Sample records for linear mixed modeling

  1. Generalized, Linear, and Mixed Models

    McCulloch, Charles E; Neuhaus, John M


    An accessible and self-contained introduction to statistical models-now in a modernized new editionGeneralized, Linear, and Mixed Models, Second Edition provides an up-to-date treatment of the essential techniques for developing and applying a wide variety of statistical models. The book presents thorough and unified coverage of the theory behind generalized, linear, and mixed models and highlights their similarities and differences in various construction, application, and computational aspects.A clear introduction to the basic ideas of fixed effects models, random effects models, and mixed m

  2. Linear and Generalized Linear Mixed Models and Their Applications

    Jiang, Jiming


    This book covers two major classes of mixed effects models, linear mixed models and generalized linear mixed models, and it presents an up-to-date account of theory and methods in analysis of these models as well as their applications in various fields. The book offers a systematic approach to inference about non-Gaussian linear mixed models. Furthermore, it has included recently developed methods, such as mixed model diagnostics, mixed model selection, and jackknife method in the context of mixed models. The book is aimed at students, researchers and other practitioners who are interested

  3. Linear mixed models in sensometrics

    Kuznetsova, Alexandra

    quality of decision making in Danish as well as international food companies and other companies using the same methods. The two open-source R packages lmerTest and SensMixed implement and support the methodological developments in the research papers as well as the ANOVA modelling part of the Consumer...... an open-source software tool ConsumerCheck was developed in this project and now is available for everyone. will represent a major step forward when concerns this important problem in modern consumer driven product development. Standard statistical software packages can be used for some of the purposes......Today’s companies and researchers gather large amounts of data of different kind. In consumer studies the objective is the collection of the data to better understand consumer acceptance of products. In such studies a number of persons (generally not trained) are selected in order to score products...

  4. Multivariate generalized linear mixed models using R

    Berridge, Damon Mark


    Multivariate Generalized Linear Mixed Models Using R presents robust and methodologically sound models for analyzing large and complex data sets, enabling readers to answer increasingly complex research questions. The book applies the principles of modeling to longitudinal data from panel and related studies via the Sabre software package in R. A Unified Framework for a Broad Class of Models The authors first discuss members of the family of generalized linear models, gradually adding complexity to the modeling framework by incorporating random effects. After reviewing the generalized linear model notation, they illustrate a range of random effects models, including three-level, multivariate, endpoint, event history, and state dependence models. They estimate the multivariate generalized linear mixed models (MGLMMs) using either standard or adaptive Gaussian quadrature. The authors also compare two-level fixed and random effects linear models. The appendices contain additional information on quadrature, model...

  5. Linear mixed models for longitudinal data

    Molenberghs, Geert


    This paperback edition is a reprint of the 2000 edition. This book provides a comprehensive treatment of linear mixed models for continuous longitudinal data. Next to model formulation, this edition puts major emphasis on exploratory data analysis for all aspects of the model, such as the marginal model, subject-specific profiles, and residual covariance structure. Further, model diagnostics and missing data receive extensive treatment. Sensitivity analysis for incomplete data is given a prominent place. Several variations to the conventional linear mixed model are discussed (a heterogeity model, conditional linear mixed models). This book will be of interest to applied statisticians and biomedical researchers in industry, public health organizations, contract research organizations, and academia. The book is explanatory rather than mathematically rigorous. Most analyses were done with the MIXED procedure of the SAS software package, and many of its features are clearly elucidated. However, some other commerc...

  6. Statistical Tests for Mixed Linear Models

    Khuri, André I; Sinha, Bimal K


    An advanced discussion of linear models with mixed or random effects. In recent years a breakthrough has occurred in our ability to draw inferences from exact and optimum tests of variance component models, generating much research activity that relies on linear models with mixed and random effects. This volume covers the most important research of the past decade as well as the latest developments in hypothesis testing. It compiles all currently available results in the area of exact and optimum tests for variance component models and offers the only comprehensive treatment for these models a

  7. Actuarial statistics with generalized linear mixed models

    Antonio, K.; Beirlant, J.


    Over the last decade the use of generalized linear models (GLMs) in actuarial statistics has received a lot of attention, starting from the actuarial illustrations in the standard text by McCullagh and Nelder [McCullagh, P., Nelder, J.A., 1989. Generalized linear models. In: Monographs on Statistics

  8. A Note on the Identifiability of Generalized Linear Mixed Models

    Labouriau, Rodrigo


    I present here a simple proof that, under general regularity conditions, the standard parametrization of generalized linear mixed model is identifiable. The proof is based on the assumptions of generalized linear mixed models on the first and second order moments and some general mild regularity...... conditions, and, therefore, is extensible to quasi-likelihood based generalized linear models. In particular, binomial and Poisson mixed models with dispersion parameter are identifiable when equipped with the standard parametrization...

  9. Model Selection with the Linear Mixed Model for Longitudinal Data

    Ryoo, Ji Hoon


    Model building or model selection with linear mixed models (LMMs) is complicated by the presence of both fixed effects and random effects. The fixed effects structure and random effects structure are codependent, so selection of one influences the other. Most presentations of LMM in psychology and education are based on a multilevel or…

  10. Application of Hierarchical Linear Models/Linear Mixed-Effects Models in School Effectiveness Research

    Ker, H. W.


    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…

  11. Extending the linear model with R generalized linear, mixed effects and nonparametric regression models

    Faraway, Julian J


    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 ...

  12. From linear to generalized linear mixed models: A case study in repeated measures

    Compared to traditional linear mixed models, generalized linear mixed models (GLMMs) can offer better correspondence between response variables and explanatory models, yielding more efficient estimates and tests in the analysis of data from designed experiments. Using proportion data from a designed...

  13. Linear mixed models a practical guide using statistical software

    West, Brady T; Galecki, Andrzej T


    Simplifying the often confusing array of software programs for fitting linear mixed models (LMMs), Linear Mixed Models: A Practical Guide Using Statistical Software provides a basic introduction to primary concepts, notation, software implementation, model interpretation, and visualization of clustered and longitudinal data. This easy-to-navigate reference details the use of procedures for fitting LMMs in five popular statistical software packages: SAS, SPSS, Stata, R/S-plus, and HLM. The authors introduce basic theoretical concepts, present a heuristic approach to fitting LMMs based on bo

  14. Confidence Intervals for Assessing Heterogeneity in Generalized Linear Mixed Models

    Wagler, Amy E.


    Generalized linear mixed models are frequently applied to data with clustered categorical outcomes. The effect of clustering on the response is often difficult to practically assess partly because it is reported on a scale on which comparisons with regression parameters are difficult to make. This article proposes confidence intervals for…

  15. Practical likelihood analysis for spatial generalized linear mixed models

    Bonat, W. H.; Ribeiro, Paulo Justiniano


    We investigate an algorithm for maximum likelihood estimation of spatial generalized linear mixed models based on the Laplace approximation. We compare our algorithm with a set of alternative approaches for two datasets from the literature. The Rhizoctonia root rot and the Rongelap are......, respectively, examples of binomial and count datasets modeled by spatial generalized linear mixed models. Our results show that the Laplace approximation provides similar estimates to Markov Chain Monte Carlo likelihood, Monte Carlo expectation maximization, and modified Laplace approximation. Some advantages...... of Laplace approximation include the computation of the maximized log-likelihood value, which can be used for model selection and tests, and the possibility to obtain realistic confidence intervals for model parameters based on profile likelihoods. The Laplace approximation also avoids the tuning...

  16. Estimation and Inference for Very Large Linear Mixed Effects Models

    Gao, K.; Owen, A. B.


    Linear mixed models with large imbalanced crossed random effects structures pose severe computational problems for maximum likelihood estimation and for Bayesian analysis. The costs can grow as fast as $N^{3/2}$ when there are N observations. Such problems arise in any setting where the underlying factors satisfy a many to many relationship (instead of a nested one) and in electronic commerce applications, the N can be quite large. Methods that do not account for the correlation structure can...

  17. Linear mixing model applied to AVHRR LAC data

    Holben, Brent N.; Shimabukuro, Yosio E.


    A linear mixing model was applied to coarse spatial resolution data from the NOAA Advanced Very High Resolution Radiometer. The reflective component of the 3.55 - 3.93 microns channel was extracted and used with the two reflective channels 0.58 - 0.68 microns and 0.725 - 1.1 microns to run a Constraine Least Squares model to generate vegetation, soil, and shade fraction images for an area in the Western region of Brazil. The Landsat Thematic Mapper data covering the Emas National park region was used for estimating the spectral response of the mixture components and for evaluating the mixing model results. The fraction images were compared with an unsupervised classification derived from Landsat TM data acquired on the same day. The relationship between the fraction images and normalized difference vegetation index images show the potential of the unmixing techniques when using coarse resolution data for global studies.

  18. Linear mixed models a practical guide using statistical software

    West, Brady T; Galecki, Andrzej T


    Highly recommended by JASA, Technometrics, and other journals, the first edition of this bestseller showed how to easily perform complex linear mixed model (LMM) analyses via a variety of software programs. Linear Mixed Models: A Practical Guide Using Statistical Software, Second Edition continues to lead readers step by step through the process of fitting LMMs. This second edition covers additional topics on the application of LMMs that are valuable for data analysts in all fields. It also updates the case studies using the latest versions of the software procedures and provides up-to-date information on the options and features of the software procedures available for fitting LMMs in SAS, SPSS, Stata, R/S-plus, and HLM.New to the Second Edition A new chapter on models with crossed random effects that uses a case study to illustrate software procedures capable of fitting these models Power analysis methods for longitudinal and clustered study designs, including software options for power analyses and suggest...

  19. Spatial generalised linear mixed models based on distances.

    Melo, Oscar O; Mateu, Jorge; Melo, Carlos E


    Risk models derived from environmental data have been widely shown to be effective in delineating geographical areas of risk because they are intuitively easy to understand. We present a new method based on distances, which allows the modelling of continuous and non-continuous random variables through distance-based spatial generalised linear mixed models. The parameters are estimated using Markov chain Monte Carlo maximum likelihood, which is a feasible and a useful technique. The proposed method depends on a detrending step built from continuous or categorical explanatory variables, or a mixture among them, by using an appropriate Euclidean distance. The method is illustrated through the analysis of the variation in the prevalence of Loa loa among a sample of village residents in Cameroon, where the explanatory variables included elevation, together with maximum normalised-difference vegetation index and the standard deviation of normalised-difference vegetation index calculated from repeated satellite scans over time. © The Author(s) 2013.

  20. Linear mixing model applied to coarse resolution satellite data

    Holben, Brent N.; Shimabukuro, Yosio E.


    A linear mixing model typically applied to high resolution data such as Airborne Visible/Infrared Imaging Spectrometer, Thematic Mapper, and Multispectral Scanner System is applied to the NOAA Advanced Very High Resolution Radiometer coarse resolution satellite data. The reflective portion extracted from the middle IR channel 3 (3.55 - 3.93 microns) is used with channels 1 (0.58 - 0.68 microns) and 2 (0.725 - 1.1 microns) to run the Constrained Least Squares model to generate fraction images for an area in the west central region of Brazil. The derived fraction images are compared with an unsupervised classification and the fraction images derived from Landsat TM data acquired in the same day. In addition, the relationship betweeen these fraction images and the well known NDVI images are presented. The results show the great potential of the unmixing techniques for applying to coarse resolution data for global studies.

  1. Linear models for sound from supersonic reacting mixing layers

    Chary, P. Shivakanth; Samanta, Arnab


    We perform a linearized reduced-order modeling of the aeroacoustic sound sources in supersonic reacting mixing layers to explore their sensitivities to some of the flow parameters in radiating sound. Specifically, we investigate the role of outer modes as the effective flow compressibility is raised, when some of these are expected to dominate over the traditional Kelvin-Helmholtz (K-H) -type central mode. Although the outer modes are known to be of lesser importance in the near-field mixing, how these radiate to the far-field is uncertain, on which we focus. On keeping the flow compressibility fixed, the outer modes are realized via biasing the respective mean densities of the fast (oxidizer) or slow (fuel) side. Here the mean flows are laminar solutions of two-dimensional compressible boundary layers with an imposed composite (turbulent) spreading rate, which we show to significantly alter the growth of instability waves by saturating them earlier, similar to in nonlinear calculations, achieved here via solving the linear parabolized stability equations. As the flow parameters are varied, instability of the slow modes is shown to be more sensitive to heat release, potentially exceeding equivalent central modes, as these modes yield relatively compact sound sources with lesser spreading of the mixing layer, when compared to the corresponding fast modes. In contrast, the radiated sound seems to be relatively unaffected when the mixture equivalence ratio is varied, except for a lean mixture which is shown to yield a pronounced effect on the slow mode radiation by reducing its modal growth.

  2. Solving large mixed linear models using preconditioned conjugate gradient iteration.

    Strandén, I; Lidauer, M


    Continuous evaluation of dairy cattle with a random regression test-day model requires a fast solving method and algorithm. A new computing technique feasible in Jacobi and conjugate gradient based iterative methods using iteration on data is presented. In the new computing technique, the calculations in multiplication of a vector by a matrix were recorded to three steps instead of the commonly used two steps. The three-step method was implemented in a general mixed linear model program that used preconditioned conjugate gradient iteration. Performance of this program in comparison to other general solving programs was assessed via estimation of breeding values using univariate, multivariate, and random regression test-day models. Central processing unit time per iteration with the new three-step technique was, at best, one-third that needed with the old technique. Performance was best with the test-day model, which was the largest and most complex model used. The new program did well in comparison to other general software. Programs keeping the mixed model equations in random access memory required at least 20 and 435% more time to solve the univariate and multivariate animal models, respectively. Computations of the second best iteration on data took approximately three and five times longer for the animal and test-day models, respectively, than did the new program. Good performance was due to fast computing time per iteration and quick convergence to the final solutions. Use of preconditioned conjugate gradient based methods in solving large breeding value problems is supported by our findings.

  3. Linear mixed-effects modeling approach to FMRI group analysis.

    Chen, Gang; Saad, Ziad S; Britton, Jennifer C; Pine, Daniel S; Cox, Robert W


    Conventional group analysis is usually performed with Student-type t-test, regression, or standard AN(C)OVA in which the variance-covariance matrix is presumed to have a simple structure. Some correction approaches are adopted when assumptions about the covariance structure is violated. However, as experiments are designed with different degrees of sophistication, these traditional methods can become cumbersome, or even be unable to handle the situation at hand. For example, most current FMRI software packages have difficulty analyzing the following scenarios at group level: (1) taking within-subject variability into account when there are effect estimates from multiple runs or sessions; (2) continuous explanatory variables (covariates) modeling in the presence of a within-subject (repeated measures) factor, multiple subject-grouping (between-subjects) factors, or the mixture of both; (3) subject-specific adjustments in covariate modeling; (4) group analysis with estimation of hemodynamic response (HDR) function by multiple basis functions; (5) various cases of missing data in longitudinal studies; and (6) group studies involving family members or twins. Here we present a linear mixed-effects modeling (LME) methodology that extends the conventional group analysis approach to analyze many complicated cases, including the six prototypes delineated above, whose analyses would be otherwise either difficult or unfeasible under traditional frameworks such as AN(C)OVA and general linear model (GLM). In addition, the strength of the LME framework lies in its flexibility to model and estimate the variance-covariance structures for both random effects and residuals. The intraclass correlation (ICC) values can be easily obtained with an LME model with crossed random effects, even at the presence of confounding fixed effects. The simulations of one prototypical scenario indicate that the LME modeling keeps a balance between the control for false positives and the sensitivity

  4. Generalized linear mixed models modern concepts, methods and applications

    Stroup, Walter W


    PART I The Big PictureModeling BasicsWhat Is a Model?Two Model Forms: Model Equation and Probability DistributionTypes of Model EffectsWriting Models in Matrix FormSummary: Essential Elements for a Complete Statement of the ModelDesign MattersIntroductory Ideas for Translating Design and Objectives into ModelsDescribing ""Data Architecture"" to Facilitate Model SpecificationFrom Plot Plan to Linear PredictorDistribution MattersMore Complex Example: Multiple Factors with Different Units of ReplicationSetting the StageGoals for Inference with Models: OverviewBasic Tools of InferenceIssue I: Data

  5. Generalized linear longitudinal mixed models with linear covariance structure and multiplicative random effects

    Holst, René; Jørgensen, Bent


    The paper proposes a versatile class of multiplicative generalized linear longitudinal mixed models (GLLMM) with additive dispersion components, based on explicit modelling of the covariance structure. The class incorporates a longitudinal structure into the random effects models and retains...... a marginal as well as a conditional interpretation. The estimation procedure is based on a computationally efficient quasi-score method for the regression parameters combined with a REML-like bias-corrected Pearson estimating function for the dispersion and correlation parameters. This avoids...... the multidimensional integral of the conventional GLMM likelihood and allows an extension of the robust empirical sandwich estimator for use with both association and regression parameters. The method is applied to a set of otholit data, used for age determination of fish....

  6. Non-linear mixed-effects pharmacokinetic/pharmacodynamic modelling in NLME using differential equations

    Tornøe, Christoffer Wenzel; Agersø, Henrik; Madsen, Henrik


    The standard software for non-linear mixed-effect analysis of pharmacokinetic/phar-macodynamic (PK/PD) data is NONMEM while the non-linear mixed-effects package NLME is an alternative as tong as the models are fairly simple. We present the nlmeODE package which combines the ordinary differential...... equation (ODE) solver package odesolve and the non-Linear mixed effects package NLME thereby enabling the analysis of complicated systems of ODEs by non-linear mixed-effects modelling. The pharmacokinetics of the anti-asthmatic drug theophylline is used to illustrate the applicability of the nlme...

  7. A Linear Mixed-Effects Model of Wireless Spectrum Occupancy

    Pagadarai Srikanth


    Full Text Available We provide regression analysis-based statistical models to explain the usage of wireless spectrum across four mid-size US cities in four frequency bands. Specifically, the variations in spectrum occupancy across space, time, and frequency are investigated and compared between different sites within the city as well as with other cities. By applying the mixed-effects models, several conclusions are drawn that give the occupancy percentage and the ON time duration of the licensed signal transmission as a function of several predictor variables.

  8. Modeling containment of large wildfires using generalized linear mixed-model analysis

    Mark Finney; Isaac C. Grenfell; Charles W. McHugh


    Billions of dollars are spent annually in the United States to contain large wildland fires, but the factors contributing to suppression success remain poorly understood. We used a regression model (generalized linear mixed-model) to model containment probability of individual fires, assuming that containment was a repeated-measures problem (fixed effect) and...

  9. Delta-tilde interpretation of standard linear mixed model results

    Brockhoff, Per Bruun; Amorim, Isabel de Sousa; Kuznetsova, Alexandra


    effects relative to the residual error and to choose the proper effect size measure. For multi-attribute bar plots of F-statistics this amounts, in balanced settings, to a simple transformation of the bar heights to get them transformed into depicting what can be seen as approximately the average pairwise...... data set and compared to actual d-prime calculations based on Thurstonian regression modeling through the ordinal package. For more challenging cases we offer a generic "plug-in" implementation of a version of the method as part of the R-package SensMixed. We discuss and clarify the bias mechanisms...

  10. lmerTest Package: Tests in Linear Mixed Effects Models

    Kuznetsova, Alexandra; Brockhoff, Per B.; Christensen, Rune Haubo Bojesen


    One of the frequent questions by users of the mixed model function lmer of the lme4 package has been: How can I get p values for the F and t tests for objects returned by lmer? The lmerTest package extends the 'lmerMod' class of the lme4 package, by overloading the anova and summary functions...... by providing p values for tests for fixed effects. We have implemented the Satterthwaite's method for approximating degrees of freedom for the t and F tests. We have also implemented the construction of Type I - III ANOVA tables. Furthermore, one may also obtain the summary as well as the anova table using...

  11. Evaluating significance in linear mixed-effects models in R.

    Luke, Steven G


    Mixed-effects models are being used ever more frequently in the analysis of experimental data. However, in the lme4 package in R the standards for evaluating significance of fixed effects in these models (i.e., obtaining p-values) are somewhat vague. There are good reasons for this, but as researchers who are using these models are required in many cases to report p-values, some method for evaluating the significance of the model output is needed. This paper reports the results of simulations showing that the two most common methods for evaluating significance, using likelihood ratio tests and applying the z distribution to the Wald t values from the model output (t-as-z), are somewhat anti-conservative, especially for smaller sample sizes. Other methods for evaluating significance, including parametric bootstrapping and the Kenward-Roger and Satterthwaite approximations for degrees of freedom, were also evaluated. The results of these simulations suggest that Type 1 error rates are closest to .05 when models are fitted using REML and p-values are derived using the Kenward-Roger or Satterthwaite approximations, as these approximations both produced acceptable Type 1 error rates even for smaller samples.

  12. Analysis of baseline, average, and longitudinally measured blood pressure data using linear mixed models.

    Hossain, Ahmed; Beyene, Joseph


    This article compares baseline, average, and longitudinal data analysis methods for identifying genetic variants in genome-wide association study using the Genetic Analysis Workshop 18 data. We apply methods that include (a) linear mixed models with baseline measures, (b) random intercept linear mixed models with mean measures outcome, and (c) random intercept linear mixed models with longitudinal measurements. In the linear mixed models, covariates are included as fixed effects, whereas relatedness among individuals is incorporated as the variance-covariance structure of the random effect for the individuals. The overall strategy of applying linear mixed models decorrelate the data is based on Aulchenko et al.'s GRAMMAR. By analyzing systolic and diastolic blood pressure, which are used separately as outcomes, we compare the 3 methods in identifying a known genetic variant that is associated with blood pressure from chromosome 3 and simulated phenotype data. We also analyze the real phenotype data to illustrate the methods. We conclude that the linear mixed model with longitudinal measurements of diastolic blood pressure is the most accurate at identifying the known single-nucleotide polymorphism among the methods, but linear mixed models with baseline measures perform best with systolic blood pressure as the outcome.

  13. Log-normal frailty models fitted as Poisson generalized linear mixed models.

    Hirsch, Katharina; Wienke, Andreas; Kuss, Oliver


    The equivalence of a survival model with a piecewise constant baseline hazard function and a Poisson regression model has been known since decades. As shown in recent studies, this equivalence carries over to clustered survival data: A frailty model with a log-normal frailty term can be interpreted and estimated as a generalized linear mixed model with a binary response, a Poisson likelihood, and a specific offset. Proceeding this way, statistical theory and software for generalized linear mixed models are readily available for fitting frailty models. This gain in flexibility comes at the small price of (1) having to fix the number of pieces for the baseline hazard in advance and (2) having to "explode" the data set by the number of pieces. In this paper we extend the simulations of former studies by using a more realistic baseline hazard (Gompertz) and by comparing the model under consideration with competing models. Furthermore, the SAS macro %PCFrailty is introduced to apply the Poisson generalized linear mixed approach to frailty models. The simulations show good results for the shared frailty model. Our new %PCFrailty macro provides proper estimates, especially in case of 4 events per piece. The suggested Poisson generalized linear mixed approach for log-normal frailty models based on the %PCFrailty macro provides several advantages in the analysis of clustered survival data with respect to more flexible modelling of fixed and random effects, exact (in the sense of non-approximate) maximum likelihood estimation, and standard errors and different types of confidence intervals for all variance parameters. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

  14. Modelling subject-specific childhood growth using linear mixed-effect models with cubic regression splines.

    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


    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

  15. Evaluation of a Linear Mixing Model to Retrieve Soil and Vegetation Temperatures of Land Targets

    Yang, Jinxin; Jia, Li; Cui, Yaokui; Zhou, Jie; Menenti, Massimo


    A simple linear mixing model of heterogeneous soil-vegetation system and retrieval of component temperatures from directional remote sensing measurements by inverting this model is evaluated in this paper using observations by a thermal camera. The thermal camera was used to obtain multi-angular TIR (Thermal Infra-Red) images over vegetable and orchard canopies. A whole thermal camera image was treated as a pixel of a satellite image to evaluate the model with the two-component system, i.e. soil and vegetation. The evaluation included two parts: evaluation of the linear mixing model and evaluation of the inversion of the model to retrieve component temperatures. For evaluation of the linear mixing model, the RMSE is 0.2 K between the observed and modelled brightness temperatures, which indicates that the linear mixing model works well under most conditions. For evaluation of the model inversion, the RMSE between the model retrieved and the observed vegetation temperatures is 1.6K, correspondingly, the RMSE between the observed and retrieved soil temperatures is 2.0K. According to the evaluation of the sensitivity of retrieved component temperatures on fractional cover, the linear mixing model gives more accurate retrieval accuracies for both soil and vegetation temperatures under intermediate fractional cover conditions

  16. An R2 statistic for fixed effects in the linear mixed model.

    Edwards, Lloyd J; Muller, Keith E; Wolfinger, Russell D; Qaqish, Bahjat F; Schabenberger, Oliver


    Statisticians most often use the linear mixed model to analyze Gaussian longitudinal data. The value and familiarity of the R(2) statistic in the linear univariate model naturally creates great interest in extending it to the linear mixed model. We define and describe how to compute a model R(2) statistic for the linear mixed model by using only a single model. The proposed R(2) statistic measures multivariate association between the repeated outcomes and the fixed effects in the linear mixed model. The R(2) statistic arises as a 1-1 function of an appropriate F statistic for testing all fixed effects (except typically the intercept) in a full model. The statistic compares the full model with a null model with all fixed effects deleted (except typically the intercept) while retaining exactly the same covariance structure. Furthermore, the R(2) statistic leads immediately to a natural definition of a partial R(2) statistic. A mixed model in which ethnicity gives a very small p-value as a longitudinal predictor of blood pressure (BP) compellingly illustrates the value of the statistic. In sharp contrast to the extreme p-value, a very small R(2) , a measure of statistical and scientific importance, indicates that ethnicity has an almost negligible association with the repeated BP outcomes for the study.

  17. Valid statistical approaches for analyzing sholl data: Mixed effects versus simple linear models.

    Wilson, Machelle D; Sethi, Sunjay; Lein, Pamela J; Keil, Kimberly P


    The Sholl technique is widely used to quantify dendritic morphology. Data from such studies, which typically sample multiple neurons per animal, are often analyzed using simple linear models. However, simple linear models fail to account for intra-class correlation that occurs with clustered data, which can lead to faulty inferences. Mixed effects models account for intra-class correlation that occurs with clustered data; thus, these models more accurately estimate the standard deviation of the parameter estimate, which produces more accurate p-values. While mixed models are not new, their use in neuroscience has lagged behind their use in other disciplines. A review of the published literature illustrates common mistakes in analyses of Sholl data. Analysis of Sholl data collected from Golgi-stained pyramidal neurons in the hippocampus of male and female mice using both simple linear and mixed effects models demonstrates that the p-values and standard deviations obtained using the simple linear models are biased downwards and lead to erroneous rejection of the null hypothesis in some analyses. The mixed effects approach more accurately models the true variability in the data set, which leads to correct inference. Mixed effects models avoid faulty inference in Sholl analysis of data sampled from multiple neurons per animal by accounting for intra-class correlation. Given the widespread practice in neuroscience of obtaining multiple measurements per subject, there is a critical need to apply mixed effects models more widely. Copyright © 2017 Elsevier B.V. All rights reserved.

  18. Comparison of linear, mixed integer and non-linear programming methods in energy system dispatch modelling

    Ommen, Torben Schmidt; Markussen, Wiebke Brix; Elmegaard, Brian


    In the paper, three frequently used operation optimisation methods are examined with respect to their impact on operation management of the combined utility technologies for electric power and DH (district heating) of eastern Denmark. The investigation focusses on individual plant operation...... differences and differences between the solution found by each optimisation method. One of the investigated approaches utilises LP (linear programming) for optimisation, one uses LP with binary operation constraints, while the third approach uses NLP (non-linear programming). The LP model is used...... as a benchmark, as this type is frequently used, and has the lowest amount of constraints of the three. A comparison of the optimised operation of a number of units shows significant differences between the three methods. Compared to the reference, the use of binary integer variables, increases operation...

  19. A Multiphase Non-Linear Mixed Effects Model: An Application to Spirometry after Lung Transplantation

    Rajeswaran, Jeevanantham; Blackstone, Eugene H.


    In medical sciences, we often encounter longitudinal temporal relationships that are non-linear in nature. The influence of risk factors may also change across longitudinal follow-up. A system of multiphase non-linear mixed effects model is presented to model temporal patterns of longitudinal continuous measurements, with temporal decomposition to identify the phases and risk factors within each phase. Application of this model is illustrated using spirometry data after lung transplantation using readily available statistical software. This application illustrates the usefulness of our flexible model when dealing with complex non-linear patterns and time varying coefficients. PMID:24919830

  20. Evaluation of a Linear Mixing Model to Retrieve Soil and Vegetation Temperatures of Land Targets

    Yang, J.; Jia, L.; Cui, Y.; Zhou, J.; Menenti, M.


    A simple linear mixing model of heterogeneous soil-vegetation system and retrieval of component temperatures from directional remote sensing measurements by inverting this model is evaluated in this paper using observations by a thermal camera. The thermal camera was used to obtain multi-angular TIR

  1. Bayesian prediction of spatial count data using generalized linear mixed models

    Christensen, Ole Fredslund; Waagepetersen, Rasmus Plenge


    Spatial weed count data are modeled and predicted using a generalized linear mixed model combined with a Bayesian approach and Markov chain Monte Carlo. Informative priors for a data set with sparse sampling are elicited using a previously collected data set with extensive sampling. Furthermore, ...

  2. A Second-Order Conditionally Linear Mixed Effects Model with Observed and Latent Variable Covariates

    Harring, Jeffrey R.; Kohli, Nidhi; Silverman, Rebecca D.; Speece, Deborah L.


