Hierarchical regression analysis in structural Equation Modeling
de Jong, P.F.
1999-01-01
In a hierarchical or fixed-order regression analysis, the independent variables are entered into the regression equation in a prespecified order. Such an analysis is often performed when the extra amount of variance accounted for in a dependent variable by a specific independent variable is the main
Entrepreneurial intention modeling using hierarchical multiple regression
Directory of Open Access Journals (Sweden)
Marina Jeger
2014-12-01
Full Text Available The goal of this study is to identify the contribution of effectuation dimensions to the predictive power of the entrepreneurial intention model over and above that which can be accounted for by other predictors selected and confirmed in previous studies. As is often the case in social and behavioral studies, some variables are likely to be highly correlated with each other. Therefore, the relative amount of variance in the criterion variable explained by each of the predictors depends on several factors such as the order of variable entry and sample specifics. The results show the modest predictive power of two dimensions of effectuation prior to the introduction of the theory of planned behavior elements. The article highlights the main advantages of applying hierarchical regression in social sciences as well as in the specific context of entrepreneurial intention formation, and addresses some of the potential pitfalls that this type of analysis entails.
Hierarchical Neural Regression Models for Customer Churn Prediction
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Golshan Mohammadi
2013-01-01
Full Text Available As customers are the main assets of each industry, customer churn prediction is becoming a major task for companies to remain in competition with competitors. In the literature, the better applicability and efficiency of hierarchical data mining techniques has been reported. This paper considers three hierarchical models by combining four different data mining techniques for churn prediction, which are backpropagation artificial neural networks (ANN, self-organizing maps (SOM, alpha-cut fuzzy c-means (α-FCM, and Cox proportional hazards regression model. The hierarchical models are ANN + ANN + Cox, SOM + ANN + Cox, and α-FCM + ANN + Cox. In particular, the first component of the models aims to cluster data in two churner and nonchurner groups and also filter out unrepresentative data or outliers. Then, the clustered data as the outputs are used to assign customers to churner and nonchurner groups by the second technique. Finally, the correctly classified data are used to create Cox proportional hazards model. To evaluate the performance of the hierarchical models, an Iranian mobile dataset is considered. The experimental results show that the hierarchical models outperform the single Cox regression baseline model in terms of prediction accuracy, Types I and II errors, RMSE, and MAD metrics. In addition, the α-FCM + ANN + Cox model significantly performs better than the two other hierarchical models.
Choi, Kilchan
2011-01-01
This report explores a new latent variable regression 4-level hierarchical model for monitoring school performance over time using multisite multiple-cohorts longitudinal data. This kind of data set has a 4-level hierarchical structure: time-series observation nested within students who are nested within different cohorts of students. These…
Directory of Open Access Journals (Sweden)
Chong Wei
2015-01-01
Full Text Available Logistic regression models have been widely used in previous studies to analyze public transport utilization. These studies have shown travel time to be an indispensable variable for such analysis and usually consider it to be a deterministic variable. This formulation does not allow us to capture travelers’ perception error regarding travel time, and recent studies have indicated that this error can have a significant effect on modal choice behavior. In this study, we propose a logistic regression model with a hierarchical random error term. The proposed model adds a new random error term for the travel time variable. This term structure enables us to investigate travelers’ perception error regarding travel time from a given choice behavior dataset. We also propose an extended model that allows constraining the sign of this error in the model. We develop two Gibbs samplers to estimate the basic hierarchical model and the extended model. The performance of the proposed models is examined using a well-known dataset.
Keegan, John P.; Chan, Fong; Ditchman, Nicole; Chiu, Chung-Yi
2012-01-01
The main objective of this study was to validate Pender's Health Promotion Model (HPM) as a motivational model for exercise/physical activity self-management for people with spinal cord injuries (SCIs). Quantitative descriptive research design using hierarchical regression analysis (HRA) was used. A total of 126 individuals with SCI were recruited…
Hierarchical species distribution models
Hefley, Trevor J.; Hooten, Mevin B.
2016-01-01
Determining the distribution pattern of a species is important to increase scientific knowledge, inform management decisions, and conserve biodiversity. To infer spatial and temporal patterns, species distribution models have been developed for use with many sampling designs and types of data. Recently, it has been shown that count, presence-absence, and presence-only data can be conceptualized as arising from a point process distribution. Therefore, it is important to understand properties of the point process distribution. We examine how the hierarchical species distribution modeling framework has been used to incorporate a wide array of regression and theory-based components while accounting for the data collection process and making use of auxiliary information. The hierarchical modeling framework allows us to demonstrate how several commonly used species distribution models can be derived from the point process distribution, highlight areas of potential overlap between different models, and suggest areas where further research is needed.
Tøndel, Kristin; Indahl, Ulf G; Gjuvsland, Arne B; Vik, Jon Olav; Hunter, Peter; Omholt, Stig W; Martens, Harald
2011-06-01
Deterministic dynamic models of complex biological systems contain a large number of parameters and state variables, related through nonlinear differential equations with various types of feedback. A metamodel of such a dynamic model is a statistical approximation model that maps variation in parameters and initial conditions (inputs) to variation in features of the trajectories of the state variables (outputs) throughout the entire biologically relevant input space. A sufficiently accurate mapping can be exploited both instrumentally and epistemically. Multivariate regression methodology is a commonly used approach for emulating dynamic models. However, when the input-output relations are highly nonlinear or non-monotone, a standard linear regression approach is prone to give suboptimal results. We therefore hypothesised that a more accurate mapping can be obtained by locally linear or locally polynomial regression. We present here a new method for local regression modelling, Hierarchical Cluster-based PLS regression (HC-PLSR), where fuzzy C-means clustering is used to separate the data set into parts according to the structure of the response surface. We compare the metamodelling performance of HC-PLSR with polynomial partial least squares regression (PLSR) and ordinary least squares (OLS) regression on various systems: six different gene regulatory network models with various types of feedback, a deterministic mathematical model of the mammalian circadian clock and a model of the mouse ventricular myocyte function. Our results indicate that multivariate regression is well suited for emulating dynamic models in systems biology. The hierarchical approach turned out to be superior to both polynomial PLSR and OLS regression in all three test cases. The advantage, in terms of explained variance and prediction accuracy, was largest in systems with highly nonlinear functional relationships and in systems with positive feedback loops. HC-PLSR is a promising approach for
Directory of Open Access Journals (Sweden)
Omholt Stig W
2011-06-01
Full Text Available Abstract Background Deterministic dynamic models of complex biological systems contain a large number of parameters and state variables, related through nonlinear differential equations with various types of feedback. A metamodel of such a dynamic model is a statistical approximation model that maps variation in parameters and initial conditions (inputs to variation in features of the trajectories of the state variables (outputs throughout the entire biologically relevant input space. A sufficiently accurate mapping can be exploited both instrumentally and epistemically. Multivariate regression methodology is a commonly used approach for emulating dynamic models. However, when the input-output relations are highly nonlinear or non-monotone, a standard linear regression approach is prone to give suboptimal results. We therefore hypothesised that a more accurate mapping can be obtained by locally linear or locally polynomial regression. We present here a new method for local regression modelling, Hierarchical Cluster-based PLS regression (HC-PLSR, where fuzzy C-means clustering is used to separate the data set into parts according to the structure of the response surface. We compare the metamodelling performance of HC-PLSR with polynomial partial least squares regression (PLSR and ordinary least squares (OLS regression on various systems: six different gene regulatory network models with various types of feedback, a deterministic mathematical model of the mammalian circadian clock and a model of the mouse ventricular myocyte function. Results Our results indicate that multivariate regression is well suited for emulating dynamic models in systems biology. The hierarchical approach turned out to be superior to both polynomial PLSR and OLS regression in all three test cases. The advantage, in terms of explained variance and prediction accuracy, was largest in systems with highly nonlinear functional relationships and in systems with positive feedback
Stepwise versus Hierarchical Regression: Pros and Cons
Lewis, Mitzi
2007-01-01
Multiple regression is commonly used in social and behavioral data analysis. In multiple regression contexts, researchers are very often interested in determining the "best" predictors in the analysis. This focus may stem from a need to identify those predictors that are supportive of theory. Alternatively, the researcher may simply be interested…
Villanueva, Lidón; Montoya-Castilla, Inmaculada; Prado-Gascó, Vicente
2017-07-01
The purpose of this study is to analyze the combined effects of trait emotional intelligence (EI) and feelings on healthy adolescents' stress. Identifying the extent to which adolescent stress varies with trait emotional differences and the feelings of adolescents is of considerable interest in the development of intervention programs for fostering youth well-being. To attain this goal, self-reported questionnaires (perceived stress, trait EI, and positive/negative feelings) and biological measures of stress (hair cortisol concentrations, HCC) were collected from 170 adolescents (12-14 years old). Two different methodologies were conducted, which included hierarchical regression models and a fuzzy-set qualitative comparative analysis (fsQCA). The results support trait EI as a protective factor against stress in healthy adolescents and suggest that feelings reinforce this relation. However, the debate continues regarding the possibility of optimal levels of trait EI for effective and adaptive emotional management, particularly in the emotional attention and clarity dimensions and for female adolescents.
Bayesian nonparametric hierarchical modeling.
Dunson, David B
2009-04-01
In biomedical research, hierarchical models are very widely used to accommodate dependence in multivariate and longitudinal data and for borrowing of information across data from different sources. A primary concern in hierarchical modeling is sensitivity to parametric assumptions, such as linearity and normality of the random effects. Parametric assumptions on latent variable distributions can be challenging to check and are typically unwarranted, given available prior knowledge. This article reviews some recent developments in Bayesian nonparametric methods motivated by complex, multivariate and functional data collected in biomedical studies. The author provides a brief review of flexible parametric approaches relying on finite mixtures and latent class modeling. Dirichlet process mixture models are motivated by the need to generalize these approaches to avoid assuming a fixed finite number of classes. Focusing on an epidemiology application, the author illustrates the practical utility and potential of nonparametric Bayes methods.
Analyzing thresholds and efficiency with hierarchical Bayesian logistic regression.
Houpt, Joseph W; Bittner, Jennifer L
2018-05-10
Ideal observer analysis is a fundamental tool used widely in vision science for analyzing the efficiency with which a cognitive or perceptual system uses available information. The performance of an ideal observer provides a formal measure of the amount of information in a given experiment. The ratio of human to ideal performance is then used to compute efficiency, a construct that can be directly compared across experimental conditions while controlling for the differences due to the stimuli and/or task specific demands. In previous research using ideal observer analysis, the effects of varying experimental conditions on efficiency have been tested using ANOVAs and pairwise comparisons. In this work, we present a model that combines Bayesian estimates of psychometric functions with hierarchical logistic regression for inference about both unadjusted human performance metrics and efficiencies. Our approach improves upon the existing methods by constraining the statistical analysis using a standard model connecting stimulus intensity to human observer accuracy and by accounting for variability in the estimates of human and ideal observer performance scores. This allows for both individual and group level inferences. Copyright © 2018 Elsevier Ltd. All rights reserved.
Hierarchical Matching and Regression with Application to Photometric Redshift Estimation
Murtagh, Fionn
2017-06-01
This work emphasizes that heterogeneity, diversity, discontinuity, and discreteness in data is to be exploited in classification and regression problems. A global a priori model may not be desirable. For data analytics in cosmology, this is motivated by the variety of cosmological objects such as elliptical, spiral, active, and merging galaxies at a wide range of redshifts. Our aim is matching and similarity-based analytics that takes account of discrete relationships in the data. The information structure of the data is represented by a hierarchy or tree where the branch structure, rather than just the proximity, is important. The representation is related to p-adic number theory. The clustering or binning of the data values, related to the precision of the measurements, has a central role in this methodology. If used for regression, our approach is a method of cluster-wise regression, generalizing nearest neighbour regression. Both to exemplify this analytics approach, and to demonstrate computational benefits, we address the well-known photometric redshift or `photo-z' problem, seeking to match Sloan Digital Sky Survey (SDSS) spectroscopic and photometric redshifts.
International Nuclear Information System (INIS)
Tashiro, Tohru
2014-01-01
We propose a new model about diffusion of a product which includes a memory of how many adopters or advertisements a non-adopter met, where (non-)adopters mean people (not) possessing the product. This effect is lacking in the Bass model. As an application, we utilize the model to fit the iPod sales data, and so the better agreement is obtained than the Bass model
Tashiro, Tohru
2014-03-01
We propose a new model about diffusion of a product which includes a memory of how many adopters or advertisements a non-adopter met, where (non-)adopters mean people (not) possessing the product. This effect is lacking in the Bass model. As an application, we utilize the model to fit the iPod sales data, and so the better agreement is obtained than the Bass model.
Hierarchical Semantic Model of Geovideo
Directory of Open Access Journals (Sweden)
XIE Xiao
2015-05-01
Full Text Available The public security incidents were getting increasingly challenging with regard to their new features, including multi-scale mobility, multistage dynamic evolution, as well as spatiotemporal concurrency and uncertainty in the complex urban environment. However, the existing video models, which were used/designed for independent archive or local analysis of surveillance video, have seriously inhibited emergency response to the urgent requirements.Aiming at the explicit representation of change mechanism in video, the paper proposed a novel hierarchical geovideo semantic model using UML. This model was characterized by the hierarchical representation of both data structure and semantics based on the change-oriented three domains (feature domain, process domain and event domain instead of overall semantic description of video streaming; combining both geographical semantics and video content semantics, in support of global semantic association between multiple geovideo data. The public security incidents by video surveillance are inspected as an example to illustrate the validity of this model.
What are hierarchical models and how do we analyze them?
Royle, Andy
2016-01-01
In this chapter we provide a basic definition of hierarchical models and introduce the two canonical hierarchical models in this book: site occupancy and N-mixture models. The former is a hierarchical extension of logistic regression and the latter is a hierarchical extension of Poisson regression. We introduce basic concepts of probability modeling and statistical inference including likelihood and Bayesian perspectives. We go through the mechanics of maximizing the likelihood and characterizing the posterior distribution by Markov chain Monte Carlo (MCMC) methods. We give a general perspective on topics such as model selection and assessment of model fit, although we demonstrate these topics in practice in later chapters (especially Chapters 5, 6, 7, and 10 Chapter 5 Chapter 6 Chapter 7 Chapter 10)
Hilbe, Joseph M
2009-01-01
This book really does cover everything you ever wanted to know about logistic regression … with updates available on the author's website. Hilbe, a former national athletics champion, philosopher, and expert in astronomy, is a master at explaining statistical concepts and methods. Readers familiar with his other expository work will know what to expect-great clarity.The book provides considerable detail about all facets of logistic regression. No step of an argument is omitted so that the book will meet the needs of the reader who likes to see everything spelt out, while a person familiar with some of the topics has the option to skip "obvious" sections. The material has been thoroughly road-tested through classroom and web-based teaching. … The focus is on helping the reader to learn and understand logistic regression. The audience is not just students meeting the topic for the first time, but also experienced users. I believe the book really does meet the author's goal … .-Annette J. Dobson, Biometric...
Multicollinearity in hierarchical linear models.
Yu, Han; Jiang, Shanhe; Land, Kenneth C
2015-09-01
This study investigates an ill-posed problem (multicollinearity) in Hierarchical Linear Models from both the data and the model perspectives. We propose an intuitive, effective approach to diagnosing the presence of multicollinearity and its remedies in this class of models. A simulation study demonstrates the impacts of multicollinearity on coefficient estimates, associated standard errors, and variance components at various levels of multicollinearity for finite sample sizes typical in social science studies. We further investigate the role multicollinearity plays at each level for estimation of coefficient parameters in terms of shrinkage. Based on these analyses, we recommend a top-down method for assessing multicollinearity in HLMs that first examines the contextual predictors (Level-2 in a two-level model) and then the individual predictors (Level-1) and uses the results for data collection, research problem redefinition, model re-specification, variable selection and estimation of a final model. Copyright © 2015 Elsevier Inc. All rights reserved.
Hierarchical modeling of active materials
International Nuclear Information System (INIS)
Taya, Minoru
2003-01-01
Intelligent (or smart) materials are increasingly becoming key materials for use in actuators and sensors. If an intelligent material is used as a sensor, it can be embedded in a variety of structure functioning as a health monitoring system to make their life longer with high reliability. If an intelligent material is used as an active material in an actuator, it plays a key role of making dynamic movement of the actuator under a set of stimuli. This talk intends to cover two different active materials in actuators, (1) piezoelectric laminate with FGM microstructure, (2) ferromagnetic shape memory alloy (FSMA). The advantage of using the FGM piezo laminate is to enhance its fatigue life while maintaining large bending displacement, while that of use in FSMA is its fast actuation while providing a large force and stroke capability. Use of hierarchical modeling of the above active materials is a key design step in optimizing its microstructure for enhancement of their performance. I will discuss briefly hierarchical modeling of the above two active materials. For FGM piezo laminate, we will use both micromechanical model and laminate theory, while for FSMA, the modeling interfacing nano-structure, microstructure and macro-behavior is discussed. (author)
Wilderjans, Tom Frans; Vande Gaer, Eva; Kiers, Henk A L; Van Mechelen, Iven; Ceulemans, Eva
2017-03-01
In the behavioral sciences, many research questions pertain to a regression problem in that one wants to predict a criterion on the basis of a number of predictors. Although in many cases, ordinary least squares regression will suffice, sometimes the prediction problem is more challenging, for three reasons: first, multiple highly collinear predictors can be available, making it difficult to grasp their mutual relations as well as their relations to the criterion. In that case, it may be very useful to reduce the predictors to a few summary variables, on which one regresses the criterion and which at the same time yields insight into the predictor structure. Second, the population under study may consist of a few unknown subgroups that are characterized by different regression models. Third, the obtained data are often hierarchically structured, with for instance, observations being nested into persons or participants within groups or countries. Although some methods have been developed that partially meet these challenges (i.e., principal covariates regression (PCovR), clusterwise regression (CR), and structural equation models), none of these methods adequately deals with all of them simultaneously. To fill this gap, we propose the principal covariates clusterwise regression (PCCR) method, which combines the key idea's behind PCovR (de Jong & Kiers in Chemom Intell Lab Syst 14(1-3):155-164, 1992) and CR (Späth in Computing 22(4):367-373, 1979). The PCCR method is validated by means of a simulation study and by applying it to cross-cultural data regarding satisfaction with life.
(Non) linear regression modelling
Cizek, P.; Gentle, J.E.; Hardle, W.K.; Mori, Y.
2012-01-01
We will study causal relationships of a known form between random variables. Given a model, we distinguish one or more dependent (endogenous) variables Y = (Y1,…,Yl), l ∈ N, which are explained by a model, and independent (exogenous, explanatory) variables X = (X1,…,Xp),p ∈ N, which explain or
Takagi, Daisuke; Ikeda, Ken'ichi; Kawachi, Ichiro
2012-11-01
Crime is an important determinant of public health outcomes, including quality of life, mental well-being, and health behavior. A body of research has documented the association between community social capital and crime victimization. The association between social capital and crime victimization has been examined at multiple levels of spatial aggregation, ranging from entire countries, to states, metropolitan areas, counties, and neighborhoods. In multilevel analysis, the spatial boundaries at level 2 are most often drawn from administrative boundaries (e.g., Census tracts in the U.S.). One problem with adopting administrative definitions of neighborhoods is that it ignores spatial spillover. We conducted a study of social capital and crime victimization in one ward of Tokyo city, using a spatial Durbin model with an inverse-distance weighting matrix that assigned each respondent a unique level of "exposure" to social capital based on all other residents' perceptions. The study is based on a postal questionnaire sent to 20-69 years old residents of Arakawa Ward, Tokyo. The response rate was 43.7%. We examined the contextual influence of generalized trust, perceptions of reciprocity, two types of social network variables, as well as two principal components of social capital (constructed from the above four variables). Our outcome measure was self-reported crime victimization in the last five years. In the spatial Durbin model, we found that neighborhood generalized trust, reciprocity, supportive networks and two principal components of social capital were each inversely associated with crime victimization. By contrast, a multilevel regression performed with the same data (using administrative neighborhood boundaries) found generally null associations between neighborhood social capital and crime. Spatial regression methods may be more appropriate for investigating the contextual influence of social capital in homogeneous cultural settings such as Japan. Copyright
Panel Smooth Transition Regression Models
DEFF Research Database (Denmark)
González, Andrés; Terasvirta, Timo; Dijk, Dick van
We introduce the panel smooth transition regression model. This new model is intended for characterizing heterogeneous panels, allowing the regression coefficients to vary both across individuals and over time. Specifically, heterogeneity is allowed for by assuming that these coefficients are bou...
Determining Predictor Importance in Hierarchical Linear Models Using Dominance Analysis
Luo, Wen; Azen, Razia
2013-01-01
Dominance analysis (DA) is a method used to evaluate the relative importance of predictors that was originally proposed for linear regression models. This article proposes an extension of DA that allows researchers to determine the relative importance of predictors in hierarchical linear models (HLM). Commonly used measures of model adequacy in…
Classification using Hierarchical Naive Bayes models
DEFF Research Database (Denmark)
Langseth, Helge; Dyhre Nielsen, Thomas
2006-01-01
Classification problems have a long history in the machine learning literature. One of the simplest, and yet most consistently well-performing set of classifiers is the Naïve Bayes models. However, an inherent problem with these classifiers is the assumption that all attributes used to describe......, termed Hierarchical Naïve Bayes models. Hierarchical Naïve Bayes models extend the modeling flexibility of Naïve Bayes models by introducing latent variables to relax some of the independence statements in these models. We propose a simple algorithm for learning Hierarchical Naïve Bayes models...
Forecasting with Dynamic Regression Models
Pankratz, Alan
2012-01-01
One of the most widely used tools in statistical forecasting, single equation regression models is examined here. A companion to the author's earlier work, Forecasting with Univariate Box-Jenkins Models: Concepts and Cases, the present text pulls together recent time series ideas and gives special attention to possible intertemporal patterns, distributed lag responses of output to input series and the auto correlation patterns of regression disturbance. It also includes six case studies.
Modified Regression Correlation Coefficient for Poisson Regression Model
Kaengthong, Nattacha; Domthong, Uthumporn
2017-09-01
This study gives attention to indicators in predictive power of the Generalized Linear Model (GLM) which are widely used; however, often having some restrictions. We are interested in regression correlation coefficient for a Poisson regression model. This is a measure of predictive power, and defined by the relationship between the dependent variable (Y) and the expected value of the dependent variable given the independent variables [E(Y|X)] for the Poisson regression model. The dependent variable is distributed as Poisson. The purpose of this research was modifying regression correlation coefficient for Poisson regression model. We also compare the proposed modified regression correlation coefficient with the traditional regression correlation coefficient in the case of two or more independent variables, and having multicollinearity in independent variables. The result shows that the proposed regression correlation coefficient is better than the traditional regression correlation coefficient based on Bias and the Root Mean Square Error (RMSE).
Hierarchical modeling and analysis for spatial data
Banerjee, Sudipto; Gelfand, Alan E
2003-01-01
Among the many uses of hierarchical modeling, their application to the statistical analysis of spatial and spatio-temporal data from areas such as epidemiology And environmental science has proven particularly fruitful. Yet to date, the few books that address the subject have been either too narrowly focused on specific aspects of spatial analysis, or written at a level often inaccessible to those lacking a strong background in mathematical statistics.Hierarchical Modeling and Analysis for Spatial Data is the first accessible, self-contained treatment of hierarchical methods, modeling, and dat
Nonparametric Mixture of Regression Models.
Huang, Mian; Li, Runze; Wang, Shaoli
2013-07-01
Motivated by an analysis of US house price index data, we propose nonparametric finite mixture of regression models. We study the identifiability issue of the proposed models, and develop an estimation procedure by employing kernel regression. We further systematically study the sampling properties of the proposed estimators, and establish their asymptotic normality. A modified EM algorithm is proposed to carry out the estimation procedure. We show that our algorithm preserves the ascent property of the EM algorithm in an asymptotic sense. Monte Carlo simulations are conducted to examine the finite sample performance of the proposed estimation procedure. An empirical analysis of the US house price index data is illustrated for the proposed methodology.
Advances in Applications of Hierarchical Bayesian Methods with Hydrological Models
Alexander, R. B.; Schwarz, G. E.; Boyer, E. W.
2017-12-01
Mechanistic and empirical watershed models are increasingly used to inform water resource decisions. Growing access to historical stream measurements and data from in-situ sensor technologies has increased the need for improved techniques for coupling models with hydrological measurements. Techniques that account for the intrinsic uncertainties of both models and measurements are especially needed. Hierarchical Bayesian methods provide an efficient modeling tool for quantifying model and prediction uncertainties, including those associated with measurements. Hierarchical methods can also be used to explore spatial and temporal variations in model parameters and uncertainties that are informed by hydrological measurements. We used hierarchical Bayesian methods to develop a hybrid (statistical-mechanistic) SPARROW (SPAtially Referenced Regression On Watershed attributes) model of long-term mean annual streamflow across diverse environmental and climatic drainages in 18 U.S. hydrological regions. Our application illustrates the use of a new generation of Bayesian methods that offer more advanced computational efficiencies than the prior generation. Evaluations of the effects of hierarchical (regional) variations in model coefficients and uncertainties on model accuracy indicates improved prediction accuracies (median of 10-50%) but primarily in humid eastern regions, where model uncertainties are one-third of those in arid western regions. Generally moderate regional variability is observed for most hierarchical coefficients. Accounting for measurement and structural uncertainties, using hierarchical state-space techniques, revealed the effects of spatially-heterogeneous, latent hydrological processes in the "localized" drainages between calibration sites; this improved model precision, with only minor changes in regional coefficients. Our study can inform advances in the use of hierarchical methods with hydrological models to improve their integration with stream
Regression Models for Repairable Systems
Czech Academy of Sciences Publication Activity Database
Novák, Petr
2015-01-01
Roč. 17, č. 4 (2015), s. 963-972 ISSN 1387-5841 Institutional support: RVO:67985556 Keywords : Reliability analysis * Repair models * Regression Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.782, year: 2015 http://library.utia.cas.cz/separaty/2015/SI/novak-0450902.pdf
Analysis hierarchical model for discrete event systems
Ciortea, E. M.
2015-11-01
The This paper presents the hierarchical model based on discrete event network for robotic systems. Based on the hierarchical approach, Petri network is analysed as a network of the highest conceptual level and the lowest level of local control. For modelling and control of complex robotic systems using extended Petri nets. Such a system is structured, controlled and analysed in this paper by using Visual Object Net ++ package that is relatively simple and easy to use, and the results are shown as representations easy to interpret. The hierarchical structure of the robotic system is implemented on computers analysed using specialized programs. Implementation of hierarchical model discrete event systems, as a real-time operating system on a computer network connected via a serial bus is possible, where each computer is dedicated to local and Petri model of a subsystem global robotic system. Since Petri models are simplified to apply general computers, analysis, modelling, complex manufacturing systems control can be achieved using Petri nets. Discrete event systems is a pragmatic tool for modelling industrial systems. For system modelling using Petri nets because we have our system where discrete event. To highlight the auxiliary time Petri model using transport stream divided into hierarchical levels and sections are analysed successively. Proposed robotic system simulation using timed Petri, offers the opportunity to view the robotic time. Application of goods or robotic and transmission times obtained by measuring spot is obtained graphics showing the average time for transport activity, using the parameters sets of finished products. individually.
Learning with hierarchical-deep models.
Salakhutdinov, Ruslan; Tenenbaum, Joshua B; Torralba, Antonio
2013-08-01
We introduce HD (or “Hierarchical-Deep”) models, a new compositional learning architecture that integrates deep learning models with structured hierarchical Bayesian (HB) models. Specifically, we show how we can learn a hierarchical Dirichlet process (HDP) prior over the activities of the top-level features in a deep Boltzmann machine (DBM). This compound HDP-DBM model learns to learn novel concepts from very few training example by learning low-level generic features, high-level features that capture correlations among low-level features, and a category hierarchy for sharing priors over the high-level features that are typical of different kinds of concepts. We present efficient learning and inference algorithms for the HDP-DBM model and show that it is able to learn new concepts from very few examples on CIFAR-100 object recognition, handwritten character recognition, and human motion capture datasets.
International Nuclear Information System (INIS)
Mandel, Kaisey S.; Kirshner, Robert P.; Foley, Ryan J.
2014-01-01
We investigate the statistical dependence of the peak intrinsic colors of Type Ia supernovae (SNe Ia) on their expansion velocities at maximum light, measured from the Si II λ6355 spectral feature. We construct a new hierarchical Bayesian regression model, accounting for the random effects of intrinsic scatter, measurement error, and reddening by host galaxy dust, and implement a Gibbs sampler and deviance information criteria to estimate the correlation. The method is applied to the apparent colors from BVRI light curves and Si II velocity data for 79 nearby SNe Ia. The apparent color distributions of high-velocity (HV) and normal velocity (NV) supernovae exhibit significant discrepancies for B – V and B – R, but not other colors. Hence, they are likely due to intrinsic color differences originating in the B band, rather than dust reddening. The mean intrinsic B – V and B – R color differences between HV and NV groups are 0.06 ± 0.02 and 0.09 ± 0.02 mag, respectively. A linear model finds significant slopes of –0.021 ± 0.006 and –0.030 ± 0.009 mag (10 3 km s –1 ) –1 for intrinsic B – V and B – R colors versus velocity, respectively. Because the ejecta velocity distribution is skewed toward high velocities, these effects imply non-Gaussian intrinsic color distributions with skewness up to +0.3. Accounting for the intrinsic-color-velocity correlation results in corrections to A V extinction estimates as large as –0.12 mag for HV SNe Ia and +0.06 mag for NV events. Velocity measurements from SN Ia spectra have the potential to diminish systematic errors from the confounding of intrinsic colors and dust reddening affecting supernova distances
A hierarchical model for ordinal matrix factorization
DEFF Research Database (Denmark)
Paquet, Ulrich; Thomson, Blaise; Winther, Ole
2012-01-01
This paper proposes a hierarchical probabilistic model for ordinal matrix factorization. Unlike previous approaches, we model the ordinal nature of the data and take a principled approach to incorporating priors for the hidden variables. Two algorithms are presented for inference, one based...
Interpretation of commonly used statistical regression models.
Kasza, Jessica; Wolfe, Rory
2014-01-01
A review of some regression models commonly used in respiratory health applications is provided in this article. Simple linear regression, multiple linear regression, logistic regression and ordinal logistic regression are considered. The focus of this article is on the interpretation of the regression coefficients of each model, which are illustrated through the application of these models to a respiratory health research study. © 2013 The Authors. Respirology © 2013 Asian Pacific Society of Respirology.
Hierarchical Context Modeling for Video Event Recognition.
Wang, Xiaoyang; Ji, Qiang
2016-10-11
Current video event recognition research remains largely target-centered. For real-world surveillance videos, targetcentered event recognition faces great challenges due to large intra-class target variation, limited image resolution, and poor detection and tracking results. To mitigate these challenges, we introduced a context-augmented video event recognition approach. Specifically, we explicitly capture different types of contexts from three levels including image level, semantic level, and prior level. At the image level, we introduce two types of contextual features including the appearance context features and interaction context features to capture the appearance of context objects and their interactions with the target objects. At the semantic level, we propose a deep model based on deep Boltzmann machine to learn event object representations and their interactions. At the prior level, we utilize two types of prior-level contexts including scene priming and dynamic cueing. Finally, we introduce a hierarchical context model that systematically integrates the contextual information at different levels. Through the hierarchical context model, contexts at different levels jointly contribute to the event recognition. We evaluate the hierarchical context model for event recognition on benchmark surveillance video datasets. Results show that incorporating contexts in each level can improve event recognition performance, and jointly integrating three levels of contexts through our hierarchical model achieves the best performance.
Conceptual hierarchical modeling to describe wetland plant community organization
Little, A.M.; Guntenspergen, G.R.; Allen, T.F.H.
2010-01-01
Using multivariate analysis, we created a hierarchical modeling process that describes how differently-scaled environmental factors interact to affect wetland-scale plant community organization in a system of small, isolated wetlands on Mount Desert Island, Maine. We followed the procedure: 1) delineate wetland groups using cluster analysis, 2) identify differently scaled environmental gradients using non-metric multidimensional scaling, 3) order gradient hierarchical levels according to spatiotem-poral scale of fluctuation, and 4) assemble hierarchical model using group relationships with ordination axes and post-hoc tests of environmental differences. Using this process, we determined 1) large wetland size and poor surface water chemistry led to the development of shrub fen wetland vegetation, 2) Sphagnum and water chemistry differences affected fen vs. marsh / sedge meadows status within small wetlands, and 3) small-scale hydrologic differences explained transitions between forested vs. non-forested and marsh vs. sedge meadow vegetation. This hierarchical modeling process can help explain how upper level contextual processes constrain biotic community response to lower-level environmental changes. It creates models with more nuanced spatiotemporal complexity than classification and regression tree procedures. Using this process, wetland scientists will be able to generate more generalizable theories of plant community organization, and useful management models. ?? Society of Wetland Scientists 2009.
Hierarchical Bayesian Models of Subtask Learning
Anglim, Jeromy; Wynton, Sarah K. A.
2015-01-01
The current study used Bayesian hierarchical methods to challenge and extend previous work on subtask learning consistency. A general model of individual-level subtask learning was proposed focusing on power and exponential functions with constraints to test for inconsistency. To study subtask learning, we developed a novel computer-based booking…
Hierarchical models in the brain.
Directory of Open Access Journals (Sweden)
Karl Friston
2008-11-01
Full Text Available This paper describes a general model that subsumes many parametric models for continuous data. The model comprises hidden layers of state-space or dynamic causal models, arranged so that the output of one provides input to another. The ensuing hierarchy furnishes a model for many types of data, of arbitrary complexity. Special cases range from the general linear model for static data to generalised convolution models, with system noise, for nonlinear time-series analysis. Crucially, all of these models can be inverted using exactly the same scheme, namely, dynamic expectation maximization. This means that a single model and optimisation scheme can be used to invert a wide range of models. We present the model and a brief review of its inversion to disclose the relationships among, apparently, diverse generative models of empirical data. We then show that this inversion can be formulated as a simple neural network and may provide a useful metaphor for inference and learning in the brain.
Scale of association: hierarchical linear models and the measurement of ecological systems
Sean M. McMahon; Jeffrey M. Diez
2007-01-01
A fundamental challenge to understanding patterns in ecological systems lies in employing methods that can analyse, test and draw inference from measured associations between variables across scales. Hierarchical linear models (HLM) use advanced estimation algorithms to measure regression relationships and variance-covariance parameters in hierarchically structured...
Zhang, Xinyan; Li, Bingzong; Han, Huiying; Song, Sha; Xu, Hongxia; Hong, Yating; Yi, Nengjun; Zhuang, Wenzhuo
2018-05-10
Multiple myeloma (MM), like other cancers, is caused by the accumulation of genetic abnormalities. Heterogeneity exists in the patients' response to treatments, for example, bortezomib. This urges efforts to identify biomarkers from numerous molecular features and build predictive models for identifying patients that can benefit from a certain treatment scheme. However, previous studies treated the multi-level ordinal drug response as a binary response where only responsive and non-responsive groups are considered. It is desirable to directly analyze the multi-level drug response, rather than combining the response to two groups. In this study, we present a novel method to identify significantly associated biomarkers and then develop ordinal genomic classifier using the hierarchical ordinal logistic model. The proposed hierarchical ordinal logistic model employs the heavy-tailed Cauchy prior on the coefficients and is fitted by an efficient quasi-Newton algorithm. We apply our hierarchical ordinal regression approach to analyze two publicly available datasets for MM with five-level drug response and numerous gene expression measures. Our results show that our method is able to identify genes associated with the multi-level drug response and to generate powerful predictive models for predicting the multi-level response. The proposed method allows us to jointly fit numerous correlated predictors and thus build efficient models for predicting the multi-level drug response. The predictive model for the multi-level drug response can be more informative than the previous approaches. Thus, the proposed approach provides a powerful tool for predicting multi-level drug response and has important impact on cancer studies.
Topic Modeling of Hierarchical Corpora /
Kim, Do-kyum
2014-01-01
The sizes of modern digital libraries have grown beyond our capacity to comprehend manually. Thus we need new tools to help us in organizing and browsing large corpora of text that do not require manually examining each document. To this end, machine learning researchers have developed topic models, statistical learning algorithms for automatic comprehension of large collections of text. Topic models provide both global and local views of a corpus; they discover topics that run through the co...
AN INTEGER PROGRAMMING MODEL FOR HIERARCHICAL WORKFORCE
Directory of Open Access Journals (Sweden)
BANU SUNGUR
2013-06-01
Full Text Available The model presented in this paper is based on the model developed by Billionnet for the hierarchical workforce problem. In Billionnet’s Model, while determining the workers’ weekly costs, weekly working hours of workers are not taken into consideration. In our model, the weekly costs per worker are reduced in proportion to the working hours per week. Our model is illustrated on the Billionnet’s Example. The models in question are compared and evaluated on the basis of the results obtained from the example problem. A reduction is achieved in the total cost by the proposed model.
Ker, H. W.
2014-01-01
Multilevel data are very common in educational research. Hierarchical linear models/linear mixed-effects models (HLMs/LMEs) are often utilized to analyze multilevel data nowadays. This paper discusses the problems of utilizing ordinary regressions for modeling multilevel educational data, compare the data analytic results from three regression…
Internet advertising effectiveness by using hierarchical model
RAHMANI, Samaneh
2015-01-01
Abstract. Present paper has been developed with the title of internet advertising effectiveness by using hierarchical model. Presenting the question: Today Internet is an important channel in marketing and advertising. The reason for this could be the ability of the Internet to reduce costs and people’s access to online services[1]. Also advertisers can easily access a multitude of users and communicate with them at low cost [9]. On the other hand, compared to traditional advertising, interne...
A Hierarchical Agency Model of Deposit Insurance
Jonathan Carroll; Shino Takayama
2010-01-01
This paper develops a hierarchical agency model of deposit insurance. The main purpose is to undertake a game theoretic analysis of the consequences of deposit insurance schemes and their effects on monitoring incentives for banks. Using this simple framework, we analyze both risk- independent and risk-dependent premium schemes along with reserve requirement constraints. The results provide policymakers with not only a better understanding of the effects of deposit insurance on welfare and th...
A Seemingly Unrelated Poisson Regression Model
King, Gary
1989-01-01
This article introduces a new estimator for the analysis of two contemporaneously correlated endogenous event count variables. This seemingly unrelated Poisson regression model (SUPREME) estimator combines the efficiencies created by single equation Poisson regression model estimators and insights from "seemingly unrelated" linear regression models.
Gaussian Process Regression Model in Spatial Logistic Regression
Sofro, A.; Oktaviarina, A.
2018-01-01
Spatial analysis has developed very quickly in the last decade. One of the favorite approaches is based on the neighbourhood of the region. Unfortunately, there are some limitations such as difficulty in prediction. Therefore, we offer Gaussian process regression (GPR) to accommodate the issue. In this paper, we will focus on spatial modeling with GPR for binomial data with logit link function. The performance of the model will be investigated. We will discuss the inference of how to estimate the parameters and hyper-parameters and to predict as well. Furthermore, simulation studies will be explained in the last section.
Hierarchic modeling of heat exchanger thermal hydraulics
International Nuclear Information System (INIS)
Horvat, A.; Koncar, B.
2002-01-01
Volume Averaging Technique (VAT) is employed in order to model the heat exchanger cross-flow as a porous media flow. As the averaging of the transport equations lead to a closure problem, separate relations are introduced to model interphase momentum and heat transfer between fluid flow and the solid structure. The hierarchic modeling is used to calculate the local drag coefficient C d as a function of Reynolds number Re h . For that purpose a separate model of REV is built and DNS of flow through REV is performed. The local values of heat transfer coefficient h are obtained from available literature. The geometry of the simulation domain and boundary conditions follow the geometry of the experimental test section used at U.C.L.A. The calculated temperature fields reveal that the geometry with denser pin-fins arrangement (HX1) heats fluid flow faster. The temperature field in the HX2 exhibits the formation of thermal boundary layer between pin-fins, which has a significant role in overall thermal performance of the heat exchanger. Although presented discrepancies of the whole-section drag coefficient C d are large, we believe that hierarchic modeling is an appropriate strategy for calculation of complex transport phenomena in heat exchanger geometries.(author)
Hierarchical Bayesian modelling of mobility metrics for hazard model input calibration
Calder, Eliza; Ogburn, Sarah; Spiller, Elaine; Rutarindwa, Regis; Berger, Jim
2015-04-01
In this work we present a method to constrain flow mobility input parameters for pyroclastic flow models using hierarchical Bayes modeling of standard mobility metrics such as H/L and flow volume etc. The advantage of hierarchical modeling is that it can leverage the information in global dataset for a particular mobility metric in order to reduce the uncertainty in modeling of an individual volcano, especially important where individual volcanoes have only sparse datasets. We use compiled pyroclastic flow runout data from Colima, Merapi, Soufriere Hills, Unzen and Semeru volcanoes, presented in an open-source database FlowDat (https://vhub.org/groups/massflowdatabase). While the exact relationship between flow volume and friction varies somewhat between volcanoes, dome collapse flows originating from the same volcano exhibit similar mobility relationships. Instead of fitting separate regression models for each volcano dataset, we use a variation of the hierarchical linear model (Kass and Steffey, 1989). The model presents a hierarchical structure with two levels; all dome collapse flows and dome collapse flows at specific volcanoes. The hierarchical model allows us to assume that the flows at specific volcanoes share a common distribution of regression slopes, then solves for that distribution. We present comparisons of the 95% confidence intervals on the individual regression lines for the data set from each volcano as well as those obtained from the hierarchical model. The results clearly demonstrate the advantage of considering global datasets using this technique. The technique developed is demonstrated here for mobility metrics, but can be applied to many other global datasets of volcanic parameters. In particular, such methods can provide a means to better contain parameters for volcanoes for which we only have sparse data, a ubiquitous problem in volcanology.
Regression models of reactor diagnostic signals
International Nuclear Information System (INIS)
Vavrin, J.
1989-01-01
The application is described of an autoregression model as the simplest regression model of diagnostic signals in experimental analysis of diagnostic systems, in in-service monitoring of normal and anomalous conditions and their diagnostics. The method of diagnostics is described using a regression type diagnostic data base and regression spectral diagnostics. The diagnostics is described of neutron noise signals from anomalous modes in the experimental fuel assembly of a reactor. (author)
Variable importance in latent variable regression models
Kvalheim, O.M.; Arneberg, R.; Bleie, O.; Rajalahti, T.; Smilde, A.K.; Westerhuis, J.A.
2014-01-01
The quality and practical usefulness of a regression model are a function of both interpretability and prediction performance. This work presents some new graphical tools for improved interpretation of latent variable regression models that can also assist in improved algorithms for variable
Galactic chemical evolution in hierarchical formation models
Arrigoni, Matias
2010-10-01
The chemical properties and abundance ratios of galaxies provide important information about their formation histories. Galactic chemical evolution has been modelled in detail within the monolithic collapse scenario. These models have successfully described the abundance distributions in our Galaxy and other spiral discs, as well as the trends of metallicity and abundance ratios observed in early-type galaxies. In the last three decades, however, the paradigm of hierarchical assembly in a Cold Dark Matter (CDM) cosmology has revised the picture of how structure in the Universe forms and evolves. In this scenario, galaxies form when gas radiatively cools and condenses inside dark matter haloes, which themselves follow dissipationless gravitational collapse. The CDM picture has been successful at predicting many observed properties of galaxies (for example, the luminosity and stellar mass function of galaxies, color-magnitude or star formation rate vs. stellar mass distributions, relative numbers of early and late-type galaxies, gas fractions and size distributions of spiral galaxies, and the global star formation history), though many potential problems and open questions remain. It is therefore interesting to see whether chemical evolution models, when implemented within this modern cosmological context, are able to correctly predict the observed chemical properties of galaxies. With the advent of more powerfull telescopes and detectors, precise observations of chemical abundances and abundance ratios in various phases (stellar, ISM, ICM) offer the opportunity to obtain strong constraints on galaxy formation histories and the physics that shapes them. However, in order to take advantage of these observations, it is necessary to implement detailed modeling of chemical evolution into a modern cosmological model of hierarchical assembly.
Regression modeling of ground-water flow
Cooley, R.L.; Naff, R.L.
1985-01-01
Nonlinear multiple regression methods are developed to model and analyze groundwater flow systems. Complete descriptions of regression methodology as applied to groundwater flow models allow scientists and engineers engaged in flow modeling to apply the methods to a wide range of problems. Organization of the text proceeds from an introduction that discusses the general topic of groundwater flow modeling, to a review of basic statistics necessary to properly apply regression techniques, and then to the main topic: exposition and use of linear and nonlinear regression to model groundwater flow. Statistical procedures are given to analyze and use the regression models. A number of exercises and answers are included to exercise the student on nearly all the methods that are presented for modeling and statistical analysis. Three computer programs implement the more complex methods. These three are a general two-dimensional, steady-state regression model for flow in an anisotropic, heterogeneous porous medium, a program to calculate a measure of model nonlinearity with respect to the regression parameters, and a program to analyze model errors in computed dependent variables such as hydraulic head. (USGS)
[From clinical judgment to linear regression model.
Palacios-Cruz, Lino; Pérez, Marcela; Rivas-Ruiz, Rodolfo; Talavera, Juan O
2013-01-01
When we think about mathematical models, such as linear regression model, we think that these terms are only used by those engaged in research, a notion that is far from the truth. Legendre described the first mathematical model in 1805, and Galton introduced the formal term in 1886. Linear regression is one of the most commonly used regression models in clinical practice. It is useful to predict or show the relationship between two or more variables as long as the dependent variable is quantitative and has normal distribution. Stated in another way, the regression is used to predict a measure based on the knowledge of at least one other variable. Linear regression has as it's first objective to determine the slope or inclination of the regression line: Y = a + bx, where "a" is the intercept or regression constant and it is equivalent to "Y" value when "X" equals 0 and "b" (also called slope) indicates the increase or decrease that occurs when the variable "x" increases or decreases in one unit. In the regression line, "b" is called regression coefficient. The coefficient of determination (R 2 ) indicates the importance of independent variables in the outcome.
Regression Models for Market-Shares
DEFF Research Database (Denmark)
Birch, Kristina; Olsen, Jørgen Kai; Tjur, Tue
2005-01-01
On the background of a data set of weekly sales and prices for three brands of coffee, this paper discusses various regression models and their relation to the multiplicative competitive-interaction model (the MCI model, see Cooper 1988, 1993) for market-shares. Emphasis is put on the interpretat......On the background of a data set of weekly sales and prices for three brands of coffee, this paper discusses various regression models and their relation to the multiplicative competitive-interaction model (the MCI model, see Cooper 1988, 1993) for market-shares. Emphasis is put...... on the interpretation of the parameters in relation to models for the total sales based on discrete choice models.Key words and phrases. MCI model, discrete choice model, market-shares, price elasitcity, regression model....
Categorical regression dose-response modeling
The goal of this training is to provide participants with training on the use of the U.S. EPA’s Categorical Regression soft¬ware (CatReg) and its application to risk assessment. Categorical regression fits mathematical models to toxicity data that have been assigned ord...
Hierarchical Multinomial Processing Tree Models: A Latent-Trait Approach
Klauer, Karl Christoph
2010-01-01
Multinomial processing tree models are widely used in many areas of psychology. A hierarchical extension of the model class is proposed, using a multivariate normal distribution of person-level parameters with the mean and covariance matrix to be estimated from the data. The hierarchical model allows one to take variability between persons into…
Chad Babcock; Andrew O. Finley; John B. Bradford; Randy Kolka; Richard Birdsey; Michael G. Ryan
2015-01-01
Many studies and production inventory systems have shown the utility of coupling covariates derived from Light Detection and Ranging (LiDAR) data with forest variables measured on georeferenced inventory plots through regression models. The objective of this study was to propose and assess the use of a Bayesian hierarchical modeling framework that accommodates both...
A hierarchical stochastic model for bistable perception.
Directory of Open Access Journals (Sweden)
Stefan Albert
2017-11-01
Full Text Available Viewing of ambiguous stimuli can lead to bistable perception alternating between the possible percepts. During continuous presentation of ambiguous stimuli, percept changes occur as single events, whereas during intermittent presentation of ambiguous stimuli, percept changes occur at more or less regular intervals either as single events or bursts. Response patterns can be highly variable and have been reported to show systematic differences between patients with schizophrenia and healthy controls. Existing models of bistable perception often use detailed assumptions and large parameter sets which make parameter estimation challenging. Here we propose a parsimonious stochastic model that provides a link between empirical data analysis of the observed response patterns and detailed models of underlying neuronal processes. Firstly, we use a Hidden Markov Model (HMM for the times between percept changes, which assumes one single state in continuous presentation and a stable and an unstable state in intermittent presentation. The HMM captures the observed differences between patients with schizophrenia and healthy controls, but remains descriptive. Therefore, we secondly propose a hierarchical Brownian model (HBM, which produces similar response patterns but also provides a relation to potential underlying mechanisms. The main idea is that neuronal activity is described as an activity difference between two competing neuronal populations reflected in Brownian motions with drift. This differential activity generates switching between the two conflicting percepts and between stable and unstable states with similar mechanisms on different neuronal levels. With only a small number of parameters, the HBM can be fitted closely to a high variety of response patterns and captures group differences between healthy controls and patients with schizophrenia. At the same time, it provides a link to mechanistic models of bistable perception, linking the group
A hierarchical stochastic model for bistable perception.
Albert, Stefan; Schmack, Katharina; Sterzer, Philipp; Schneider, Gaby
2017-11-01
Viewing of ambiguous stimuli can lead to bistable perception alternating between the possible percepts. During continuous presentation of ambiguous stimuli, percept changes occur as single events, whereas during intermittent presentation of ambiguous stimuli, percept changes occur at more or less regular intervals either as single events or bursts. Response patterns can be highly variable and have been reported to show systematic differences between patients with schizophrenia and healthy controls. Existing models of bistable perception often use detailed assumptions and large parameter sets which make parameter estimation challenging. Here we propose a parsimonious stochastic model that provides a link between empirical data analysis of the observed response patterns and detailed models of underlying neuronal processes. Firstly, we use a Hidden Markov Model (HMM) for the times between percept changes, which assumes one single state in continuous presentation and a stable and an unstable state in intermittent presentation. The HMM captures the observed differences between patients with schizophrenia and healthy controls, but remains descriptive. Therefore, we secondly propose a hierarchical Brownian model (HBM), which produces similar response patterns but also provides a relation to potential underlying mechanisms. The main idea is that neuronal activity is described as an activity difference between two competing neuronal populations reflected in Brownian motions with drift. This differential activity generates switching between the two conflicting percepts and between stable and unstable states with similar mechanisms on different neuronal levels. With only a small number of parameters, the HBM can be fitted closely to a high variety of response patterns and captures group differences between healthy controls and patients with schizophrenia. At the same time, it provides a link to mechanistic models of bistable perception, linking the group differences to
Constructive Epistemic Modeling: A Hierarchical Bayesian Model Averaging Method
Tsai, F. T. C.; Elshall, A. S.
2014-12-01
Constructive epistemic modeling is the idea that our understanding of a natural system through a scientific model is a mental construct that continually develops through learning about and from the model. Using the hierarchical Bayesian model averaging (HBMA) method [1], this study shows that segregating different uncertain model components through a BMA tree of posterior model probabilities, model prediction, within-model variance, between-model variance and total model variance serves as a learning tool [2]. First, the BMA tree of posterior model probabilities permits the comparative evaluation of the candidate propositions of each uncertain model component. Second, systemic model dissection is imperative for understanding the individual contribution of each uncertain model component to the model prediction and variance. Third, the hierarchical representation of the between-model variance facilitates the prioritization of the contribution of each uncertain model component to the overall model uncertainty. We illustrate these concepts using the groundwater modeling of a siliciclastic aquifer-fault system. The sources of uncertainty considered are from geological architecture, formation dip, boundary conditions and model parameters. The study shows that the HBMA analysis helps in advancing knowledge about the model rather than forcing the model to fit a particularly understanding or merely averaging several candidate models. [1] Tsai, F. T.-C., and A. S. Elshall (2013), Hierarchical Bayesian model averaging for hydrostratigraphic modeling: Uncertainty segregation and comparative evaluation. Water Resources Research, 49, 5520-5536, doi:10.1002/wrcr.20428. [2] Elshall, A.S., and F. T.-C. Tsai (2014). Constructive epistemic modeling of groundwater flow with geological architecture and boundary condition uncertainty under Bayesian paradigm, Journal of Hydrology, 517, 105-119, doi: 10.1016/j.jhydrol.2014.05.027.
Regularized multivariate regression models with skew-t error distributions
Chen, Lianfu
2014-06-01
We consider regularization of the parameters in multivariate linear regression models with the errors having a multivariate skew-t distribution. An iterative penalized likelihood procedure is proposed for constructing sparse estimators of both the regression coefficient and inverse scale matrices simultaneously. The sparsity is introduced through penalizing the negative log-likelihood by adding L1-penalties on the entries of the two matrices. Taking advantage of the hierarchical representation of skew-t distributions, and using the expectation conditional maximization (ECM) algorithm, we reduce the problem to penalized normal likelihood and develop a procedure to minimize the ensuing objective function. Using a simulation study the performance of the method is assessed, and the methodology is illustrated using a real data set with a 24-dimensional response vector. © 2014 Elsevier B.V.
Applied Regression Modeling A Business Approach
Pardoe, Iain
2012-01-01
An applied and concise treatment of statistical regression techniques for business students and professionals who have little or no background in calculusRegression analysis is an invaluable statistical methodology in business settings and is vital to model the relationship between a response variable and one or more predictor variables, as well as the prediction of a response value given values of the predictors. In view of the inherent uncertainty of business processes, such as the volatility of consumer spending and the presence of market uncertainty, business professionals use regression a
Bayesian hierarchical modelling of North Atlantic windiness
Vanem, E.; Breivik, O. N.
