an euen bet ... Whether proud Warwick, or the Queene should win."An even bet is a 50-50 chance, an equal probability of each outcome. But betting is not always a matter of chance. Sometimes the meaning is just the opposite. According to the OED 'You bet' or 'You bet you' are slang expressions meaning 'be assured, certainly'. For instance: "'Can you handle this outfit?' 'You bet,' said the scout." (D.L.Sayers, Lord Peter Views Body, iv. 68). Mark Twain wrote "'I'll get you there on time' - and you bet you he did, too." (Roughing It, xx. 152).So 'bet' is one of those words whose meaning stretches from one idea all the way to its opposite. Drayton's "even bet" between Warwick and the Queen means that he has no idea who will win. In contrast, Twain's "you bet you" is a statement of certainty. In Twain's or Sayers' usage, it's as though uncertainty combines with moral conviction to produce a definite resolution. This is a dialectic in which doubt and determination form decisiveness.John Locke may have had something like this in mind when he wrote:"If we will disbelieve everything, because we cannot certainly know all things; we shall do muchwhat as wisely as he, who would not use his legs, but sit still and perish, because he had no wings to fly." (An Essay Concerning Human Understanding, 1706, I.i.5)The absurdity of Locke's wingless gentleman starving in his chair leads us to believe, and to act, despite our doubts. The moral imperative of survival sweeps aside the paralysis of uncertainty. The consequence of unabated doubt - paralysis - induces doubt's opposite: decisiveness.But rational creatures must have some method for reasoning around their uncertainties. Locke does not intend for us to simply ignore our ignorance. But if we have no way to place bets - if the odds simply are unknown - then what are we to do? We cannot "sit still and perish".This is where the strategy of robustness comes in.'Robust' means 'Strong and hardy; sturdy; healthy'. By implication, something that is robust is 'not easily damaged or broken, resilient'. A statistical test is robust if it yields 'approximately correct results despite the falsity of certain of the assumptions underlying it' or despite errors in the data. (OED)A decision is robust if its outcome is satisfactory despite error in the information and understanding which justified or motivated the decision. A robust decision is resilient to surprise, immune to ignorance.It is no coincidence that the colloquial use of the word 'bet' includes concepts of both chance and certainty. A good bet can tolerate large deviation from certainty, large error of information. A good bet is robust to surprise. 'You bet you' does not mean that the world is certain. It means that the outcome is certain to be acceptable, regardless of how the world turns out. The scout will handle the outfit even if there is a rogue in the ranks; Twain will get there on time despite snags and surprises. A good bet is robust to the unknown. You bet you!An extended and more formal discussion of these issues can be found elsewhere. Full Article betting robustness
robustness Squirrels and Stock Brokers, Or: Innovation Dilemmas, Robustness and Probability By decisions-and-info-gaps.blogspot.com Published On :: Sun, 09 Oct 2011 11:51:00 +0000 Decisions are made in order to achieve desirable outcomes. An innovation dilemma arises when a seemingly more attractive option is also more uncertain than other options. In this essay we explore the relation between the innovation dilemma and the robustness of a decision, and the relation between robustness and probability. A decision is robust to uncertainty if it achieves required outcomes despite adverse surprises. A robust decision may differ from the seemingly best option. Furthermore, robust decisions are not based on knowledge of probabilities, but can still be the most likely to succeed.Squirrels, Stock-Brokers and Their DilemmasDecision problems.Imagine a squirrel nibbling acorns under an oak tree. They're pretty good acorns, though a bit dry. The good ones have already been taken. Over in the distance is a large stand of fine oaks. The acorns there are probably better. But then, other squirrels can also see those trees, and predators can too. The squirrel doesn't need to get fat, but a critical caloric intake is necessary before moving on to other activities. How long should the squirrel forage at this patch before moving to the more promising patch, if at all?Imagine a hedge fund manager investing in South African diamonds, Australian Uranium, Norwegian Kroners and Singapore semi-conductors. The returns have been steady and good, but not very exciting. A new hi-tech start-up venture has just turned up. It looks promising, has solid backing, and could be very interesting. The manager doesn't need to earn boundless returns, but it is necessary to earn at least a tad more than the competition (who are also prowling around). How long should the manager hold the current portfolio before changing at least some of its components?These are decision problems, and like many other examples, they share three traits: critical needs must be met; the current situation may or may not be adequate; other alternatives look much better but are much more uncertain. To change, or not to change? What strategy to use in making a decision? What choice is the best bet? Betting is a surprising concept, as we have seen before; can we bet without knowing probabilities?Solution strategies.The decision is easy in either of two extreme situations, and their analysis will reveal general conclusions.One extreme is that the status quo is clearly insufficient. For