    A conditionally linear mixed effects model is an appropriate framework for investigating nonlinear change in a continuous latent variable that is repeatedly measured over time. The efficacy of the model is that it allows parameters that enter the specified nonlinear time-response function to be stochastic, whereas those parameters that enter in a…

  3. Mixed models, linear dependency, and identification in age-period-cohort models.

    O'Brien, Robert M


    This paper examines the identification problem in age-period-cohort models that use either linear or categorically coded ages, periods, and cohorts or combinations of these parameterizations. These models are not identified using the traditional fixed effect regression model approach because of a linear dependency between the ages, periods, and cohorts. However, these models can be identified if the researcher introduces a single just identifying constraint on the model coefficients. The problem with such constraints is that the results can differ substantially depending on the constraint chosen. Somewhat surprisingly, age-period-cohort models that specify one or more of ages and/or periods and/or cohorts as random effects are identified. This is the case without introducing an additional constraint. I label this identification as statistical model identification and show how statistical model identification comes about in mixed models and why which effects are treated as fixed and which are treated as random can substantially change the estimates of the age, period, and cohort effects. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  4. Markov and semi-Markov switching linear mixed models used to identify forest tree growth components.

    Chaubert-Pereira, Florence; Guédon, Yann; Lavergne, Christian; Trottier, Catherine


    Tree growth is assumed to be mainly the result of three components: (i) an endogenous component assumed to be structured as a succession of roughly stationary phases separated by marked change points that are asynchronous among individuals, (ii) a time-varying environmental component assumed to take the form of synchronous fluctuations among individuals, and (iii) an individual component corresponding mainly to the local environment of each tree. To identify and characterize these three components, we propose to use semi-Markov switching linear mixed models, i.e., models that combine linear mixed models in a semi-Markovian manner. The underlying semi-Markov chain represents the succession of growth phases and their lengths (endogenous component) whereas the linear mixed models attached to each state of the underlying semi-Markov chain represent-in the corresponding growth phase-both the influence of time-varying climatic covariates (environmental component) as fixed effects, and interindividual heterogeneity (individual component) as random effects. In this article, we address the estimation of Markov and semi-Markov switching linear mixed models in a general framework. We propose a Monte Carlo expectation-maximization like algorithm whose iterations decompose into three steps: (i) sampling of state sequences given random effects, (ii) prediction of random effects given state sequences, and (iii) maximization. The proposed statistical modeling approach is illustrated by the analysis of successive annual shoots along Corsican pine trunks influenced by climatic covariates. © 2009, The International Biometric Society.

  5. A method for fitting regression splines with varying polynomial order in the linear mixed model.

    Edwards, Lloyd J; Stewart, Paul W; MacDougall, James E; Helms, Ronald W


    The linear mixed model has become a widely used tool for longitudinal analysis of continuous variables. The use of regression splines in these models offers the analyst additional flexibility in the formulation of descriptive analyses, exploratory analyses and hypothesis-driven confirmatory analyses. We propose a method for fitting piecewise polynomial regression splines with varying polynomial order in the fixed effects and/or random effects of the linear mixed model. The polynomial segments are explicitly constrained by side conditions for continuity and some smoothness at the points where they join. By using a reparameterization of this explicitly constrained linear mixed model, an implicitly constrained linear mixed model is constructed that simplifies implementation of fixed-knot regression splines. The proposed approach is relatively simple, handles splines in one variable or multiple variables, and can be easily programmed using existing commercial software such as SAS or S-plus. The method is illustrated using two examples: an analysis of longitudinal viral load data from a study of subjects with acute HIV-1 infection and an analysis of 24-hour ambulatory blood pressure profiles.

  6. Skew-t partially linear mixed-effects models for AIDS clinical studies.

    Lu, Tao


    We propose partially linear mixed-effects models with asymmetry and missingness to investigate the relationship between two biomarkers in clinical studies. The proposed models take into account irregular time effects commonly observed in clinical studies under a semiparametric model framework. In addition, commonly assumed symmetric distributions for model errors are substituted by asymmetric distribution to account for skewness. Further, informative missing data mechanism is accounted for. A Bayesian approach is developed to perform parameter estimation simultaneously. The proposed model and method are applied to an AIDS dataset and comparisons with alternative models are performed.

  7. Mixed integer linear programming model for dynamic supplier selection problem considering discounts

    Adi Wicaksono Purnawan


    Full Text Available Supplier selection is one of the most important elements in supply chain management. This function involves evaluation of many factors such as, material costs, transportation costs, quality, delays, supplier capacity, storage capacity and others. Each of these factors varies with time, therefore, supplier identified for one period is not necessarily be same for the next period to supply the same product. So, mixed integer linear programming (MILP was developed to overcome the dynamic supplier selection problem (DSSP. In this paper, a mixed integer linear programming model is built to solve the lot-sizing problem with multiple suppliers, multiple periods, multiple products and quantity discounts. The buyer has to make a decision for some products which will be supplied by some suppliers for some periods cosidering by discount. To validate the MILP model with randomly generated data. The model is solved by Lingo 16.

  8. Detecting treatment-subgroup interactions in clustered data with generalized linear mixed-effects model trees.

    Fokkema, M; Smits, N; Zeileis, A; Hothorn, T; Kelderman, H


    Identification of subgroups of patients for whom treatment A is more effective than treatment B, and vice versa, is of key importance to the development of personalized medicine. Tree-based algorithms are helpful tools for the detection of such interactions, but none of the available algorithms allow for taking into account clustered or nested dataset structures, which are particularly common in psychological research. Therefore, we propose the generalized linear mixed-effects model tree (GLMM tree) algorithm, which allows for the detection of treatment-subgroup interactions, while accounting for the clustered structure of a dataset. The algorithm uses model-based recursive partitioning to detect treatment-subgroup interactions, and a GLMM to estimate the random-effects parameters. In a simulation study, GLMM trees show higher accuracy in recovering treatment-subgroup interactions, higher predictive accuracy, and lower type II error rates than linear-model-based recursive partitioning and mixed-effects regression trees. Also, GLMM trees show somewhat higher predictive accuracy than linear mixed-effects models with pre-specified interaction effects, on average. We illustrate the application of GLMM trees on an individual patient-level data meta-analysis on treatments for depression. We conclude that GLMM trees are a promising exploratory tool for the detection of treatment-subgroup interactions in clustered datasets.

  9. Longitudinal Data Analyses Using Linear Mixed Models in SPSS: Concepts, Procedures and Illustrations

    Daniel T. L. Shek


    Full Text Available Although different methods are available for the analyses of longitudinal data, analyses based on generalized linear models (GLM are criticized as violating the assumption of independence of observations. Alternatively, linear mixed models (LMM are commonly used to understand changes in human behavior over time. In this paper, the basic concepts surrounding LMM (or hierarchical linear models are outlined. Although SPSS is a statistical analyses package commonly used by researchers, documentation on LMM procedures in SPSS is not thorough or user friendly. With reference to this limitation, the related procedures for performing analyses based on LMM in SPSS are described. To demonstrate the application of LMM analyses in SPSS, findings based on six waves of data collected in the Project P.A.T.H.S. (Positive Adolescent Training through Holistic Social Programmes in Hong Kong are presented.

  10. Longitudinal data analyses using linear mixed models in SPSS: concepts, procedures and illustrations.

    Shek, Daniel T L; Ma, Cecilia M S


    Although different methods are available for the analyses of longitudinal data, analyses based on generalized linear models (GLM) are criticized as violating the assumption of independence of observations. Alternatively, linear mixed models (LMM) are commonly used to understand changes in human behavior over time. In this paper, the basic concepts surrounding LMM (or hierarchical linear models) are outlined. Although SPSS is a statistical analyses package commonly used by researchers, documentation on LMM procedures in SPSS is not thorough or user friendly. With reference to this limitation, the related procedures for performing analyses based on LMM in SPSS are described. To demonstrate the application of LMM analyses in SPSS, findings based on six waves of data collected in the Project P.A.T.H.S. (Positive Adolescent Training through Holistic Social Programmes) in Hong Kong are presented.

  11. Linear mixed-effects models for central statistical monitoring of multicenter clinical trials

    Desmet, L.; Venet, D.; Doffagne, E.; Timmermans, C.; BURZYKOWSKI, Tomasz; LEGRAND, Catherine; BUYSE, Marc


    Multicenter studies are widely used to meet accrual targets in clinical trials. Clinical data monitoring is required to ensure the quality and validity of the data gathered across centers. One approach to this end is central statistical monitoring, which aims at detecting atypical patterns in the data by means of statistical methods. In this context, we consider the simple case of a continuous variable, and we propose a detection procedure based on a linear mixed-effects model to detect locat...

  12. A Mixed Integer Linear Programming Model for the North Atlantic Aircraft Trajectory Planning

    Sbihi , Mohammed; Rodionova , Olga; Delahaye , Daniel; Mongeau , Marcel


    International audience; This paper discusses the trajectory planning problem for ights in the North Atlantic oceanic airspace (NAT). We develop a mathematical optimization framework in view of better utilizing available capacity by re-routing aircraft. The model is constructed by discretizing the problem parameters. A Mixed integer linear program (MILP) is proposed. Based on the MILP a heuristic to solve real-size instances is also introduced

  13. Analyzing longitudinal data with the linear mixed models procedure in SPSS.

    West, Brady T


    Many applied researchers analyzing longitudinal data share a common misconception: that specialized statistical software is necessary to fit hierarchical linear models (also known as linear mixed models [LMMs], or multilevel models) to longitudinal data sets. Although several specialized statistical software programs of high quality are available that allow researchers to fit these models to longitudinal data sets (e.g., HLM), rapid advances in general purpose statistical software packages have recently enabled analysts to fit these same models when using preferred packages that also enable other more common analyses. One of these general purpose statistical packages is SPSS, which includes a very flexible and powerful procedure for fitting LMMs to longitudinal data sets with continuous outcomes. This article aims to present readers with a practical discussion of how to analyze longitudinal data using the LMMs procedure in the SPSS statistical software package.

  14. Partially linear mixed-effects joint models for skewed and missing longitudinal competing risks outcomes.

    Lu, Tao; Lu, Minggen; Wang, Min; Zhang, Jun; Dong, Guang-Hui; Xu, Yong


    Longitudinal competing risks data frequently arise in clinical studies. Skewness and missingness are commonly observed for these data in practice. However, most joint models do not account for these data features. In this article, we propose partially linear mixed-effects joint models to analyze skew longitudinal competing risks data with missingness. In particular, to account for skewness, we replace the commonly assumed symmetric distributions by asymmetric distribution for model errors. To deal with missingness, we employ an informative missing data model. The joint models that couple the partially linear mixed-effects model for the longitudinal process, the cause-specific proportional hazard model for competing risks process and missing data process are developed. To estimate the parameters in the joint models, we propose a fully Bayesian approach based on the joint likelihood. To illustrate the proposed model and method, we implement them to an AIDS clinical study. Some interesting findings are reported. We also conduct simulation studies to validate the proposed method.

  15. An SDP Approach for Multiperiod Mixed 0–1 Linear Programming Models with Stochastic Dominance Constraints for Risk Management

    Escudero, Laureano F.; Monge, Juan Francisco; Morales, Dolores Romero


    In this paper we consider multiperiod mixed 0–1 linear programming models under uncertainty. We propose a risk averse strategy using stochastic dominance constraints (SDC) induced by mixed-integer linear recourse as the risk measure. The SDC strategy extends the existing literature to the multist...

  16. Mixed Integer Linear Programming model for Crude Palm Oil Supply Chain Planning

    Sembiring, Pasukat; Mawengkang, Herman; Sadyadharma, Hendaru; Bu'ulolo, F.; Fajriana


    The production process of crude palm oil (CPO) can be defined as the milling process of raw materials, called fresh fruit bunch (FFB) into end products palm oil. The process usually through a series of steps producing and consuming intermediate products. The CPO milling industry considered in this paper does not have oil palm plantation, therefore the FFB are supplied by several public oil palm plantations. Due to the limited availability of FFB, then it is necessary to choose from which plantations would be appropriate. This paper proposes a mixed integer linear programming model the supply chain integrated problem, which include waste processing. The mathematical programming model is solved using neighborhood search approach.

  17. Modelling lactation curve for milk fat to protein ratio in Iranian buffaloes (Bubalus bubalis) using non-linear mixed models.

    Hossein-Zadeh, Navid Ghavi


    The aim of this study was to compare seven non-linear mathematical models (Brody, Wood, Dhanoa, Sikka, Nelder, Rook and Dijkstra) to examine their efficiency in describing the lactation curves for milk fat to protein ratio (FPR) in Iranian buffaloes. Data were 43 818 test-day records for FPR from the first three lactations of Iranian buffaloes which were collected on 523 dairy herds in the period from 1996 to 2012 by the Animal Breeding Center of Iran. Each model was fitted to monthly FPR records of buffaloes using the non-linear mixed model procedure (PROC NLMIXED) in SAS and the parameters were estimated. The models were tested for goodness of fit using Akaike's information criterion (AIC), Bayesian information criterion (BIC) and log maximum likelihood (-2 Log L). The Nelder and Sikka mixed models provided the best fit of lactation curve for FPR in the first and second lactations of Iranian buffaloes, respectively. However, Wood, Dhanoa and Sikka mixed models provided the best fit of lactation curve for FPR in the third parity buffaloes. Evaluation of first, second and third lactation features showed that all models, except for Dijkstra model in the third lactation, under-predicted test time at which daily FPR was minimum. On the other hand, minimum FPR was over-predicted by all equations. Evaluation of the different models used in this study indicated that non-linear mixed models were sufficient for fitting test-day FPR records of Iranian buffaloes.

  18. Estimating a graphical intra-class correlation coefficient (GICC) using multivariate probit-linear mixed models.

    Yue, Chen; Chen, Shaojie; Sair, Haris I; Airan, Raag; Caffo, Brian S


    Data reproducibility is a critical issue in all scientific experiments. In this manuscript, the problem of quantifying the reproducibility of graphical measurements is considered. The image intra-class correlation coefficient (I2C2) is generalized and the graphical intra-class correlation coefficient (GICC) is proposed for such purpose. The concept for GICC is based on multivariate probit-linear mixed effect models. A Markov Chain Monte Carlo EM (mcm-cEM) algorithm is used for estimating the GICC. Simulation results with varied settings are demonstrated and our method is applied to the KIRBY21 test-retest dataset.

  19. Model and measurements of linear mixing in thermal IR ground leaving radiance spectra

    Balick, Lee; Clodius, William; Jeffery, Christopher; Theiler, James; McCabe, Matthew; Gillespie, Alan; Mushkin, Amit; Danilina, Iryna


    Hyperspectral thermal IR remote sensing is an effective tool for the detection and identification of gas plumes and solid materials. Virtually all remotely sensed thermal IR pixels are mixtures of different materials and temperatures. As sensors improve and hyperspectral thermal IR remote sensing becomes more quantitative, the concept of homogeneous pixels becomes inadequate. The contributions of the constituents to the pixel spectral ground leaving radiance are weighted by their spectral emissivities and their temperature, or more correctly, temperature distributions, because real pixels are rarely thermally homogeneous. Planck's Law defines a relationship between temperature and radiance that is strongly wavelength dependent, even for blackbodies. Spectral ground leaving radiance (GLR) from mixed pixels is temperature and wavelength dependent and the relationship between observed radiance spectra from mixed pixels and library emissivity spectra of mixtures of 'pure' materials is indirect. A simple model of linear mixing of subpixel radiance as a function of material type, the temperature distribution of each material and the abundance of the material within a pixel is presented. The model indicates that, qualitatively and given normal environmental temperature variability, spectral features remain observable in mixtures as long as the material occupies more than roughly 10% of the pixel. Field measurements of known targets made on the ground and by an airborne sensor are presented here and serve as a reality check on the model. Target spectral GLR from mixtures as a function of temperature distribution and abundance within the pixel at day and night are presented and compare well qualitatively with model output.

  20. Generating synthetic wave climates for coastal modelling: a linear mixed modelling approach

    Thomas, C.; Lark, R. M.


    Numerical coastline morphological evolution models require wave climate properties to drive morphological change through time. Wave climate properties (typically wave height, period and direction) may be temporally fixed, culled from real wave buoy data, or allowed to vary in some way defined by a Gaussian or other pdf. However, to examine sensitivity of coastline morphologies to wave climate change, it seems desirable to be able to modify wave climate time series from a current to some new state along a trajectory, but in a way consistent with, or initially conditioned by, the properties of existing data, or to generate fully synthetic data sets with realistic time series properties. For example, mean or significant wave height time series may have underlying periodicities, as revealed in numerous analyses of wave data. Our motivation is to develop a simple methodology to generate synthetic wave climate time series that can change in some stochastic way through time. We wish to use such time series in a coastline evolution model to test sensitivities of coastal landforms to changes in wave climate over decadal and centennial scales. We have worked initially on time series of significant wave height, based on data from a Waverider III buoy located off the coast of Yorkshire, England. The statistical framework for the simulation is the linear mixed model. The target variable, perhaps after transformation (Box-Cox), is modelled as a multivariate Gaussian, the mean modelled as a function of a fixed effect, and two random components, one of which is independently and identically distributed (iid) and the second of which is temporally correlated. The model was fitted to the data by likelihood methods. We considered the option of a periodic mean, the period either fixed (e.g. at 12 months) or estimated from the data. We considered two possible correlation structures for the second random effect. In one the correlation decays exponentially with time. In the second

  1. Effect of correlation on covariate selection in linear and nonlinear mixed effect models.

    Bonate, Peter L


    The effect of correlation among covariates on covariate selection was examined with linear and nonlinear mixed effect models. Demographic covariates were extracted from the National Health and Nutrition Examination Survey III database. Concentration-time profiles were Monte Carlo simulated where only one covariate affected apparent oral clearance (CL/F). A series of univariate covariate population pharmacokinetic models was fit to the data and compared with the reduced model without covariate. The "best" covariate was identified using either the likelihood ratio test statistic or AIC. Weight and body surface area (calculated using Gehan and George equation, 1970) were highly correlated (r = 0.98). Body surface area was often selected as a better covariate than weight, sometimes as high as 1 in 5 times, when weight was the covariate used in the data generating mechanism. In a second simulation, parent drug concentration and three metabolites were simulated from a thorough QT study and used as covariates in a series of univariate linear mixed effects models of ddQTc interval prolongation. The covariate with the largest significant LRT statistic was deemed the "best" predictor. When the metabolite was formation-rate limited and only parent concentrations affected ddQTc intervals the metabolite was chosen as a better predictor as often as 1 in 5 times depending on the slope of the relationship between parent concentrations and ddQTc intervals. A correlated covariate can be chosen as being a better predictor than another covariate in a linear or nonlinear population analysis by sheer correlation These results explain why for the same drug different covariates may be identified in different analyses. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  2. Spillways Scheduling for Flood Control of Three Gorges Reservoir Using Mixed Integer Linear Programming Model

    Maoyuan Feng


    Full Text Available This study proposes a mixed integer linear programming (MILP model to optimize the spillways scheduling for reservoir flood control. Unlike the conventional reservoir operation model, the proposed MILP model specifies the spillways status (including the number of spillways to be open and the degree of the spillway opened instead of reservoir release, since the release is actually controlled by using the spillway. The piecewise linear approximation is used to formulate the relationship between the reservoir storage and water release for a spillway, which should be open/closed with a status depicted by a binary variable. The control order and symmetry rules of spillways are described and incorporated into the constraints for meeting the practical demand. Thus, a MILP model is set up to minimize the maximum reservoir storage. The General Algebraic Modeling System (GAMS and IBM ILOG CPLEX Optimization Studio (CPLEX software are used to find the optimal solution for the proposed MILP model. The China’s Three Gorges Reservoir, whose spillways are of five types with the total number of 80, is selected as the case study. It is shown that the proposed model decreases the flood risk compared with the conventional operation and makes the operation more practical by specifying the spillways status directly.

  3. Spatial variability in floodplain sedimentation: the use of generalized linear mixed-effects models

    A. Cabezas


    Full Text Available Sediment, Total Organic Carbon (TOC and total nitrogen (TN accumulation during one overbank flood (1.15 y return interval were examined at one reach of the Middle Ebro River (NE Spain for elucidating spatial patterns. To achieve this goal, four areas with different geomorphological features and located within the study reach were examined by using artificial grass mats. Within each area, 1 m2 study plots consisting of three pseudo-replicates were placed in a semi-regular grid oriented perpendicular to the main channel. TOC, TN and Particle-Size composition of deposited sediments were examined and accumulation rates estimated. Generalized linear mixed-effects models were used to analyze sedimentation patterns in order to handle clustered sampling units, specific-site effects and spatial self-correlation between observations. Our results confirm the importance of channel-floodplain morphology and site micro-topography in explaining sediment, TOC and TN deposition patterns, although the importance of other factors as vegetation pattern should be included in further studies to explain small-scale variability. Generalized linear mixed-effect models provide a good framework to deal with the high spatial heterogeneity of this phenomenon at different spatial scales, and should be further investigated in order to explore its validity when examining the importance of factors such as flood magnitude or suspended sediment concentration.

  4. A D-vine copula-based model for repeated measurements extending linear mixed models with homogeneous correlation structure.

    Killiches, Matthias; Czado, Claudia


    We propose a model for unbalanced longitudinal data, where the univariate margins can be selected arbitrarily and the dependence structure is described with the help of a D-vine copula. We show that our approach is an extremely flexible extension of the widely used linear mixed model if the correlation is homogeneous over the considered individuals. As an alternative to joint maximum-likelihood a sequential estimation approach for the D-vine copula is provided and validated in a simulation study. The model can handle missing values without being forced to discard data. Since conditional distributions are known analytically, we easily make predictions for future events. For model selection, we adjust the Bayesian information criterion to our situation. In an application to heart surgery data our model performs clearly better than competing linear mixed models. © 2018, The International Biometric Society.

  5. Warped linear mixed models for the genetic analysis of transformed phenotypes.

    Fusi, Nicolo; Lippert, Christoph; Lawrence, Neil D; Stegle, Oliver


    Linear mixed models (LMMs) are a powerful and established tool for studying genotype-phenotype relationships. A limitation of the LMM is that the model assumes Gaussian distributed residuals, a requirement that rarely holds in practice. Violations of this assumption can lead to false conclusions and loss in power. To mitigate this problem, it is common practice to pre-process the phenotypic values to make them as Gaussian as possible, for instance by applying logarithmic or other nonlinear transformations. Unfortunately, different phenotypes require different transformations, and choosing an appropriate transformation is challenging and subjective. Here we present an extension of the LMM that estimates an optimal transformation from the observed data. In simulations and applications to real data from human, mouse and yeast, we show that using transformations inferred by our model increases power in genome-wide association studies and increases the accuracy of heritability estimation and phenotype prediction.

  6. Spatial generalized linear mixed models of electric power outages due to hurricanes and ice storms

    Liu Haibin; Davidson, Rachel A.; Apanasovich, Tatiyana V.


    This paper presents new statistical models that predict the number of hurricane- and ice storm-related electric power outages likely to occur in each 3 kmx3 km grid cell in a region. The models are based on a large database of recent outages experienced by three major East Coast power companies in six hurricanes and eight ice storms. A spatial generalized linear mixed modeling (GLMM) approach was used in which spatial correlation is incorporated through random effects. Models were fitted using a composite likelihood approach and the covariance matrix was estimated empirically. A simulation study was conducted to test the model estimation procedure, and model training, validation, and testing were done to select the best models and assess their predictive power. The final hurricane model includes number of protective devices, maximum gust wind speed, hurricane indicator, and company indicator covariates. The final ice storm model includes number of protective devices, ice thickness, and ice storm indicator covariates. The models should be useful for power companies as they plan for future storms. The statistical modeling approach offers a new way to assess the reliability of electric power and other infrastructure systems in extreme events

  7. Linear mixing model applied to coarse spatial resolution data from multispectral satellite sensors

    Holben, Brent N.; Shimabukuro, Yosio E.


    A linear mixing model was applied to coarse spatial resolution data from the NOAA Advanced Very High Resolution Radiometer. The reflective component of the 3.55-3.95 micron channel was used with the two reflective channels 0.58-0.68 micron and 0.725-1.1 micron to run a constrained least squares model to generate fraction images for an area in the west central region of Brazil. The fraction images were compared with an unsupervised classification derived from Landsat TM data acquired on the same day. The relationship between the fraction images and normalized difference vegetation index images show the potential of the unmixing techniques when using coarse spatial resolution data for global studies.

  8. Short communication: Alteration of priors for random effects in Gaussian linear mixed model

    Vandenplas, Jérémie; Christensen, Ole Fredslund; Gengler, Nicholas


    such alterations. Therefore, the aim of this study was to propose a method to alter both the mean and (co)variance of the prior multivariate normal distributions of random effects of linear mixed models while using currently available software packages. The proposed method was tested on simulated examples with 3......, multiple-trait predictions of lactation yields, and Bayesian approaches integrating external information into genetic evaluations) need to alter both the mean and (co)variance of the prior distributions and, to our knowledge, most software packages available in the animal breeding community do not permit...... different software packages available in animal breeding. The examples showed the possibility of the proposed method to alter both the mean and (co)variance of the prior distributions with currently available software packages through the use of an extended data file and a user-supplied (co)variance matrix....

  9. Axial displacement of external and internal implant-abutment connection evaluated by linear mixed model analysis.

    Seol, Hyon-Woo; Heo, Seong-Joo; Koak, Jai-Young; Kim, Seong-Kyun; Kim, Shin-Koo


    To analyze the axial displacement of external and internal implant-abutment connection after cyclic loading. Three groups of external abutments (Ext group), an internal tapered one-piece-type abutment (Int-1 group), and an internal tapered two-piece-type abutment (Int-2 group) were prepared. Cyclic loading was applied to implant-abutment assemblies at 150 N with a frequency of 3 Hz. The amount of axial displacement, the Periotest values (PTVs), and the removal torque values(RTVs) were measured. Both a repeated measures analysis of variance and pattern analysis based on the linear mixed model were used for statistical analysis. Scanning electron microscopy (SEM) was used to evaluate the surface of the implant-abutment connection. The mean axial displacements after 1,000,000 cycles were 0.6 μm in the Ext group, 3.7 μm in the Int-1 group, and 9.0 μm in the Int-2 group. Pattern analysis revealed a breakpoint at 171 cycles. The Ext group showed no declining pattern, and the Int-1 group showed no declining pattern after the breakpoint (171 cycles). However, the Int-2 group experienced continuous axial displacement. After cyclic loading, the PTV decreased in the Int-2 group, and the RTV decreased in all groups. SEM imaging revealed surface wear in all groups. Axial displacement and surface wear occurred in all groups. The PTVs remained stable, but the RTVs decreased after cyclic loading. Based on linear mixed model analysis, the Ext and Int-1 groups' axial displacements plateaued after little cyclic loading. The Int-2 group's rate of axial displacement slowed after 100,000 cycles.

  10. An Efficient Test for Gene-Environment Interaction in Generalized Linear Mixed Models with Family Data.

    Mazo Lopera, Mauricio A; Coombes, Brandon J; de Andrade, Mariza


    Gene-environment (GE) interaction has important implications in the etiology of complex diseases that are caused by a combination of genetic factors and environment variables. Several authors have developed GE analysis in the context of independent subjects or longitudinal data using a gene-set. In this paper, we propose to analyze GE interaction for discrete and continuous phenotypes in family studies by incorporating the relatedness among the relatives for each family into a generalized linear mixed model (GLMM) and by using a gene-based variance component test. In addition, we deal with collinearity problems arising from linkage disequilibrium among single nucleotide polymorphisms (SNPs) by considering their coefficients as random effects under the null model estimation. We show that the best linear unbiased predictor (BLUP) of such random effects in the GLMM is equivalent to the ridge regression estimator. This equivalence provides a simple method to estimate the ridge penalty parameter in comparison to other computationally-demanding estimation approaches based on cross-validation schemes. We evaluated the proposed test using simulation studies and applied it to real data from the Baependi Heart Study consisting of 76 families. Using our approach, we identified an interaction between BMI and the Peroxisome Proliferator Activated Receptor Gamma ( PPARG ) gene associated with diabetes.

  11. A multiple objective mixed integer linear programming model for power generation expansion planning

    Antunes, C. Henggeler; Martins, A. Gomes [INESC-Coimbra, Coimbra (Portugal); Universidade de Coimbra, Dept. de Engenharia Electrotecnica, Coimbra (Portugal); Brito, Isabel Sofia [Instituto Politecnico de Beja, Escola Superior de Tecnologia e Gestao, Beja (Portugal)


    Power generation expansion planning inherently involves multiple, conflicting and incommensurate objectives. Therefore, mathematical models become more realistic if distinct evaluation aspects, such as cost and environmental concerns, are explicitly considered as objective functions rather than being encompassed by a single economic indicator. With the aid of multiple objective models, decision makers may grasp the conflicting nature and the trade-offs among the different objectives in order to select satisfactory compromise solutions. This paper presents a multiple objective mixed integer linear programming model for power generation expansion planning that allows the consideration of modular expansion capacity values of supply-side options. This characteristic of the model avoids the well-known problem associated with continuous capacity values that usually have to be discretized in a post-processing phase without feedback on the nature and importance of the changes in the attributes of the obtained solutions. Demand-side management (DSM) is also considered an option in the planning process, assuming there is a sufficiently large portion of the market under franchise conditions. As DSM full costs are accounted in the model, including lost revenues, it is possible to perform an evaluation of the rate impact in order to further inform the decision process (Author)

  12. A turbulent mixing Reynolds stress model fitted to match linear interaction analysis predictions

    Griffond, J; Soulard, O; Souffland, D


    To predict the evolution of turbulent mixing zones developing in shock tube experiments with different gases, a turbulence model must be able to reliably evaluate the production due to the shock-turbulence interaction. In the limit of homogeneous weak turbulence, 'linear interaction analysis' (LIA) can be applied. This theory relies on Kovasznay's decomposition and allows the computation of waves transmitted or produced at the shock front. With assumptions about the composition of the upstream turbulent mixture, one can connect the second-order moments downstream from the shock front to those upstream through a transfer matrix, depending on shock strength. The purpose of this work is to provide a turbulence model that matches LIA results for the shock-turbulent mixture interaction. Reynolds stress models (RSMs) with additional equations for the density-velocity correlation and the density variance are considered here. The turbulent states upstream and downstream from the shock front calculated with these models can also be related through a transfer matrix, provided that the numerical implementation is based on a pseudo-pressure formulation. Then, the RSM should be modified in such a way that its transfer matrix matches the LIA one. Using the pseudo-pressure to introduce ad hoc production terms, we are able to obtain a close agreement between LIA and RSM matrices for any shock strength and thus improve the capabilities of the RSM.