2013-03-01
Extreme weather conditions represent serious natural hazards to ship operations and may be the direct cause or contributing factor to maritime accidents. Such severe environmental conditions can be taken into account in ship design and operational windows can be defined that limits hazardous operations to less extreme conditions. Nevertheless, possible changes in the statistics of extreme weather conditions, possibly due to anthropogenic climate change, represent an additional hazard to ship operations that is less straightforward to account for in a consistent way. Obviously, there are large uncertainties as to how future climate change will affect the extreme weather conditions at sea and there is a need for stochastic models that can describe the variability in both space and time at various scales of the environmental conditions. Previously, Bayesian hierarchical space-time models have been developed to describe the variability and complex dependence structures of significant wave height in space and time. These models were found to perform reasonably well and provided some interesting results, in particular, pertaining to long-term trends in the wave climate. In this paper, a similar framework is applied to oceanic windiness and the spatial and temporal variability of the 10-m wind speed over an area in the North Atlantic ocean is investigated. When the results from the model for North Atlantic windiness is compared to the results for significant wave height over the same area, it is interesting to observe that whereas an increasing trend in significant wave height was identified, no statistically significant long-term trend was estimated in windiness. This may indicate that the increase in significant wave height is not due to an increase in locally generated wind waves, but rather to increased swell. This observation is also consistent with studies that have suggested a poleward shift of the main storm tracks.
Bayesian hierarchical modelling of North Atlantic windiness
Directory of Open Access Journals (Sweden)
E. Vanem
2013-03-01
Full Text Available Extreme weather conditions represent serious natural hazards to ship operations and may be the direct cause or contributing factor to maritime accidents. Such severe environmental conditions can be taken into account in ship design and operational windows can be defined that limits hazardous operations to less extreme conditions. Nevertheless, possible changes in the statistics of extreme weather conditions, possibly due to anthropogenic climate change, represent an additional hazard to ship operations that is less straightforward to account for in a consistent way. Obviously, there are large uncertainties as to how future climate change will affect the extreme weather conditions at sea and there is a need for stochastic models that can describe the variability in both space and time at various scales of the environmental conditions. Previously, Bayesian hierarchical space-time models have been developed to describe the variability and complex dependence structures of significant wave height in space and time. These models were found to perform reasonably well and provided some interesting results, in particular, pertaining to long-term trends in the wave climate. In this paper, a similar framework is applied to oceanic windiness and the spatial and temporal variability of the 10-m wind speed over an area in the North Atlantic ocean is investigated. When the results from the model for North Atlantic windiness is compared to the results for significant wave height over the same area, it is interesting to observe that whereas an increasing trend in significant wave height was identified, no statistically significant long-term trend was estimated in windiness. This may indicate that the increase in significant wave height is not due to an increase in locally generated wind waves, but rather to increased swell. This observation is also consistent with studies that have suggested a poleward shift of the main storm tracks.
Regression Models For Multivariate Count Data.
Zhang, Yiwen; Zhou, Hua; Zhou, Jin; Sun, Wei
2017-01-01
Data with multivariate count responses frequently occur in modern applications. The commonly used multinomial-logit model is limiting due to its restrictive mean-variance structure. For instance, analyzing count data from the recent RNA-seq technology by the multinomial-logit model leads to serious errors in hypothesis testing. The ubiquity of over-dispersion and complicated correlation structures among multivariate counts calls for more flexible regression models. In this article, we study some generalized linear models that incorporate various correlation structures among the counts. Current literature lacks a treatment of these models, partly due to the fact that they do not belong to the natural exponential family. We study the estimation, testing, and variable selection for these models in a unifying framework. The regression models are compared on both synthetic and real RNA-seq data.
Testing homogeneity in Weibull-regression models.
Bolfarine, Heleno; Valença, Dione M
2005-10-01
In survival studies with families or geographical units it may be of interest testing whether such groups are homogeneous for given explanatory variables. In this paper we consider score type tests for group homogeneity based on a mixing model in which the group effect is modelled as a random variable. As opposed to hazard-based frailty models, this model presents survival times that conditioned on the random effect, has an accelerated failure time representation. The test statistics requires only estimation of the conventional regression model without the random effect and does not require specifying the distribution of the random effect. The tests are derived for a Weibull regression model and in the uncensored situation, a closed form is obtained for the test statistic. A simulation study is used for comparing the power of the tests. The proposed tests are applied to real data sets with censored data.
Preacher, Kristopher J.; Curran, Patrick J.; Bauer, Daniel J.
2006-01-01
Simple slopes, regions of significance, and confidence bands are commonly used to evaluate interactions in multiple linear regression (MLR) models, and the use of these techniques has recently been extended to multilevel or hierarchical linear modeling (HLM) and latent curve analysis (LCA). However, conducting these tests and plotting the…
Mixed-effects regression models in linguistics
Heylen, Kris; Geeraerts, Dirk
2018-01-01
When data consist of grouped observations or clusters, and there is a risk that measurements within the same group are not independent, group-specific random effects can be added to a regression model in order to account for such within-group associations. Regression models that contain such group-specific random effects are called mixed-effects regression models, or simply mixed models. Mixed models are a versatile tool that can handle both balanced and unbalanced datasets and that can also be applied when several layers of grouping are present in the data; these layers can either be nested or crossed. In linguistics, as in many other fields, the use of mixed models has gained ground rapidly over the last decade. This methodological evolution enables us to build more sophisticated and arguably more realistic models, but, due to its technical complexity, also introduces new challenges. This volume brings together a number of promising new evolutions in the use of mixed models in linguistics, but also addres...
Wilderjans, Tom F.; Van de Gaer, E.; Kiers, H.A.L.; Van Mechelen, Iven; Ceulemans, Eva
In the behavioral sciences, many research questions pertain to a regression problem in that one wants to predict a criterion on the basis of a number of predictors. Although in many cases, ordinary least squares regression will suffice, sometimes the prediction problem is more challenging, for three
Regression modeling methods, theory, and computation with SAS
Panik, Michael
2009-01-01
Regression Modeling: Methods, Theory, and Computation with SAS provides an introduction to a diverse assortment of regression techniques using SAS to solve a wide variety of regression problems. The author fully documents the SAS programs and thoroughly explains the output produced by the programs.The text presents the popular ordinary least squares (OLS) approach before introducing many alternative regression methods. It covers nonparametric regression, logistic regression (including Poisson regression), Bayesian regression, robust regression, fuzzy regression, random coefficients regression,
The Revised Hierarchical Model: A critical review and assessment
Kroll, Judith F.; van Hell, Janet G.; Tokowicz, Natasha; Green, David W.
2010-01-01
Brysbaert and Duyck (2009) suggest that it is time to abandon the Revised Hierarchical Model (Kroll and Stewart, 1994) in favor of connectionist models such as BIA+ (Dijkstra and Van Heuven, 2002) that more accurately account for the recent evidence on nonselective access in bilingual word recognition. In this brief response, we first review the history of the Revised Hierarchical Model (RHM), consider the set of issues that it was proposed to address, and then evaluate the evidence that supp...
Influence diagnostics in meta-regression model.
Shi, Lei; Zuo, ShanShan; Yu, Dalei; Zhou, Xiaohua
2017-09-01
This paper studies the influence diagnostics in meta-regression model including case deletion diagnostic and local influence analysis. We derive the subset deletion formulae for the estimation of regression coefficient and heterogeneity variance and obtain the corresponding influence measures. The DerSimonian and Laird estimation and maximum likelihood estimation methods in meta-regression are considered, respectively, to derive the results. Internal and external residual and leverage measure are defined. The local influence analysis based on case-weights perturbation scheme, responses perturbation scheme, covariate perturbation scheme, and within-variance perturbation scheme are explored. We introduce a method by simultaneous perturbing responses, covariate, and within-variance to obtain the local influence measure, which has an advantage of capable to compare the influence magnitude of influential studies from different perturbations. An example is used to illustrate the proposed methodology. Copyright © 2017 John Wiley & Sons, Ltd.
AIRLINE ACTIVITY FORECASTING BY REGRESSION MODELS
Directory of Open Access Journals (Sweden)
Н. Білак
2012-04-01
Full Text Available Proposed linear and nonlinear regression models, which take into account the equation of trend and seasonality indices for the analysis and restore the volume of passenger traffic over the past period of time and its prediction for future years, as well as the algorithm of formation of these models based on statistical analysis over the years. The desired model is the first step for the synthesis of more complex models, which will enable forecasting of passenger (income level airline with the highest accuracy and time urgency.
Slow logarithmic relaxation in models with hierarchically constrained dynamics
Brey, J. J.; Prados, A.
2000-01-01
A general kind of models with hierarchically constrained dynamics is shown to exhibit logarithmic anomalous relaxation, similarly to a variety of complex strongly interacting materials. The logarithmic behavior describes most of the decay of the response function.
Bayesian disease mapping: hierarchical modeling in spatial epidemiology
National Research Council Canada - National Science Library
Lawson, Andrew
2013-01-01
.... Exploring these new developments, Bayesian Disease Mapping: Hierarchical Modeling in Spatial Epidemiology, Second Edition provides an up-to-date, cohesive account of the full range of Bayesian disease mapping methods and applications...
Modeling oil production based on symbolic regression
International Nuclear Information System (INIS)
Yang, Guangfei; Li, Xianneng; Wang, Jianliang; Lian, Lian; Ma, Tieju
2015-01-01
Numerous models have been proposed to forecast the future trends of oil production and almost all of them are based on some predefined assumptions with various uncertainties. In this study, we propose a novel data-driven approach that uses symbolic regression to model oil production. We validate our approach on both synthetic and real data, and the results prove that symbolic regression could effectively identify the true models beneath the oil production data and also make reliable predictions. Symbolic regression indicates that world oil production will peak in 2021, which broadly agrees with other techniques used by researchers. Our results also show that the rate of decline after the peak is almost half the rate of increase before the peak, and it takes nearly 12 years to drop 4% from the peak. These predictions are more optimistic than those in several other reports, and the smoother decline will provide the world, especially the developing countries, with more time to orchestrate mitigation plans. -- Highlights: •A data-driven approach has been shown to be effective at modeling the oil production. •The Hubbert model could be discovered automatically from data. •The peak of world oil production is predicted to appear in 2021. •The decline rate after peak is half of the increase rate before peak. •Oil production projected to decline 4% post-peak
Quantum Ising model on hierarchical structures
International Nuclear Information System (INIS)
Lin Zhifang; Tao Ruibao.
1989-11-01
A quantum Ising chain with both the exchange couplings and the transverse fields arranged in a hierarchical way is considered. Exact analytical results for the critical line and energy gap are obtained. It is shown that when R 1 not= R 2 , where R 1 and R 2 are the hierarchical parameters for the exchange couplings and the transverse fields, respectively, the system undergoes a phase transition in a different universality class from the pure quantum Ising chain with R 1 =R 2 =1. On the other hand, when R 1 =R 2 =R, there exists a critical value R c dependent on the furcating number of the hierarchy. In case of R > R c , the system is shown to exhibit as Ising-like critical point with the critical behaviour the same as in the pure case, while for R c the system belongs to another universality class. (author). 19 refs, 2 figs
Geographically weighted regression model on poverty indicator
Slamet, I.; Nugroho, N. F. T. A.; Muslich
2017-12-01
In this research, we applied geographically weighted regression (GWR) for analyzing the poverty in Central Java. We consider Gaussian Kernel as weighted function. The GWR uses the diagonal matrix resulted from calculating kernel Gaussian function as a weighted function in the regression model. The kernel weights is used to handle spatial effects on the data so that a model can be obtained for each location. The purpose of this paper is to model of poverty percentage data in Central Java province using GWR with Gaussian kernel weighted function and to determine the influencing factors in each regency/city in Central Java province. Based on the research, we obtained geographically weighted regression model with Gaussian kernel weighted function on poverty percentage data in Central Java province. We found that percentage of population working as farmers, population growth rate, percentage of households with regular sanitation, and BPJS beneficiaries are the variables that affect the percentage of poverty in Central Java province. In this research, we found the determination coefficient R2 are 68.64%. There are two categories of district which are influenced by different of significance factors.
Bayesian semiparametric regression models to characterize molecular evolution
Directory of Open Access Journals (Sweden)
Datta Saheli
2012-10-01
Full Text Available Abstract Background Statistical models and methods that associate changes in the physicochemical properties of amino acids with natural selection at the molecular level typically do not take into account the correlations between such properties. We propose a Bayesian hierarchical regression model with a generalization of the Dirichlet process prior on the distribution of the regression coefficients that describes the relationship between the changes in amino acid distances and natural selection in protein-coding DNA sequence alignments. Results The Bayesian semiparametric approach is illustrated with simulated data and the abalone lysin sperm data. Our method identifies groups of properties which, for this particular dataset, have a similar effect on evolution. The model also provides nonparametric site-specific estimates for the strength of conservation of these properties. Conclusions The model described here is distinguished by its ability to handle a large number of amino acid properties simultaneously, while taking into account that such data can be correlated. The multi-level clustering ability of the model allows for appealing interpretations of the results in terms of properties that are roughly equivalent from the standpoint of molecular evolution.
Directory of Open Access Journals (Sweden)
Guo Junqiao
2008-09-01
Full Text Available Abstract Background The effects of climate variations on bacillary dysentery incidence have gained more recent concern. However, the multi-collinearity among meteorological factors affects the accuracy of correlation with bacillary dysentery incidence. Methods As a remedy, a modified method to combine ridge regression and hierarchical cluster analysis was proposed for investigating the effects of climate variations on bacillary dysentery incidence in northeast China. Results All weather indicators, temperatures, precipitation, evaporation and relative humidity have shown positive correlation with the monthly incidence of bacillary dysentery, while air pressure had a negative correlation with the incidence. Ridge regression and hierarchical cluster analysis showed that during 1987–1996, relative humidity, temperatures and air pressure affected the transmission of the bacillary dysentery. During this period, all meteorological factors were divided into three categories. Relative humidity and precipitation belonged to one class, temperature indexes and evaporation belonged to another class, and air pressure was the third class. Conclusion Meteorological factors have affected the transmission of bacillary dysentery in northeast China. Bacillary dysentery prevention and control would benefit from by giving more consideration to local climate variations.
Road network safety evaluation using Bayesian hierarchical joint model.
Wang, Jie; Huang, Helai
2016-05-01
Safety and efficiency are commonly regarded as two significant performance indicators of transportation systems. In practice, road network planning has focused on road capacity and transport efficiency whereas the safety level of a road network has received little attention in the planning stage. This study develops a Bayesian hierarchical joint model for road network safety evaluation to help planners take traffic safety into account when planning a road network. The proposed model establishes relationships between road network risk and micro-level variables related to road entities and traffic volume, as well as socioeconomic, trip generation and network density variables at macro level which are generally used for long term transportation plans. In addition, network spatial correlation between intersections and their connected road segments is also considered in the model. A road network is elaborately selected in order to compare the proposed hierarchical joint model with a previous joint model and a negative binomial model. According to the results of the model comparison, the hierarchical joint model outperforms the joint model and negative binomial model in terms of the goodness-of-fit and predictive performance, which indicates the reasonableness of considering the hierarchical data structure in crash prediction and analysis. Moreover, both random effects at the TAZ level and the spatial correlation between intersections and their adjacent segments are found to be significant, supporting the employment of the hierarchical joint model as an alternative in road-network-level safety modeling as well. Copyright © 2016 Elsevier Ltd. All rights reserved.
A Bayesian hierarchical model for demand curve analysis.
Ho, Yen-Yi; Nhu Vo, Tien; Chu, Haitao; Luo, Xianghua; Le, Chap T
2018-07-01
Drug self-administration experiments are a frequently used approach to assessing the abuse liability and reinforcing property of a compound. It has been used to assess the abuse liabilities of various substances such as psychomotor stimulants and hallucinogens, food, nicotine, and alcohol. The demand curve generated from a self-administration study describes how demand of a drug or non-drug reinforcer varies as a function of price. With the approval of the 2009 Family Smoking Prevention and Tobacco Control Act, demand curve analysis provides crucial evidence to inform the US Food and Drug Administration's policy on tobacco regulation, because it produces several important quantitative measurements to assess the reinforcing strength of nicotine. The conventional approach popularly used to analyze the demand curve data is individual-specific non-linear least square regression. The non-linear least square approach sets out to minimize the residual sum of squares for each subject in the dataset; however, this one-subject-at-a-time approach does not allow for the estimation of between- and within-subject variability in a unified model framework. In this paper, we review the existing approaches to analyze the demand curve data, non-linear least square regression, and the mixed effects regression and propose a new Bayesian hierarchical model. We conduct simulation analyses to compare the performance of these three approaches and illustrate the proposed approaches in a case study of nicotine self-administration in rats. We present simulation results and discuss the benefits of using the proposed approaches.
Adaptive regression for modeling nonlinear relationships
Knafl, George J
2016-01-01
This book presents methods for investigating whether relationships are linear or nonlinear and for adaptively fitting appropriate models when they are nonlinear. Data analysts will learn how to incorporate nonlinearity in one or more predictor variables into regression models for different types of outcome variables. Such nonlinear dependence is often not considered in applied research, yet nonlinear relationships are common and so need to be addressed. A standard linear analysis can produce misleading conclusions, while a nonlinear analysis can provide novel insights into data, not otherwise possible. A variety of examples of the benefits of modeling nonlinear relationships are presented throughout the book. Methods are covered using what are called fractional polynomials based on real-valued power transformations of primary predictor variables combined with model selection based on likelihood cross-validation. The book covers how to formulate and conduct such adaptive fractional polynomial modeling in the s...
Bayesian Inference of a Multivariate Regression Model
Directory of Open Access Journals (Sweden)
Marick S. Sinay
2014-01-01
Full Text Available We explore Bayesian inference of a multivariate linear regression model with use of a flexible prior for the covariance structure. The commonly adopted Bayesian setup involves the conjugate prior, multivariate normal distribution for the regression coefficients and inverse Wishart specification for the covariance matrix. Here we depart from this approach and propose a novel Bayesian estimator for the covariance. A multivariate normal prior for the unique elements of the matrix logarithm of the covariance matrix is considered. Such structure allows for a richer class of prior distributions for the covariance, with respect to strength of beliefs in prior location hyperparameters, as well as the added ability, to model potential correlation amongst the covariance structure. The posterior moments of all relevant parameters of interest are calculated based upon numerical results via a Markov chain Monte Carlo procedure. The Metropolis-Hastings-within-Gibbs algorithm is invoked to account for the construction of a proposal density that closely matches the shape of the target posterior distribution. As an application of the proposed technique, we investigate a multiple regression based upon the 1980 High School and Beyond Survey.
General regression and representation model for classification.
Directory of Open Access Journals (Sweden)
Jianjun Qian
Full Text Available Recently, the regularized coding-based classification methods (e.g. SRC and CRC show a great potential for pattern classification. However, most existing coding methods assume that the representation residuals are uncorrelated. In real-world applications, this assumption does not hold. In this paper, we take account of the correlations of the representation residuals and develop a general regression and representation model (GRR for classification. GRR not only has advantages of CRC, but also takes full use of the prior information (e.g. the correlations between representation residuals and representation coefficients and the specific information (weight matrix of image pixels to enhance the classification performance. GRR uses the generalized Tikhonov regularization and K Nearest Neighbors to learn the prior information from the training data. Meanwhile, the specific information is obtained by using an iterative algorithm to update the feature (or image pixel weights of the test sample. With the proposed model as a platform, we design two classifiers: basic general regression and representation classifier (B-GRR and robust general regression and representation classifier (R-GRR. The experimental results demonstrate the performance advantages of proposed methods over state-of-the-art algorithms.
Confidence bands for inverse regression models
International Nuclear Information System (INIS)
Birke, Melanie; Bissantz, Nicolai; Holzmann, Hajo
2010-01-01
We construct uniform confidence bands for the regression function in inverse, homoscedastic regression models with convolution-type operators. Here, the convolution is between two non-periodic functions on the whole real line rather than between two periodic functions on a compact interval, since the former situation arguably arises more often in applications. First, following Bickel and Rosenblatt (1973 Ann. Stat. 1 1071–95) we construct asymptotic confidence bands which are based on strong approximations and on a limit theorem for the supremum of a stationary Gaussian process. Further, we propose bootstrap confidence bands based on the residual bootstrap and prove consistency of the bootstrap procedure. A simulation study shows that the bootstrap confidence bands perform reasonably well for moderate sample sizes. Finally, we apply our method to data from a gel electrophoresis experiment with genetically engineered neuronal receptor subunits incubated with rat brain extract
Hierarchical Bayesian Modeling of Fluid-Induced Seismicity
Broccardo, M.; Mignan, A.; Wiemer, S.; Stojadinovic, B.; Giardini, D.
2017-11-01
In this study, we present a Bayesian hierarchical framework to model fluid-induced seismicity. The framework is based on a nonhomogeneous Poisson process with a fluid-induced seismicity rate proportional to the rate of injected fluid. The fluid-induced seismicity rate model depends upon a set of physically meaningful parameters and has been validated for six fluid-induced case studies. In line with the vision of hierarchical Bayesian modeling, the rate parameters are considered as random variables. We develop both the Bayesian inference and updating rules, which are used to develop a probabilistic forecasting model. We tested the Basel 2006 fluid-induced seismic case study to prove that the hierarchical Bayesian model offers a suitable framework to coherently encode both epistemic uncertainty and aleatory variability. Moreover, it provides a robust and consistent short-term seismic forecasting model suitable for online risk quantification and mitigation.
Multitask Quantile Regression under the Transnormal Model.
Fan, Jianqing; Xue, Lingzhou; Zou, Hui
2016-01-01
We consider estimating multi-task quantile regression under the transnormal model, with focus on high-dimensional setting. We derive a surprisingly simple closed-form solution through rank-based covariance regularization. In particular, we propose the rank-based ℓ 1 penalization with positive definite constraints for estimating sparse covariance matrices, and the rank-based banded Cholesky decomposition regularization for estimating banded precision matrices. By taking advantage of alternating direction method of multipliers, nearest correlation matrix projection is introduced that inherits sampling properties of the unprojected one. Our work combines strengths of quantile regression and rank-based covariance regularization to simultaneously deal with nonlinearity and nonnormality for high-dimensional regression. Furthermore, the proposed method strikes a good balance between robustness and efficiency, achieves the "oracle"-like convergence rate, and provides the provable prediction interval under the high-dimensional setting. The finite-sample performance of the proposed method is also examined. The performance of our proposed rank-based method is demonstrated in a real application to analyze the protein mass spectroscopy data.
Crime Modeling using Spatial Regression Approach
Saleh Ahmar, Ansari; Adiatma; Kasim Aidid, M.
2018-01-01
Act of criminality in Indonesia increased both variety and quantity every year. As murder, rape, assault, vandalism, theft, fraud, fencing, and other cases that make people feel unsafe. Risk of society exposed to crime is the number of reported cases in the police institution. The higher of the number of reporter to the police institution then the number of crime in the region is increasing. In this research, modeling criminality in South Sulawesi, Indonesia with the dependent variable used is the society exposed to the risk of crime. Modelling done by area approach is the using Spatial Autoregressive (SAR) and Spatial Error Model (SEM) methods. The independent variable used is the population density, the number of poor population, GDP per capita, unemployment and the human development index (HDI). Based on the analysis using spatial regression can be shown that there are no dependencies spatial both lag or errors in South Sulawesi.
Yi Huang; Francesca Dominici; Michelle Bell
2004-01-01
In this paper, we develop Bayesian hierarchical distributed lag models for estimating associations between daily variations in summer ozone levels and daily variations in cardiovascular and respiratory (CVDRESP) mortality counts for 19 U.S. large cities included in the National Morbidity Mortality Air Pollution Study (NMMAPS) for the period 1987 - 1994. At the first stage, we define a semi-parametric distributed lag Poisson regression model to estimate city-specific relative rates of CVDRESP ...
Hierarchical modeling of molecular energies using a deep neural network
Lubbers, Nicholas; Smith, Justin S.; Barros, Kipton
2018-06-01
We introduce the Hierarchically Interacting Particle Neural Network (HIP-NN) to model molecular properties from datasets of quantum calculations. Inspired by a many-body expansion, HIP-NN decomposes properties, such as energy, as a sum over hierarchical terms. These terms are generated from a neural network—a composition of many nonlinear transformations—acting on a representation of the molecule. HIP-NN achieves the state-of-the-art performance on a dataset of 131k ground state organic molecules and predicts energies with 0.26 kcal/mol mean absolute error. With minimal tuning, our model is also competitive on a dataset of molecular dynamics trajectories. In addition to enabling accurate energy predictions, the hierarchical structure of HIP-NN helps to identify regions of model uncertainty.
AN APPLICATION OF FUNCTIONAL MULTIVARIATE REGRESSION MODEL TO MULTICLASS CLASSIFICATION
Krzyśko, Mirosław; Smaga, Łukasz
2017-01-01
In this paper, the scale response functional multivariate regression model is considered. By using the basis functions representation of functional predictors and regression coefficients, this model is rewritten as a multivariate regression model. This representation of the functional multivariate regression model is used for multiclass classification for multivariate functional data. Computational experiments performed on real labelled data sets demonstrate the effectiveness of the proposed ...
Applying Hierarchical Model Calibration to Automatically Generated Items.
Williamson, David M.; Johnson, Matthew S.; Sinharay, Sandip; Bejar, Isaac I.
This study explored the application of hierarchical model calibration as a means of reducing, if not eliminating, the need for pretesting of automatically generated items from a common item model prior to operational use. Ultimately the successful development of automatic item generation (AIG) systems capable of producing items with highly similar…
A HIERARCHICAL SET OF MODELS FOR SPECIES RESPONSE ANALYSIS
HUISMAN, J; OLFF, H; FRESCO, LFM
Variation in the abundance of species in space and/or time can be caused by a wide range of underlying processes. Before such causes can be analysed we need simple mathematical models which can describe the observed response patterns. For this purpose a hierarchical set of models is presented. These
A hierarchical set of models for species response analysis
Huisman, J.; Olff, H.; Fresco, L.F.M.
1993-01-01
Variation in the abundance of species in space and/or time can be caused by a wide range of underlying processes. Before such causes can be analysed we need simple mathematical models which can describe the observed response patterns. For this purpose a hierarchical set of models is presented. These
The Revised Hierarchical Model: A critical review and assessment
Kroll, J.F.; Hell, J.G. van; Tokowicz, N.; Green, D.W.
2010-01-01
Brysbaert and Duyck (this issue) suggest that it is time to abandon the Revised Hierarchical Model (Kroll and Stewart, 1994) in favor of connectionist models such as BIA+ (Dijkstra and Van Heuven, 2002) that more accurately account for the recent evidence on non-selective access in bilingual word
A hierarchical model exhibiting the Kosterlitz-Thouless fixed point
International Nuclear Information System (INIS)
Marchetti, D.H.U.; Perez, J.F.
1985-01-01
A hierarchical model for 2-d Coulomb gases displaying a line stable of fixed points describing the Kosterlitz-Thouless phase transition is constructed. For Coulomb gases corresponding to Z sub(N)- models these fixed points are stable for an intermediate temperature interval. (Author) [pt
Hierarchical Multiple Markov Chain Model for Unsupervised Texture Segmentation
Czech Academy of Sciences Publication Activity Database
Scarpa, G.; Gaetano, R.; Haindl, Michal; Zerubia, J.
2009-01-01
Roč. 18, č. 8 (2009), s. 1830-1843 ISSN 1057-7149 R&D Projects: GA ČR GA102/08/0593 EU Projects: European Commission(XE) 507752 - MUSCLE Institutional research plan: CEZ:AV0Z10750506 Keywords : Classification * texture analysis * segmentation * hierarchical image models * Markov process Subject RIV: BD - Theory of Information Impact factor: 2.848, year: 2009 http://library.utia.cas.cz/separaty/2009/RO/haindl-hierarchical multiple markov chain model for unsupervised texture segmentation.pdf
Hierarchical graphs for rule-based modeling of biochemical systems
Directory of Open Access Journals (Sweden)
Hu Bin
2011-02-01
Full Text Available Abstract Background In rule-based modeling, graphs are used to represent molecules: a colored vertex represents a component of a molecule, a vertex attribute represents the internal state of a component, and an edge represents a bond between components. Components of a molecule share the same color. Furthermore, graph-rewriting rules are used to represent molecular interactions. A rule that specifies addition (removal of an edge represents a class of association (dissociation reactions, and a rule that specifies a change of a vertex attribute represents a class of reactions that affect the internal state of a molecular component. A set of rules comprises an executable model that can be used to determine, through various means, the system-level dynamics of molecular interactions in a biochemical system. Results For purposes of model annotation, we propose the use of hierarchical graphs to represent structural relationships among components and subcomponents of molecules. We illustrate how hierarchical graphs can be used to naturally document the structural organization of the functional components and subcomponents of two proteins: the protein tyrosine kinase Lck and the T cell receptor (TCR complex. We also show that computational methods developed for regular graphs can be applied to hierarchical graphs. In particular, we describe a generalization of Nauty, a graph isomorphism and canonical labeling algorithm. The generalized version of the Nauty procedure, which we call HNauty, can be used to assign canonical labels to hierarchical graphs or more generally to graphs with multiple edge types. The difference between the Nauty and HNauty procedures is minor, but for completeness, we provide an explanation of the entire HNauty algorithm. Conclusions Hierarchical graphs provide more intuitive formal representations of proteins and other structured molecules with multiple functional components than do the regular graphs of current languages for
A Hierarchal Risk Assessment Model Using the Evidential Reasoning Rule
Directory of Open Access Journals (Sweden)
Xiaoxiao Ji
2017-02-01
Full Text Available This paper aims to develop a hierarchical risk assessment model using the newly-developed evidential reasoning (ER rule, which constitutes a generic conjunctive probabilistic reasoning process. In this paper, we first provide a brief introduction to the basics of the ER rule and emphasize the strengths for representing and aggregating uncertain information from multiple experts and sources. Further, we discuss the key steps of developing the hierarchical risk assessment framework systematically, including (1 formulation of risk assessment hierarchy; (2 representation of both qualitative and quantitative information; (3 elicitation of attribute weights and information reliabilities; (4 aggregation of assessment information using the ER rule and (5 quantification and ranking of risks using utility-based transformation. The proposed hierarchical risk assessment framework can potentially be implemented to various complex and uncertain systems. A case study on the fire/explosion risk assessment of marine vessels demonstrates the applicability of the proposed risk assessment model.
An Additive-Multiplicative Cox-Aalen Regression Model
DEFF Research Database (Denmark)
Scheike, Thomas H.; Zhang, Mei-Jie
2002-01-01
Aalen model; additive risk model; counting processes; Cox regression; survival analysis; time-varying effects......Aalen model; additive risk model; counting processes; Cox regression; survival analysis; time-varying effects...
Variable selection and model choice in geoadditive regression models.
Kneib, Thomas; Hothorn, Torsten; Tutz, Gerhard
2009-06-01
Model choice and variable selection are issues of major concern in practical regression analyses, arising in many biometric applications such as habitat suitability analyses, where the aim is to identify the influence of potentially many environmental conditions on certain species. We describe regression models for breeding bird communities that facilitate both model choice and variable selection, by a boosting algorithm that works within a class of geoadditive regression models comprising spatial effects, nonparametric effects of continuous covariates, interaction surfaces, and varying coefficients. The major modeling components are penalized splines and their bivariate tensor product extensions. All smooth model terms are represented as the sum of a parametric component and a smooth component with one degree of freedom to obtain a fair comparison between the model terms. A generic representation of the geoadditive model allows us to devise a general boosting algorithm that automatically performs model choice and variable selection.
Comparing hierarchical models via the marginalized deviance information criterion.
Quintero, Adrian; Lesaffre, Emmanuel
2018-07-20
Hierarchical models are extensively used in pharmacokinetics and longitudinal studies. When the estimation is performed from a Bayesian approach, model comparison is often based on the deviance information criterion (DIC). In hierarchical models with latent variables, there are several versions of this statistic: the conditional DIC (cDIC) that incorporates the latent variables in the focus of the analysis and the marginalized DIC (mDIC) that integrates them out. Regardless of the asymptotic and coherency difficulties of cDIC, this alternative is usually used in Markov chain Monte Carlo (MCMC) methods for hierarchical models because of practical convenience. The mDIC criterion is more appropriate in most cases but requires integration of the likelihood, which is computationally demanding and not implemented in Bayesian software. Therefore, we consider a method to compute mDIC by generating replicate samples of the latent variables that need to be integrated out. This alternative can be easily conducted from the MCMC output of Bayesian packages and is widely applicable to hierarchical models in general. Additionally, we propose some approximations in order to reduce the computational complexity for large-sample situations. The method is illustrated with simulated data sets and 2 medical studies, evidencing that cDIC may be misleading whilst mDIC appears pertinent. Copyright © 2018 John Wiley & Sons, Ltd.
Control of discrete event systems modeled as hierarchical state machines
Brave, Y.; Heymann, M.
1991-01-01
The authors examine a class of discrete event systems (DESs) modeled as asynchronous hierarchical state machines (AHSMs). For this class of DESs, they provide an efficient method for testing reachability, which is an essential step in many control synthesis procedures. This method utilizes the asynchronous nature and hierarchical structure of AHSMs, thereby illustrating the advantage of the AHSM representation as compared with its equivalent (flat) state machine representation. An application of the method is presented where an online minimally restrictive solution is proposed for the problem of maintaining a controlled AHSM within prescribed legal bounds.
Hierarchical modelling for the environmental sciences statistical methods and applications
Clark, James S
2006-01-01
New statistical tools are changing the way in which scientists analyze and interpret data and models. Hierarchical Bayes and Markov Chain Monte Carlo methods for analysis provide a consistent framework for inference and prediction where information is heterogeneous and uncertain, processes are complicated, and responses depend on scale. Nowhere are these methods more promising than in the environmental sciences.
A novel Bayesian hierarchical model for road safety hotspot prediction.
Fawcett, Lee; Thorpe, Neil; Matthews, Joseph; Kremer, Karsten
2017-02-01
In this paper, we propose a Bayesian hierarchical model for predicting accident counts in future years at sites within a pool of potential road safety hotspots. The aim is to inform road safety practitioners of the location of likely future hotspots to enable a proactive, rather than reactive, approach to road safety scheme implementation. A feature of our model is the ability to rank sites according to their potential to exceed, in some future time period, a threshold accident count which may be used as a criterion for scheme implementation. Our model specification enables the classical empirical Bayes formulation - commonly used in before-and-after studies, wherein accident counts from a single before period are used to estimate counterfactual counts in the after period - to be extended to incorporate counts from multiple time periods. This allows site-specific variations in historical accident counts (e.g. locally-observed trends) to offset estimates of safety generated by a global accident prediction model (APM), which itself is used to help account for the effects of global trend and regression-to-mean (RTM). The Bayesian posterior predictive distribution is exploited to formulate predictions and to properly quantify our uncertainty in these predictions. The main contributions of our model include (i) the ability to allow accident counts from multiple time-points to inform predictions, with counts in more recent years lending more weight to predictions than counts from time-points further in the past; (ii) where appropriate, the ability to offset global estimates of trend by variations in accident counts observed locally, at a site-specific level; and (iii) the ability to account for unknown/unobserved site-specific factors which may affect accident counts. We illustrate our model with an application to accident counts at 734 potential hotspots in the German city of Halle; we also propose some simple diagnostics to validate the predictive capability of our
Analysis of Error Propagation Within Hierarchical Air Combat Models
2016-06-01
values alone are propagated through layers of combat models, the final results will likely be biased, and risk underestimated. An air-to-air...values alone are propagated through layers of combat models, the final results will likely be biased, and risk underestimated. An air-to-air engagement... PROPAGATION WITHIN HIERARCHICAL AIR COMBAT MODELS by Salih Ilaslan June 2016 Thesis Advisor: Thomas W. Lucas Second Reader: Jeffrey
Poisson Mixture Regression Models for Heart Disease Prediction.
Mufudza, Chipo; Erol, Hamza
2016-01-01
Early heart disease control can be achieved by high disease prediction and diagnosis efficiency. This paper focuses on the use of model based clustering techniques to predict and diagnose heart disease via Poisson mixture regression models. Analysis and application of Poisson mixture regression models is here addressed under two different classes: standard and concomitant variable mixture regression models. Results show that a two-component concomitant variable Poisson mixture regression model predicts heart disease better than both the standard Poisson mixture regression model and the ordinary general linear Poisson regression model due to its low Bayesian Information Criteria value. Furthermore, a Zero Inflated Poisson Mixture Regression model turned out to be the best model for heart prediction over all models as it both clusters individuals into high or low risk category and predicts rate to heart disease componentwise given clusters available. It is deduced that heart disease prediction can be effectively done by identifying the major risks componentwise using Poisson mixture regression model.
A hierarchical bayesian model to quantify uncertainty of stream water temperature forecasts.
Directory of Open Access Journals (Sweden)
Guillaume Bal
Full Text Available Providing generic and cost effective modelling approaches to reconstruct and forecast freshwater temperature using predictors as air temperature and water discharge is a prerequisite to understanding ecological processes underlying the impact of water temperature and of global warming on continental aquatic ecosystems. Using air temperature as a simple linear predictor of water temperature can lead to significant bias in forecasts as it does not disentangle seasonality and long term trends in the signal. Here, we develop an alternative approach based on hierarchical Bayesian statistical time series modelling of water temperature, air temperature and water discharge using seasonal sinusoidal periodic signals and time varying means and amplitudes. Fitting and forecasting performances of this approach are compared with that of simple linear regression between water and air temperatures using i an emotive simulated example, ii application to three French coastal streams with contrasting bio-geographical conditions and sizes. The time series modelling approach better fit data and does not exhibit forecasting bias in long term trends contrary to the linear regression. This new model also allows for more accurate forecasts of water temperature than linear regression together with a fair assessment of the uncertainty around forecasting. Warming of water temperature forecast by our hierarchical Bayesian model was slower and more uncertain than that expected with the classical regression approach. These new forecasts are in a form that is readily usable in further ecological analyses and will allow weighting of outcomes from different scenarios to manage climate change impacts on freshwater wildlife.
International Nuclear Information System (INIS)
Agliari, Elena; Barra, Adriano; Guerra, Francesco; Galluzzi, Andrea; Tantari, Daniele; Tavani, Flavia
2015-01-01
In this paper, we introduce and investigate the statistical mechanics of hierarchical neural networks. First, we approach these systems à la Mattis, by thinking of the Dyson model as a single-pattern hierarchical neural network. We also discuss the stability of different retrievable states as predicted by the related self-consistencies obtained both from a mean-field bound and from a bound that bypasses the mean-field limitation. The latter is worked out by properly reabsorbing the magnetization fluctuations related to higher levels of the hierarchy into effective fields for the lower levels. Remarkably, mixing Amit's ansatz technique for selecting candidate-retrievable states with the interpolation procedure for solving for the free energy of these states, we prove that, due to gauge symmetry, the Dyson model accomplishes both serial and parallel processing. We extend this scenario to multiple stored patterns by implementing the Hebb prescription for learning within the couplings. This results in Hopfield-like networks constrained on a hierarchical topology, for which, by restricting to the low-storage regime where the number of patterns grows at its most logarithmical with the amount of neurons, we prove the existence of the thermodynamic limit for the free energy, and we give an explicit expression of its mean-field bound and of its related improved bound. We studied the resulting self-consistencies for the Mattis magnetizations, which act as order parameters, are studied and the stability of solutions is analyzed to get a picture of the overall retrieval capabilities of the system according to both mean-field and non-mean-field scenarios. Our main finding is that embedding the Hebbian rule on a hierarchical topology allows the network to accomplish both serial and parallel processing. By tuning the level of fast noise affecting it or triggering the decay of the interactions with the distance among neurons, the system may switch from sequential retrieval to
Modeling maximum daily temperature using a varying coefficient regression model
Han Li; Xinwei Deng; Dong-Yum Kim; Eric P. Smith
2014-01-01
Relationships between stream water and air temperatures are often modeled using linear or nonlinear regression methods. Despite a strong relationship between water and air temperatures and a variety of models that are effective for data summarized on a weekly basis, such models did not yield consistently good predictions for summaries such as daily maximum temperature...
Introduction to the use of regression models in epidemiology.
Bender, Ralf
2009-01-01
Regression modeling is one of the most important statistical techniques used in analytical epidemiology. By means of regression models the effect of one or several explanatory variables (e.g., exposures, subject characteristics, risk factors) on a response variable such as mortality or cancer can be investigated. From multiple regression models, adjusted effect estimates can be obtained that take the effect of potential confounders into account. Regression methods can be applied in all epidemiologic study designs so that they represent a universal tool for data analysis in epidemiology. Different kinds of regression models have been developed in dependence on the measurement scale of the response variable and the study design. The most important methods are linear regression for continuous outcomes, logistic regression for binary outcomes, Cox regression for time-to-event data, and Poisson regression for frequencies and rates. This chapter provides a nontechnical introduction to these regression models with illustrating examples from cancer research.
Hierarchical Models of the Nearshore Complex System
National Research Council Canada - National Science Library
Werner, Brad
2004-01-01
.... This grant was termination funding for the Werner group, specifically aimed at finishing up and publishing research related to synoptic imaging of near shore bathymetry, testing models for beach cusp...
Hierarchical and coupling model of factors influencing vessel traffic flow.
Directory of Open Access Journals (Sweden)
Zhao Liu
Full Text Available Understanding the characteristics of vessel traffic flow is crucial in maintaining navigation safety, efficiency, and overall waterway transportation management. Factors influencing vessel traffic flow possess diverse features such as hierarchy, uncertainty, nonlinearity, complexity, and interdependency. To reveal the impact mechanism of the factors influencing vessel traffic flow, a hierarchical model and a coupling model are proposed in this study based on the interpretative structural modeling method. The hierarchical model explains the hierarchies and relationships of the factors using a graph. The coupling model provides a quantitative method that explores interaction effects of factors using a coupling coefficient. The coupling coefficient is obtained by determining the quantitative indicators of the factors and their weights. Thereafter, the data obtained from Port of Tianjin is used to verify the proposed coupling model. The results show that the hierarchical model of the factors influencing vessel traffic flow can explain the level, structure, and interaction effect of the factors; the coupling model is efficient in analyzing factors influencing traffic volumes. The proposed method can be used for analyzing increases in vessel traffic flow in waterway transportation system.
Hierarchical and coupling model of factors influencing vessel traffic flow.
Liu, Zhao; Liu, Jingxian; Li, Huanhuan; Li, Zongzhi; Tan, Zhirong; Liu, Ryan Wen; Liu, Yi
2017-01-01
Understanding the characteristics of vessel traffic flow is crucial in maintaining navigation safety, efficiency, and overall waterway transportation management. Factors influencing vessel traffic flow possess diverse features such as hierarchy, uncertainty, nonlinearity, complexity, and interdependency. To reveal the impact mechanism of the factors influencing vessel traffic flow, a hierarchical model and a coupling model are proposed in this study based on the interpretative structural modeling method. The hierarchical model explains the hierarchies and relationships of the factors using a graph. The coupling model provides a quantitative method that explores interaction effects of factors using a coupling coefficient. The coupling coefficient is obtained by determining the quantitative indicators of the factors and their weights. Thereafter, the data obtained from Port of Tianjin is used to verify the proposed coupling model. The results show that the hierarchical model of the factors influencing vessel traffic flow can explain the level, structure, and interaction effect of the factors; the coupling model is efficient in analyzing factors influencing traffic volumes. The proposed method can be used for analyzing increases in vessel traffic flow in waterway transportation system.
Khazraee, S Hadi; Johnson, Valen; Lord, Dominique
2018-08-01
The Poisson-gamma (PG) and Poisson-lognormal (PLN) regression models are among the most popular means for motor vehicle crash data analysis. Both models belong to the Poisson-hierarchical family of models. While numerous studies have compared the overall performance of alternative Bayesian Poisson-hierarchical models, little research has addressed the impact of model choice on the expected crash frequency prediction at individual sites. This paper sought to examine whether there are any trends among candidate models predictions e.g., that an alternative model's prediction for sites with certain conditions tends to be higher (or lower) than that from another model. In addition to the PG and PLN models, this research formulated a new member of the Poisson-hierarchical family of models: the Poisson-inverse gamma (PIGam). Three field datasets (from Texas, Michigan and Indiana) covering a wide range of over-dispersion characteristics were selected for analysis. This study demonstrated that the model choice can be critical when the calibrated models are used for prediction at new sites, especially when the data are highly over-dispersed. For all three datasets, the PIGam model would predict higher expected crash frequencies than would the PLN and PG models, in order, indicating a clear link between the models predictions and the shape of their mixing distributions (i.e., gamma, lognormal, and inverse gamma, respectively). The thicker tail of the PIGam and PLN models (in order) may provide an advantage when the data are highly over-dispersed. The analysis results also illustrated a major deficiency of the Deviance Information Criterion (DIC) in comparing the goodness-of-fit of hierarchical models; models with drastically different set of coefficients (and thus predictions for new sites) may yield similar DIC values, because the DIC only accounts for the parameters in the lowest (observation) level of the hierarchy and ignores the higher levels (regression coefficients
Petascale Hierarchical Modeling VIA Parallel Execution
Energy Technology Data Exchange (ETDEWEB)
Gelman, Andrew [Principal Investigator
2014-04-14
The research allows more effective model building. By allowing researchers to fit complex models to large datasets in a scalable manner, our algorithms and software enable more effective scientific research. In the new area of “big data,” it is often necessary to fit “big models” to adjust for systematic differences between sample and population. For this task, scalable and efficient model-fitting tools are needed, and these have been achieved with our new Hamiltonian Monte Carlo algorithm, the no-U-turn sampler, and our new C++ program, Stan. In layman’s terms, our research enables researchers to create improved mathematical modes for large and complex systems.
Hierarchical Modelling of Flood Risk for Engineering Decision Analysis
DEFF Research Database (Denmark)
Custer, Rocco
protection structures in the hierarchical flood protection system - is identified. To optimise the design of protection structures, fragility and vulnerability models must allow for consideration of decision alternatives. While such vulnerability models are available for large protection structures (e...... systems, as well as the implementation of the flood risk analysis methodology and the vulnerability modelling approach are illustrated with an example application. In summary, the present thesis provides a characterisation of hierarchical flood protection systems as well as several methodologies to model...... and robust. Traditional risk management solutions, e.g. dike construction, are not particularly flexible, as they are difficult to adapt to changing risk. Conversely, the recent concept of integrated flood risk management, entailing a combination of several structural and non-structural risk management...
Model performance analysis and model validation in logistic regression
Directory of Open Access Journals (Sweden)
Rosa Arboretti Giancristofaro
2007-10-01
Full Text Available In this paper a new model validation procedure for a logistic regression model is presented. At first, we illustrate a brief review of different techniques of model validation. Next, we define a number of properties required for a model to be considered "good", and a number of quantitative performance measures. Lastly, we describe a methodology for the assessment of the performance of a given model by using an example taken from a management study.
A Hierarchical Visualization Analysis Model of Power Big Data
Li, Yongjie; Wang, Zheng; Hao, Yang
2018-01-01
Based on the conception of integrating VR scene and power big data analysis, a hierarchical visualization analysis model of power big data is proposed, in which levels are designed, targeting at different abstract modules like transaction, engine, computation, control and store. The regularly departed modules of power data storing, data mining and analysis, data visualization are integrated into one platform by this model. It provides a visual analysis solution for the power big data.
Fully probabilistic design of hierarchical Bayesian models
Czech Academy of Sciences Publication Activity Database
Quinn, A.; Kárný, Miroslav; Guy, Tatiana Valentine
2016-01-01
Roč. 369, č. 1 (2016), s. 532-547 ISSN 0020-0255 R&D Projects: GA ČR GA13-13502S Institutional support: RVO:67985556 Keywords : Fully probabilistic design * Ideal distribution * Minimum cross-entropy principle * Bayesian conditioning * Kullback-Leibler divergence * Bayesian nonparametric modelling Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 4.832, year: 2016 http://library.utia.cas.cz/separaty/2016/AS/karny-0463052.pdf
Logistic Regression Modeling of Diminishing Manufacturing Sources for Integrated Circuits
National Research Council Canada - National Science Library
Gravier, Michael
1999-01-01
.... The research identified logistic regression as a powerful tool for analysis of DMSMS and further developed twenty models attempting to identify the "best" way to model and predict DMSMS using logistic regression...
On a Robust MaxEnt Process Regression Model with Sample-Selection
Directory of Open Access Journals (Sweden)
Hea-Jung Kim
2018-04-01
Full Text Available In a regression analysis, a sample-selection bias arises when a dependent variable is partially observed as a result of the sample selection. This study introduces a Maximum Entropy (MaxEnt process regression model that assumes a MaxEnt prior distribution for its nonparametric regression function and finds that the MaxEnt process regression model includes the well-known Gaussian process regression (GPR model as a special case. Then, this special MaxEnt process regression model, i.e., the GPR model, is generalized to obtain a robust sample-selection Gaussian process regression (RSGPR model that deals with non-normal data in the sample selection. Various properties of the RSGPR model are established, including the stochastic representation, distributional hierarchy, and magnitude of the sample-selection bias. These properties are used in the paper to develop a hierarchical Bayesian methodology to estimate the model. This involves a simple and computationally feasible Markov chain Monte Carlo algorithm that avoids analytical or numerical derivatives of the log-likelihood function of the model. The performance of the RSGPR model in terms of the sample-selection bias correction, robustness to non-normality, and prediction, is demonstrated through results in simulations that attest to its good finite-sample performance.
Hierarchical Model Predictive Control for Resource Distribution
DEFF Research Database (Denmark)
Bendtsen, Jan Dimon; Trangbæk, K; Stoustrup, Jakob
2010-01-01
units. The approach is inspired by smart-grid electric power production and consumption systems, where the flexibility of a large number of power producing and/or power consuming units can be exploited in a smart-grid solution. The objective is to accommodate the load variation on the grid, arising......This paper deals with hierarchichal model predictive control (MPC) of distributed systems. A three level hierachical approach is proposed, consisting of a high level MPC controller, a second level of so-called aggregators, controlled by an online MPC-like algorithm, and a lower level of autonomous...... on one hand from varying consumption, on the other hand by natural variations in power production e.g. from wind turbines. The approach presented is based on quadratic optimization and possess the properties of low algorithmic complexity and of scalability. In particular, the proposed design methodology...
Introduction to Hierarchical Bayesian Modeling for Ecological Data
Parent, Eric
2012-01-01
Making statistical modeling and inference more accessible to ecologists and related scientists, Introduction to Hierarchical Bayesian Modeling for Ecological Data gives readers a flexible and effective framework to learn about complex ecological processes from various sources of data. It also helps readers get started on building their own statistical models. The text begins with simple models that progressively become more complex and realistic through explanatory covariates and intermediate hidden states variables. When fitting the models to data, the authors gradually present the concepts a
Vaeth, Michael; Skovlund, Eva
2004-06-15
For a given regression problem it is possible to identify a suitably defined equivalent two-sample problem such that the power or sample size obtained for the two-sample problem also applies to the regression problem. For a standard linear regression model the equivalent two-sample problem is easily identified, but for generalized linear models and for Cox regression models the situation is more complicated. An approximately equivalent two-sample problem may, however, also be identified here. In particular, we show that for logistic regression and Cox regression models the equivalent two-sample problem is obtained by selecting two equally sized samples for which the parameters differ by a value equal to the slope times twice the standard deviation of the independent variable and further requiring that the overall expected number of events is unchanged. In a simulation study we examine the validity of this approach to power calculations in logistic regression and Cox regression models. Several different covariate distributions are considered for selected values of the overall response probability and a range of alternatives. For the Cox regression model we consider both constant and non-constant hazard rates. The results show that in general the approach is remarkably accurate even in relatively small samples. Some discrepancies are, however, found in small samples with few events and a highly skewed covariate distribution. Comparison with results based on alternative methods for logistic regression models with a single continuous covariate indicates that the proposed method is at least as good as its competitors. The method is easy to implement and therefore provides a simple way to extend the range of problems that can be covered by the usual formulas for power and sample size determination. Copyright 2004 John Wiley & Sons, Ltd.
A hierarchical spatiotemporal analog forecasting model for count data.
McDermott, Patrick L; Wikle, Christopher K; Millspaugh, Joshua
2018-01-01
Analog forecasting is a mechanism-free nonlinear method that forecasts a system forward in time by examining how past states deemed similar to the current state moved forward. Previous applications of analog forecasting has been successful at producing robust forecasts for a variety of ecological and physical processes, but it has typically been presented in an empirical or heuristic procedure, rather than as a formal statistical model. The methodology presented here extends the model-based analog method of McDermott and Wikle (Environmetrics, 27, 2016, 70) by placing analog forecasting within a fully hierarchical statistical framework that can accommodate count observations. Using a Bayesian approach, the hierarchical analog model is able to quantify rigorously the uncertainty associated with forecasts. Forecasting waterfowl settling patterns in the northwestern United States and Canada is conducted by applying the hierarchical analog model to a breeding population survey dataset. Sea surface temperature (SST) in the Pacific Ocean is used to help identify potential analogs for the waterfowl settling patterns.
The MIDAS Touch: Mixed Data Sampling Regression Models
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen
2004-01-01
We introduce Mixed Data Sampling (henceforth MIDAS) regression models. The regressions involve time series data sampled at different frequencies. Technically speaking MIDAS models specify conditional expectations as a distributed lag of regressors recorded at some higher sampling frequencies. We examine the asymptotic properties of MIDAS regression estimation and compare it with traditional distributed lag models. MIDAS regressions have wide applicability in macroeconomics and ï¿½nance.
Bayesian hierarchical model for large-scale covariance matrix estimation.
Zhu, Dongxiao; Hero, Alfred O
2007-12-01
Many bioinformatics problems implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy due to "overfitting." We cast the large-scale covariance matrix estimation problem into the Bayesian hierarchical model framework, and introduce dependency between covariance parameters. We demonstrate the advantages of our approaches over the traditional approaches using simulations and OMICS data analysis.