the squirrel this means that these crinkled rotten acorns won't fill anybody's belly even if one nibbled here all day long. Survival requires trying the other patch regardless of the fact that there may be many other squirrels already there and predators just waiting to swoop down. Similarly, for the hedge fund manager, if other funds are making fantastic profits, then something has to change or the competition will attract all the business.The other extreme is that the status quo is just fine, thank you. For the squirrel, just a little more nibbling and these acorns will get us through the night, so why run over to unfamiliar oak trees? For the hedge fund manager, profits are better than those of any credible competitor, so uncertain change is not called for.From these two extremes we draw an important general conclusion: the right answer depends on what you need. To change, or not to change, depends on what is critical for survival. There is no universal answer, like, "Always try to improve" or "If it's working, don't fix it". This is a very general property of decisions under uncertainty, and we will call it preference reversal. The agent's preference between alternatives depends on what the agent needs in order to "survive".The decision strategy that we have described is attuned to the needs of the agent. The strategy attempts to satisfy the agent's critical requirements. If the status quo would reliably do that, then stay put; if not, then move. Following the work of Nobel Laureate Herbert Simon, we will call this a satisficing decision strategy: one which satisfies a critical requirement."Prediction is always difficult, especially of the future." - Robert Storm PetersenNow let's consider a different decision strategy that squirrels and hedge fund managers might be tempted to use. The agent has obtained information about the two alternatives by signals from the environment. (The squirrel sees grand verdant oaks in the distance, the fund manager hears of a new start up.) Given this information, a prediction can be made (though the squirrel may make this prediction based on instincts and without being aware of making it). Given the best available information, the agent predicts which alternative would yield the better outcome. Using this prediction, the decision strategy is to choose the alternative whose predicted outcome is best. We will call this decision strategy best-model optimization. Note that this decision strategy yields a single universal answer to the question facing the agent. This strategy uses the best information to find the choice that - if that information is correct - will yield the best outcome. Best-model optimization (usually) gives a single "best" decision, unlike the satisficing strategy that returns different answers depending on the agent's needs.There is an attractive logic - and even perhaps a moral imperative - to use the best information to make the best choice. One should always try to do one's best. But the catch in the argument for best-model optimization is that the best information may actually be grievously wrong. Those fine oak trees might be swarming with insects who've devoured the acorns. Best-model optimization ignores the agent's central dilemma: stay with the relatively well known but modest alternative, or go for the more promising but more uncertain alternative."Tsk, tsk, tsk" says our hedge fund manager. "My information already accounts for the uncertainty. I have used a probabilistic asset pricing model to predict the likelihood that my profits will beat the competition for each of the two alternatives."Probabilistic asset pricing models are good to have. And the squirrel similarly has evolved instincts that reflect likelihoods. But a best-probabilistic-model optimization is simply one type of best-model optimization, and is subject to the same vulnerability to error. The world is full of surprises. The probability functions that are used are quite likely wrong, especially in predicting the rare events that the manager is most concerned to avoid.Robustness and ProbabilityNow we come to the truly amazing part of the story. The satisficing strategy does not use any probabilistic information. Nonetheless, in many situations, the satisficing strategy is actually a better bet (or at least not a worse bet), probabilistically speaking, than any other strategy, including best-probabilistic-model optimization. We have no probabilistic information in these situations, but we can still maximize the probability of success (though we won't know the value of this maximum).When the satisficing decision strategy is the best bet, this is, in part, because it is more robust to uncertainty than another other strategy. A decision is robust to uncertainty if it achieves required outcomes even if adverse surprises occur. In many important situations (though not invariably), more robustness to uncertainty is equivalent to being more likely to succeed or survive. When this is true we say that robustness is a proxy for probability.A thorough analysis of the proxy property is rather technical. However, we can understand the gist of the idea by considering a simple special case.Let's continue with the squirrel and hedge fund examples. Suppose we are completely confident about the future value (in calories or dollars) of not making any change (staying put). In contrast, the future value of moving is apparently better though uncertain. If staying put would satisfy our critical requirement, then we are absolutely certain of survival if we do not change. Staying put is completely robust to surprises so the probability of success equals 1 if we