  13. Node-Splitting Generalized Linear Mixed Models for Evaluation of Inconsistency in Network Meta-Analysis.

    Yu-Kang, Tu


    Network meta-analysis for multiple treatment comparisons has been a major development in evidence synthesis methodology. The validity of a network meta-analysis, however, can be threatened by inconsistency in evidence within the network. One particular issue of inconsistency is how to directly evaluate the inconsistency between direct and indirect evidence with regard to the effects difference between two treatments. A Bayesian node-splitting model was first proposed and a similar frequentist side-splitting model has been put forward recently. Yet, assigning the inconsistency parameter to one or the other of the two treatments or splitting the parameter symmetrically between the two treatments can yield different results when multi-arm trials are involved in the evaluation. We aimed to show that a side-splitting model can be viewed as a special case of design-by-treatment interaction model, and different parameterizations correspond to different design-by-treatment interactions. We demonstrated how to evaluate the side-splitting model using the arm-based generalized linear mixed model, and an example data set was used to compare results from the arm-based models with those from the contrast-based models. The three parameterizations of side-splitting make slightly different assumptions: the symmetrical method assumes that both treatments in a treatment contrast contribute to inconsistency between direct and indirect evidence, whereas the other two parameterizations assume that only one of the two treatments contributes to this inconsistency. With this understanding in mind, meta-analysts can then make a choice about how to implement the side-splitting method for their analysis. Copyright © 2016 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

  14. Para-mixed linear spaces

    Crasmareanu Mircea


    Full Text Available We consider the paracomplex version of the notion of mixed linear spaces introduced by M. Jurchescu in [4] by replacing the complex unit i with the paracomplex unit j, j2 = 1. The linear algebra of these spaces is studied with a special view towards their morphisms.

  15. Mixed linear-nonlinear fault slip inversion: Bayesian inference of model, weighting, and smoothing parameters

    Fukuda, J.; Johnson, K. M.


    Studies utilizing inversions of geodetic data for the spatial distribution of coseismic slip on faults typically present the result as a single fault plane and slip distribution. Commonly the geometry of the fault plane is assumed to be known a priori and the data are inverted for slip. However, sometimes there is not strong a priori information on the geometry of the fault that produced the earthquake and the data is not always strong enough to completely resolve the fault geometry. We develop a method to solve for the full posterior probability distribution of fault slip and fault geometry parameters in a Bayesian framework using Monte Carlo methods. The slip inversion problem is particularly challenging because it often involves multiple data sets with unknown relative weights (e.g. InSAR, GPS), model parameters that are related linearly (slip) and nonlinearly (fault geometry) through the theoretical model to surface observations, prior information on model parameters, and a regularization prior to stabilize the inversion. We present the theoretical framework and solution method for a Bayesian inversion that can handle all of these aspects of the problem. The method handles the mixed linear/nonlinear nature of the problem through combination of both analytical least-squares solutions and Monte Carlo methods. We first illustrate and validate the inversion scheme using synthetic data sets. We then apply the method to inversion of geodetic data from the 2003 M6.6 San Simeon, California earthquake. We show that the uncertainty in strike and dip of the fault plane is over 20 degrees. We characterize the uncertainty in the slip estimate with a volume around the mean fault solution in which the slip most likely occurred. Slip likely occurred somewhere in a volume that extends 5-10 km in either direction normal to the fault plane. We implement slip inversions with both traditional, kinematic smoothing constraints on slip and a simple physical condition of uniform stress

  16. lme4qtl: linear mixed models with flexible covariance structure for genetic studies of related individuals.

    Ziyatdinov, Andrey; Vázquez-Santiago, Miquel; Brunel, Helena; Martinez-Perez, Angel; Aschard, Hugues; Soria, Jose Manuel


    Quantitative trait locus (QTL) mapping in genetic data often involves analysis of correlated observations, which need to be accounted for to avoid false association signals. This is commonly performed by modeling such correlations as random effects in linear mixed models (LMMs). The R package lme4 is a well-established tool that implements major LMM features using sparse matrix methods; however, it is not fully adapted for QTL mapping association and linkage studies. In particular, two LMM features are lacking in the base version of lme4: the definition of random effects by custom covariance matrices; and parameter constraints, which are essential in advanced QTL models. Apart from applications in linkage studies of related individuals, such functionalities are of high interest for association studies in situations where multiple covariance matrices need to be modeled, a scenario not covered by many genome-wide association study (GWAS) software. To address the aforementioned limitations, we developed a new R package lme4qtl as an extension of lme4. First, lme4qtl contributes new models for genetic studies within a single tool integrated with lme4 and its companion packages. Second, lme4qtl offers a flexible framework for scenarios with multiple levels of relatedness and becomes efficient when covariance matrices are sparse. We showed the value of our package using real family-based data in the Genetic Analysis of Idiopathic Thrombophilia 2 (GAIT2) project. Our software lme4qtl enables QTL mapping models with a versatile structure of random effects and efficient computation for sparse covariances. lme4qtl is available at .

  17. Linear Models

    Searle, Shayle R


    This 1971 classic on linear models is once again available--as a Wiley Classics Library Edition. It features material that can be understood by any statistician who understands matrix algebra and basic statistical methods.

  18. Multivariate mixed linear model analysis of longitudinal data: an information-rich statistical technique for analyzing disease resistance data

    The mixed linear model (MLM) is currently among the most advanced and flexible statistical modeling techniques and its use in tackling problems in plant pathology has begun surfacing in the literature. The longitudinal MLM is a multivariate extension that handles repeatedly measured data, such as r...

  19. Further Improvements to Linear Mixed Models for Genome-Wide Association Studies

    Widmer, Christian; Lippert, Christoph; Weissbrod, Omer; Fusi, Nicolo; Kadie, Carl; Davidson, Robert; Listgarten, Jennifer; Heckerman, David


    We examine improvements to the linear mixed model (LMM) that better correct for population structure and family relatedness in genome-wide association studies (GWAS). LMMs rely on the estimation of a genetic similarity matrix (GSM), which encodes the pairwise similarity between every two individuals in a cohort. These similarities are estimated from single nucleotide polymorphisms (SNPs) or other genetic variants. Traditionally, all available SNPs are used to estimate the GSM. In empirical studies across a wide range of synthetic and real data, we find that modifications to this approach improve GWAS performance as measured by type I error control and power. Specifically, when only population structure is present, a GSM constructed from SNPs that well predict the phenotype in combination with principal components as covariates controls type I error and yields more power than the traditional LMM. In any setting, with or without population structure or family relatedness, a GSM consisting of a mixture of two component GSMs, one constructed from all SNPs and another constructed from SNPs that well predict the phenotype again controls type I error and yields more power than the traditional LMM. Software implementing these improvements and the experimental comparisons are available at

  20. Monte Carlo simulation of OLS and linear mixed model inference of phenotypic effects on gene expression.

    Walker, Jeffrey A


    downward biased standard errors and inflated coefficients. The Monte Carlo simulation of error rates shows highly inflated Type I error from the GLS test and slightly inflated Type I error from the GEE test. By contrast, Type I error for all OLS tests are at the nominal level. The permutation F -tests have ∼1.9X the power of the other OLS tests. This increased power comes at a cost of high sign error (∼10%) if tested on small effects. The apparently replicated pattern of well-being effects on gene expression is most parsimoniously explained as "correlated noise" due to the geometry of multiple regression. The GLS for fixed effects with correlated error, or any linear mixed model for estimating fixed effects in designs with many repeated measures or outcomes, should be used cautiously because of the inflated Type I and M error. By contrast, all OLS tests perform well, and the permutation F -tests have superior performance, including moderate power for very small effects.

  1. Monte Carlo simulation of OLS and linear mixed model inference of phenotypic effects on gene expression

    Jeffrey A. Walker


    distributions suggest that the GLS results in downward biased standard errors and inflated coefficients. The Monte Carlo simulation of error rates shows highly inflated Type I error from the GLS test and slightly inflated Type I error from the GEE test. By contrast, Type I error for all OLS tests are at the nominal level. The permutation F-tests have ∼1.9X the power of the other OLS tests. This increased power comes at a cost of high sign error (∼10% if tested on small effects. Discussion The apparently replicated pattern of well-being effects on gene expression is most parsimoniously explained as “correlated noise” due to the geometry of multiple regression. The GLS for fixed effects with correlated error, or any linear mixed model for estimating fixed effects in designs with many repeated measures or outcomes, should be used cautiously because of the inflated Type I and M error. By contrast, all OLS tests perform well, and the permutation F-tests have superior performance, including moderate power for very small effects.

  2. Deliberate practice predicts performance throughout time in adolescent chess players and dropouts: A linear mixed models analysis.

    de Bruin, A.B.H.; Smits, N.; Rikers, R.M.J.P.; Schmidt, H.G.


    In this study, the longitudinal relation between deliberate practice and performance in chess was examined using a linear mixed models analysis. The practice activities and performance ratings of young elite chess players, who were either in, or had dropped out of the Dutch national chess training,

  3. glmmTMB balances speed and flexibility among packages for Zero-inflated Generalized Linear Mixed Modeling

    Brooks, Mollie Elizabeth; Kristensen, Kasper; van Benthem, Koen J.


    Count data can be analyzed using generalized linear mixed models when observations are correlated in ways that require random effects. However, count data are often zero-inflated, containing more zeros than would be expected from the typical error distributions. We present a new package, glmm...

  4. Longitudinal mathematics development of students with learning disabilities and students without disabilities: a comparison of linear, quadratic, and piecewise linear mixed effects models.

    Kohli, Nidhi; Sullivan, Amanda L; Sadeh, Shanna; Zopluoglu, Cengiz


    Effective instructional planning and intervening rely heavily on accurate understanding of students' growth, but relatively few researchers have examined mathematics achievement trajectories, particularly for students with special needs. We applied linear, quadratic, and piecewise linear mixed-effects models to identify the best-fitting model for mathematics development over elementary and middle school and to ascertain differences in growth trajectories of children with learning disabilities relative to their typically developing peers. The analytic sample of 2150 students was drawn from the Early Childhood Longitudinal Study - Kindergarten Cohort, a nationally representative sample of United States children who entered kindergarten in 1998. We first modeled students' mathematics growth via multiple mixed-effects models to determine the best fitting model of 9-year growth and then compared the trajectories of students with and without learning disabilities. Results indicate that the piecewise linear mixed-effects model captured best the functional form of students' mathematics trajectories. In addition, there were substantial achievement gaps between students with learning disabilities and students with no disabilities, and their trajectories differed such that students without disabilities progressed at a higher rate than their peers who had learning disabilities. The results underscore the need for further research to understand how to appropriately model students' mathematics trajectories and the need for attention to mathematics achievement gaps in policy. Copyright © 2015 Society for the Study of School Psychology. Published by Elsevier Ltd. All rights reserved.

  5. Linear mixed-effects models to describe individual tree crown width for China-fir in Fujian Province, southeast China.

    Hao, Xu; Yujun, Sun; Xinjie, Wang; Jin, Wang; Yao, Fu


    A multiple linear model was developed for individual tree crown width of Cunninghamia lanceolata (Lamb.) Hook in Fujian province, southeast China. Data were obtained from 55 sample plots of pure China-fir plantation stands. An Ordinary Linear Least Squares (OLS) regression was used to establish the crown width model. To adjust for correlations between observations from the same sample plots, we developed one level linear mixed-effects (LME) models based on the multiple linear model, which take into account the random effects of plots. The best random effects combinations for the LME models were determined by the Akaike's information criterion, the Bayesian information criterion and the -2logarithm likelihood. Heteroscedasticity was reduced by three residual variance functions: the power function, the exponential function and the constant plus power function. The spatial correlation was modeled by three correlation structures: the first-order autoregressive structure [AR(1)], a combination of first-order autoregressive and moving average structures [ARMA(1,1)], and the compound symmetry structure (CS). Then, the LME model was compared to the multiple linear model using the absolute mean residual (AMR), the root mean square error (RMSE), and the adjusted coefficient of determination (adj-R2). For individual tree crown width models, the one level LME model showed the best performance. An independent dataset was used to test the performance of the models and to demonstrate the advantage of calibrating LME models.

  6. Linear mixed-effects models for within-participant psychology experiments: an introductory tutorial and free, graphical user interface (LMMgui).

    Magezi, David A


    Linear mixed-effects models (LMMs) are increasingly being used for data analysis in cognitive neuroscience and experimental psychology, where within-participant designs are common. The current article provides an introductory review of the use of LMMs for within-participant data analysis and describes a free, simple, graphical user interface (LMMgui). LMMgui uses the package lme4 (Bates et al., 2014a,b) in the statistical environment R (R Core Team).

  7. A simulation-based goodness-of-fit test for random effects in generalized linear mixed models

    Waagepetersen, Rasmus


    The goodness-of-fit of the distribution of random effects in a generalized linear mixed model is assessed using a conditional simulation of the random effects conditional on the observations. Provided that the specified joint model for random effects and observations is correct, the marginal...... distribution of the simulated random effects coincides with the assumed random effects distribution. In practice, the specified model depends on some unknown parameter which is replaced by an estimate. We obtain a correction for this by deriving the asymptotic distribution of the empirical distribution...

  8. A simulation-based goodness-of-fit test for random effects in generalized linear mixed models

    Waagepetersen, Rasmus Plenge

    The goodness-of-fit of the distribution of random effects in a generalized linear mixed model is assessed using a conditional simulation of the random effects conditional on the observations. Provided that the specified joint model for random effects and observations is correct, the marginal...... distribution of the simulated random effects coincides with the assumed random effects distribution. In practice the specified model depends on some unknown parameter which is replaced by an estimate. We obtain a correction for this by deriving the asymptotic distribution of the empirical distribution function...

  9. Some consequences of assuming simple patterns for the treatment effect over time in a linear mixed model.

    Bamia, Christina; White, Ian R; Kenward, Michael G


    Linear mixed models are often used for the analysis of data from clinical trials with repeated quantitative outcomes. This paper considers linear mixed models where a particular form is assumed for the treatment effect, in particular constant over time or proportional to time. For simplicity, we assume no baseline covariates and complete post-baseline measures, and we model arbitrary mean responses for the control group at each time. For the variance-covariance matrix, we consider an unstructured model, a random intercepts model and a random intercepts and slopes model. We show that the treatment effect estimator can be expressed as a weighted average of the observed time-specific treatment effects, with weights depending on the covariance structure and the magnitude of the estimated variance components. For an assumed constant treatment effect, under the random intercepts model, all weights are equal, but in the random intercepts and slopes and the unstructured models, we show that some weights can be negative: thus, the estimated treatment effect can be negative, even if all time-specific treatment effects are positive. Our results suggest that particular models for the treatment effect combined with particular covariance structures may result in estimated treatment effects of unexpected magnitude and/or direction. Methods are illustrated using a Parkinson's disease trial. Copyright © 2012 John Wiley & Sons, Ltd.

  10. Multi-disease analysis of maternal antibody decay using non-linear mixed models accounting for censoring.

    Goeyvaerts, Nele; Leuridan, Elke; Faes, Christel; Van Damme, Pierre; Hens, Niel


    Biomedical studies often generate repeated measures of multiple outcomes on a set of subjects. It may be of interest to develop a biologically intuitive model for the joint evolution of these outcomes while assessing inter-subject heterogeneity. Even though it is common for biological processes to entail non-linear relationships, examples of multivariate non-linear mixed models (MNMMs) are still fairly rare. We contribute to this area by jointly analyzing the maternal antibody decay for measles, mumps, rubella, and varicella, allowing for a different non-linear decay model for each infectious disease. We present a general modeling framework to analyze multivariate non-linear longitudinal profiles subject to censoring, by combining multivariate random effects, non-linear growth and Tobit regression. We explore the hypothesis of a common infant-specific mechanism underlying maternal immunity using a pairwise correlated random-effects approach and evaluating different correlation matrix structures. The implied marginal correlation between maternal antibody levels is estimated using simulations. The mean duration of passive immunity was less than 4 months for all diseases with substantial heterogeneity between infants. The maternal antibody levels against rubella and varicella were found to be positively correlated, while little to no correlation could be inferred for the other disease pairs. For some pairs, computational issues occurred with increasing correlation matrix complexity, which underlines the importance of further developing estimation methods for MNMMs. Copyright © 2015 John Wiley & Sons, Ltd.

  11. A mixed integer linear programming model applied in barge planning for Omya

    David Bredström


    Full Text Available This article presents a mathematical model for barge transport planning on the river Rhine, which is part of a decision support system (DSS recently taken into use by the Swiss company Omya. The system is operated by Omya’s regional office in Cologne, Germany, responsible for distribution planning at the regional distribution center (RDC in Moerdijk, the Netherlands. The distribution planning is a vital part of supply chain management of Omya’s production of Norwegian high quality calcium carbonate slurry, supplied to European paper manufacturers. The DSS operates within a vendor managed inventory (VMI setting, where the customer inventories are monitored by Omya, who decides upon the refilling days and quantities delivered by barges. The barge planning problem falls into the category of inventory routing problems (IRP and is further characterized with multiple products, heterogeneous fleet with availability restrictions (the fleet is owned by third party, vehicle compartments, dependency of barge capacity on water-level, multiple customer visits, bounded customer inventories and rolling planning horizon. There are additional modelling details which had to be considered to make it possible to employ the model in practice at a sufficient level of detail. To the best of our knowledge, we have not been able to find similar models covering all these aspects in barge planning. This article presents the developed mixed-integer programming model and discusses practical experience with its solution. Briefly, it also puts the model into the context of the entire business case of value chain optimization in Omya.

  12. Bayesian quantile regression-based partially linear mixed-effects joint models for longitudinal data with multiple features.

    Zhang, Hanze; Huang, Yangxin; Wang, Wei; Chen, Henian; Langland-Orban, Barbara


    In longitudinal AIDS studies, it is of interest to investigate the relationship between HIV viral load and CD4 cell counts, as well as the complicated time effect. Most of common models to analyze such complex longitudinal data are based on mean-regression, which fails to provide efficient estimates due to outliers and/or heavy tails. Quantile regression-based partially linear mixed-effects models, a special case of semiparametric models enjoying benefits of both parametric and nonparametric models, have the flexibility to monitor the viral dynamics nonparametrically and detect the varying CD4 effects parametrically at different quantiles of viral load. Meanwhile, it is critical to consider various data features of repeated measurements, including left-censoring due to a limit of detection, covariate measurement error, and asymmetric distribution. In this research, we first establish a Bayesian joint models that accounts for all these data features simultaneously in the framework of quantile regression-based partially linear mixed-effects models. The proposed models are applied to analyze the Multicenter AIDS Cohort Study (MACS) data. Simulation studies are also conducted to assess the performance of the proposed methods under different scenarios.

  13. Simultaneous inference for multilevel linear mixed models - with an application to a large-scale school meal study

    Ritz, Christian; Laursen, Rikke Pilmann; Damsgaard, Camilla Trab


    of a school meal programme. We propose a novel and versatile framework for simultaneous inference on parameters estimated from linear mixed models that were fitted separately for several outcomes from the same study, but did not necessarily contain the same fixed or random effects. By combining asymptotic...... sizes of practical relevance we studied simultaneous coverage through simulation, which showed that the approach achieved acceptable coverage probabilities even for small sample sizes (10 clusters) and for 2–16 outcomes. The approach also compared favourably with a joint modelling approach. We also...

  14. Analysis of correlated count data using generalised linear mixed models exemplified by field data on aggressive behaviour of boars

    N. Mielenz


    Full Text Available Population-averaged and subject-specific models are available to evaluate count data when repeated observations per subject are present. The latter are also known in the literature as generalised linear mixed models (GLMM. In GLMM repeated measures are taken into account explicitly through random animal effects in the linear predictor. In this paper the relevant GLMMs are presented based on conditional Poisson or negative binomial distribution of the response variable for given random animal effects. Equations for the repeatability of count data are derived assuming normal distribution and logarithmic gamma distribution for the random animal effects. Using count data on aggressive behaviour events of pigs (barrows, sows and boars in mixed-sex housing, we demonstrate the use of the Poisson »log-gamma intercept«, the Poisson »normal intercept« and the »normal intercept« model with negative binomial distribution. Since not all count data can definitely be seen as Poisson or negative-binomially distributed, questions of model selection and model checking are examined. Emanating from the example, we also interpret the least squares means, estimated on the link as well as the response scale. Options provided by the SAS procedure NLMIXED for estimating model parameters and for estimating marginal expected values are presented.

  15. A Bayesian Framework for Generalized Linear Mixed Modeling Identifies New Candidate Loci for Late-Onset Alzheimer's Disease.

    Wang, Xulong; Philip, Vivek M; Ananda, Guruprasad; White, Charles C; Malhotra, Ankit; Michalski, Paul J; Karuturi, Krishna R Murthy; Chintalapudi, Sumana R; Acklin, Casey; Sasner, Michael; Bennett, David A; De Jager, Philip L; Howell, Gareth R; Carter, Gregory W


    Recent technical and methodological advances have greatly enhanced genome-wide association studies (GWAS). The advent of low-cost whole-genome sequencing facilitates high-resolution variant identification, and the development of linear mixed models (LMM) allows improved identification of putatively causal variants. While essential for correcting false positive associations due to sample relatedness and population stratification, LMMs have commonly been restricted to quantitative variables. However, phenotypic traits in association studies are often categorical, coded as binary case-control or ordered variables describing disease stages. To address these issues, we have devised a method for genomic association studies that implements a generalized linear mixed model (GLMM) in a Bayesian framework, called Bayes-GLMM Bayes-GLMM has four major features: (1) support of categorical, binary and quantitative variables; (2) cohesive integration of previous GWAS results for related traits; (3) correction for sample relatedness by mixed modeling; and (4) model estimation by both Markov chain Monte Carlo (MCMC) sampling and maximal likelihood estimation. We applied Bayes-GLMM to the whole-genome sequencing cohort of the Alzheimer's Disease Sequencing Project (ADSP). This study contains 570 individuals from 111 families, each with Alzheimer's disease diagnosed at one of four confidence levels. With Bayes-GLMM we identified four variants in three loci significantly associated with Alzheimer's disease. Two variants, rs140233081 and rs149372995 lie between PRKAR1B and PDGFA The coded proteins are localized to the glial-vascular unit, and PDGFA transcript levels are associated with AD-related neuropathology. In summary, this work provides implementation of a flexible, generalized mixed model approach in a Bayesian framework for association studies. Copyright © 2018, Genetics.

  16. Yield response of winter wheat cultivars to environments modeled by different variance-covariance structures in linear mixed models

    Studnicki, M.; Mądry, W.; Noras, K.; Wójcik-Gront, E.; Gacek, E.


    The main objectives of multi-environmental trials (METs) are to assess cultivar adaptation patterns under different environmental conditions and to investigate genotype by environment (G×E) interactions. Linear mixed models (LMMs) with more complex variance-covariance structures have become recognized and widely used for analyzing METs data. Best practice in METs analysis is to carry out a comparison of competing models with different variance-covariance structures. Improperly chosen variance-covariance structures may lead to biased estimation of means resulting in incorrect conclusions. In this work we focused on adaptive response of cultivars on the environments modeled by the LMMs with different variance-covariance structures. We identified possible limitations of inference when using an inadequate variance-covariance structure. In the presented study we used the dataset on grain yield for 63 winter wheat cultivars, evaluated across 18 locations, during three growing seasons (2008/2009-2010/2011) from the Polish Post-registration Variety Testing System. For the evaluation of variance-covariance structures and the description of cultivars adaptation to environments, we calculated adjusted means for the combination of cultivar and location in models with different variance-covariance structures. We concluded that in order to fully describe cultivars adaptive patterns modelers should use the unrestricted variance-covariance structure. The restricted compound symmetry structure may interfere with proper interpretation of cultivars adaptive patterns. We found, that the factor-analytic structure is also a good tool to describe cultivars reaction on environments, and it can be successfully used in METs data after determining the optimal component number for each dataset. (Author)

  17. A Mixed Integer Linear Programming Model for the Design of Remanufacturing Closed–loop Supply Chain Network

    Mbarek Elbounjimi


    Full Text Available Closed-loop supply chain network design is a critical issue due to its impact on both economic and environmental performances of the supply chain. In this paper, we address the problem of designing a multi-echelon, multi-product and capacitated closed-loop supply chain network. First, a mixed-integer linear programming formulation is developed to maximize the total profit. The main contribution of the proposed model is addressing two economic viability issues of closed-loop supply chain. The first issue is the collection of sufficient quantity of end-of-life products are assured by retailers against an acquisition price. The second issue is exploiting the benefits of colocation of forward facilities and reverse facilities. The presented model is solved by LINGO for some test problems. Computational results and sensitivity analysis are conducted to show the performance of the proposed model.

  18. Non-linear mixed effects modeling - from methodology and software development to driving implementation in drug development science.

    Pillai, Goonaseelan Colin; Mentré, France; Steimer, Jean-Louis


    Few scientific contributions have made significant impact unless there was a champion who had the vision to see the potential for its use in seemingly disparate areas-and who then drove active implementation. In this paper, we present a historical summary of the development of non-linear mixed effects (NLME) modeling up to the more recent extensions of this statistical methodology. The paper places strong emphasis on the pivotal role played by Lewis B. Sheiner (1940-2004), who used this statistical methodology to elucidate solutions to real problems identified in clinical practice and in medical research and on how he drove implementation of the proposed solutions. A succinct overview of the evolution of the NLME modeling methodology is presented as well as ideas on how its expansion helped to provide guidance for a more scientific view of (model-based) drug development that reduces empiricism in favor of critical quantitative thinking and decision making.

  19. Using empirical Bayes predictors from generalized linear mixed models to test and visualize associations among longitudinal outcomes.

    Mikulich-Gilbertson, Susan K; Wagner, Brandie D; Grunwald, Gary K; Riggs, Paula D; Zerbe, Gary O


    Medical research is often designed to investigate changes in a collection of response variables that are measured repeatedly on the same subjects. The multivariate generalized linear mixed model (MGLMM) can be used to evaluate random coefficient associations (e.g. simple correlations, partial regression coefficients) among outcomes that may be non-normal and differently distributed by specifying a multivariate normal distribution for their random effects and then evaluating the latent relationship between them. Empirical Bayes predictors are readily available for each subject from any mixed model and are observable and hence, plotable. Here, we evaluate whether second-stage association analyses of empirical Bayes predictors from a MGLMM, provide a good approximation and visual representation of these latent association analyses using medical examples and simulations. Additionally, we compare these results with association analyses of empirical Bayes predictors generated from separate mixed models for each outcome, a procedure that could circumvent computational problems that arise when the dimension of the joint covariance matrix of random effects is large and prohibits estimation of latent associations. As has been shown in other analytic contexts, the p-values for all second-stage coefficients that were determined by naively assuming normality of empirical Bayes predictors provide a good approximation to p-values determined via permutation analysis. Analyzing outcomes that are interrelated with separate models in the first stage and then associating the resulting empirical Bayes predictors in a second stage results in different mean and covariance parameter estimates from the maximum likelihood estimates generated by a MGLMM. The potential for erroneous inference from using results from these separate models increases as the magnitude of the association among the outcomes increases. Thus if computable, scatterplots of the conditionally independent empirical Bayes

  20. An MCMC method for the evaluation of the Fisher information matrix for non-linear mixed effect models.

    Riviere, Marie-Karelle; Ueckert, Sebastian; Mentré, France


    Non-linear mixed effect models (NLMEMs) are widely used for the analysis of longitudinal data. To design these studies, optimal design based on the expected Fisher information matrix (FIM) can be used instead of performing time-consuming clinical trial simulations. In recent years, estimation algorithms for NLMEMs have transitioned from linearization toward more exact higher-order methods. Optimal design, on the other hand, has mainly relied on first-order (FO) linearization to calculate the FIM. Although efficient in general, FO cannot be applied to complex non-linear models and with difficulty in studies with discrete data. We propose an approach to evaluate the expected FIM in NLMEMs for both discrete and continuous outcomes. We used Markov Chain Monte Carlo (MCMC) to integrate the derivatives of the log-likelihood over the random effects, and Monte Carlo to evaluate its expectation w.r.t. the observations. Our method was implemented in R using Stan, which efficiently draws MCMC samples and calculates partial derivatives of the log-likelihood. Evaluated on several examples, our approach showed good performance with relative standard errors (RSEs) close to those obtained by simulations. We studied the influence of the number of MC and MCMC samples and computed the uncertainty of the FIM evaluation. We also compared our approach to Adaptive Gaussian Quadrature, Laplace approximation, and FO. Our method is available in R-package MIXFIM and can be used to evaluate the FIM, its determinant with confidence intervals (CIs), and RSEs with CIs. © The Author 2016. Published by Oxford University Press. All rights reserved. For permissions, please e-mail:

  1. Efficient multiple-trait association and estimation of genetic correlation using the matrix-variate linear mixed model.

