Investigation of baroclinic tides in the northern South China Sea

We demonstrate the usefulness of a digital Gaussian filter to provide a distance-dependent reduction of background error covariance estimates generated from an ensemble of forecasts. These improved background error covariance estimates are used in a hybrid ensemble Kalman filter data assimilation scheme to generate a reduced-error ensemble of model initial conditions. The benefits of using the ...

Estimating the eigenvalues of a population covariance matrix from a sample covariance matrix is a problem of fundamental importance in multivariate statistics; the eigenvalues of covariance matrices play a key role in many widely techniques, in particular in Principal Component Analysis (PCA). In many modern data analysis problems, statisticians are faced with large datasets where the sample si...

Studies of the genetic covariance between habitat preference and performance have reported conflicting outcomes ranging from no covariance to strong covariance. The causes of this variability remain unclear. Here we show that variation in the magnitude of genetic covariance can result from variability in migration regimes. Using data from walking stick insects and a mathematical model, we find ...

Reprints available directly from the publisher Photocopying permitted by license only (C) 1999 OPA (Overseas Publishers Association) N.V. In our preceding note, we discussed a generalized Schwarz inequality, an improvement of the Heinz-Kato-Furuta inequality and an inequality related to the Furuta inequality. In succession, we give further discussions on them from the viewpoint of the covarianc...