Model selection in kernel ridge regression
DEFF Research Database (Denmark)
Exterkate, Peter
2013-01-01
Kernel ridge regression is a technique to perform ridge regression with a potentially infinite number of nonlinear transformations of the independent variables as regressors. This method is gaining popularity as a data-rich nonlinear forecasting tool, which is applicable in many different contexts....... The influence of the choice of kernel and the setting of tuning parameters on forecast accuracy is investigated. Several popular kernels are reviewed, including polynomial kernels, the Gaussian kernel, and the Sinc kernel. The latter two kernels are interpreted in terms of their smoothing properties......, and the tuning parameters associated to all these kernels are related to smoothness measures of the prediction function and to the signal-to-noise ratio. Based on these interpretations, guidelines are provided for selecting the tuning parameters from small grids using cross-validation. A Monte Carlo study...
Kashuba, Roxolana; Cha, YoonKyung; Alameddine, Ibrahim; Lee, Boknam; Cuffney, Thomas F.
2010-01-01
Multilevel hierarchical modeling methodology has been developed for use in ecological data analysis. The effect of urbanization on stream macroinvertebrate communities was measured across a gradient of basins in each of nine metropolitan regions across the conterminous United States. The hierarchical nature of this dataset was harnessed in a multi-tiered model structure, predicting both invertebrate response at the basin scale and differences in invertebrate response at the region scale. Ordination site scores, total taxa richness, Ephemeroptera, Plecoptera, Trichoptera (EPT) taxa richness, and richness-weighted mean tolerance of organisms at a site were used to describe invertebrate responses. Percentage of urban land cover was used as a basin-level predictor variable. Regional mean precipitation, air temperature, and antecedent agriculture were used as region-level predictor variables. Multilevel hierarchical models were fit to both levels of data simultaneously, borrowing statistical strength from the complete dataset to reduce uncertainty in regional coefficient estimates. Additionally, whereas non-hierarchical regressions were only able to show differing relations between invertebrate responses and urban intensity separately for each region, the multilevel hierarchical regressions were able to explain and quantify those differences within a single model. In this way, this modeling approach directly establishes the importance of antecedent agricultural conditions in masking the response of invertebrates to urbanization in metropolitan regions such as Milwaukee-Green Bay, Wisconsin; Denver, Colorado; and Dallas-Fort Worth, Texas. Also, these models show that regions with high precipitation, such as Atlanta, Georgia; Birmingham, Alabama; and Portland, Oregon, start out with better regional background conditions of invertebrates prior to urbanization but experience faster negative rates of change with urbanization. Ultimately, this urbanization
Mixture of Regression Models with Single-Index
Xiang, Sijia; Yao, Weixin
2016-01-01
In this article, we propose a class of semiparametric mixture regression models with single-index. We argue that many recently proposed semiparametric/nonparametric mixture regression models can be considered special cases of the proposed model. However, unlike existing semiparametric mixture regression models, the new pro- posed model can easily incorporate multivariate predictors into the nonparametric components. Backfitting estimates and the corresponding algorithms have been proposed for...
Linear regression crash prediction models : issues and proposed solutions.
2010-05-01
The paper develops a linear regression model approach that can be applied to : crash data to predict vehicle crashes. The proposed approach involves novice data aggregation : to satisfy linear regression assumptions; namely error structure normality ...
Model-based Quantile Regression for Discrete Data
Padellini, Tullia; Rue, Haavard
2018-01-01
Quantile regression is a class of methods voted to the modelling of conditional quantiles. In a Bayesian framework quantile regression has typically been carried out exploiting the Asymmetric Laplace Distribution as a working likelihood. Despite
Forecasting Ebola with a regression transmission model
Directory of Open Access Journals (Sweden)
Jason Asher
2018-03-01
Full Text Available We describe a relatively simple stochastic model of Ebola transmission that was used to produce forecasts with the lowest mean absolute error among Ebola Forecasting Challenge participants. The model enabled prediction of peak incidence, the timing of this peak, and final size of the outbreak. The underlying discrete-time compartmental model used a time-varying reproductive rate modeled as a multiplicative random walk driven by the number of infectious individuals. This structure generalizes traditional Susceptible-Infected-Recovered (SIR disease modeling approaches and allows for the flexible consideration of outbreaks with complex trajectories of disease dynamics. Keywords: Ebola, Forecasting, Mathematical modeling, Bayesian inference
Hierarchical composites: Analysis of damage evolution based on fiber bundle model
DEFF Research Database (Denmark)
Mishnaevsky, Leon
2011-01-01
A computational model of multiscale composites is developed on the basis of the fiber bundle model with the hierarchical load sharing rule, and employed to study the effect of the microstructures of hierarchical composites on their damage resistance. Two types of hierarchical materials were consi...
Hierarchical modeling of cluster size in wildlife surveys
Royle, J. Andrew
2008-01-01
Clusters or groups of individuals are the fundamental unit of observation in many wildlife sampling problems, including aerial surveys of waterfowl, marine mammals, and ungulates. Explicit accounting of cluster size in models for estimating abundance is necessary because detection of individuals within clusters is not independent and detectability of clusters is likely to increase with cluster size. This induces a cluster size bias in which the average cluster size in the sample is larger than in the population at large. Thus, failure to account for the relationship between delectability and cluster size will tend to yield a positive bias in estimates of abundance or density. I describe a hierarchical modeling framework for accounting for cluster-size bias in animal sampling. The hierarchical model consists of models for the observation process conditional on the cluster size distribution and the cluster size distribution conditional on the total number of clusters. Optionally, a spatial model can be specified that describes variation in the total number of clusters per sample unit. Parameter estimation, model selection, and criticism may be carried out using conventional likelihood-based methods. An extension of the model is described for the situation where measurable covariates at the level of the sample unit are available. Several candidate models within the proposed class are evaluated for aerial survey data on mallard ducks (Anas platyrhynchos).
Forecasting Ebola with a regression transmission model
Asher, Jason
2017-01-01
We describe a relatively simple stochastic model of Ebola transmission that was used to produce forecasts with the lowest mean absolute error among Ebola Forecasting Challenge participants. The model enabled prediction of peak incidence, the timing of this peak, and final size of the outbreak. The underlying discrete-time compartmental model used a time-varying reproductive rate modeled as a multiplicative random walk driven by the number of infectious individuals. This structure generalizes ...
Model Selection in Kernel Ridge Regression
DEFF Research Database (Denmark)
Exterkate, Peter
Kernel ridge regression is gaining popularity as a data-rich nonlinear forecasting tool, which is applicable in many different contexts. This paper investigates the influence of the choice of kernel and the setting of tuning parameters on forecast accuracy. We review several popular kernels......, including polynomial kernels, the Gaussian kernel, and the Sinc kernel. We interpret the latter two kernels in terms of their smoothing properties, and we relate the tuning parameters associated to all these kernels to smoothness measures of the prediction function and to the signal-to-noise ratio. Based...... on these interpretations, we provide guidelines for selecting the tuning parameters from small grids using cross-validation. A Monte Carlo study confirms the practical usefulness of these rules of thumb. Finally, the flexible and smooth functional forms provided by the Gaussian and Sinc kernels makes them widely...
A hierarchical community occurrence model for North Carolina stream fish
Midway, S.R.; Wagner, Tyler; Tracy, B.H.
2016-01-01
The southeastern USA is home to one of the richest—and most imperiled and threatened—freshwater fish assemblages in North America. For many of these rare and threatened species, conservation efforts are often limited by a lack of data. Drawing on a unique and extensive data set spanning over 20 years, we modeled occurrence probabilities of 126 stream fish species sampled throughout North Carolina, many of which occur more broadly in the southeastern USA. Specifically, we developed species-specific occurrence probabilities from hierarchical Bayesian multispecies models that were based on common land use and land cover covariates. We also used index of biotic integrity tolerance classifications as a second level in the model hierarchy; we identify this level as informative for our work, but it is flexible for future model applications. Based on the partial-pooling property of the models, we were able to generate occurrence probabilities for many imperiled and data-poor species in addition to highlighting a considerable amount of occurrence heterogeneity that supports species-specific investigations whenever possible. Our results provide critical species-level information on many threatened and imperiled species as well as information that may assist with re-evaluation of existing management strategies, such as the use of surrogate species. Finally, we highlight the use of a relatively simple hierarchical model that can easily be generalized for similar situations in which conventional models fail to provide reliable estimates for data-poor groups.
Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring.
Carroll, Carlos; Johnson, Devin S; Dunk, Jeffrey R; Zielinski, William J
2010-12-01
Biologists who develop and apply habitat models are often familiar with the statistical challenges posed by their data's spatial structure but are unsure of whether the use of complex spatial models will increase the utility of model results in planning. We compared the relative performance of nonspatial and hierarchical Bayesian spatial models for three vertebrate and invertebrate taxa of conservation concern (Church's sideband snails [Monadenia churchi], red tree voles [Arborimus longicaudus], and Pacific fishers [Martes pennanti pacifica]) that provide examples of a range of distributional extents and dispersal abilities. We used presence-absence data derived from regional monitoring programs to develop models with both landscape and site-level environmental covariates. We used Markov chain Monte Carlo algorithms and a conditional autoregressive or intrinsic conditional autoregressive model framework to fit spatial models. The fit of Bayesian spatial models was between 35 and 55% better than the fit of nonspatial analogue models. Bayesian spatial models outperformed analogous models developed with maximum entropy (Maxent) methods. Although the best spatial and nonspatial models included similar environmental variables, spatial models provided estimates of residual spatial effects that suggested how ecological processes might structure distribution patterns. Spatial models built from presence-absence data improved fit most for localized endemic species with ranges constrained by poorly known biogeographic factors and for widely distributed species suspected to be strongly affected by unmeasured environmental variables or population processes. By treating spatial effects as a variable of interest rather than a nuisance, hierarchical Bayesian spatial models, especially when they are based on a common broad-scale spatial lattice (here the national Forest Inventory and Analysis grid of 24 km(2) hexagons), can increase the relevance of habitat models to multispecies
International Nuclear Information System (INIS)
Jafri, Y.Z.; Kamal, L.
2007-01-01
Various statistical techniques was used on five-year data from 1998-2002 of average humidity, rainfall, maximum and minimum temperatures, respectively. The relationships to regression analysis time series (RATS) were developed for determining the overall trend of these climate parameters on the basis of which forecast models can be corrected and modified. We computed the coefficient of determination as a measure of goodness of fit, to our polynomial regression analysis time series (PRATS). The correlation to multiple linear regression (MLR) and multiple linear regression analysis time series (MLRATS) were also developed for deciphering the interdependence of weather parameters. Spearman's rand correlation and Goldfeld-Quandt test were used to check the uniformity or non-uniformity of variances in our fit to polynomial regression (PR). The Breusch-Pagan test was applied to MLR and MLRATS, respectively which yielded homoscedasticity. We also employed Bartlett's test for homogeneity of variances on a five-year data of rainfall and humidity, respectively which showed that the variances in rainfall data were not homogenous while in case of humidity, were homogenous. Our results on regression and regression analysis time series show the best fit to prediction modeling on climatic data of Quetta, Pakistan. (author)
Corporate prediction models, ratios or regression analysis?
Bijnen, E.J.; Wijn, M.F.C.M.
1994-01-01
The models developed in the literature with respect to the prediction of a company s failure are based on ratios. It has been shown before that these models should be rejected on theoretical grounds. Our study of industrial companies in the Netherlands shows that the ratios which are used in
STREAMFLOW AND WATER QUALITY REGRESSION MODELING ...
African Journals Online (AJOL)
... downstream Obigbo station show: consistent time-trends in degree of contamination; linear and non-linear relationships for water quality models against total dissolved solids (TDS), total suspended sediment (TSS), chloride, pH and sulphate; and non-linear relationship for streamflow and water quality transport models.
Parameters Estimation of Geographically Weighted Ordinal Logistic Regression (GWOLR) Model
Zuhdi, Shaifudin; Retno Sari Saputro, Dewi; Widyaningsih, Purnami
2017-06-01
A regression model is the representation of relationship between independent variable and dependent variable. The dependent variable has categories used in the logistic regression model to calculate odds on. The logistic regression model for dependent variable has levels in the logistics regression model is ordinal. GWOLR model is an ordinal logistic regression model influenced the geographical location of the observation site. Parameters estimation in the model needed to determine the value of a population based on sample. The purpose of this research is to parameters estimation of GWOLR model using R software. Parameter estimation uses the data amount of dengue fever patients in Semarang City. Observation units used are 144 villages in Semarang City. The results of research get GWOLR model locally for each village and to know probability of number dengue fever patient categories.
Multiattribute shopping models and ridge regression analysis
Timmermans, H.J.P.
1981-01-01
Policy decisions regarding retailing facilities essentially involve multiple attributes of shopping centres. If mathematical shopping models are to contribute to these decision processes, their structure should reflect the multiattribute character of retailing planning. Examination of existing
Linear Regression Models for Estimating True Subsurface ...
Indian Academy of Sciences (India)
47
The objective is to minimize the processing time and computer memory required. 10 to carry out inversion .... to the mainland by two long bridges. .... term. In this approach, the model converges when the squared sum of the differences. 143.
Moderation analysis using a two-level regression model.
Yuan, Ke-Hai; Cheng, Ying; Maxwell, Scott
2014-10-01
Moderation analysis is widely used in social and behavioral research. The most commonly used model for moderation analysis is moderated multiple regression (MMR) in which the explanatory variables of the regression model include product terms, and the model is typically estimated by least squares (LS). This paper argues for a two-level regression model in which the regression coefficients of a criterion variable on predictors are further regressed on moderator variables. An algorithm for estimating the parameters of the two-level model by normal-distribution-based maximum likelihood (NML) is developed. Formulas for the standard errors (SEs) of the parameter estimates are provided and studied. Results indicate that, when heteroscedasticity exists, NML with the two-level model gives more efficient and more accurate parameter estimates than the LS analysis of the MMR model. When error variances are homoscedastic, NML with the two-level model leads to essentially the same results as LS with the MMR model. Most importantly, the two-level regression model permits estimating the percentage of variance of each regression coefficient that is due to moderator variables. When applied to data from General Social Surveys 1991, NML with the two-level model identified a significant moderation effect of race on the regression of job prestige on years of education while LS with the MMR model did not. An R package is also developed and documented to facilitate the application of the two-level model.
Alternative regression models to assess increase in childhood BMI
Beyerlein, Andreas; Fahrmeir, Ludwig; Mansmann, Ulrich; Toschke, André M
2008-01-01
Abstract Background Body mass index (BMI) data usually have skewed distributions, for which common statistical modeling approaches such as simple linear or logistic regression have limitations. Methods Different regression approaches to predict childhood BMI by goodness-of-fit measures and means of interpretation were compared including generalized linear models (GLMs), quantile regression and Generalized Additive Models for Location, Scale and Shape (GAMLSS). We analyzed data of 4967 childre...
Directory of Open Access Journals (Sweden)
Hong-Juan Li
2013-04-01
Full Text Available Electric load forecasting is an important issue for a power utility, associated with the management of daily operations such as energy transfer scheduling, unit commitment, and load dispatch. Inspired by strong non-linear learning capability of support vector regression (SVR, this paper presents a SVR model hybridized with the empirical mode decomposition (EMD method and auto regression (AR for electric load forecasting. The electric load data of the New South Wales (Australia market are employed for comparing the forecasting performances of different forecasting models. The results confirm the validity of the idea that the proposed model can simultaneously provide forecasting with good accuracy and interpretability.
Linguistic steganography on Twitter: hierarchical language modeling with manual interaction
Wilson, Alex; Blunsom, Phil; Ker, Andrew D.
2014-02-01
This work proposes a natural language stegosystem for Twitter, modifying tweets as they are written to hide 4 bits of payload per tweet, which is a greater payload than previous systems have achieved. The system, CoverTweet, includes novel components, as well as some already developed in the literature. We believe that the task of transforming covers during embedding is equivalent to unilingual machine translation (paraphrasing), and we use this equivalence to de ne a distortion measure based on statistical machine translation methods. The system incorporates this measure of distortion to rank possible tweet paraphrases, using a hierarchical language model; we use human interaction as a second distortion measure to pick the best. The hierarchical language model is designed to model the speci c language of the covers, which in this setting is the language of the Twitter user who is embedding. This is a change from previous work, where general-purpose language models have been used. We evaluate our system by testing the output against human judges, and show that humans are unable to distinguish stego tweets from cover tweets any better than random guessing.
Hierarchical Swarm Model: A New Approach to Optimization
Directory of Open Access Journals (Sweden)
Hanning Chen
2010-01-01
Full Text Available This paper presents a novel optimization model called hierarchical swarm optimization (HSO, which simulates the natural hierarchical complex system from where more complex intelligence can emerge for complex problems solving. This proposed model is intended to suggest ways that the performance of HSO-based algorithms on complex optimization problems can be significantly improved. This performance improvement is obtained by constructing the HSO hierarchies, which means that an agent in a higher level swarm can be composed of swarms of other agents from lower level and different swarms of different levels evolve on different spatiotemporal scale. A novel optimization algorithm (named PS2O, based on the HSO model, is instantiated and tested to illustrate the ideas of HSO model clearly. Experiments were conducted on a set of 17 benchmark optimization problems including both continuous and discrete cases. The results demonstrate remarkable performance of the PS2O algorithm on all chosen benchmark functions when compared to several successful swarm intelligence and evolutionary algorithms.
Poisson Mixture Regression Models for Heart Disease Prediction
Erol, Hamza
2016-01-01
Early heart disease control can be achieved by high disease prediction and diagnosis efficiency. This paper focuses on the use of model based clustering techniques to predict and diagnose heart disease via Poisson mixture regression models. Analysis and application of Poisson mixture regression models is here addressed under two different classes: standard and concomitant variable mixture regression models. Results show that a two-component concomitant variable Poisson mixture regression model predicts heart disease better than both the standard Poisson mixture regression model and the ordinary general linear Poisson regression model due to its low Bayesian Information Criteria value. Furthermore, a Zero Inflated Poisson Mixture Regression model turned out to be the best model for heart prediction over all models as it both clusters individuals into high or low risk category and predicts rate to heart disease componentwise given clusters available. It is deduced that heart disease prediction can be effectively done by identifying the major risks componentwise using Poisson mixture regression model. PMID:27999611
Holan, S.H.; Davis, G.M.; Wildhaber, M.L.; DeLonay, A.J.; Papoulias, D.M.
2009-01-01
The timing of spawning in fish is tightly linked to environmental factors; however, these factors are not very well understood for many species. Specifically, little information is available to guide recruitment efforts for endangered species such as the sturgeon. Therefore, we propose a Bayesian hierarchical model for predicting the success of spawning of the shovelnose sturgeon which uses both biological and behavioural (longitudinal) data. In particular, we use data that were produced from a tracking study that was conducted in the Lower Missouri River. The data that were produced from this study consist of biological variables associated with readiness to spawn along with longitudinal behavioural data collected by using telemetry and archival data storage tags. These high frequency data are complex both biologically and in the underlying behavioural process. To accommodate such complexity we developed a hierarchical linear regression model that uses an eigenvalue predictor, derived from the transition probability matrix of a two-state Markov switching model with generalized auto-regressive conditional heteroscedastic dynamics. Finally, to minimize the computational burden that is associated with estimation of this model, a parallel computing approach is proposed. ?? Journal compilation 2009 Royal Statistical Society.
The Realized Hierarchical Archimedean Copula in Risk Modelling
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Ostap Okhrin
2017-06-01
Full Text Available This paper introduces the concept of the realized hierarchical Archimedean copula (rHAC. The proposed approach inherits the ability of the copula to capture the dependencies among financial time series, and combines it with additional information contained in high-frequency data. The considered model does not suffer from the curse of dimensionality, and is able to accurately predict high-dimensional distributions. This flexibility is obtained by using a hierarchical structure in the copula. The time variability of the model is provided by daily forecasts of the realized correlation matrix, which is used to estimate the structure and the parameters of the rHAC. Extensive simulation studies show the validity of the estimator based on this realized correlation matrix, and its performance, in comparison to the benchmark models. The application of the estimator to one-day-ahead Value at Risk (VaR prediction using high-frequency data exhibits good forecasting properties for a multivariate portfolio.
A test for the parameters of multiple linear regression models ...
African Journals Online (AJOL)
A test for the parameters of multiple linear regression models is developed for conducting tests simultaneously on all the parameters of multiple linear regression models. The test is robust relative to the assumptions of homogeneity of variances and absence of serial correlation of the classical F-test. Under certain null and ...
Mixed Frequency Data Sampling Regression Models: The R Package midasr
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Eric Ghysels
2016-08-01
Full Text Available When modeling economic relationships it is increasingly common to encounter data sampled at different frequencies. We introduce the R package midasr which enables estimating regression models with variables sampled at different frequencies within a MIDAS regression framework put forward in work by Ghysels, Santa-Clara, and Valkanov (2002. In this article we define a general autoregressive MIDAS regression model with multiple variables of different frequencies and show how it can be specified using the familiar R formula interface and estimated using various optimization methods chosen by the researcher. We discuss how to check the validity of the estimated model both in terms of numerical convergence and statistical adequacy of a chosen regression specification, how to perform model selection based on a information criterion, how to assess forecasting accuracy of the MIDAS regression model and how to obtain a forecast aggregation of different MIDAS regression models. We illustrate the capabilities of the package with a simulated MIDAS regression model and give two empirical examples of application of MIDAS regression.
Impact of multicollinearity on small sample hydrologic regression models
Kroll, Charles N.; Song, Peter
2013-06-01
Often hydrologic regression models are developed with ordinary least squares (OLS) procedures. The use of OLS with highly correlated explanatory variables produces multicollinearity, which creates highly sensitive parameter estimators with inflated variances and improper model selection. It is not clear how to best address multicollinearity in hydrologic regression models. Here a Monte Carlo simulation is developed to compare four techniques to address multicollinearity: OLS, OLS with variance inflation factor screening (VIF), principal component regression (PCR), and partial least squares regression (PLS). The performance of these four techniques was observed for varying sample sizes, correlation coefficients between the explanatory variables, and model error variances consistent with hydrologic regional regression models. The negative effects of multicollinearity are magnified at smaller sample sizes, higher correlations between the variables, and larger model error variances (smaller R2). The Monte Carlo simulation indicates that if the true model is known, multicollinearity is present, and the estimation and statistical testing of regression parameters are of interest, then PCR or PLS should be employed. If the model is unknown, or if the interest is solely on model predictions, is it recommended that OLS be employed since using more complicated techniques did not produce any improvement in model performance. A leave-one-out cross-validation case study was also performed using low-streamflow data sets from the eastern United States. Results indicate that OLS with stepwise selection generally produces models across study regions with varying levels of multicollinearity that are as good as biased regression techniques such as PCR and PLS.
Learning Hierarchical User Interest Models from Web Pages
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
We propose an algorithm for learning hierarchical user interest models according to the Web pages users have browsed. In this algorithm, the interests of a user are represented into a tree which is called a user interest tree, the content and the structure of which can change simultaneously to adapt to the changes in a user's interests. This expression represents a user's specific and general interests as a continuum. In some sense, specific interests correspond to short-term interests, while general interests correspond to long-term interests. So this representation more really reflects the users' interests. The algorithm can automatically model a user's multiple interest domains, dynamically generate the interest models and prune a user interest tree when the number of the nodes in it exceeds given value. Finally, we show the experiment results in a Chinese Web Site.
Modeling evolutionary dynamics of epigenetic mutations in hierarchically organized tumors.
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Andrea Sottoriva
2011-05-01
Full Text Available The cancer stem cell (CSC concept is a highly debated topic in cancer research. While experimental evidence in favor of the cancer stem cell theory is apparently abundant, the results are often criticized as being difficult to interpret. An important reason for this is that most experimental data that support this model rely on transplantation studies. In this study we use a novel cellular Potts model to elucidate the dynamics of established malignancies that are driven by a small subset of CSCs. Our results demonstrate that epigenetic mutations that occur during mitosis display highly altered dynamics in CSC-driven malignancies compared to a classical, non-hierarchical model of growth. In particular, the heterogeneity observed in CSC-driven tumors is considerably higher. We speculate that this feature could be used in combination with epigenetic (methylation sequencing studies of human malignancies to prove or refute the CSC hypothesis in established tumors without the need for transplantation. Moreover our tumor growth simulations indicate that CSC-driven tumors display evolutionary features that can be considered beneficial during tumor progression. Besides an increased heterogeneity they also exhibit properties that allow the escape of clones from local fitness peaks. This leads to more aggressive phenotypes in the long run and makes the neoplasm more adaptable to stringent selective forces such as cancer treatment. Indeed when therapy is applied the clone landscape of the regrown tumor is more aggressive with respect to the primary tumor, whereas the classical model demonstrated similar patterns before and after therapy. Understanding these often counter-intuitive fundamental properties of (non-hierarchically organized malignancies is a crucial step in validating the CSC concept as well as providing insight into the therapeutical consequences of this model.
A generalized multivariate regression model for modelling ocean wave heights
Wang, X. L.; Feng, Y.; Swail, V. R.
2012-04-01
In this study, a generalized multivariate linear regression model is developed to represent the relationship between 6-hourly ocean significant wave heights (Hs) and the corresponding 6-hourly mean sea level pressure (MSLP) fields. The model is calibrated using the ERA-Interim reanalysis of Hs and MSLP fields for 1981-2000, and is validated using the ERA-Interim reanalysis for 2001-2010 and ERA40 reanalysis of Hs and MSLP for 1958-2001. The performance of the fitted model is evaluated in terms of Pierce skill score, frequency bias index, and correlation skill score. Being not normally distributed, wave heights are subjected to a data adaptive Box-Cox transformation before being used in the model fitting. Also, since 6-hourly data are being modelled, lag-1 autocorrelation must be and is accounted for. The models with and without Box-Cox transformation, and with and without accounting for autocorrelation, are inter-compared in terms of their prediction skills. The fitted MSLP-Hs relationship is then used to reconstruct historical wave height climate from the 6-hourly MSLP fields taken from the Twentieth Century Reanalysis (20CR, Compo et al. 2011), and to project possible future wave height climates using CMIP5 model simulations of MSLP fields. The reconstructed and projected wave heights, both seasonal means and maxima, are subject to a trend analysis that allows for non-linear (polynomial) trends.
Tractography segmentation using a hierarchical Dirichlet processes mixture model.
Wang, Xiaogang; Grimson, W Eric L; Westin, Carl-Fredrik
2011-01-01
In this paper, we propose a new nonparametric Bayesian framework to cluster white matter fiber tracts into bundles using a hierarchical Dirichlet processes mixture (HDPM) model. The number of clusters is automatically learned driven by data with a Dirichlet process (DP) prior instead of being manually specified. After the models of bundles have been learned from training data without supervision, they can be used as priors to cluster/classify fibers of new subjects for comparison across subjects. When clustering fibers of new subjects, new clusters can be created for structures not observed in the training data. Our approach does not require computing pairwise distances between fibers and can cluster a huge set of fibers across multiple subjects. We present results on several data sets, the largest of which has more than 120,000 fibers. Copyright © 2010 Elsevier Inc. All rights reserved.
Hierarchical decision modeling essays in honor of Dundar F. Kocaoglu
2016-01-01
This volume, developed in honor of Dr. Dundar F. Kocaoglu, aims to demonstrate the applications of the Hierarchical Decision Model (HDM) in different sectors and its capacity in decision analysis. It is comprised of essays from noted scholars, academics and researchers of engineering and technology management around the world. This book is organized into four parts: Technology Assessment, Strategic Planning, National Technology Planning and Decision Making Tools. Dr. Dundar F. Kocaoglu is one of the pioneers of multiple decision models using hierarchies, and creator of the HDM in decision analysis. HDM is a mission-oriented method for evaluation and/or selection among alternatives. A wide range of alternatives can be considered, including but not limited to, different technologies, projects, markets, jobs, products, cities to live in, houses to buy, apartments to rent, and schools to attend. Dr. Kocaoglu’s approach has been adopted for decision problems in many industrial sectors, including electronics rese...
Efficient Actor-Critic Algorithm with Hierarchical Model Learning and Planning
Fu, QiMing
2016-01-01
To improve the convergence rate and the sample efficiency, two efficient learning methods AC-HMLP and RAC-HMLP (AC-HMLP with ℓ 2-regularization) are proposed by combining actor-critic algorithm with hierarchical model learning and planning. The hierarchical models consisting of the local and the global models, which are learned at the same time during learning of the value function and the policy, are approximated by local linear regression (LLR) and linear function approximation (LFA), respectively. Both the local model and the global model are applied to generate samples for planning; the former is used only if the state-prediction error does not surpass the threshold at each time step, while the latter is utilized at the end of each episode. The purpose of taking both models is to improve the sample efficiency and accelerate the convergence rate of the whole algorithm through fully utilizing the local and global information. Experimentally, AC-HMLP and RAC-HMLP are compared with three representative algorithms on two Reinforcement Learning (RL) benchmark problems. The results demonstrate that they perform best in terms of convergence rate and sample efficiency. PMID:27795704
Parental Vaccine Acceptance: A Logistic Regression Model Using Previsit Decisions.
Lee, Sara; Riley-Behringer, Maureen; Rose, Jeanmarie C; Meropol, Sharon B; Lazebnik, Rina
2017-07-01
This study explores how parents' intentions regarding vaccination prior to their children's visit were associated with actual vaccine acceptance. A convenience sample of parents accompanying 6-week-old to 17-year-old children completed a written survey at 2 pediatric practices. Using hierarchical logistic regression, for hospital-based participants (n = 216), vaccine refusal history ( P < .01) and vaccine decision made before the visit ( P < .05) explained 87% of vaccine refusals. In community-based participants (n = 100), vaccine refusal history ( P < .01) explained 81% of refusals. Over 1 in 5 parents changed their minds about vaccination during the visit. Thirty parents who were previous vaccine refusers accepted current vaccines, and 37 who had intended not to vaccinate choose vaccination. Twenty-nine parents without a refusal history declined vaccines, and 32 who did not intend to refuse before the visit declined vaccination. Future research should identify key factors to nudge parent decision making in favor of vaccination.
Identification of Influential Points in a Linear Regression Model
Directory of Open Access Journals (Sweden)
Jan Grosz
2011-03-01
Full Text Available The article deals with the detection and identification of influential points in the linear regression model. Three methods of detection of outliers and leverage points are described. These procedures can also be used for one-sample (independentdatasets. This paper briefly describes theoretical aspects of several robust methods as well. Robust statistics is a powerful tool to increase the reliability and accuracy of statistical modelling and data analysis. A simulation model of the simple linear regression is presented.
Regulator Loss Functions and Hierarchical Modeling for Safety Decision Making.
Hatfield, Laura A; Baugh, Christine M; Azzone, Vanessa; Normand, Sharon-Lise T
2017-07-01
Regulators must act to protect the public when evidence indicates safety problems with medical devices. This requires complex tradeoffs among risks and benefits, which conventional safety surveillance methods do not incorporate. To combine explicit regulator loss functions with statistical evidence on medical device safety signals to improve decision making. In the Hospital Cost and Utilization Project National Inpatient Sample, we select pediatric inpatient admissions and identify adverse medical device events (AMDEs). We fit hierarchical Bayesian models to the annual hospital-level AMDE rates, accounting for patient and hospital characteristics. These models produce expected AMDE rates (a safety target), against which we compare the observed rates in a test year to compute a safety signal. We specify a set of loss functions that quantify the costs and benefits of each action as a function of the safety signal. We integrate the loss functions over the posterior distribution of the safety signal to obtain the posterior (Bayes) risk; the preferred action has the smallest Bayes risk. Using simulation and an analysis of AMDE data, we compare our minimum-risk decisions to a conventional Z score approach for classifying safety signals. The 2 rules produced different actions for nearly half of hospitals (45%). In the simulation, decisions that minimize Bayes risk outperform Z score-based decisions, even when the loss functions or hierarchical models are misspecified. Our method is sensitive to the choice of loss functions; eliciting quantitative inputs to the loss functions from regulators is challenging. A decision-theoretic approach to acting on safety signals is potentially promising but requires careful specification of loss functions in consultation with subject matter experts.
Detection of epistatic effects with logic regression and a classical linear regression model.
Malina, Magdalena; Ickstadt, Katja; Schwender, Holger; Posch, Martin; Bogdan, Małgorzata
2014-02-01
To locate multiple interacting quantitative trait loci (QTL) influencing a trait of interest within experimental populations, usually methods as the Cockerham's model are applied. Within this framework, interactions are understood as the part of the joined effect of several genes which cannot be explained as the sum of their additive effects. However, if a change in the phenotype (as disease) is caused by Boolean combinations of genotypes of several QTLs, this Cockerham's approach is often not capable to identify them properly. To detect such interactions more efficiently, we propose a logic regression framework. Even though with the logic regression approach a larger number of models has to be considered (requiring more stringent multiple testing correction) the efficient representation of higher order logic interactions in logic regression models leads to a significant increase of power to detect such interactions as compared to a Cockerham's approach. The increase in power is demonstrated analytically for a simple two-way interaction model and illustrated in more complex settings with simulation study and real data analysis.
Random regression models for detection of gene by environment interaction
Directory of Open Access Journals (Sweden)
Meuwissen Theo HE
2007-02-01
Full Text Available Abstract Two random regression models, where the effect of a putative QTL was regressed on an environmental gradient, are described. The first model estimates the correlation between intercept and slope of the random regression, while the other model restricts this correlation to 1 or -1, which is expected under a bi-allelic QTL model. The random regression models were compared to a model assuming no gene by environment interactions. The comparison was done with regards to the models ability to detect QTL, to position them accurately and to detect possible QTL by environment interactions. A simulation study based on a granddaughter design was conducted, and QTL were assumed, either by assigning an effect independent of the environment or as a linear function of a simulated environmental gradient. It was concluded that the random regression models were suitable for detection of QTL effects, in the presence and absence of interactions with environmental gradients. Fixing the correlation between intercept and slope of the random regression had a positive effect on power when the QTL effects re-ranked between environments.
Keith, Timothy Z
2014-01-01
Multiple Regression and Beyond offers a conceptually oriented introduction to multiple regression (MR) analysis and structural equation modeling (SEM), along with analyses that flow naturally from those methods. By focusing on the concepts and purposes of MR and related methods, rather than the derivation and calculation of formulae, this book introduces material to students more clearly, and in a less threatening way. In addition to illuminating content necessary for coursework, the accessibility of this approach means students are more likely to be able to conduct research using MR or SEM--and more likely to use the methods wisely. Covers both MR and SEM, while explaining their relevance to one another Also includes path analysis, confirmatory factor analysis, and latent growth modeling Figures and tables throughout provide examples and illustrate key concepts and techniques For additional resources, please visit: http://tzkeith.com/.
GSMNet: A Hierarchical Graph Model for Moving Objects in Networks
Directory of Open Access Journals (Sweden)
Hengcai Zhang
2017-03-01
Full Text Available Existing data models for moving objects in networks are often limited by flexibly controlling the granularity of representing networks and the cost of location updates and do not encompass semantic information, such as traffic states, traffic restrictions and social relationships. In this paper, we aim to fill the gap of traditional network-constrained models and propose a hierarchical graph model called the Geo-Social-Moving model for moving objects in Networks (GSMNet that adopts four graph structures, RouteGraph, SegmentGraph, ObjectGraph and MoveGraph, to represent the underlying networks, trajectories and semantic information in an integrated manner. The bulk of user-defined data types and corresponding operators is proposed to handle moving objects and answer a new class of queries supporting three kinds of conditions: spatial, temporal and semantic information. Then, we develop a prototype system with the native graph database system Neo4Jto implement the proposed GSMNet model. In the experiment, we conduct the performance evaluation using simulated trajectories generated from the BerlinMOD (Berlin Moving Objects Database benchmark and compare with the mature MOD system Secondo. The results of 17 benchmark queries demonstrate that our proposed GSMNet model has strong potential to reduce time-consuming table join operations an d shows remarkable advantages with regard to representing semantic information and controlling the cost of location updates.
Tutorial on Using Regression Models with Count Outcomes Using R
Directory of Open Access Journals (Sweden)
A. Alexander Beaujean
2016-02-01
Full Text Available Education researchers often study count variables, such as times a student reached a goal, discipline referrals, and absences. Most researchers that study these variables use typical regression methods (i.e., ordinary least-squares either with or without transforming the count variables. In either case, using typical regression for count data can produce parameter estimates that are biased, thus diminishing any inferences made from such data. As count-variable regression models are seldom taught in training programs, we present a tutorial to help educational researchers use such methods in their own research. We demonstrate analyzing and interpreting count data using Poisson, negative binomial, zero-inflated Poisson, and zero-inflated negative binomial regression models. The count regression methods are introduced through an example using the number of times students skipped class. The data for this example are freely available and the R syntax used run the example analyses are included in the Appendix.
Babcock, Chad; Finley, Andrew O.; Bradford, John B.; Kolka, Randall K.; Birdsey, Richard A.; Ryan, Michael G.
2015-01-01
Many studies and production inventory systems have shown the utility of coupling covariates derived from Light Detection and Ranging (LiDAR) data with forest variables measured on georeferenced inventory plots through regression models. The objective of this study was to propose and assess the use of a Bayesian hierarchical modeling framework that accommodates both residual spatial dependence and non-stationarity of model covariates through the introduction of spatial random effects. We explored this objective using four forest inventory datasets that are part of the North American Carbon Program, each comprising point-referenced measures of above-ground forest biomass and discrete LiDAR. For each dataset, we considered at least five regression model specifications of varying complexity. Models were assessed based on goodness of fit criteria and predictive performance using a 10-fold cross-validation procedure. Results showed that the addition of spatial random effects to the regression model intercept improved fit and predictive performance in the presence of substantial residual spatial dependence. Additionally, in some cases, allowing either some or all regression slope parameters to vary spatially, via the addition of spatial random effects, further improved model fit and predictive performance. In other instances, models showed improved fit but decreased predictive performance—indicating over-fitting and underscoring the need for cross-validation to assess predictive ability. The proposed Bayesian modeling framework provided access to pixel-level posterior predictive distributions that were useful for uncertainty mapping, diagnosing spatial extrapolation issues, revealing missing model covariates, and discovering locally significant parameters.
Ross, Michelle; Wakefield, Jon
2015-10-01
Two-phase study designs are appealing since they allow for the oversampling of rare sub-populations which improves efficiency. In this paper we describe a Bayesian hierarchical model for the analysis of two-phase data. Such a model is particularly appealing in a spatial setting in which random effects are introduced to model between-area variability. In such a situation, one may be interested in estimating regression coefficients or, in the context of small area estimation, in reconstructing the population totals by strata. The efficiency gains of the two-phase sampling scheme are compared to standard approaches using 2011 birth data from the research triangle area of North Carolina. We show that the proposed method can overcome small sample difficulties and improve on existing techniques. We conclude that the two-phase design is an attractive approach for small area estimation.
Regularized multivariate regression models with skew-t error distributions
Chen, Lianfu; Pourahmadi, Mohsen; Maadooliat, Mehdi
2014-01-01
We consider regularization of the parameters in multivariate linear regression models with the errors having a multivariate skew-t distribution. An iterative penalized likelihood procedure is proposed for constructing sparse estimators of both
Correlation-regression model for physico-chemical quality of ...
African Journals Online (AJOL)
abusaad
areas, suggesting that groundwater quality in urban areas is closely related with land use ... the ground water, with correlation and regression model is also presented. ...... WHO (World Health Organization) (1985). Health hazards from nitrates.
Application of hierarchical genetic models to Raven and WAIS subtests: a Dutch twin study
Rijsdijk, F.V.; Vernon, P.A.; Boomsma, D.I.
2002-01-01
Hierarchical models of intelligence are highly informative and widely accepted. Application of these models to twin data, however, is sparse. This paper addresses the question of how a genetic hierarchical model fits the Wechsler Adult Intelligence Scale (WAIS) subtests and the Raven Standard
MODELING THE RED SEQUENCE: HIERARCHICAL GROWTH YET SLOW LUMINOSITY EVOLUTION
International Nuclear Information System (INIS)
Skelton, Rosalind E.; Bell, Eric F.; Somerville, Rachel S.
2012-01-01
We explore the effects of mergers on the evolution of massive early-type galaxies by modeling the evolution of their stellar populations in a hierarchical context. We investigate how a realistic red sequence population set up by z ∼ 1 evolves under different assumptions for the merger and star formation histories, comparing changes in color, luminosity, and mass. The purely passive fading of existing red sequence galaxies, with no further mergers or star formation, results in dramatic changes at the bright end of the luminosity function and color-magnitude relation. Without mergers there is too much evolution in luminosity at a fixed space density compared to observations. The change in color and magnitude at a fixed mass resembles that of a passively evolving population that formed relatively recently, at z ∼ 2. Mergers among the red sequence population ('dry mergers') occurring after z = 1 build up mass, counteracting the fading of the existing stellar populations to give smaller changes in both color and luminosity for massive galaxies. By allowing some galaxies to migrate from the blue cloud onto the red sequence after z = 1 through gas-rich mergers, younger stellar populations are added to the red sequence. This manifestation of the progenitor bias increases the scatter in age and results in even smaller changes in color and luminosity between z = 1 and z = 0 at a fixed mass. The resultant evolution appears much slower, resembling the passive evolution of a population that formed at high redshift (z ∼ 3-5), and is in closer agreement with observations. We conclude that measurements of the luminosity and color evolution alone are not sufficient to distinguish between the purely passive evolution of an old population and cosmologically motivated hierarchical growth, although these scenarios have very different implications for the mass growth of early-type galaxies over the last half of cosmic history.
Hierarchical modeling and its numerical implementation for layered thin elastic structures
Energy Technology Data Exchange (ETDEWEB)
Cho, Jin-Rae [Hongik University, Sejong (Korea, Republic of)
2017-05-15
Thin elastic structures such as beam- and plate-like structures and laminates are characterized by the small thickness, which lead to classical plate and laminate theories in which the displacement fields through the thickness are assumed linear or higher-order polynomials. These classical theories are either insufficient to represent the complex stress variation through the thickness or may encounter the accuracy-computational cost dilemma. In order to overcome the inherent problem of classical theories, the concept of hierarchical modeling has been emerged. In the hierarchical modeling, the hierarchical models with different model levels are selected and combined within a structure domain, in order to make the modeling error be distributed as uniformly as possible throughout the problem domain. The purpose of current study is to explore the potential of hierarchical modeling for the effective numerical analysis of layered structures such as laminated composite. For this goal, the hierarchical models are constructed and the hierarchical modeling is implemented by selectively adjusting the level of hierarchical models. As well, the major characteristics of hierarchical models are investigated through the numerical experiments.
Wavelet regression model in forecasting crude oil price
Hamid, Mohd Helmie; Shabri, Ani
2017-05-01
This study presents the performance of wavelet multiple linear regression (WMLR) technique in daily crude oil forecasting. WMLR model was developed by integrating the discrete wavelet transform (DWT) and multiple linear regression (MLR) model. The original time series was decomposed to sub-time series with different scales by wavelet theory. Correlation analysis was conducted to assist in the selection of optimal decomposed components as inputs for the WMLR model. The daily WTI crude oil price series has been used in this study to test the prediction capability of the proposed model. The forecasting performance of WMLR model were also compared with regular multiple linear regression (MLR), Autoregressive Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) using root mean square errors (RMSE) and mean absolute errors (MAE). Based on the experimental results, it appears that the WMLR model performs better than the other forecasting technique tested in this study.
Bayesian Hierarchical Random Effects Models in Forensic Science
Directory of Open Access Journals (Sweden)
Colin G. G. Aitken
2018-04-01
Full Text Available Statistical modeling of the evaluation of evidence with the use of the likelihood ratio has a long history. It dates from the Dreyfus case at the end of the nineteenth century through the work at Bletchley Park in the Second World War to the present day. The development received a significant boost in 1977 with a seminal work by Dennis Lindley which introduced a Bayesian hierarchical random effects model for the evaluation of evidence with an example of refractive index measurements on fragments of glass. Many models have been developed since then. The methods have now been sufficiently well-developed and have become so widespread that it is timely to try and provide a software package to assist in their implementation. With that in mind, a project (SAILR: Software for the Analysis and Implementation of Likelihood Ratios was funded by the European Network of Forensic Science Institutes through their Monopoly programme to develop a software package for use by forensic scientists world-wide that would assist in the statistical analysis and implementation of the approach based on likelihood ratios. It is the purpose of this document to provide a short review of a small part of this history. The review also provides a background, or landscape, for the development of some of the models within the SAILR package and references to SAILR as made as appropriate.
Bayesian Hierarchical Random Effects Models in Forensic Science.
Aitken, Colin G G
2018-01-01
Statistical modeling of the evaluation of evidence with the use of the likelihood ratio has a long history. It dates from the Dreyfus case at the end of the nineteenth century through the work at Bletchley Park in the Second World War to the present day. The development received a significant boost in 1977 with a seminal work by Dennis Lindley which introduced a Bayesian hierarchical random effects model for the evaluation of evidence with an example of refractive index measurements on fragments of glass. Many models have been developed since then. The methods have now been sufficiently well-developed and have become so widespread that it is timely to try and provide a software package to assist in their implementation. With that in mind, a project (SAILR: Software for the Analysis and Implementation of Likelihood Ratios) was funded by the European Network of Forensic Science Institutes through their Monopoly programme to develop a software package for use by forensic scientists world-wide that would assist in the statistical analysis and implementation of the approach based on likelihood ratios. It is the purpose of this document to provide a short review of a small part of this history. The review also provides a background, or landscape, for the development of some of the models within the SAILR package and references to SAILR as made as appropriate.
Renormalization group analysis of a simple hierarchical fermion model
International Nuclear Information System (INIS)
Dorlas, T.C.
1991-01-01
A simple hierarchical fermion model is constructed which gives rise to an exact renormalization transformation in a 2-dimensional parameter space. The behaviour of this transformation is studied. It has two hyperbolic fixed points for which the existence of a global critical line is proven. The asymptotic behaviour of the transformation is used to prove the existence of the thermodynamic limit in a certain domain in parameter space. Also the existence of a continuum limit for these theories is investigated using information about the asymptotic renormalization behaviour. It turns out that the 'trivial' fixed point gives rise to a two-parameter family of continuum limits corresponding to that part of parameter space where the renormalization trajectories originate at this fixed point. Although the model is not very realistic it serves as a simple example of the appliclation of the renormalization group to proving the existence of the thermodynamic limit and the continuum limit of lattice models. Moreover, it illustrates possible complications that can arise in global renormalization group behaviour, and that might also be present in other models where no global analysis of the renormalization transformation has yet been achieved. (orig.)
Testing adaptive toolbox models: a Bayesian hierarchical approach.
Scheibehenne, Benjamin; Rieskamp, Jörg; Wagenmakers, Eric-Jan
2013-01-01
Many theories of human cognition postulate that people are equipped with a repertoire of strategies to solve the tasks they face. This theoretical framework of a cognitive toolbox provides a plausible account of intra- and interindividual differences in human behavior. Unfortunately, it is often unclear how to rigorously test the toolbox framework. How can a toolbox model be quantitatively specified? How can the number of toolbox strategies be limited to prevent uncontrolled strategy sprawl? How can a toolbox model be formally tested against alternative theories? The authors show how these challenges can be met by using Bayesian inference techniques. By means of parameter recovery simulations and the analysis of empirical data across a variety of domains (i.e., judgment and decision making, children's cognitive development, function learning, and perceptual categorization), the authors illustrate how Bayesian inference techniques allow toolbox models to be quantitatively specified, strategy sprawl to be contained, and toolbox models to be rigorously tested against competing theories. The authors demonstrate that their approach applies at the individual level but can also be generalized to the group level with hierarchical Bayesian procedures. The suggested Bayesian inference techniques represent a theoretical and methodological advancement for toolbox theories of cognition and behavior.
Real estate value prediction using multivariate regression models
Manjula, R.; Jain, Shubham; Srivastava, Sharad; Rajiv Kher, Pranav
2017-11-01
The real estate market is one of the most competitive in terms of pricing and the same tends to vary significantly based on a lot of factors, hence it becomes one of the prime fields to apply the concepts of machine learning to optimize and predict the prices with high accuracy. Therefore in this paper, we present various important features to use while predicting housing prices with good accuracy. We have described regression models, using various features to have lower Residual Sum of Squares error. While using features in a regression model some feature engineering is required for better prediction. Often a set of features (multiple regressions) or polynomial regression (applying a various set of powers in the features) is used for making better model fit. For these models are expected to be susceptible towards over fitting ridge regression is used to reduce it. This paper thus directs to the best application of regression models in addition to other techniques to optimize the result.
Application of random regression models to the genetic evaluation ...
African Journals Online (AJOL)
The model included fixed regression on AM (range from 30 to 138 mo) and the effect of herd-measurement date concatenation. Random parts of the model were RRM coefficients for additive and permanent environmental effects, while residual effects were modelled to account for heterogeneity of variance by AY. Estimates ...
The APT model as reduced-rank regression
Bekker, P.A.; Dobbelstein, P.; Wansbeek, T.J.
Integrating the two steps of an arbitrage pricing theory (APT) model leads to a reduced-rank regression (RRR) model. So the results on RRR can be used to estimate APT models, making estimation very simple. We give a succinct derivation of estimation of RRR, derive the asymptotic variance of RRR
Hierarchical spatial models for predicting pygmy rabbit distribution and relative abundance
Wilson, T.L.; Odei, J.B.; Hooten, M.B.; Edwards, T.C.
2010-01-01
Conservationists routinely use species distribution models to plan conservation, restoration and development actions, while ecologists use them to infer process from pattern. These models tend to work well for common or easily observable species, but are of limited utility for rare and cryptic species. This may be because honest accounting of known observation bias and spatial autocorrelation are rarely included, thereby limiting statistical inference of resulting distribution maps. We specified and implemented a spatially explicit Bayesian hierarchical model for a cryptic mammal species (pygmy rabbit Brachylagus idahoensis). Our approach used two levels of indirect sign that are naturally hierarchical (burrows and faecal pellets) to build a model that allows for inference on regression coefficients as well as spatially explicit model parameters. We also produced maps of rabbit distribution (occupied burrows) and relative abundance (number of burrows expected to be occupied by pygmy rabbits). The model demonstrated statistically rigorous spatial prediction by including spatial autocorrelation and measurement uncertainty. We demonstrated flexibility of our modelling framework by depicting probabilistic distribution predictions using different assumptions of pygmy rabbit habitat requirements. Spatial representations of the variance of posterior predictive distributions were obtained to evaluate heterogeneity in model fit across the spatial domain. Leave-one-out cross-validation was conducted to evaluate the overall model fit. Synthesis and applications. Our method draws on the strengths of previous work, thereby bridging and extending two active areas of ecological research: species distribution models and multi-state occupancy modelling. Our framework can be extended to encompass both larger extents and other species for which direct estimation of abundance is difficult. ?? 2010 The Authors. Journal compilation ?? 2010 British Ecological Society.
Alternative regression models to assess increase in childhood BMI
Directory of Open Access Journals (Sweden)
Mansmann Ulrich
2008-09-01
Full Text Available Abstract Background Body mass index (BMI data usually have skewed distributions, for which common statistical modeling approaches such as simple linear or logistic regression have limitations. Methods Different regression approaches to predict childhood BMI by goodness-of-fit measures and means of interpretation were compared including generalized linear models (GLMs, quantile regression and Generalized Additive Models for Location, Scale and Shape (GAMLSS. We analyzed data of 4967 children participating in the school entry health examination in Bavaria, Germany, from 2001 to 2002. TV watching, meal frequency, breastfeeding, smoking in pregnancy, maternal obesity, parental social class and weight gain in the first 2 years of life were considered as risk factors for obesity. Results GAMLSS showed a much better fit regarding the estimation of risk factors effects on transformed and untransformed BMI data than common GLMs with respect to the generalized Akaike information criterion. In comparison with GAMLSS, quantile regression allowed for additional interpretation of prespecified distribution quantiles, such as quantiles referring to overweight or obesity. The variables TV watching, maternal BMI and weight gain in the first 2 years were directly, and meal frequency was inversely significantly associated with body composition in any model type examined. In contrast, smoking in pregnancy was not directly, and breastfeeding and parental social class were not inversely significantly associated with body composition in GLM models, but in GAMLSS and partly in quantile regression models. Risk factor specific BMI percentile curves could be estimated from GAMLSS and quantile regression models. Conclusion GAMLSS and quantile regression seem to be more appropriate than common GLMs for risk factor modeling of BMI data.
Alternative regression models to assess increase in childhood BMI.
Beyerlein, Andreas; Fahrmeir, Ludwig; Mansmann, Ulrich; Toschke, André M
2008-09-08
Body mass index (BMI) data usually have skewed distributions, for which common statistical modeling approaches such as simple linear or logistic regression have limitations. Different regression approaches to predict childhood BMI by goodness-of-fit measures and means of interpretation were compared including generalized linear models (GLMs), quantile regression and Generalized Additive Models for Location, Scale and Shape (GAMLSS). We analyzed data of 4967 children participating in the school entry health examination in Bavaria, Germany, from 2001 to 2002. TV watching, meal frequency, breastfeeding, smoking in pregnancy, maternal obesity, parental social class and weight gain in the first 2 years of life were considered as risk factors for obesity. GAMLSS showed a much better fit regarding the estimation of risk factors effects on transformed and untransformed BMI data than common GLMs with respect to the generalized Akaike information criterion. In comparison with GAMLSS, quantile regression allowed for additional interpretation of prespecified distribution quantiles, such as quantiles referring to overweight or obesity. The variables TV watching, maternal BMI and weight gain in the first 2 years were directly, and meal frequency was inversely significantly associated with body composition in any model type examined. In contrast, smoking in pregnancy was not directly, and breastfeeding and parental social class were not inversely significantly associated with body composition in GLM models, but in GAMLSS and partly in quantile regression models. Risk factor specific BMI percentile curves could be estimated from GAMLSS and quantile regression models. GAMLSS and quantile regression seem to be more appropriate than common GLMs for risk factor modeling of BMI data.