    Furlotte, Nicholas A; Eskin, Eleazar


    Multiple-trait association mapping, in which multiple traits are used simultaneously in the identification of genetic variants affecting those traits, has recently attracted interest. One class of approaches for this problem builds on classical variance component methodology, utilizing a multitrait version of a linear mixed model. These approaches both increase power and provide insights into the genetic architecture of multiple traits. In particular, it is possible to estimate the genetic correlation, which is a measure of the portion of the total correlation between traits that is due to additive genetic effects. Unfortunately, the practical utility of these methods is limited since they are computationally intractable for large sample sizes. In this article, we introduce a reformulation of the multiple-trait association mapping approach by defining the matrix-variate linear mixed model. Our approach reduces the computational time necessary to perform maximum-likelihood inference in a multiple-trait model by utilizing a data transformation. By utilizing a well-studied human cohort, we show that our approach provides more than a 10-fold speedup, making multiple-trait association feasible in a large population cohort on the genome-wide scale. We take advantage of the efficiency of our approach to analyze gene expression data. By decomposing gene coexpression into a genetic and environmental component, we show that our method provides fundamental insights into the nature of coexpressed genes. An implementation of this method is available at Copyright © 2015 by the Genetics Society of America.

  2. Measuring the individual benefit of a medical or behavioral treatment using generalized linear mixed-effects models.

    Diaz, Francisco J


    We propose statistical definitions of the individual benefit of a medical or behavioral treatment and of the severity of a chronic illness. These definitions are used to develop a graphical method that can be used by statisticians and clinicians in the data analysis of clinical trials from the perspective of personalized medicine. The method focuses on assessing and comparing individual effects of treatments rather than average effects and can be used with continuous and discrete responses, including dichotomous and count responses. The method is based on new developments in generalized linear mixed-effects models, which are introduced in this article. To illustrate, analyses of data from the Sequenced Treatment Alternatives to Relieve Depression clinical trial of sequences of treatments for depression and data from a clinical trial of respiratory treatments are presented. The estimation of individual benefits is also explained. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  3. Generalized Linear Mixed Model Analysis of Urban-Rural Differences in Social and Behavioral Factors for Colorectal Cancer Screening

    Wang, Ke-Sheng; Liu, Xuefeng; Ategbole, Muyiwa; Xie, Xin; Liu, Ying; Xu, Chun; Xie, Changchun; Sha, Zhanxin


    Objective: Screening for colorectal cancer (CRC) can reduce disease incidence, morbidity, and mortality. However, few studies have investigated the urban-rural differences in social and behavioral factors influencing CRC screening. The objective of the study was to investigate the potential factors across urban-rural groups on the usage of CRC screening. Methods: A total of 38,505 adults (aged ≥40 years) were selected from the 2009 California Health Interview Survey (CHIS) data - the latest CHIS data on CRC screening. The weighted generalized linear mixed-model (WGLIMM) was used to deal with this hierarchical structure data. Weighted simple and multiple mixed logistic regression analyses in SAS ver. 9.4 were used to obtain the odds ratios (ORs) and their 95% confidence intervals (CIs). Results: The overall prevalence of CRC screening was 48.1% while the prevalence in four residence groups - urban, second city, suburban, and town/rural, were 45.8%, 46.9%, 53.7% and 50.1%, respectively. The results of WGLIMM analysis showed that there was residence effect (pregression analysis revealed that age, race, marital status, education level, employment stats, binge drinking, and smoking status were associated with CRC screening (p<0.05). Stratified by residence regions, age and poverty level showed associations with CRC screening in all four residence groups. Education level was positively associated with CRC screening in second city and suburban. Infrequent binge drinking was associated with CRC screening in urban and suburban; while current smoking was a protective factor in urban and town/rural groups. Conclusions: Mixed models are useful to deal with the clustered survey data. Social factors and behavioral factors (binge drinking and smoking) were associated with CRC screening and the associations were affected by living areas such as urban and rural regions. Creative Commons Attribution License

  4. Predicting the multi-domain progression of Parkinson's disease: a Bayesian multivariate generalized linear mixed-effect model.

    Wang, Ming; Li, Zheng; Lee, Eun Young; Lewis, Mechelle M; Zhang, Lijun; Sterling, Nicholas W; Wagner, Daymond; Eslinger, Paul; Du, Guangwei; Huang, Xuemei


    It is challenging for current statistical models to predict clinical progression of Parkinson's disease (PD) because of the involvement of multi-domains and longitudinal data. Past univariate longitudinal or multivariate analyses from cross-sectional trials have limited power to predict individual outcomes or a single moment. The multivariate generalized linear mixed-effect model (GLMM) under the Bayesian framework was proposed to study multi-domain longitudinal outcomes obtained at baseline, 18-, and 36-month. The outcomes included motor, non-motor, and postural instability scores from the MDS-UPDRS, and demographic and standardized clinical data were utilized as covariates. The dynamic prediction was performed for both internal and external subjects using the samples from the posterior distributions of the parameter estimates and random effects, and also the predictive accuracy was evaluated based on the root of mean square error (RMSE), absolute bias (AB) and the area under the receiver operating characteristic (ROC) curve. First, our prediction model identified clinical data that were differentially associated with motor, non-motor, and postural stability scores. Second, the predictive accuracy of our model for the training data was assessed, and improved prediction was gained in particularly for non-motor (RMSE and AB: 2.89 and 2.20) compared to univariate analysis (RMSE and AB: 3.04 and 2.35). Third, the individual-level predictions of longitudinal trajectories for the testing data were performed, with ~80% observed values falling within the 95% credible intervals. Multivariate general mixed models hold promise to predict clinical progression of individual outcomes in PD. The data was obtained from Dr. Xuemei Huang's NIH grant R01 NS060722 , part of NINDS PD Biomarker Program (PDBP). All data was entered within 24 h of collection to the Data Management Repository (DMR), which is publically available ( ).

  5. An update on modeling dose-response relationships: Accounting for correlated data structure and heterogeneous error variance in linear and nonlinear mixed models.

    Gonçalves, M A D; Bello, N M; Dritz, S S; Tokach, M D; DeRouchey, J M; Woodworth, J C; Goodband, R D


    Advanced methods for dose-response assessments are used to estimate the minimum concentrations of a nutrient that maximizes a given outcome of interest, thereby determining nutritional requirements for optimal performance. Contrary to standard modeling assumptions, experimental data often present a design structure that includes correlations between observations (i.e., blocking, nesting, etc.) as well as heterogeneity of error variances; either can mislead inference if disregarded. Our objective is to demonstrate practical implementation of linear and nonlinear mixed models for dose-response relationships accounting for correlated data structure and heterogeneous error variances. To illustrate, we modeled data from a randomized complete block design study to evaluate the standardized ileal digestible (SID) Trp:Lys ratio dose-response on G:F of nursery pigs. A base linear mixed model was fitted to explore the functional form of G:F relative to Trp:Lys ratios and assess model assumptions. Next, we fitted 3 competing dose-response mixed models to G:F, namely a quadratic polynomial (QP) model, a broken-line linear (BLL) ascending model, and a broken-line quadratic (BLQ) ascending model, all of which included heteroskedastic specifications, as dictated by the base model. The GLIMMIX procedure of SAS (version 9.4) was used to fit the base and QP models and the NLMIXED procedure was used to fit the BLL and BLQ models. We further illustrated the use of a grid search of initial parameter values to facilitate convergence and parameter estimation in nonlinear mixed models. Fit between competing dose-response models was compared using a maximum likelihood-based Bayesian information criterion (BIC). The QP, BLL, and BLQ models fitted on G:F of nursery pigs yielded BIC values of 353.7, 343.4, and 345.2, respectively, thus indicating a better fit of the BLL model. The BLL breakpoint estimate of the SID Trp:Lys ratio was 16.5% (95% confidence interval [16.1, 17.0]). Problems with

  6. Traditional mixed linear modelling versus modern machine learning to estimate cow individual feed intake

    Kamphuis, C.; Riel, van J.W.; Veerkamp, R.F.; Mol, de R.M.


    Three modelling approaches were used to estimate cow individual feed intake
    (FI) using feeding trial data from a research farm, including weekly recordings
    of milk production and composition, live-weight, parity, and total FI.
    Additionally, weather data (temperature, humidity) were

  7. Comparing a single case to a control group - Applying linear mixed effects models to repeated measures data.

    Huber, Stefan; Klein, Elise; Moeller, Korbinian; Willmes, Klaus


    In neuropsychological research, single-cases are often compared with a small control sample. Crawford and colleagues developed inferential methods (i.e., the modified t-test) for such a research design. In the present article, we suggest an extension of the methods of Crawford and colleagues employing linear mixed models (LMM). We first show that a t-test for the significance of a dummy coded predictor variable in a linear regression is equivalent to the modified t-test of Crawford and colleagues. As an extension to this idea, we then generalized the modified t-test to repeated measures data by using LMMs to compare the performance difference in two conditions observed in a single participant to that of a small control group. The performance of LMMs regarding Type I error rates and statistical power were tested based on Monte-Carlo simulations. We found that starting with about 15-20 participants in the control sample Type I error rates were close to the nominal Type I error rate using the Satterthwaite approximation for the degrees of freedom. Moreover, statistical power was acceptable. Therefore, we conclude that LMMs can be applied successfully to statistically evaluate performance differences between a single-case and a control sample. Copyright © 2015 Elsevier Ltd. All rights reserved.

  8. A guide to developing resource selection functions from telemetry data using generalized estimating equations and generalized linear mixed models

    Nicola Koper


    Full Text Available Resource selection functions (RSF are often developed using satellite (ARGOS or Global Positioning System (GPS telemetry datasets, which provide a large amount of highly correlated data. We discuss and compare the use of generalized linear mixed-effects models (GLMM and generalized estimating equations (GEE for using this type of data to develop RSFs. GLMMs directly model differences among caribou, while GEEs depend on an adjustment of the standard error to compensate for correlation of data points within individuals. Empirical standard errors, rather than model-based standard errors, must be used with either GLMMs or GEEs when developing RSFs. There are several important differences between these approaches; in particular, GLMMs are best for producing parameter estimates that predict how management might influence individuals, while GEEs are best for predicting how management might influence populations. As the interpretation, value, and statistical significance of both types of parameter estimates differ, it is important that users select the appropriate analytical method. We also outline the use of k-fold cross validation to assess fit of these models. Both GLMMs and GEEs hold promise for developing RSFs as long as they are used appropriately.

  9. Nested generalized linear mixed model with ordinal response: Simulation and application on poverty data in Java Island

    Widyaningsih, Yekti; Saefuddin, Asep; Notodiputro, Khairil A.; Wigena, Aji H.


    The objective of this research is to build a nested generalized linear mixed model using an ordinal response variable with some covariates. There are three main jobs in this paper, i.e. parameters estimation procedure, simulation, and implementation of the model for the real data. At the part of parameters estimation procedure, concepts of threshold, nested random effect, and computational algorithm are described. The simulations data are built for 3 conditions to know the effect of different parameter values of random effect distributions. The last job is the implementation of the model for the data about poverty in 9 districts of Java Island. The districts are Kuningan, Karawang, and Majalengka chose randomly in West Java; Temanggung, Boyolali, and Cilacap from Central Java; and Blitar, Ngawi, and Jember from East Java. The covariates in this model are province, number of bad nutrition cases, number of farmer families, and number of health personnel. In this modeling, all covariates are grouped as ordinal scale. Unit observation in this research is sub-district (kecamatan) nested in district, and districts (kabupaten) are nested in province. For the result of simulation, ARB (Absolute Relative Bias) and RRMSE (Relative Root of mean square errors) scale is used. They show that prov parameters have the highest bias, but more stable RRMSE in all conditions. The simulation design needs to be improved by adding other condition, such as higher correlation between covariates. Furthermore, as the result of the model implementation for the data, only number of farmer family and number of medical personnel have significant contributions to the level of poverty in Central Java and East Java province, and only district 2 (Karawang) of province 1 (West Java) has different random effect from the others. The source of the data is PODES (Potensi Desa) 2008 from BPS (Badan Pusat Statistik).

  10. Generalized linear mixed model for binary outcomes when covariates are subject to measurement errors and detection limits.

    Xie, Xianhong; Xue, Xiaonan; Strickler, Howard D


    Longitudinal measurement of biomarkers is important in determining risk factors for binary endpoints such as infection or disease. However, biomarkers are subject to measurement error, and some are also subject to left-censoring due to a lower limit of detection. Statistical methods to address these issues are few. We herein propose a generalized linear mixed model and estimate the model parameters using the Monte Carlo Newton-Raphson (MCNR) method. Inferences regarding the parameters are made by applying Louis's method and the delta method. Simulation studies were conducted to compare the proposed MCNR method with existing methods including the maximum likelihood (ML) method and the ad hoc approach of replacing the left-censored values with half of the detection limit (HDL). The results showed that the performance of the MCNR method is superior to ML and HDL with respect to the empirical standard error, as well as the coverage probability for the 95% confidence interval. The HDL method uses an incorrect imputation method, and the computation is constrained by the number of quadrature points; while the ML method also suffers from the constrain for the number of quadrature points, the MCNR method does not have this limitation and approximates the likelihood function better than the other methods. The improvement of the MCNR method is further illustrated with real-world data from a longitudinal study of local cervicovaginal HIV viral load and its effects on oncogenic HPV detection in HIV-positive women. Copyright © 2017 John Wiley & Sons, Ltd.

  11. Log-gamma linear-mixed effects models for multiple outcomes with application to a longitudinal glaucoma study

    Zhang, Peng; Luo, Dandan; Li, Pengfei; Sharpsten, Lucie; Medeiros, Felipe A.


    Glaucoma is a progressive disease due to damage in the optic nerve with associated functional losses. Although the relationship between structural and functional progression in glaucoma is well established, there is disagreement on how this association evolves over time. In addressing this issue, we propose a new class of non-Gaussian linear-mixed models to estimate the correlations among subject-specific effects in multivariate longitudinal studies with a skewed distribution of random effects, to be used in a study of glaucoma. This class provides an efficient estimation of subject-specific effects by modeling the skewed random effects through the log-gamma distribution. It also provides more reliable estimates of the correlations between the random effects. To validate the log-gamma assumption against the usual normality assumption of the random effects, we propose a lack-of-fit test using the profile likelihood function of the shape parameter. We apply this method to data from a prospective observation study, the Diagnostic Innovations in Glaucoma Study, to present a statistically significant association between structural and functional change rates that leads to a better understanding of the progression of glaucoma over time. PMID:26075565

  12. Minimising negative externalities cost using 0-1 mixed integer linear programming model in e-commerce environment

    Akyene Tetteh


    Full Text Available Background: Although the Internet boosts business profitability, without certain activities like efficient transportation, scheduling, products ordered via the Internet may reach their destination very late. The environmental problems (vehicle part disposal, carbon monoxide [CO], nitrogen oxide [NOx] and hydrocarbons [HC] associated with transportation are mostly not accounted for by industries. Objectives: The main objective of this article is to minimising negative externalities cost in e-commerce environments. Method: The 0-1 mixed integer linear programming (0-1 MILP model was used to model the problem statement. The result was further analysed using the externality percentage impact factor (EPIF. Results: The simulation results suggest that (1 The mode of ordering refined petroleum products does not impact on the cost of distribution, (2 an increase in private cost is directly proportional to the externality cost, (3 externality cost is largely controlled by the government and number of vehicles used in the distribution and this is in no way influenced by the mode of request (i.e. Internet or otherwise and (4 externality cost may be reduce by using more ecofriendly fuel system.

  13. Deliberate practice predicts performance over time in adolescent chess players and drop-outs: a linear mixed models analysis.

    de Bruin, Anique B H; Smits, Niels; Rikers, Remy M J P; Schmidt, Henk G


    In this study, the longitudinal relation between deliberate practice and performance in chess was examined using a linear mixed models analysis. The practice activities and performance ratings of young elite chess players, who were either in, or had dropped out of the Dutch national chess training, were analysed since they had started playing chess seriously. The results revealed that deliberate practice (i.e. serious chess study alone and serious chess play) strongly contributed to chess performance. The influence of deliberate practice was not only observable in current performance, but also over chess players' careers. Moreover, although the drop-outs' chess ratings developed more slowly over time, both the persistent and drop-out chess players benefited to the same extent from investments in deliberate practice. Finally, the effect of gender on chess performance proved to be much smaller than the effect of deliberate practice. This study provides longitudinal support for the monotonic benefits assumption of deliberate practice, by showing that over chess players' careers, deliberate practice has a significant effect on performance, and to the same extent for chess players of different ultimate performance levels. The results of this study are not in line with critique raised against the deliberate practice theory that the factors deliberate practice and talent could be confounded.

  14. Comparison of height-diameter models based on geographically weighted regressions and linear mixed modelling applied to large scale forest inventory data

    Quirós Segovia, M.; Condés Ruiz, S.; Drápela, K.


    Aim of the study: The main objective of this study was to test Geographically Weighted Regression (GWR) for developing height-diameter curves for forests on a large scale and to compare it with Linear Mixed Models (LMM). Area of study: Monospecific stands of Pinus halepensis Mill. located in the region of Murcia (Southeast Spain). Materials and Methods: The dataset consisted of 230 sample plots (2582 trees) from the Third Spanish National Forest Inventory (SNFI) randomly split into training data (152 plots) and validation data (78 plots). Two different methodologies were used for modelling local (Petterson) and generalized height-diameter relationships (Cañadas I): GWR, with different bandwidths, and linear mixed models. Finally, the quality of the estimated models was compared throughout statistical analysis. Main results: In general, both LMM and GWR provide better prediction capability when applied to a generalized height-diameter function than when applied to a local one, with R2 values increasing from around 0.6 to 0.7 in the model validation. Bias and RMSE were also lower for the generalized function. However, error analysis showed that there were no large differences between these two methodologies, evidencing that GWR provides results which are as good as the more frequently used LMM methodology, at least when no additional measurements are available for calibrating. Research highlights: GWR is a type of spatial analysis for exploring spatially heterogeneous processes. GWR can model spatial variation in tree height-diameter relationship and its regression quality is comparable to LMM. The advantage of GWR over LMM is the possibility to determine the spatial location of every parameter without additional measurements. Abbreviations: GWR (Geographically Weighted Regression); LMM (Linear Mixed Model); SNFI (Spanish National Forest Inventory). (Author)

  15. Analysis of 24-Hour Ambulatory Blood Pressure Monitoring Data using Orthonormal Polynomials in the Linear Mixed Model

    Edwards, Lloyd J.; Simpson, Sean L.


    The use of 24-hour ambulatory blood pressure monitoring (ABPM) in clinical practice and observational epidemiological studies has grown considerably in the past 25 years. ABPM is a very effective technique for assessing biological, environmental, and drug effects on blood pressure. In order to enhance the effectiveness of ABPM for clinical and observational research studies via analytical and graphical results, developing alternative data analysis approaches are important. The linear mixed mo...

  16. A comparative study of generalized linear mixed modelling and artificial neural network approach for the joint modelling of survival and incidence of Dengue patients in Sri Lanka

    Hapugoda, J. C.; Sooriyarachchi, M. R.


    Survival time of patients with a disease and the incidence of that particular disease (count) is frequently observed in medical studies with the data of a clustered nature. In many cases, though, the survival times and the count can be correlated in a way that, diseases that occur rarely could have shorter survival times or vice versa. Due to this fact, joint modelling of these two variables will provide interesting and certainly improved results than modelling these separately. Authors have previously proposed a methodology using Generalized Linear Mixed Models (GLMM) by joining the Discrete Time Hazard model with the Poisson Regression model to jointly model survival and count model. As Aritificial Neural Network (ANN) has become a most powerful computational tool to model complex non-linear systems, it was proposed to develop a new joint model of survival and count of Dengue patients of Sri Lanka by using that approach. Thus, the objective of this study is to develop a model using ANN approach and compare the results with the previously developed GLMM model. As the response variables are continuous in nature, Generalized Regression Neural Network (GRNN) approach was adopted to model the data. To compare the model fit, measures such as root mean square error (RMSE), absolute mean error (AME) and correlation coefficient (R) were used. The measures indicate the GRNN model fits the data better than the GLMM model.

  17. Modeling Learning in Doubly Multilevel Binary Longitudinal Data Using Generalized Linear Mixed Models: An Application to Measuring and Explaining Word Learning.

    Cho, Sun-Joo; Goodwin, Amanda P


    When word learning is supported by instruction in experimental studies for adolescents, word knowledge outcomes tend to be collected from complex data structure, such as multiple aspects of word knowledge, multilevel reader data, multilevel item data, longitudinal design, and multiple groups. This study illustrates how generalized linear mixed models can be used to measure and explain word learning for data having such complexity. Results from this application provide deeper understanding of word knowledge than could be attained from simpler models and show that word knowledge is multidimensional and depends on word characteristics and instructional contexts.

  18. Transformation of Summary Statistics from Linear Mixed Model Association on All-or-None Traits to Odds Ratio.

    Lloyd-Jones, Luke R; Robinson, Matthew R; Yang, Jian; Visscher, Peter M


    Genome-wide association studies (GWAS) have identified thousands of loci that are robustly associated with complex diseases. The use of linear mixed model (LMM) methodology for GWAS is becoming more prevalent due to its ability to control for population structure and cryptic relatedness and to increase power. The odds ratio (OR) is a common measure of the association of a disease with an exposure ( e.g. , a genetic variant) and is readably available from logistic regression. However, when the LMM is applied to all-or-none traits it provides estimates of genetic effects on the observed 0-1 scale, a different scale to that in logistic regression. This limits the comparability of results across studies, for example in a meta-analysis, and makes the interpretation of the magnitude of an effect from an LMM GWAS difficult. In this study, we derived transformations from the genetic effects estimated under the LMM to the OR that only rely on summary statistics. To test the proposed transformations, we used real genotypes from two large, publicly available data sets to simulate all-or-none phenotypes for a set of scenarios that differ in underlying model, disease prevalence, and heritability. Furthermore, we applied these transformations to GWAS summary statistics for type 2 diabetes generated from 108,042 individuals in the UK Biobank. In both simulation and real-data application, we observed very high concordance between the transformed OR from the LMM and either the simulated truth or estimates from logistic regression. The transformations derived and validated in this study improve the comparability of results from prospective and already performed LMM GWAS on complex diseases by providing a reliable transformation to a common comparative scale for the genetic effects. Copyright © 2018 by the Genetics Society of America.

  19. linear-quadratic-linear model

    Tanwiwat Jaikuna


    Full Text Available Purpose: To develop an in-house software program that is able to calculate and generate the biological dose distribution and biological dose volume histogram by physical dose conversion using the linear-quadratic-linear (LQL model. Material and methods : The Isobio software was developed using MATLAB version 2014b to calculate and generate the biological dose distribution and biological dose volume histograms. The physical dose from each voxel in treatment planning was extracted through Computational Environment for Radiotherapy Research (CERR, and the accuracy was verified by the differentiation between the dose volume histogram from CERR and the treatment planning system. An equivalent dose in 2 Gy fraction (EQD2 was calculated using biological effective dose (BED based on the LQL model. The software calculation and the manual calculation were compared for EQD2 verification with pair t-test statistical analysis using IBM SPSS Statistics version 22 (64-bit. Results: Two and three-dimensional biological dose distribution and biological dose volume histogram were displayed correctly by the Isobio software. Different physical doses were found between CERR and treatment planning system (TPS in Oncentra, with 3.33% in high-risk clinical target volume (HR-CTV determined by D90%, 0.56% in the bladder, 1.74% in the rectum when determined by D2cc, and less than 1% in Pinnacle. The difference in the EQD2 between the software calculation and the manual calculation was not significantly different with 0.00% at p-values 0.820, 0.095, and 0.593 for external beam radiation therapy (EBRT and 0.240, 0.320, and 0.849 for brachytherapy (BT in HR-CTV, bladder, and rectum, respectively. Conclusions : The Isobio software is a feasible tool to generate the biological dose distribution and biological dose volume histogram for treatment plan evaluation in both EBRT and BT.

  20. Development of a shortleaf pine individual-tree growth equation using non-linear mixed modeling techniques

    Chakra B. Budhathoki; Thomas B. Lynch; James M. Guldin


    Nonlinear mixed-modeling methods were used to estimate parameters in an individual-tree basal area growth model for shortleaf pine (Pinus echinata Mill.). Shortleaf pine individual-tree growth data were available from over 200 permanently established 0.2-acre fixed-radius plots located in naturally-occurring even-aged shortleaf pine forests on the...

  1. Group-Level EEG-Processing Pipeline for Flexible Single Trial-Based Analyses Including Linear Mixed Models.

    Frömer, Romy; Maier, Martin; Abdel Rahman, Rasha


    Here we present an application of an EEG processing pipeline customizing EEGLAB and FieldTrip functions, specifically optimized to flexibly analyze EEG data based on single trial information. The key component of our approach is to create a comprehensive 3-D EEG data structure including all trials and all participants maintaining the original order of recording. This allows straightforward access to subsets of the data based on any information available in a behavioral data structure matched with the EEG data (experimental conditions, but also performance indicators, such accuracy or RTs of single trials). In the present study we exploit this structure to compute linear mixed models (LMMs, using lmer in R) including random intercepts and slopes for items. This information can easily be read out from the matched behavioral data, whereas it might not be accessible in traditional ERP approaches without substantial effort. We further provide easily adaptable scripts for performing cluster-based permutation tests (as implemented in FieldTrip), as a more robust alternative to traditional omnibus ANOVAs. Our approach is particularly advantageous for data with parametric within-subject covariates (e.g., performance) and/or multiple complex stimuli (such as words, faces or objects) that vary in features affecting cognitive processes and ERPs (such as word frequency, salience or familiarity), which are sometimes hard to control experimentally or might themselves constitute variables of interest. The present dataset was recorded from 40 participants who performed a visual search task on previously unfamiliar objects, presented either visually intact or blurred. MATLAB as well as R scripts are provided that can be adapted to different datasets.

  2. Local Genealogies in a Linear Mixed Model for Genome-wide Association Mapping in Complex Pedigreed Populations

    Sahana, Goutam; Mailund, Thomas; Lund, Mogens Sandø


    be extended to incorporate other effects in a straightforward and rigorous fashion. Here, we present a complementary approach, called ‘GENMIX (genealogy based mixed model)’ which combines advantages from two powerful GWAS methods: genealogy-based haplotype grouping and MMA. Subjects and Methods: We validated......Introduction: The state-of-the-art for dealing with multiple levels of relationship among the samples in genome-wide association studies (GWAS) is unified mixed model analysis (MMA). This approach is very flexible, can be applied to both family-based and population-based samples, and can...

  3. A mixed integer linear programming model for operational planning of a biodiesel supply chain network from used cooking oil

    Jonrinaldi, Hadiguna, Rika Ampuh; Salastino, Rades


    Environmental consciousness has paid many attention nowadays. It is not only about how to recycle, remanufacture or reuse used end products but it is also how to optimize the operations of the reverse system. A previous research has proposed a design of reverse supply chain of biodiesel network from used cooking oil. However, the research focused on the design of the supply chain strategy not the operations of the supply chain. It only decided how to design the structure of the supply chain in the next few years, and the process of each stage will be conducted in the supply chain system in general. The supply chain system has not considered operational policies to be conducted by the companies in the supply chain. Companies need a policy for each stage of the supply chain operations to be conducted so as to produce the optimal supply chain system, including how to use all the resources that have been designed in order to achieve the objectives of the supply chain system. Therefore, this paper proposes a model to optimize the operational planning of a biodiesel supply chain network from used cooking oil. A mixed integer linear programming is developed to model the operational planning of biodiesel supply chain in order to minimize the total operational cost of the supply chain. Based on the implementation of the model developed, the total operational cost of the biodiesel supply chain incurred by the system is less than the total operational cost of supply chain based on the previous research during seven days of operational planning about amount of 2,743,470.00 or 0.186%. Production costs contributed to 74.6 % of total operational cost and the cost of purchasing the used cooking oil contributed to 24.1 % of total operational cost. So, the system should pay more attention to these two aspects as changes in the value of these aspects will cause significant effects to the change in the total operational cost of the supply chain.

  4. Advantage of make-to-stock strategy based on linear mixed-effect model: a comparison with regression, autoregressive, times series, and exponential smoothing models

    Yu-Pin Liao


    Full Text Available In the past few decades, demand forecasting has become relatively difficult due to rapid changes in the global environment. This research illustrates the use of the make-to-stock (MTS production strategy in order to explain how forecasting plays an essential role in business management. The linear mixed-effect (LME model has been extensively developed and is widely applied in various fields. However, no study has used the LME model for business forecasting. We suggest that the LME model be used as a tool for prediction and to overcome environment complexity. The data analysis is based on real data in an international display company, where the company needs accurate demand forecasting before adopting a MTS strategy. The forecasting result from the LME model is compared to the commonly used approaches, including the regression model, autoregressive model, times series model, and exponential smoothing model, with the results revealing that prediction performance provided by the LME model is more stable than using the other methods. Furthermore, product types in the data are regarded as a random effect in the LME model, hence demands of all types can be predicted simultaneously using a single LME model. However, some approaches require splitting the data into different type categories, and then predicting the type demand by establishing a model for each type. This feature also demonstrates the practicability of the LME model in real business operations.

  5. Solving a mixed-integer linear programming model for a multi-skilled project scheduling problem by simulated annealing

    H Kazemipoor


    Full Text Available A multi-skilled project scheduling problem (MSPSP has been generally presented to schedule a project with staff members as resources. Each activity in project network requires different skills and also staff members have different skills, too. This causes the MSPSP becomes a special type of a multi-mode resource-constrained project scheduling problem (MM-RCPSP with a huge number of modes. Given the importance of this issue, in this paper, a mixed integer linear programming for the MSPSP is presented. Due to the complexity of the problem, a meta-heuristic algorithm is proposed in order to find near optimal solutions. To validate performance of the algorithm, results are compared against exact solutions solved by the LINGO solver. The results are promising and show that optimal or near-optimal solutions are derived for small instances and good solutions for larger instances in reasonable time.

  6. Mixed models for predictive modeling in actuarial science

    Antonio, K.; Zhang, Y.