stay put, regardless of what happens with the other option. Likewise, if staying put would not satisfy our critical requirement, then we are absolutely certain of failure if we do not change; the probability of success equals 0 if we stay, and moving cannot be worse. Regardless of what probability distribution describes future outcomes if we move, we can always choose the option whose likelihood of success is greater (or at least not worse). This is because staying put is either sure to succeed or sure to fail, and we know which.This argument can be extended to the more realistic case where the outcome of staying put is uncertain and the outcome of moving, while seemingly better than staying, is much more uncertain. The agent can know which option is more robust to uncertainty, without having to know probability distributions. This implies, in many situations, that the agent can choose the option that is a better bet for survival.Wrapping UpThe skillful decision maker not only knows a lot, but is also able to deal with conflicting information. We have discussed the innovation dilemma: When choosing between two alternatives, the seemingly better one is also more uncertain.Animals, people, organizations and societies have developed mechanisms for dealing with the innovation dilemma. The response hinges on tuning the decision to the agent's needs, and robustifying the choice against uncertainty. This choice may or may not coincide with the putative best choice. But what seems best depends on the available - though uncertain - information.The commendable tendency to do one's best - and to demand the same of others - can lead to putatively optimal decisions that may be more vulnerable to surprise than other decisions that would have been satisfactory. In contrast, the strategy of robustly satisfying critical needs can be a better bet for survival. Consider the design of critical infrastructure: flood protection, nuclear power, communication networks, and so on. The design of such systems is based on vast knowledge and understanding, but also confronts bewildering uncertainties and endless surprises. We must continue to improve our knowledge and understanding, while also improving our ability to manage the uncertainties resulting from the expanding horizon of our efforts. We must identify the critical goals and seek responses that are immune to surprise. Full Article betting innovation dilemma probability proxy property robustness
robustness Path-Based Spectral Clustering: Guarantees, Robustness to Outliers, and Fast Algorithms By Published On :: 2020 We consider the problem of clustering with the longest-leg path distance (LLPD) metric, which is informative for elongated and irregularly shaped clusters. We prove finite-sample guarantees on the performance of clustering with respect to this metric when random samples are drawn from multiple intrinsically low-dimensional clusters in high-dimensional space, in the presence of a large number of high-dimensional outliers. By combining these results with spectral clustering with respect to LLPD, we provide conditions under which the Laplacian eigengap statistic correctly determines the number of clusters for a large class of data sets, and prove guarantees on the labeling accuracy of the proposed algorithm. Our methods are quite general and provide performance guarantees for spectral clustering with any ultrametric. We also introduce an efficient, easy to implement approximation algorithm for the LLPD based on a multiscale analysis of adjacency graphs, which allows for the runtime of LLPD spectral clustering to be quasilinear in the number of data points. Full Article
robustness A note on the “L-logistic regression models: Prior sensitivity analysis, robustness to outliers and applications” By projecteuclid.org Published On :: Mon, 03 Feb 2020 04:00 EST Saralees Nadarajah, Yuancheng Si. Source: Brazilian Journal of Probability and Statistics, Volume 34, Number 1, 183--187.Abstract: Da Paz, Balakrishnan and Bazan [Braz. J. Probab. Stat. 33 (2019), 455–479] introduced the L-logistic distribution, studied its properties including estimation issues and illustrated a data application. This note derives a closed form expression for moment properties of the distribution. Some computational issues are discussed. Full Article
robustness L-Logistic regression models: Prior sensitivity analysis, robustness to outliers and applications By projecteuclid.org Published On :: Mon, 10 Jun 2019 04:04 EDT Rosineide F. da Paz, Narayanaswamy Balakrishnan, Jorge Luis Bazán. Source: Brazilian Journal of Probability and Statistics, Volume 33, Number 3, 455--479.Abstract: Tadikamalla and Johnson [ Biometrika 69 (1982) 461–465] developed the $L_{B}$ distribution to variables with bounded support by considering a transformation of the standard Logistic distribution. In this manuscript, a convenient parametrization of this distribution is proposed in order to develop regression models. This distribution, referred to here as L-Logistic distribution, provides great flexibility and includes the uniform distribution as a particular case. Several properties of this distribution are studied, and a Bayesian approach is adopted for the parameter estimation. Simulation studies, considering prior sensitivity analysis, recovery of parameters and comparison of algorithms, and robustness to outliers are all discussed showing that the results are insensitive to the choice of priors, efficiency of the algorithm MCMC adopted, and robustness of the model when compared with the beta distribution. Applications to estimate the vulnerability to poverty and to explain the anxiety are performed. The results to applications show that the L-Logistic regression models provide a better fit than the corresponding beta regression models. Full Article