A hierarchical network modeling method for railway tunnels safety assessment
Zhou, Jin; Xu, Weixiang; Guo, Xin; Liu, Xumin
2017-02-01
Using network theory to model risk-related knowledge on accidents is regarded as potential very helpful in risk management. A large amount of defects detection data for railway tunnels is collected in autumn every year in China. It is extremely important to discover the regularities knowledge in database. In this paper, based on network theories and by using data mining techniques, a new method is proposed for mining risk-related regularities to support risk management in railway tunnel projects. A hierarchical network (HN) model which takes into account the tunnel structures, tunnel defects, potential failures and accidents is established. An improved Apriori algorithm is designed to rapidly and effectively mine correlations between tunnel structures and tunnel defects. Then an algorithm is presented in order to mine the risk-related regularities table (RRT) from the frequent patterns. At last, a safety assessment method is proposed by consideration of actual defects and possible risks of defects gained from the RRT. This method cannot only generate the quantitative risk results but also reveal the key defects and critical risks of defects. This paper is further development on accident causation network modeling methods which can provide guidance for specific maintenance measure.
Production optimisation in the petrochemical industry by hierarchical multivariate modelling
Energy Technology Data Exchange (ETDEWEB)
Andersson, Magnus; Furusjoe, Erik; Jansson, Aasa
2004-06-01
This project demonstrates the advantages of applying hierarchical multivariate modelling in the petrochemical industry in order to increase knowledge of the total process. The models indicate possible ways to optimise the process regarding the use of energy and raw material, which is directly linked to the environmental impact of the process. The refinery of Nynaes Refining AB (Goeteborg, Sweden) has acted as a demonstration site in this project. The models developed for the demonstration site resulted in: Detection of an unknown process disturbance and suggestions of possible causes; Indications on how to increase the yield in combination with energy savings; The possibility to predict product quality from on-line process measurements, making the results available at a higher frequency than customary laboratory analysis; Quantification of the gradually lowered efficiency of heat transfer in the furnace and increased fuel consumption as an effect of soot build-up on the furnace coils; Increased knowledge of the relation between production rate and the efficiency of the heat exchangers. This report is one of two reports from the project. It contains a technical discussion of the result with some degree of detail. A shorter and more easily accessible report is also available, see IVL report B1586-A.
Robust mislabel logistic regression without modeling mislabel probabilities.
Hung, Hung; Jou, Zhi-Yu; Huang, Su-Yun
2018-03-01
Logistic regression is among the most widely used statistical methods for linear discriminant analysis. In many applications, we only observe possibly mislabeled responses. Fitting a conventional logistic regression can then lead to biased estimation. One common resolution is to fit a mislabel logistic regression model, which takes into consideration of mislabeled responses. Another common method is to adopt a robust M-estimation by down-weighting suspected instances. In this work, we propose a new robust mislabel logistic regression based on γ-divergence. Our proposal possesses two advantageous features: (1) It does not need to model the mislabel probabilities. (2) The minimum γ-divergence estimation leads to a weighted estimating equation without the need to include any bias correction term, that is, it is automatically bias-corrected. These features make the proposed γ-logistic regression more robust in model fitting and more intuitive for model interpretation through a simple weighting scheme. Our method is also easy to implement, and two types of algorithms are included. Simulation studies and the Pima data application are presented to demonstrate the performance of γ-logistic regression. © 2017, The International Biometric Society.
Linear regression models for quantitative assessment of left ...
African Journals Online (AJOL)
Changes in left ventricular structures and function have been reported in cardiomyopathies. No prediction models have been established in this environment. This study established regression models for prediction of left ventricular structures in normal subjects. A sample of normal subjects was drawn from a large urban ...
Geographically Weighted Logistic Regression Applied to Credit Scoring Models
Directory of Open Access Journals (Sweden)
Pedro Henrique Melo Albuquerque
Full Text Available Abstract This study used real data from a Brazilian financial institution on transactions involving Consumer Direct Credit (CDC, granted to clients residing in the Distrito Federal (DF, to construct credit scoring models via Logistic Regression and Geographically Weighted Logistic Regression (GWLR techniques. The aims were: to verify whether the factors that influence credit risk differ according to the borrower’s geographic location; to compare the set of models estimated via GWLR with the global model estimated via Logistic Regression, in terms of predictive power and financial losses for the institution; and to verify the viability of using the GWLR technique to develop credit scoring models. The metrics used to compare the models developed via the two techniques were the AICc informational criterion, the accuracy of the models, the percentage of false positives, the sum of the value of false positive debt, and the expected monetary value of portfolio default compared with the monetary value of defaults observed. The models estimated for each region in the DF were distinct in their variables and coefficients (parameters, with it being concluded that credit risk was influenced differently in each region in the study. The Logistic Regression and GWLR methodologies presented very close results, in terms of predictive power and financial losses for the institution, and the study demonstrated viability in using the GWLR technique to develop credit scoring models for the target population in the study.
A joint model for multivariate hierarchical semicontinuous data with replications.
Kassahun-Yimer, Wondwosen; Albert, Paul S; Lipsky, Leah M; Nansel, Tonja R; Liu, Aiyi
2017-01-01
Longitudinal data are often collected in biomedical applications in such a way that measurements on more than one response are taken from a given subject repeatedly overtime. For some problems, these multiple profiles need to be modeled jointly to get insight on the joint evolution and/or association of these responses over time. In practice, such longitudinal outcomes may have many zeros that need to be accounted for in the analysis. For example, in dietary intake studies, as we focus on in this paper, some food components are eaten daily by almost all subjects, while others are consumed episodically, where individuals have time periods where they do not eat these components followed by periods where they do. These episodically consumed foods need to be adequately modeled to account for the many zeros that are encountered. In this paper, we propose a joint model to analyze multivariate hierarchical semicontinuous data characterized by many zeros and more than one replicate observations at each measurement occasion. This approach allows for different probability mechanisms for describing the zero behavior as compared with the mean intake given that the individual consumes the food. To deal with the potentially large number of multivariate profiles, we use a pairwise model fitting approach that was developed in the context of multivariate Gaussian random effects models with large number of multivariate components. The novelty of the proposed approach is that it incorporates: (1) multivariate, possibly correlated, response variables; (2) within subject correlation resulting from repeated measurements taken from each subject; (3) many zero observations; (4) overdispersion; and (5) replicate measurements at each visit time.
Directory of Open Access Journals (Sweden)
Gardênia Abbad
2002-01-01
Full Text Available Este artigo discute algumas aplicações das técnicas de análise de regressão múltipla stepwise e hierárquica, as quais são muito utilizadas em pesquisas da área de Psicologia Organizacional. São discutidas algumas estratégias de identificação e de solução de problemas relativos à ocorrência de erros do Tipo I e II e aos fenômenos de supressão, complementaridade e redundância nas equações de regressão múltipla. São apresentados alguns exemplos de pesquisas nas quais esses padrões de associação entre variáveis estiveram presentes e descritas as estratégias utilizadas pelos pesquisadores para interpretá-los. São discutidas as aplicações dessas análises no estudo de interação entre variáveis e na realização de testes para avaliação da linearidade do relacionamento entre variáveis. Finalmente, são apresentadas sugestões para lidar com as limitações das análises de regressão múltipla (stepwise e hierárquica.This article discusses applications of stepwise and hierarchical multiple regression analyses to research in organizational psychology. Strategies for identifying type I and II errors, and solutions to potential problems that may arise from such errors are proposed. In addition, phenomena such as suppression, complementarity, and redundancy are reviewed. The article presents examples of research where these phenomena occurred, and the manner in which they were explained by researchers. Some applications of multiple regression analyses to studies involving between-variable interactions are presented, along with tests used to analyze the presence of linearity among variables. Finally, some suggestions are provided for dealing with limitations implicit in multiple regression analyses (stepwise and hierarchical.
Physics constrained nonlinear regression models for time series
International Nuclear Information System (INIS)
Majda, Andrew J; Harlim, John
2013-01-01
A central issue in contemporary science is the development of data driven statistical nonlinear dynamical models for time series of partial observations of nature or a complex physical model. It has been established recently that ad hoc quadratic multi-level regression (MLR) models can have finite-time blow up of statistical solutions and/or pathological behaviour of their invariant measure. Here a new class of physics constrained multi-level quadratic regression models are introduced, analysed and applied to build reduced stochastic models from data of nonlinear systems. These models have the advantages of incorporating memory effects in time as well as the nonlinear noise from energy conserving nonlinear interactions. The mathematical guidelines for the performance and behaviour of these physics constrained MLR models as well as filtering algorithms for their implementation are developed here. Data driven applications of these new multi-level nonlinear regression models are developed for test models involving a nonlinear oscillator with memory effects and the difficult test case of the truncated Burgers–Hopf model. These new physics constrained quadratic MLR models are proposed here as process models for Bayesian estimation through Markov chain Monte Carlo algorithms of low frequency behaviour in complex physical data. (paper)
Model-based Quantile Regression for Discrete Data
Padellini, Tullia
2018-04-10
Quantile regression is a class of methods voted to the modelling of conditional quantiles. In a Bayesian framework quantile regression has typically been carried out exploiting the Asymmetric Laplace Distribution as a working likelihood. Despite the fact that this leads to a proper posterior for the regression coefficients, the resulting posterior variance is however affected by an unidentifiable parameter, hence any inferential procedure beside point estimation is unreliable. We propose a model-based approach for quantile regression that considers quantiles of the generating distribution directly, and thus allows for a proper uncertainty quantification. We then create a link between quantile regression and generalised linear models by mapping the quantiles to the parameter of the response variable, and we exploit it to fit the model with R-INLA. We extend it also in the case of discrete responses, where there is no 1-to-1 relationship between quantiles and distribution\\'s parameter, by introducing continuous generalisations of the most common discrete variables (Poisson, Binomial and Negative Binomial) to be exploited in the fitting.
Maximum Entropy Discrimination Poisson Regression for Software Reliability Modeling.
Chatzis, Sotirios P; Andreou, Andreas S
2015-11-01
Reliably predicting software defects is one of the most significant tasks in software engineering. Two of the major components of modern software reliability modeling approaches are: 1) extraction of salient features for software system representation, based on appropriately designed software metrics and 2) development of intricate regression models for count data, to allow effective software reliability data modeling and prediction. Surprisingly, research in the latter frontier of count data regression modeling has been rather limited. More specifically, a lack of simple and efficient algorithms for posterior computation has made the Bayesian approaches appear unattractive, and thus underdeveloped in the context of software reliability modeling. In this paper, we try to address these issues by introducing a novel Bayesian regression model for count data, based on the concept of max-margin data modeling, effected in the context of a fully Bayesian model treatment with simple and efficient posterior distribution updates. Our novel approach yields a more discriminative learning technique, making more effective use of our training data during model inference. In addition, it allows of better handling uncertainty in the modeled data, which can be a significant problem when the training data are limited. We derive elegant inference algorithms for our model under the mean-field paradigm and exhibit its effectiveness using the publicly available benchmark data sets.
Adaptive hierarchical grid model of water-borne pollutant dispersion
Borthwick, A. G. L.; Marchant, R. D.; Copeland, G. J. M.
Water pollution by industrial and agricultural waste is an increasingly major public health issue. It is therefore important for water engineers and managers to be able to predict accurately the local behaviour of water-borne pollutants. This paper describes the novel and efficient coupling of dynamically adaptive hierarchical grids with standard solvers of the advection-diffusion equation. Adaptive quadtree grids are able to focus on regions of interest such as pollutant fronts, while retaining economy in the total number of grid elements through selective grid refinement. Advection is treated using Lagrangian particle tracking. Diffusion is solved separately using two grid-based methods; one is by explicit finite differences, the other a diffusion-velocity approach. Results are given in two dimensions for pure diffusion of an initially Gaussian plume, advection-diffusion of the Gaussian plume in the rotating flow field of a forced vortex, and the transport of species in a rectangular channel with side wall boundary layers. Close agreement is achieved with analytical solutions of the advection-diffusion equation and simulations from a Lagrangian random walk model. An application to Sepetiba Bay, Brazil is included to demonstrate the method with complex flows and topography.
Hierarchical statistical modeling of xylem vulnerability to cavitation.
Ogle, Kiona; Barber, Jarrett J; Willson, Cynthia; Thompson, Brenda
2009-01-01
Cavitation of xylem elements diminishes the water transport capacity of plants, and quantifying xylem vulnerability to cavitation is important to understanding plant function. Current approaches to analyzing hydraulic conductivity (K) data to infer vulnerability to cavitation suffer from problems such as the use of potentially unrealistic vulnerability curves, difficulty interpreting parameters in these curves, a statistical framework that ignores sampling design, and an overly simplistic view of uncertainty. This study illustrates how two common curves (exponential-sigmoid and Weibull) can be reparameterized in terms of meaningful parameters: maximum conductivity (k(sat)), water potential (-P) at which percentage loss of conductivity (PLC) =X% (P(X)), and the slope of the PLC curve at P(X) (S(X)), a 'sensitivity' index. We provide a hierarchical Bayesian method for fitting the reparameterized curves to K(H) data. We illustrate the method using data for roots and stems of two populations of Juniperus scopulorum and test for differences in k(sat), P(X), and S(X) between different groups. Two important results emerge from this study. First, the Weibull model is preferred because it produces biologically realistic estimates of PLC near P = 0 MPa. Second, stochastic embolisms contribute an important source of uncertainty that should be included in such analyses.
Forecasting daily meteorological time series using ARIMA and regression models
Murat, Małgorzata; Malinowska, Iwona; Gos, Magdalena; Krzyszczak, Jaromir
2018-04-01
The daily air temperature and precipitation time series recorded between January 1, 1980 and December 31, 2010 in four European sites (Jokioinen, Dikopshof, Lleida and Lublin) from different climatic zones were modeled and forecasted. In our forecasting we used the methods of the Box-Jenkins and Holt- Winters seasonal auto regressive integrated moving-average, the autoregressive integrated moving-average with external regressors in the form of Fourier terms and the time series regression, including trend and seasonality components methodology with R software. It was demonstrated that obtained models are able to capture the dynamics of the time series data and to produce sensible forecasts.
Multiple Response Regression for Gaussian Mixture Models with Known Labels.
Lee, Wonyul; Du, Ying; Sun, Wei; Hayes, D Neil; Liu, Yufeng
2012-12-01
Multiple response regression is a useful regression technique to model multiple response variables using the same set of predictor variables. Most existing methods for multiple response regression are designed for modeling homogeneous data. In many applications, however, one may have heterogeneous data where the samples are divided into multiple groups. Our motivating example is a cancer dataset where the samples belong to multiple cancer subtypes. In this paper, we consider modeling the data coming from a mixture of several Gaussian distributions with known group labels. A naive approach is to split the data into several groups according to the labels and model each group separately. Although it is simple, this approach ignores potential common structures across different groups. We propose new penalized methods to model all groups jointly in which the common and unique structures can be identified. The proposed methods estimate the regression coefficient matrix, as well as the conditional inverse covariance matrix of response variables. Asymptotic properties of the proposed methods are explored. Through numerical examples, we demonstrate that both estimation and prediction can be improved by modeling all groups jointly using the proposed methods. An application to a glioblastoma cancer dataset reveals some interesting common and unique gene relationships across different cancer subtypes.
Thermal Efficiency Degradation Diagnosis Method Using Regression Model
International Nuclear Information System (INIS)
Jee, Chang Hyun; Heo, Gyun Young; Jang, Seok Won; Lee, In Cheol
2011-01-01
This paper proposes an idea for thermal efficiency degradation diagnosis in turbine cycles, which is based on turbine cycle simulation under abnormal conditions and a linear regression model. The correlation between the inputs for representing degradation conditions (normally unmeasured but intrinsic states) and the simulation outputs (normally measured but superficial states) was analyzed with the linear regression model. The regression models can inversely response an associated intrinsic state for a superficial state observed from a power plant. The diagnosis method proposed herein is classified into three processes, 1) simulations for degradation conditions to get measured states (referred as what-if method), 2) development of the linear model correlating intrinsic and superficial states, and 3) determination of an intrinsic state using the superficial states of current plant and the linear regression model (referred as inverse what-if method). The what-if method is to generate the outputs for the inputs including various root causes and/or boundary conditions whereas the inverse what-if method is the process of calculating the inverse matrix with the given superficial states, that is, component degradation modes. The method suggested in this paper was validated using the turbine cycle model for an operating power plant
Harrell , Jr , Frank E
2015-01-01
This highly anticipated second edition features new chapters and sections, 225 new references, and comprehensive R software. In keeping with the previous edition, this book is about the art and science of data analysis and predictive modeling, which entails choosing and using multiple tools. Instead of presenting isolated techniques, this text emphasizes problem solving strategies that address the many issues arising when developing multivariable models using real data and not standard textbook examples. It includes imputation methods for dealing with missing data effectively, methods for fitting nonlinear relationships and for making the estimation of transformations a formal part of the modeling process, methods for dealing with "too many variables to analyze and not enough observations," and powerful model validation techniques based on the bootstrap. The reader will gain a keen understanding of predictive accuracy, and the harm of categorizing continuous predictors or outcomes. This text realistically...
Flexible competing risks regression modeling and goodness-of-fit
DEFF Research Database (Denmark)
Scheike, Thomas; Zhang, Mei-Jie
2008-01-01
In this paper we consider different approaches for estimation and assessment of covariate effects for the cumulative incidence curve in the competing risks model. The classic approach is to model all cause-specific hazards and then estimate the cumulative incidence curve based on these cause...... models that is easy to fit and contains the Fine-Gray model as a special case. One advantage of this approach is that our regression modeling allows for non-proportional hazards. This leads to a new simple goodness-of-fit procedure for the proportional subdistribution hazards assumption that is very easy...... of the flexible regression models to analyze competing risks data when non-proportionality is present in the data....
The art of regression modeling in road safety
Hauer, Ezra
2015-01-01
This unique book explains how to fashion useful regression models from commonly available data to erect models essential for evidence-based road safety management and research. Composed from techniques and best practices presented over many years of lectures and workshops, The Art of Regression Modeling in Road Safety illustrates that fruitful modeling cannot be done without substantive knowledge about the modeled phenomenon. Class-tested in courses and workshops across North America, the book is ideal for professionals, researchers, university professors, and graduate students with an interest in, or responsibilities related to, road safety. This book also: · Presents for the first time a powerful analytical tool for road safety researchers and practitioners · Includes problems and solutions in each chapter as well as data and spreadsheets for running models and PowerPoint presentation slides · Features pedagogy well-suited for graduate courses and workshops including problems, solutions, and PowerPoint p...
Model building strategy for logistic regression: purposeful selection.
Zhang, Zhongheng
2016-03-01
Logistic regression is one of the most commonly used models to account for confounders in medical literature. The article introduces how to perform purposeful selection model building strategy with R. I stress on the use of likelihood ratio test to see whether deleting a variable will have significant impact on model fit. A deleted variable should also be checked for whether it is an important adjustment of remaining covariates. Interaction should be checked to disentangle complex relationship between covariates and their synergistic effect on response variable. Model should be checked for the goodness-of-fit (GOF). In other words, how the fitted model reflects the real data. Hosmer-Lemeshow GOF test is the most widely used for logistic regression model.
Regression analysis of a chemical reaction fouling model
International Nuclear Information System (INIS)
Vasak, F.; Epstein, N.
1996-01-01
A previously reported mathematical model for the initial chemical reaction fouling of a heated tube is critically examined in the light of the experimental data for which it was developed. A regression analysis of the model with respect to that data shows that the reference point upon which the two adjustable parameters of the model were originally based was well chosen, albeit fortuitously. (author). 3 refs., 2 tabs., 2 figs
Metamodeling Techniques to Aid in the Aggregation Process of Large Hierarchical Simulation Models
National Research Council Canada - National Science Library
Rodriguez, June F
2008-01-01
.... More specifically, investigating how to accurately aggregate hierarchical lower-level (higher resolution) models into the next higher-level in order to reduce the complexity of the overall simulation model...
Spatial stochastic regression modelling of urban land use
International Nuclear Information System (INIS)
Arshad, S H M; Jaafar, J; Abiden, M Z Z; Latif, Z A; Rasam, A R A
2014-01-01
Urbanization is very closely linked to industrialization, commercialization or overall economic growth and development. This results in innumerable benefits of the quantity and quality of the urban environment and lifestyle but on the other hand contributes to unbounded development, urban sprawl, overcrowding and decreasing standard of living. Regulation and observation of urban development activities is crucial. The understanding of urban systems that promotes urban growth are also essential for the purpose of policy making, formulating development strategies as well as development plan preparation. This study aims to compare two different stochastic regression modeling techniques for spatial structure models of urban growth in the same specific study area. Both techniques will utilize the same datasets and their results will be analyzed. The work starts by producing an urban growth model by using stochastic regression modeling techniques namely the Ordinary Least Square (OLS) and Geographically Weighted Regression (GWR). The two techniques are compared to and it is found that, GWR seems to be a more significant stochastic regression model compared to OLS, it gives a smaller AICc (Akaike's Information Corrected Criterion) value and its output is more spatially explainable
Direction of Effects in Multiple Linear Regression Models.
Wiedermann, Wolfgang; von Eye, Alexander
2015-01-01
Previous studies analyzed asymmetric properties of the Pearson correlation coefficient using higher than second order moments. These asymmetric properties can be used to determine the direction of dependence in a linear regression setting (i.e., establish which of two variables is more likely to be on the outcome side) within the framework of cross-sectional observational data. Extant approaches are restricted to the bivariate regression case. The present contribution extends the direction of dependence methodology to a multiple linear regression setting by analyzing distributional properties of residuals of competing multiple regression models. It is shown that, under certain conditions, the third central moments of estimated regression residuals can be used to decide upon direction of effects. In addition, three different approaches for statistical inference are discussed: a combined D'Agostino normality test, a skewness difference test, and a bootstrap difference test. Type I error and power of the procedures are assessed using Monte Carlo simulations, and an empirical example is provided for illustrative purposes. In the discussion, issues concerning the quality of psychological data, possible extensions of the proposed methods to the fourth central moment of regression residuals, and potential applications are addressed.
Logistic regression for risk factor modelling in stuttering research.
Reed, Phil; Wu, Yaqionq
2013-06-01
To outline the uses of logistic regression and other statistical methods for risk factor analysis in the context of research on stuttering. The principles underlying the application of a logistic regression are illustrated, and the types of questions to which such a technique has been applied in the stuttering field are outlined. The assumptions and limitations of the technique are discussed with respect to existing stuttering research, and with respect to formulating appropriate research strategies to accommodate these considerations. Finally, some alternatives to the approach are briefly discussed. The way the statistical procedures are employed are demonstrated with some hypothetical data. Research into several practical issues concerning stuttering could benefit if risk factor modelling were used. Important examples are early diagnosis, prognosis (whether a child will recover or persist) and assessment of treatment outcome. After reading this article you will: (a) Summarize the situations in which logistic regression can be applied to a range of issues about stuttering; (b) Follow the steps in performing a logistic regression analysis; (c) Describe the assumptions of the logistic regression technique and the precautions that need to be checked when it is employed; (d) Be able to summarize its advantages over other techniques like estimation of group differences and simple regression. Copyright © 2012 Elsevier Inc. All rights reserved.
DEFF Research Database (Denmark)
Ding, Tao; Li, Cheng; Huang, Can
2018-01-01
–slave structure and improves traditional centralized modeling methods by alleviating the big data problem in a control center. Specifically, the transmission-distribution-network coordination issue of the hierarchical modeling method is investigated. First, a curve-fitting approach is developed to provide a cost......In order to solve the reactive power optimization with joint transmission and distribution networks, a hierarchical modeling method is proposed in this paper. It allows the reactive power optimization of transmission and distribution networks to be performed separately, leading to a master...... optimality. Numerical results on two test systems verify the effectiveness of the proposed hierarchical modeling and curve-fitting methods....
Nakamura, Ryota; Suhrcke, Marc; Jebb, Susan A; Pechey, Rachel; Almiron-Roig, Eva; Marteau, Theresa M
2015-04-01
There is a growing concern, but limited evidence, that price promotions contribute to a poor diet and the social patterning of diet-related disease. We examined the following questions: 1) Are less-healthy foods more likely to be promoted than healthier foods? 2) Are consumers more responsive to promotions on less-healthy products? 3) Are there socioeconomic differences in food purchases in response to price promotions? With the use of hierarchical regression, we analyzed data on purchases of 11,323 products within 135 food and beverage categories from 26,986 households in Great Britain during 2010. Major supermarkets operated the same price promotions in all branches. The number of stores that offered price promotions on each product for each week was used to measure the frequency of price promotions. We assessed the healthiness of each product by using a nutrient profiling (NP) model. A total of 6788 products (60%) were in healthier categories and 4535 products (40%) were in less-healthy categories. There was no significant gap in the frequency of promotion by the healthiness of products neither within nor between categories. However, after we controlled for the reference price, price discount rate, and brand-specific effects, the sales uplift arising from price promotions was larger in less-healthy than in healthier categories; a 1-SD point increase in the category mean NP score, implying the category becomes less healthy, was associated with an additional 7.7-percentage point increase in sales (from 27.3% to 35.0%; P sales uplift from promotions was larger for higher-socioeconomic status (SES) groups than for lower ones (34.6% for the high-SES group, 28.1% for the middle-SES group, and 23.1% for the low-SES group). Finally, there was no significant SES gap in the absolute volume of purchases of less-healthy foods made on promotion. Attempts to limit promotions on less-healthy foods could improve the population diet but would be unlikely to reduce health
Modeling and prediction of flotation performance using support vector regression
Directory of Open Access Journals (Sweden)
Despotović Vladimir
2017-01-01
Full Text Available Continuous efforts have been made in recent year to improve the process of paper recycling, as it is of critical importance for saving the wood, water and energy resources. Flotation deinking is considered to be one of the key methods for separation of ink particles from the cellulose fibres. Attempts to model the flotation deinking process have often resulted in complex models that are difficult to implement and use. In this paper a model for prediction of flotation performance based on Support Vector Regression (SVR, is presented. Representative data samples were created in laboratory, under a variety of practical control variables for the flotation deinking process, including different reagents, pH values and flotation residence time. Predictive model was created that was trained on these data samples, and the flotation performance was assessed showing that Support Vector Regression is a promising method even when dataset used for training the model is limited.
Bayesian approach to errors-in-variables in regression models
Rozliman, Nur Aainaa; Ibrahim, Adriana Irawati Nur; Yunus, Rossita Mohammad
2017-05-01
In many applications and experiments, data sets are often contaminated with error or mismeasured covariates. When at least one of the covariates in a model is measured with error, Errors-in-Variables (EIV) model can be used. Measurement error, when not corrected, would cause misleading statistical inferences and analysis. Therefore, our goal is to examine the relationship of the outcome variable and the unobserved exposure variable given the observed mismeasured surrogate by applying the Bayesian formulation to the EIV model. We shall extend the flexible parametric method proposed by Hossain and Gustafson (2009) to another nonlinear regression model which is the Poisson regression model. We shall then illustrate the application of this approach via a simulation study using Markov chain Monte Carlo sampling methods.
Yu, Wenxi; Liu, Yang; Ma, Zongwei; Bi, Jun
2017-08-01
Using satellite-based aerosol optical depth (AOD) measurements and statistical models to estimate ground-level PM 2.5 is a promising way to fill the areas that are not covered by ground PM 2.5 monitors. The statistical models used in previous studies are primarily Linear Mixed Effects (LME) and Geographically Weighted Regression (GWR) models. In this study, we developed a new regression model between PM 2.5 and AOD using Gaussian processes in a Bayesian hierarchical setting. Gaussian processes model the stochastic nature of the spatial random effects, where the mean surface and the covariance function is specified. The spatial stochastic process is incorporated under the Bayesian hierarchical framework to explain the variation of PM 2.5 concentrations together with other factors, such as AOD, spatial and non-spatial random effects. We evaluate the results of our model and compare them with those of other, conventional statistical models (GWR and LME) by within-sample model fitting and out-of-sample validation (cross validation, CV). The results show that our model possesses a CV result (R 2 = 0.81) that reflects higher accuracy than that of GWR and LME (0.74 and 0.48, respectively). Our results indicate that Gaussian process models have the potential to improve the accuracy of satellite-based PM 2.5 estimates.
Time series regression model for infectious disease and weather.
Imai, Chisato; Armstrong, Ben; Chalabi, Zaid; Mangtani, Punam; Hashizume, Masahiro
2015-10-01
Time series regression has been developed and long used to evaluate the short-term associations of air pollution and weather with mortality or morbidity of non-infectious diseases. The application of the regression approaches from this tradition to infectious diseases, however, is less well explored and raises some new issues. We discuss and present potential solutions for five issues often arising in such analyses: changes in immune population, strong autocorrelations, a wide range of plausible lag structures and association patterns, seasonality adjustments, and large overdispersion. The potential approaches are illustrated with datasets of cholera cases and rainfall from Bangladesh and influenza and temperature in Tokyo. Though this article focuses on the application of the traditional time series regression to infectious diseases and weather factors, we also briefly introduce alternative approaches, including mathematical modeling, wavelet analysis, and autoregressive integrated moving average (ARIMA) models. Modifications proposed to standard time series regression practice include using sums of past cases as proxies for the immune population, and using the logarithm of lagged disease counts to control autocorrelation due to true contagion, both of which are motivated from "susceptible-infectious-recovered" (SIR) models. The complexity of lag structures and association patterns can often be informed by biological mechanisms and explored by using distributed lag non-linear models. For overdispersed models, alternative distribution models such as quasi-Poisson and negative binomial should be considered. Time series regression can be used to investigate dependence of infectious diseases on weather, but may need modifying to allow for features specific to this context. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.
Variable Selection for Regression Models of Percentile Flows
Fouad, G.
2017-12-01
Percentile flows describe the flow magnitude equaled or exceeded for a given percent of time, and are widely used in water resource management. However, these statistics are normally unavailable since most basins are ungauged. Percentile flows of ungauged basins are often predicted using regression models based on readily observable basin characteristics, such as mean elevation. The number of these independent variables is too large to evaluate all possible models. A subset of models is typically evaluated using automatic procedures, like stepwise regression. This ignores a large variety of methods from the field of feature (variable) selection and physical understanding of percentile flows. A study of 918 basins in the United States was conducted to compare an automatic regression procedure to the following variable selection methods: (1) principal component analysis, (2) correlation analysis, (3) random forests, (4) genetic programming, (5) Bayesian networks, and (6) physical understanding. The automatic regression procedure only performed better than principal component analysis. Poor performance of the regression procedure was due to a commonly used filter for multicollinearity, which rejected the strongest models because they had cross-correlated independent variables. Multicollinearity did not decrease model performance in validation because of a representative set of calibration basins. Variable selection methods based strictly on predictive power (numbers 2-5 from above) performed similarly, likely indicating a limit to the predictive power of the variables. Similar performance was also reached using variables selected based on physical understanding, a finding that substantiates recent calls to emphasize physical understanding in modeling for predictions in ungauged basins. The strongest variables highlighted the importance of geology and land cover, whereas widely used topographic variables were the weakest predictors. Variables suffered from a high
Linearity and Misspecification Tests for Vector Smooth Transition Regression Models
DEFF Research Database (Denmark)
Teräsvirta, Timo; Yang, Yukai
The purpose of the paper is to derive Lagrange multiplier and Lagrange multiplier type specification and misspecification tests for vector smooth transition regression models. We report results from simulation studies in which the size and power properties of the proposed asymptotic tests in small...
Application of multilinear regression analysis in modeling of soil ...
African Journals Online (AJOL)
The application of Multi-Linear Regression Analysis (MLRA) model for predicting soil properties in Calabar South offers a technical guide and solution in foundation designs problems in the area. Forty-five soil samples were collected from fifteen different boreholes at a different depth and 270 tests were carried out for CBR, ...
Efficient estimation of an additive quantile regression model
Cheng, Y.; de Gooijer, J.G.; Zerom, D.
2009-01-01
In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the method of De Gooijer and Zerom (2003). By
Efficient estimation of an additive quantile regression model
Cheng, Y.; de Gooijer, J.G.; Zerom, D.
2010-01-01
In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the method of De Gooijer and Zerom (2003). By
Efficient estimation of an additive quantile regression model
Cheng, Y.; de Gooijer, J.G.; Zerom, D.
2011-01-01
In this paper, two non-parametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a more viable alternative to existing kernel-based approaches. The second estimator
A binary logistic regression model with complex sampling design of ...
African Journals Online (AJOL)
2017-09-03
Sep 3, 2017 ... Bi-variable and multi-variable binary logistic regression model with complex sampling design was fitted. .... Data was entered into STATA-12 and analyzed using. SPSS-21. .... lack of access/too far or costs too much. 35. 1.2.
Transpiration of glasshouse rose crops: evaluation of regression models
Baas, R.; Rijssel, van E.
2006-01-01
Regression models of transpiration (T) based on global radiation inside the greenhouse (G), with or without energy input from heating pipes (Eh) and/or vapor pressure deficit (VPD) were parameterized. Therefore, data on T, G, temperatures from air, canopy and heating pipes, and VPD from both a
Statistical modelling of railway track geometry degradation using Hierarchical Bayesian models
International Nuclear Information System (INIS)
Andrade, A.R.; Teixeira, P.F.
2015-01-01
Railway maintenance planners require a predictive model that can assess the railway track geometry degradation. The present paper uses a Hierarchical Bayesian model as a tool to model the main two quality indicators related to railway track geometry degradation: the standard deviation of longitudinal level defects and the standard deviation of horizontal alignment defects. Hierarchical Bayesian Models (HBM) are flexible statistical models that allow specifying different spatially correlated components between consecutive track sections, namely for the deterioration rates and the initial qualities parameters. HBM are developed for both quality indicators, conducting an extensive comparison between candidate models and a sensitivity analysis on prior distributions. HBM is applied to provide an overall assessment of the degradation of railway track geometry, for the main Portuguese railway line Lisbon–Oporto. - Highlights: • Rail track geometry degradation is analysed using Hierarchical Bayesian models. • A Gibbs sampling strategy is put forward to estimate the HBM. • Model comparison and sensitivity analysis find the most suitable model. • We applied the most suitable model to all the segments of the main Portuguese line. • Tackling spatial correlations using CAR structures lead to a better model fit
Approximating prediction uncertainty for random forest regression models
John W. Coulston; Christine E. Blinn; Valerie A. Thomas; Randolph H. Wynne
2016-01-01
Machine learning approaches such as random forest haveÂ increased for the spatial modeling and mapping of continuousÂ variables. Random forest is a non-parametric ensembleÂ approach, and unlike traditional regression approaches thereÂ is no direct quantification of prediction error. UnderstandingÂ prediction uncertainty is important when using model-basedÂ continuous maps as...
CICAAR - Convolutive ICA with an Auto-Regressive Inverse Model
DEFF Research Database (Denmark)
Dyrholm, Mads; Hansen, Lars Kai
2004-01-01
We invoke an auto-regressive IIR inverse model for convolutive ICA and derive expressions for the likelihood and its gradient. We argue that optimization will give a stable inverse. When there are more sensors than sources the mixing model parameters are estimated in a second step by least square...... estimation. We demonstrate the method on synthetic data and finally separate speech and music in a real room recording....
On concurvity in nonlinear and nonparametric regression models
Directory of Open Access Journals (Sweden)
Sonia Amodio
2014-12-01
Full Text Available When data are affected by multicollinearity in the linear regression framework, then concurvity will be present in fitting a generalized additive model (GAM. The term concurvity describes nonlinear dependencies among the predictor variables. As collinearity results in inflated variance of the estimated regression coefficients in the linear regression model, the result of the presence of concurvity leads to instability of the estimated coefficients in GAMs. Even if the backfitting algorithm will always converge to a solution, in case of concurvity the final solution of the backfitting procedure in fitting a GAM is influenced by the starting functions. While exact concurvity is highly unlikely, approximate concurvity, the analogue of multicollinearity, is of practical concern as it can lead to upwardly biased estimates of the parameters and to underestimation of their standard errors, increasing the risk of committing type I error. We compare the existing approaches to detect concurvity, pointing out their advantages and drawbacks, using simulated and real data sets. As a result, this paper will provide a general criterion to detect concurvity in nonlinear and non parametric regression models.
Regression Models and Fuzzy Logic Prediction of TBM Penetration Rate
Directory of Open Access Journals (Sweden)
Minh Vu Trieu
2017-03-01
Full Text Available This paper presents statistical analyses of rock engineering properties and the measured penetration rate of tunnel boring machine (TBM based on the data of an actual project. The aim of this study is to analyze the influence of rock engineering properties including uniaxial compressive strength (UCS, Brazilian tensile strength (BTS, rock brittleness index (BI, the distance between planes of weakness (DPW, and the alpha angle (Alpha between the tunnel axis and the planes of weakness on the TBM rate of penetration (ROP. Four (4 statistical regression models (two linear and two nonlinear are built to predict the ROP of TBM. Finally a fuzzy logic model is developed as an alternative method and compared to the four statistical regression models. Results show that the fuzzy logic model provides better estimations and can be applied to predict the TBM performance. The R-squared value (R2 of the fuzzy logic model scores the highest value of 0.714 over the second runner-up of 0.667 from the multiple variables nonlinear regression model.
Regression Models and Fuzzy Logic Prediction of TBM Penetration Rate
Minh, Vu Trieu; Katushin, Dmitri; Antonov, Maksim; Veinthal, Renno
2017-03-01
This paper presents statistical analyses of rock engineering properties and the measured penetration rate of tunnel boring machine (TBM) based on the data of an actual project. The aim of this study is to analyze the influence of rock engineering properties including uniaxial compressive strength (UCS), Brazilian tensile strength (BTS), rock brittleness index (BI), the distance between planes of weakness (DPW), and the alpha angle (Alpha) between the tunnel axis and the planes of weakness on the TBM rate of penetration (ROP). Four (4) statistical regression models (two linear and two nonlinear) are built to predict the ROP of TBM. Finally a fuzzy logic model is developed as an alternative method and compared to the four statistical regression models. Results show that the fuzzy logic model provides better estimations and can be applied to predict the TBM performance. The R-squared value (R2) of the fuzzy logic model scores the highest value of 0.714 over the second runner-up of 0.667 from the multiple variables nonlinear regression model.
Detection of Outliers in Regression Model for Medical Data
Directory of Open Access Journals (Sweden)
Stephen Raj S
2017-07-01
Full Text Available In regression analysis, an outlier is an observation for which the residual is large in magnitude compared to other observations in the data set. The detection of outliers and influential points is an important step of the regression analysis. Outlier detection methods have been used to detect and remove anomalous values from data. In this paper, we detect the presence of outliers in simple linear regression models for medical data set. Chatterjee and Hadi mentioned that the ordinary residuals are not appropriate for diagnostic purposes; a transformed version of them is preferable. First, we investigate the presence of outliers based on existing procedures of residuals and standardized residuals. Next, we have used the new approach of standardized scores for detecting outliers without the use of predicted values. The performance of the new approach was verified with the real-life data.
Hu, Ming-Hsia; Yeh, Chih-Jun; Chen, Tou-Rong; Wang, Ching-Yi
2014-01-01
A valid, time-efficient and easy-to-use instrument is important for busy clinical settings, large scale surveys, or community screening use. The purpose of this study was to validate the mobility hierarchical disability categorization model (an abbreviated model) by investigating its concurrent validity with the multidimensional hierarchical disability categorization model (a comprehensive model) and triangulating both models with physical performance measures in older adults. 604 community-dwelling older adults of at least 60 years in age volunteered to participate. Self-reported function on mobility, instrumental activities of daily living (IADL) and activities of daily living (ADL) domains were recorded and then the disability status determined based on both the multidimensional hierarchical categorization model and the mobility hierarchical categorization model. The physical performance measures, consisting of grip strength and usual and fastest gait speeds (UGS, FGS), were collected on the same day. Both categorization models showed high correlation (γs = 0.92, p categorization models. The results of multiple regression analysis indicated that both models individually explain similar amount of variance on all physical performances, with adjustments for age, sex, and number of comorbidities. Our results found that the mobility hierarchical disability categorization model is a valid and time efficient tool for large survey or screening use.
Electricity consumption forecasting in Italy using linear regression models
Energy Technology Data Exchange (ETDEWEB)
Bianco, Vincenzo; Manca, Oronzio; Nardini, Sergio [DIAM, Seconda Universita degli Studi di Napoli, Via Roma 29, 81031 Aversa (CE) (Italy)
2009-09-15
The influence of economic and demographic variables on the annual electricity consumption in Italy has been investigated with the intention to develop a long-term consumption forecasting model. The time period considered for the historical data is from 1970 to 2007. Different regression models were developed, using historical electricity consumption, gross domestic product (GDP), gross domestic product per capita (GDP per capita) and population. A first part of the paper considers the estimation of GDP, price and GDP per capita elasticities of domestic and non-domestic electricity consumption. The domestic and non-domestic short run price elasticities are found to be both approximately equal to -0.06, while long run elasticities are equal to -0.24 and -0.09, respectively. On the contrary, the elasticities of GDP and GDP per capita present higher values. In the second part of the paper, different regression models, based on co-integrated or stationary data, are presented. Different statistical tests are employed to check the validity of the proposed models. A comparison with national forecasts, based on complex econometric models, such as Markal-Time, was performed, showing that the developed regressions are congruent with the official projections, with deviations of {+-}1% for the best case and {+-}11% for the worst. These deviations are to be considered acceptable in relation to the time span taken into account. (author)
Electricity consumption forecasting in Italy using linear regression models
International Nuclear Information System (INIS)
Bianco, Vincenzo; Manca, Oronzio; Nardini, Sergio
2009-01-01
The influence of economic and demographic variables on the annual electricity consumption in Italy has been investigated with the intention to develop a long-term consumption forecasting model. The time period considered for the historical data is from 1970 to 2007. Different regression models were developed, using historical electricity consumption, gross domestic product (GDP), gross domestic product per capita (GDP per capita) and population. A first part of the paper considers the estimation of GDP, price and GDP per capita elasticities of domestic and non-domestic electricity consumption. The domestic and non-domestic short run price elasticities are found to be both approximately equal to -0.06, while long run elasticities are equal to -0.24 and -0.09, respectively. On the contrary, the elasticities of GDP and GDP per capita present higher values. In the second part of the paper, different regression models, based on co-integrated or stationary data, are presented. Different statistical tests are employed to check the validity of the proposed models. A comparison with national forecasts, based on complex econometric models, such as Markal-Time, was performed, showing that the developed regressions are congruent with the official projections, with deviations of ±1% for the best case and ±11% for the worst. These deviations are to be considered acceptable in relation to the time span taken into account. (author)
Cuffney, T.F.; Kashuba, R.; Qian, S.S.; Alameddine, I.; Cha, Y.K.; Lee, B.; Coles, J.F.; McMahon, G.
2011-01-01
Multilevel hierarchical regression was used to examine regional patterns in the responses of benthic macroinvertebrates and algae to urbanization across 9 metropolitan areas of the conterminous USA. Linear regressions established that responses (intercepts and slopes) to urbanization of invertebrates and algae varied among metropolitan areas. Multilevel hierarchical regression models were able to explain these differences on the basis of region-scale predictors. Regional differences in the type of land cover (agriculture or forest) being converted to urban and climatic factors (precipitation and air temperature) accounted for the differences in the response of macroinvertebrates to urbanization based on ordination scores, total richness, Ephemeroptera, Plecoptera, Trichoptera richness, and average tolerance. Regional differences in climate and antecedent agriculture also accounted for differences in the responses of salt-tolerant diatoms, but differences in the responses of other diatom metrics (% eutraphenic, % sensitive, and % silt tolerant) were best explained by regional differences in soils (mean % clay soils). The effects of urbanization were most readily detected in regions where forest lands were being converted to urban land because agricultural development significantly degraded assemblages before urbanization and made detection of urban effects difficult. The effects of climatic factors (temperature, precipitation) on background conditions (biogeographic differences) and rates of response to urbanization were most apparent after accounting for the effects of agricultural development. The effects of climate and land cover on responses to urbanization provide strong evidence that monitoring, mitigation, and restoration efforts must be tailored for specific regions and that attainment goals (background conditions) may not be possible in regions with high levels of prior disturbance (e.g., agricultural development). ?? 2011 by The North American
Regression Model to Predict Global Solar Irradiance in Malaysia
Directory of Open Access Journals (Sweden)
Hairuniza Ahmed Kutty
2015-01-01
Full Text Available A novel regression model is developed to estimate the monthly global solar irradiance in Malaysia. The model is developed based on different available meteorological parameters, including temperature, cloud cover, rain precipitate, relative humidity, wind speed, pressure, and gust speed, by implementing regression analysis. This paper reports on the details of the analysis of the effect of each prediction parameter to identify the parameters that are relevant to estimating global solar irradiance. In addition, the proposed model is compared in terms of the root mean square error (RMSE, mean bias error (MBE, and the coefficient of determination (R2 with other models available from literature studies. Seven models based on single parameters (PM1 to PM7 and five multiple-parameter models (PM7 to PM12 are proposed. The new models perform well, with RMSE ranging from 0.429% to 1.774%, R2 ranging from 0.942 to 0.992, and MBE ranging from −0.1571% to 0.6025%. In general, cloud cover significantly affects the estimation of global solar irradiance. However, cloud cover in Malaysia lacks sufficient influence when included into multiple-parameter models although it performs fairly well in single-parameter prediction models.
Two-step variable selection in quantile regression models
Directory of Open Access Journals (Sweden)
FAN Yali
2015-06-01
Full Text Available We propose a two-step variable selection procedure for high dimensional quantile regressions, in which the dimension of the covariates, pn is much larger than the sample size n. In the first step, we perform ℓ1 penalty, and we demonstrate that the first step penalized estimator with the LASSO penalty can reduce the model from an ultra-high dimensional to a model whose size has the same order as that of the true model, and the selected model can cover the true model. The second step excludes the remained irrelevant covariates by applying the adaptive LASSO penalty to the reduced model obtained from the first step. Under some regularity conditions, we show that our procedure enjoys the model selection consistency. We conduct a simulation study and a real data analysis to evaluate the finite sample performance of the proposed approach.
New robust statistical procedures for the polytomous logistic regression models.
Castilla, Elena; Ghosh, Abhik; Martin, Nirian; Pardo, Leandro
2018-05-17
This article derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a family of Wald-type test statistics for linear hypotheses is introduced. Robustness properties of both the proposed estimators and the test statistics are theoretically studied through the classical influence function analysis. Appropriate real life examples are presented to justify the requirement of suitable robust statistical procedures in place of the likelihood based inference for the polytomous logistic regression model. The validity of the theoretical results established in the article are further confirmed empirically through suitable simulation studies. Finally, an approach for the data-driven selection of the robustness tuning parameter is proposed with empirical justifications. © 2018, The International Biometric Society.
THE REGRESSION MODEL OF IRAN LIBRARIES ORGANIZATIONAL CLIMATE
Jahani, Mohammad Ali; Yaminfirooz, Mousa; Siamian, Hasan
2015-01-01
Background: The purpose of this study was to drawing a regression model of organizational climate of central libraries of Iran?s universities. Methods: This study is an applied research. The statistical population of this study consisted of 96 employees of the central libraries of Iran?s public universities selected among the 117 universities affiliated to the Ministry of Health by Stratified Sampling method (510 people). Climate Qual localized questionnaire was used as research tools. For pr...
Online Statistical Modeling (Regression Analysis) for Independent Responses
Made Tirta, I.; Anggraeni, Dian; Pandutama, Martinus
2017-06-01
Regression analysis (statistical analmodelling) are among statistical methods which are frequently needed in analyzing quantitative data, especially to model relationship between response and explanatory variables. Nowadays, statistical models have been developed into various directions to model various type and complex relationship of data. Rich varieties of advanced and recent statistical modelling are mostly available on open source software (one of them is R). However, these advanced statistical modelling, are not very friendly to novice R users, since they are based on programming script or command line interface. Our research aims to developed web interface (based on R and shiny), so that most recent and advanced statistical modelling are readily available, accessible and applicable on web. We have previously made interface in the form of e-tutorial for several modern and advanced statistical modelling on R especially for independent responses (including linear models/LM, generalized linier models/GLM, generalized additive model/GAM and generalized additive model for location scale and shape/GAMLSS). In this research we unified them in the form of data analysis, including model using Computer Intensive Statistics (Bootstrap and Markov Chain Monte Carlo/ MCMC). All are readily accessible on our online Virtual Statistics Laboratory. The web (interface) make the statistical modeling becomes easier to apply and easier to compare them in order to find the most appropriate model for the data.
Energy Technology Data Exchange (ETDEWEB)
Sumida, S [U-shin Ltd., Tokyo (Japan); Nagamatsu, M; Maruyama, K [Hokkaido Institute of Technology, Sapporo (Japan); Hiramatsu, S [Mazda Motor Corp., Hiroshima (Japan)
1997-10-01
A new approach on modeling is put forward in order to compose the virtual prototype which is indispensable for fully computer integrated concurrent development of automobile product. A basic concept of the hierarchical functional model is proposed as the concrete form of this new modeling technology. This model is used mainly for explaining and simulating functions and efficiencies of both the parts and the total product of automobile. All engineers who engage themselves in design and development of automobile can collaborate with one another using this model. Some application examples are shown, and usefulness of this model is demonstrated. 5 refs., 5 figs.
Bai, Hao; Zhang, Xi-wen
2017-06-01
While Chinese is learned as a second language, its characters are taught step by step from their strokes to components, radicals to components, and their complex relations. Chinese Characters in digital ink from non-native language writers are deformed seriously, thus the global recognition approaches are poorer. So a progressive approach from bottom to top is presented based on hierarchical models. Hierarchical information includes strokes and hierarchical components. Each Chinese character is modeled as a hierarchical tree. Strokes in one Chinese characters in digital ink are classified with Hidden Markov Models and concatenated to the stroke symbol sequence. And then the structure of components in one ink character is extracted. According to the extraction result and the stroke symbol sequence, candidate characters are traversed and scored. Finally, the recognition candidate results are listed by descending. The method of this paper is validated by testing 19815 copies of the handwriting Chinese characters written by foreign students.
Reconstruction of missing daily streamflow data using dynamic regression models
Tencaliec, Patricia; Favre, Anne-Catherine; Prieur, Clémentine; Mathevet, Thibault
2015-12-01
River discharge is one of the most important quantities in hydrology. It provides fundamental records for water resources management and climate change monitoring. Even very short data-gaps in this information can cause extremely different analysis outputs. Therefore, reconstructing missing data of incomplete data sets is an important step regarding the performance of the environmental models, engineering, and research applications, thus it presents a great challenge. The objective of this paper is to introduce an effective technique for reconstructing missing daily discharge data when one has access to only daily streamflow data. The proposed procedure uses a combination of regression and autoregressive integrated moving average models (ARIMA) called dynamic regression model. This model uses the linear relationship between neighbor and correlated stations and then adjusts the residual term by fitting an ARIMA structure. Application of the model to eight daily streamflow data for the Durance river watershed showed that the model yields reliable estimates for the missing data in the time series. Simulation studies were also conducted to evaluate the performance of the procedure.
New aerial survey and hierarchical model to estimate manatee abundance
Langimm, Cahterine A.; Dorazio, Robert M.; Stith, Bradley M.; Doyle, Terry J.
2011-01-01
Monitoring the response of endangered and protected species to hydrological restoration is a major component of the adaptive management framework of the Comprehensive Everglades Restoration Plan. The endangered Florida manatee (Trichechus manatus latirostris) lives at the marine-freshwater interface in southwest Florida and is likely to be affected by hydrologic restoration. To provide managers with prerestoration information on distribution and abundance for postrestoration comparison, we developed and implemented a new aerial survey design and hierarchical statistical model to estimate and map abundance of manatees as a function of patch-specific habitat characteristics, indicative of manatee requirements for offshore forage (seagrass), inland fresh drinking water, and warm-water winter refuge. We estimated the number of groups of manatees from dual-observer counts and estimated the number of individuals within groups by removal sampling. Our model is unique in that we jointly analyzed group and individual counts using assumptions that allow probabilities of group detection to depend on group size. Ours is the first analysis of manatee aerial surveys to model spatial and temporal abundance of manatees in association with habitat type while accounting for imperfect detection. We conducted the study in the Ten Thousand Islands area of southwestern Florida, USA, which was expected to be affected by the Picayune Strand Restoration Project to restore hydrology altered for a failed real-estate development. We conducted 11 surveys in 2006, spanning the cold, dry season and warm, wet season. To examine short-term and seasonal changes in distribution we flew paired surveys 1–2 days apart within a given month during the year. Manatees were sparsely distributed across the landscape in small groups. Probability of detection of a group increased with group size; the magnitude of the relationship between group size and detection probability varied among surveys. Probability
Predicting and Modelling of Survival Data when Cox's Regression Model does not hold
DEFF Research Database (Denmark)
Scheike, Thomas H.; Zhang, Mei-Jie
2002-01-01
Aalen model; additive risk model; counting processes; competing risk; Cox regression; flexible modeling; goodness of fit; prediction of survival; survival analysis; time-varying effects......Aalen model; additive risk model; counting processes; competing risk; Cox regression; flexible modeling; goodness of fit; prediction of survival; survival analysis; time-varying effects...
Extended cox regression model: The choice of timefunction
Isik, Hatice; Tutkun, Nihal Ata; Karasoy, Durdu
2017-07-01
Cox regression model (CRM), which takes into account the effect of censored observations, is one the most applicative and usedmodels in survival analysis to evaluate the effects of covariates. Proportional hazard (PH), requires a constant hazard ratio over time, is the assumptionofCRM. Using extended CRM provides the test of including a time dependent covariate to assess the PH assumption or an alternative model in case of nonproportional hazards. In this study, the different types of real data sets are used to choose the time function and the differences between time functions are analyzed and discussed.
A test of inflated zeros for Poisson regression models.