    We start with a general discussion of mixed (also called multilevel) models and continue with illustrating specific (actuarial) applications of this type of models. Technical details on (linear, generalized, non-linear) mixed models follow: model assumptions, specifications, estimation techniques

  7. Visualizing multifactorial and multi-attribute effect sizes in linear mixed models with a view towards sensometrics

    and straightforward idea is to interpret effects relative to the residual error and to choose the proper effect size measure. For multi-attribute bar plots of F-statistics this amounts, in balanced settings, to a simple transformation of the bar heights to get them transformed into depicting what can be seen...... on a multifactorial sensory profile data set and compared to actual d-prime calculations based on ordinal regression modelling through the ordinal package. A generic ``plug-in'' implementation of the method is given in the SensMixed package, which again depends on the lmerTest package. We discuss and clarify the bias...

  8. Linear models with R

    Faraway, Julian J


    A Hands-On Way to Learning Data AnalysisPart of the core of statistics, linear models are used to make predictions and explain the relationship between the response and the predictors. Understanding linear models is crucial to a broader competence in the practice of statistics. Linear Models with R, Second Edition explains how to use linear models in physical science, engineering, social science, and business applications. The book incorporates several improvements that reflect how the world of R has greatly expanded since the publication of the first edition.New to the Second EditionReorganiz

  9. Foundations of linear and generalized linear models

    Agresti, Alan


    A valuable overview of the most important ideas and results in statistical analysis Written by a highly-experienced author, Foundations of Linear and Generalized Linear Models is a clear and comprehensive guide to the key concepts and results of linear statistical models. The book presents a broad, in-depth overview of the most commonly used statistical models by discussing the theory underlying the models, R software applications, and examples with crafted models to elucidate key ideas and promote practical model building. The book begins by illustrating the fundamentals of linear models,

  10. Linear mixed-effects models to describe length-weight relationships for yellow croaker (Larimichthys Polyactis) along the north coast of China.

    Ma, Qiuyun; Jiao, Yan; Ren, Yiping


    In this study, length-weight relationships and relative condition factors were analyzed for Yellow Croaker (Larimichthys polyactis) along the north coast of China. Data covered six regions from north to south: Yellow River Estuary, Coastal Waters of Northern Shandong, Jiaozhou Bay, Coastal Waters of Qingdao, Haizhou Bay, and South Yellow Sea. In total 3,275 individuals were collected during six years (2008, 2011-2015). One generalized linear model, two simply linear models and nine linear mixed effect models that applied the effects from regions and/or years to coefficient a and/or the exponent b were studied and compared. Among these twelve models, the linear mixed effect model with random effects from both regions and years fit the data best, with lowest Akaike information criterion value and mean absolute error. In this model, the estimated a was 0.0192, with 95% confidence interval 0.0178~0.0308, and the estimated exponent b was 2.917 with 95% confidence interval 2.731~2.945. Estimates for a and b with the random effects in intercept and coefficient from Region and Year, ranged from 0.013 to 0.023 and from 2.835 to 3.017, respectively. Both regions and years had effects on parameters a and b, while the effects from years were shown to be much larger than those from regions. Except for Coastal Waters of Northern Shandong, a decreased from north to south. Condition factors relative to reference years of 1960, 1986, 2005, 2007, 2008~2009 and 2010 revealed that the body shape of Yellow Croaker became thinner in recent years. Furthermore relative condition factors varied among months, years, regions and length. The values of a and relative condition factors decreased, when the environmental pollution became worse, therefore, length-weight relationships could be an indicator for the environment quality. Results from this study provided basic description of current condition of Yellow Croaker along the north coast of China.

  11. Local genealogies in a linear mixed model for genome-wide association mapping in complex pedigreed populations.

    Goutam Sahana

    Full Text Available INTRODUCTION: The state-of-the-art for dealing with multiple levels of relationship among the samples in genome-wide association studies (GWAS is unified mixed model analysis (MMA. This approach is very flexible, can be applied to both family-based and population-based samples, and can be extended to incorporate other effects in a straightforward and rigorous fashion. Here, we present a complementary approach, called 'GENMIX (genealogy based mixed model' which combines advantages from two powerful GWAS methods: genealogy-based haplotype grouping and MMA. SUBJECTS AND METHODS: We validated GENMIX using genotyping data of Danish Jersey cattle and simulated phenotype and compared to the MMA. We simulated scenarios for three levels of heritability (0.21, 0.34, and 0.64, seven levels of MAF (0.05, 0.10, 0.15, 0.20, 0.25, 0.35, and 0.45 and five levels of QTL effect (0.1, 0.2, 0.5, 0.7 and 1.0 in phenotypic standard deviation unit. Each of these 105 possible combinations (3 h(2 x 7 MAF x 5 effects of scenarios was replicated 25 times. RESULTS: GENMIX provides a better ranking of markers close to the causative locus' location. GENMIX outperformed MMA when the QTL effect was small and the MAF at the QTL was low. In scenarios where MAF was high or the QTL affecting the trait had a large effect both GENMIX and MMA performed similarly. CONCLUSION: In discovery studies, where high-ranking markers are identified and later examined in validation studies, we therefore expect GENMIX to enrich candidates brought to follow-up studies with true positives over false positives more than the MMA would.

  12. Use of non-linear mixed-effects modelling and regression analysis to predict the number of somatic coliphages by plaque enumeration after 3 hours of incubation.

    Mendez, Javier; Monleon-Getino, Antonio; Jofre, Juan; Lucena, Francisco


    The present study aimed to establish the kinetics of the appearance of coliphage plaques using the double agar layer titration technique to evaluate the feasibility of using traditional coliphage plaque forming unit (PFU) enumeration as a rapid quantification method. Repeated measurements of the appearance of plaques of coliphages titrated according to ISO 10705-2 at different times were analysed using non-linear mixed-effects regression to determine the most suitable model of their appearance kinetics. Although this model is adequate, to simplify its applicability two linear models were developed to predict the numbers of coliphages reliably, using the PFU counts as determined by the ISO after only 3 hours of incubation. One linear model, when the number of plaques detected was between 4 and 26 PFU after 3 hours, had a linear fit of: (1.48 × Counts 3 h + 1.97); and the other, values >26 PFU, had a fit of (1.18 × Counts 3 h + 2.95). If the number of plaques detected was PFU after 3 hours, we recommend incubation for (18 ± 3) hours. The study indicates that the traditional coliphage plating technique has a reasonable potential to provide results in a single working day without the need to invest in additional laboratory equipment.

  13. A mixed integer linear program for an integrated fishery | Hasan ...

    ... and labour allocation of quota based integrated fisheries. We demonstrate the workability of our model with a numerical example and sensitivity analysis based on data obtained from one of the major fisheries in New Zealand. Keywords: mixed integer linear program, fishing, trawler scheduling, processing, quotas ORiON: ...

  14. Dimension of linear models

    Høskuldsson, Agnar


    Determination of the proper dimension of a given linear model is one of the most important tasks in the applied modeling work. We consider here eight criteria that can be used to determine the dimension of the model, or equivalently, the number of components to use in the model. Four of these cri......Determination of the proper dimension of a given linear model is one of the most important tasks in the applied modeling work. We consider here eight criteria that can be used to determine the dimension of the model, or equivalently, the number of components to use in the model. Four...... the basic problems in determining the dimension of linear models. Then each of the eight measures are treated. The results are illustrated by examples....

  15. Application of Linear Mixed-Effects Models in Human Neuroscience Research: A Comparison with Pearson Correlation in Two Auditory Electrophysiology Studies.

    Koerner, Tess K; Zhang, Yang


    Neurophysiological studies are often designed to examine relationships between measures from different testing conditions, time points, or analysis techniques within the same group of participants. Appropriate statistical techniques that can take into account repeated measures and multivariate predictor variables are integral and essential to successful data analysis and interpretation. This work implements and compares conventional Pearson correlations and linear mixed-effects (LME) regression models using data from two recently published auditory electrophysiology studies. For the specific research questions in both studies, the Pearson correlation test is inappropriate for determining strengths between the behavioral responses for speech-in-noise recognition and the multiple neurophysiological measures as the neural responses across listening conditions were simply treated as independent measures. In contrast, the LME models allow a systematic approach to incorporate both fixed-effect and random-effect terms to deal with the categorical grouping factor of listening conditions, between-subject baseline differences in the multiple measures, and the correlational structure among the predictor variables. Together, the comparative data demonstrate the advantages as well as the necessity to apply mixed-effects models to properly account for the built-in relationships among the multiple predictor variables, which has important implications for proper statistical modeling and interpretation of human behavior in terms of neural correlates and biomarkers.

  16. Dimension of linear models

    Høskuldsson, Agnar


    Determination of the proper dimension of a given linear model is one of the most important tasks in the applied modeling work. We consider here eight criteria that can be used to determine the dimension of the model, or equivalently, the number of components to use in the model. Four...... the basic problems in determining the dimension of linear models. Then each of the eight measures are treated. The results are illustrated by examples....... of these criteria are widely used ones, while the remaining four are ones derived from the H-principle of mathematical modeling. Many examples from practice show that the criteria derived from the H-principle function better than the known and popular criteria for the number of components. We shall briefly review...

  17. Non linear viscoelastic models

    Agerkvist, Finn T.


    Viscoelastic eects are often present in loudspeaker suspensions, this can be seen in the displacement transfer function which often shows a frequency dependent value below the resonance frequency. In this paper nonlinear versions of the standard linear solid model (SLS) are investigated....... The simulations show that the nonlinear version of the Maxwell SLS model can result in a time dependent small signal stiness while the Kelvin Voight version does not....

  18. Using a generalized linear mixed model approach to explore the role of age, motor proficiency, and cognitive styles in children's reach estimation accuracy.

    Caçola, Priscila M; Pant, Mohan D


    The purpose was to use a multi-level statistical technique to analyze how children's age, motor proficiency, and cognitive styles interact to affect accuracy on reach estimation tasks via Motor Imagery and Visual Imagery. Results from the Generalized Linear Mixed Model analysis (GLMM) indicated that only the 7-year-old age group had significant random intercepts for both tasks. Motor proficiency predicted accuracy in reach tasks, and cognitive styles (object scale) predicted accuracy in the motor imagery task. GLMM analysis is suitable to explore age and other parameters of development. In this case, it allowed an assessment of motor proficiency interacting with age to shape how children represent, plan, and act on the environment.

  19. A comparison of approaches for simultaneous inference of fixed effects for multiple outcomes using linear mixed models

    Jensen, Signe Marie; Ritz, Christian


    Longitudinal studies with multiple outcomes often pose challenges for the statistical analysis. A joint model including all outcomes has the advantage of incorporating the simultaneous behavior but is often difficult to fit due to computational challenges. We consider 2 alternative approaches to ......, pairwise fitting shows a larger loss in efficiency than the marginal models approach. Using an alternative to the joint modelling strategy will lead to some but not necessarily a large loss of efficiency for small sample sizes....

  20. Estimate the time varying brain receptor occupancy in PET imaging experiments using non-linear fixed and mixed effect modeling approach

    Zamuner, Stefano; Gomeni, Roberto; Bye, Alan


    Positron-Emission Tomography (PET) is an imaging technology currently used in drug development as a non-invasive measure of drug distribution and interaction with biochemical target system. The level of receptor occupancy achieved by a compound can be estimated by comparing time-activity measurements in an experiment done using tracer alone with the activity measured when the tracer is given following administration of unlabelled compound. The effective use of this surrogate marker as an enabling tool for drug development requires the definition of a model linking the brain receptor occupancy with the fluctuation of plasma concentrations. However, the predictive performance of such a model is strongly related to the precision on the estimate of receptor occupancy evaluated in PET scans collected at different times following drug treatment. Several methods have been proposed for the analysis and the quantification of the ligand-receptor interactions investigated from PET data. The aim of the present study is to evaluate alternative parameter estimation strategies based on the use of non-linear mixed effect models allowing to account for intra and inter-subject variability on the time-activity and for covariates potentially explaining this variability. A comparison of the different modeling approaches is presented using real data. The results of this comparison indicates that the mixed effect approach with a primary model partitioning the variance in term of Inter-Individual Variability (IIV) and Inter-Occasion Variability (IOV) and a second stage model relating the changes on binding potential to the dose of unlabelled drug is definitely the preferred approach

  1. A comparison of mixed-integer linear programming models for workforce scheduling with position-dependent processing times

    Moreno-Camacho, Carlos A.; Montoya-Torres, Jairo R.; Vélez-Gallego, Mario C.


    Only a few studies in the available scientific literature address the problem of having a group of workers that do not share identical levels of productivity during the planning horizon. This study considers a workforce scheduling problem in which the actual processing time is a function of the scheduling sequence to represent the decline in workers' performance, evaluating two classical performance measures separately: makespan and maximum tardiness. Several mathematical models are compared with each other to highlight the advantages of each approach. The mathematical models are tested with randomly generated instances available from a public e-library.

  2. A mixed integer linear programming model to reconstruct phylogenies from single nucleotide polymorphism haplotypes under the maximum parsimony criterion


    that these constraints can often lead to significant reductions in the gap between the optimal solution and its non-integral linear programming bound relative to the prior art as well as often substantially faster processing of moderately hard problem instances. Conclusion We provide an indication of the conditions under which such an optimal enumeration approach is likely to be feasible, suggesting that these strategies are usable for relatively large numbers of taxa, although with stricter limits on numbers of variable sites. The work thus provides methodology suitable for provably optimal solution of some harder instances that resist all prior approaches. PMID:23343437

  3. Modeling and simulation of protein elution in linear pH and salt gradients on weak, strong and mixed cation exchange resins applying an extended Donnan ion exchange model.

    Wittkopp, Felix; Peeck, Lars; Hafner, Mathias; Frech, Christian


    Process development and characterization based on mathematic modeling provides several advantages and has been applied more frequently over the last few years. In this work, a Donnan equilibrium ion exchange (DIX) model is applied for modelling and simulation of ion exchange chromatography of a monoclonal antibody in linear chromatography. Four different cation exchange resin prototypes consisting of weak, strong and mixed ligands are characterized using pH and salt gradient elution experiments applying the extended DIX model. The modelling results are compared with the results using a classic stoichiometric displacement model. The Donnan equilibrium model is able to describe all four prototype resins while the stoichiometric displacement model fails for the weak and mixed weak/strong ligands. Finally, in silico chromatogram simulations of pH and pH/salt dual gradients are performed to verify the results and to show the consistency of the developed model. Copyright © 2018 Elsevier B.V. All rights reserved.

  4. A mixed integer linear programming model for integrating thermodynamic cycles for waste heat exploitation in process sites

    Oluleye, Gbemi; Smith, Robin


    Highlights: • MILP model developed for integration of waste heat recovery technologies in process sites. • Five thermodynamic cycles considered for exploitation of industrial waste heat. • Temperature and quantity of multiple waste heat sources considered. • Interactions with the site utility system considered. • Industrial case study presented to illustrate application of the proposed methodology. - Abstract: Thermodynamic cycles such as organic Rankine cycles, absorption chillers, absorption heat pumps, absorption heat transformers, and mechanical heat pumps are able to utilize wasted thermal energy in process sites for the generation of electrical power, chilling and heat at a higher temperature. In this work, a novel systematic framework is presented for optimal integration of these technologies in process sites. The framework is also used to assess the best design approach for integrating waste heat recovery technologies in process sites, i.e. stand-alone integration or a systems-oriented integration. The developed framework allows for: (1) selection of one or more waste heat sources (taking into account the temperatures and thermal energy content), (2) selection of one or more technology options and working fluids, (3) selection of end-uses of recovered energy, (4) exploitation of interactions with the existing site utility system and (5) the potential for heat recovery via heat exchange is also explored. The methodology is applied to an industrial case study. Results indicate a systems-oriented design approach reduces waste heat by 24%; fuel consumption by 54% and CO_2 emissions by 53% with a 2 year payback, and stand-alone design approach reduces waste heat by 12%; fuel consumption by 29% and CO_2 emissions by 20.5% with a 4 year payback. Therefore, benefits from waste heat utilization increase when interactions between the existing site utility system and the waste heat recovery technologies are explored simultaneously. The case study also shows

  5. The coefficient of determination R2 and intra-class correlation coefficient from generalized linear mixed-effects models revisited and expanded.

    Nakagawa, Shinichi; Johnson, Paul C D; Schielzeth, Holger


    The coefficient of determination R 2 quantifies the proportion of variance explained by a statistical model and is an important summary statistic of biological interest. However, estimating R 2 for generalized linear mixed models (GLMMs) remains challenging. We have previously introduced a version of R 2 that we called [Formula: see text] for Poisson and binomial GLMMs, but not for other distributional families. Similarly, we earlier discussed how to estimate intra-class correlation coefficients (ICCs) using Poisson and binomial GLMMs. In this paper, we generalize our methods to all other non-Gaussian distributions, in particular to negative binomial and gamma distributions that are commonly used for modelling biological data. While expanding our approach, we highlight two useful concepts for biologists, Jensen's inequality and the delta method, both of which help us in understanding the properties of GLMMs. Jensen's inequality has important implications for biologically meaningful interpretation of GLMMs, whereas the delta method allows a general derivation of variance associated with non-Gaussian distributions. We also discuss some special considerations for binomial GLMMs with binary or proportion data. We illustrate the implementation of our extension by worked examples from the field of ecology and evolution in the R environment. However, our method can be used across disciplines and regardless of statistical environments. © 2017 The Author(s).

  6. Multivariate covariance generalized linear models

    Bonat, W. H.; Jørgensen, Bent


    are fitted by using an efficient Newton scoring algorithm based on quasi-likelihood and Pearson estimating functions, using only second-moment assumptions. This provides a unified approach to a wide variety of types of response variables and covariance structures, including multivariate extensions......We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models, designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation structures defined in terms of a covariance link...... function combined with a matrix linear predictor involving known matrices. The method is motivated by three data examples that are not easily handled by existing methods. The first example concerns multivariate count data, the second involves response variables of mixed types, combined with repeated...

  7. Variable Selection in Heterogeneous Datasets: A Truncated-rank Sparse Linear Mixed Model with Applications to Genome-wide Association Studies.

    Wang, Haohan; Aragam, Bryon; Xing, Eric P


    A fundamental and important challenge in modern datasets of ever increasing dimensionality is variable selection, which has taken on renewed interest recently due to the growth of biological and medical datasets with complex, non-i.i.d. structures. Naïvely applying classical variable selection methods such as the Lasso to such datasets may lead to a large number of false discoveries. Motivated by genome-wide association studies in genetics, we study the problem of variable selection for datasets arising from multiple subpopulations, when this underlying population structure is unknown to the researcher. We propose a unified framework for sparse variable selection that adaptively corrects for population structure via a low-rank linear mixed model. Most importantly, the proposed method does not require prior knowledge of sample structure in the data and adaptively selects a covariance structure of the correct complexity. Through extensive experiments, we illustrate the effectiveness of this framework over existing methods. Further, we test our method on three different genomic datasets from plants, mice, and human, and discuss the knowledge we discover with our method. Copyright © 2018. Published by Elsevier Inc.

  8. Experimental Effects and Individual Differences in Linear Mixed Models: Estimating the Relationship between Spatial, Object, and Attraction Effects in Visual Attention

    Kliegl, Reinhold; Wei, Ping; Dambacher, Michael; Yan, Ming; Zhou, Xiaolin


    Linear mixed models (LMMs) provide a still underused methodological perspective on combining experimental and individual-differences research. Here we illustrate this approach with two-rectangle cueing in visual attention (Egly et al., 1994). We replicated previous experimental cue-validity effects relating to a spatial shift of attention within an object (spatial effect), to attention switch between objects (object effect), and to the attraction of attention toward the display centroid (attraction effect), also taking into account the design-inherent imbalance of valid and other trials. We simultaneously estimated variance/covariance components of subject-related random effects for these spatial, object, and attraction effects in addition to their mean reaction times (RTs). The spatial effect showed a strong positive correlation with mean RT and a strong negative correlation with the attraction effect. The analysis of individual differences suggests that slow subjects engage attention more strongly at the cued location than fast subjects. We compare this joint LMM analysis of experimental effects and associated subject-related variances and correlations with two frequently used alternative statistical procedures. PMID:21833292

  9. Mixtures of Berkson and classical covariate measurement error in the linear mixed model: Bias analysis and application to a study on ultrafine particles.

    Deffner, Veronika; Küchenhoff, Helmut; Breitner, Susanne; Schneider, Alexandra; Cyrys, Josef; Peters, Annette


    The ultrafine particle measurements in the Augsburger Umweltstudie, a panel study conducted in Augsburg, Germany, exhibit measurement error from various sources. Measurements of mobile devices show classical possibly individual-specific measurement error; Berkson-type error, which may also vary individually, occurs, if measurements of fixed monitoring stations are used. The combination of fixed site and individual exposure measurements results in a mixture of the two error types. We extended existing bias analysis approaches to linear mixed models with a complex error structure including individual-specific error components, autocorrelated errors, and a mixture of classical and Berkson error. Theoretical considerations and simulation results show, that autocorrelation may severely change the attenuation of the effect estimations. Furthermore, unbalanced designs and the inclusion of confounding variables influence the degree of attenuation. Bias correction with the method of moments using data with mixture measurement error partially yielded better results compared to the usage of incomplete data with classical error. Confidence intervals (CIs) based on the delta method achieved better coverage probabilities than those based on Bootstrap samples. Moreover, we present the application of these new methods to heart rate measurements within the Augsburger Umweltstudie: the corrected effect estimates were slightly higher than their naive equivalents. The substantial measurement error of ultrafine particle measurements has little impact on the results. The developed methodology is generally applicable to longitudinal data with measurement error. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  10. A primer on linear models

    Monahan, John F


    Preface Examples of the General Linear Model Introduction One-Sample Problem Simple Linear Regression Multiple Regression One-Way ANOVA First Discussion The Two-Way Nested Model Two-Way Crossed Model Analysis of Covariance Autoregression Discussion The Linear Least Squares Problem The Normal Equations The Geometry of Least Squares Reparameterization Gram-Schmidt Orthonormalization Estimability and Least Squares Estimators Assumptions for the Linear Mean Model Confounding, Identifiability, and Estimability Estimability and Least Squares Estimators F

  11. A property of assignment type mixed integer linear programming problems

    Benders, J.F.; van Nunen, J.A.E.E.


    In this paper we will proof that rather tight upper bounds can be given for the number of non-unique assignments that are achieved after solving the linear programming relaxation of some types of mixed integer linear assignment problems. Since in these cases the number of splitted assignments is

  12. Income and health-related quality of life among prostate cancer patients over a one-year period after radical prostatectomy: a linear mixed model analysis.

    Klein, Jens; Lüdecke, Daniel; Hofreuter-Gätgens, Kerstin; Fisch, Margit; Graefen, Markus; von dem Knesebeck, Olaf


    To examine income-related disparities in health-related quality of life (HRQOL) over a one-year period after surgery (radical prostatectomy) and its contributory factors in a longitudinal perspective. Evidence of associations between income and HRQOL among patients with prostate cancer (PCa) is sparse and their explanations still remain unclear. 246 males of two German hospitals filled out a questionnaire at the time of acute treatment, 6 and 12 months later. Age, partnership status, baseline disease and treatment factors, physical and psychological comorbidities, as well as treatment factors and adverse effects at follow-up were additionally included in the analyses to explain potential disparities. HRQOL was assessed with the EORTC (European Organisation for Research and Treatment of Cancer) QLQ-C30 core questionnaire and the prostate-specific QLQ-PR25. A linear mixed model for repeated measures was calculated. The fixed effects showed highly significant income-related inequalities regarding the majority of HRQOL scales. Less affluent PCa patients reported lower HRQOL in terms of global quality of life, all functional scales and urinary symptoms. After introducing relevant covariates, some associations became insignificant (physical, cognitive and sexual function), while others only showed reduced estimates (global quality of life, urinary symptoms, role, emotional and social function). In particular, mental disorders/psychological comorbidity played a relevant role in the explanation of income-related disparities. One year after surgery, income-related disparities in various dimensions of HRQOL persist. With respect to economically disadvantaged PCa patients, the findings emphasize the importance of continuous psychosocial screening and tailored interventions, of patients' empowerment and improved access to supportive care.

  13. Dynamic Linear Models with R

    Campagnoli, Patrizia; Petris, Giovanni


    State space models have gained tremendous popularity in as disparate fields as engineering, economics, genetics and ecology. Introducing general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. It illustrates the fundamental steps needed to use dynamic linear models in practice, using R package.


    Lee, S; Richard Dimenna, R; David Tamburello, D


    The process of recovering the waste in storage tanks at the Savannah River Site (SRS) typically requires mixing the contents of the tank with one to four dual-nozzle jet mixers located within the tank. The typical criteria to establish a mixed condition in a tank are based on the number of pumps in operation and the time duration of operation. To ensure that a mixed condition is achieved, operating times are set conservatively long. This approach results in high operational costs because of the long mixing times and high maintenance and repair costs for the same reason. A significant reduction in both of these costs might be realized by reducing the required mixing time based on calculating a reliable indicator of mixing with a suitably validated computer code. The work described in this report establishes the basis for further development of the theory leading to the identified mixing indicators, the benchmark analyses demonstrating their consistency with widely accepted correlations, and the application of those indicators to SRS waste tanks to provide a better, physically based estimate of the required mixing time. Waste storage tanks at SRS contain settled sludge which varies in height from zero to 10 ft. The sludge has been characterized and modeled as micron-sized solids, typically 1 to 5 microns, at weight fractions as high as 20 to 30 wt%, specific gravities to 1.4, and viscosities up to 64 cp during motion. The sludge is suspended and mixed through the use of submersible slurry jet pumps. To suspend settled sludge, water is added to the tank as a slurry medium and stirred with the jet pump. Although there is considerable technical literature on mixing and solid suspension in agitated tanks, very little literature has been published on jet mixing in a large-scale tank. If shorter mixing times can be shown to support Defense Waste Processing Facility (DWPF) or other feed requirements, longer pump lifetimes can be achieved with associated operational cost and


    Lee, S; Richard Dimenna, R; David Tamburello, D


    The process of recovering the waste in storage tanks at the Savannah River Site (SRS) typically requires mixing the contents of the tank with one to four dual-nozzle jet mixers located within the tank. The typical criteria to establish a mixed condition in a tank are based on the number of pumps in operation and the time duration of operation. To ensure that a mixed condition is achieved, operating times are set conservatively long. This approach results in high operational costs because of the long mixing times and high maintenance and repair costs for the same reason. A significant reduction in both of these costs might be realized by reducing the required mixing time based on calculating a reliable indicator of mixing with a suitably validated computer code. The work described in this report establishes the basis for further development of the theory leading to the identified mixing indicators, the benchmark analyses demonstrating their consistency with widely accepted correlations, and the application of those indicators to SRS waste tanks to provide a better, physically based estimate of the required mixing time. Waste storage tanks at SRS contain settled sludge which varies in height from zero to 10 ft. The sludge has been characterized and modeled as micron-sized solids, typically 1 to 5 microns, at weight fractions as high as 20 to 30 wt%, specific gravities to 1.4, and viscosities up to 64 cp during motion. The sludge is suspended and mixed through the use of submersible slurry jet pumps. To suspend settled sludge, water is added to the tank as a slurry medium and stirred with the jet pump. Although there is considerable technical literature on mixing and solid suspension in agitated tanks, very little literature has been published on jet mixing in a large-scale tank. If shorter mixing times can be shown to support Defense Waste Processing Facility (DWPF) or other feed requirements, longer pump lifetimes can be achieved with associated operational cost and


    Lee, S; Dimenna, R; Tamburello, D


    height from zero to 10 ft. The sludge has been characterized and modeled as micron-sized solids, typically 1 to 5 microns, at weight fractions as high as 20 to 30 wt%, specific gravities to 1.4, and viscosities up to 64 cp during motion. The sludge is suspended and mixed through the use of submersible slurry jet pumps. To suspend settled sludge, water is added to the tank as a slurry medium and stirred with the jet pump. Although there is considerable technical literature on mixing and solid suspension in agitated tanks, very little literature has been published on jet mixing in a large-scale tank. One of the main objectives in the waste processing is to provide feed of a uniform slurry composition at a certain weight percentage (e.g. typically {approx}13 wt% at SRS) over an extended period of time. In preparation of the sludge for slurrying, several important questions have been raised with regard to sludge suspension and mixing of the solid suspension in the bulk of the tank: (1) How much time is required to prepare a slurry with a uniform solid composition? (2) How long will it take to suspend and mix the sludge for uniform composition in any particular waste tank? (3) What are good mixing indicators to answer the questions concerning sludge mixing stated above in a general fashion applicable to any waste tank/slurry pump geometry and fluid/sludge combination?

  17. Parkinson Symptoms and Health Related Quality of Life as Predictors of Costs: A Longitudinal Observational Study with Linear Mixed Model Analysis.

    Pablo Martinez-Martín

    Full Text Available To estimate the magnitude in which Parkinson's disease (PD symptoms and health- related quality of life (HRQoL determined PD costs over a 4-year period.Data collected during 3-month, each year, for 4 years, from the ELEP study, included sociodemographic, clinical and use of resources information. Costs were calculated yearly, as mean 3-month costs/patient and updated to Spanish €, 2012. Mixed linear models were performed to analyze total, direct and indirect costs based on symptoms and HRQoL.One-hundred and seventy four patients were included. Mean (SD age: 63 (11 years, mean (SD disease duration: 8 (6 years. Ninety-three percent were HY I, II or III (mild or moderate disease. Forty-nine percent remained in the same stage during the study period. Clinical evaluation and HRQoL scales showed relatively slight changes over time, demonstrating a stable group overall. Mean (SD PD total costs augmented 92.5%, from € 2,082.17 (€ 2,889.86 in year 1 to € 4,008.6 (€ 7,757.35 in year 4. Total, direct and indirect cost incremented 45.96%, 35.63%, and 69.69% for mild disease, respectively, whereas increased 166.52% for total, 55.68% for direct and 347.85% for indirect cost in patients with moderate PD. For severe patients, cost remained almost the same throughout the study. For each additional point in the SCOPA-Motor scale total costs increased € 75.72 (p = 0.0174; for each additional point on SCOPA-Motor and the SCOPA-COG, direct costs incremented € 49.21 (p = 0.0094 and € 44.81 (p = 0.0404, respectively; and for each extra point on the pain scale, indirect costs increased € 16.31 (p = 0.0228.PD is an expensive disease in Spain. Disease progression and severity as well as motor and cognitive dysfunctions are major drivers of costs increments. Therapeutic measures aimed at controlling progression and symptoms could help contain disease expenses.