robustness Failure rate of Birnbaum–Saunders distributions: Shape, change-point, estimation and robustness By projecteuclid.org Published On :: Mon, 04 Mar 2019 04:00 EST Emilia Athayde, Assis Azevedo, Michelli Barros, Víctor Leiva. Source: Brazilian Journal of Probability and Statistics, Volume 33, Number 2, 301--328.Abstract: The Birnbaum–Saunders (BS) distribution has been largely studied and applied. A random variable with BS distribution is a transformation of another random variable with standard normal distribution. Generalized BS distributions are obtained when the normally distributed random variable is replaced by another symmetrically distributed random variable. This allows us to obtain a wide class of positively skewed models with lighter and heavier tails than the BS model. Its failure rate admits several shapes, including the unimodal case, with its change-point being able to be used for different purposes. For example, to establish the reduction in a dose, and then in the cost of the medical treatment. We analyze the failure rates of generalized BS distributions obtained by the logistic, normal and Student-t distributions, considering their shape and change-point, estimating them, evaluating their robustness, assessing their performance by simulations, and applying the results to real data from different areas. Full Article
robustness Bayesian robustness to outliers in linear regression and ratio estimation By projecteuclid.org Published On :: Mon, 04 Mar 2019 04:00 EST Alain Desgagné, Philippe Gagnon. Source: Brazilian Journal of Probability and Statistics, Volume 33, Number 2, 205--221.Abstract: Whole robustness is a nice property to have for statistical models. It implies that the impact of outliers gradually vanishes as they approach plus or minus infinity. So far, the Bayesian literature provides results that ensure whole robustness for the location-scale model. In this paper, we make two contributions. First, we generalise the results to attain whole robustness in simple linear regression through the origin, which is a necessary step towards results for general linear regression models. We allow the variance of the error term to depend on the explanatory variable. This flexibility leads to the second contribution: we provide a simple Bayesian approach to robustly estimate finite population means and ratios. The strategy to attain whole robustness is simple since it lies in replacing the traditional normal assumption on the error term by a super heavy-tailed distribution assumption. As a result, users can estimate the parameters as usual, using the posterior distribution. Full Article
robustness Distributional Robustness of K-class Estimators and the PULSE. (arXiv:2005.03353v1 [econ.EM]) By arxiv.org Published On :: In causal settings, such as instrumental variable settings, it is well known that estimators based on ordinary least squares (OLS) can yield biased and non-consistent estimates of the causal parameters. This is partially overcome by two-stage least squares (TSLS) estimators. These are, under weak assumptions, consistent but do not have desirable finite sample properties: in many models, for example, they do not have finite moments. The set of K-class estimators can be seen as a non-linear interpolation between OLS and TSLS and are known to have improved finite sample properties. Recently, in causal discovery, invariance properties such as the moment criterion which TSLS estimators leverage have been exploited for causal structure learning: e.g., in cases, where the causal parameter is not identifiable, some structure of the non-zero components may be identified, and coverage guarantees are available. Subsequently, anchor regression has been proposed to trade-off invariance and predictability. The resulting estimator is shown to have optimal predictive performance under bounded shift interventions. In this paper, we show that the concepts of anchor regression and K-class estimators are closely related. Establishing this connection comes with two benefits: (1) It enables us to prove robustness properties for existing K-class estimators when considering distributional shifts. And, (2), we propose a novel estimator in instrumental variable settings by minimizing the mean squared prediction error subject to the constraint that the estimator lies in an asymptotically valid confidence region of the causal parameter. We call this estimator PULSE (p-uncorrelated least squares estimator) and show that it can be computed efficiently, even though the underlying optimization problem is non-convex. We further prove that it is consistent. Full Article
robustness A New Bayesian Approach to Robustness Against Outliers in Linear Regression By projecteuclid.org Published On :: Thu, 19 Mar 2020 22:02 EDT Philippe Gagnon, Alain Desgagné, Mylène Bédard. Source: Bayesian Analysis, Volume 15, Number 2, 389--414.Abstract: Linear regression is ubiquitous in statistical analysis. It is well understood that conflicting sources of information may contaminate the inference when the classical normality of errors is assumed. The contamination caused by the light normal tails follows from an undesirable effect: the posterior concentrates in an area in between the different sources with a large enough scaling to incorporate them all. The theory of conflict resolution in Bayesian statistics (O’Hagan and Pericchi (2012)) recommends to address this problem by limiting the impact of outliers to obtain conclusions consistent with the bulk of the data. In this paper, we propose a model with super heavy-tailed errors to achieve this. We prove that it is wholly robust, meaning that the impact of outliers gradually vanishes as they move further and further away from the general trend. The super heavy-tailed density is similar to the normal outside of the tails, which gives rise to an efficient estimation procedure. In addition, estimates are easily computed. This is highlighted via a detailed user guide, where all steps are explained through a simulated case study. The performance is shown using simulation. All required code is given. Full Article