He, Hua; Zhang, Hui; Ye, Peng; Tang, Wan
2017-01-01
Excessive zeros are common in practice and may cause overdispersion and invalidate inference when fitting Poisson regression models. There is a large body of literature on zero-inflated Poisson models. However, methods for testing whether there are excessive zeros are less well developed. The Vuong test comparing a Poisson and a zero-inflated Poisson model is commonly applied in practice. However, the type I error of the test often deviates seriously from the nominal level, rendering serious doubts on the validity of the test in such applications. In this paper, we develop a new approach for testing inflated zeros under the Poisson model. Unlike the Vuong test for inflated zeros, our method does not require a zero-inflated Poisson model to perform the test. Simulation studies show that when compared with the Vuong test our approach not only better at controlling type I error rate, but also yield more power.
A mechanical model of biomimetic adhesive pads with tilted and hierarchical structures.
Schargott, M
2009-06-01
A 3D model for hierarchical biomimetic adhesive pads is constructed. It is based on the main principles of the adhesive pads of the Tokay gecko and consists of hierarchical layers of vertical or tilted beams, where each layer is constructed in such a way that no cohesion between adjacent beams can occur. The elastic and adhesive properties are calculated analytically and numerically. For the adhesive contact on stochastically rough surfaces, the maximum adhesion force increases with increasing number of hierarchical layers. Additional calculations show that the adhesion force also depends on the height spectrum of the rough surface.
A mechanical model of biomimetic adhesive pads with tilted and hierarchical structures
Energy Technology Data Exchange (ETDEWEB)
Schargott, M [Institute of Mechanics, Technische Universitaet Berlin, Strd 17 Juni 135, 10623 Berlin (Germany)], E-mail: martin.schargott@tu-berlin.de
2009-06-01
A 3D model for hierarchical biomimetic adhesive pads is constructed. It is based on the main principles of the adhesive pads of the Tokay gecko and consists of hierarchical layers of vertical or tilted beams, where each layer is constructed in such a way that no cohesion between adjacent beams can occur. The elastic and adhesive properties are calculated analytically and numerically. For the adhesive contact on stochastically rough surfaces, the maximum adhesion force increases with increasing number of hierarchical layers. Additional calculations show that the adhesion force also depends on the height spectrum of the rough surface.
A mechanical model of biomimetic adhesive pads with tilted and hierarchical structures
International Nuclear Information System (INIS)
Schargott, M
2009-01-01
A 3D model for hierarchical biomimetic adhesive pads is constructed. It is based on the main principles of the adhesive pads of the Tokay gecko and consists of hierarchical layers of vertical or tilted beams, where each layer is constructed in such a way that no cohesion between adjacent beams can occur. The elastic and adhesive properties are calculated analytically and numerically. For the adhesive contact on stochastically rough surfaces, the maximum adhesion force increases with increasing number of hierarchical layers. Additional calculations show that the adhesion force also depends on the height spectrum of the rough surface
Multivariate Frequency-Severity Regression Models in Insurance
Directory of Open Access Journals (Sweden)
Edward W. Frees
2016-02-01
Full Text Available In insurance and related industries including healthcare, it is common to have several outcome measures that the analyst wishes to understand using explanatory variables. For example, in automobile insurance, an accident may result in payments for damage to one’s own vehicle, damage to another party’s vehicle, or personal injury. It is also common to be interested in the frequency of accidents in addition to the severity of the claim amounts. This paper synthesizes and extends the literature on multivariate frequency-severity regression modeling with a focus on insurance industry applications. Regression models for understanding the distribution of each outcome continue to be developed yet there now exists a solid body of literature for the marginal outcomes. This paper contributes to this body of literature by focusing on the use of a copula for modeling the dependence among these outcomes; a major advantage of this tool is that it preserves the body of work established for marginal models. We illustrate this approach using data from the Wisconsin Local Government Property Insurance Fund. This fund offers insurance protection for (i property; (ii motor vehicle; and (iii contractors’ equipment claims. In addition to several claim types and frequency-severity components, outcomes can be further categorized by time and space, requiring complex dependency modeling. We find significant dependencies for these data; specifically, we find that dependencies among lines are stronger than the dependencies between the frequency and average severity within each line.
Augmented Beta rectangular regression models: A Bayesian perspective.
Wang, Jue; Luo, Sheng
2016-01-01
Mixed effects Beta regression models based on Beta distributions have been widely used to analyze longitudinal percentage or proportional data ranging between zero and one. However, Beta distributions are not flexible to extreme outliers or excessive events around tail areas, and they do not account for the presence of the boundary values zeros and ones because these values are not in the support of the Beta distributions. To address these issues, we propose a mixed effects model using Beta rectangular distribution and augment it with the probabilities of zero and one. We conduct extensive simulation studies to assess the performance of mixed effects models based on both the Beta and Beta rectangular distributions under various scenarios. The simulation studies suggest that the regression models based on Beta rectangular distributions improve the accuracy of parameter estimates in the presence of outliers and heavy tails. The proposed models are applied to the motivating Neuroprotection Exploratory Trials in Parkinson's Disease (PD) Long-term Study-1 (LS-1 study, n = 1741), developed by The National Institute of Neurological Disorders and Stroke Exploratory Trials in Parkinson's Disease (NINDS NET-PD) network. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Modeling the number of car theft using Poisson regression
Zulkifli, Malina; Ling, Agnes Beh Yen; Kasim, Maznah Mat; Ismail, Noriszura
2016-10-01
Regression analysis is the most popular statistical methods used to express the relationship between the variables of response with the covariates. The aim of this paper is to evaluate the factors that influence the number of car theft using Poisson regression model. This paper will focus on the number of car thefts that occurred in districts in Peninsular Malaysia. There are two groups of factor that have been considered, namely district descriptive factors and socio and demographic factors. The result of the study showed that Bumiputera composition, Chinese composition, Other ethnic composition, foreign migration, number of residence with the age between 25 to 64, number of employed person and number of unemployed person are the most influence factors that affect the car theft cases. These information are very useful for the law enforcement department, insurance company and car owners in order to reduce and limiting the car theft cases in Peninsular Malaysia.
Dynamic Regression Intervention Modeling for the Malaysian Daily Load
Directory of Open Access Journals (Sweden)
Fadhilah Abdrazak
2014-05-01
Full Text Available Malaysia is a unique country due to having both fixed and moving holidays. These moving holidays may overlap with other fixed holidays and therefore, increase the complexity of the load forecasting activities. The errors due to holidays’ effects in the load forecasting are known to be higher than other factors. If these effects can be estimated and removed, the behavior of the series could be better viewed. Thus, the aim of this paper is to improve the forecasting errors by using a dynamic regression model with intervention analysis. Based on the linear transfer function method, a daily load model consists of either peak or average is developed. The developed model outperformed the seasonal ARIMA model in estimating the fixed and moving holidays’ effects and achieved a smaller Mean Absolute Percentage Error (MAPE in load forecast.
Learning Supervised Topic Models for Classification and Regression from Crowds.
Rodrigues, Filipe; Lourenco, Mariana; Ribeiro, Bernardete; Pereira, Francisco C
2017-12-01
The growing need to analyze large collections of documents has led to great developments in topic modeling. Since documents are frequently associated with other related variables, such as labels or ratings, much interest has been placed on supervised topic models. However, the nature of most annotation tasks, prone to ambiguity and noise, often with high volumes of documents, deem learning under a single-annotator assumption unrealistic or unpractical for most real-world applications. In this article, we propose two supervised topic models, one for classification and another for regression problems, which account for the heterogeneity and biases among different annotators that are encountered in practice when learning from crowds. We develop an efficient stochastic variational inference algorithm that is able to scale to very large datasets, and we empirically demonstrate the advantages of the proposed model over state-of-the-art approaches.
Continuous validation of ASTEC containment models and regression testing
International Nuclear Information System (INIS)
Nowack, Holger; Reinke, Nils; Sonnenkalb, Martin
2014-01-01
The focus of the ASTEC (Accident Source Term Evaluation Code) development at GRS is primarily on the containment module CPA (Containment Part of ASTEC), whose modelling is to a large extent based on the GRS containment code COCOSYS (COntainment COde SYStem). Validation is usually understood as the approval of the modelling capabilities by calculations of appropriate experiments done by external users different from the code developers. During the development process of ASTEC CPA, bugs and unintended side effects may occur, which leads to changes in the results of the initially conducted validation. Due to the involvement of a considerable number of developers in the coding of ASTEC modules, validation of the code alone, even if executed repeatedly, is not sufficient. Therefore, a regression testing procedure has been implemented in order to ensure that the initially obtained validation results are still valid with succeeding code versions. Within the regression testing procedure, calculations of experiments and plant sequences are performed with the same input deck but applying two different code versions. For every test-case the up-to-date code version is compared to the preceding one on the basis of physical parameters deemed to be characteristic for the test-case under consideration. In the case of post-calculations of experiments also a comparison to experimental data is carried out. Three validation cases from the regression testing procedure are presented within this paper. The very good post-calculation of the HDR E11.1 experiment shows the high quality modelling of thermal-hydraulics in ASTEC CPA. Aerosol behaviour is validated on the BMC VANAM M3 experiment, and the results show also a very good agreement with experimental data. Finally, iodine behaviour is checked in the validation test-case of the THAI IOD-11 experiment. Within this test-case, the comparison of the ASTEC versions V2.0r1 and V2.0r2 shows how an error was detected by the regression testing
Modeling of the Monthly Rainfall-Runoff Process Through Regressions
Directory of Open Access Journals (Sweden)
Campos-Aranda Daniel Francisco
2014-10-01
Full Text Available To solve the problems associated with the assessment of water resources of a river, the modeling of the rainfall-runoff process (RRP allows the deduction of runoff missing data and to extend its record, since generally the information available on precipitation is larger. It also enables the estimation of inputs to reservoirs, when their building led to the suppression of the gauging station. The simplest mathematical model that can be set for the RRP is the linear regression or curve on a monthly basis. Such a model is described in detail and is calibrated with the simultaneous record of monthly rainfall and runoff in Ballesmi hydrometric station, which covers 35 years. Since the runoff of this station has an important contribution from the spring discharge, the record is corrected first by removing that contribution. In order to do this a procedure was developed based either on the monthly average regional runoff coefficients or on nearby and similar watershed; in this case the Tancuilín gauging station was used. Both stations belong to the Partial Hydrologic Region No. 26 (Lower Rio Panuco and are located within the state of San Luis Potosi, México. The study performed indicates that the monthly regression model, due to its conceptual approach, faithfully reproduces monthly average runoff volumes and achieves an excellent approximation in relation to the dispersion, proved by calculation of the means and standard deviations.
Genetic evaluation of European quails by random regression models
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Flaviana Miranda Gonçalves
2012-09-01
Full Text Available The objective of this study was to compare different random regression models, defined from different classes of heterogeneity of variance combined with different Legendre polynomial orders for the estimate of (covariance of quails. The data came from 28,076 observations of 4,507 female meat quails of the LF1 lineage. Quail body weights were determined at birth and 1, 14, 21, 28, 35 and 42 days of age. Six different classes of residual variance were fitted to Legendre polynomial functions (orders ranging from 2 to 6 to determine which model had the best fit to describe the (covariance structures as a function of time. According to the evaluated criteria (AIC, BIC and LRT, the model with six classes of residual variances and of sixth-order Legendre polynomial was the best fit. The estimated additive genetic variance increased from birth to 28 days of age, and dropped slightly from 35 to 42 days. The heritability estimates decreased along the growth curve and changed from 0.51 (1 day to 0.16 (42 days. Animal genetic and permanent environmental correlation estimates between weights and age classes were always high and positive, except for birth weight. The sixth order Legendre polynomial, along with the residual variance divided into six classes was the best fit for the growth rate curve of meat quails; therefore, they should be considered for breeding evaluation processes by random regression models.
Usability Prediction & Ranking of SDLC Models Using Fuzzy Hierarchical Usability Model
Gupta, Deepak; Ahlawat, Anil K.; Sagar, Kalpna
2017-06-01
Evaluation of software quality is an important aspect for controlling and managing the software. By such evaluation, improvements in software process can be made. The software quality is significantly dependent on software usability. Many researchers have proposed numbers of usability models. Each model considers a set of usability factors but do not cover all the usability aspects. Practical implementation of these models is still missing, as there is a lack of precise definition of usability. Also, it is very difficult to integrate these models into current software engineering practices. In order to overcome these challenges, this paper aims to define the term `usability' using the proposed hierarchical usability model with its detailed taxonomy. The taxonomy considers generic evaluation criteria for identifying the quality components, which brings together factors, attributes and characteristics defined in various HCI and software models. For the first time, the usability model is also implemented to predict more accurate usability values. The proposed system is named as fuzzy hierarchical usability model that can be easily integrated into the current software engineering practices. In order to validate the work, a dataset of six software development life cycle models is created and employed. These models are ranked according to their predicted usability values. This research also focuses on the detailed comparison of proposed model with the existing usability models.
Interpreting parameters in the logistic regression model with random effects
DEFF Research Database (Denmark)
Larsen, Klaus; Petersen, Jørgen Holm; Budtz-Jørgensen, Esben
2000-01-01
interpretation, interval odds ratio, logistic regression, median odds ratio, normally distributed random effects......interpretation, interval odds ratio, logistic regression, median odds ratio, normally distributed random effects...
Bottom-up learning of hierarchical models in a class of deterministic POMDP environments
Directory of Open Access Journals (Sweden)
Itoh Hideaki
2015-09-01
Full Text Available The theory of partially observable Markov decision processes (POMDPs is a useful tool for developing various intelligent agents, and learning hierarchical POMDP models is one of the key approaches for building such agents when the environments of the agents are unknown and large. To learn hierarchical models, bottom-up learning methods in which learning takes place in a layer-by-layer manner from the lowest to the highest layer are already extensively used in some research fields such as hidden Markov models and neural networks. However, little attention has been paid to bottom-up approaches for learning POMDP models. In this paper, we present a novel bottom-up learning algorithm for hierarchical POMDP models and prove that, by using this algorithm, a perfect model (i.e., a model that can perfectly predict future observations can be learned at least in a class of deterministic POMDP environments
Factors associated with leisure time physical inactivity in black individuals: hierarchical model
Directory of Open Access Journals (Sweden)
Francisco José Gondim Pitanga
2014-09-01
Full Text Available Background. A number of studies have shown that the black population exhibits higher levels of leisure-time physical inactivity (LTPI, but few have investigated the factors associated with this behavior.Objective. The aim of this study was to analyze associated factors and the explanatory model proposed for LTPI in black adults.Methods. The design was cross-sectional with a sample of 2,305 adults from 20–96 years of age, 902 (39.1% men, living in the city of Salvador, Brazil. LTPI was analyzed using the International Physical Activity Questionnaire (IPAQ. A hierarchical model was built with the possible factors associated with LTPI, distributed in distal (age and sex, intermediate 1 (socioeconomic status, educational level and marital status, intermediate 2 (perception of safety/violence in the neighborhood, racial discrimination in private settings and physical activity at work and proximal blocks (smoking and participation in Carnival block rehearsals. We estimated crude and adjusted odds ratio (OR using logistic regression.Results. The variables inversely associated with LTPI were male gender, socioeconomic status and secondary/university education, although the proposed model explains only 4.2% of LTPI.Conclusions. We conclude that male gender, higher education and socioeconomic status can reduce LTPI in black adults.
Sun, Kaioqiong; Udupa, Jayaram K.; Odhner, Dewey; Tong, Yubing; Torigian, Drew A.
2014-03-01
This paper proposes a thoracic anatomy segmentation method based on hierarchical recognition and delineation guided by a built fuzzy model. Labeled binary samples for each organ are registered and aligned into a 3D fuzzy set representing the fuzzy shape model for the organ. The gray intensity distributions of the corresponding regions of the organ in the original image are recorded in the model. The hierarchical relation and mean location relation between different organs are also captured in the model. Following the hierarchical structure and location relation, the fuzzy shape model of different organs is registered to the given target image to achieve object recognition. A fuzzy connected delineation method is then used to obtain the final segmentation result of organs with seed points provided by recognition. The hierarchical structure and location relation integrated in the model provide the initial parameters for registration and make the recognition efficient and robust. The 3D fuzzy model combined with hierarchical affine registration ensures that accurate recognition can be obtained for both non-sparse and sparse organs. The results on real images are presented and shown to be better than a recently reported fuzzy model-based anatomy recognition strategy.
Royle, J. Andrew; Dorazio, Robert M.
2008-01-01
A guide to data collection, modeling and inference strategies for biological survey data using Bayesian and classical statistical methods. This book describes a general and flexible framework for modeling and inference in ecological systems based on hierarchical models, with a strict focus on the use of probability models and parametric inference. Hierarchical models represent a paradigm shift in the application of statistics to ecological inference problems because they combine explicit models of ecological system structure or dynamics with models of how ecological systems are observed. The principles of hierarchical modeling are developed and applied to problems in population, metapopulation, community, and metacommunity systems. The book provides the first synthetic treatment of many recent methodological advances in ecological modeling and unifies disparate methods and procedures. The authors apply principles of hierarchical modeling to ecological problems, including * occurrence or occupancy models for estimating species distribution * abundance models based on many sampling protocols, including distance sampling * capture-recapture models with individual effects * spatial capture-recapture models based on camera trapping and related methods * population and metapopulation dynamic models * models of biodiversity, community structure and dynamics.
Learning Supervised Topic Models for Classification and Regression from Crowds
DEFF Research Database (Denmark)
Rodrigues, Filipe; Lourenco, Mariana; Ribeiro, Bernardete
2017-01-01
problems, which account for the heterogeneity and biases among different annotators that are encountered in practice when learning from crowds. We develop an efficient stochastic variational inference algorithm that is able to scale to very large datasets, and we empirically demonstrate the advantages...... annotation tasks, prone to ambiguity and noise, often with high volumes of documents, deem learning under a single-annotator assumption unrealistic or unpractical for most real-world applications. In this article, we propose two supervised topic models, one for classification and another for regression...
Preference learning with evolutionary Multivariate Adaptive Regression Spline model
DEFF Research Database (Denmark)
Abou-Zleikha, Mohamed; Shaker, Noor; Christensen, Mads Græsbøll
2015-01-01
This paper introduces a novel approach for pairwise preference learning through combining an evolutionary method with Multivariate Adaptive Regression Spline (MARS). Collecting users' feedback through pairwise preferences is recommended over other ranking approaches as this method is more appealing...... for function approximation as well as being relatively easy to interpret. MARS models are evolved based on their efficiency in learning pairwise data. The method is tested on two datasets that collectively provide pairwise preference data of five cognitive states expressed by users. The method is analysed...
Predicting Performance on MOOC Assessments using Multi-Regression Models
Ren, Zhiyun; Rangwala, Huzefa; Johri, Aditya
2016-01-01
The past few years has seen the rapid growth of data min- ing approaches for the analysis of data obtained from Mas- sive Open Online Courses (MOOCs). The objectives of this study are to develop approaches to predict the scores a stu- dent may achieve on a given grade-related assessment based on information, considered as prior performance or prior ac- tivity in the course. We develop a personalized linear mul- tiple regression (PLMR) model to predict the grade for a student, prior to attempt...
Analytical and regression models of glass rod drawing process
Alekseeva, L. B.
2018-03-01
The process of drawing glass rods (light guides) is being studied. The parameters of the process affecting the quality of the light guide have been determined. To solve the problem, mathematical models based on general equations of continuum mechanics are used. The conditions for the stable flow of the drawing process have been found, which are determined by the stability of the motion of the glass mass in the formation zone to small uncontrolled perturbations. The sensitivity of the formation zone to perturbations of the drawing speed and viscosity is estimated. Experimental models of the drawing process, based on the regression analysis methods, have been obtained. These models make it possible to customize a specific production process to obtain light guides of the required quality. They allow one to find the optimum combination of process parameters in the chosen area and to determine the required accuracy of maintaining them at a specified level.
Regression Models for Predicting Force Coefficients of Aerofoils
Directory of Open Access Journals (Sweden)
Mohammed ABDUL AKBAR
2015-09-01
Full Text Available Renewable sources of energy are attractive and advantageous in a lot of different ways. Among the renewable energy sources, wind energy is the fastest growing type. Among wind energy converters, Vertical axis wind turbines (VAWTs have received renewed interest in the past decade due to some of the advantages they possess over their horizontal axis counterparts. VAWTs have evolved into complex 3-D shapes. A key component in predicting the output of VAWTs through analytical studies is obtaining the values of lift and drag coefficients which is a function of shape of the aerofoil, ‘angle of attack’ of wind and Reynolds’s number of flow. Sandia National Laboratories have carried out extensive experiments on aerofoils for the Reynolds number in the range of those experienced by VAWTs. The volume of experimental data thus obtained is huge. The current paper discusses three Regression analysis models developed wherein lift and drag coefficients can be found out using simple formula without having to deal with the bulk of the data. Drag coefficients and Lift coefficients were being successfully estimated by regression models with R2 values as high as 0.98.
Ranking of Business Process Simulation Software Tools with DEX/QQ Hierarchical Decision Model.
Damij, Nadja; Boškoski, Pavle; Bohanec, Marko; Mileva Boshkoska, Biljana
2016-01-01
The omnipresent need for optimisation requires constant improvements of companies' business processes (BPs). Minimising the risk of inappropriate BP being implemented is usually performed by simulating the newly developed BP under various initial conditions and "what-if" scenarios. An effectual business process simulations software (BPSS) is a prerequisite for accurate analysis of an BP. Characterisation of an BPSS tool is a challenging task due to the complex selection criteria that includes quality of visual aspects, simulation capabilities, statistical facilities, quality reporting etc. Under such circumstances, making an optimal decision is challenging. Therefore, various decision support models are employed aiding the BPSS tool selection. The currently established decision support models are either proprietary or comprise only a limited subset of criteria, which affects their accuracy. Addressing this issue, this paper proposes a new hierarchical decision support model for ranking of BPSS based on their technical characteristics by employing DEX and qualitative to quantitative (QQ) methodology. Consequently, the decision expert feeds the required information in a systematic and user friendly manner. There are three significant contributions of the proposed approach. Firstly, the proposed hierarchical model is easily extendible for adding new criteria in the hierarchical structure. Secondly, a fully operational decision support system (DSS) tool that implements the proposed hierarchical model is presented. Finally, the effectiveness of the proposed hierarchical model is assessed by comparing the resulting rankings of BPSS with respect to currently available results.
Robust Real-Time Music Transcription with a Compositional Hierarchical Model.
Pesek, Matevž; Leonardis, Aleš; Marolt, Matija
2017-01-01
The paper presents a new compositional hierarchical model for robust music transcription. Its main features are unsupervised learning of a hierarchical representation of input data, transparency, which enables insights into the learned representation, as well as robustness and speed which make it suitable for real-world and real-time use. The model consists of multiple layers, each composed of a number of parts. The hierarchical nature of the model corresponds well to hierarchical structures in music. The parts in lower layers correspond to low-level concepts (e.g. tone partials), while the parts in higher layers combine lower-level representations into more complex concepts (tones, chords). The layers are learned in an unsupervised manner from music signals. Parts in each layer are compositions of parts from previous layers based on statistical co-occurrences as the driving force of the learning process. In the paper, we present the model's structure and compare it to other hierarchical approaches in the field of music information retrieval. We evaluate the model's performance for the multiple fundamental frequency estimation. Finally, we elaborate on extensions of the model towards other music information retrieval tasks.
Molenaar, Dylan; Tuerlinckx, Francis; van der Maas, Han L J
2015-05-01
We show how the hierarchical model for responses and response times as developed by van der Linden (2007), Fox, Klein Entink, and van der Linden (2007), Klein Entink, Fox, and van der Linden (2009), and Glas and van der Linden (2010) can be simplified to a generalized linear factor model with only the mild restriction that there is no hierarchical model at the item side. This result is valuable as it enables all well-developed modelling tools and extensions that come with these methods. We show that the restriction we impose on the hierarchical model does not influence parameter recovery under realistic circumstances. In addition, we present two illustrative real data analyses to demonstrate the practical benefits of our approach. © 2014 The British Psychological Society.
Chapman, Robin S.; Hesketh, Linda J.; Kistler, Doris J.
2002-01-01
Longitudinal change in syntax comprehension and production skill, measured over six years, was modeled in 31 individuals (ages 5-20) with Down syndrome. The best fitting Hierarchical Linear Modeling model of comprehension uses age and visual and auditory short-term memory as predictors of initial status, and age for growth trajectory. (Contains…
Subedi, Bidya Raj; Reese, Nancy; Powell, Randy
2015-01-01
This study explored significant predictors of student's Grade Point Average (GPA) and truancy (days absent), and also determined teacher effectiveness based on proportion of variance explained at teacher level model. We employed a two-level hierarchical linear model (HLM) with student and teacher data at level-1 and level-2 models, respectively.…
Complex Environmental Data Modelling Using Adaptive General Regression Neural Networks
Kanevski, Mikhail
2015-04-01
The research deals with an adaptation and application of Adaptive General Regression Neural Networks (GRNN) to high dimensional environmental data. GRNN [1,2,3] are efficient modelling tools both for spatial and temporal data and are based on nonparametric kernel methods closely related to classical Nadaraya-Watson estimator. Adaptive GRNN, using anisotropic kernels, can be also applied for features selection tasks when working with high dimensional data [1,3]. In the present research Adaptive GRNN are used to study geospatial data predictability and relevant feature selection using both simulated and real data case studies. The original raw data were either three dimensional monthly precipitation data or monthly wind speeds embedded into 13 dimensional space constructed by geographical coordinates and geo-features calculated from digital elevation model. GRNN were applied in two different ways: 1) adaptive GRNN with the resulting list of features ordered according to their relevancy; and 2) adaptive GRNN applied to evaluate all possible models N [in case of wind fields N=(2^13 -1)=8191] and rank them according to the cross-validation error. In both cases training were carried out applying leave-one-out procedure. An important result of the study is that the set of the most relevant features depends on the month (strong seasonal effect) and year. The predictabilities of precipitation and wind field patterns, estimated using the cross-validation and testing errors of raw and shuffled data, were studied in detail. The results of both approaches were qualitatively and quantitatively compared. In conclusion, Adaptive GRNN with their ability to select features and efficient modelling of complex high dimensional data can be widely used in automatic/on-line mapping and as an integrated part of environmental decision support systems. 1. Kanevski M., Pozdnoukhov A., Timonin V. Machine Learning for Spatial Environmental Data. Theory, applications and software. EPFL Press
Heuristics for Hierarchical Partitioning with Application to Model Checking
DEFF Research Database (Denmark)
Möller, Michael Oliver; Alur, Rajeev
2001-01-01
Given a collection of connected components, it is often desired to cluster together parts of strong correspondence, yielding a hierarchical structure. We address the automation of this process and apply heuristics to battle the combinatorial and computational complexity. We define a cost function...... that captures the quality of a structure relative to the connections and favors shallow structures with a low degree of branching. Finding a structure with minimal cost is NP-complete. We present a greedy polynomial-time algorithm that approximates good solutions incrementally by local evaluation of a heuristic...... function. We argue for a heuristic function based on four criteria: the number of enclosed connections, the number of components, the number of touched connections and the depth of the structure. We report on an application in the context of formal verification, where our algorithm serves as a preprocessor...
Conditional Monte Carlo randomization tests for regression models.
Parhat, Parwen; Rosenberger, William F; Diao, Guoqing
2014-08-15
We discuss the computation of randomization tests for clinical trials of two treatments when the primary outcome is based on a regression model. We begin by revisiting the seminal paper of Gail, Tan, and Piantadosi (1988), and then describe a method based on Monte Carlo generation of randomization sequences. The tests based on this Monte Carlo procedure are design based, in that they incorporate the particular randomization procedure used. We discuss permuted block designs, complete randomization, and biased coin designs. We also use a new technique by Plamadeala and Rosenberger (2012) for simple computation of conditional randomization tests. Like Gail, Tan, and Piantadosi, we focus on residuals from generalized linear models and martingale residuals from survival models. Such techniques do not apply to longitudinal data analysis, and we introduce a method for computation of randomization tests based on the predicted rate of change from a generalized linear mixed model when outcomes are longitudinal. We show, by simulation, that these randomization tests preserve the size and power well under model misspecification. Copyright © 2014 John Wiley & Sons, Ltd.
Genomic breeding value estimation using nonparametric additive regression models
Directory of Open Access Journals (Sweden)
Solberg Trygve
2009-01-01
Full Text Available Abstract Genomic selection refers to the use of genomewide dense markers for breeding value estimation and subsequently for selection. The main challenge of genomic breeding value estimation is the estimation of many effects from a limited number of observations. Bayesian methods have been proposed to successfully cope with these challenges. As an alternative class of models, non- and semiparametric models were recently introduced. The present study investigated the ability of nonparametric additive regression models to predict genomic breeding values. The genotypes were modelled for each marker or pair of flanking markers (i.e. the predictors separately. The nonparametric functions for the predictors were estimated simultaneously using additive model theory, applying a binomial kernel. The optimal degree of smoothing was determined by bootstrapping. A mutation-drift-balance simulation was carried out. The breeding values of the last generation (genotyped was predicted using data from the next last generation (genotyped and phenotyped. The results show moderate to high accuracies of the predicted breeding values. A determination of predictor specific degree of smoothing increased the accuracy.
Global Land Use Regression Model for Nitrogen Dioxide Air Pollution.
Larkin, Andrew; Geddes, Jeffrey A; Martin, Randall V; Xiao, Qingyang; Liu, Yang; Marshall, Julian D; Brauer, Michael; Hystad, Perry
2017-06-20
Nitrogen dioxide is a common air pollutant with growing evidence of health impacts independent of other common pollutants such as ozone and particulate matter. However, the worldwide distribution of NO 2 exposure and associated impacts on health is still largely uncertain. To advance global exposure estimates we created a global nitrogen dioxide (NO 2 ) land use regression model for 2011 using annual measurements from 5,220 air monitors in 58 countries. The model captured 54% of global NO 2 variation, with a mean absolute error of 3.7 ppb. Regional performance varied from R 2 = 0.42 (Africa) to 0.67 (South America). Repeated 10% cross-validation using bootstrap sampling (n = 10,000) demonstrated a robust performance with respect to air monitor sampling in North America, Europe, and Asia (adjusted R 2 within 2%) but not for Africa and Oceania (adjusted R 2 within 11%) where NO 2 monitoring data are sparse. The final model included 10 variables that captured both between and within-city spatial gradients in NO 2 concentrations. Variable contributions differed between continental regions, but major roads within 100 m and satellite-derived NO 2 were consistently the strongest predictors. The resulting model can be used for global risk assessments and health studies, particularly in countries without existing NO 2 monitoring data or models.
Drought Patterns Forecasting using an Auto-Regressive Logistic Model
del Jesus, M.; Sheffield, J.; Méndez Incera, F. J.; Losada, I. J.; Espejo, A.
2014-12-01
Drought is characterized by a water deficit that may manifest across a large range of spatial and temporal scales. Drought may create important socio-economic consequences, many times of catastrophic dimensions. A quantifiable definition of drought is elusive because depending on its impacts, consequences and generation mechanism, different water deficit periods may be identified as a drought by virtue of some definitions but not by others. Droughts are linked to the water cycle and, although a climate change signal may not have emerged yet, they are also intimately linked to climate.In this work we develop an auto-regressive logistic model for drought prediction at different temporal scales that makes use of a spatially explicit framework. Our model allows to include covariates, continuous or categorical, to improve the performance of the auto-regressive component.Our approach makes use of dimensionality reduction (principal component analysis) and classification techniques (K-Means and maximum dissimilarity) to simplify the representation of complex climatic patterns, such as sea surface temperature (SST) and sea level pressure (SLP), while including information on their spatial structure, i.e. considering their spatial patterns. This procedure allows us to include in the analysis multivariate representation of complex climatic phenomena, as the El Niño-Southern Oscillation. We also explore the impact of other climate-related variables such as sun spots. The model allows to quantify the uncertainty of the forecasts and can be easily adapted to make predictions under future climatic scenarios. The framework herein presented may be extended to other applications such as flash flood analysis, or risk assessment of natural hazards.
A Gompertz regression model for fern spores germination
Directory of Open Access Journals (Sweden)
Gabriel y Galán, Jose María
2015-06-01
Full Text Available Germination is one of the most important biological processes for both seed and spore plants, also for fungi. At present, mathematical models of germination have been developed in fungi, bryophytes and several plant species. However, ferns are the only group whose germination has never been modelled. In this work we develop a regression model of the germination of fern spores. We have found that for Blechnum serrulatum, Blechnum yungense, Cheilanthes pilosa, Niphidium macbridei and Polypodium feuillei species the Gompertz growth model describe satisfactorily cumulative germination. An important result is that regression parameters are independent of fern species and the model is not affected by intraspecific variation. Our results show that the Gompertz curve represents a general germination model for all the non-green spore leptosporangiate ferns, including in the paper a discussion about the physiological and ecological meaning of the model.La germinación es uno de los procesos biológicos más relevantes tanto para las plantas con esporas, como para las plantas con semillas y los hongos. Hasta el momento, se han desarrollado modelos de germinación para hongos, briofitos y diversas especies de espermatófitos. Los helechos son el único grupo de plantas cuya germinación nunca ha sido modelizada. En este trabajo se desarrolla un modelo de regresión para explicar la germinación de las esporas de helechos. Observamos que para las especies Blechnum serrulatum, Blechnum yungense, Cheilanthes pilosa, Niphidium macbridei y Polypodium feuillei el modelo de crecimiento de Gompertz describe satisfactoriamente la germinación acumulativa. Un importante resultado es que los parámetros de la regresión son independientes de la especie y que el modelo no está afectado por variación intraespecífica. Por lo tanto, los resultados del trabajo muestran que la curva de Gompertz puede representar un modelo general para todos los helechos leptosporangiados
Collision prediction models using multivariate Poisson-lognormal regression.
El-Basyouny, Karim; Sayed, Tarek
2009-07-01
This paper advocates the use of multivariate Poisson-lognormal (MVPLN) regression to develop models for collision count data. The MVPLN approach presents an opportunity to incorporate the correlations across collision severity levels and their influence on safety analyses. The paper introduces a new multivariate hazardous location identification technique, which generalizes the univariate posterior probability of excess that has been commonly proposed and applied in the literature. In addition, the paper presents an alternative approach for quantifying the effect of the multivariate structure on the precision of expected collision frequency. The MVPLN approach is compared with the independent (separate) univariate Poisson-lognormal (PLN) models with respect to model inference, goodness-of-fit, identification of hot spots and precision of expected collision frequency. The MVPLN is modeled using the WinBUGS platform which facilitates computation of posterior distributions as well as providing a goodness-of-fit measure for model comparisons. The results indicate that the estimates of the extra Poisson variation parameters were considerably smaller under MVPLN leading to higher precision. The improvement in precision is due mainly to the fact that MVPLN accounts for the correlation between the latent variables representing property damage only (PDO) and injuries plus fatalities (I+F). This correlation was estimated at 0.758, which is highly significant, suggesting that higher PDO rates are associated with higher I+F rates, as the collision likelihood for both types is likely to rise due to similar deficiencies in roadway design and/or other unobserved factors. In terms of goodness-of-fit, the MVPLN model provided a superior fit than the independent univariate models. The multivariate hazardous location identification results demonstrated that some hazardous locations could be overlooked if the analysis was restricted to the univariate models.
THE REGRESSION MODEL OF IRAN LIBRARIES ORGANIZATIONAL CLIMATE.
Jahani, Mohammad Ali; Yaminfirooz, Mousa; Siamian, Hasan
2015-10-01
The purpose of this study was to drawing a regression model of organizational climate of central libraries of Iran's universities. This study is an applied research. The statistical population of this study consisted of 96 employees of the central libraries of Iran's public universities selected among the 117 universities affiliated to the Ministry of Health by Stratified Sampling method (510 people). Climate Qual localized questionnaire was used as research tools. For predicting the organizational climate pattern of the libraries is used from the multivariate linear regression and track diagram. of the 9 variables affecting organizational climate, 5 variables of innovation, teamwork, customer service, psychological safety and deep diversity play a major role in prediction of the organizational climate of Iran's libraries. The results also indicate that each of these variables with different coefficient have the power to predict organizational climate but the climate score of psychological safety (0.94) plays a very crucial role in predicting the organizational climate. Track diagram showed that five variables of teamwork, customer service, psychological safety, deep diversity and innovation directly effects on the organizational climate variable that contribution of the team work from this influence is more than any other variables. Of the indicator of the organizational climate of climateQual, the contribution of the team work from this influence is more than any other variables that reinforcement of teamwork in academic libraries can be more effective in improving the organizational climate of this type libraries.
Meta-Modeling by Symbolic Regression and Pareto Simulated Annealing
Stinstra, E.; Rennen, G.; Teeuwen, G.J.A.
2006-01-01
The subject of this paper is a new approach to Symbolic Regression.Other publications on Symbolic Regression use Genetic Programming.This paper describes an alternative method based on Pareto Simulated Annealing.Our method is based on linear regression for the estimation of constants.Interval
Modeling Information Content Via Dirichlet-Multinomial Regression Analysis.
Ferrari, Alberto
2017-01-01
Shannon entropy is being increasingly used in biomedical research as an index of complexity and information content in sequences of symbols, e.g. languages, amino acid sequences, DNA methylation patterns and animal vocalizations. Yet, distributional properties of information entropy as a random variable have seldom been the object of study, leading to researchers mainly using linear models or simulation-based analytical approach to assess differences in information content, when entropy is measured repeatedly in different experimental conditions. Here a method to perform inference on entropy in such conditions is proposed. Building on results coming from studies in the field of Bayesian entropy estimation, a symmetric Dirichlet-multinomial regression model, able to deal efficiently with the issue of mean entropy estimation, is formulated. Through a simulation study the model is shown to outperform linear modeling in a vast range of scenarios and to have promising statistical properties. As a practical example, the method is applied to a data set coming from a real experiment on animal communication.
Variable selection in Logistic regression model with genetic algorithm.
Zhang, Zhongheng; Trevino, Victor; Hoseini, Sayed Shahabuddin; Belciug, Smaranda; Boopathi, Arumugam Manivanna; Zhang, Ping; Gorunescu, Florin; Subha, Velappan; Dai, Songshi
2018-02-01
Variable or feature selection is one of the most important steps in model specification. Especially in the case of medical-decision making, the direct use of a medical database, without a previous analysis and preprocessing step, is often counterproductive. In this way, the variable selection represents the method of choosing the most relevant attributes from the database in order to build a robust learning models and, thus, to improve the performance of the models used in the decision process. In biomedical research, the purpose of variable selection is to select clinically important and statistically significant variables, while excluding unrelated or noise variables. A variety of methods exist for variable selection, but none of them is without limitations. For example, the stepwise approach, which is highly used, adds the best variable in each cycle generally producing an acceptable set of variables. Nevertheless, it is limited by the fact that it commonly trapped in local optima. The best subset approach can systematically search the entire covariate pattern space, but the solution pool can be extremely large with tens to hundreds of variables, which is the case in nowadays clinical data. Genetic algorithms (GA) are heuristic optimization approaches and can be used for variable selection in multivariable regression models. This tutorial paper aims to provide a step-by-step approach to the use of GA in variable selection. The R code provided in the text can be extended and adapted to other data analysis needs.
Electricity prices forecasting by automatic dynamic harmonic regression models
International Nuclear Information System (INIS)
Pedregal, Diego J.; Trapero, Juan R.
2007-01-01
The changes experienced by electricity markets in recent years have created the necessity for more accurate forecast tools of electricity prices, both for producers and consumers. Many methodologies have been applied to this aim, but in the view of the authors, state space models are not yet fully exploited. The present paper proposes a univariate dynamic harmonic regression model set up in a state space framework for forecasting prices in these markets. The advantages of the approach are threefold. Firstly, a fast automatic identification and estimation procedure is proposed based on the frequency domain. Secondly, the recursive algorithms applied offer adaptive predictions that compare favourably with respect to other techniques. Finally, since the method is based on unobserved components models, explicit information about trend, seasonal and irregular behaviours of the series can be extracted. This information is of great value to the electricity companies' managers in order to improve their strategies, i.e. it provides management innovations. The good forecast performance and the rapid adaptability of the model to changes in the data are illustrated with actual prices taken from the PJM interconnection in the US and for the Spanish market for the year 2002. (author)
Characteristics and Properties of a Simple Linear Regression Model
Directory of Open Access Journals (Sweden)
Kowal Robert
2016-12-01
Full Text Available A simple linear regression model is one of the pillars of classic econometrics. Despite the passage of time, it continues to raise interest both from the theoretical side as well as from the application side. One of the many fundamental questions in the model concerns determining derivative characteristics and studying the properties existing in their scope, referring to the first of these aspects. The literature of the subject provides several classic solutions in that regard. In the paper, a completely new design is proposed, based on the direct application of variance and its properties, resulting from the non-correlation of certain estimators with the mean, within the scope of which some fundamental dependencies of the model characteristics are obtained in a much more compact manner. The apparatus allows for a simple and uniform demonstration of multiple dependencies and fundamental properties in the model, and it does it in an intuitive manner. The results were obtained in a classic, traditional area, where everything, as it might seem, has already been thoroughly studied and discovered.
Bayesian Regression of Thermodynamic Models of Redox Active Materials
Energy Technology Data Exchange (ETDEWEB)
Johnston, Katherine [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2017-09-01
Finding a suitable functional redox material is a critical challenge to achieving scalable, economically viable technologies for storing concentrated solar energy in the form of a defected oxide. Demonstrating e ectiveness for thermal storage or solar fuel is largely accomplished by using a thermodynamic model derived from experimental data. The purpose of this project is to test the accuracy of our regression model on representative data sets. Determining the accuracy of the model includes parameter tting the model to the data, comparing the model using di erent numbers of param- eters, and analyzing the entropy and enthalpy calculated from the model. Three data sets were considered in this project: two demonstrating materials for solar fuels by wa- ter splitting and the other of a material for thermal storage. Using Bayesian Inference and Markov Chain Monte Carlo (MCMC), parameter estimation was preformed on the three data sets. Good results were achieved, except some there was some deviations on the edges of the data input ranges. The evidence values were then calculated in a variety of ways and used to compare models with di erent number of parameters. It was believed that at least one of the parameters was unnecessary and comparing evidence values demonstrated that the parameter was need on one data set and not signi cantly helpful on another. The entropy was calculated by taking the derivative in one variable and integrating over another. and its uncertainty was also calculated by evaluating the entropy over multiple MCMC samples. Afterwards, all the parts were written up as a tutorial for the Uncertainty Quanti cation Toolkit (UQTk).
A Bayesian Hierarchical Modeling Approach to Predicting Flow in Ungauged Basins
Gronewold, A.; Alameddine, I.; Anderson, R. M.
2009-12-01
Recent innovative approaches to identifying and applying regression-based relationships between land use patterns (such as increasing impervious surface area and decreasing vegetative cover) and rainfall-runoff model parameters represent novel and promising improvements to predicting flow from ungauged basins. In particular, these approaches allow for predicting flows under uncertain and potentially variable future conditions due to rapid land cover changes, variable climate conditions, and other factors. Despite the broad range of literature on estimating rainfall-runoff model parameters, however, the absence of a robust set of modeling tools for identifying and quantifying uncertainties in (and correlation between) rainfall-runoff model parameters represents a significant gap in current hydrological modeling research. Here, we build upon a series of recent publications promoting novel Bayesian and probabilistic modeling strategies for quantifying rainfall-runoff model parameter estimation uncertainty. Our approach applies alternative measures of rainfall-runoff model parameter joint likelihood (including Nash-Sutcliffe efficiency, among others) to simulate samples from the joint parameter posterior probability density function. We then use these correlated samples as response variables in a Bayesian hierarchical model with land use coverage data as predictor variables in order to develop a robust land use-based tool for forecasting flow in ungauged basins while accounting for, and explicitly acknowledging, parameter estimation uncertainty. We apply this modeling strategy to low-relief coastal watersheds of Eastern North Carolina, an area representative of coastal resource waters throughout the world because of its sensitive embayments and because of the abundant (but currently threatened) natural resources it hosts. Consequently, this area is the subject of several ongoing studies and large-scale planning initiatives, including those conducted through the United
Spatial Bayesian latent factor regression modeling of coordinate-based meta-analysis data.
Montagna, Silvia; Wager, Tor; Barrett, Lisa Feldman; Johnson, Timothy D; Nichols, Thomas E
2018-03-01
Now over 20 years old, functional MRI (fMRI) has a large and growing literature that is best synthesised with meta-analytic tools. As most authors do not share image data, only the peak activation coordinates (foci) reported in the article are available for Coordinate-Based Meta-Analysis (CBMA). Neuroimaging meta-analysis is used to (i) identify areas of consistent activation; and (ii) build a predictive model of task type or cognitive process for new studies (reverse inference). To simultaneously address these aims, we propose a Bayesian point process hierarchical model for CBMA. We model the foci from each study as a doubly stochastic Poisson process, where the study-specific log intensity function is characterized as a linear combination of a high-dimensional basis set. A sparse representation of the intensities is guaranteed through latent factor modeling of the basis coefficients. Within our framework, it is also possible to account for the effect of study-level covariates (meta-regression), significantly expanding the capabilities of the current neuroimaging meta-analysis methods available. We apply our methodology to synthetic data and neuroimaging meta-analysis datasets. © 2017, The International Biometric Society.
Spatial Bayesian Latent Factor Regression Modeling of Coordinate-based Meta-analysis Data
Montagna, Silvia; Wager, Tor; Barrett, Lisa Feldman; Johnson, Timothy D.; Nichols, Thomas E.
2017-01-01
Summary Now over 20 years old, functional MRI (fMRI) has a large and growing literature that is best synthesised with meta-analytic tools. As most authors do not share image data, only the peak activation coordinates (foci) reported in the paper are available for Coordinate-Based Meta-Analysis (CBMA). Neuroimaging meta-analysis is used to 1) identify areas of consistent activation; and 2) build a predictive model of task type or cognitive process for new studies (reverse inference). To simultaneously address these aims, we propose a Bayesian point process hierarchical model for CBMA. We model the foci from each study as a doubly stochastic Poisson process, where the study-specific log intensity function is characterised as a linear combination of a high-dimensional basis set. A sparse representation of the intensities is guaranteed through latent factor modeling of the basis coefficients. Within our framework, it is also possible to account for the effect of study-level covariates (meta-regression), significantly expanding the capabilities of the current neuroimaging meta-analysis methods available. We apply our methodology to synthetic data and neuroimaging meta-analysis datasets. PMID:28498564
Convergence diagnostics for Eigenvalue problems with linear regression model
International Nuclear Information System (INIS)
Shi, Bo; Petrovic, Bojan
2011-01-01
Although the Monte Carlo method has been extensively used for criticality/Eigenvalue problems, a reliable, robust, and efficient convergence diagnostics method is still desired. Most methods are based on integral parameters (multiplication factor, entropy) and either condense the local distribution information into a single value (e.g., entropy) or even disregard it. We propose to employ the detailed cycle-by-cycle local flux evolution obtained by using mesh tally mechanism to assess the source and flux convergence. By applying a linear regression model to each individual mesh in a mesh tally for convergence diagnostics, a global convergence criterion can be obtained. We exemplify this method on two problems and obtain promising diagnostics results. (author)
The R Package threg to Implement Threshold Regression Models
Directory of Open Access Journals (Sweden)
Tao Xiao
2015-08-01
This new package includes four functions: threg, and the methods hr, predict and plot for threg objects returned by threg. The threg function is the model-fitting function which is used to calculate regression coefficient estimates, asymptotic standard errors and p values. The hr method for threg objects is the hazard-ratio calculation function which provides the estimates of hazard ratios at selected time points for specified scenarios (based on given categories or value settings of covariates. The predict method for threg objects is used for prediction. And the plot method for threg objects provides plots for curves of estimated hazard functions, survival functions and probability density functions of the first-hitting-time; function curves corresponding to different scenarios can be overlaid in the same plot for comparison to give additional research insights.
Directory of Open Access Journals (Sweden)
Tülin Acar
2012-01-01
Full Text Available The aim of this research is to compare the result of the differential item functioning (DIF determining with hierarchical generalized linear model (HGLM technique and the results of the DIF determining with logistic regression (LR and item response theory–likelihood ratio (IRT-LR techniques on the test items. For this reason, first in this research, it is determined whether the students encounter DIF with HGLM, LR, and IRT-LR techniques according to socioeconomic status (SES, in the Turkish, Social Sciences, and Science subtest items of the Secondary School Institutions Examination. When inspecting the correlations among the techniques in terms of determining the items having DIF, it was discovered that there was significant correlation between the results of IRT-LR and LR techniques in all subtests; merely in Science subtest, the results of the correlation between HGLM and IRT-LR techniques were found significant. DIF applications can be made on test items with other DIF analysis techniques that were not taken to the scope of this research. The analysis results, which were determined by using the DIF techniques in different sample sizes, can be compared.
Ng, Kar Yong; Awang, Norhashidah
2018-01-06
Frequent haze occurrences in Malaysia have made the management of PM 10 (particulate matter with aerodynamic less than 10 μm) pollution a critical task. This requires knowledge on factors associating with PM 10 variation and good forecast of PM 10 concentrations. Hence, this paper demonstrates the prediction of 1-day-ahead daily average PM 10 concentrations based on predictor variables including meteorological parameters and gaseous pollutants. Three different models were built. They were multiple linear regression (MLR) model with lagged predictor variables (MLR1), MLR model with lagged predictor variables and PM 10 concentrations (MLR2) and regression with time series error (RTSE) model. The findings revealed that humidity, temperature, wind speed, wind direction, carbon monoxide and ozone were the main factors explaining the PM 10 variation in Peninsular Malaysia. Comparison among the three models showed that MLR2 model was on a same level with RTSE model in terms of forecasting accuracy, while MLR1 model was the worst.
Shaffer, Kelly M; Jacobs, Jamie M; Nipp, Ryan D; Carr, Alaina; Jackson, Vicki A; Park, Elyse R; Pirl, William F; El-Jawahri, Areej; Gallagher, Emily R; Greer, Joseph A; Temel, Jennifer S
2017-03-01
Caregiver, relational, and patient factors have been associated with the health of family members and friends providing care to patients with early-stage cancer. Little research has examined whether findings extend to family caregivers of patients with incurable cancer, who experience unique and substantial caregiving burdens. We examined correlates of mental and physical health among caregivers of patients with newly-diagnosed incurable lung or non-colorectal gastrointestinal cancer. At baseline for a trial of early palliative care, caregivers of participating patients (N = 275) reported their mental and physical health (Medical Outcome Survey-Short Form-36); patients reported their quality of life (Functional Assessment of Cancer Therapy-General). Analyses used hierarchical linear regression with two-tailed significance tests. Caregivers' mental health was worse than the U.S. national population (M = 44.31, p caregiver, relational, and patient factors simultaneously revealed that younger (B = 0.31, p = .001), spousal caregivers (B = -8.70, p = .003), who cared for patients reporting low emotional well-being (B = 0.51, p = .01) reported worse mental health; older (B = -0.17, p = .01) caregivers with low educational attainment (B = 4.36, p family caregivers of patients with incurable cancer, caregiver demographics, relational factors, and patient-specific factors were all related to caregiver mental health, while caregiver demographics were primarily associated with caregiver physical health. These findings help identify characteristics of family caregivers at highest risk of poor mental and physical health who may benefit from greater supportive care.
Ultracentrifuge separative power modeling with multivariate regression using covariance matrix
International Nuclear Information System (INIS)
Migliavacca, Elder
2004-01-01
In this work, the least-squares methodology with covariance matrix is applied to determine a data curve fitting to obtain a performance function for the separative power δU of a ultracentrifuge as a function of variables that are experimentally controlled. The experimental data refer to 460 experiments on the ultracentrifugation process for uranium isotope separation. The experimental uncertainties related with these independent variables are considered in the calculation of the experimental separative power values, determining an experimental data input covariance matrix. The process variables, which significantly influence the δU values are chosen in order to give information on the ultracentrifuge behaviour when submitted to several levels of feed flow rate F, cut θ and product line pressure P p . After the model goodness-of-fit validation, a residual analysis is carried out to verify the assumed basis concerning its randomness and independence and mainly the existence of residual heteroscedasticity with any explained regression model variable. The surface curves are made relating the separative power with the control variables F, θ and P p to compare the fitted model with the experimental data and finally to calculate their optimized values. (author)
Modeling Pan Evaporation for Kuwait by Multiple Linear Regression
Almedeij, Jaber
2012-01-01
Evaporation is an important parameter for many projects related to hydrology and water resources systems. This paper constitutes the first study conducted in Kuwait to obtain empirical relations for the estimation of daily and monthly pan evaporation as functions of available meteorological data of temperature, relative humidity, and wind speed. The data used here for the modeling are daily measurements of substantial continuity coverage, within a period of 17 years between January 1993 and December 2009, which can be considered representative of the desert climate of the urban zone of the country. Multiple linear regression technique is used with a procedure of variable selection for fitting the best model forms. The correlations of evaporation with temperature and relative humidity are also transformed in order to linearize the existing curvilinear patterns of the data by using power and exponential functions, respectively. The evaporation models suggested with the best variable combinations were shown to produce results that are in a reasonable agreement with observation values. PMID:23226984
The Hierarchical Trend Model for property valuation and local price indices
Francke, M.K.; Vos, G.A.