  18. Introduction to generalized linear models

    Dobson, Annette J


    Introduction Background Scope Notation Distributions Related to the Normal Distribution Quadratic Forms Estimation Model Fitting Introduction Examples Some Principles of Statistical Modeling Notation and Coding for Explanatory Variables Exponential Family and Generalized Linear Models Introduction Exponential Family of Distributions Properties of Distributions in the Exponential Family Generalized Linear Models Examples Estimation Introduction Example: Failure Times for Pressure Vessels Maximum Likelihood Estimation Poisson Regression Example Inference Introduction Sampling Distribution for Score Statistics Taylor Series Approximations Sampling Distribution for MLEs Log-Likelihood Ratio Statistic Sampling Distribution for the Deviance Hypothesis Testing Normal Linear Models Introduction Basic Results Multiple Linear Regression Analysis of Variance Analysis of Covariance General Linear Models Binary Variables and Logistic Regression Probability Distributions ...

  19. (Non) linear regression modelling

    Cizek, P.; Gentle, J.E.; Hardle, W.K.; Mori, Y.


    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


    Thiago Augusto da Cunha


    Full Text Available Reliable growth data from trees are important to establish a rational forest management. Characteristics from trees, like the size, crown architecture and competition indices have been used to mathematically describe the increment efficiently when associated with them. However, the precise role of these effects in the growth-modeling destined to tropical trees needs to be further studied. Here it is reconstructed the basal area increment (BAI of individual Cedrela odorata trees, sampled at Amazon forest, to develop a growth- model using potential-predictors like: (1 classical tree size; (2 morphometric data; (3 competition and (4 social position including liana loads. Despite the large variation in tree size and growth, we observed that these kinds of predictor variables described well the BAI in level of individual tree. The fitted mixed model achieve a high efficiency (R2=92.7 % and predicted 3-years BAI over bark for trees of Cedrela odorata ranging from 10 to 110 cm at diameter at breast height. Tree height, steam slenderness and crown formal demonstrated high influence in the BAI growth model and explaining most of the growth variance (Partial R2=87.2%. Competition variables had negative influence on the BAI, however, explained about 7% of the total variation. The introduction of a random parameter on the regressions model (mixed modelprocedure has demonstrated a better significance approach to the data observed and showed more realistic predictions than the fixed model.

  1. System equivalent model mixing

    Klaassen, Steven W. B.; van der Seijs, Maarten V.; de Klerk, Dennis


    This paper introduces SEMM: a method based on Frequency Based Substructuring (FBS) techniques that enables the construction of hybrid dynamic models. With System Equivalent Model Mixing (SEMM) frequency based models, either of numerical or experimental nature, can be mixed to form a hybrid model. This model follows the dynamic behaviour of a predefined weighted master model. A large variety of applications can be thought of, such as the DoF-space expansion of relatively small experimental models using numerical models, or the blending of different models in the frequency spectrum. SEMM is outlined, both mathematically and conceptually, based on a notation commonly used in FBS. A critical physical interpretation of the theory is provided next, along with a comparison to similar techniques; namely DoF expansion techniques. SEMM's concept is further illustrated by means of a numerical example. It will become apparent that the basic method of SEMM has some shortcomings which warrant a few extensions to the method. One of the main applications is tested in a practical case, performed on a validated benchmark structure; it will emphasize the practicality of the method.

  2. Learning oncogenetic networks by reducing to mixed integer linear programming.

    Shahrabi Farahani, Hossein; Lagergren, Jens


    Cancer can be a result of accumulation of different types of genetic mutations such as copy number aberrations. The data from tumors are cross-sectional and do not contain the temporal order of the genetic events. Finding the order in which the genetic events have occurred and progression pathways are of vital importance in understanding the disease. In order to model cancer progression, we propose Progression Networks, a special case of Bayesian networks, that are tailored to model disease progression. Progression networks have similarities with Conjunctive Bayesian Networks (CBNs) [1],a variation of Bayesian networks also proposed for modeling disease progression. We also describe a learning algorithm for learning Bayesian networks in general and progression networks in particular. We reduce the hard problem of learning the Bayesian and progression networks to Mixed Integer Linear Programming (MILP). MILP is a Non-deterministic Polynomial-time complete (NP-complete) problem for which very good heuristics exists. We tested our algorithm on synthetic and real cytogenetic data from renal cell carcinoma. We also compared our learned progression networks with the networks proposed in earlier publications. The software is available on the website

  3. Explorative methods in linear models

    Høskuldsson, Agnar


    The author has developed the H-method of mathematical modeling that builds up the model by parts, where each part is optimized with respect to prediction. Besides providing with better predictions than traditional methods, these methods provide with graphic procedures for analyzing different feat...... features in data. These graphic methods extend the well-known methods and results of Principal Component Analysis to any linear model. Here the graphic procedures are applied to linear regression and Ridge Regression....

  4. Optimization of the time series NDVI-rainfall relationship using linear mixed-effects modeling for the anti-desertification area in the Beijing and Tianjin sandstorm source region

    Wang, Jin; Sun, Tao; Fu, Anmin; Xu, Hao; Wang, Xinjie


    Degradation in drylands is a critically important global issue that threatens ecosystem and environmental in many ways. Researchers have tried to use remote sensing data and meteorological data to perform residual trend analysis and identify human-induced vegetation changes. However, complex interactions between vegetation and climate, soil units and topography have not yet been considered. Data used in the study included annual accumulated Moderate Resolution Imaging Spectroradiometer (MODIS) 250 m normalized difference vegetation index (NDVI) from 2002 to 2013, accumulated rainfall from September to August, digital elevation model (DEM) and soil units. This paper presents linear mixed-effect (LME) modeling methods for the NDVI-rainfall relationship. We developed linear mixed-effects models that considered the random effects of sample points nested in soil units for nested two-level modeling and single-level modeling of soil units and sample points, respectively. Additionally, three functions, including the exponential function (exp), the power function (power), and the constant plus power function (CPP), were tested to remove heterogeneity, and an additional three correlation structures, including the first-order autoregressive structure [AR(1)], a combination of first-order autoregressive and moving average structures [ARMA(1,1)] and the compound symmetry structure (CS), were used to address the spatiotemporal correlations. It was concluded that the nested two-level model considering both heteroscedasticity with (CPP) and spatiotemporal correlation with [ARMA(1,1)] showed the best performance (AMR = 0.1881, RMSE = 0.2576, adj- R 2 = 0.9593). Variations between soil units and sample points that may have an effect on the NDVI-rainfall relationship should be included in model structures, and linear mixed-effects modeling achieves this in an effective and accurate way.

  5. Sparse Linear Identifiable Multivariate Modeling

    Henao, Ricardo; Winther, Ole


    and bench-marked on artificial and real biological data sets. SLIM is closest in spirit to LiNGAM (Shimizu et al., 2006), but differs substantially in inference, Bayesian network structure learning and model comparison. Experimentally, SLIM performs equally well or better than LiNGAM with comparable......In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model inference, and model comparison. It consists of a fully...

  6. Parameterized Linear Longitudinal Airship Model

    Kulczycki, Eric; Elfes, Alberto; Bayard, David; Quadrelli, Marco; Johnson, Joseph


    A parameterized linear mathematical model of the longitudinal dynamics of an airship is undergoing development. This model is intended to be used in designing control systems for future airships that would operate in the atmospheres of Earth and remote planets. Heretofore, the development of linearized models of the longitudinal dynamics of airships has been costly in that it has been necessary to perform extensive flight testing and to use system-identification techniques to construct models that fit the flight-test data. The present model is a generic one that can be relatively easily specialized to approximate the dynamics of specific airships at specific operating points, without need for further system identification, and with significantly less flight testing. The approach taken in the present development is to merge the linearized dynamical equations of an airship with techniques for estimation of aircraft stability derivatives, and to thereby make it possible to construct a linearized dynamical model of the longitudinal dynamics of a specific airship from geometric and aerodynamic data pertaining to that airship. (It is also planned to develop a model of the lateral dynamics by use of the same methods.) All of the aerodynamic data needed to construct the model of a specific airship can be obtained from wind-tunnel testing and computational fluid dynamics

  7. Systematic analysis of the impact of mixing locality on Mixing-DAC linearity for multicarrier GSM

    Bechthum, E.; Radulov, G.I.; Briaire, J.; Geelen, G.; Roermund, van A.H.M.


    In an RF transmitter, the function of the mixer and the DAC can be combined in a single block: the Mixing-DAC. For the generation of multicarrier GSM signals in a basestation, high dynamic linearity is required, i.e. SFDR>85dBc, at high output signal frequency, i.e. ƒout ˜ 4GHz. This represents a

  8. Decomposable log-linear models

    Eriksen, Poul Svante

    can be characterized by a structured set of conditional independencies between some variables given some other variables. We term the new model class decomposable log-linear models, which is illustrated to be a much richer class than decomposable graphical models.It covers a wide range of non...... The present paper considers discrete probability models with exact computational properties. In relation to contingency tables this means closed form expressions of the maksimum likelihood estimate and its distribution. The model class includes what is known as decomposable graphicalmodels, which......-hierarchical models, models with structural zeroes, models described by quasi independence and models for level merging. Also, they have a very natural interpretation as they may be formulated by a structured set of conditional independencies between two events given some other event. In relation to contingency...

  9. Optimising the selection of food items for food frequency questionnaires using Mixed Integer Linear Programming

    Lemmen-Gerdessen, van J.C.; Souverein, O.W.; Veer, van 't P.; Vries, de J.H.M.


    Objective To support the selection of food items for FFQs in such a way that the amount of information on all relevant nutrients is maximised while the food list is as short as possible. Design Selection of the most informative food items to be included in FFQs was modelled as a Mixed Integer Linear

  10. Mixed-Integer-Linear-Programming-Based Energy Management System for Hybrid PV-Wind-Battery Microgrids

    Hernández, Adriana Carolina Luna; Aldana, Nelson Leonardo Diaz; Graells, Moises


    -side strategy, defined as a general mixed-integer linear programming by taking into account two stages for proper charging of the storage units. This model is considered as a deterministic problem that aims to minimize operating costs and promote self-consumption based on 24-hour ahead forecast data...

  11. Comparison of linear and non-linear models for predicting energy expenditure from raw accelerometer data.

    Montoye, Alexander H K; Begum, Munni; Henning, Zachary; Pfeiffer, Karin A


    This study had three purposes, all related to evaluating energy expenditure (EE) prediction accuracy from body-worn accelerometers: (1) compare linear regression to linear mixed models, (2) compare linear models to artificial neural network models, and (3) compare accuracy of accelerometers placed on the hip, thigh, and wrists. Forty individuals performed 13 activities in a 90 min semi-structured, laboratory-based protocol. Participants wore accelerometers on the right hip, right thigh, and both wrists and a portable metabolic analyzer (EE criterion). Four EE prediction models were developed for each accelerometer: linear regression, linear mixed, and two ANN models. EE prediction accuracy was assessed using correlations, root mean square error (RMSE), and bias and was compared across models and accelerometers using repeated-measures analysis of variance. For all accelerometer placements, there were no significant differences for correlations or RMSE between linear regression and linear mixed models (correlations: r  =  0.71-0.88, RMSE: 1.11-1.61 METs; p  >  0.05). For the thigh-worn accelerometer, there were no differences in correlations or RMSE between linear and ANN models (ANN-correlations: r  =  0.89, RMSE: 1.07-1.08 METs. Linear models-correlations: r  =  0.88, RMSE: 1.10-1.11 METs; p  >  0.05). Conversely, one ANN had higher correlations and lower RMSE than both linear models for the hip (ANN-correlation: r  =  0.88, RMSE: 1.12 METs. Linear models-correlations: r  =  0.86, RMSE: 1.18-1.19 METs; p  linear models for the wrist-worn accelerometers (ANN-correlations: r  =  0.82-0.84, RMSE: 1.26-1.32 METs. Linear models-correlations: r  =  0.71-0.73, RMSE: 1.55-1.61 METs; p  models offer a significant improvement in EE prediction accuracy over linear models. Conversely, linear models showed similar EE prediction accuracy to machine learning models for hip- and thigh

  12. Multicollinearity in hierarchical linear models.

    Yu, Han; Jiang, Shanhe; Land, Kenneth C


    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.

  13. Modelling Loudspeaker Non-Linearities

    Agerkvist, Finn T.


    This paper investigates different techniques for modelling the non-linear parameters of the electrodynamic loudspeaker. The methods are tested not only for their accuracy within the range of original data, but also for the ability to work reasonable outside that range, and it is demonstrated...... that polynomial expansions are rather poor at this, whereas an inverse polynomial expansion or localized fitting functions such as the gaussian are better suited for modelling the Bl-factor and compliance. For the inductance the sigmoid function is shown to give very good results. Finally the time varying...

  14. Genetic analyses using GGE model and a mixed linear model approach, and stability analyses using AMMI bi-plot for late-maturity alpha-amylase activity in bread wheat genotypes.

    Rasul, Golam; Glover, Karl D; Krishnan, Padmanaban G; Wu, Jixiang; Berzonsky, William A; Fofana, Bourlaye


    Low falling number and discounting grain when it is downgraded in class are the consequences of excessive late-maturity α-amylase activity (LMAA) in bread wheat (Triticum aestivum L.). Grain expressing high LMAA produces poorer quality bread products. To effectively breed for low LMAA, it is necessary to understand what genes control it and how they are expressed, particularly when genotypes are grown in different environments. In this study, an International Collection (IC) of 18 spring wheat genotypes and another set of 15 spring wheat cultivars adapted to South Dakota (SD), USA were assessed to characterize the genetic component of LMAA over 5 and 13 environments, respectively. The data were analysed using a GGE model with a mixed linear model approach and stability analysis was presented using an AMMI bi-plot on R software. All estimated variance components and their proportions to the total phenotypic variance were highly significant for both sets of genotypes, which were validated by the AMMI model analysis. Broad-sense heritability for LMAA was higher in SD adapted cultivars (53%) compared to that in IC (49%). Significant genetic effects and stability analyses showed some genotypes, e.g. 'Lancer', 'Chester' and 'LoSprout' from IC, and 'Alsen', 'Traverse' and 'Forefront' from SD cultivars could be used as parents to develop new cultivars expressing low levels of LMAA. Stability analysis using an AMMI bi-plot revealed that 'Chester', 'Lancer' and 'Advance' were the most stable across environments, while in contrast, 'Kinsman', 'Lerma52' and 'Traverse' exhibited the lowest stability for LMAA across environments.

  15. Non-linear mixed-effects modeling for photosynhetic response of Rosa hybrida L. under elevated CO2 in greenhouses - short communication

    Ozturk, I.; Ottosen, C.O.; Ritz, Christian


    conditions. Leaf gas exchanges were measured at 11 light intensities from 0 to 1,400 µmol/m2s, at 800 ppm CO2, 25°C, and 65 ± 5% relative humidity. In order to describe the data corresponding to diff erent measurement dates, the non-linear mixed-eff ects regression analysis was used. Th e model successfully...... effi ciency. Th e results suggested acclimation response, as carbon assimilation rates and stomatal conductance at each measurement date were higher for Escimo than Mercedes. Diff erences in photosynthesis rates were attributed to the adaptive capacity of the cultivars to light conditions at a specifi......Photosynthetic response to light was measured on the leaves of two cultivars of Rosa hybrida L. (Escimo and Mercedes) in the greenhouse to obtain light-response curves and their parameters. Th e aim was to use a model to simulate leaf photosynthetic carbon gain with respect to environmental...

  16. Matrix algebra for linear models

    Gruber, Marvin H J


    Matrix methods have evolved from a tool for expressing statistical problems to an indispensable part of the development, understanding, and use of various types of complex statistical analyses. This evolution has made matrix methods a vital part of statistical education. Traditionally, matrix methods are taught in courses on everything from regression analysis to stochastic processes, thus creating a fractured view of the topic. Matrix Algebra for Linear Models offers readers a unique, unified view of matrix analysis theory (where and when necessary), methods, and their applications. Written f

  17. Model Predictive Control for Linear Complementarity and Extended Linear Complementarity Systems

    Bambang Riyanto


    Full Text Available In this paper, we propose model predictive control method for linear complementarity and extended linear complementarity systems by formulating optimization along prediction horizon as mixed integer quadratic program. Such systems contain interaction between continuous dynamics and discrete event systems, and therefore, can be categorized as hybrid systems. As linear complementarity and extended linear complementarity systems finds applications in different research areas, such as impact mechanical systems, traffic control and process control, this work will contribute to the development of control design method for those areas as well, as shown by three given examples.

  18. Nonabelian Gauged Linear Sigma Model

    Yongbin RUAN


    The gauged linear sigma model (GLSM for short) is a 2d quantum field theory introduced by Witten twenty years ago.Since then,it has been investigated extensively in physics by Hori and others.Recently,an algebro-geometric theory (for both abelian and nonabelian GLSMs) was developed by the author and his collaborators so that he can start to rigorously compute its invariants and check against physical predications.The abelian GLSM was relatively better understood and is the focus of current mathematical investigation.In this article,the author would like to look over the horizon and consider the nonabelian GLSM.The nonabelian case possesses some new features unavailable to the abelian GLSM.To aid the future mathematical development,the author surveys some of the key problems inspired by physics in the nonabelian GLSM.

  19. A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: I. Robust Linear Optimization and Robust Mixed Integer Linear Optimization

    Li, Zukui; Ding, Ran; Floudas, Christodoulos A.


    Robust counterpart optimization techniques for linear optimization and mixed integer linear optimization problems are studied in this paper. Different uncertainty sets, including those studied in literature (i.e., interval set; combined interval and ellipsoidal set; combined interval and polyhedral set) and new ones (i.e., adjustable box; pure ellipsoidal; pure polyhedral; combined interval, ellipsoidal, and polyhedral set) are studied in this work and their geometric relationship is discussed. For uncertainty in the left hand side, right hand side, and objective function of the optimization problems, robust counterpart optimization formulations induced by those different uncertainty sets are derived. Numerical studies are performed to compare the solutions of the robust counterpart optimization models and applications in refinery production planning and batch process scheduling problem are presented. PMID:21935263

  20. Mixed Hitting-Time Models

    Abbring, J.H.


    We study mixed hitting-time models, which specify durations as the first time a Levy process (a continuous-time process with stationary and independent increments) crosses a heterogeneous threshold. Such models of substantial interest because they can be reduced from optimal-stopping models with

  1. A novel methodology for energy performance benchmarking of buildings by means of Linear Mixed Effect Model: The case of space and DHW heating of out-patient Healthcare Centres

    Capozzoli, Alfonso; Piscitelli, Marco Savino; Neri, Francesco; Grassi, Daniele; Serale, Gianluca


    Highlights: • 100 Healthcare Centres were analyzed to assess energy consumption reference values. • A novel robust methodology for energy benchmarking process was proposed. • A Linear Mixed Effect estimation Model was used to treat heterogeneous datasets. • A nondeterministic approach was adopted to consider the uncertainty in the process. • The methodology was developed to be upgradable and generalizable to other datasets. - Abstract: The current EU energy efficiency directive 2012/27/EU defines the existing building stocks as one of the most promising potential sector for achieving energy saving. Robust methodologies aimed to quantify the potential reduction of energy consumption for large building stocks need to be developed. To this purpose, a benchmarking analysis is necessary in order to support public planners in determining how well a building is performing, in setting credible targets for improving performance or in detecting abnormal energy consumption. In the present work, a novel methodology is proposed to perform a benchmarking analysis particularly suitable for heterogeneous samples of buildings. The methodology is based on the estimation of a statistical model for energy consumption – the Linear Mixed Effects Model –, so as to account for both the fixed effects shared by all individuals within a dataset and the random effects related to particular groups/classes of individuals in the population. The groups of individuals within the population have been classified by resorting to a supervised learning technique. Under this backdrop, a Monte Carlo simulation is worked out to compute the frequency distribution of annual energy consumption and identify a reference value for each group/class of buildings. The benchmarking analysis was tested for a case study of 100 out-patient Healthcare Centres in Northern Italy, finally resulting in 12 different frequency distributions for space and Domestic Hot Water heating energy consumption, one for

  2. Using generalized linear (mixed) models in HCI

    Kaptein, M.C.; Robertson, J; Kaptein, M


    In HCI we often encounter dependent variables which are not (conditionally) normally distributed: we measure response-times, mouse-clicks, or the number of dialog steps it took a user to complete a task. Furthermore, we often encounter nested or grouped data; users are grouped within companies or

  3. Linear Mixed Models in Statistical Genetics

    R. de Vlaming (Ronald)


    markdownabstractOne of the goals of statistical genetics is to elucidate the genetic architecture of phenotypes (i.e., observable individual characteristics) that are affected by many genetic variants (e.g., single-nucleotide polymorphisms; SNPs). A particular aim is to identify specific SNPs that

  4. Nonlinear Modeling by Assembling Piecewise Linear Models

    Yao, Weigang; Liou, Meng-Sing


    To preserve nonlinearity of a full order system over a parameters range of interest, we propose a simple modeling approach by assembling a set of piecewise local solutions, including the first-order Taylor series terms expanded about some sampling states. The work by Rewienski and White inspired our use of piecewise linear local solutions. The assembly of these local approximations is accomplished by assigning nonlinear weights, through radial basis functions in this study. The efficacy of the proposed procedure is validated for a two-dimensional airfoil moving at different Mach numbers and pitching motions, under which the flow exhibits prominent nonlinear behaviors. All results confirm that our nonlinear model is accurate and stable for predicting not only aerodynamic forces but also detailed flowfields. Moreover, the model is robustness-accurate for inputs considerably different from the base trajectory in form and magnitude. This modeling preserves nonlinearity of the problems considered in a rather simple and accurate manner.

  5. Linear Logistic Test Modeling with R

    Baghaei, Purya; Kubinger, Klaus D.


    The present paper gives a general introduction to the linear logistic test model (Fischer, 1973), an extension of the Rasch model with linear constraints on item parameters, along with eRm (an R package to estimate different types of Rasch models; Mair, Hatzinger, & Mair, 2014) functions to estimate the model and interpret its parameters. The…

  6. Cluster Correlation in Mixed Models

    Gardini, A.; Bonometto, S. A.; Murante, G.; Yepes, G.


    We evaluate the dependence of the cluster correlation length, rc, on the mean intercluster separation, Dc, for three models with critical matter density, vanishing vacuum energy (Λ=0), and COBE normalization: a tilted cold dark matter (tCDM) model (n=0.8) and two blue mixed models with two light massive neutrinos, yielding Ωh=0.26 and 0.14 (MDM1 and MDM2, respectively). All models approach the observational value of σ8 (and hence the observed cluster abundance) and are consistent with the observed abundance of damped Lyα systems. Mixed models have a motivation in recent results of neutrino physics; they also agree with the observed value of the ratio σ8/σ25, yielding the spectral slope parameter Γ, and nicely fit Las Campanas Redshift Survey (LCRS) reconstructed spectra. We use parallel AP3M simulations, performed in a wide box (of side 360 h-1 Mpc) and with high mass and distance resolution, enabling us to build artificial samples of clusters, whose total number and mass range allow us to cover the same Dc interval inspected through Automatic Plate Measuring Facility (APM) and Abell cluster clustering data. We find that the tCDM model performs substantially better than n=1 critical density CDM models. Our main finding, however, is that mixed models provide a surprisingly good fit to cluster clustering data.

  7. Light Scattering Study of Mixed Micelles Made from Elastin-Like Polypeptide Linear Chains and Trimers

    Terrano, Daniel; Tsuper, Ilona; Maraschky, Adam; Holland, Nolan; Streletzky, Kiril

    Temperature sensitive nanoparticles were generated from a construct (H20F) of three chains of elastin-like polypeptides (ELP) linked to a negatively charged foldon domain. This ELP system was mixed at different ratios with linear chains of ELP (H40L) which lacks the foldon domain. The mixed system is soluble at room temperature and at a transition temperature (Tt) will form swollen micelles with the hydrophobic linear chains hidden inside. This system was studied using depolarized dynamic light scattering (DDLS) and static light scattering (SLS) to determine the size, shape, and internal structure of the mixed micelles. The mixed micelle in equal parts of H20F and H40L show a constant apparent hydrodynamic radius of 40-45 nm at the concentration window from 25:25 to 60:60 uM (1:1 ratio). At a fixed 50 uM concentration of the H20F, varying H40L concentration from 5 to 80 uM resulted in a linear growth in the hydrodynamic radius from about 11 to about 62 nm, along with a 1000-fold increase in VH signal. A possible simple model explaining the growth of the swollen micelles is considered. Lastly, the VH signal can indicate elongation in the geometry of the particle or could possibly be a result from anisotropic properties from the core of the micelle. SLS was used to study the molecular weight, and the radius of gyration of the micelle to help identify the structure and morphology of mixed micelles and the tangible cause of the VH signal.

  8. Optimization Research of Generation Investment Based on Linear Programming Model

    Wu, Juan; Ge, Xueqian

    Linear programming is an important branch of operational research and it is a mathematical method to assist the people to carry out scientific management. GAMS is an advanced simulation and optimization modeling language and it will combine a large number of complex mathematical programming, such as linear programming LP, nonlinear programming NLP, MIP and other mixed-integer programming with the system simulation. In this paper, based on the linear programming model, the optimized investment decision-making of generation is simulated and analyzed. At last, the optimal installed capacity of power plants and the final total cost are got, which provides the rational decision-making basis for optimized investments.

  9. Kriging with mixed effects models

    Alessio Pollice


    Full Text Available In this paper the effectiveness of the use of mixed effects models for estimation and prediction purposes in spatial statistics for continuous data is reviewed in the classical and Bayesian frameworks. A case study on agricultural data is also provided.

  10. Core seismic behaviour: linear and non-linear models

    Bernard, M.; Van Dorsselaere, M.; Gauvain, M.; Jenapierre-Gantenbein, M.


    The usual methodology for the core seismic behaviour analysis leads to a double complementary approach: to define a core model to be included in the reactor-block seismic response analysis, simple enough but representative of basic movements (diagrid or slab), to define a finer core model, with basic data issued from the first model. This paper presents the history of the different models of both kinds. The inert mass model (IMM) yielded a first rough diagrid movement. The direct linear model (DLM), without shocks and with sodium as an added mass, let to two different ones: DLM 1 with independent movements of the fuel and radial blanket subassemblies, and DLM 2 with a core combined movement. The non-linear (NLM) ''CORALIE'' uses the same basic modelization (Finite Element Beams) but accounts for shocks. It studies the response of a diameter on flats and takes into account the fluid coupling and the wrapper tube flexibility at the pad level. Damping consists of one modal part of 2% and one part due to shocks. Finally, ''CORALIE'' yields the time-history of the displacements and efforts on the supports, but damping (probably greater than 2%) and fluid-structures interaction are still to be precised. The validation experiments were performed on a RAPSODIE core mock-up on scale 1, in similitude of 1/3 as to SPX 1. The equivalent linear model (ELM) was developed for the SPX 1 reactor-block response analysis and a specified seismic level (SB or SM). It is composed of several oscillators fixed to the diagrid and yields the same maximum displacements and efforts than the NLM. The SPX 1 core seismic analysis with a diagrid input spectrum which corresponds to a 0,1 g group acceleration, has been carried out with these models: some aspects of these calculations are presented here

  11. Composite Linear Models | Division of Cancer Prevention

    By Stuart G. Baker The composite linear models software is a matrix approach to compute maximum likelihood estimates and asymptotic standard errors for models for incomplete multinomial data. It implements the method described in Baker SG. Composite linear models for incomplete multinomial data. Statistics in Medicine 1994;13:609-622. The software includes a library of thirty

  12. Mathematical study of mixing models

    Lagoutiere, F.; Despres, B.


    This report presents the construction and the study of a class of models that describe the behavior of compressible and non-reactive Eulerian fluid mixtures. Mixture models can have two different applications. Either they are used to describe physical mixtures, in the case of a true zone of extensive mixing (but then this modelization is incomplete and must be considered only as a point of departure for the elaboration of models of mixtures actually relevant). Either they are used to solve the problem of the numerical mixture. This problem appears during the discretization of an interface which separates fluids having laws of different state: the zone of numerical mixing is the set of meshes which cover the interface. The attention is focused on numerical mixtures, for which the hypothesis of non-miscibility (physics) will bring two equations (the sixth and the eighth of the system). It is important to emphasize that even in the case of the only numerical mixture, the presence in one and same place (same mesh) of several fluids have to be taken into account. This will be formalized by the possibility for mass fractions to take all values between 0 and 1. This is not at odds with the equations that derive from the hypothesis of non-miscibility. One way of looking at things is to consider that there are two scales of observation: the physical scale at which one observes the separation of fluids, and the numerical scale, given by the fineness of the mesh, to which a mixture appears. In this work, mixtures are considered from the mathematical angle (both in the elaboration phase and during their study). In particular, Chapter 5 shows a result of model degeneration for a non-extended mixing zone (case of an interface): this justifies the use of models in the case of numerical mixing. All these models are based on the classical model of non-viscous compressible fluids recalled in Chapter 2. In Chapter 3, the central point of the elaboration of the class of models is

  13. Mathematical modeling of the crack growth in linear elastic isotropic materials by conventional fracture mechanics approaches and by molecular dynamics method: crack propagation direction angle under mixed mode loading

    Stepanova, Larisa; Bronnikov, Sergej


    The crack growth directional angles in the isotropic linear elastic plane with the central crack under mixed-mode loading conditions for the full range of the mixity parameter are found. Two fracture criteria of traditional linear fracture mechanics (maximum tangential stress and minimum strain energy density criteria) are used. Atomistic simulations of the central crack growth process in an infinite plane medium under mixed-mode loading using Large-scale Molecular Massively Parallel Simulator (LAMMPS), a classical molecular dynamics code, are performed. The inter-atomic potential used in this investigation is Embedded Atom Method (EAM) potential. The plane specimens with initial central crack were subjected to Mixed-Mode loadings. The simulation cell contains 400000 atoms. The crack propagation direction angles under different values of the mixity parameter in a wide range of values from pure tensile loading to pure shear loading in a wide diapason of temperatures (from 0.1 К to 800 К) are obtained and analyzed. It is shown that the crack propagation direction angles obtained by molecular dynamics method coincide with the crack propagation direction angles given by the multi-parameter fracture criteria based on the strain energy density and the multi-parameter description of the crack-tip fields.