robustness Robustness in an Ultrasensitive Motor By mbio.asm.org Published On :: 2020-03-03T01:30:27-08:00 ABSTRACT In Escherichia coli, the chemotaxis response regulator CheY-P binds to FliM, a component of the switch complex at the base of the bacterial flagellar motor, to modulate the direction of motor rotation. The bacterial flagellar motor is ultrasensitive to the concentration of unbound CheY-P in the cytoplasm. CheY-P binds to FliM molecules both in the cytoplasm and on the motor. As the concentration of FliM unavoidably varies from cell to cell, leading to a variation of unbound CheY-P concentration in the cytoplasm, this raises the question whether the flagellar motor is robust against this variation, that is, whether the rotational bias of the motor is more or less constant as the concentration of FliM varies. Here, we showed that the motor is robust against variations of the concentration of FliM. We identified adaptive remodeling of the motor as the mechanism for this robustness. As the level of FliM molecules changes, resulting in different amounts of the unbound CheY-P molecules, the motor adaptively changes the composition of its switch complex to compensate for this effect. IMPORTANCE The bacterial flagellar motor is an ultrasensitive motor. Its output, the probability of the motor turning clockwise, depends sensitively on the occupancy of the protein FliM (a component on the switch complex of the motor) by the input CheY-P molecules. With a limited cellular pool of CheY-P molecules, cell-to-cell variation of the FliM level would lead to large unwanted variation of the motor output if not compensated. Here, we showed that the motor output is robust against the variation of FliM level and identified the adaptive remodeling of the motor switch complex as the mechanism for this robustness. Full Article
robustness Bioprocess: Robustness with Respect to Mycoplasma Species By journal.pda.org Published On :: 2020-04-09T09:40:03-07:00 Capture bioprocessing unit operations were previously shown to clear or kill several log10 of a model mycoplasma Acholeplasma laidlawii in lab-scale spike/removal studies. Here, we confirm this observation with two additional mollicute species relevant to biotechnology products for human use: Mycoplasma orale and Mycoplasma arginini. Clearance of M. orale and M. arginini from protein A column purification was similar to that seen with A. laidlawii, though some between cycle carryover was evident, especially for M. orale. However, on-resin growth studies for all three species revealed that residual mycoplasma in a column slowly die off over time rather than expanding further. Solvent/detergent exposure completely inactivated M. arginini though detectable levels of M. orale remained. A small-scale model of a commercial low-pH hold step did inactivate live M. orale, but this inactivation required a lower pH set point and occurred with slower kinetics than previously seen with A. laidlawii. Additionally, ultraviolet-C irradiation was shown to be effective for A. laidlawii and M. orale inactivation whereas virus-retentive filters for upstream and downstream processes, as expected, cleared A. laidlawii. These data argue that M. orale and M. arginini overall would be largely cleared by early bioprocessing steps as shown previously for A. laidlawii, and that barrier technologies can effectively reduce the risk from media components. For some unit operations, M. orale and M. arginini may be hardier, and require more stringent processing or equipment cleaning conditions to assure effective mycoplasma reduction. By exploring how some of the failure modes in commercial antibody manufacturing processes can still eliminate mycoplasma burden, we demonstrate that required best practices assure biotechnology products will be safe for patients. Full Article
robustness Comparing the robustness of PAYG pension schemes By dx.doi.org Published On :: Tue, 15 Jul 2014 09:00:00 GMT This paper provides a framework for comparing a defined benefit (DB) and a defined contribution (DC) point schemes, which are both pay-as-you go (PAYG) financed. Full Article
robustness Robustness theory and application / Brenton R. Clarke (Murdoch University) By prospero.murdoch.edu.au Published On :: Clarke, Brenton R., author Full Article
robustness Mechanical robustness of monolayer nanoparticle-covered liquid marbles By feeds.rsc.org Published On :: Soft Matter, 2020, Advance ArticleDOI: 10.1039/D0SM00496K, PaperJunchao Huang, Ziheng Wang, Haixiao Shi, Xiaoguang LiA particle shell as thin as ∼20 nm cannot protect internal liquid from wetting external solid.To cite this article before page numbers are assigned, use the DOI form of citation above.The content of this RSS Feed (c) The Royal Society of Chemistry Full Article
robustness The robustness of Rasch true score preequating to violations of model assumptions under equivalent and nonequivalent populations By digital.lib.usf.edu Published On :: Sat, 15 Feb 2014 18:55:27 -0400 Full Article