2002-01-01
This paper presents a hierarchical trend model (HTM) for selling prices of houses, addressing three main problems: the spatial and temporal dependence of selling prices and the dependency of price index changes on housing quality. In this model the general price trend, cluster-level price trends,
Measuring Service Quality in Higher Education: Development of a Hierarchical Model (HESQUAL)
Teeroovengadum, Viraiyan; Kamalanabhan, T. J.; Seebaluck, Ashley Keshwar
2016-01-01
Purpose: This paper aims to develop and empirically test a hierarchical model for measuring service quality in higher education. Design/methodology/approach: The first phase of the study consisted of qualitative research methods and a comprehensive literature review, which allowed the development of a conceptual model comprising 53 service quality…
Avoiding Boundary Estimates in Hierarchical Linear Models through Weakly Informative Priors
Chung, Yeojin; Rabe-Hesketh, Sophia; Gelman, Andrew; Dorie, Vincent; Liu, Jinchen
2012-01-01
Hierarchical or multilevel linear models are widely used for longitudinal or cross-sectional data on students nested in classes and schools, and are particularly important for estimating treatment effects in cluster-randomized trials, multi-site trials, and meta-analyses. The models can allow for variation in treatment effects, as well as…
A Hierarchical Linear Model for Estimating Gender-Based Earnings Differentials.
Haberfield, Yitchak; Semyonov, Moshe; Addi, Audrey
1998-01-01
Estimates of gender earnings inequality in data from 116,431 Jewish workers were compared using a hierarchical linear model (HLM) and ordinary least squares model. The HLM allows estimation of the extent to which earnings inequality depends on occupational characteristics. (SK)
Arrigoni, Matías; Trager, Scott C.; Somerville, Rachel S.; Gibson, Brad K.
We study the metallicities and abundance ratios of early-type galaxies in cosmological semi-analytic models (SAMs) within the hierarchical galaxy formation paradigm. To achieve this we implemented a detailed galactic chemical evolution model and can now predict abundances of individual elements for
Arrigoni, Matias; Trager, Scott C.; Somerville, Rachel S.; Gibson, Brad K.
2010-01-01
We study the metallicities and abundance ratios of early-type galaxies in cosmological semi-analytic models (SAMs) within the hierarchical galaxy formation paradigm. To achieve this we implemented a detailed galactic chemical evolution model and can now predict abundances of individual elements for
Osei, Frank B.; Osei, F.B.; Duker, Alfred A.; Stein, A.
2011-01-01
This study analyses the joint effects of the two transmission routes of cholera on the space-time diffusion dynamics. Statistical models are developed and presented to investigate the transmission network routes of cholera diffusion. A hierarchical Bayesian modelling approach is employed for a joint
A Hybrid PO - Higher-Order Hierarchical MoM Formulation using Curvilinear Geometry Modeling
DEFF Research Database (Denmark)
Jørgensen, E.; Meincke, Peter; Breinbjerg, Olav
2003-01-01
which implies a very modest memory requirement. Nevertheless, the hierarchical feature of the basis functions maintains the ability to treat small geometrical details efficiently. In addition, the scatterer is modelled with higher-order curved patches which allows accurate modelling of curved surfaces...
Soft tissue deformation using a Hierarchical Finite Element Model.
Faraci, Alessandro; Bello, Fernando; Darzi, Ara
2004-01-01
Simulating soft tissue deformation in real-time has become increasingly important in order to provide a realistic virtual environment for training surgical skills. Several methods have been proposed with the aim of rendering in real-time the mechanical and physiological behaviour of human organs, one of the most popular being Finite Element Method (FEM). In this paper we present a new approach to the solution of the FEM problem introducing the concept of parent and child mesh within the development of a hierarchical FEM. The online selection of the child mesh is presented with the purpose to adapt the mesh hierarchy in real-time. This permits further refinement of the child mesh increasing the detail of the deformation without slowing down the simulation and giving the possibility of integrating force feedback. The results presented demonstrate the application of our proposed framework using a desktop virtual reality (VR) system that incorporates stereo vision with integrated haptics co-location via a desktop Phantom force feedback device.
Transformation of renormalization groups in 2N-component fermion hierarchical model
International Nuclear Information System (INIS)
Stepanov, R.G.
2006-01-01
The 2N-component fermion model on the hierarchical lattice is studied. The explicit formulae for renormalization groups transformation in the space of coefficients setting the Grassmannian-significant density of the free measure are presented. The inverse transformation of the renormalization group is calculated. The definition of immovable points of renormalization groups is reduced to solving the set of algebraic equations. The interesting connection between renormalization group transformations in boson and fermion hierarchical models is found out. It is shown that one transformation is obtained from other one by the substitution of N on -N [ru
International Nuclear Information System (INIS)
Che Jinxing; Wang Jianzhou
2010-01-01
In this paper, we present the use of different mathematical models to forecast electricity price under deregulated power. A successful prediction tool of electricity price can help both power producers and consumers plan their bidding strategies. Inspired by that the support vector regression (SVR) model, with the ε-insensitive loss function, admits of the residual within the boundary values of ε-tube, we propose a hybrid model that combines both SVR and Auto-regressive integrated moving average (ARIMA) models to take advantage of the unique strength of SVR and ARIMA models in nonlinear and linear modeling, which is called SVRARIMA. A nonlinear analysis of the time-series indicates the convenience of nonlinear modeling, the SVR is applied to capture the nonlinear patterns. ARIMA models have been successfully applied in solving the residuals regression estimation problems. The experimental results demonstrate that the model proposed outperforms the existing neural-network approaches, the traditional ARIMA models and other hybrid models based on the root mean square error and mean absolute percentage error.
Fuzzy hierarchical model for risk assessment principles, concepts, and practical applications
Chan, Hing Kai
2013-01-01
Risk management is often complicated by situational uncertainties and the subjective preferences of decision makers. Fuzzy Hierarchical Model for Risk Assessment introduces a fuzzy-based hierarchical approach to solve risk management problems considering both qualitative and quantitative criteria to tackle imprecise information. This approach is illustrated through number of case studies using examples from the food, fashion and electronics sectors to cover a range of applications including supply chain management, green product design and green initiatives. These practical examples explore how this method can be adapted and fine tuned to fit other industries as well. Supported by an extensive literature review, Fuzzy Hierarchical Model for Risk Assessment comprehensively introduces a new method for project managers across all industries as well as researchers in risk management.
An Ordered Regression Model to Predict Transit Passengers’ Behavioural Intentions
Energy Technology Data Exchange (ETDEWEB)
Oña, J. de; Oña, R. de; Eboli, L.; Forciniti, C.; Mazzulla, G.
2016-07-01
Passengers’ behavioural intentions after experiencing transit services can be viewed as signals that show if a customer continues to utilise a company’s service. Users’ behavioural intentions can depend on a series of aspects that are difficult to measure directly. More recently, transit passengers’ behavioural intentions have been just considered together with the concepts of service quality and customer satisfaction. Due to the characteristics of the ways for evaluating passengers’ behavioural intentions, service quality and customer satisfaction, we retain that this kind of issue could be analysed also by applying ordered regression models. This work aims to propose just an ordered probit model for analysing service quality factors that can influence passengers’ behavioural intentions towards the use of transit services. The case study is the LRT of Seville (Spain), where a survey was conducted in order to collect the opinions of the passengers about the existing transit service, and to have a measure of the aspects that can influence the intentions of the users to continue using the transit service in the future. (Author)
Heterogeneous Breast Phantom Development for Microwave Imaging Using Regression Models
Directory of Open Access Journals (Sweden)
Camerin Hahn
2012-01-01
Full Text Available As new algorithms for microwave imaging emerge, it is important to have standard accurate benchmarking tests. Currently, most researchers use homogeneous phantoms for testing new algorithms. These simple structures lack the heterogeneity of the dielectric properties of human tissue and are inadequate for testing these algorithms for medical imaging. To adequately test breast microwave imaging algorithms, the phantom has to resemble different breast tissues physically and in terms of dielectric properties. We propose a systematic approach in designing phantoms that not only have dielectric properties close to breast tissues but also can be easily shaped to realistic physical models. The approach is based on regression model to match phantom's dielectric properties with the breast tissue dielectric properties found in Lazebnik et al. (2007. However, the methodology proposed here can be used to create phantoms for any tissue type as long as ex vivo, in vitro, or in vivo tissue dielectric properties are measured and available. Therefore, using this method, accurate benchmarking phantoms for testing emerging microwave imaging algorithms can be developed.
Experiments in Error Propagation within Hierarchal Combat Models
2015-09-01
stochastic Lanchester campaign model that contains 18 Blue and 25 Red submarines. The outputs of the campaign models are analyzed statistically. The...sampled in a variety of ways, including just the mean, and used to calculate the attrition coefficients for a stochastic Lanchester campaign model...9 2. Lanchester Models .............................................................................10 III. SCENARIO AND MODEL DEVELOPMENT
Directory of Open Access Journals (Sweden)
Chulkov Vitaliy Olegovich
2012-12-01
Full Text Available This article deals with the infographic modeling of hierarchical management systems exposed to innovative conflicts. The authors analyze the facts that serve as conflict drivers in the construction management environment. The reasons for innovative conflicts include changes in hierarchical structures of management systems, adjustment of workers to new management conditions, changes in the ideology, etc. Conflicts under consideration may involve contradictions between requests placed by customers and the legislation, any risks that may originate from the above contradiction, conflicts arising from any failure to comply with any accepted standards of conduct, etc. One of the main objectives of the theory of hierarchical structures is to develop a model capable of projecting potential innovative conflicts. Models described in the paper reflect dynamic changes in patterns of external impacts within the conflict area. The simplest model element is a monad, or an indivisible set of characteristics of participants at the pre-set level. Interaction between two monads forms a diad. Modeling of situations that involve a different number of monads, diads, resources and impacts can improve methods used to control and manage hierarchical structures in the construction industry. However, in the absence of any mathematical models employed to simulate conflict-related events, processes and situations, any research into, projection and management of interpersonal and group-to-group conflicts are to be performed in the legal environment
Sparse Estimation Using Bayesian Hierarchical Prior Modeling for Real and Complex Linear Models
DEFF Research Database (Denmark)
Pedersen, Niels Lovmand; Manchón, Carles Navarro; Badiu, Mihai Alin
2015-01-01
In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the relative scarcity of formal tools for SBL in complex-valued m......In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the relative scarcity of formal tools for SBL in complex...... error, and robustness in low and medium signal-to-noise ratio regimes....
application of multilinear regression analysis in modeling of soil
African Journals Online (AJOL)
Windows User
Accordingly [1, 3] in their work, they applied linear regression ... (MLRA) is a statistical technique that uses several explanatory ... order to check this, they adopted bivariate correlation analysis .... groups, namely A-1 through A-7, based on their relative expected ..... Multivariate Regression in Gorgan Province North of Iran” ...
Application of hierarchical genetic models to Raven and WAIS subtests: a Dutch twin study.
Rijsdijk, Frühling V; Vernon, P A; Boomsma, Dorret I
2002-05-01
Hierarchical models of intelligence are highly informative and widely accepted. Application of these models to twin data, however, is sparse. This paper addresses the question of how a genetic hierarchical model fits the Wechsler Adult Intelligence Scale (WAIS) subtests and the Raven Standard Progressive test score, collected in 194 18-year-old Dutch twin pairs. We investigated whether first-order group factors possess genetic and environmental variance independent of the higher-order general factor and whether the hierarchical structure is significant for all sources of variance. A hierarchical model with the 3 Cohen group-factors (verbal comprehension, perceptual organisation and freedom-from-distractibility) and a higher-order g factor showed the best fit to the phenotypic data and to additive genetic influences (A), whereas the unique environmental source of variance (E) could be modeled by a single general factor and specifics. There was no evidence for common environmental influences. The covariation among the WAIS group factors and the covariation between the group factors and the Raven is predominantly influenced by a second-order genetic factor and strongly support the notion of a biological basis of g.
A Hierarchical Bayesian Model to Predict Self-Thinning Line for Chinese Fir in Southern China.
Directory of Open Access Journals (Sweden)
Xiongqing Zhang
Full Text Available Self-thinning is a dynamic equilibrium between forest growth and mortality at full site occupancy. Parameters of the self-thinning lines are often confounded by differences across various stand and site conditions. For overcoming the problem of hierarchical and repeated measures, we used hierarchical Bayesian method to estimate the self-thinning line. The results showed that the self-thinning line for Chinese fir (Cunninghamia lanceolata (Lamb.Hook. plantations was not sensitive to the initial planting density. The uncertainty of model predictions was mostly due to within-subject variability. The simulation precision of hierarchical Bayesian method was better than that of stochastic frontier function (SFF. Hierarchical Bayesian method provided a reasonable explanation of the impact of other variables (site quality, soil type, aspect, etc. on self-thinning line, which gave us the posterior distribution of parameters of self-thinning line. The research of self-thinning relationship could be benefit from the use of hierarchical Bayesian method.
Mohebbi, Mohammadreza; Wolfe, Rory; Forbes, Andrew
2014-01-01
This paper applies the generalised linear model for modelling geographical variation to esophageal cancer incidence data in the Caspian region of Iran. The data have a complex and hierarchical structure that makes them suitable for hierarchical analysis using Bayesian techniques, but with care required to deal with problems arising from counts of events observed in small geographical areas when overdispersion and residual spatial autocorrelation are present. These considerations lead to nine regression models derived from using three probability distributions for count data: Poisson, generalised Poisson and negative binomial, and three different autocorrelation structures. We employ the framework of Bayesian variable selection and a Gibbs sampling based technique to identify significant cancer risk factors. The framework deals with situations where the number of possible models based on different combinations of candidate explanatory variables is large enough such that calculation of posterior probabilities for all models is difficult or infeasible. The evidence from applying the modelling methodology suggests that modelling strategies based on the use of generalised Poisson and negative binomial with spatial autocorrelation work well and provide a robust basis for inference. PMID:24413702
Wheat flour dough Alveograph characteristics predicted by Mixolab regression models.
Codină, Georgiana Gabriela; Mironeasa, Silvia; Mironeasa, Costel; Popa, Ciprian N; Tamba-Berehoiu, Radiana
2012-02-01
In Romania, the Alveograph is the most used device to evaluate the rheological properties of wheat flour dough, but lately the Mixolab device has begun to play an important role in the breadmaking industry. These two instruments are based on different principles but there are some correlations that can be found between the parameters determined by the Mixolab and the rheological properties of wheat dough measured with the Alveograph. Statistical analysis on 80 wheat flour samples using the backward stepwise multiple regression method showed that Mixolab values using the ‘Chopin S’ protocol (40 samples) and ‘Chopin + ’ protocol (40 samples) can be used to elaborate predictive models for estimating the value of the rheological properties of wheat dough: baking strength (W), dough tenacity (P) and extensibility (L). The correlation analysis confirmed significant findings (P 0.70 for P, R²(adjusted) > 0.70 for W and R²(adjusted) > 0.38 for L, at a 95% confidence interval. Copyright © 2011 Society of Chemical Industry.
Application of regression model on stream water quality parameters
International Nuclear Information System (INIS)
Suleman, M.; Maqbool, F.; Malik, A.H.; Bhatti, Z.A.
2012-01-01
Statistical analysis was conducted to evaluate the effect of solid waste leachate from the open solid waste dumping site of Salhad on the stream water quality. Five sites were selected along the stream. Two sites were selected prior to mixing of leachate with the surface water. One was of leachate and other two sites were affected with leachate. Samples were analyzed for pH, water temperature, electrical conductivity (EC), total dissolved solids (TDS), Biological oxygen demand (BOD), chemical oxygen demand (COD), dissolved oxygen (DO) and total bacterial load (TBL). In this study correlation coefficient r among different water quality parameters of various sites were calculated by using Pearson model and then average of each correlation between two parameters were also calculated, which shows TDS and EC and pH and BOD have significantly increasing r value, while temperature and TDS, temp and EC, DO and BL, DO and COD have decreasing r value. Single factor ANOVA at 5% level of significance was used which shows EC, TDS, TCL and COD were significantly differ among various sites. By the application of these two statistical approaches TDS and EC shows strongly positive correlation because the ions from the dissolved solids in water influence the ability of that water to conduct an electrical current. These two parameters significantly vary among 5 sites which are further confirmed by using linear regression. (author)
Time to failure of hierarchical load-transfer models of fracture
DEFF Research Database (Denmark)
Vázquez-Prada, M; Gómez, J B; Moreno, Y
1999-01-01
The time to failure, T, of dynamical models of fracture for a hierarchical load-transfer geometry is studied. Using a probabilistic strategy and juxtaposing hierarchical structures of height n, we devise an exact method to compute T, for structures of height n+1. Bounding T, for large n, we are a...... are able to deduce that the time to failure tends to a nonzero value when n tends to infinity. This numerical conclusion is deduced for both power law and exponential breakdown rules....
da Silva, Natal Santos; Undurraga, Eduardo A; da Silva Ferreira, Elis Regina; Estofolete, Cássia Fernanda; Nogueira, Maurício Lacerda
2018-01-01
In Brazil, the incidence of hospitalization due to dengue, as an indicator of severity, has drastically increased since 1998. The objective of our study was to identify risk factors associated with subsequent hospitalization related to dengue. We analyzed 7613 dengue confirmed via serology (ELISA), non-structural protein 1, or polymerase chain reaction amplification. We used a hierarchical framework to generate a multivariate logistic regression based on a variety of risk variables. This was followed by multiple statistical analyses to assess hierarchical model accuracy, variance, goodness of fit, and whether or not this model reliably represented the population. The final model, which included age, sex, ethnicity, previous dengue infection, hemorrhagic manifestations, plasma leakage, and organ failure, showed that all measured parameters, with the exception of previous dengue, were statistically significant. The presence of organ failure was associated with the highest risk of subsequent dengue hospitalization (OR=5·75; CI=3·53-9·37). Therefore, plasma leakage and organ failure were the main indicators of hospitalization due to dengue, although other variables of minor importance should also be considered to refer dengue patients to hospital treatment, which may lead to a reduction in avoidable deaths as well as costs related to dengue. Copyright © 2017 Elsevier B.V. All rights reserved.
The microcomputer scientific software series 2: general linear model--regression.
Harold M. Rauscher
1983-01-01
The general linear model regression (GLMR) program provides the microcomputer user with a sophisticated regression analysis capability. The output provides a regression ANOVA table, estimators of the regression model coefficients, their confidence intervals, confidence intervals around the predicted Y-values, residuals for plotting, a check for multicollinearity, a...
From Playability to a Hierarchical Game Usability Model
Nacke, Lennart E.
2010-01-01
This paper presents a brief review of current game usability models. This leads to the conception of a high-level game development-centered usability model that integrates current usability approaches in game industry and game research.
Evaluation of Validity and Reliability for Hierarchical Scales Using Latent Variable Modeling
Raykov, Tenko; Marcoulides, George A.
2012-01-01
A latent variable modeling method is outlined, which accomplishes estimation of criterion validity and reliability for a multicomponent measuring instrument with hierarchical structure. The approach provides point and interval estimates for the scale criterion validity and reliability coefficients, and can also be used for testing composite or…
Putwain, Dave; Deveney, Carolyn
2009-01-01
The aim of this study was to examine an expanded integrative hierarchical model of test emotions and achievement goal orientations in predicting the examination performance of undergraduate students. Achievement goals were theorised as mediating the relationship between test emotions and performance. 120 undergraduate students completed…
Fung, Karen; ElAtia, Samira
2015-01-01
Using Hierarchical Linear Modelling (HLM), this study aimed to identify factors such as ESL/ELL/EAL status that would predict students' reading performance in an English language arts exam taken across Canada. Using data from the 2007 administration of the Pan-Canadian Assessment Program (PCAP) along with the accompanying surveys for students and…
The Hierarchical Factor Model of ADHD: Invariant across Age and National Groupings?
Toplak, Maggie E.; Sorge, Geoff B.; Flora, David B.; Chen, Wai; Banaschewski, Tobias; Buitelaar, Jan; Ebstein, Richard; Eisenberg, Jacques; Franke, Barbara; Gill, Michael; Miranda, Ana; Oades, Robert D.; Roeyers, Herbert; Rothenberger, Aribert; Sergeant, Joseph; Sonuga-Barke, Edmund; Steinhausen, Hans-Christoph; Thompson, Margaret; Tannock, Rosemary; Asherson, Philip; Faraone, Stephen V.
2012-01-01
Objective: To examine the factor structure of attention-deficit/hyperactivity disorder (ADHD) in a clinical sample of 1,373 children and adolescents with ADHD and their 1,772 unselected siblings recruited from different countries across a large age range. Hierarchical and correlated factor analytic models were compared separately in the ADHD and…
Rademaker, Arthur R.; van Minnen, Agnes; Ebberink, Freek; van Zuiden, Mirjam; Hagenaars, Muriel A.; Geuze, Elbert
2012-01-01
As of yet, no collective agreement has been reached regarding the precise factor structure of posttraumatic stress disorder (PTSD). Several alternative factor-models have been proposed in the last decades. The current study examined the fit of a hierarchical adaptation of the Simms et al. (2002)
Hierarchical models for informing general biomass equations with felled tree data
Brian J. Clough; Matthew B. Russell; Christopher W. Woodall; Grant M. Domke; Philip J. Radtke
2015-01-01
We present a hierarchical framework that uses a large multispecies felled tree database to inform a set of general models for predicting tree foliage biomass, with accompanying uncertainty, within the FIA database. Results suggest significant prediction uncertainty for individual trees and reveal higher errors when predicting foliage biomass for larger trees and for...
Perfect observables for the hierarchical non-linear O(N)-invariant σ-model
International Nuclear Information System (INIS)
Wieczerkowski, C.; Xylander, Y.
1995-05-01
We compute moving eigenvalues and the eigenvectors of the linear renormalization group transformation for observables along the renormalized trajectory of the hierarchical non-linear O(N)-invariant σ-model by means of perturbation theory in the running coupling constant. Moving eigenvectors are defined as solutions to a Callan-Symanzik type equation. (orig.)
Raykov, Tenko
2011-01-01
Interval estimation of intraclass correlation coefficients in hierarchical designs is discussed within a latent variable modeling framework. A method accomplishing this aim is outlined, which is applicable in two-level studies where participants (or generally lower-order units) are clustered within higher-order units. The procedure can also be…
An Analysis of Turkey's PISA 2015 Results Using Two-Level Hierarchical Linear Modelling
Atas, Dogu; Karadag, Özge
2017-01-01
In the field of education, most of the data collected are multi-level structured. Cities, city based schools, school based classes and finally students in the classrooms constitute a hierarchical structure. Hierarchical linear models give more accurate results compared to standard models when the data set has a structure going far as individuals,…
MODELING SNAKE MICROHABITAT FROM RADIOTELEMETRY STUDIES USING POLYTOMOUS LOGISTIC REGRESSION
Multivariate analysis of snake microhabitat has historically used techniques that were derived under assumptions of normality and common covariance structure (e.g., discriminant function analysis, MANOVA). In this study, polytomous logistic regression (PLR which does not require ...
Methods of Detecting Outliers in A Regression Analysis Model ...
African Journals Online (AJOL)
PROF. O. E. OSUAGWU
2013-06-01
Jun 1, 2013 ... especially true in observational studies .... Simple linear regression and multiple ... The simple linear ..... Grubbs,F.E (1950): Sample Criteria for Testing Outlying observations: Annals of ... In experimental design, the Relative.
231 Using Multiple Regression Analysis in Modelling the Role of ...
African Journals Online (AJOL)
User
of Internal Revenue, Tourism Bureau and hotel records. The multiple regression .... additional guest facilities such as restaurant, a swimming pool or child care and social function ... and provide good quality service to the public. Conclusion.
Song, Chao; Kwan, Mei-Po; Zhu, Jiping
2017-04-08
An increasing number of fires are occurring with the rapid development of cities, resulting in increased risk for human beings and the environment. This study compares geographically weighted regression-based models, including geographically weighted regression (GWR) and geographically and temporally weighted regression (GTWR), which integrates spatial and temporal effects and global linear regression models (LM) for modeling fire risk at the city scale. The results show that the road density and the spatial distribution of enterprises have the strongest influences on fire risk, which implies that we should focus on areas where roads and enterprises are densely clustered. In addition, locations with a large number of enterprises have fewer fire ignition records, probably because of strict management and prevention measures. A changing number of significant variables across space indicate that heterogeneity mainly exists in the northern and eastern rural and suburban areas of Hefei city, where human-related facilities or road construction are only clustered in the city sub-centers. GTWR can capture small changes in the spatiotemporal heterogeneity of the variables while GWR and LM cannot. An approach that integrates space and time enables us to better understand the dynamic changes in fire risk. Thus governments can use the results to manage fire safety at the city scale.
Semiparametric regression during 2003–2007
Ruppert, David; Wand, M.P.; Carroll, Raymond J.
2009-01-01
Semiparametric regression is a fusion between parametric regression and nonparametric regression that integrates low-rank penalized splines, mixed model and hierarchical Bayesian methodology – thus allowing more streamlined handling of longitudinal and spatial correlation. We review progress in the field over the five-year period between 2003 and 2007. We find semiparametric regression to be a vibrant field with substantial involvement and activity, continual enhancement and widespread application.
Directory of Open Access Journals (Sweden)
J. P. Werner
2015-03-01
Full Text Available Reconstructions of the late-Holocene climate rely heavily upon proxies that are assumed to be accurately dated by layer counting, such as measurements of tree rings, ice cores, and varved lake sediments. Considerable advances could be achieved if time-uncertain proxies were able to be included within these multiproxy reconstructions, and if time uncertainties were recognized and correctly modeled for proxies commonly treated as free of age model errors. Current approaches for accounting for time uncertainty are generally limited to repeating the reconstruction using each one of an ensemble of age models, thereby inflating the final estimated uncertainty – in effect, each possible age model is given equal weighting. Uncertainties can be reduced by exploiting the inferred space–time covariance structure of the climate to re-weight the possible age models. Here, we demonstrate how Bayesian hierarchical climate reconstruction models can be augmented to account for time-uncertain proxies. Critically, although a priori all age models are given equal probability of being correct, the probabilities associated with the age models are formally updated within the Bayesian framework, thereby reducing uncertainties. Numerical experiments show that updating the age model probabilities decreases uncertainty in the resulting reconstructions, as compared with the current de facto standard of sampling over all age models, provided there is sufficient information from other data sources in the spatial region of the time-uncertain proxy. This approach can readily be generalized to non-layer-counted proxies, such as those derived from marine sediments.
A hierarchical causal modeling for large industrial plants supervision
International Nuclear Information System (INIS)
Dziopa, P.; Leyval, L.
1994-01-01
A supervision system has to analyse the process current state and the way it will evolve after a modification of the inputs or disturbance. It is proposed to base this analysis on a hierarchy of models, witch differ by the number of involved variables and the abstraction level used to describe their temporal evolution. In a first step, special attention is paid to causal models building, from the most abstract one. Once the hierarchy of models has been build, the most detailed model parameters are estimated. Several models of different abstraction levels can be used for on line prediction. These methods have been applied to a nuclear reprocessing plant. The abstraction level could be chosen on line by the operator. Moreover when an abnormal process behaviour is detected a more detailed model is automatically triggered in order to focus the operator attention on the suspected subsystem. (authors). 11 refs., 11 figs
Sparse Event Modeling with Hierarchical Bayesian Kernel Methods
2016-01-05
SECURITY CLASSIFICATION OF: The research objective of this proposal was to develop a predictive Bayesian kernel approach to model count data based on...several predictive variables. Such an approach, which we refer to as the Poisson Bayesian kernel model, is able to model the rate of occurrence of... kernel methods made use of: (i) the Bayesian property of improving predictive accuracy as data are dynamically obtained, and (ii) the kernel function
Hierarchical modelling of line commutated power systems used in particle accelerators using Saber
International Nuclear Information System (INIS)
Reimund, J.A.
1993-01-01
This paper discusses the use of hierarchical simulation models using the program Saber trademark for the prediction of magnet ripple currents generated by the power supply/output filter combination. Modeling of an entire power system connected to output filters and particle accelerator ring magnets will be presented. Special emphasis is made on the modeling of power source imbalances caused by transformer impedance imbalances and utility variances. The affect that these imbalances have on the harmonic content of ripple current is also investigated
DEFF Research Database (Denmark)
Azarang, Leyla; Scheike, Thomas; de Uña-Álvarez, Jacobo
2017-01-01
In this work, we present direct regression analysis for the transition probabilities in the possibly non-Markov progressive illness–death model. The method is based on binomial regression, where the response is the indicator of the occupancy for the given state along time. Randomly weighted score...
A test of the hierarchical model of litter decomposition
DEFF Research Database (Denmark)
Bradford, Mark A.; Veen, G. F.; Bonis, Anne
2017-01-01
Our basic understanding of plant litter decomposition informs the assumptions underlying widely applied soil biogeochemical models, including those embedded in Earth system models. Confidence in projected carbon cycle-climate feedbacks therefore depends on accurate knowledge about the controls...... regulating the rate at which plant biomass is decomposed into products such as CO2. Here we test underlying assumptions of the dominant conceptual model of litter decomposition. The model posits that a primary control on the rate of decomposition at regional to global scales is climate (temperature...
A logistic regression model for Ghana National Health Insurance claims
Directory of Open Access Journals (Sweden)
Samuel Antwi
2013-07-01
Full Text Available In August 2003, the Ghanaian Government made history by implementing the first National Health Insurance System (NHIS in Sub-Saharan Africa. Within three years, over half of the country’s population had voluntarily enrolled into the National Health Insurance Scheme. This study had three objectives: 1 To estimate the risk factors that influences the Ghana national health insurance claims. 2 To estimate the magnitude of each of the risk factors in relation to the Ghana national health insurance claims. In this work, data was collected from the policyholders of the Ghana National Health Insurance Scheme with the help of the National Health Insurance database and the patients’ attendance register of the Koforidua Regional Hospital, from 1st January to 31st December 2011. Quantitative analysis was done using the generalized linear regression (GLR models. The results indicate that risk factors such as sex, age, marital status, distance and length of stay at the hospital were important predictors of health insurance claims. However, it was found that the risk factors; health status, billed charges and income level are not good predictors of national health insurance claim. The outcome of the study shows that sex, age, marital status, distance and length of stay at the hospital are statistically significant in the determination of the Ghana National health insurance premiums since they considerably influence claims. We recommended, among other things that, the National Health Insurance Authority should facilitate the institutionalization of the collection of appropriate data on a continuous basis to help in the determination of future premiums.
Simulating individual-based models of epidemics in hierarchical networks
Quax, R.; Bader, D.A.; Sloot, P.M.A.
2009-01-01
Current mathematical modeling methods for the spreading of infectious diseases are too simplified and do not scale well. We present the Simulator of Epidemic Evolution in Complex Networks (SEECN), an efficient simulator of detailed individual-based models by parameterizing separate dynamics
A three-component, hierarchical model of executive attention
Whittle, Sarah; Pantelis, Christos; Testa, Renee; Tiego, Jeggan; Bellgrove, Mark
2017-01-01
Executive attention refers to the goal-directed control of attention. Existing models of executive attention distinguish between three correlated, but empirically dissociable, factors related to selectively attending to task-relevant stimuli (Selective Attention), inhibiting task-irrelevant responses (Response Inhibition), and actively maintaining goal-relevant information (Working Memory Capacity). In these models, Selective Attention and Response Inhibition are moderately strongly correlate...
An open-population hierarchical distance sampling model
Sollmann, Rachel; Beth Gardner,; Richard B Chandler,; Royle, J. Andrew; T Scott Sillett,
2015-01-01
Modeling population dynamics while accounting for imperfect detection is essential to monitoring programs. Distance sampling allows estimating population size while accounting for imperfect detection, but existing methods do not allow for direct estimation of demographic parameters. We develop a model that uses temporal correlation in abundance arising from underlying population dynamics to estimate demographic parameters from repeated distance sampling surveys. Using a simulation study motivated by designing a monitoring program for island scrub-jays (Aphelocoma insularis), we investigated the power of this model to detect population trends. We generated temporally autocorrelated abundance and distance sampling data over six surveys, using population rates of change of 0.95 and 0.90. We fit the data generating Markovian model and a mis-specified model with a log-linear time effect on abundance, and derived post hoc trend estimates from a model estimating abundance for each survey separately. We performed these analyses for varying number of survey points. Power to detect population changes was consistently greater under the Markov model than under the alternatives, particularly for reduced numbers of survey points. The model can readily be extended to more complex demographic processes than considered in our simulations. This novel framework can be widely adopted for wildlife population monitoring.
An open-population hierarchical distance sampling model.
Sollmann, Rahel; Gardner, Beth; Chandler, Richard B; Royle, J Andrew; Sillett, T Scott
2015-02-01
Modeling population dynamics while accounting for imperfect detection is essential to monitoring programs. Distance sampling allows estimating population size while accounting for imperfect detection, but existing methods do not allow for estimation of demographic parameters. We develop a model that uses temporal correlation in abundance arising from underlying population dynamics to estimate demographic parameters from repeated distance sampling surveys. Using a simulation study motivated by designing a monitoring program for Island Scrub-Jays (Aphelocoma insularis), we investigated the power of this model to detect population trends. We generated temporally autocorrelated abundance and distance sampling data over six surveys, using population rates of change of 0.95 and 0.90. We fit the data generating Markovian model and a mis-specified model with a log-linear time effect on abundance, and derived post hoc trend estimates from a model estimating abundance for each survey separately. We performed these analyses for varying numbers of survey points. Power to detect population changes was consistently greater under the Markov model than under the alternatives, particularly for reduced numbers of survey points. The model can readily be extended to more complex demographic processes than considered in our simulations. This novel framework can be widely adopted for wildlife population monitoring.
Hierarchical material models for fragmentation modeling in NIF-ALE-AMR
International Nuclear Information System (INIS)
Fisher, A C; Masters, N D; Koniges, A E; Anderson, R W; Gunney, B T N; Wang, P; Becker, R; Dixit, P; Benson, D J
2008-01-01
Fragmentation is a fundamental process that naturally spans micro to macroscopic scales. Recent advances in algorithms, computer simulations, and hardware enable us to connect the continuum to microstructural regimes in a real simulation through a heterogeneous multiscale mathematical model. We apply this model to the problem of predicting how targets in the NIF chamber dismantle, so that optics and diagnostics can be protected from damage. The mechanics of the initial material fracture depend on the microscopic grain structure. In order to effectively simulate the fragmentation, this process must be modeled at the subgrain level with computationally expensive crystal plasticity models. However, there are not enough computational resources to model the entire NIF target at this microscopic scale. In order to accomplish these calculations, a hierarchical material model (HMM) is being developed. The HMM will allow fine-scale modeling of the initial fragmentation using computationally expensive crystal plasticity, while the elements at the mesoscale can use polycrystal models, and the macroscopic elements use analytical flow stress models. The HMM framework is built upon an adaptive mesh refinement (AMR) capability. We present progress in implementing the HMM in the NIF-ALE-AMR code. Additionally, we present test simulations relevant to NIF targets
Hierarchical material models for fragmentation modeling in NIF-ALE-AMR
Energy Technology Data Exchange (ETDEWEB)
Fisher, A C; Masters, N D; Koniges, A E; Anderson, R W; Gunney, B T N; Wang, P; Becker, R [Lawrence Livermore National Laboratory, PO Box 808, Livermore, CA 94551 (United States); Dixit, P; Benson, D J [University of California San Diego, 9500 Gilman Dr., La Jolla. CA 92093 (United States)], E-mail: fisher47@llnl.gov
2008-05-15
Fragmentation is a fundamental process that naturally spans micro to macroscopic scales. Recent advances in algorithms, computer simulations, and hardware enable us to connect the continuum to microstructural regimes in a real simulation through a heterogeneous multiscale mathematical model. We apply this model to the problem of predicting how targets in the NIF chamber dismantle, so that optics and diagnostics can be protected from damage. The mechanics of the initial material fracture depend on the microscopic grain structure. In order to effectively simulate the fragmentation, this process must be modeled at the subgrain level with computationally expensive crystal plasticity models. However, there are not enough computational resources to model the entire NIF target at this microscopic scale. In order to accomplish these calculations, a hierarchical material model (HMM) is being developed. The HMM will allow fine-scale modeling of the initial fragmentation using computationally expensive crystal plasticity, while the elements at the mesoscale can use polycrystal models, and the macroscopic elements use analytical flow stress models. The HMM framework is built upon an adaptive mesh refinement (AMR) capability. We present progress in implementing the HMM in the NIF-ALE-AMR code. Additionally, we present test simulations relevant to NIF targets.
Gavish, Yoni; O'Connell, Jerome; Marsh, Charles J.; Tarantino, Cristina; Blonda, Palma; Tomaselli, Valeria; Kunin, William E.
2018-02-01
The increasing need for high quality Habitat/Land-Cover (H/LC) maps has triggered considerable research into novel machine-learning based classification models. In many cases, H/LC classes follow pre-defined hierarchical classification schemes (e.g., CORINE), in which fine H/LC categories are thematically nested within more general categories. However, none of the existing machine-learning algorithms account for this pre-defined hierarchical structure. Here we introduce a novel Random Forest (RF) based application of hierarchical classification, which fits a separate local classification model in every branching point of the thematic tree, and then integrates all the different local models to a single global prediction. We applied the hierarchal RF approach in a NATURA 2000 site in Italy, using two land-cover (CORINE, FAO-LCCS) and one habitat classification scheme (EUNIS) that differ from one another in the shape of the class hierarchy. For all 3 classification schemes, both the hierarchical model and a flat model alternative provided accurate predictions, with kappa values mostly above 0.9 (despite using only 2.2-3.2% of the study area as training cells). The flat approach slightly outperformed the hierarchical models when the hierarchy was relatively simple, while the hierarchical model worked better under more complex thematic hierarchies. Most misclassifications came from habitat pairs that are thematically distant yet spectrally similar. In 2 out of 3 classification schemes, the additional constraints of the hierarchical model resulted with fewer such serious misclassifications relative to the flat model. The hierarchical model also provided valuable information on variable importance which can shed light into "black-box" based machine learning algorithms like RF. We suggest various ways by which hierarchical classification models can increase the accuracy and interpretability of H/LC classification maps.
A hierarchical spatial model of avian abundance with application to Cerulean Warblers
Thogmartin, Wayne E.; Sauer, John R.; Knutson, Melinda G.
2004-01-01
Surveys collecting count data are the primary means by which abundance is indexed for birds. These counts are confounded, however, by nuisance effects including observer effects and spatial correlation between counts. Current methods poorly accommodate both observer and spatial effects because modeling these spatially autocorrelated counts within a hierarchical framework is not practical using standard statistical approaches. We propose a Bayesian approach to this problem and provide as an example of its implementation a spatial model of predicted abundance for the Cerulean Warbler (Dendroica cerulea) in the Prairie-Hardwood Transition of the upper midwestern United States. We used an overdispersed Poisson regression with fixed and random effects, fitted by Markov chain Monte Carlo methods. We used 21 years of North American Breeding Bird Survey counts as the response in a loglinear function of explanatory variables describing habitat, spatial relatedness, year effects, and observer effects. The model included a conditional autoregressive term representing potential correlation between adjacent route counts. Categories of explanatory habitat variables in the model included land cover composition and configuration, climate, terrain heterogeneity, and human influence. The inherent hierarchy in the model was from counts occurring, in part, as a function of observers within survey routes within years. We found that the percentage of forested wetlands, an index of wetness potential, and an interaction between mean annual precipitation and deciduous forest patch size best described Cerulean Warbler abundance. Based on a map of relative abundance derived from the posterior parameter estimates, we estimated that only 15% of the species' population occurred on federal land, necessitating active engagement of public landowners and state agencies in the conservation of the breeding habitat for this species. Models of this type can be applied to any data in which the response
A generalized additive regression model for survival times
DEFF Research Database (Denmark)
Scheike, Thomas H.
2001-01-01
Additive Aalen model; counting process; disability model; illness-death model; generalized additive models; multiple time-scales; non-parametric estimation; survival data; varying-coefficient models......Additive Aalen model; counting process; disability model; illness-death model; generalized additive models; multiple time-scales; non-parametric estimation; survival data; varying-coefficient models...
Accounting for standard errors of vision-specific latent trait in regression models.
Wong, Wan Ling; Li, Xiang; Li, Jialiang; Wong, Tien Yin; Cheng, Ching-Yu; Lamoureux, Ecosse L
2014-07-11
To demonstrate the effectiveness of Hierarchical Bayesian (HB) approach in a modeling framework for association effects that accounts for SEs of vision-specific latent traits assessed using Rasch analysis. A systematic literature review was conducted in four major ophthalmic journals to evaluate Rasch analysis performed on vision-specific instruments. The HB approach was used to synthesize the Rasch model and multiple linear regression model for the assessment of the association effects related to vision-specific latent traits. The effectiveness of this novel HB one-stage "joint-analysis" approach allows all model parameters to be estimated simultaneously and was compared with the frequently used two-stage "separate-analysis" approach in our simulation study (Rasch analysis followed by traditional statistical analyses without adjustment for SE of latent trait). Sixty-six reviewed articles performed evaluation and validation of vision-specific instruments using Rasch analysis, and 86.4% (n = 57) performed further statistical analyses on the Rasch-scaled data using traditional statistical methods; none took into consideration SEs of the estimated Rasch-scaled scores. The two models on real data differed for effect size estimations and the identification of "independent risk factors." Simulation results showed that our proposed HB one-stage "joint-analysis" approach produces greater accuracy (average of 5-fold decrease in bias) with comparable power and precision in estimation of associations when compared with the frequently used two-stage "separate-analysis" procedure despite accounting for greater uncertainty due to the latent trait. Patient-reported data, using Rasch analysis techniques, do not take into account the SE of latent trait in association analyses. The HB one-stage "joint-analysis" is a better approach, producing accurate effect size estimations and information about the independent association of exposure variables with vision-specific latent traits
The application of a hierarchical Bayesian spatiotemporal model for ...
Indian Academy of Sciences (India)
Process (GP) model by using the Gibbs sampling method. The result for ... good indicator of the HBST method. The statistical ... summary and discussion of future works are given .... spatiotemporal package in R language (R core team. 2013).
Bayesian disease mapping: hierarchical modeling in spatial epidemiology
National Research Council Canada - National Science Library
Lawson, Andrew
2013-01-01
Since the publication of the first edition, many new Bayesian tools and methods have been developed for space-time data analysis, the predictive modeling of health outcomes, and other spatial biostatistical areas...
Hierarchical models and iterative optimization of hybrid systems
Energy Technology Data Exchange (ETDEWEB)
Rasina, Irina V. [Ailamazyan Program Systems Institute, Russian Academy of Sciences, Peter One str. 4a, Pereslavl-Zalessky, 152021 (Russian Federation); Baturina, Olga V. [Trapeznikov Control Sciences Institute, Russian Academy of Sciences, Profsoyuznaya str. 65, 117997, Moscow (Russian Federation); Nasatueva, Soelma N. [Buryat State University, Smolina str.24a, Ulan-Ude, 670000 (Russian Federation)
2016-06-08
A class of hybrid control systems on the base of two-level discrete-continuous model is considered. The concept of this model was proposed and developed in preceding works as a concretization of the general multi-step system with related optimality conditions. A new iterative optimization procedure for such systems is developed on the base of localization of the global optimality conditions via contraction the control set.
Faraway, Julian J
2005-01-01
Linear models are central to the practice of statistics and form the foundation of a vast range of statistical methodologies. Julian J. Faraway''s critically acclaimed Linear Models with R examined regression and analysis of variance, demonstrated the different methods available, and showed in which situations each one applies. Following in those footsteps, Extending the Linear Model with R surveys the techniques that grow from the regression model, presenting three extensions to that framework: generalized linear models (GLMs), mixed effect models, and nonparametric regression models. The author''s treatment is thoroughly modern and covers topics that include GLM diagnostics, generalized linear mixed models, trees, and even the use of neural networks in statistics. To demonstrate the interplay of theory and practice, throughout the book the author weaves the use of the R software environment to analyze the data of real examples, providing all of the R commands necessary to reproduce the analyses. All of the ...
Dettmer, Jan; Dosso, Stan E
2012-10-01
This paper develops a trans-dimensional approach to matched-field geoacoustic inversion, including interacting Markov chains to improve efficiency and an autoregressive model to account for correlated errors. The trans-dimensional approach and hierarchical seabed model allows inversion without assuming any particular parametrization by relaxing model specification to a range of plausible seabed models (e.g., in this case, the number of sediment layers is an unknown parameter). Data errors are addressed by sampling statistical error-distribution parameters, including correlated errors (covariance), by applying a hierarchical autoregressive error model. The well-known difficulty of low acceptance rates for trans-dimensional jumps is addressed with interacting Markov chains, resulting in a substantial increase in efficiency. The trans-dimensional seabed model and the hierarchical error model relax the degree of prior assumptions required in the inversion, resulting in substantially improved (more realistic) uncertainty estimates and a more automated algorithm. In particular, the approach gives seabed parameter uncertainty estimates that account for uncertainty due to prior model choice (layering and data error statistics). The approach is applied to data measured on a vertical array in the Mediterranean Sea.
Fraldi, M.; Perrella, G.; Ciervo, M.; Bosia, F.; Pugno, N. M.
2017-09-01
Very recently, a Weibull-based probabilistic strategy has been successfully applied to bundles of wires to determine their overall stress-strain behaviour, also capturing previously unpredicted nonlinear and post-elastic features of hierarchical strands. This approach is based on the so-called "Equal Load Sharing (ELS)" hypothesis by virtue of which, when a wire breaks, the load acting on the strand is homogeneously redistributed among the surviving wires. Despite the overall effectiveness of the method, some discrepancies between theoretical predictions and in silico Finite Element-based simulations or experimental findings might arise when more complex structures are analysed, e.g. helically arranged bundles. To overcome these limitations, an enhanced hybrid approach is proposed in which the probability of rupture is combined with a deterministic mechanical model of a strand constituted by helically-arranged and hierarchically-organized wires. The analytical model is validated comparing its predictions with both Finite Element simulations and experimental tests. The results show that generalized stress-strain responses - incorporating tension/torsion coupling - are naturally found and, once one or more elements break, the competition between geometry and mechanics of the strand microstructure, i.e. the different cross sections and helical angles of the wires in the different hierarchical levels of the strand, determines the no longer homogeneous stress redistribution among the surviving wires whose fate is hence governed by a "Hierarchical Load Sharing" criterion.
A hierarchical stress release model for synthetic seismicity
Bebbington, Mark
1997-06-01
We construct a stochastic dynamic model for synthetic seismicity involving stochastic stress input, release, and transfer in an environment of heterogeneous strength and interacting segments. The model is not fault-specific, having a number of adjustable parameters with physical interpretation, namely, stress relaxation, stress transfer, stress dissipation, segment structure, strength, and strength heterogeneity, which affect the seismicity in various ways. Local parameters are chosen to be consistent with large historical events, other parameters to reproduce bulk seismicity statistics for the fault as a whole. The one-dimensional fault is divided into a number of segments, each comprising a varying number of nodes. Stress input occurs at each node in a simple random process, representing the slow buildup due to tectonic plate movements. Events are initiated, subject to a stochastic hazard function, when the stress on a node exceeds the local strength. An event begins with the transfer of excess stress to neighboring nodes, which may in turn transfer their excess stress to the next neighbor. If the event grows to include the entire segment, then most of the stress on the segment is transferred to neighboring segments (or dissipated) in a characteristic event. These large events may themselves spread to other segments. We use the Middle America Trench to demonstrate that this model, using simple stochastic stress input and triggering mechanisms, can produce behavior consistent with the historical record over five units of magnitude. We also investigate the effects of perturbing various parameters in order to show how the model might be tailored to a specific fault structure. The strength of the model lies in this ability to reproduce the behavior of a general linear fault system through the choice of a relatively small number of parameters. It remains to develop a procedure for estimating the internal state of the model from the historical observations in order to
Calibration of Automatically Generated Items Using Bayesian Hierarchical Modeling.
Johnson, Matthew S.; Sinharay, Sandip
For complex educational assessments, there is an increasing use of "item families," which are groups of related items. However, calibration or scoring for such an assessment requires fitting models that take into account the dependence structure inherent among the items that belong to the same item family. C. Glas and W. van der Linden…
A hierarchical modeling of information seeking behavior of school ...
African Journals Online (AJOL)
The aim of this study was to investigate the information seeking behavior of school teachers in the public primary schools of rural areas of Nigeria and to draw up a model of their information-seeking behavior. A Cross-sectional survey design research was employed to carry out the research. Findings showed that the ...
Generic Database Cost Models for Hierarchical Memory Systems
S. Manegold (Stefan); P.A. Boncz (Peter); M.L. Kersten (Martin)
2002-01-01
textabstractAccurate prediction of operator execution time is a prerequisite for database query optimization. Although extensively studied for conventional disk-based DBMSs, cost modeling in main-memory DBMSs is still an open issue. Recent database research has demonstrated that memory access is
Generic database cost models for hierarchical memory systems
S. Manegold (Stefan); P.A. Boncz (Peter); M.L. Kersten (Martin)
2002-01-01
textabstractAccurate prediction of operator execution time is a prerequisite fordatabase query optimization. Although extensively studied for conventionaldisk-based DBMSs, cost modeling in main-memory DBMSs is still an openissue. Recent database research has demonstrated that memory access ismore
Energy Technology Data Exchange (ETDEWEB)
Thornton, Peter E [ORNL; Wang, Weile [ORNL; Law, Beverly E. [Oregon State University; Nemani, Ramakrishna R [NASA Ames Research Center
2009-01-01
The increasing complexity of ecosystem models represents a major difficulty in tuning model parameters and analyzing simulated results. To address this problem, this study develops a hierarchical scheme that simplifies the Biome-BGC model into three functionally cascaded tiers and analyzes them sequentially. The first-tier model focuses on leaf-level ecophysiological processes; it simulates evapotranspiration and photosynthesis with prescribed leaf area index (LAI). The restriction on LAI is then lifted in the following two model tiers, which analyze how carbon and nitrogen is cycled at the whole-plant level (the second tier) and in all litter/soil pools (the third tier) to dynamically support the prescribed canopy. In particular, this study analyzes the steady state of these two model tiers by a set of equilibrium equations that are derived from Biome-BGC algorithms and are based on the principle of mass balance. Instead of spinning-up the model for thousands of climate years, these equations are able to estimate carbon/nitrogen stocks and fluxes of the target (steady-state) ecosystem directly from the results obtained by the first-tier model. The model hierarchy is examined with model experiments at four AmeriFlux sites. The results indicate that the proposed scheme can effectively calibrate Biome-BGC to simulate observed fluxes of evapotranspiration and photosynthesis; and the carbon/nitrogen stocks estimated by the equilibrium analysis approach are highly consistent with the results of model simulations. Therefore, the scheme developed in this study may serve as a practical guide to calibrate/analyze Biome-BGC; it also provides an efficient way to solve the problem of model spin-up, especially for applications over large regions. The same methodology may help analyze other similar ecosystem models as well.
A Bayesian Nonparametric Causal Model for Regression Discontinuity Designs
Karabatsos, George; Walker, Stephen G.
2013-01-01
The regression discontinuity (RD) design (Thistlewaite & Campbell, 1960; Cook, 2008) provides a framework to identify and estimate causal effects from a non-randomized design. Each subject of a RD design is assigned to the treatment (versus assignment to a non-treatment) whenever her/his observed value of the assignment variable equals or…
Parametric vs. Nonparametric Regression Modelling within Clinical Decision Support
Czech Academy of Sciences Publication Activity Database
Kalina, Jan; Zvárová, Jana
2017-01-01
Roč. 5, č. 1 (2017), s. 21-27 ISSN 1805-8698 R&D Projects: GA ČR GA17-01251S Institutional support: RVO:67985807 Keywords : decision support systems * decision rules * statistical analysis * nonparametric regression Subject RIV: IN - Informatics, Computer Science OBOR OECD: Statistics and probability
Directory of Open Access Journals (Sweden)
Nataša Šarlija
2017-01-01
Full Text Available This study sheds light on the most common issues related to applying logistic regression in prediction models for company growth. The purpose of the paper is 1 to provide a detailed demonstration of the steps in developing a growth prediction model based on logistic regression analysis, 2 to discuss common pitfalls and methodological errors in developing a model, and 3 to provide solutions and possible ways of overcoming these issues. Special attention is devoted to the question of satisfying logistic regression assumptions, selecting and defining dependent and independent variables, using classification tables and ROC curves, for reporting model strength, interpreting odds ratios as effect measures and evaluating performance of the prediction model. Development of a logistic regression model in this paper focuses on a prediction model of company growth. The analysis is based on predominantly financial data from a sample of 1471 small and medium-sized Croatian companies active between 2009 and 2014. The financial data is presented in the form of financial ratios divided into nine main groups depicting following areas of business: liquidity, leverage, activity, profitability, research and development, investing and export. The growth prediction model indicates aspects of a business critical for achieving high growth. In that respect, the contribution of this paper is twofold. First, methodological, in terms of pointing out pitfalls and potential solutions in logistic regression modelling, and secondly, theoretical, in terms of identifying factors responsible for high growth of small and medium-sized companies.
Generic Database Cost Models for Hierarchical Memory Systems
Manegold, Stefan; Boncz, Peter; Kersten, Martin
2002-01-01
textabstractAccurate prediction of operator execution time is a prerequisite for database query optimization. Although extensively studied for conventional disk-based DBMSs, cost modeling in main-memory DBMSs is still an open issue. Recent database research has demonstrated that memory access is more and more becoming a significant---if not the major---cost component of database operations. If used properly, fast but small cache memories---usually organized in cascading hierarchy between CPU ...
Boos, Moritz; Seer, Caroline; Lange, Florian; Kopp, Bruno
2016-01-01
Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modeling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities) by two (likelihoods) design. Five computational models of cognitive processes were compared with the observed behavior. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted) S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model's success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modeling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modeling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision.
Statistical shear lag model - unraveling the size effect in hierarchical composites.