  14. Phase mixing of transverse oscillations in the linear and nonlinear regimes for IFR relativistic electron beam propagation

    Shokair, I.R.


    Phase mixing of transverse oscillations changes the nature of the ion hose instability from an absolute to a convective instability. The stronger the phase mixing, the faster an electron beam reaches equilibrium with the guiding ion channel. This is important for long distance propagation of relativistic electron beams where it is desired that transverse oscillations phase mix within a few betatron wavelengths of injection and subsequently an equilibrium is reached with no further beam emittance growth. In the linear regime phase mixing is well understood and results in asymptotic decay of transverse oscillations as 1/Z 2 for a Gaussian beam and channel system, Z being the axial distance measured in betatron wavelengths. In the nonlinear regime (which is likely mode of propagation for long pulse beams) results of the spread mass model indicate that phase mixing is considerably weaker than in the regime. In this paper we consider this problem of phase mixing in the nonlinear regime. Results of the spread mass model will be shown along with a simple analysis of phase mixing for multiple oscillator models. Particle simulations also indicate that phase mixing is weaker in nonlinear regime than in the linear regime. These results will also be shown. 3 refs., 4 figs

  15. Spoofing cyber attack detection in probe-based traffic monitoring systems using mixed integer linear programming

    Canepa, Edward S.


    Traffic sensing systems rely more and more on user generated (insecure) data, which can pose a security risk whenever the data is used for traffic flow control. In this article, we propose a new formulation for detecting malicious data injection in traffic flow monitoring systems by using the underlying traffic flow model. The state of traffic is modeled by the Lighthill-Whitham- Richards traffic flow model, which is a first order scalar conservation law with concave flux function. Given a set of traffic flow data, we show that the constraints resulting from this partial differential equation are mixed integer linear inequalities for some decision variable. We use this fact to pose the problem of detecting spoofing cyber-attacks in probe-based traffic flow information systems as mixed integer linear feasibility problem. The resulting framework can be used to detect spoofing attacks in real time, or to evaluate the worst-case effects of an attack offline. A numerical implementation is performed on a cyber-attack scenario involving experimental data from the Mobile Century experiment and the Mobile Millennium system currently operational in Northern California. © 2013 IEEE.

  16. Spoofing cyber attack detection in probe-based traffic monitoring systems using mixed integer linear programming

    Canepa, Edward S.


    Traffic sensing systems rely more and more on user generated (insecure) data, which can pose a security risk whenever the data is used for traffic flow control. In this article, we propose a new formulation for detecting malicious data injection in traffic flow monitoring systems by using the underlying traffic flow model. The state of traffic is modeled by the Lighthill- Whitham-Richards traffic flow model, which is a first order scalar conservation law with concave flux function. Given a set of traffic flow data generated by multiple sensors of different types, we show that the constraints resulting from this partial differential equation are mixed integer linear inequalities for a specific decision variable. We use this fact to pose the problem of detecting spoofing cyber attacks in probe-based traffic flow information systems as mixed integer linear feasibility problem. The resulting framework can be used to detect spoofing attacks in real time, or to evaluate the worst-case effects of an attack offliine. A numerical implementation is performed on a cyber attack scenario involving experimental data from the Mobile Century experiment and the Mobile Millennium system currently operational in Northern California. © American Institute of Mathematical Sciences.

  17. Comparing linear probability model coefficients across groups

    Holm, Anders; Ejrnæs, Mette; Karlson, Kristian Bernt


    of the following three components: outcome truncation, scale parameters and distributional shape of the predictor variable. These results point to limitations in using linear probability model coefficients for group comparisons. We also provide Monte Carlo simulations and real examples to illustrate......This article offers a formal identification analysis of the problem in comparing coefficients from linear probability models between groups. We show that differences in coefficients from these models can result not only from genuine differences in effects, but also from differences in one or more...... these limitations, and we suggest a restricted approach to using linear probability model coefficients in group comparisons....

  18. Mixed-Integer Conic Linear Programming: Challenges and Perspectives


    The novel DCCs for MISOCO may be used in branch- and-cut algorithms when solving MISOCO problems. The experimental software CICLO was developed to...perform limited, but rigorous computational experiments. The CICLO solver utilizes continuous SOCO solvers, MOSEK, CPLES or SeDuMi, builds on the open...submitted Fall 2013. Software: 1. CICLO : Integer conic linear optimization package. Authors: J.C. Góez, T.K. Ralphs, Y. Fu, and T. Terlaky

  19. Spaghetti Bridges: Modeling Linear Relationships

    Kroon, Cindy D.


    Mathematics and science are natural partners. One of many examples of this partnership occurs when scientific observations are made, thus providing data that can be used for mathematical modeling. Developing mathematical relationships elucidates such scientific principles. This activity describes a data-collection activity in which students employ…

  20. Non-linear Growth Models in Mplus and SAS

    Grimm, Kevin J.; Ram, Nilam


    Non-linear growth curves or growth curves that follow a specified non-linear function in time enable researchers to model complex developmental patterns with parameters that are easily interpretable. In this paper we describe how a variety of sigmoid curves can be fit using the Mplus structural modeling program and the non-linear mixed-effects modeling procedure NLMIXED in SAS. Using longitudinal achievement data collected as part of a study examining the effects of preschool instruction on academic gain we illustrate the procedures for fitting growth models of logistic, Gompertz, and Richards functions. Brief notes regarding the practical benefits, limitations, and choices faced in the fitting and estimation of such models are included. PMID:23882134

  1. Non-linear finite element modeling

    Mikkelsen, Lars Pilgaard

    The note is written for courses in "Non-linear finite element method". The note has been used by the author teaching non-linear finite element modeling at Civil Engineering at Aalborg University, Computational Mechanics at Aalborg University Esbjerg, Structural Engineering at the University...

  2. Correlations and Non-Linear Probability Models

    Breen, Richard; Holm, Anders; Karlson, Kristian Bernt


    the dependent variable of the latent variable model and its predictor variables. We show how this correlation can be derived from the parameters of non-linear probability models, develop tests for the statistical significance of the derived correlation, and illustrate its usefulness in two applications. Under......Although the parameters of logit and probit and other non-linear probability models are often explained and interpreted in relation to the regression coefficients of an underlying linear latent variable model, we argue that they may also be usefully interpreted in terms of the correlations between...... certain circumstances, which we explain, the derived correlation provides a way of overcoming the problems inherent in cross-sample comparisons of the parameters of non-linear probability models....

  3. Functional Mixed Effects Model for Small Area Estimation.

    Maiti, Tapabrata; Sinha, Samiran; Zhong, Ping-Shou


    Functional data analysis has become an important area of research due to its ability of handling high dimensional and complex data structures. However, the development is limited in the context of linear mixed effect models, and in particular, for small area estimation. The linear mixed effect models are the backbone of small area estimation. In this article, we consider area level data, and fit a varying coefficient linear mixed effect model where the varying coefficients are semi-parametrically modeled via B-splines. We propose a method of estimating the fixed effect parameters and consider prediction of random effects that can be implemented using a standard software. For measuring prediction uncertainties, we derive an analytical expression for the mean squared errors, and propose a method of estimating the mean squared errors. The procedure is illustrated via a real data example, and operating characteristics of the method are judged using finite sample simulation studies.

  4. Extended Linear Models with Gaussian Priors

    Quinonero, Joaquin


    In extended linear models the input space is projected onto a feature space by means of an arbitrary non-linear transformation. A linear model is then applied to the feature space to construct the model output. The dimension of the feature space can be very large, or even infinite, giving the model...... a very big flexibility. Support Vector Machines (SVM's) and Gaussian processes are two examples of such models. In this technical report I present a model in which the dimension of the feature space remains finite, and where a Bayesian approach is used to train the model with Gaussian priors...... on the parameters. The Relevance Vector Machine, introduced by Tipping, is a particular case of such a model. I give the detailed derivations of the expectation-maximisation (EM) algorithm used in the training. These derivations are not found in the literature, and might be helpful for newcomers....

  5. Half-trek criterion for generic identifiability of linear structural equation models

    Foygel, R.; Draisma, J.; Drton, M.


    A linear structural equation model relates random variables of interest and corresponding Gaussian noise terms via a linear equation system. Each such model can be represented by a mixed graph in which directed edges encode the linear equations, and bidirected edges indicate possible correlations

  6. Half-trek criterion for generic identifiability of linear structural equation models

    Foygel, R.; Draisma, J.; Drton, M.


    A linear structural equation model relates random variables of interest and corresponding Gaussian noise terms via a linear equation system. Each such model can be represented by a mixed graph in which directed edges encode the linear equations, and bidirected edges indicate possible correlations

  7. Linear causal modeling with structural equations

    Mulaik, Stanley A


    Emphasizing causation as a functional relationship between variables that describe objects, Linear Causal Modeling with Structural Equations integrates a general philosophical theory of causation with structural equation modeling (SEM) that concerns the special case of linear causal relations. In addition to describing how the functional relation concept may be generalized to treat probabilistic causation, the book reviews historical treatments of causation and explores recent developments in experimental psychology on studies of the perception of causation. It looks at how to perceive causal

  8. Matrix Tricks for Linear Statistical Models

    Puntanen, Simo; Styan, George PH


    In teaching linear statistical models to first-year graduate students or to final-year undergraduate students there is no way to proceed smoothly without matrices and related concepts of linear algebra; their use is really essential. Our experience is that making some particular matrix tricks very familiar to students can substantially increase their insight into linear statistical models (and also multivariate statistical analysis). In matrix algebra, there are handy, sometimes even very simple "tricks" which simplify and clarify the treatment of a problem - both for the student and

  9. Mixed integer linear programming for maximum-parsimony phylogeny inference.

    Sridhar, Srinath; Lam, Fumei; Blelloch, Guy E; Ravi, R; Schwartz, Russell


    Reconstruction of phylogenetic trees is a fundamental problem in computational biology. While excellent heuristic methods are available for many variants of this problem, new advances in phylogeny inference will be required if we are to be able to continue to make effective use of the rapidly growing stores of variation data now being gathered. In this paper, we present two integer linear programming (ILP) formulations to find the most parsimonious phylogenetic tree from a set of binary variation data. One method uses a flow-based formulation that can produce exponential numbers of variables and constraints in the worst case. The method has, however, proven extremely efficient in practice on datasets that are well beyond the reach of the available provably efficient methods, solving several large mtDNA and Y-chromosome instances within a few seconds and giving provably optimal results in times competitive with fast heuristics than cannot guarantee optimality. An alternative formulation establishes that the problem can be solved with a polynomial-sized ILP. We further present a web server developed based on the exponential-sized ILP that performs fast maximum parsimony inferences and serves as a front end to a database of precomputed phylogenies spanning the human genome.

  10. The Solution Set Characterization and Error Bound for the Extended Mixed Linear Complementarity Problem

    Hongchun Sun


    Full Text Available For the extended mixed linear complementarity problem (EML CP, we first present the characterization of the solution set for the EMLCP. Based on this, its global error bound is also established under milder conditions. The results obtained in this paper can be taken as an extension for the classical linear complementarity problems.

  11. Effects of the ρ - ω mixing interaction in relativistic models

    Menezes, D.P.; Providencia, C.


    The effects of the ρ-ω mixing term in infinite nuclear matter and in finite nuclei are investigated with the non-linear Walecka model in a Thomas-Fermi approximation. For infinite nuclear matter the influence of the mixing term in the binding energy calculated with the NL3 and TM1 parametrizations can be neglected. Its influence on the symmetry energy is only felt for the TM1 with a unrealistically large value for the mixing term strength. For finite nuclei the contribution of the isospin mixing term is very large as compared with the expected value to solve the Nolen-Schiffer anomaly

  12. Modeling digital switching circuits with linear algebra

    Thornton, Mitchell A


    Modeling Digital Switching Circuits with Linear Algebra describes an approach for modeling digital information and circuitry that is an alternative to Boolean algebra. While the Boolean algebraic model has been wildly successful and is responsible for many advances in modern information technology, the approach described in this book offers new insight and different ways of solving problems. Modeling the bit as a vector instead of a scalar value in the set {0, 1} allows digital circuits to be characterized with transfer functions in the form of a linear transformation matrix. The use of transf

  13. Updating Linear Schedules with Lowest Cost: a Linear Programming Model

    Biruk, Sławomir; Jaśkowski, Piotr; Czarnigowska, Agata


    Many civil engineering projects involve sets of tasks repeated in a predefined sequence in a number of work areas along a particular route. A useful graphical representation of schedules of such projects is time-distance diagrams that clearly show what process is conducted at a particular point of time and in particular location. With repetitive tasks, the quality of project performance is conditioned by the ability of the planner to optimize workflow by synchronizing the works and resources, which usually means that resources are planned to be continuously utilized. However, construction processes are prone to risks, and a fully synchronized schedule may expire if a disturbance (bad weather, machine failure etc.) affects even one task. In such cases, works need to be rescheduled, and another optimal schedule should be built for the changed circumstances. This typically means that, to meet the fixed completion date, durations of operations have to be reduced. A number of measures are possible to achieve such reduction: working overtime, employing more resources or relocating resources from less to more critical tasks, but they all come at a considerable cost and affect the whole project. The paper investigates the problem of selecting the measures that reduce durations of tasks of a linear project so that the cost of these measures is kept to the minimum and proposes an algorithm that could be applied to find optimal solutions as the need to reschedule arises. Considering that civil engineering projects, such as road building, usually involve less process types than construction projects, the complexity of scheduling problems is lower, and precise optimization algorithms can be applied. Therefore, the authors put forward a linear programming model of the problem and illustrate its principle of operation with an example.

  14. A linearized dispersion relation for orthorhombic pseudo-acoustic modeling

    Song, Xiaolei; Alkhalifah, Tariq Ali


    Wavefield extrapolation in acoustic orthorhombic anisotropic media suffers from wave-mode coupling and stability limitations in the parameter range. We introduce a linearized form of the dispersion relation for acoustic orthorhombic media to model acoustic wavefields. We apply the lowrank approximation approach to handle the corresponding space-wavenumber mixed-domain operator. Numerical experiments show that the proposed wavefield extrapolator is accurate and practically free of dispersions. Further, there is no coupling of qSv and qP waves, because we use the analytical dispersion relation. No constraints on Thomsen's parameters are required for stability. The linearized expression may provide useful application for parameter estimation in orthorhombic media.

  15. Multifractal Modeling of Turbulent Mixing

    Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M.


    Stochastic processes in random media are emerging as interesting tools for modeling anomalous transport phenomena. Applications include intermittent passive scalar transport with background noise in turbulent flows, which are observed in atmospheric boundary layers, turbulent mixing in reactive flows, and long-range dependent flow fields in disordered/fractal environments. In this work, we propose a nonlocal scalar transport equation involving the fractional Laplacian, where the corresponding fractional index is linked to the multifractal structure of the nonlinear passive scalar power spectrum. This work was supported by the AFOSR Young Investigator Program (YIP) award (FA9550-17-1-0150) and partially by MURI/ARO (W911NF-15-1-0562).

  16. Phylogenetic mixtures and linear invariants for equal input models.

    Casanellas, Marta; Steel, Mike


    The reconstruction of phylogenetic trees from molecular sequence data relies on modelling site substitutions by a Markov process, or a mixture of such processes. In general, allowing mixed processes can result in different tree topologies becoming indistinguishable from the data, even for infinitely long sequences. However, when the underlying Markov process supports linear phylogenetic invariants, then provided these are sufficiently informative, the identifiability of the tree topology can be restored. In this paper, we investigate a class of processes that support linear invariants once the stationary distribution is fixed, the 'equal input model'. This model generalizes the 'Felsenstein 1981' model (and thereby the Jukes-Cantor model) from four states to an arbitrary number of states (finite or infinite), and it can also be described by a 'random cluster' process. We describe the structure and dimension of the vector spaces of phylogenetic mixtures and of linear invariants for any fixed phylogenetic tree (and for all trees-the so called 'model invariants'), on any number n of leaves. We also provide a precise description of the space of mixtures and linear invariants for the special case of [Formula: see text] leaves. By combining techniques from discrete random processes and (multi-) linear algebra, our results build on a classic result that was first established by James Lake (Mol Biol Evol 4:167-191, 1987).

  17. Functional linear models for association analysis of quantitative traits.

    Fan, Ruzong; Wang, Yifan; Mills, James L; Wilson, Alexander F; Bailey-Wilson, Joan E; Xiong, Momiao


    Functional linear models are developed in this paper for testing associations between quantitative traits and genetic variants, which can be rare variants or common variants or the combination of the two. By treating multiple genetic variants of an individual in a human population as a realization of a stochastic process, the genome of an individual in a chromosome region is a continuum of sequence data rather than discrete observations. The genome of an individual is viewed as a stochastic function that contains both linkage and linkage disequilibrium (LD) information of the genetic markers. By using techniques of functional data analysis, both fixed and mixed effect functional linear models are built to test the association between quantitative traits and genetic variants adjusting for covariates. After extensive simulation analysis, it is shown that the F-distributed tests of the proposed fixed effect functional linear models have higher power than that of sequence kernel association test (SKAT) and its optimal unified test (SKAT-O) for three scenarios in most cases: (1) the causal variants are all rare, (2) the causal variants are both rare and common, and (3) the causal variants are common. The superior performance of the fixed effect functional linear models is most likely due to its optimal utilization of both genetic linkage and LD information of multiple genetic variants in a genome and similarity among different individuals, while SKAT and SKAT-O only model the similarities and pairwise LD but do not model linkage and higher order LD information sufficiently. In addition, the proposed fixed effect models generate accurate type I error rates in simulation studies. We also show that the functional kernel score tests of the proposed mixed effect functional linear models are preferable in candidate gene analysis and small sample problems. The methods are applied to analyze three biochemical traits in data from the Trinity Students Study. © 2013 WILEY

  18. A linear model of ductile plastic damage

    Lemaitre, J.


    A three-dimensional model of isotropic ductile plastic damage based on a continuum damage variable on the effective stress concept and on thermodynamics is derived. As shown by experiments on several metals and alloys, the model, integrated in the case of proportional loading, is linear with respect to the accumulated plastic strain and shows a large influence of stress triaxiality [fr

  19. Multiple model adaptive control with mixing

    Kuipers, Matthew

    Despite the remarkable theoretical accomplishments and successful applications of adaptive control, the field is not sufficiently mature to solve challenging control problems requiring strict performance and safety guarantees. Towards addressing these issues, a novel deterministic multiple-model adaptive control approach called adaptive mixing control is proposed. In this approach, adaptation comes from a high-level system called the supervisor that mixes into feedback a number of candidate controllers, each finely-tuned to a subset of the parameter space. The mixing signal, the supervisor's output, is generated by estimating the unknown parameters and, at every instant of time, calculating the contribution level of each candidate controller based on certainty equivalence. The proposed architecture provides two characteristics relevant to solving stringent, performance-driven applications. First, the full-suite of linear time invariant control tools is available. A disadvantage of conventional adaptive control is its restriction to utilizing only those control laws whose solutions can be feasibly computed in real-time, such as model reference and pole-placement type controllers. Because its candidate controllers are computed off line, the proposed approach suffers no such restriction. Second, the supervisor's output is smooth and does not necessarily depend on explicit a priori knowledge of the disturbance model. These characteristics can lead to improved performance by avoiding the unnecessary switching and chattering behaviors associated with some other multiple adaptive control approaches. The stability and robustness properties of the adaptive scheme are analyzed. It is shown that the mean-square regulation error is of the order of the modeling error. And when the parameter estimate converges to its true value, which is guaranteed if a persistence of excitation condition is satisfied, the adaptive closed-loop system converges exponentially fast to a closed

  20. Theoretical Models of Neutrino Mixing Recent Developments

    Altarelli, Guido


    The data on neutrino mixing are at present compatible with Tri-Bimaximal (TB) mixing. If one takes this indication seriously then the models that lead to TB mixing in first approximation are particularly interesting and A4 models are prominent in this list. However, the agreement of TB mixing with the data could still be an accident. We discuss a recent model based on S4 where Bimaximal mixing is instead valid at leading order and the large corrections needed to reproduce the data arise from the diagonalization of charged leptons. The value of $\\theta_{13}$ could distinguish between the two alternatives.

  1. Ground Motion Models for Future Linear Colliders

    Seryi, Andrei


    Optimization of the parameters of a future linear collider requires comprehensive models of ground motion. Both general models of ground motion and specific models of the particular site and local conditions are essential. Existing models are not completely adequate, either because they are too general, or because they omit important peculiarities of ground motion. The model considered in this paper is based on recent ground motion measurements performed at SLAC and at other accelerator laboratories, as well as on historical data. The issues to be studied for the models to become more predictive are also discussed

  2. Linear Optimization Techniques for Product-Mix of Paints Production in Nigeria

    Sulaimon Olanrewaju Adebiyi


    Full Text Available Many paint producers in Nigeria do not lend themselves to flexible production process which is important for them to manage the use of resources for effective optimal production. These goals can be achieved through the application of optimization models in their resources allocation and utilisation. This research focuses on linear optimization for achieving product- mix optimization in terms of the product identification and the right quantity in paint production in Nigeria for better profit and optimum firm performance. The computational experiments in this research contains data and information on the units item costs, unit contribution margin, maximum resources capacity, individual products absorption rate and other constraints that are particular to each of the five products produced in the company employed as case study. In data analysis, linear programming model was employed with the aid LINDO 11 software to analyse the data. The result has showed that only two out of the five products under consideration are profitable. It also revealed the rate to which the company needs to reduce cost incurred on the three other products before making them profitable for production.

  3. Modelling female fertility traits in beef cattle using linear and non-linear models.

    Naya, H; Peñagaricano, F; Urioste, J I


    Female fertility traits are key components of the profitability of beef cattle production. However, these traits are difficult and expensive to measure, particularly under extensive pastoral conditions, and consequently, fertility records are in general scarce and somehow incomplete. Moreover, fertility traits are usually dominated by the effects of herd-year environment, and it is generally assumed that relatively small margins are kept for genetic improvement. New ways of modelling genetic variation in these traits are needed. Inspired in the methodological developments made by Prof. Daniel Gianola and co-workers, we assayed linear (Gaussian), Poisson, probit (threshold), censored Poisson and censored Gaussian models to three different kinds of endpoints, namely calving success (CS), number of days from first calving (CD) and number of failed oestrus (FE). For models involving FE and CS, non-linear models overperformed their linear counterparts. For models derived from CD, linear versions displayed better adjustment than the non-linear counterparts. Non-linear models showed consistently higher estimates of heritability and repeatability in all cases (h 2  linear models; h 2  > 0.23 and r > 0.24, for non-linear models). While additive and permanent environment effects showed highly favourable correlations between all models (>0.789), consistency in selecting the 10% best sires showed important differences, mainly amongst the considered endpoints (FE, CS and CD). In consequence, endpoints should be considered as modelling different underlying genetic effects, with linear models more appropriate to describe CD and non-linear models better for FE and CS. © 2017 Blackwell Verlag GmbH.

  4. Mixed-mode modelling mixing methodologies for organisational intervention

    Clarke, Steve; Lehaney, Brian


    The 1980s and 1990s have seen a growing interest in research and practice in the use of methodologies within problem contexts characterised by a primary focus on technology, human issues, or power. During the last five to ten years, this has given rise to challenges regarding the ability of a single methodology to address all such contexts, and the consequent development of approaches which aim to mix methodologies within a single problem situation. This has been particularly so where the situation has called for a mix of technological (the so-called 'hard') and human­ centred (so-called 'soft') methods. The approach developed has been termed mixed-mode modelling. The area of mixed-mode modelling is relatively new, with the phrase being coined approximately four years ago by Brian Lehaney in a keynote paper published at the 1996 Annual Conference of the UK Operational Research Society. Mixed-mode modelling, as suggested above, is a new way of considering problem situations faced by organisations. Traditional...

  5. Modelling point patterns with linear structures

    Møller, Jesper; Rasmussen, Jakob Gulddahl


    processes whose realizations contain such linear structures. Such a point process is constructed sequentially by placing one point at a time. The points are placed in such a way that new points are often placed close to previously placed points, and the points form roughly line shaped structures. We...... consider simulations of this model and compare with real data....

  6. Modelling point patterns with linear structures

    Møller, Jesper; Rasmussen, Jakob Gulddahl

    processes whose realizations contain such linear structures. Such a point process is constructed sequentially by placing one point at a time. The points are placed in such a way that new points are often placed close to previously placed points, and the points form roughly line shaped structures. We...... consider simulations of this model and compare with real data....

  7. Optimal designs for linear mixture models

    Mendieta, E.J.; Linssen, H.N.; Doornbos, R.


    In a recent paper Snee and Marquardt [8] considered designs for linear mixture models, where the components are subject to individual lower and/or upper bounds. When the number of components is large their algorithm XVERT yields designs far too extensive for practical purposes. The purpose of this

  8. Optimal designs for linear mixture models

    Mendieta, E.J.; Linssen, H.N.; Doornbos, R.


    In a recent paper Snee and Marquardt (1974) considered designs for linear mixture models, where the components are subject to individual lower and/or upper bounds. When the number of components is large their algorithm XVERT yields designs far too extensive for practical purposes. The purpose of

  9. Optimising the selection of food items for FFQs using Mixed Integer Linear Programming.

    Gerdessen, Johanna C; Souverein, Olga W; van 't Veer, Pieter; de Vries, Jeanne Hm


    To support the selection of food items for FFQs in such a way that the amount of information on all relevant nutrients is maximised while the food list is as short as possible. Selection of the most informative food items to be included in FFQs was modelled as a Mixed Integer Linear Programming (MILP) model. The methodology was demonstrated for an FFQ with interest in energy, total protein, total fat, saturated fat, monounsaturated fat, polyunsaturated fat, total carbohydrates, mono- and disaccharides, dietary fibre and potassium. The food lists generated by the MILP model have good performance in terms of length, coverage and R 2 (explained variance) of all nutrients. MILP-generated food lists were 32-40 % shorter than a benchmark food list, whereas their quality in terms of R 2 was similar to that of the benchmark. The results suggest that the MILP model makes the selection process faster, more standardised and transparent, and is especially helpful in coping with multiple nutrients. The complexity of the method does not increase with increasing number of nutrients. The generated food lists appear either shorter or provide more information than a food list generated without the MILP model.

  10. Sensitivity Analysis of Mixed Models for Incomplete Longitudinal Data

    Xu, Shu; Blozis, Shelley A.


    Mixed models are used for the analysis of data measured over time to study population-level change and individual differences in change characteristics. Linear and nonlinear functions may be used to describe a longitudinal response, individuals need not be observed at the same time points, and missing data, assumed to be missing at random (MAR),…

  11. Linear factor copula models and their properties

    Krupskii, Pavel; Genton, Marc G.


    We consider a special case of factor copula models with additive common factors and independent components. These models are flexible and parsimonious with O(d) parameters where d is the dimension. The linear structure allows one to obtain closed form expressions for some copulas and their extreme‐value limits. These copulas can be used to model data with strong tail dependencies, such as extreme data. We study the dependence properties of these linear factor copula models and derive the corresponding limiting extreme‐value copulas with a factor structure. We show how parameter estimates can be obtained for these copulas and apply one of these copulas to analyse a financial data set.

  12. Linear factor copula models and their properties

    Krupskii, Pavel


    We consider a special case of factor copula models with additive common factors and independent components. These models are flexible and parsimonious with O(d) parameters where d is the dimension. The linear structure allows one to obtain closed form expressions for some copulas and their extreme‐value limits. These copulas can be used to model data with strong tail dependencies, such as extreme data. We study the dependence properties of these linear factor copula models and derive the corresponding limiting extreme‐value copulas with a factor structure. We show how parameter estimates can be obtained for these copulas and apply one of these copulas to analyse a financial data set.

  13. Diagnostics for Linear Models With Functional Responses

    Xu, Hongquan; Shen, Qing


    Linear models where the response is a function and the predictors are vectors are useful in analyzing data from designed experiments and other situations with functional observations. Residual analysis and diagnostics are considered for such models. Studentized residuals are defined and their properties are studied. Chi-square quantile-quantile plots are proposed to check the assumption of Gaussian error process and outliers. Jackknife residuals and an associated test are proposed to det...

  14. Non-linear Loudspeaker Unit Modelling

    Pedersen, Bo Rohde; Agerkvist, Finn T.


    Simulations of a 6½-inch loudspeaker unit are performed and compared with a displacement measurement. The non-linear loudspeaker model is based on the major nonlinear functions and expanded with time-varying suspension behaviour and flux modulation. The results are presented with FFT plots of thr...... frequencies and different displacement levels. The model errors are discussed and analysed including a test with loudspeaker unit where the diaphragm is removed....

  15. [From clinical judgment to linear regression model.

    Palacios-Cruz, Lino; Pérez, Marcela; Rivas-Ruiz, Rodolfo; Talavera, Juan O


    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.

  16. Speed Sensorless mixed sensitivity linear parameter variant H_inf control of the induction motor

    Toth, R.; Fodor, D.