Wei, Xiaoding; Filleter, Tobin; Espinosa, Horacio D
2015-05-01
Numerous experimental and computational studies have established that the hierarchical structures encountered in natural materials, such as the brick-and-mortar structure observed in sea shells, are essential for achieving defect tolerance. Due to this hierarchy, the mechanical properties of natural materials have a different size dependence compared to that of typical engineered materials. This study aimed to explore size effects on the strength of bio-inspired staggered hierarchical composites and to define the influence of the geometry of constituents in their outstanding defect tolerance capability. A statistical shear lag model is derived by extending the classical shear lag model to account for the statistics of the constituents' strength. A general solution emerges from rigorous mathematical derivations, unifying the various empirical formulations for the fundamental link length used in previous statistical models. The model shows that the staggered arrangement of constituents grants composites a unique size effect on mechanical strength in contrast to homogenous continuous materials. The model is applied to hierarchical yarns consisting of double-walled carbon nanotube bundles to assess its predictive capabilities for novel synthetic materials. Interestingly, the model predicts that yarn gauge length does not significantly influence the yarn strength, in close agreement with experimental observations. Copyright © 2015 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.
Cressie, Noel; Calder, Catherine A; Clark, James S; Ver Hoef, Jay M; Wikle, Christopher K
2009-04-01
Analyses of ecological data should account for the uncertainty in the process(es) that generated the data. However, accounting for these uncertainties is a difficult task, since ecology is known for its complexity. Measurement and/or process errors are often the only sources of uncertainty modeled when addressing complex ecological problems, yet analyses should also account for uncertainty in sampling design, in model specification, in parameters governing the specified model, and in initial and boundary conditions. Only then can we be confident in the scientific inferences and forecasts made from an analysis. Probability and statistics provide a framework that accounts for multiple sources of uncertainty. Given the complexities of ecological studies, the hierarchical statistical model is an invaluable tool. This approach is not new in ecology, and there are many examples (both Bayesian and non-Bayesian) in the literature illustrating the benefits of this approach. In this article, we provide a baseline for concepts, notation, and methods, from which discussion on hierarchical statistical modeling in ecology can proceed. We have also planted some seeds for discussion and tried to show where the practical difficulties lie. Our thesis is that hierarchical statistical modeling is a powerful way of approaching ecological analysis in the presence of inevitable but quantifiable uncertainties, even if practical issues sometimes require pragmatic compromises.
Colclough, Giles L; Woolrich, Mark W; Harrison, Samuel J; Rojas López, Pedro A; Valdes-Sosa, Pedro A; Smith, Stephen M
2018-05-07
A Bayesian model for sparse, hierarchical inverse covariance estimation is presented, and applied to multi-subject functional connectivity estimation in the human brain. It enables simultaneous inference of the strength of connectivity between brain regions at both subject and population level, and is applicable to fmri, meg and eeg data. Two versions of the model can encourage sparse connectivity, either using continuous priors to suppress irrelevant connections, or using an explicit description of the network structure to estimate the connection probability between each pair of regions. A large evaluation of this model, and thirteen methods that represent the state of the art of inverse covariance modelling, is conducted using both simulated and resting-state functional imaging datasets. Our novel Bayesian approach has similar performance to the best extant alternative, Ng et al.'s Sparse Group Gaussian Graphical Model algorithm, which also is based on a hierarchical structure. Using data from the Human Connectome Project, we show that these hierarchical models are able to reduce the measurement error in meg beta-band functional networks by 10%, producing concomitant increases in estimates of the genetic influence on functional connectivity. Copyright © 2018. Published by Elsevier Inc.
Directory of Open Access Journals (Sweden)
Dan Wu
2009-06-01
Full Text Available The principal-subordinate hierarchical multi-objective programming model of initial water rights allocation was developed based on the principle of coordinated and sustainable development of different regions and water sectors within a basin. With the precondition of strictly controlling maximum emissions rights, initial water rights were allocated between the first and the second levels of the hierarchy in order to promote fair and coordinated development across different regions of the basin and coordinated and efficient water use across different water sectors, realize the maximum comprehensive benefits to the basin, promote the unity of quantity and quality of initial water rights allocation, and eliminate water conflict across different regions and water sectors. According to interactive decision-making theory, a principal-subordinate hierarchical interactive iterative algorithm based on the satisfaction degree was developed and used to solve the initial water rights allocation model. A case study verified the validity of the model.
Directory of Open Access Journals (Sweden)
Fidel Ernesto Castro Morales
2016-03-01
Full Text Available Abstract Objectives: to propose the use of a Bayesian hierarchical model to study the allometric scaling of the fetoplacental weight ratio, including possible confounders. Methods: data from 26 singleton pregnancies with gestational age at birth between 37 and 42 weeks were analyzed. The placentas were collected immediately after delivery and stored under refrigeration until the time of analysis, which occurred within up to 12 hours. Maternal data were collected from medical records. A Bayesian hierarchical model was proposed and Markov chain Monte Carlo simulation methods were used to obtain samples from distribution a posteriori. Results: the model developed showed a reasonable fit, even allowing for the incorporation of variables and a priori information on the parameters used. Conclusions: new variables can be added to the modelfrom the available code, allowing many possibilities for data analysis and indicating the potential for use in research on the subject.
Grajeda, Laura M; Ivanescu, Andrada; Saito, Mayuko; Crainiceanu, Ciprian; Jaganath, Devan; Gilman, Robert H; Crabtree, Jean E; Kelleher, Dermott; Cabrera, Lilia; Cama, Vitaliano; Checkley, William
2016-01-01
Childhood growth is a cornerstone of pediatric research. Statistical models need to consider individual trajectories to adequately describe growth outcomes. Specifically, well-defined longitudinal models are essential to characterize both population and subject-specific growth. Linear mixed-effect models with cubic regression splines can account for the nonlinearity of growth curves and provide reasonable estimators of population and subject-specific growth, velocity and acceleration. We provide a stepwise approach that builds from simple to complex models, and account for the intrinsic complexity of the data. We start with standard cubic splines regression models and build up to a model that includes subject-specific random intercepts and slopes and residual autocorrelation. We then compared cubic regression splines vis-à-vis linear piecewise splines, and with varying number of knots and positions. Statistical code is provided to ensure reproducibility and improve dissemination of methods. Models are applied to longitudinal height measurements in a cohort of 215 Peruvian children followed from birth until their fourth year of life. Unexplained variability, as measured by the variance of the regression model, was reduced from 7.34 when using ordinary least squares to 0.81 (p linear mixed-effect models with random slopes and a first order continuous autoregressive error term. There was substantial heterogeneity in both the intercept (p modeled with a first order continuous autoregressive error term as evidenced by the variogram of the residuals and by a lack of association among residuals. The final model provides a parametric linear regression equation for both estimation and prediction of population- and individual-level growth in height. We show that cubic regression splines are superior to linear regression splines for the case of a small number of knots in both estimation and prediction with the full linear mixed effect model (AIC 19,352 vs. 19
Hierarchic stochastic modelling applied to intracellular Ca(2+ signals.
Directory of Open Access Journals (Sweden)
Gregor Moenke
Full Text Available Important biological processes like cell signalling and gene expression have noisy components and are very complex at the same time. Mathematical analysis of such systems has often been limited to the study of isolated subsystems, or approximations are used that are difficult to justify. Here we extend a recently published method (Thurley and Falcke, PNAS 2011 which is formulated in observable system configurations instead of molecular transitions. This reduces the number of system states by several orders of magnitude and avoids fitting of kinetic parameters. The method is applied to Ca(2+ signalling. Ca(2+ is a ubiquitous second messenger transmitting information by stochastic sequences of concentration spikes, which arise by coupling of subcellular Ca(2+ release events (puffs. We derive analytical expressions for a mechanistic Ca(2+ model, based on recent data from live cell imaging, and calculate Ca(2+ spike statistics in dependence on cellular parameters like stimulus strength or number of Ca(2+ channels. The new approach substantiates a generic Ca(2+ model, which is a very convenient way to simulate Ca(2+ spike sequences with correct spiking statistics.
Directory of Open Access Journals (Sweden)
Soyoung Park
2017-07-01
Full Text Available This study mapped and analyzed groundwater potential using two different models, logistic regression (LR and multivariate adaptive regression splines (MARS, and compared the results. A spatial database was constructed for groundwater well data and groundwater influence factors. Groundwater well data with a high potential yield of ≥70 m3/d were extracted, and 859 locations (70% were used for model training, whereas the other 365 locations (30% were used for model validation. We analyzed 16 groundwater influence factors including altitude, slope degree, slope aspect, plan curvature, profile curvature, topographic wetness index, stream power index, sediment transport index, distance from drainage, drainage density, lithology, distance from fault, fault density, distance from lineament, lineament density, and land cover. Groundwater potential maps (GPMs were constructed using LR and MARS models and tested using a receiver operating characteristics curve. Based on this analysis, the area under the curve (AUC for the success rate curve of GPMs created using the MARS and LR models was 0.867 and 0.838, and the AUC for the prediction rate curve was 0.836 and 0.801, respectively. This implies that the MARS model is useful and effective for groundwater potential analysis in the study area.
Directory of Open Access Journals (Sweden)
Moritz eBoos
2016-05-01
Full Text Available Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modelling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities by two (likelihoods design. Five computational models of cognitive processes were compared with the observed behaviour. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model’s success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modelling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modelling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision.
Okada, Kensuke; Vandekerckhove, Joachim; Lee, Michael D
2018-02-01
People often interact with environments that can provide only a finite number of items as resources. Eventually a book contains no more chapters, there are no more albums available from a band, and every Pokémon has been caught. When interacting with these sorts of environments, people either actively choose to quit collecting new items, or they are forced to quit when the items are exhausted. Modeling the distribution of how many items people collect before they quit involves untangling these two possibilities, We propose that censored geometric models are a useful basic technique for modeling the quitting distribution, and, show how, by implementing these models in a hierarchical and latent-mixture framework through Bayesian methods, they can be extended to capture the additional features of specific situations. We demonstrate this approach by developing and testing a series of models in two case studies involving real-world data. One case study deals with people choosing jokes from a recommender system, and the other deals with people completing items in a personality survey.
Semiparametric Mixtures of Regressions with Single-index for Model Based Clustering
Xiang, Sijia; Yao, Weixin
2017-01-01
In this article, we propose two classes of semiparametric mixture regression models with single-index for model based clustering. Unlike many semiparametric/nonparametric mixture regression models that can only be applied to low dimensional predictors, the new semiparametric models can easily incorporate high dimensional predictors into the nonparametric components. The proposed models are very general, and many of the recently proposed semiparametric/nonparametric mixture regression models a...
Wheeler, David C.; Hickson, DeMarc A.; Waller, Lance A.
2010-01-01
Many diagnostic tools and goodness-of-fit measures, such as the Akaike information criterion (AIC) and the Bayesian deviance information criterion (DIC), are available to evaluate the overall adequacy of linear regression models. In addition, visually assessing adequacy in models has become an essential part of any regression analysis. In this paper, we focus on a spatial consideration of the local DIC measure for model selection and goodness-of-fit evaluation. We use a partitioning of the DIC into the local DIC, leverage, and deviance residuals to assess local model fit and influence for both individual observations and groups of observations in a Bayesian framework. We use visualization of the local DIC and differences in local DIC between models to assist in model selection and to visualize the global and local impacts of adding covariates or model parameters. We demonstrate the utility of the local DIC in assessing model adequacy using HIV prevalence data from pregnant women in the Butare province of Rwanda during 1989-1993 using a range of linear model specifications, from global effects only to spatially varying coefficient models, and a set of covariates related to sexual behavior. Results of applying the diagnostic visualization approach include more refined model selection and greater understanding of the models as applied to the data. PMID:21243121
Semiparametric nonlinear quantile regression model for financial returns
Czech Academy of Sciences Publication Activity Database
Avdulaj, Krenar; Baruník, Jozef
2017-01-01
Roč. 21, č. 1 (2017), s. 81-97 ISSN 1081-1826 R&D Projects: GA ČR(CZ) GBP402/12/G097 Institutional support: RVO:67985556 Keywords : copula quantile regression * realized volatility * value-at-risk Subject RIV: AH - Economic s OBOR OECD: Applied Economic s, Econometrics Impact factor: 0.649, year: 2016 http://library.utia.cas.cz/separaty/2017/E/avdulaj-0472346.pdf
The Case for A Hierarchal System Model for Linux Clusters
Energy Technology Data Exchange (ETDEWEB)
Seager, M; Gorda, B
2009-06-05
The computer industry today is no longer driven, as it was in the 40s, 50s and 60s, by High-performance computing requirements. Rather, HPC systems, especially Leadership class systems, sit on top of a pyramid investment mode. Figure 1 shows a representative pyramid investment model for systems hardware. At the base of the pyramid is the huge investment (order 10s of Billions of US Dollars per year) in semiconductor fabrication and process technologies. These costs, which are approximately doubling with every generation, are funded from investments multiple markets: enterprise, desktops, games, embedded and specialized devices. Over and above these base technology investments are investments for critical technology elements such as microprocessor, chipsets and memory ASIC components. Investments for these components are spread across the same markets as the base semiconductor processes investments. These second tier investments are approximately half the size of the lower level of the pyramid. The next technology investment layer up, tier 3, is more focused on scalable computing systems such as those needed for HPC and other markets. These tier 3 technology elements include networking (SAN, WAN and LAN), interconnects and large scalable SMP designs. Above these is tier 4 are relatively small investments necessary to build very large, scalable systems high-end or Leadership class systems. Primary among these are the specialized network designs of vertically integrated systems, etc.
Bonellie, Sandra R
2012-10-01
To illustrate the use of regression and logistic regression models to investigate changes over time in size of babies particularly in relation to social deprivation, age of the mother and smoking. Mean birthweight has been found to be increasing in many countries in recent years, but there are still a group of babies who are born with low birthweights. Population-based retrospective cohort study. Multiple linear regression and logistic regression models are used to analyse data on term 'singleton births' from Scottish hospitals between 1994-2003. Mothers who smoke are shown to give birth to lighter babies on average, a difference of approximately 0.57 Standard deviations lower (95% confidence interval. 0.55-0.58) when adjusted for sex and parity. These mothers are also more likely to have babies that are low birthweight (odds ratio 3.46, 95% confidence interval 3.30-3.63) compared with non-smokers. Low birthweight is 30% more likely where the mother lives in the most deprived areas compared with the least deprived, (odds ratio 1.30, 95% confidence interval 1.21-1.40). Smoking during pregnancy is shown to have a detrimental effect on the size of infants at birth. This effect explains some, though not all, of the observed socioeconomic birthweight. It also explains much of the observed birthweight differences by the age of the mother. Identifying mothers at greater risk of having a low birthweight baby as important implications for the care and advice this group receives. © 2012 Blackwell Publishing Ltd.
MacCann, Carolyn; Joseph, Dana L; Newman, Daniel A; Roberts, Richard D
2014-04-01
This article examines the status of emotional intelligence (EI) within the structure of human cognitive abilities. To evaluate whether EI is a 2nd-stratum factor of intelligence, data were fit to a series of structural models involving 3 indicators each for fluid intelligence, crystallized intelligence, quantitative reasoning, visual processing, and broad retrieval ability, as well as 2 indicators each for emotion perception, emotion understanding, and emotion management. Unidimensional, multidimensional, hierarchical, and bifactor solutions were estimated in a sample of 688 college and community college students. Results suggest adequate fit for 2 models: (a) an oblique 8-factor model (with 5 traditional cognitive ability factors and 3 EI factors) and (b) a hierarchical solution (with cognitive g at the highest level and EI representing a 2nd-stratum factor that loads onto g at λ = .80). The acceptable relative fit of the hierarchical model confirms the notion that EI is a group factor of cognitive ability, marking the expression of intelligence in the emotion domain. The discussion proposes a possible expansion of Cattell-Horn-Carroll theory to include EI as a 2nd-stratum factor of similar standing to factors such as fluid intelligence and visual processing.
Action detection by double hierarchical multi-structure space-time statistical matching model
Han, Jing; Zhu, Junwei; Cui, Yiyin; Bai, Lianfa; Yue, Jiang
2018-03-01
Aimed at the complex information in videos and low detection efficiency, an actions detection model based on neighboring Gaussian structure and 3D LARK features is put forward. We exploit a double hierarchical multi-structure space-time statistical matching model (DMSM) in temporal action localization. First, a neighboring Gaussian structure is presented to describe the multi-scale structural relationship. Then, a space-time statistical matching method is proposed to achieve two similarity matrices on both large and small scales, which combines double hierarchical structural constraints in model by both the neighboring Gaussian structure and the 3D LARK local structure. Finally, the double hierarchical similarity is fused and analyzed to detect actions. Besides, the multi-scale composite template extends the model application into multi-view. Experimental results of DMSM on the complex visual tracker benchmark data sets and THUMOS 2014 data sets show the promising performance. Compared with other state-of-the-art algorithm, DMSM achieves superior performances.
Costin, Ovidiu; Giacomin, Giambattista
2013-02-01
Oscillatory critical amplitudes have been repeatedly observed in hierarchical models and, in the cases that have been taken into consideration, these oscillations are so small to be hardly detectable. Hierarchical models are tightly related to iteration of maps and, in fact, very similar phenomena have been repeatedly reported in many fields of mathematics, like combinatorial evaluations and discrete branching processes. It is precisely in the context of branching processes with bounded off-spring that T. Harris, in 1948, first set forth the possibility that the logarithm of the moment generating function of the rescaled population size, in the super-critical regime, does not grow near infinity as a power, but it has an oscillatory prefactor (the Harris function). These oscillations have been observed numerically only much later and, while the origin is clearly tied to the discrete character of the iteration, the amplitude size is not so well understood. The purpose of this note is to reconsider the issue for hierarchical models and in what is arguably the most elementary setting—the pinning model—that actually just boils down to iteration of polynomial maps (and, notably, quadratic maps). In this note we show that the oscillatory critical amplitude for pinning models and the Harris function coincide. Moreover we make explicit the link between these oscillatory functions and the geometry of the Julia set of the map, making thus rigorous and quantitative some ideas set forth in Derrida et al. (Commun. Math. Phys. 94:115-132, 1984).
On hierarchical models for visual recognition and learning of objects, scenes, and activities
Spehr, Jens
2015-01-01
In many computer vision applications, objects have to be learned and recognized in images or image sequences. This book presents new probabilistic hierarchical models that allow an efficient representation of multiple objects of different categories, scales, rotations, and views. The idea is to exploit similarities between objects and object parts in order to share calculations and avoid redundant information. Furthermore inference approaches for fast and robust detection are presented. These new approaches combine the idea of compositional and similarity hierarchies and overcome limitations of previous methods. Besides classical object recognition the book shows the use for detection of human poses in a project for gait analysis. The use of activity detection is presented for the design of environments for ageing, to identify activities and behavior patterns in smart homes. In a presented project for parking spot detection using an intelligent vehicle, the proposed approaches are used to hierarchically model...
A hierarchical lattice spring model to simulate the mechanics of 2-D materials-based composites
Directory of Open Access Journals (Sweden)
Lucas eBrely
2015-07-01
Full Text Available In the field of engineering materials, strength and toughness are typically two mutually exclusive properties. Structural biological materials such as bone, tendon or dentin have resolved this conflict and show unprecedented damage tolerance, toughness and strength levels. The common feature of these materials is their hierarchical heterogeneous structure, which contributes to increased energy dissipation before failure occurring at different scale levels. These structural properties are the key to exceptional bioinspired material mechanical properties, in particular for nanocomposites. Here, we develop a numerical model in order to simulate the mechanisms involved in damage progression and energy dissipation at different size scales in nano- and macro-composites, which depend both on the heterogeneity of the material and on the type of hierarchical structure. Both these aspects have been incorporated into a 2-dimensional model based on a Lattice Spring Model, accounting for geometrical nonlinearities and including statistically-based fracture phenomena. The model has been validated by comparing numerical results to continuum and fracture mechanics results as well as finite elements simulations, and then employed to study how structural aspects impact on hierarchical composite material properties. Results obtained with the numerical code highlight the dependence of stress distributions on matrix properties and reinforcement dispersion, geometry and properties, and how failure of sacrificial elements is directly involved in the damage tolerance of the material. Thanks to the rapidly developing field of nanocomposite manufacture, it is already possible to artificially create materials with multi-scale hierarchical reinforcements. The developed code could be a valuable support in the design and optimization of these advanced materials, drawing inspiration and going beyond biological materials with exceptional mechanical properties.
DEFF Research Database (Denmark)
Huang, Qian; Huang, Yue-Cai; Ko, King-Tim
2011-01-01
. This approach avoids unnecessary and frequent handoff between cells and reduces signaling overheads. An approximation model with guaranteed accuracy and low computational complexity is presented for the loss performance of multiservice traffic. The accuracy of numerical results is validated by comparing......A hierarchical overlay structure is an alternative solution that integrates existing and future heterogeneous wireless networks to provide subscribers with better mobile broadband services. Traffic loss performance in such integrated heterogeneous networks is necessary for an operator's network...
Beta Regression Finite Mixture Models of Polarization and Priming
Smithson, Michael; Merkle, Edgar C.; Verkuilen, Jay
2011-01-01
This paper describes the application of finite-mixture general linear models based on the beta distribution to modeling response styles, polarization, anchoring, and priming effects in probability judgments. These models, in turn, enhance our capacity for explicitly testing models and theories regarding the aforementioned phenomena. The mixture…
DEFF Research Database (Denmark)
Kristensen, Anders Ringgaard; Søllested, Thomas Algot
2004-01-01
improvements. The biological model of the replacement model is described in a previous paper and in this paper the optimization model is described. The model is developed as a prototype for use under practical conditions. The application of the model is demonstrated using data from two commercial Danish sow......Recent methodological improvements in replacement models comprising multi-level hierarchical Markov processes and Bayesian updating have hardly been implemented in any replacement model and the aim of this study is to present a sow replacement model that really uses these methodological...... herds. It is concluded that the Bayesian updating technique and the hierarchical structure decrease the size of the state space dramatically. Since parameter estimates vary considerably among herds it is concluded that decision support concerning sow replacement only makes sense with parameters...
Sahai, Swupnil
This thesis includes three parts. The overarching theme is how to analyze structured hierarchical data, with applications to astronomy and sociology. The first part discusses how expectation propagation can be used to parallelize the computation when fitting big hierarchical bayesian models. This methodology is then used to fit a novel, nonlinear mixture model to ultraviolet radiation from various regions of the observable universe. The second part discusses how the Stan probabilistic programming language can be used to numerically integrate terms in a hierarchical bayesian model. This technique is demonstrated on supernovae data to significantly speed up convergence to the posterior distribution compared to a previous study that used a Gibbs-type sampler. The third part builds a formal latent kernel representation for aggregate relational data as a way to more robustly estimate the mixing characteristics of agents in a network. In particular, the framework is applied to sociology surveys to estimate, as a function of ego age, the age and sex composition of the personal networks of individuals in the United States.
Should metacognition be measured by logistic regression?
Rausch, Manuel; Zehetleitner, Michael
2017-03-01
Are logistic regression slopes suitable to quantify metacognitive sensitivity, i.e. the efficiency with which subjective reports differentiate between correct and incorrect task responses? We analytically show that logistic regression slopes are independent from rating criteria in one specific model of metacognition, which assumes (i) that rating decisions are based on sensory evidence generated independently of the sensory evidence used for primary task responses and (ii) that the distributions of evidence are logistic. Given a hierarchical model of metacognition, logistic regression slopes depend on rating criteria. According to all considered models, regression slopes depend on the primary task criterion. A reanalysis of previous data revealed that massive numbers of trials are required to distinguish between hierarchical and independent models with tolerable accuracy. It is argued that researchers who wish to use logistic regression as measure of metacognitive sensitivity need to control the primary task criterion and rating criteria. Copyright © 2017 Elsevier Inc. All rights reserved.
Pusuluri, Sai Teja
Energy landscapes are often used as metaphors for phenomena in biology, social sciences and finance. Different methods have been implemented in the past for the construction of energy landscapes. Neural network models based on spin glass physics provide an excellent mathematical framework for the construction of energy landscapes. This framework uses a minimal number of parameters and constructs the landscape using data from the actual phenomena. In the past neural network models were used to mimic the storage and retrieval process of memories (patterns) in the brain. With advances in the field now, these models are being used in machine learning, deep learning and modeling of complex phenomena. Most of the past literature focuses on increasing the storage capacity and stability of stored patterns in the network but does not study these models from a modeling perspective or an energy landscape perspective. This dissertation focuses on neural network models both from a modeling perspective and from an energy landscape perspective. I firstly show how the cellular interconversion phenomenon can be modeled as a transition between attractor states on an epigenetic landscape constructed using neural network models. The model allows the identification of a reaction coordinate of cellular interconversion by analyzing experimental and simulation time course data. Monte Carlo simulations of the model show that the initial phase of cellular interconversion is a Poisson process and the later phase of cellular interconversion is a deterministic process. Secondly, I explore the static features of landscapes generated using neural network models, such as sizes of basins of attraction and densities of metastable states. The simulation results show that the static landscape features are strongly dependent on the correlation strength and correlation structure between patterns. Using different hierarchical structures of the correlation between patterns affects the landscape features
A generalized exponential time series regression model for electricity prices
DEFF Research Database (Denmark)
Haldrup, Niels; Knapik, Oskar; Proietti, Tomasso
on the estimated model, the best linear predictor is constructed. Our modeling approach provides good fit within sample and outperforms competing benchmark predictors in terms of forecasting accuracy. We also find that building separate models for each hour of the day and averaging the forecasts is a better...
Forecast Model of Urban Stagnant Water Based on Logistic Regression
Directory of Open Access Journals (Sweden)
Liu Pan
2017-01-01
Full Text Available With the development of information technology, the construction of water resource system has been gradually carried out. In the background of big data, the work of water information needs to carry out the process of quantitative to qualitative change. Analyzing the correlation of data and exploring the deep value of data which are the key of water information’s research. On the basis of the research on the water big data and the traditional data warehouse architecture, we try to find out the connection of different data source. According to the temporal and spatial correlation of stagnant water and rainfall, we use spatial interpolation to integrate data of stagnant water and rainfall which are from different data source and different sensors, then use logistic regression to find out the relationship between them.
Hierarchical Model Predictive Control for Plug-and-Play Resource Distribution
DEFF Research Database (Denmark)
Bendtsen, Jan Dimon; Trangbæk, K; Stoustrup, Jakob
2012-01-01
of autonomous units. The approach is inspired by smart-grid electric power production and consumption systems, where the flexibility of a large number of power producing and/or power consuming units can be exploited in a smart-grid solution. The objective is to accommodate the load variation on the grid......This chapter deals with hierarchical model predictive control (MPC) of distributed systems. A three level hierarchical approach is proposed, consisting of a high level MPC controller, a second level of so-called aggregators, controlled by an online MPC-like algorithm, and a lower level......, arising on one hand from varying consumption, on the other hand by natural variations in power production e.g. from wind turbines. The proposed method can also be applied to supply chain management systems, where the challenge is to balance demand and supply, using a number of storages each with a maximal...
Hou, Fujun
2016-01-01
This paper provides a description of how market competitiveness evaluations concerning mechanical equipment can be made in the context of multi-criteria decision environments. It is assumed that, when we are evaluating the market competitiveness, there are limited number of candidates with some required qualifications, and the alternatives will be pairwise compared on a ratio scale. The qualifications are depicted as criteria in hierarchical structure. A hierarchical decision model called PCbHDM was used in this study based on an analysis of its desirable traits. Illustration and comparison shows that the PCbHDM provides a convenient and effective tool for evaluating the market competitiveness of mechanical equipment. The researchers and practitioners might use findings of this paper in application of PCbHDM.
Hierarchical relaxation dynamics in a tilted two-band Bose-Hubbard model
Cosme, Jayson G.
2018-04-01
We numerically examine slow and hierarchical relaxation dynamics of interacting bosons described by a tilted two-band Bose-Hubbard model. The system is found to exhibit signatures of quantum chaos within the spectrum and the validity of the eigenstate thermalization hypothesis for relevant physical observables is demonstrated for certain parameter regimes. Using the truncated Wigner representation in the semiclassical limit of the system, dynamics of relevant observables reveal hierarchical relaxation and the appearance of prethermalized states is studied from the perspective of statistics of the underlying mean-field trajectories. The observed prethermalization scenario can be attributed to different stages of glassy dynamics in the mode-time configuration space due to dynamical phase transition between ergodic and nonergodic trajectories.
Yau, Christopher; Holmes, Chris
2011-07-01
We propose a hierarchical Bayesian nonparametric mixture model for clustering when some of the covariates are assumed to be of varying relevance to the clustering problem. This can be thought of as an issue in variable selection for unsupervised learning. We demonstrate that by defining a hierarchical population based nonparametric prior on the cluster locations scaled by the inverse covariance matrices of the likelihood we arrive at a 'sparsity prior' representation which admits a conditionally conjugate prior. This allows us to perform full Gibbs sampling to obtain posterior distributions over parameters of interest including an explicit measure of each covariate's relevance and a distribution over the number of potential clusters present in the data. This also allows for individual cluster specific variable selection. We demonstrate improved inference on a number of canonical problems.
Li, Ben; Li, Yunxiao; Qin, Zhaohui S
2017-06-01
Modern high-throughput biotechnologies such as microarray and next generation sequencing produce a massive amount of information for each sample assayed. However, in a typical high-throughput experiment, only limited amount of data are observed for each individual feature, thus the classical 'large p , small n ' problem. Bayesian hierarchical model, capable of borrowing strength across features within the same dataset, has been recognized as an effective tool in analyzing such data. However, the shrinkage effect, the most prominent feature of hierarchical features, can lead to undesirable over-correction for some features. In this work, we discuss possible causes of the over-correction problem and propose several alternative solutions. Our strategy is rooted in the fact that in the Big Data era, large amount of historical data are available which should be taken advantage of. Our strategy presents a new framework to enhance the Bayesian hierarchical model. Through simulation and real data analysis, we demonstrated superior performance of the proposed strategy. Our new strategy also enables borrowing information across different platforms which could be extremely useful with emergence of new technologies and accumulation of data from different platforms in the Big Data era. Our method has been implemented in R package "adaptiveHM", which is freely available from https://github.com/benliemory/adaptiveHM.
Directory of Open Access Journals (Sweden)
Drzewiecki Wojciech
2016-12-01
Full Text Available In this work nine non-linear regression models were compared for sub-pixel impervious surface area mapping from Landsat images. The comparison was done in three study areas both for accuracy of imperviousness coverage evaluation in individual points in time and accuracy of imperviousness change assessment. The performance of individual machine learning algorithms (Cubist, Random Forest, stochastic gradient boosting of regression trees, k-nearest neighbors regression, random k-nearest neighbors regression, Multivariate Adaptive Regression Splines, averaged neural networks, and support vector machines with polynomial and radial kernels was also compared with the performance of heterogeneous model ensembles constructed from the best models trained using particular techniques.
DEFF Research Database (Denmark)
Mantzouni, Irene; Sørensen, Helle; O'Hara, Robert B.
2010-01-01
and Beverton and Holt stock–recruitment (SR) models were extended by applying hierarchical methods, mixed-effects models, and Bayesian inference to incorporate the influence of these ecosystem factors on model parameters representing cod maximum reproductive rate and carrying capacity. We identified......Understanding how temperature affects cod (Gadus morhua) ecology is important for forecasting how populations will develop as climate changes in future. The effects of spawning-season temperature and habitat size on cod recruitment dynamics have been investigated across the North Atlantic. Ricker...
Modeling for mechanical response of CICC by hierarchical approach and ABAQUS simulation
Energy Technology Data Exchange (ETDEWEB)
Li, Y.X.; Wang, X.; Gao, Y.W., E-mail: ywgao@lzu.edu.cn; Zhou, Y.H.
2013-11-15
Highlights: • We develop an analytical model based on the hierarchical approach of classical wire rope theory. • The numerical model is set up through ABAQUS to verify and enhance the theoretical model. • We calculate two concerned mechanical response: global displacement–load curve and local axial strain distribution. • Elastic–plasticity is the main character in loading curve, and the friction between adjacent strands plays a significant role in the distribution map. -- Abstract: An unexpected degradation frequently occurs in superconducting cable (CICC) due to the mechanical response (deformation) when suffering from electromagnetic load and thermal load during operation. Because of the cable's hierarchical twisted configuration, it is difficult to quantitatively model the mechanical response. In addition, the local mechanical characteristics such as strain distribution could be hardly monitored via experimental method. To address this issue, we develop an analytical model based on the hierarchical approach of classical wire rope theory. This approach follows the algorithm advancing successively from n + 1 stage (e.g. 3 × 3 × 5 subcable) to n stage (e.g. 3 × 3 subcable). There are no complicated numerical procedures required in this model. Meanwhile, the numerical model is set up through ABAQUS to verify and enhance the theoretical model. Subsequently, we calculate two concerned mechanical responses: global displacement–load curve and local axial strain distribution. We find that in the global displacement–load curve, the elastic–plasticity is the main character, and the higher-level cable shows enhanced nonlinear characteristics. As for the local distribution, the friction among adjacent strands plays a significant role in this map. The magnitude of friction strongly influences the regularity of the distribution at different twisted stages. More detailed results are presented in this paper.
Modeling for mechanical response of CICC by hierarchical approach and ABAQUS simulation
International Nuclear Information System (INIS)
Li, Y.X.; Wang, X.; Gao, Y.W.; Zhou, Y.H.
2013-01-01
Highlights: • We develop an analytical model based on the hierarchical approach of classical wire rope theory. • The numerical model is set up through ABAQUS to verify and enhance the theoretical model. • We calculate two concerned mechanical response: global displacement–load curve and local axial strain distribution. • Elastic–plasticity is the main character in loading curve, and the friction between adjacent strands plays a significant role in the distribution map. -- Abstract: An unexpected degradation frequently occurs in superconducting cable (CICC) due to the mechanical response (deformation) when suffering from electromagnetic load and thermal load during operation. Because of the cable's hierarchical twisted configuration, it is difficult to quantitatively model the mechanical response. In addition, the local mechanical characteristics such as strain distribution could be hardly monitored via experimental method. To address this issue, we develop an analytical model based on the hierarchical approach of classical wire rope theory. This approach follows the algorithm advancing successively from n + 1 stage (e.g. 3 × 3 × 5 subcable) to n stage (e.g. 3 × 3 subcable). There are no complicated numerical procedures required in this model. Meanwhile, the numerical model is set up through ABAQUS to verify and enhance the theoretical model. Subsequently, we calculate two concerned mechanical responses: global displacement–load curve and local axial strain distribution. We find that in the global displacement–load curve, the elastic–plasticity is the main character, and the higher-level cable shows enhanced nonlinear characteristics. As for the local distribution, the friction among adjacent strands plays a significant role in this map. The magnitude of friction strongly influences the regularity of the distribution at different twisted stages. More detailed results are presented in this paper
DEFF Research Database (Denmark)
Kristensen, Anders Ringgaard; Søllested, Thomas Algot
2004-01-01
that really uses all these methodological improvements. In this paper, the biological model describing the performance and feed intake of sows is presented. In particular, estimation of herd specific parameters is emphasized. The optimization model is described in a subsequent paper......Several replacement models have been presented in literature. In other applicational areas like dairy cow replacement, various methodological improvements like hierarchical Markov processes and Bayesian updating have been implemented, but not in sow models. Furthermore, there are methodological...... improvements like multi-level hierarchical Markov processes with decisions on multiple time scales, efficient methods for parameter estimations at herd level and standard software that has been hardly implemented at all in any replacement model. The aim of this study is to present a sow replacement model...
A hierarchical modeling methodology for the definition and selection of requirements
Dufresne, Stephane
This dissertation describes the development of a requirements analysis methodology that takes into account the concept of operations and the hierarchical decomposition of aerospace systems. At the core of the methodology, the Analytic Network Process (ANP) is used to ensure the traceability between the qualitative and quantitative information present in the hierarchical model. The proposed methodology is implemented to the requirements definition of a hurricane tracker Unmanned Aerial Vehicle. Three research objectives are identified in this work; (1) improve the requirements mapping process by matching the stakeholder expectations with the concept of operations, systems and available resources; (2) reduce the epistemic uncertainty surrounding the requirements and requirements mapping; and (3) improve the requirements down-selection process by taking into account the level of importance of the criteria and the available resources. Several challenges are associated with the identification and definition of requirements. The complexity of the system implies that a large number of requirements are needed to define the systems. These requirements are defined early in the conceptual design, where the level of knowledge is relatively low and the level of uncertainty is large. The proposed methodology intends to increase the level of knowledge and reduce the level of uncertainty by guiding the design team through a structured process. To address these challenges, a new methodology is created to flow-down the requirements from the stakeholder expectations to the systems alternatives. A taxonomy of requirements is created to classify the information gathered during the problem definition. Subsequently, the operational and systems functions and measures of effectiveness are integrated to a hierarchical model to allow the traceability of the information. Monte Carlo methods are used to evaluate the variations of the hierarchical model elements and consequently reduce the
Hierarchical model generation for architecture reconstruction using laser-scanned point clouds
Ning, Xiaojuan; Wang, Yinghui; Zhang, Xiaopeng
2014-06-01
Architecture reconstruction using terrestrial laser scanner is a prevalent and challenging research topic. We introduce an automatic, hierarchical architecture generation framework to produce full geometry of architecture based on a novel combination of facade structures detection, detailed windows propagation, and hierarchical model consolidation. Our method highlights the generation of geometric models automatically fitting the design information of the architecture from sparse, incomplete, and noisy point clouds. First, the planar regions detected in raw point clouds are interpreted as three-dimensional clusters. Then, the boundary of each region extracted by projecting the points into its corresponding two-dimensional plane is classified to obtain detailed shape structure elements (e.g., windows and doors). Finally, a polyhedron model is generated by calculating the proposed local structure model, consolidated structure model, and detailed window model. Experiments on modeling the scanned real-life buildings demonstrate the advantages of our method, in which the reconstructed models not only correspond to the information of architectural design accurately, but also satisfy the requirements for visualization and analysis.
Hierarchical Agent-Based Integrated Modelling Approach for Microgrids with Adoption of EVs and HRES
Directory of Open Access Journals (Sweden)
Peng Han
2014-01-01
Full Text Available The large adoption of electric vehicles (EVs, hybrid renewable energy systems (HRESs, and the increasing of the loads shall bring significant challenges to the microgrid. The methodology to model microgrid with high EVs and HRESs penetrations is the key to EVs adoption assessment and optimized HRESs deployment. However, considering the complex interactions of the microgrid containing massive EVs and HRESs, any previous single modelling approaches are insufficient. Therefore in this paper, the methodology named Hierarchical Agent-based Integrated Modelling Approach (HAIMA is proposed. With the effective integration of the agent-based modelling with other advanced modelling approaches, the proposed approach theoretically contributes to a new microgrid model hierarchically constituted by microgrid management layer, component layer, and event layer. Then the HAIMA further links the key parameters and interconnects them to achieve the interactions of the whole model. Furthermore, HAIMA practically contributes to a comprehensive microgrid operation system, through which the assessment of the proposed model and the impact of the EVs adoption are achieved. Simulations show that the proposed HAIMA methodology will be beneficial for the microgrid study and EV’s operation assessment and shall be further utilized for the energy management, electricity consumption prediction, the EV scheduling control, and HRES deployment optimization.
Hu, Jiexiang; Zhou, Qi; Jiang, Ping; Shao, Xinyu; Xie, Tingli
2018-01-01
Variable-fidelity (VF) modelling methods have been widely used in complex engineering system design to mitigate the computational burden. Building a VF model generally includes two parts: design of experiments and metamodel construction. In this article, an adaptive sampling method based on improved hierarchical kriging (ASM-IHK) is proposed to refine the improved VF model. First, an improved hierarchical kriging model is developed as the metamodel, in which the low-fidelity model is varied through a polynomial response surface function to capture the characteristics of a high-fidelity model. Secondly, to reduce local approximation errors, an active learning strategy based on a sequential sampling method is introduced to make full use of the already required information on the current sampling points and to guide the sampling process of the high-fidelity model. Finally, two numerical examples and the modelling of the aerodynamic coefficient for an aircraft are provided to demonstrate the approximation capability of the proposed approach, as well as three other metamodelling methods and two sequential sampling methods. The results show that ASM-IHK provides a more accurate metamodel at the same simulation cost, which is very important in metamodel-based engineering design problems.
Additive Intensity Regression Models in Corporate Default Analysis
DEFF Research Database (Denmark)
Lando, David; Medhat, Mamdouh; Nielsen, Mads Stenbo
2013-01-01
We consider additive intensity (Aalen) models as an alternative to the multiplicative intensity (Cox) models for analyzing the default risk of a sample of rated, nonfinancial U.S. firms. The setting allows for estimating and testing the significance of time-varying effects. We use a variety of mo...
Misspecified poisson regression models for large-scale registry data
DEFF Research Database (Denmark)
Grøn, Randi; Gerds, Thomas A.; Andersen, Per K.
2016-01-01
working models that are then likely misspecified. To support and improve conclusions drawn from such models, we discuss methods for sensitivity analysis, for estimation of average exposure effects using aggregated data, and a semi-parametric bootstrap method to obtain robust standard errors. The methods...
Logistic regression model for detecting radon prone areas in Ireland.
Elío, J; Crowley, Q; Scanlon, R; Hodgson, J; Long, S
2017-12-01
A new high spatial resolution radon risk map of Ireland has been developed, based on a combination of indoor radon measurements (n=31,910) and relevant geological information (i.e. Bedrock Geology, Quaternary Geology, soil permeability and aquifer type). Logistic regression was used to predict the probability of having an indoor radon concentration above the national reference level of 200Bqm -3 in Ireland. The four geological datasets evaluated were found to be statistically significant, and, based on combinations of these four variables, the predicted probabilities ranged from 0.57% to 75.5%. Results show that the Republic of Ireland may be divided in three main radon risk categories: High (HR), Medium (MR) and Low (LR). The probability of having an indoor radon concentration above 200Bqm -3 in each area was found to be 19%, 8% and 3%; respectively. In the Republic of Ireland, the population affected by radon concentrations above 200Bqm -3 is estimated at ca. 460k (about 10% of the total population). Of these, 57% (265k), 35% (160k) and 8% (35k) are in High, Medium and Low Risk Areas, respectively. Our results provide a high spatial resolution utility which permit customised radon-awareness information to be targeted at specific geographic areas. Copyright © 2017 Elsevier B.V. All rights reserved.
Predicting recycling behaviour: Comparison of a linear regression model and a fuzzy logic model.
Vesely, Stepan; Klöckner, Christian A; Dohnal, Mirko
2016-03-01
In this paper we demonstrate that fuzzy logic can provide a better tool for predicting recycling behaviour than the customarily used linear regression. To show this, we take a set of empirical data on recycling behaviour (N=664), which we randomly divide into two halves. The first half is used to estimate a linear regression model of recycling behaviour, and to develop a fuzzy logic model of recycling behaviour. As the first comparison, the fit of both models to the data included in estimation of the models (N=332) is evaluated. As the second comparison, predictive accuracy of both models for "new" cases (hold-out data not included in building the models, N=332) is assessed. In both cases, the fuzzy logic model significantly outperforms the regression model in terms of fit. To conclude, when accurate predictions of recycling and possibly other environmental behaviours are needed, fuzzy logic modelling seems to be a promising technique. Copyright © 2015 Elsevier Ltd. All rights reserved.
DEFF Research Database (Denmark)
Øjelund, Henrik; Sadegh, Payman
2000-01-01
be obtained. This paper presents a new approach for system modelling under partial (global) information (or the so called Gray-box modelling) that seeks to perserve the benefits of the global as well as local methodologies sithin a unified framework. While the proposed technique relies on local approximations......Local function approximations concern fitting low order models to weighted data in neighbourhoods of the points where the approximations are desired. Despite their generality and convenience of use, local models typically suffer, among others, from difficulties arising in physical interpretation...... simultaneously with the (local estimates of) function values. The approach is applied to modelling of a linear time variant dynamic system under prior linear time invariant structure where local regression fails as a result of high dimensionality....
Dynamic classification of fetal heart rates by hierarchical Dirichlet process mixture models.
Directory of Open Access Journals (Sweden)
Kezi Yu
Full Text Available In this paper, we propose an application of non-parametric Bayesian (NPB models for classification of fetal heart rate (FHR recordings. More specifically, we propose models that are used to differentiate between FHR recordings that are from fetuses with or without adverse outcomes. In our work, we rely on models based on hierarchical Dirichlet processes (HDP and the Chinese restaurant process with finite capacity (CRFC. Two mixture models were inferred from real recordings, one that represents healthy and another, non-healthy fetuses. The models were then used to classify new recordings and provide the probability of the fetus being healthy. First, we compared the classification performance of the HDP models with that of support vector machines on real data and concluded that the HDP models achieved better performance. Then we demonstrated the use of mixture models based on CRFC for dynamic classification of the performance of (FHR recordings in a real-time setting.
HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python.
Wiecki, Thomas V; Sofer, Imri; Frank, Michael J
2013-01-01
The diffusion model is a commonly used tool to infer latent psychological processes underlying decision-making, and to link them to neural mechanisms based on response times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of response time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model), which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject/condition than non-hierarchical methods, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g., fMRI) influence decision-making parameters. This paper will first describe the theoretical background of the drift diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the χ(2)-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs/
HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python
Directory of Open Access Journals (Sweden)
Thomas V Wiecki
2013-08-01
Full Text Available The diffusion model is a commonly used tool to infer latent psychological processes underlying decision making, and to link them to neural mechanisms based on reaction times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of reaction time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model, which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject / condition than non-hierarchical method, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g. fMRI influence decision making parameters. This paper will first describe the theoretical background of drift-diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the chi-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs
Logistic Regression Modeling of Diminishing Manufacturing Sources for Integrated Circuits
National Research Council Canada - National Science Library
Gravier, Michael
1999-01-01
.... This thesis draws on available data from the electronics integrated circuit industry to attempt to assess whether statistical modeling offers a viable method for predicting the presence of DMSMS...
Directory of Open Access Journals (Sweden)
Andrew Cron
Full Text Available Flow cytometry is the prototypical assay for multi-parameter single cell analysis, and is essential in vaccine and biomarker research for the enumeration of antigen-specific lymphocytes that are often found in extremely low frequencies (0.1% or less. Standard analysis of flow cytometry data relies on visual identification of cell subsets by experts, a process that is subjective and often difficult to reproduce. An alternative and more objective approach is the use of statistical models to identify cell subsets of interest in an automated fashion. Two specific challenges for automated analysis are to detect extremely low frequency event subsets without biasing the estimate by pre-processing enrichment, and the ability to align cell subsets across multiple data samples for comparative analysis. In this manuscript, we develop hierarchical modeling extensions to the Dirichlet Process Gaussian Mixture Model (DPGMM approach we have previously described for cell subset identification, and show that the hierarchical DPGMM (HDPGMM naturally generates an aligned data model that captures both commonalities and variations across multiple samples. HDPGMM also increases the sensitivity to extremely low frequency events by sharing information across multiple samples analyzed simultaneously. We validate the accuracy and reproducibility of HDPGMM estimates of antigen-specific T cells on clinically relevant reference peripheral blood mononuclear cell (PBMC samples with known frequencies of antigen-specific T cells. These cell samples take advantage of retrovirally TCR-transduced T cells spiked into autologous PBMC samples to give a defined number of antigen-specific T cells detectable by HLA-peptide multimer binding. We provide open source software that can take advantage of both multiple processors and GPU-acceleration to perform the numerically-demanding computations. We show that hierarchical modeling is a useful probabilistic approach that can provide a
Hierarchical Models for Type Ia Supernova Light Curves in the Optical and Near Infrared
Mandel, Kaisey; Narayan, G.; Kirshner, R. P.
2011-01-01
I have constructed a comprehensive statistical model for Type Ia supernova optical and near infrared light curves. Since the near infrared light curves are excellent standard candles and are less sensitive to dust extinction and reddening, the combination of near infrared and optical data better constrains the host galaxy extinction and improves the precision of distance predictions to SN Ia. A hierarchical probabilistic model coherently accounts for multiple random and uncertain effects, including photometric error, intrinsic supernova light curve variations and correlations across phase and wavelength, dust extinction and reddening, peculiar velocity dispersion and distances. An improved BayeSN MCMC code is implemented for computing probabilistic inferences for individual supernovae and the SN Ia and host galaxy dust populations. I use this hierarchical model to analyze nearby Type Ia supernovae with optical and near infared data from the PAIRITEL, CfA3, and CSP samples and the literature. Using cross-validation to test the robustness of the model predictions, I find that the rms Hubble diagram scatter of predicted distance moduli is 0.11 mag for SN with optical and near infrared data versus 0.15 mag for SN with only optical data. Accounting for the dispersion expected from random peculiar velocities, the rms intrinsic prediction error is 0.08-0.10 mag for SN with both optical and near infrared light curves. I discuss results for the inferred intrinsic correlation structures of the optical-NIR SN Ia light curves and the host galaxy dust distribution captured by the hierarchical model. The continued observation and analysis of Type Ia SN in the optical and near infrared is important for improving their utility as precise and accurate cosmological distance indicators.
U.S. Environmental Protection Agency — Spreadsheets are included here to support the manuscript "Boosted Regression Tree Models to Explain Watershed Nutrient Concentrations and Biological Condition". This...
A conceptual modeling framework for discrete event simulation using hierarchical control structures.
Furian, N; O'Sullivan, M; Walker, C; Vössner, S; Neubacher, D
2015-08-01
Conceptual Modeling (CM) is a fundamental step in a simulation project. Nevertheless, it is only recently that structured approaches towards the definition and formulation of conceptual models have gained importance in the Discrete Event Simulation (DES) community. As a consequence, frameworks and guidelines for applying CM to DES have emerged and discussion of CM for DES is increasing. However, both the organization of model-components and the identification of behavior and system control from standard CM approaches have shortcomings that limit CM's applicability to DES. Therefore, we discuss the different aspects of previous CM frameworks and identify their limitations. Further, we present the Hierarchical Control Conceptual Modeling framework that pays more attention to the identification of a models' system behavior, control policies and dispatching routines and their structured representation within a conceptual model. The framework guides the user step-by-step through the modeling process and is illustrated by a worked example.
Martingale Regressions for a Continuous Time Model of Exchange Rates
Guo, Zi-Yi
2017-01-01
One of the daunting problems in international finance is the weak explanatory power of existing theories of the nominal exchange rates, the so-called “foreign exchange rate determination puzzle”. We propose a continuous-time model to study the impact of order flow on foreign exchange rates. The model is estimated by a newly developed econometric tool based on a time-change sampling from calendar to volatility time. The estimation results indicate that the effect of order flow on exchange rate...
Focused information criterion and model averaging based on weighted composite quantile regression
Xu, Ganggang; Wang, Suojin; Huang, Jianhua Z.
2013-01-01
We study the focused information criterion and frequentist model averaging and their application to post-model-selection inference for weighted composite quantile regression (WCQR) in the context of the additive partial linear models. With the non
Cox's regression model for dynamics of grouped unemployment data
Czech Academy of Sciences Publication Activity Database
Volf, Petr
2003-01-01
Roč. 10, č. 19 (2003), s. 151-162 ISSN 1212-074X R&D Projects: GA ČR GA402/01/0539 Institutional research plan: CEZ:AV0Z1075907 Keywords : mathematical statistics * survival analysis * Cox's model Subject RIV: BB - Applied Statistics, Operational Research
Multiple Linear Regression Model for Estimating the Price of a ...
African Journals Online (AJOL)
Ghana Mining Journal ... In the modeling, the Ordinary Least Squares (OLS) normality assumption which could introduce errors in the statistical analyses was dealt with by log transformation of the data, ensuring the data is normally ... The resultant MLRM is: Ŷi MLRM = (X'X)-1X'Y(xi') where X is the sample data matrix.
Inflation, Forecast Intervals and Long Memory Regression Models
C.S. Bos (Charles); Ph.H.B.F. Franses (Philip Hans); M. Ooms (Marius)
2001-01-01
textabstractWe examine recursive out-of-sample forecasting of monthly postwar U.S. core inflation and log price levels. We use the autoregressive fractionally integrated moving average model with explanatory variables (ARFIMAX). Our analysis suggests a significant explanatory power of leading
Inflation, Forecast Intervals and Long Memory Regression Models
Ooms, M.; Bos, C.S.; Franses, P.H.
2003-01-01
We examine recursive out-of-sample forecasting of monthly postwar US core inflation and log price levels. We use the autoregressive fractionally integrated moving average model with explanatory variables (ARFIMAX). Our analysis suggests a significant explanatory power of leading indicators
Data-driven modelling of LTI systems using symbolic regression
Khandelwal, D.; Toth, R.; Van den Hof, P.M.J.
2017-01-01
The aim of this project is to automate the task of data-driven identification of dynamical systems. The underlying goal is to develop an identification tool that models a physical system without distinguishing between classes of systems such as linear, nonlinear or possibly even hybrid systems. Such
Padilla, Jennifer E; Liu, Wenyan; Seeman, Nadrian C
2012-06-01
We introduce a hierarchical self assembly algorithm that produces the quasiperiodic patterns found in the Robinson tilings and suggest a practical implementation of this algorithm using DNA origami tiles. We modify the abstract Tile Assembly Model, (aTAM), to include active signaling and glue activation in response to signals to coordinate the hierarchical assembly of Robinson patterns of arbitrary size from a small set of tiles according to the tile substitution algorithm that generates them. Enabling coordinated hierarchical assembly in the aTAM makes possible the efficient encoding of the recursive process of tile substitution.
Nonparametric Estimation of Regression Parameters in Measurement Error Models
Czech Academy of Sciences Publication Activity Database
Ehsanes Saleh, A.K.M.D.; Picek, J.; Kalina, Jan
2009-01-01
Roč. 67, č. 2 (2009), s. 177-200 ISSN 0026-1424 Grant - others:GA AV ČR(CZ) IAA101120801; GA MŠk(CZ) LC06024 Institutional research plan: CEZ:AV0Z10300504 Keywords : asymptotic relative efficiency(ARE) * asymptotic theory * emaculate mode * Me model * R-estimation * Reliabilty ratio(RR) Subject RIV: BB - Applied Statistics, Operational Research
TYPE Ia SUPERNOVA LIGHT CURVE INFERENCE: HIERARCHICAL MODELS IN THE OPTICAL AND NEAR-INFRARED
International Nuclear Information System (INIS)
Mandel, Kaisey S.; Narayan, Gautham; Kirshner, Robert P.
2011-01-01
We have constructed a comprehensive statistical model for Type Ia supernova (SN Ia) light curves spanning optical through near-infrared (NIR) data. A hierarchical framework coherently models multiple random and uncertain effects, including intrinsic supernova (SN) light curve covariances, dust extinction and reddening, and distances. An improved BAYESN Markov Chain Monte Carlo code computes probabilistic inferences for the hierarchical model by sampling the global probability density of parameters describing individual SNe and the population. We have applied this hierarchical model to optical and NIR data of 127 SNe Ia from PAIRITEL, CfA3, Carnegie Supernova Project, and the literature. We find an apparent population correlation between the host galaxy extinction A V and the ratio of total-to-selective dust absorption R V . For SNe with low dust extinction, A V ∼ V ∼ 2.5-2.9, while at high extinctions, A V ∼> 1, low values of R V < 2 are favored. The NIR luminosities are excellent standard candles and are less sensitive to dust extinction. They exhibit low correlation with optical peak luminosities, and thus provide independent information on distances. The combination of NIR and optical data constrains the dust extinction and improves the predictive precision of individual SN Ia distances by about 60%. Using cross-validation, we estimate an rms distance modulus prediction error of 0.11 mag for SNe with optical and NIR data versus 0.15 mag for SNe with optical data alone. Continued study of SNe Ia in the NIR is important for improving their utility as precise and accurate cosmological distance indicators.
International Nuclear Information System (INIS)
Makela, A.
2003-01-01
A generally accepted method has not emerged for managing the different temporal and spatial scales in a forest ecosystem. This paper reviews a hierarchical-modular modelling tradition, with the main focus on individual tree growth throughout the rotation. At this scale, model performance requires (i) realistic long-term dynamic properties, (ii) realistic responses of growth and mortality of competing individuals, and (iii) realistic responses to ecophysio-logical inputs. Model development and validation are illustrated through allocation patterns, height growth, and size-related feedbacks. Empirical work to test the approach is reviewed. In this approach, finer scale effects are embedded in parameters calculated using more detailed, interacting modules. This is exemplified by (i) the within-year effect of weather on annual photosynthesis, (ii) the effects of fast soil processes on carbon allocation and photosynthesis, and (iii) the utilization of detailed stem structure to predict wood quality. Prevailing management paradigms are reflected in growth modelling. A shift of emphasis has occurred from productivity in homogeneous canopies towards, e.g., wood quality versus total yield, spatially more explicit models, and growth decline in old-growth forests. The new problems emphasize the hierarchy of the system and interscale interactions, suggesting that the hierarchical-modular approach could prove constructive. (author)
Hierarchical modeling and robust synthesis for the preliminary design of large scale complex systems
Koch, Patrick Nathan
Large-scale complex systems are characterized by multiple interacting subsystems and the analysis of multiple disciplines. The design and development of such systems inevitably requires the resolution of multiple conflicting objectives. The size of complex systems, however, prohibits the development of comprehensive system models, and thus these systems must be partitioned into their constituent parts. Because simultaneous solution of individual subsystem models is often not manageable iteration is inevitable and often excessive. In this dissertation these issues are addressed through the development of a method for hierarchical robust preliminary design exploration to facilitate concurrent system and subsystem design exploration, for the concurrent generation of robust system and subsystem specifications for the preliminary design of multi-level, multi-objective, large-scale complex systems. This method is developed through the integration and expansion of current design techniques: (1) Hierarchical partitioning and modeling techniques for partitioning large-scale complex systems into more tractable parts, and allowing integration of subproblems for system synthesis, (2) Statistical experimentation and approximation techniques for increasing both the efficiency and the comprehensiveness of preliminary design exploration, and (3) Noise modeling techniques for implementing robust preliminary design when approximate models are employed. The method developed and associated approaches are illustrated through their application to the preliminary design of a commercial turbofan turbine propulsion system; the turbofan system-level problem is partitioned into engine cycle and configuration design and a compressor module is integrated for more detailed subsystem-level design exploration, improving system evaluation.
A Hierarchical Feature Extraction Model for Multi-Label Mechanical Patent Classification
Directory of Open Access Journals (Sweden)
Jie Hu
2018-01-01
Full Text Available Various studies have focused on feature extraction methods for automatic patent classification in recent years. However, most of these approaches are based on the knowledge from experts in related domains. Here we propose a hierarchical feature extraction model (HFEM for multi-label mechanical patent classification, which is able to capture both local features of phrases as well as global and temporal semantics. First, a n-gram feature extractor based on convolutional neural networks (CNNs is designed to extract salient local lexical-level features. Next, a long dependency feature extraction model based on the bidirectional long–short-term memory (BiLSTM neural network model is proposed to capture sequential correlations from higher-level sequence representations. Then the HFEM algorithm and its hierarchical feature extraction architecture are detailed. We establish the training, validation and test datasets, containing 72,532, 18,133, and 2679 mechanical patent documents, respectively, and then check the performance of HFEMs. Finally, we compared the results of the proposed HFEM and three other single neural network models, namely CNN, long–short-term memory (LSTM, and BiLSTM. The experimental results indicate that our proposed HFEM outperforms the other compared models in both precision and recall.
A conceptual modeling framework for discrete event simulation using hierarchical control structures
Furian, N.; O’Sullivan, M.; Walker, C.; Vössner, S.; Neubacher, D.
2015-01-01
Conceptual Modeling (CM) is a fundamental step in a simulation project. Nevertheless, it is only recently that structured approaches towards the definition and formulation of conceptual models have gained importance in the Discrete Event Simulation (DES) community. As a consequence, frameworks and guidelines for applying CM to DES have emerged and discussion of CM for DES is increasing. However, both the organization of model-components and the identification of behavior and system control from standard CM approaches have shortcomings that limit CM’s applicability to DES. Therefore, we discuss the different aspects of previous CM frameworks and identify their limitations. Further, we present the Hierarchical Control Conceptual Modeling framework that pays more attention to the identification of a models’ system behavior, control policies and dispatching routines and their structured representation within a conceptual model. The framework guides the user step-by-step through the modeling process and is illustrated by a worked example. PMID:26778940
Shaofu Zhuyu Decoction Regresses Endometriotic Lesions in a Rat Model
Directory of Open Access Journals (Sweden)
Guanghui Zhu
2018-01-01
Full Text Available The current therapies for endometriosis are restricted by various side effects and treatment outcome has been less than satisfactory. Shaofu Zhuyu Decoction (SZD, a classic traditional Chinese medicinal (TCM prescription for dysmenorrhea, has been widely used in clinical practice by TCM doctors to relieve symptoms of endometriosis. The present study aimed to investigate the effects of SZD on a rat model of endometriosis. Forty-eight female Sprague-Dawley rats with regular estrous cycles went through autotransplantation operation to establish endometriosis model. Then 38 rats with successful ectopic implants were randomized into two groups: vehicle- and SZD-treated groups. The latter were administered SZD through oral gavage for 4 weeks. By the end of the treatment period, the volume of the endometriotic lesions was measured, the histopathological properties of the ectopic endometrium were evaluated, and levels of proliferating cell nuclear antigen (PCNA, CD34, and hypoxia inducible factor- (HIF- 1α in the ectopic endometrium were detected with immunohistochemistry. Furthermore, apoptosis was assessed using the terminal deoxynucleotidyl transferase (TdT deoxyuridine 5′-triphosphate (dUTP nick-end labeling (TUNEL assay. In this study, SZD significantly reduced the size of ectopic lesions in rats with endometriosis, inhibited cell proliferation, increased cell apoptosis, and reduced microvessel density and HIF-1α expression. It suggested that SZD could be an effective therapy for the treatment and prevention of endometriosis recurrence.
[Application of detecting and taking overdispersion into account in Poisson regression model].
Bouche, G; Lepage, B; Migeot, V; Ingrand, P
2009-08-01
Researchers often use the Poisson regression model to analyze count data. Overdispersion can occur when a Poisson regression model is used, resulting in an underestimation of variance of the regression model parameters. Our objective was to take overdispersion into account and assess its impact with an illustration based on the data of a study investigating the relationship between use of the Internet to seek health information and number of primary care consultations. Three methods, overdispersed Poisson, a robust estimator, and negative binomial regression, were performed to take overdispersion into account in explaining variation in the number (Y) of primary care consultations. We tested overdispersion in the Poisson regression model using the ratio of the sum of Pearson residuals over the number of degrees of freedom (chi(2)/df). We then fitted the three models and compared parameter estimation to the estimations given by Poisson regression model. Variance of the number of primary care consultations (Var[Y]=21.03) was greater than the mean (E[Y]=5.93) and the chi(2)/df ratio was 3.26, which confirmed overdispersion. Standard errors of the parameters varied greatly between the Poisson regression model and the three other regression models. Interpretation of estimates from two variables (using the Internet to seek health information and single parent family) would have changed according to the model retained, with significant levels of 0.06 and 0.002 (Poisson), 0.29 and 0.09 (overdispersed Poisson), 0.29 and 0.13 (use of a robust estimator) and 0.45 and 0.13 (negative binomial) respectively. Different methods exist to solve the problem of underestimating variance in the Poisson regression model when overdispersion is present. The negative binomial regression model seems to be particularly accurate because of its theorical distribution ; in addition this regression is easy to perform with ordinary statistical software packages.
Linking Simple Economic Theory Models and the Cointegrated Vector AutoRegressive Model
DEFF Research Database (Denmark)
Møller, Niels Framroze
This paper attempts to clarify the connection between simple economic theory models and the approach of the Cointegrated Vector-Auto-Regressive model (CVAR). By considering (stylized) examples of simple static equilibrium models, it is illustrated in detail, how the theoretical model and its stru....... Further fundamental extensions and advances to more sophisticated theory models, such as those related to dynamics and expectations (in the structural relations) are left for future papers......This paper attempts to clarify the connection between simple economic theory models and the approach of the Cointegrated Vector-Auto-Regressive model (CVAR). By considering (stylized) examples of simple static equilibrium models, it is illustrated in detail, how the theoretical model and its......, it is demonstrated how other controversial hypotheses such as Rational Expectations can be formulated directly as restrictions on the CVAR-parameters. A simple example of a "Neoclassical synthetic" AS-AD model is also formulated. Finally, the partial- general equilibrium distinction is related to the CVAR as well...
Hierarchical modeling of plasma and transport phenomena in a dielectric barrier discharge reactor
Bali, N.; Aggelopoulos, C. A.; Skouras, E. D.; Tsakiroglou, C. D.; Burganos, V. N.
2017-12-01
A novel dual-time hierarchical approach is developed to link the plasma process to macroscopic transport phenomena in the interior of a dielectric barrier discharge (DBD) reactor that has been used for soil remediation (Aggelopoulos et al 2016 Chem. Eng. J. 301 353-61). The generation of active species by plasma reactions is simulated at the microseconds (µs) timescale, whereas convection and thermal conduction are simulated at the macroscopic (minutes) timescale. This hierarchical model is implemented in order to investigate the influence of the plasma DBD process on the transport and reaction mechanisms during remediation of polluted soil. In the microscopic model, the variables of interest include the plasma-induced reactive concentrations, while in the macroscopic approach, the temperature distribution, and the velocity field both inside the discharge gap and within the polluted soil material as well. For the latter model, the Navier-Stokes and Darcy Brinkman equations for the transport phenomena in the porous domain are solved numerically using a FEM software. The effective medium theory is employed to provide estimates of the effective time-evolving and three-phase transport properties in the soil sample. Model predictions considering the temporal evolution of the plasma remediation process are presented and compared with corresponding experimental data.
A model of shape memory materials with hierarchical twinning: statics and dynamics
International Nuclear Information System (INIS)
Saxena, A.; Bishop, A.R.; Wu, Y.; Lookman, T.
1995-01-01
We consider a model of shape memory materials in which hierarchical twinning near the habit plane (austenite-martensite interface) is a new and crucial ingredient. The model includes (1) a triple-well potential (φ 6 model) in local shear strain, (2) strain gradient terms up to second order in strain and fourth order in gradient, and (3) all symmetry allowed compositional fluctuation-induced strain gradient terms. The last term favors hierarchy which enables communication between macroscopic (cm) and microscopic (A) regions essential for shape memory. Hierarchy also stabilizes tweed formation (criss-cross patterns of twins). External stress or pressure modulates (''patterns'') the spacing of domain walls. Therefore the ''pattern'' is encoded in the modulated hierarchical variation of the depth and width of the twins. This hierarchy of length scales provides a related hierarchy of time scales and thus the possibility of non-exponential decay. The four processes of the complete shape memory cycle-write, record, erase and recall-are explained within this model. Preliminary results based on 2D molecular dynamics are shown for tweed and hierarchy formation. (orig.)
Shankle, William R.; Pooley, James P.; Steyvers, Mark; Hara, Junko; Mangrola, Tushar; Reisberg, Barry; Lee, Michael D.
2012-01-01
Determining how cognition affects functional abilities is important in Alzheimer’s disease and related disorders (ADRD). 280 patients (normal or ADRD) received a total of 1,514 assessments using the Functional Assessment Staging Test (FAST) procedure and the MCI Screen (MCIS). A hierarchical Bayesian cognitive processing (HBCP) model was created by embedding a signal detection theory (SDT) model of the MCIS delayed recognition memory task into a hierarchical Bayesian framework. The SDT model used latent parameters of discriminability (memory process) and response bias (executive function) to predict, simultaneously, recognition memory performance for each patient and each FAST severity group. The observed recognition memory data did not distinguish the six FAST severity stages, but the latent parameters completely separated them. The latent parameters were also used successfully to transform the ordinal FAST measure into a continuous measure reflecting the underlying continuum of functional severity. HBCP models applied to recognition memory data from clinical practice settings accurately translated a latent measure of cognition to a continuous measure of functional severity for both individuals and FAST groups. Such a translation links two levels of brain information processing, and may enable more accurate correlations with other levels, such as those characterized by biomarkers. PMID:22407225
Hensman, James; Lawrence, Neil D; Rattray, Magnus
2013-08-20
Time course data from microarrays and high-throughput sequencing experiments require simple, computationally efficient and powerful statistical models to extract meaningful biological signal, and for tasks such as data fusion and clustering. Existing methodologies fail to capture either the temporal or replicated nature of the experiments, and often impose constraints on the data collection process, such as regularly spaced samples, or similar sampling schema across replications. We propose hierarchical Gaussian processes as a general model of gene expression time-series, with application to a variety of problems. In particular, we illustrate the method's capacity for missing data imputation, data fusion and clustering.The method can impute data which is missing both systematically and at random: in a hold-out test on real data, performance is significantly better than commonly used imputation methods. The method's ability to model inter- and intra-cluster variance leads to more biologically meaningful clusters. The approach removes the necessity for evenly spaced samples, an advantage illustrated on a developmental Drosophila dataset with irregular replications. The hierarchical Gaussian process model provides an excellent statistical basis for several gene-expression time-series tasks. It has only a few additional parameters over a regular GP, has negligible additional complexity, is easily implemented and can be integrated into several existing algorithms. Our experiments were implemented in python, and are available from the authors' website: http://staffwww.dcs.shef.ac.uk/people/J.Hensman/.
Diagnostics for generalized linear hierarchical models in network meta-analysis.
Zhao, Hong; Hodges, James S; Carlin, Bradley P
2017-09-01
Network meta-analysis (NMA) combines direct and indirect evidence comparing more than 2 treatments. Inconsistency arises when these 2 information sources differ. Previous work focuses on inconsistency detection, but little has been done on how to proceed after identifying inconsistency. The key issue is whether inconsistency changes an NMA's substantive conclusions. In this paper, we examine such discrepancies from a diagnostic point of view. Our methods seek to detect influential and outlying observations in NMA at a trial-by-arm level. These observations may have a large effect on the parameter estimates in NMA, or they may deviate markedly from other observations. We develop formal diagnostics for a Bayesian hierarchical model to check the effect of deleting any observation. Diagnostics are specified for generalized linear hierarchical NMA models and investigated for both published and simulated datasets. Results from our example dataset using either contrast- or arm-based models and from the simulated datasets indicate that the sources of inconsistency in NMA tend not to be influential, though results from the example dataset suggest that they are likely to be outliers. This mimics a familiar result from linear model theory, in which outliers with low leverage are not influential. Future extensions include incorporating baseline covariates and individual-level patient data. Copyright © 2017 John Wiley & Sons, Ltd.
Using the classical linear regression model in analysis of the dependences of conveyor belt life
Directory of Open Access Journals (Sweden)
Miriam Andrejiová
2013-12-01
Full Text Available The paper deals with the classical linear regression model of the dependence of conveyor belt life on some selected parameters: thickness of paint layer, width and length of the belt, conveyor speed and quantity of transported material. The first part of the article is about regression model design, point and interval estimation of parameters, verification of statistical significance of the model, and about the parameters of the proposed regression model. The second part of the article deals with identification of influential and extreme values that can have an impact on estimation of regression model parameters. The third part focuses on assumptions of the classical regression model, i.e. on verification of independence assumptions, normality and homoscedasticity of residuals.
Coley, Rebecca Yates; Browna, Elizabeth R.
2016-01-01
Inconsistent results in recent HIV prevention trials of pre-exposure prophylactic interventions may be due to heterogeneity in risk among study participants. Intervention effectiveness is most commonly estimated with the Cox model, which compares event times between populations. When heterogeneity is present, this population-level measure underestimates intervention effectiveness for individuals who are at risk. We propose a likelihood-based Bayesian hierarchical model that estimates the individual-level effectiveness of candidate interventions by accounting for heterogeneity in risk with a compound Poisson-distributed frailty term. This model reflects the mechanisms of HIV risk and allows that some participants are not exposed to HIV and, therefore, have no risk of seroconversion during the study. We assess model performance via simulation and apply the model to data from an HIV prevention trial. PMID:26869051
Hierarchical competition models with the Allee effect II: the case of immigration.
Assas, Laila; Dennis, Brian; Elaydi, Saber; Kwessi, Eddy; Livadiotis, George
2015-01-01
This is part II of an earlier paper that dealt with hierarchical models with the Allee effect but with no immigration. In this paper, we greatly simplify the proofs in part I and provide a proof of the global dynamics of the non-hyperbolic cases that were previously conjectured. Then, we show how immigration to one of the species or to both would, drastically, change the dynamics of the system. It is shown that if the level of immigration to one or to both species is above a specified level, then there will be no extinction region where both species go to extinction.
High-accuracy critical exponents for O(N) hierarchical 3D sigma models
International Nuclear Information System (INIS)
Godina, J. J.; Li, L.; Meurice, Y.; Oktay, M. B.
2006-01-01
The critical exponent γ and its subleading exponent Δ in the 3D O(N) Dyson's hierarchical model for N up to 20 are calculated with high accuracy. We calculate the critical temperatures for the measure δ(φ-vector.φ-vector-1). We extract the first coefficients of the 1/N expansion from our numerical data. We show that the leading and subleading exponents agree with Polchinski equation and the equivalent Litim equation, in the local potential approximation, with at least 4 significant digits
A hierarchical Markov decision process modeling feeding and marketing decisions of growing pigs
DEFF Research Database (Denmark)
Pourmoayed, Reza; Nielsen, Lars Relund; Kristensen, Anders Ringgaard
2016-01-01
Feeding is the most important cost in the production of growing pigs and has a direct impact on the marketing decisions, growth and the final quality of the meat. In this paper, we address the sequential decision problem of when to change the feed-mix within a finisher pig pen and when to pick pigs...... for marketing. We formulate a hierarchical Markov decision process with three levels representing the decision process. The model considers decisions related to feeding and marketing and finds the optimal decision given the current state of the pen. The state of the system is based on information from on...
Suhartono, Lee, Muhammad Hisyam; Prastyo, Dedy Dwi
2015-12-01
The aim of this research is to develop a calendar variation model for forecasting retail sales data with the Eid ul-Fitr effect. The proposed model is based on two methods, namely two levels ARIMAX and regression methods. Two levels ARIMAX and regression models are built by using ARIMAX for the first level and regression for the second level. Monthly men's jeans and women's trousers sales in a retail company for the period January 2002 to September 2009 are used as case study. In general, two levels of calendar variation model yields two models, namely the first model to reconstruct the sales pattern that already occurred, and the second model to forecast the effect of increasing sales due to Eid ul-Fitr that affected sales at the same and the previous months. The results show that the proposed two level calendar variation model based on ARIMAX and regression methods yields better forecast compared to the seasonal ARIMA model and Neural Networks.
Large-scale model of flow in heterogeneous and hierarchical porous media
Chabanon, Morgan; Valdés-Parada, Francisco J.; Ochoa-Tapia, J. Alberto; Goyeau, Benoît
2017-11-01
Heterogeneous porous structures are very often encountered in natural environments, bioremediation processes among many others. Reliable models for momentum transport are crucial whenever mass transport or convective heat occurs in these systems. In this work, we derive a large-scale average model for incompressible single-phase flow in heterogeneous and hierarchical soil porous media composed of two distinct porous regions embedding a solid impermeable structure. The model, based on the local mechanical equilibrium assumption between the porous regions, results in a unique momentum transport equation where the global effective permeability naturally depends on the permeabilities at the intermediate mesoscopic scales and therefore includes the complex hierarchical structure of the soil. The associated closure problem is numerically solved for various configurations and properties of the heterogeneous medium. The results clearly show that the effective permeability increases with the volume fraction of the most permeable porous region. It is also shown that the effective permeability is sensitive to the dimensionality spatial arrangement of the porous regions and in particular depends on the contact between the impermeable solid and the two porous regions.
Evolutionary-Hierarchical Bases of the Formation of Cluster Model of Innovation Economic Development
Directory of Open Access Journals (Sweden)
Yuliya Vladimirovna Dubrovskaya
2016-10-01
Full Text Available The functioning of a modern economic system is based on the interaction of objects of different hierarchical levels. Thus, the problem of the study of innovation processes taking into account the mutual influence of the activities of these economic actors becomes important. The paper dwells evolutionary basis for the formation of models of innovation development on the basis of micro and macroeconomic analysis. Most of the concepts recognized that despite a big number of diverse models, the coordination of the relations between economic agents is of crucial importance for the successful innovation development. According to the results of the evolutionary-hierarchical analysis, the authors reveal key phases of the development of forms of business cooperation, science and government in the domestic economy. It has become the starting point of the conception of the characteristics of the interaction in the cluster models of innovation development of the economy. Considerable expectancies on improvement of the national innovative system are connected with the development of cluster and network structures. The main objective of government authorities is the formation of mechanisms and institutions that will foster cooperation between members of the clusters. The article explains that the clusters cannot become the factors in the growth of the national economy, not being an effective tool for interaction between the actors of the regional innovative systems.
Rahpeyma, Sahar; Halldorsson, Benedikt; Hrafnkelsson, Birgir; Jonsson, Sigurjon
2018-01-01
Knowledge of the characteristics of earthquake ground motion is fundamental for earthquake hazard assessments. Over small distances, relative to the source–site distance, where uniform site conditions are expected, the ground motion variability is also expected to be insignificant. However, despite being located on what has been characterized as a uniform lava‐rock site condition, considerable peak ground acceleration (PGA) variations were observed on stations of a small‐aperture array (covering approximately 1 km2) of accelerographs in Southwest Iceland during the Ölfus earthquake of magnitude 6.3 on May 29, 2008 and its sequence of aftershocks. We propose a novel Bayesian hierarchical model for the PGA variations accounting separately for earthquake event effects, station effects, and event‐station effects. An efficient posterior inference scheme based on Markov chain Monte Carlo (MCMC) simulations is proposed for the new model. The variance of the station effect is certainly different from zero according to the posterior density, indicating that individual station effects are different from one another. The Bayesian hierarchical model thus captures the observed PGA variations and quantifies to what extent the source and recording sites contribute to the overall variation in ground motions over relatively small distances on the lava‐rock site condition.
Rahpeyma, Sahar
2018-04-17
Knowledge of the characteristics of earthquake ground motion is fundamental for earthquake hazard assessments. Over small distances, relative to the source–site distance, where uniform site conditions are expected, the ground motion variability is also expected to be insignificant. However, despite being located on what has been characterized as a uniform lava‐rock site condition, considerable peak ground acceleration (PGA) variations were observed on stations of a small‐aperture array (covering approximately 1 km2) of accelerographs in Southwest Iceland during the Ölfus earthquake of magnitude 6.3 on May 29, 2008 and its sequence of aftershocks. We propose a novel Bayesian hierarchical model for the PGA variations accounting separately for earthquake event effects, station effects, and event‐station effects. An efficient posterior inference scheme based on Markov chain Monte Carlo (MCMC) simulations is proposed for the new model. The variance of the station effect is certainly different from zero according to the posterior density, indicating that individual station effects are different from one another. The Bayesian hierarchical model thus captures the observed PGA variations and quantifies to what extent the source and recording sites contribute to the overall variation in ground motions over relatively small distances on the lava‐rock site condition.
A hierarchical probabilistic model for rapid object categorization in natural scenes.
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Xiaofu He
Full Text Available Humans can categorize objects in complex natural scenes within 100-150 ms. This amazing ability of rapid categorization has motivated many computational models. Most of these models require extensive training to obtain a decision boundary in a very high dimensional (e.g., ∼6,000 in a leading model feature space and often categorize objects in natural scenes by categorizing the context that co-occurs with objects when objects do not occupy large portions of the scenes. It is thus unclear how humans achieve rapid scene categorization.To address this issue, we developed a hierarchical probabilistic model for rapid object categorization in natural scenes. In this model, a natural object category is represented by a coarse hierarchical probability distribution (PD, which includes PDs of object geometry and spatial configuration of object parts. Object parts are encoded by PDs of a set of natural object structures, each of which is a concatenation of local object features. Rapid categorization is performed as statistical inference. Since the model uses a very small number (∼100 of structures for even complex object categories such as animals and cars, it requires little training and is robust in the presence of large variations within object categories and in their occurrences in natural scenes. Remarkably, we found that the model categorized animals in natural scenes and cars in street scenes with a near human-level performance. We also found that the model located animals and cars in natural scenes, thus overcoming a flaw in many other models which is to categorize objects in natural context by categorizing contextual features. These results suggest that coarse PDs of object categories based on natural object structures and statistical operations on these PDs may underlie the human ability to rapidly categorize scenes.
Statistical approach for selection of regression model during validation of bioanalytical method
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Natalija Nakov
2014-06-01
Full Text Available The selection of an adequate regression model is the basis for obtaining accurate and reproducible results during the bionalytical method validation. Given the wide concentration range, frequently present in bioanalytical assays, heteroscedasticity of the data may be expected. Several weighted linear and quadratic regression models were evaluated during the selection of the adequate curve fit using nonparametric statistical tests: One sample rank test and Wilcoxon signed rank test for two independent groups of samples. The results obtained with One sample rank test could not give statistical justification for the selection of linear vs. quadratic regression models because slight differences between the error (presented through the relative residuals were obtained. Estimation of the significance of the differences in the RR was achieved using Wilcoxon signed rank test, where linear and quadratic regression models were treated as two independent groups. The application of this simple non-parametric statistical test provides statistical confirmation of the choice of an adequate regression model.
Galliano, Frédéric
2018-05-01
This article presents a new dust spectral energy distribution (SED) model, named HerBIE, aimed at eliminating the noise-induced correlations and large scatter obtained when performing least-squares fits. The originality of this code is to apply the hierarchical Bayesian approach to full dust models, including realistic optical properties, stochastic heating, and the mixing of physical conditions in the observed regions. We test the performances of our model by applying it to synthetic observations. We explore the impact on the recovered parameters of several effects: signal-to-noise ratio, SED shape, sample size, the presence of intrinsic correlations, the wavelength coverage, and the use of different SED model components. We show that this method is very efficient: the recovered parameters are consistently distributed around their true values. We do not find any clear bias, even for the most degenerate parameters, or with extreme signal-to-noise ratios.
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Ivanka Jerić
2011-11-01
Full Text Available Predicting antitumor activity of compounds using regression models trained on a small number of compounds with measured biological activity is an ill-posed inverse problem. Yet, it occurs very often within the academic community. To counteract, up to some extent, overfitting problems caused by a small training data, we propose to use consensus of six regression models for prediction of biological activity of virtual library of compounds. The QSAR descriptors of 22 compounds related to the opioid growth factor (OGF, Tyr-Gly-Gly-Phe-Met with known antitumor activity were used to train regression models: the feed-forward artificial neural network, the k-nearest neighbor, sparseness constrained linear regression, the linear and nonlinear (with polynomial and Gaussian kernel support vector machine. Regression models were applied on a virtual library of 429 compounds that resulted in six lists with candidate compounds ranked by predicted antitumor activity. The highly ranked candidate compounds were synthesized, characterized and tested for an antiproliferative activity. Some of prepared peptides showed more pronounced activity compared with the native OGF; however, they were less active than highly ranked compounds selected previously by the radial basis function support vector machine (RBF SVM regression model. The ill-posedness of the related inverse problem causes unstable behavior of trained regression models on test data. These results point to high complexity of prediction based on the regression models trained on a small data sample.
A generalized right truncated bivariate Poisson regression model with applications to health data.
Islam, M Ataharul; Chowdhury, Rafiqul I
2017-01-01
A generalized right truncated bivariate Poisson regression model is proposed in this paper. Estimation and tests for goodness of fit and over or under dispersion are illustrated for both untruncated and right truncated bivariate Poisson regression models using marginal-conditional approach. Estimation and test procedures are illustrated for bivariate Poisson regression models with applications to Health and Retirement Study data on number of health conditions and the number of health care services utilized. The proposed test statistics are easy to compute and it is evident from the results that the models fit the data very well. A comparison between the right truncated and untruncated bivariate Poisson regression models using the test for nonnested models clearly shows that the truncated model performs significantly better than the untruncated model.
Wei, Jiawei; Carroll, Raymond J.; Maity, Arnab
2011-01-01
We consider the problem of testing for a constant nonparametric effect in a general semi-parametric regression model when there is the potential for interaction between the parametrically and nonparametrically modeled variables. The work
Merging information from multi-model flood projections in a hierarchical Bayesian framework
Le Vine, Nataliya
2016-04-01
Multi-model ensembles are becoming widely accepted for flood frequency change analysis. The use of multiple models results in large uncertainty around estimates of flood magnitudes, due to both uncertainty in model selection and natural variability of river flow. The challenge is therefore to extract the most meaningful signal from the multi-model predictions, accounting for both model quality and uncertainties in individual model estimates. The study demonstrates the potential of a recently proposed hierarchical Bayesian approach to combine information from multiple models. The approach facilitates explicit treatment of shared multi-model discrepancy as well as the probabilistic nature of the flood estimates, by treating the available models as a sample from a hypothetical complete (but unobserved) set of models. The advantages of the approach are: 1) to insure an adequate 'baseline' conditions with which to compare future changes; 2) to reduce flood estimate uncertainty; 3) to maximize use of statistical information in circumstances where multiple weak predictions individually lack power, but collectively provide meaningful information; 4) to adjust multi-model consistency criteria when model biases are large; and 5) to explicitly consider the influence of the (model performance) stationarity assumption. Moreover, the analysis indicates that reducing shared model discrepancy is the key to further reduction of uncertainty in the flood frequency analysis. The findings are of value regarding how conclusions about changing exposure to flooding are drawn, and to flood frequency change attribution studies.
Koon, Sharon; Petscher, Yaacov
2015-01-01
The purpose of this report was to explicate the use of logistic regression and classification and regression tree (CART) analysis in the development of early warning systems. It was motivated by state education leaders' interest in maintaining high classification accuracy while simultaneously improving practitioner understanding of the rules by…
Analysis of dental caries using generalized linear and count regression models
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Javali M. Phil
2013-11-01
Full Text Available Generalized linear models (GLM are generalization of linear regression models, which allow fitting regression models to response data in all the sciences especially medical and dental sciences that follow a general exponential family. These are flexible and widely used class of such models that can accommodate response variables. Count data are frequently characterized by overdispersion and excess zeros. Zero-inflated count models provide a parsimonious yet powerful way to model this type of situation. Such models assume that the data are a mixture of two separate data generation processes: one generates only zeros, and the other is either a Poisson or a negative binomial data-generating process. Zero inflated count regression models such as the zero-inflated Poisson (ZIP, zero-inflated negative binomial (ZINB regression models have been used to handle dental caries count data with many zeros. We present an evaluation framework to the suitability of applying the GLM, Poisson, NB, ZIP and ZINB to dental caries data set where the count data may exhibit evidence of many zeros and over-dispersion. Estimation of the model parameters using the method of maximum likelihood is provided. Based on the Vuong test statistic and the goodness of fit measure for dental caries data, the NB and ZINB regression models perform better than other count regression models.
Hierarchical neural network model of the visual system determining figure/ground relation
Kikuchi, Masayuki
2017-07-01
One of the most important functions of the visual perception in the brain is figure/ground interpretation from input images. Figural region in 2D image corresponding to object in 3D space are distinguished from background region extended behind the object. Previously the author proposed a neural network model of figure/ground separation constructed on the standpoint that local geometric features such as curvatures and outer angles at corners are extracted and propagated along input contour in a single layer network (Kikuchi & Akashi, 2001). However, such a processing principle has the defect that signal propagation requires manyiterations despite the fact that actual visual system determines figure/ground relation within the short period (Zhou et al., 2000). In order to attain speed-up for determining figure/ground, this study incorporates hierarchical architecture into the previous model. This study confirmed the effect of the hierarchization as for the computation time by simulation. As the number of layers increased, the required computation time reduced. However, such speed-up effect was saturatedas the layers increased to some extent. This study attempted to explain this saturation effect by the notion of average distance between vertices in the area of complex network, and succeeded to mimic the saturation effect by computer simulation.
Zhang, Xueliang; Xiao, Pengfeng; Feng, Xuezhi
2017-09-01
It has been a common idea to produce multiscale segmentations to represent the various geographic objects in high-spatial resolution remote sensing (HR) images. However, it remains a great challenge to automatically select the proper segmentation scale(s) just according to the image information. In this study, we propose a novel way of information fusion at object level by combining hierarchical multiscale segmentations with existed thematic information produced by classification or recognition. The tree Markov random field (T-MRF) model is designed for the multiscale combination framework, through which the object type is determined as close as the existed thematic information. At the same time, the object boundary is jointly determined by the thematic labels and the multiscale segments through the minimization of the energy function. The benefits of the proposed T-MRF combination model include: (1) reducing the dependence of segmentation scale selection when utilizing multiscale segmentations; (2) exploring the hierarchical context naturally imbedded in the multiscale segmentations. The HR images in both urban and rural areas are used in the experiments to show the effectiveness of the proposed combination framework on these two aspects.
Noma, Hisashi; Matsui, Shigeyuki
2013-05-20
The main purpose of microarray studies is screening of differentially expressed genes as candidates for further investigation. Because of limited resources in this stage, prioritizing genes are relevant statistical tasks in microarray studies. For effective gene selections, parametric empirical Bayes methods for ranking and selection of genes with largest effect sizes have been proposed (Noma et al., 2010; Biostatistics 11: 281-289). The hierarchical mixture model incorporates the differential and non-differential components and allows information borrowing across differential genes with separation from nuisance, non-differential genes. In this article, we develop empirical Bayes ranking methods via a semiparametric hierarchical mixture model. A nonparametric prior distribution, rather than parametric prior distributions, for effect sizes is specified and estimated using the "smoothing by roughening" approach of Laird and Louis (1991; Computational statistics and data analysis 12: 27-37). We present applications to childhood and infant leukemia clinical studies with microarrays for exploring genes related to prognosis or disease progression. Copyright © 2012 John Wiley & Sons, Ltd.
Lewis, Cecil M
2010-02-01
This study examines a genome-wide dataset of 678 Short Tandem Repeat loci characterized in 444 individuals representing 29 Native American populations as well as the Tundra Netsi and Yakut populations from Siberia. Using these data, the study tests four current hypotheses regarding the hierarchical distribution of neutral genetic variation in native South American populations: (1) the western region of South America harbors more variation than the eastern region of South America, (2) Central American and western South American populations cluster exclusively, (3) populations speaking the Chibchan-Paezan and Equatorial-Tucanoan language stock emerge as a group within an otherwise South American clade, (4) Chibchan-Paezan populations in Central America emerge together at the tips of the Chibchan-Paezan cluster. This study finds that hierarchical models with the best fit place Central American populations, and populations speaking the Chibchan-Paezan language stock, at a basal position or separated from the South American group, which is more consistent with a serial founder effect into South America than that previously described. Western (Andean) South America is found to harbor similar levels of variation as eastern (Equatorial-Tucanoan and Ge-Pano-Carib) South America, which is inconsistent with an initial west coast migration into South America. Moreover, in all relevant models, the estimates of genetic diversity within geographic regions suggest a major bottleneck or founder effect occurring within the North American subcontinent, before the peopling of Central and South America. 2009 Wiley-Liss, Inc.
Accounting for measurement error in log regression models with applications to accelerated testing.
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Robert Richardson
Full Text Available In regression settings, parameter estimates will be biased when the explanatory variables are measured with error. This bias can significantly affect modeling goals. In particular, accelerated lifetime testing involves an extrapolation of the fitted model, and a small amount of bias in parameter estimates may result in a significant increase in the bias of the extrapolated predictions. Additionally, bias may arise when the stochastic component of a log regression model is assumed to be multiplicative when the actual underlying stochastic component is additive. To account for these possible sources of bias, a log regression model with measurement error and additive error is approximated by a weighted regression model which can be estimated using Iteratively Re-weighted Least Squares. Using the reduced Eyring equation in an accelerated testing setting, the model is compared to previously accepted approaches to modeling accelerated testing data with both simulations and real data.
Accounting for measurement error in log regression models with applications to accelerated testing.
Richardson, Robert; Tolley, H Dennis; Evenson, William E; Lunt, Barry M
2018-01-01
In regression settings, parameter estimates will be biased when the explanatory variables are measured with error. This bias can significantly affect modeling goals. In particular, accelerated lifetime testing involves an extrapolation of the fitted model, and a small amount of bias in parameter estimates may result in a significant increase in the bias of the extrapolated predictions. Additionally, bias may arise when the stochastic component of a log regression model is assumed to be multiplicative when the actual underlying stochastic component is additive. To account for these possible sources of bias, a log regression model with measurement error and additive error is approximated by a weighted regression model which can be estimated using Iteratively Re-weighted Least Squares. Using the reduced Eyring equation in an accelerated testing setting, the model is compared to previously accepted approaches to modeling accelerated testing data with both simulations and real data.
Skataric, Maja; Bose, Sandip; Zeroug, Smaine; Tilke, Peter
2017-02-01
It is not uncommon in the field of non-destructive evaluation that multiple measurements encompassing a variety of modalities are available for analysis and interpretation for determining the underlying states of nature of the materials or parts being tested. Despite and sometimes due to the richness of data, significant challenges arise in the interpretation manifested as ambiguities and inconsistencies due to various uncertain factors in the physical properties (inputs), environment, measurement device properties, human errors, and the measurement data (outputs). Most of these uncertainties cannot be described by any rigorous mathematical means, and modeling of all possibilities is usually infeasible for many real time applications. In this work, we will discuss an approach based on Hierarchical Bayesian Graphical Models (HBGM) for the improved interpretation of complex (multi-dimensional) problems with parametric uncertainties that lack usable physical models. In this setting, the input space of the physical properties is specified through prior distributions based on domain knowledge and expertise, which are represented as Gaussian mixtures to model the various possible scenarios of interest for non-destructive testing applications. Forward models are then used offline to generate the expected distribution of the proposed measurements which are used to train a hierarchical Bayesian network. In Bayesian analysis, all model parameters are treated as random variables, and inference of the parameters is made on the basis of posterior distribution given the observed data. Learned parameters of the posterior distribution obtained after the training can therefore be used to build an efficient classifier for differentiating new observed data in real time on the basis of pre-trained models. We will illustrate the implementation of the HBGM approach to ultrasonic measurements used for cement evaluation of cased wells in the oil industry.
Generic global regression models for growth prediction of Salmonella in ground pork and pork cuts
DEFF Research Database (Denmark)
Buschhardt, Tasja; Hansen, Tina Beck; Bahl, Martin Iain
2017-01-01
Introduction and Objectives Models for the prediction of bacterial growth in fresh pork are primarily developed using two-step regression (i.e. primary models followed by secondary models). These models are also generally based on experiments in liquids or ground meat and neglect surface growth....... It has been shown that one-step global regressions can result in more accurate models and that bacterial growth on intact surfaces can substantially differ from growth in liquid culture. Material and Methods We used a global-regression approach to develop predictive models for the growth of Salmonella....... One part of obtained logtransformed cell counts was used for model development and another for model validation. The Ratkowsky square root model and the relative lag time (RLT) model were integrated into the logistic model with delay. Fitted parameter estimates were compared to investigate the effect...
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Soldić-Aleksić Jasna
2009-01-01
Full Text Available Market segmentation presents one of the key concepts of the modern marketing. The main goal of market segmentation is focused on creating groups (segments of customers that have similar characteristics, needs, wishes and/or similar behavior regarding the purchase of concrete product/service. Companies can create specific marketing plan for each of these segments and therefore gain short or long term competitive advantage on the market. Depending on the concrete marketing goal, different segmentation schemes and techniques may be applied. This paper presents a predictive market segmentation model based on the application of logistic regression model and CHAID analysis. The logistic regression model was used for the purpose of variables selection (from the initial pool of eleven variables which are statistically significant for explaining the dependent variable. Selected variables were afterwards included in the CHAID procedure that generated the predictive market segmentation model. The model results are presented on the concrete empirical example in the following form: summary model results, CHAID tree, Gain chart, Index chart, risk and classification tables.
A Bayesian Hierarchical Model for Relating Multiple SNPs within Multiple Genes to Disease Risk
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Lewei Duan
2013-01-01
Full Text Available A variety of methods have been proposed for studying the association of multiple genes thought to be involved in a common pathway for a particular disease. Here, we present an extension of a Bayesian hierarchical modeling strategy that allows for multiple SNPs within each gene, with external prior information at either the SNP or gene level. The model involves variable selection at the SNP level through latent indicator variables and Bayesian shrinkage at the gene level towards a prior mean vector and covariance matrix that depend on external information. The entire model is fitted using Markov chain Monte Carlo methods. Simulation studies show that the approach is capable of recovering many of the truly causal SNPs and genes, depending upon their frequency and size of their effects. The method is applied to data on 504 SNPs in 38 candidate genes involved in DNA damage response in the WECARE study of second breast cancers in relation to radiotherapy exposure.
Parallel Motion Simulation of Large-Scale Real-Time Crowd in a Hierarchical Environmental Model
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Xin Wang
2012-01-01
Full Text Available This paper presents a parallel real-time crowd simulation method based on a hierarchical environmental model. A dynamical model of the complex environment should be constructed to simulate the state transition and propagation of individual motions. By modeling of a virtual environment where virtual crowds reside, we employ different parallel methods on a topological layer, a path layer and a perceptual layer. We propose a parallel motion path matching method based on the path layer and a parallel crowd simulation method based on the perceptual layer. The large-scale real-time crowd simulation becomes possible with these methods. Numerical experiments are carried out to demonstrate the methods and results.
Graves, T.A.; Kendall, Katherine C.; Royle, J. Andrew; Stetz, J.B.; Macleod, A.C.
2011-01-01
Few studies link habitat to grizzly bear Ursus arctos abundance and these have not accounted for the variation in detection or spatial autocorrelation. We collected and genotyped bear hair in and around Glacier National Park in northwestern Montana during the summer of 2000. We developed a hierarchical Markov chain Monte Carlo model that extends the existing occupancy and count models by accounting for (1) spatially explicit variables that we hypothesized might influence abundance; (2) separate sub-models of detection probability for two distinct sampling methods (hair traps and rub trees) targeting different segments of the population; (3) covariates to explain variation in each sub-model of detection; (4) a conditional autoregressive term to account for spatial autocorrelation; (5) weights to identify most important variables. Road density and per cent mesic habitat best explained variation in female grizzly bear abundance; spatial autocorrelation was not supported. More female bears were predicted in places with lower road density and with more mesic habitat. Detection rates of females increased with rub tree sampling effort. Road density best explained variation in male grizzly bear abundance and spatial autocorrelation was supported. More male bears were predicted in areas of low road density. Detection rates of males increased with rub tree and hair trap sampling effort and decreased over the sampling period. We provide a new method to (1) incorporate multiple detection methods into hierarchical models of abundance; (2) determine whether spatial autocorrelation should be included in final models. Our results suggest that the influence of landscape variables is consistent between habitat selection and abundance in this system.
MCKissick, Burnell T. (Technical Monitor); Plassman, Gerald E.; Mall, Gerald H.; Quagliano, John R.
2005-01-01
Linear multivariable regression models for predicting day and night Eddy Dissipation Rate (EDR) from available meteorological data sources are defined and validated. Model definition is based on a combination of 1997-2000 Dallas/Fort Worth (DFW) data sources, EDR from Aircraft Vortex Spacing System (AVOSS) deployment data, and regression variables primarily from corresponding Automated Surface Observation System (ASOS) data. Model validation is accomplished through EDR predictions on a similar combination of 1994-1995 Memphis (MEM) AVOSS and ASOS data. Model forms include an intercept plus a single term of fixed optimal power for each of these regression variables; 30-minute forward averaged mean and variance of near-surface wind speed and temperature, variance of wind direction, and a discrete cloud cover metric. Distinct day and night models, regressing on EDR and the natural log of EDR respectively, yield best performance and avoid model discontinuity over day/night data boundaries.
Robust geographically weighted regression of modeling the Air Polluter Standard Index (APSI)
Warsito, Budi; Yasin, Hasbi; Ispriyanti, Dwi; Hoyyi, Abdul
2018-05-01
The Geographically Weighted Regression (GWR) model has been widely applied to many practical fields for exploring spatial heterogenity of a regression model. However, this method is inherently not robust to outliers. Outliers commonly exist in data sets and may lead to a distorted estimate of the underlying regression model. One of solution to handle the outliers in the regression model is to use the robust models. So this model was called Robust Geographically Weighted Regression (RGWR). This research aims to aid the government in the policy making process related to air pollution mitigation by developing a standard index model for air polluter (Air Polluter Standard Index - APSI) based on the RGWR approach. In this research, we also consider seven variables that are directly related to the air pollution level, which are the traffic velocity, the population density, the business center aspect, the air humidity, the wind velocity, the air temperature, and the area size of the urban forest. The best model is determined by the smallest AIC value. There are significance differences between Regression and RGWR in this case, but Basic GWR using the Gaussian kernel is the best model to modeling APSI because it has smallest AIC.
Amalia, Junita; Purhadi, Otok, Bambang Widjanarko
2017-11-01
Poisson distribution is a discrete distribution with count data as the random variables and it has one parameter defines both mean and variance. Poisson regression assumes mean and variance should be same (equidispersion). Nonetheless, some case of the count data unsatisfied this assumption because variance exceeds mean (over-dispersion). The ignorance of over-dispersion causes underestimates in standard error. Furthermore, it causes incorrect decision in the statistical test. Previously, paired count data has a correlation and it has bivariate Poisson distribution. If there is over-dispersion, modeling paired count data is not sufficient with simple bivariate Poisson regression. Bivariate Poisson Inverse Gaussian Regression (BPIGR) model is mix Poisson regression for modeling paired count data within over-dispersion. BPIGR model produces a global model for all locations. In another hand, each location has different geographic conditions, social, cultural and economic so that Geographically Weighted Regression (GWR) is needed. The weighting function of each location in GWR generates a different local model. Geographically Weighted Bivariate Poisson Inverse Gaussian Regression (GWBPIGR) model is used to solve over-dispersion and to generate local models. Parameter estimation of GWBPIGR model obtained by Maximum Likelihood Estimation (MLE) method. Meanwhile, hypothesis testing of GWBPIGR model acquired by Maximum Likelihood Ratio Test (MLRT) method.
Can We Use Regression Modeling to Quantify Mean Annual Streamflow at a Global-Scale?
Barbarossa, V.; Huijbregts, M. A. J.; Hendriks, J. A.; Beusen, A.; Clavreul, J.; King, H.; Schipper, A.
2016-12-01
Quantifying mean annual flow of rivers (MAF) at ungauged sites is essential for a number of applications, including assessments of global water supply, ecosystem integrity and water footprints. MAF can be quantified with spatially explicit process-based models, which might be overly time-consuming and data-intensive for this purpose, or with empirical regression models that predict MAF based on climate and catchment characteristics. Yet, regression models have mostly been developed at a regional scale and the extent to which they can be extrapolated to other regions is not known. In this study, we developed a global-scale regression model for MAF using observations of discharge and catchment characteristics from 1,885 catchments worldwide, ranging from 2 to 106 km2 in size. In addition, we compared the performance of the regression model with the predictive ability of the spatially explicit global hydrological model PCR-GLOBWB [van Beek et al., 2011] by comparing results from both models to independent measurements. We obtained a regression model explaining 89% of the variance in MAF based on catchment area, mean annual precipitation and air temperature, average slope and elevation. The regression model performed better than PCR-GLOBWB for the prediction of MAF, as root-mean-square error values were lower (0.29 - 0.38 compared to 0.49 - 0.57) and the modified index of agreement was higher (0.80 - 0.83 compared to 0.72 - 0.75). Our regression model can be applied globally at any point of the river network, provided that the input parameters are within the range of values employed in the calibration of the model. The performance is reduced for water scarce regions and further research should focus on improving such an aspect for regression-based global hydrological models.
How does aging affect recognition-based inference? A hierarchical Bayesian modeling approach.
Horn, Sebastian S; Pachur, Thorsten; Mata, Rui
2015-01-01
The recognition heuristic (RH) is a simple strategy for probabilistic inference according to which recognized objects are judged to score higher on a criterion than unrecognized objects. In this article, a hierarchical Bayesian extension of the multinomial r-model is applied to measure use of the RH on the individual participant level and to re-evaluate differences between younger and older adults' strategy reliance across environments. Further, it is explored how individual r-model parameters relate to alternative measures of the use of recognition and other knowledge, such as adherence rates and indices from signal-detection theory (SDT). Both younger and older adults used the RH substantially more often in an environment with high than low recognition validity, reflecting adaptivity in strategy use across environments. In extension of previous analyses (based on adherence rates), hierarchical modeling revealed that in an environment with low recognition validity, (a) older adults had a stronger tendency than younger adults to rely on the RH and (b) variability in RH use between individuals was larger than in an environment with high recognition validity; variability did not differ between age groups. Further, the r-model parameters correlated moderately with an SDT measure expressing how well people can discriminate cases where the RH leads to a correct vs. incorrect inference; this suggests that the r-model and the SDT measures may offer complementary insights into the use of recognition in decision making. In conclusion, younger and older adults are largely adaptive in their application of the RH, but cognitive aging may be associated with an increased tendency to rely on this strategy. Copyright © 2014 Elsevier B.V. All rights reserved.
Hierarchical Colored Petri Nets for Modeling and Analysis of Transit Signal Priority Control Systems
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Yisheng An
2018-01-01
Full Text Available In this paper, we consider the problem of developing a model for traffic signal control with transit priority using Hierarchical Colored Petri nets (HCPN. Petri nets (PN are useful for state analysis of discrete event systems due to their powerful modeling capability and mathematical formalism. This paper focuses on their use to formalize the transit signal priority (TSP control model. In a four-phase traffic signal control model, the transit detection and two kinds of transit priority strategies are integrated to obtain the HCPN-based TSP control models. One of the advantages to use these models is the clear presentation of traffic light behaviors in terms of conditions and events that cause the detection of a priority request by a transit vehicle. Another advantage of the resulting models is that the correctness and reliability of the proposed strategies are easily analyzed. After their full reachable states are generated, the boundness, liveness, and fairness of the proposed models are verified. Experimental results show that the proposed control model provides transit vehicles with better effectiveness at intersections. This work helps advance the state of the art in the design of signal control models related to the intersection of roadways.
Najera-Zuloaga, Josu; Lee, Dae-Jin; Arostegui, Inmaculada
2017-01-01
Health-related quality of life has become an increasingly important indicator of health status in clinical trials and epidemiological research. Moreover, the study of the relationship of health-related quality of life with patients and disease characteristics has become one of the primary aims of many health-related quality of life studies. Health-related quality of life scores are usually assumed to be distributed as binomial random variables and often highly skewed. The use of the beta-binomial distribution in the regression context has been proposed to model such data; however, the beta-binomial regression has been performed by means of two different approaches in the literature: (i) beta-binomial distribution with a logistic link; and (ii) hierarchical generalized linear models. None of the existing literature in the analysis of health-related quality of life survey data has performed a comparison of both approaches in terms of adequacy and regression parameter interpretation context. This paper is motivated by the analysis of a real data application of health-related quality of life outcomes in patients with Chronic Obstructive Pulmonary Disease, where the use of both approaches yields to contradictory results in terms of covariate effects significance and consequently the interpretation of the most relevant factors in health-related quality of life. We present an explanation of the results in both methodologies through a simulation study and address the need to apply the proper approach in the analysis of health-related quality of life survey data for practitioners, providing an R package.
ANALYSIS OF THE FINANCIAL PERFORMANCES OF THE FIRM, BY USING THE MULTIPLE REGRESSION MODEL
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Constantin Anghelache
2011-11-01
Full Text Available The information achieved through the use of simple linear regression are not always enough to characterize the evolution of an economic phenomenon and, furthermore, to identify its possible future evolution. To remedy these drawbacks, the special literature includes multiple regression models, in which the evolution of the dependant variable is defined depending on two or more factorial variables.
DEFF Research Database (Denmark)
Strathe, Anders B; Mark, Thomas; Nielsen, Bjarne
2014-01-01
Random regression models were used to estimate covariance functions between cumulated feed intake (CFI) and body weight (BW) in 8424 Danish Duroc pigs. Random regressions on second order Legendre polynomials of age were used to describe genetic and permanent environmental curves in BW and CFI...