    The paper shows the design of a robust control structure for the speed sensorless vector control of the IM, based on the mixed sensitivity (MS) linear parameter variant (LPV) H8 control theory. The controller makes possible the direct control of the flux and speed of the motor with torque adaptation

  17. Visual, Algebraic and Mixed Strategies in Visually Presented Linear Programming Problems.

    Shama, Gilli; Dreyfus, Tommy


    Identified and classified solution strategies of (n=49) 10th-grade students who were presented with linear programming problems in a predominantly visual setting in the form of a computerized game. Visual strategies were developed more frequently than either algebraic or mixed strategies. Appendix includes questionnaires. (Contains 11 references.)…

  18. Testing Parametric versus Semiparametric Modelling in Generalized Linear Models

    Härdle, W.K.; Mammen, E.; Müller, M.D.


    We consider a generalized partially linear model E(Y|X,T) = G{X'b + m(T)} where G is a known function, b is an unknown parameter vector, and m is an unknown function.The paper introduces a test statistic which allows to decide between a parametric and a semiparametric model: (i) m is linear, i.e.

  19. Modeling of Volatility with Non-linear Time Series Model

    Kim Song Yon; Kim Mun Chol


    In this paper, non-linear time series models are used to describe volatility in financial time series data. To describe volatility, two of the non-linear time series are combined into form TAR (Threshold Auto-Regressive Model) with AARCH (Asymmetric Auto-Regressive Conditional Heteroskedasticity) error term and its parameter estimation is studied.

  20. A novel mixed-synchronization phenomenon in coupled Chua's circuits via non-fragile linear control

    Wang Jun-Wei; Ma Qing-Hua; Zeng Li


    Dynamical variables of coupled nonlinear oscillators can exhibit different synchronization patterns depending on the designed coupling scheme. In this paper, a non-fragile linear feedback control strategy with multiplicative controller gain uncertainties is proposed for realizing the mixed-synchronization of Chua's circuits connected in a drive-response configuration. In particular, in the mixed-synchronization regime, different state variables of the response system can evolve into complete synchronization, anti-synchronization and even amplitude death simultaneously with the drive variables for an appropriate choice of scaling matrix. Using Lyapunov stability theory, we derive some sufficient criteria for achieving global mixed-synchronization. It is shown that the desired non-fragile state feedback controller can be constructed by solving a set of linear matrix inequalities (LMIs). Numerical simulations are also provided to demonstrate the effectiveness of the proposed control approach. (general)

  1. O modelo de regressão linear misto para dados longitudinais: uma aplicação na análise de dados antropométricos desbalanceados Mixed linear regression model for longitudinal data: application to an unbalanced anthropometric data set

    Maria Arlene Fausto


    Full Text Available Os dados provenientes de estudos longitudinais se caracterizam pela seqüência de duas ou mais observações em cada indivíduo. Nos estudos de coorte, esses dados geralmente apresentam estrutura desbalanceada. Uma casuística que envolve a avaliação longitudinal de crescimento de lactentes nascidos de mães infectadas pelo HIV foi acompanhada no ambulatório de AIDS pediátrica do Hospital das Clínicas da Universidade Federal de Minas Gerais, Minas Gerais, Brasil. O objetivo deste estudo é demonstrar a aplicação do modelo linear misto na análise de dados longitudinais desbalanceados provenientes dessa coorte. Os resultados mostram que, aos seis meses de idade, os meninos eram, em média, 1,8cm maiores que as meninas e as crianças sororrevertoras eram, em média, 2,9cm maiores que as infectadas. Aos 12 meses, a diferença na altura entre meninos e meninas passou a ser, em média, de 2,4cm enquanto a diferença entre infectados e sororrevertores passou a ser, em média, de 3,5cm. Além de descrever o comportamento longitudinal do crescimento, o modelo também permite estimar a velocidade de crescimento das crianças por sexo e grupo.A longitudinal data set is characterized by a time sequence of two or more observations from each individual. In cohort studies, these data are usually not balanced. A data set related to longitudinal height measurements in children of HIV-infected mothers was recorded at the university hospital of the Federal University in Minas Gerais, Brazil. The objective was to assess the application of the mixed effect model to this unbalanced data set. At six months of age, on average boys were 1.8cm taller than girls, and seroreverter infants were 2.9cm taller than their HIV+ peers. At 12 months of age, on average boys were 2.4cm taller than girls and seroreverter children were 3.5cm taller than HIV+ ones. In addition to describing longitudinal height behavior, this model also includes the growth rate estimation for

  2. Thresholding projection estimators in functional linear models

    Cardot, Hervé; Johannes, Jan


    We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule allows to get consistency under broad assumptions as well as minimax rates of convergence under additional regularity hypotheses. We also consider the particular case of Sobolev spaces generated by the trigonometric basis which permits to get easily mean squ...

  3. Decomposed Implicit Models of Piecewise - Linear Networks

    J. Brzobohaty


    Full Text Available The general matrix form of the implicit description of a piecewise-linear (PWL network and the symbolic block diagram of the corresponding circuit model are proposed. Their decomposed forms enable us to determine quite separately the existence of the individual breakpoints of the resultant PWL characteristic and their coordinates using independent network parameters. For the two-diode and three-diode cases all the attainable types of the PWL characteristic are introduced.

  4. Flapping model of scalar mixing in turbulence

    Kerstein, A.R.


    Motivated by the fluctuating plume model of turbulent mixing downstream of a point source, a flapping model is formulated for application to other configurations. For the scalar mixing layer, simple expressions for single-point scalar fluctuation statistics are obtained that agree with measurements. For a spatially homogeneous scalar mixing field, the family of probability density functions previously derived using mapping closure is reproduced. It is inferred that single-point scalar statistics may depend primarily on large-scale flapping motions in many cases of interest, and thus that multipoint statistics may be the principal indicators of finer-scale mixing effects

  5. From spiking neuron models to linear-nonlinear models.

    Ostojic, Srdjan; Brunel, Nicolas


    Neurons transform time-varying inputs into action potentials emitted stochastically at a time dependent rate. The mapping from current input to output firing rate is often represented with the help of phenomenological models such as the linear-nonlinear (LN) cascade, in which the output firing rate is estimated by applying to the input successively a linear temporal filter and a static non-linear transformation. These simplified models leave out the biophysical details of action potential generation. It is not a priori clear to which extent the input-output mapping of biophysically more realistic, spiking neuron models can be reduced to a simple linear-nonlinear cascade. Here we investigate this question for the leaky integrate-and-fire (LIF), exponential integrate-and-fire (EIF) and conductance-based Wang-Buzsáki models in presence of background synaptic activity. We exploit available analytic results for these models to determine the corresponding linear filter and static non-linearity in a parameter-free form. We show that the obtained functions are identical to the linear filter and static non-linearity determined using standard reverse correlation analysis. We then quantitatively compare the output of the corresponding linear-nonlinear cascade with numerical simulations of spiking neurons, systematically varying the parameters of input signal and background noise. We find that the LN cascade provides accurate estimates of the firing rates of spiking neurons in most of parameter space. For the EIF and Wang-Buzsáki models, we show that the LN cascade can be reduced to a firing rate model, the timescale of which we determine analytically. Finally we introduce an adaptive timescale rate model in which the timescale of the linear filter depends on the instantaneous firing rate. This model leads to highly accurate estimates of instantaneous firing rates.

  6. A Mixed-Integer Linear Programming approach to wind farm layout and inter-array cable routing

    Fischetti, Martina; Leth, John-Josef; Borchersen, Anders Bech


    A Mixed-Integer Linear Programming (MILP) approach is proposed to optimize the turbine allocation and inter-array offshore cable routing. The two problems are considered with a two steps strategy, solving the layout problem first and then the cable problem. We give an introduction to both problems...... and present the MILP models we developed to solve them. To deal with interference in the onshore cases, we propose an adaptation of the standard Jensen’s model, suitable for 3D cases. A simple Stochastic Programming variant of our model allows us to consider different wind scenarios in the optimization...

  7. Application of mixed-integer linear programming in a car seats assembling process

    Jorge Iván Perez Rave


    Full Text Available In this paper, a decision problem involving a car parts manufacturing company is modeled in order to prepare the company for an increase in demand. Mixed-integer linear programming was used with the following decision variables: creating a second shift, purchasing additional equipment, determining the required work force, and other alternatives involving new manners of work distribution that make it possible to separate certain operations from some workplaces and integrate them into others to minimize production costs. The model was solved using GAMS. The solution consisted of programming 19 workers under a configuration that merges two workplaces and separates some operations from some workplaces. The solution did not involve purchasing additional machinery or creating a second shift. As a result, the manufacturing paradigms that had been valid in the company for over 14 years were broken. This study allowed the company to increase its productivity and obtain significant savings. It also shows the benefits of joint work between academia and companies, and provides useful information for professors, students and engineers regarding production and continuous improvement.

  8. Stochastic linear programming models, theory, and computation

    Kall, Peter


    This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC’s and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field. From Reviews of the First Edition: "The book presents a comprehensive study of stochastic linear optimization problems and their applications. … T...

  9. Extended Mixed-Efects Item Response Models with the MH-RM Algorithm

    Chalmers, R. Philip


    A mixed-effects item response theory (IRT) model is presented as a logical extension of the generalized linear mixed-effects modeling approach to formulating explanatory IRT models. Fixed and random coefficients in the extended model are estimated using a Metropolis-Hastings Robbins-Monro (MH-RM) stochastic imputation algorithm to accommodate for…

  10. Model Information Exchange System (MIXS).


    Many travel demand forecast models operate at state, regional, and local levels. While they share the same physical network in overlapping geographic areas, they use different and uncoordinated modeling networks. This creates difficulties for models ...

  11. A linearized dispersion relation for orthorhombic pseudo-acoustic modeling

    Song, Xiaolei


    Wavefield extrapolation in acoustic orthorhombic anisotropic media suffers from wave-mode coupling and stability limitations in the parameter range. We introduce a linearized form of the dispersion relation for acoustic orthorhombic media to model acoustic wavefields. We apply the lowrank approximation approach to handle the corresponding space-wavenumber mixed-domain operator. Numerical experiments show that the proposed wavefield extrapolator is accurate and practically free of dispersions. Further, there is no coupling of qSv and qP waves, because we use the analytical dispersion relation. No constraints on Thomsen\\'s parameters are required for stability. The linearized expression may provide useful application for parameter estimation in orthorhombic media.

  12. Linear accelerator modeling: development and application

    Jameson, R.A.; Jule, W.D.


    Most of the parameters of a modern linear accelerator can be selected by simulating the desired machine characteristics in a computer code and observing how the parameters affect the beam dynamics. The code PARMILA is used at LAMPF for the low-energy portion of linacs. Collections of particles can be traced with a free choice of input distributions in six-dimensional phase space. Random errors are often included in order to study the tolerances which should be imposed during manufacture or in operation. An outline is given of the modifications made to the model, the results of experiments which indicate the validity of the model, and the use of the model to optimize the longitudinal tuning of the Alvarez linac

  13. Running vacuum cosmological models: linear scalar perturbations

    Perico, E.L.D. [Instituto de Física, Universidade de São Paulo, Rua do Matão 1371, CEP 05508-090, São Paulo, SP (Brazil); Tamayo, D.A., E-mail:, E-mail: [Departamento de Astronomia, Universidade de São Paulo, Rua do Matão 1226, CEP 05508-900, São Paulo, SP (Brazil)


    In cosmology, phenomenologically motivated expressions for running vacuum are commonly parameterized as linear functions typically denoted by Λ( H {sup 2}) or Λ( R ). Such models assume an equation of state for the vacuum given by P-bar {sub Λ} = - ρ-bar {sub Λ}, relating its background pressure P-bar {sub Λ} with its mean energy density ρ-bar {sub Λ} ≡ Λ/8π G . This equation of state suggests that the vacuum dynamics is due to an interaction with the matter content of the universe. Most of the approaches studying the observational impact of these models only consider the interaction between the vacuum and the transient dominant matter component of the universe. We extend such models by assuming that the running vacuum is the sum of independent contributions, namely ρ-bar {sub Λ} = Σ {sub i} ρ-bar {sub Λ} {sub i} . Each Λ i vacuum component is associated and interacting with one of the i matter components in both the background and perturbation levels. We derive the evolution equations for the linear scalar vacuum and matter perturbations in those two scenarios, and identify the running vacuum imprints on the cosmic microwave background anisotropies as well as on the matter power spectrum. In the Λ( H {sup 2}) scenario the vacuum is coupled with every matter component, whereas the Λ( R ) description only leads to a coupling between vacuum and non-relativistic matter, producing different effects on the matter power spectrum.

  14. Linear Parametric Model Checking of Timed Automata

    Hune, Tohmas Seidelin; Romijn, Judi; Stoelinga, Mariëlle


    We present an extension of the model checker Uppaal capable of synthesize linear parameter constraints for the correctness of parametric timed automata. The symbolic representation of the (parametric) state-space is shown to be correct. A second contribution of this paper is the identication...... of a subclass of parametric timed automata (L/U automata), for which the emptiness problem is decidable, contrary to the full class where it is know to be undecidable. Also we present a number of lemmas enabling the verication eort to be reduced for L/U automata in some cases. We illustrate our approach...

  15. Linear and Weakly Nonlinear Instability of Shallow Mixing Layers with Variable Friction

    Irina Eglite


    Full Text Available Linear and weakly nonlinear instability of shallow mixing layers is analysed in the present paper. It is assumed that the resistance force varies in the transverse direction. Linear stability problem is solved numerically using collocation method. It is shown that the increase in the ratio of the friction coefficients in the main channel to that in the floodplain has a stabilizing influence on the flow. The amplitude evolution equation for the most unstable mode (the complex Ginzburg–Landau equation is derived from the shallow water equations under the rigid-lid assumption. Results of numerical calculations are presented.

  16. Comparison of linear, skewed-linear, and proportional hazard models for the analysis of lambing interval in Ripollesa ewes.

    Casellas, J; Bach, R


    Lambing interval is a relevant reproductive indicator for sheep populations under continuous mating systems, although there is a shortage of selection programs accounting for this trait in the sheep industry. Both the historical assumption of small genetic background and its unorthodox distribution pattern have limited its implementation as a breeding objective. In this manuscript, statistical performances of 3 alternative parametrizations [i.e., symmetric Gaussian mixed linear (GML) model, skew-Gaussian mixed linear (SGML) model, and piecewise Weibull proportional hazard (PWPH) model] have been compared to elucidate the preferred methodology to handle lambing interval data. More specifically, flock-by-flock analyses were performed on 31,986 lambing interval records (257.3 ± 0.2 d) from 6 purebred Ripollesa flocks. Model performances were compared in terms of deviance information criterion (DIC) and Bayes factor (BF). For all flocks, PWPH models were clearly preferred; they generated a reduction of 1,900 or more DIC units and provided BF estimates larger than 100 (i.e., PWPH models against linear models). These differences were reduced when comparing PWPH models with different number of change points for the baseline hazard function. In 4 flocks, only 2 change points were required to minimize the DIC, whereas 4 and 6 change points were needed for the 2 remaining flocks. These differences demonstrated a remarkable degree of heterogeneity across sheep flocks that must be properly accounted for in genetic evaluation models to avoid statistical biases and suboptimal genetic trends. Within this context, all 6 Ripollesa flocks revealed substantial genetic background for lambing interval with heritabilities ranging between 0.13 and 0.19. This study provides the first evidence of the suitability of PWPH models for lambing interval analysis, clearly discarding previous parametrizations focused on mixed linear models.

  17. Linear dose dependence of ion beam mixing of metals on Si

    Poker, D.B.; Appleton, B.R.


    These experiments were conducted to determine the dose dependences of ion beam mixing of various metal-silicon couples. V/Si and Cr/Si were included because these couples were previously suspected of exhibiting a linear dose dependence. Pd/Si was chosen because it had been reported as exhibiting only the square root dependence. Samples were cut from wafers of (100) n-type Si. The samples were cleaned in organic solvents, etched in hydrofluoric acid, and rinsed with methanol before mounting in an oil-free vacuum system for thin-film deposition. Films of Au, V, Cr, or Pd were evaporated onto the Si samples with a nominal deposition rate of 10 A/s. The thicknesses were large compared with those usually used to measure ion beam mixing and were used to ensure that conditions of unlimited supply were met. Samples were mixed with Si ions ranging in energy from 300 to 375 keV, chosen to produce ion ranges that significantly exceeded the metal film depth. Si was used as the mixing ion to prevent impurity doping of the Si substrate and to exclude a background signal from the Rutherford backscattering (RBS) spectra. Samples were mixed at room temperature, with the exception of the Au/Si samples, which were mixed at liquid nitrogen temperature. The samples were alternately mixed and analyzed in situ without exposure to atmosphere between mixing doses. The compositional distributions after mixing were measured using RBS of 2.5-MeV 4 He atoms

  18. A mixed-integer linear programming approach to the reduction of genome-scale metabolic networks.

    Röhl, Annika; Bockmayr, Alexander


    Constraint-based analysis has become a widely used method to study metabolic networks. While some of the associated algorithms can be applied to genome-scale network reconstructions with several thousands of reactions, others are limited to small or medium-sized models. In 2015, Erdrich et al. introduced a method called NetworkReducer, which reduces large metabolic networks to smaller subnetworks, while preserving a set of biological requirements that can be specified by the user. Already in 2001, Burgard et al. developed a mixed-integer linear programming (MILP) approach for computing minimal reaction sets under a given growth requirement. Here we present an MILP approach for computing minimum subnetworks with the given properties. The minimality (with respect to the number of active reactions) is not guaranteed by NetworkReducer, while the method by Burgard et al. does not allow specifying the different biological requirements. Our procedure is about 5-10 times faster than NetworkReducer and can enumerate all minimum subnetworks in case there exist several ones. This allows identifying common reactions that are present in all subnetworks, and reactions appearing in alternative pathways. Applying complex analysis methods to genome-scale metabolic networks is often not possible in practice. Thus it may become necessary to reduce the size of the network while keeping important functionalities. We propose a MILP solution to this problem. Compared to previous work, our approach is more efficient and allows computing not only one, but even all minimum subnetworks satisfying the required properties.

  19. Mixed Integer Linear Programming based machine learning approach identifies regulators of telomerase in yeast.

    Poos, Alexandra M; Maicher, André; Dieckmann, Anna K; Oswald, Marcus; Eils, Roland; Kupiec, Martin; Luke, Brian; König, Rainer


    Understanding telomere length maintenance mechanisms is central in cancer biology as their dysregulation is one of the hallmarks for immortalization of cancer cells. Important for this well-balanced control is the transcriptional regulation of the telomerase genes. We integrated Mixed Integer Linear Programming models into a comparative machine learning based approach to identify regulatory interactions that best explain the discrepancy of telomerase transcript levels in yeast mutants with deleted regulators showing aberrant telomere length, when compared to mutants with normal telomere length. We uncover novel regulators of telomerase expression, several of which affect histone levels or modifications. In particular, our results point to the transcription factors Sum1, Hst1 and Srb2 as being important for the regulation of EST1 transcription, and we validated the effect of Sum1 experimentally. We compiled our machine learning method leading to a user friendly package for R which can straightforwardly be applied to similar problems integrating gene regulator binding information and expression profiles of samples of e.g. different phenotypes, diseases or treatments. © The Author(s) 2016. Published by Oxford University Press on behalf of Nucleic Acids Research.

  20. Mixed problems for linear symmetric hyperbolic systems with characteristic boundary conditions

    Secchi, P.


    We consider the initial-boundary value problem for symmetric hyperbolic systems with characteristic boundary of constant multiplicity. In the linear case we give some results about the existence of regular solutions in suitable functions spaces which take in account the loss of regularity in the normal direction to the characteristic boundary. We also consider the equations of ideal magneto-hydrodynamics under perfectly conducting wall boundary conditions and give some results about the solvability of such mixed problem. (author). 16 refs

  1. Modeling of particle mixing in the atmosphere

    Zhu, Shupeng


    This thesis presents a newly developed size-composition resolved aerosol model (SCRAM), which is able to simulate the dynamics of externally-mixed particles in the atmosphere, and evaluates its performance in three-dimensional air-quality simulations. The main work is split into four parts. First, the research context of external mixing and aerosol modelling is introduced. Secondly, the development of the SCRAM box model is presented along with validation tests. Each particle composition is defined by the combination of mass-fraction sections of its chemical components or aggregates of components. The three main processes involved in aerosol dynamic (nucleation, coagulation, condensation/ evaporation) are included in SCRAM. The model is first validated by comparisons with published reference solutions for coagulation and condensation/evaporation of internally-mixed particles. The particle mixing state is investigated in a 0-D simulation using data representative of air pollution at a traffic site in Paris. The relative influence on the mixing state of the different aerosol processes and of the algorithm used to model condensation/evaporation (dynamic evolution or bulk equilibrium between particles and gas) is studied. Then, SCRAM is integrated into the Polyphemus air quality platform and used to conduct simulations over Greater Paris during the summer period of 2009. This evaluation showed that SCRAM gives satisfactory results for both PM2.5/PM10 concentrations and aerosol optical depths, as assessed from comparisons to observations. Besides, the model allows us to analyze the particle mixing state, as well as the impact of the mixing state assumption made in the modelling on particle formation, aerosols optical properties, and cloud condensation nuclei activation. Finally, two simulations are conducted during the winter campaign of MEGAPOLI (Megacities: Emissions, urban, regional and Global Atmospheric Pollution and climate effects, and Integrated tools for

  2. Linear models for joint association and linkage QTL mapping

    Fernando Rohan L


    Full Text Available Abstract Background Populational linkage disequilibrium and within-family linkage are commonly used for QTL mapping and marker assisted selection. The combination of both results in more robust and accurate locations of the QTL, but models proposed so far have been either single marker, complex in practice or well fit to a particular family structure. Results We herein present linear model theory to come up with additive effects of the QTL alleles in any member of a general pedigree, conditional to observed markers and pedigree, accounting for possible linkage disequilibrium among QTLs and markers. The model is based on association analysis in the founders; further, the additive effect of the QTLs transmitted to the descendants is a weighted (by the probabilities of transmission average of the substitution effects of founders' haplotypes. The model allows for non-complete linkage disequilibrium QTL-markers in the founders. Two submodels are presented: a simple and easy to implement Haley-Knott type regression for half-sib families, and a general mixed (variance component model for general pedigrees. The model can use information from all markers. The performance of the regression method is compared by simulation with a more complex IBD method by Meuwissen and Goddard. Numerical examples are provided. Conclusion The linear model theory provides a useful framework for QTL mapping with dense marker maps. Results show similar accuracies but a bias of the IBD method towards the center of the region. Computations for the linear regression model are extremely simple, in contrast with IBD methods. Extensions of the model to genomic selection and multi-QTL mapping are straightforward.

  3. Mixed H∞ and passive control for linear switched systems via hybrid control approach

    Zheng, Qunxian; Ling, Youzhu; Wei, Lisheng; Zhang, Hongbin


    This paper investigates the mixed H∞ and passive control problem for linear switched systems based on a hybrid control strategy. To solve this problem, first, a new performance index is proposed. This performance index can be viewed as the mixed weighted H∞ and passivity performance. Then, the hybrid controllers are used to stabilise the switched systems. The hybrid controllers consist of dynamic output-feedback controllers for every subsystem and state updating controllers at the switching instant. The design of state updating controllers not only depends on the pre-switching subsystem and the post-switching subsystem, but also depends on the measurable output signal. The hybrid controllers proposed in this paper can include some existing ones as special cases. Combine the multiple Lyapunov functions approach with the average dwell time technique, new sufficient conditions are obtained. Under the new conditions, the closed-loop linear switched systems are globally uniformly asymptotically stable with a mixed H∞ and passivity performance index. Moreover, the desired hybrid controllers can be constructed by solving a set of linear matrix inequalities. Finally, a numerical example and a practical example are given.

  4. Aspects of general linear modelling of migration.

    Congdon, P


    "This paper investigates the application of general linear modelling principles to analysing migration flows between areas. Particular attention is paid to specifying the form of the regression and error components, and the nature of departures from Poisson randomness. Extensions to take account of spatial and temporal correlation are discussed as well as constrained estimation. The issue of specification bears on the testing of migration theories, and assessing the role migration plays in job and housing markets: the direction and significance of the effects of economic variates on migration depends on the specification of the statistical model. The application is in the context of migration in London and South East England in the 1970s and 1980s." excerpt

  5. Modelling and Predicting Backstroke Start Performance Using Non-Linear and Linear Models.

    de Jesus, Karla; Ayala, Helon V H; de Jesus, Kelly; Coelho, Leandro Dos S; Medeiros, Alexandre I A; Abraldes, José A; Vaz, Mário A P; Fernandes, Ricardo J; Vilas-Boas, João Paulo


    Our aim was to compare non-linear and linear mathematical model responses for backstroke start performance prediction. Ten swimmers randomly completed eight 15 m backstroke starts with feet over the wedge, four with hands on the highest horizontal and four on the vertical handgrip. Swimmers were videotaped using a dual media camera set-up, with the starts being performed over an instrumented block with four force plates. Artificial neural networks were applied to predict 5 m start time using kinematic and kinetic variables and to determine the accuracy of the mean absolute percentage error. Artificial neural networks predicted start time more robustly than the linear model with respect to changing training to the validation dataset for the vertical handgrip (3.95 ± 1.67 vs. 5.92 ± 3.27%). Artificial neural networks obtained a smaller mean absolute percentage error than the linear model in the horizontal (0.43 ± 0.19 vs. 0.98 ± 0.19%) and vertical handgrip (0.45 ± 0.19 vs. 1.38 ± 0.30%) using all input data. The best artificial neural network validation revealed a smaller mean absolute error than the linear model for the horizontal (0.007 vs. 0.04 s) and vertical handgrip (0.01 vs. 0.03 s). Artificial neural networks should be used for backstroke 5 m start time prediction due to the quite small differences among the elite level performances.

  6. Mixed-effects regression models in linguistics

    Heylen, Kris; Geeraerts, Dirk


    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...

  7. Modeling patterns in data using linear and related models

    Engelhardt, M.E.


    This report considers the use of linear models for analyzing data related to reliability and safety issues of the type usually associated with nuclear power plants. The report discusses some of the general results of linear regression analysis, such as the model assumptions and properties of the estimators of the parameters. The results are motivated with examples of operational data. Results about the important case of a linear regression model with one covariate are covered in detail. This case includes analysis of time trends. The analysis is applied with two different sets of time trend data. Diagnostic procedures and tests for the adequacy of the model are discussed. Some related methods such as weighted regression and nonlinear models are also considered. A discussion of the general linear model is also included. Appendix A gives some basic SAS programs and outputs for some of the analyses discussed in the body of the report. Appendix B is a review of some of the matrix theoretic results which are useful in the development of linear models

  8. Electron Model of Linear-Field FFAG

    Koscielniak, Shane R


    A fixed-field alternating-gradient accelerator (FFAG) that employs only linear-field elements ushers in a new regime in accelerator design and dynamics. The linear-field machine has the ability to compact an unprecedented range in momenta within a small component aperture. With a tune variation which results from the natural chromaticity, the beam crosses many strong, uncorrec-table, betatron resonances during acceleration. Further, relativistic particles in this machine exhibit a quasi-parabolic time-of-flight that cannot be addressed with a fixed-frequency rf system. This leads to a new concept of bucketless acceleration within a rotation manifold. With a large energy jump per cell, there is possibly strong synchro-betatron coupling. A few-MeV electron model has been proposed to demonstrate the feasibility of these untested acceleration features and to investigate them at length under a wide range of operating conditions. This paper presents a lattice optimized for a 1.3 GHz rf, initial technology choices f...

  9. Linear models in the mathematics of uncertainty

    Mordeson, John N; Clark, Terry D; Pham, Alex; Redmond, Michael A


    The purpose of this book is to present new mathematical techniques for modeling global issues. These mathematical techniques are used to determine linear equations between a dependent variable and one or more independent variables in cases where standard techniques such as linear regression are not suitable. In this book, we examine cases where the number of data points is small (effects of nuclear warfare), where the experiment is not repeatable (the breakup of the former Soviet Union), and where the data is derived from expert opinion (how conservative is a political party). In all these cases the data  is difficult to measure and an assumption of randomness and/or statistical validity is questionable.  We apply our methods to real world issues in international relations such as  nuclear deterrence, smart power, and cooperative threat reduction. We next apply our methods to issues in comparative politics such as successful democratization, quality of life, economic freedom, political stability, and fail...

  10. Generalized Linear Models in Vehicle Insurance

    Silvie Kafková


    Full Text Available Actuaries in insurance companies try to find the best model for an estimation of insurance premium. It depends on many risk factors, e.g. the car characteristics and the profile of the driver. In this paper, an analysis of the portfolio of vehicle insurance data using a generalized linear model (GLM is performed. The main advantage of the approach presented in this article is that the GLMs are not limited by inflexible preconditions. Our aim is to predict the relation of annual claim frequency on given risk factors. Based on a large real-world sample of data from 57 410 vehicles, the present study proposed a classification analysis approach that addresses the selection of predictor variables. The models with different predictor variables are compared by analysis of deviance and Akaike information criterion (AIC. Based on this comparison, the model for the best estimate of annual claim frequency is chosen. All statistical calculations are computed in R environment, which contains stats package with the function for the estimation of parameters of GLM and the function for analysis of deviation.

  11. The transition model test for serial dependence in mixed-effects models for binary data

    Breinegaard, Nina; Rabe-Hesketh, Sophia; Skrondal, Anders


    Generalized linear mixed models for longitudinal data assume that responses at different occasions are conditionally independent, given the random effects and covariates. Although this assumption is pivotal for consistent estimation, violation due to serial dependence is hard to assess by model...

  12. Nonlinear price impact from linear models

    Patzelt, Felix; Bouchaud, Jean-Philippe


    The impact of trades on asset prices is a crucial aspect of market dynamics for academics, regulators, and practitioners alike. Recently, universal and highly nonlinear master curves were observed for price impacts aggregated on all intra-day scales (Patzelt and Bouchaud 2017 arXiv:1706.04163). Here we investigate how well these curves, their scaling, and the underlying return dynamics are captured by linear ‘propagator’ models. We find that the classification of trades as price-changing versus non-price-changing can explain the price impact nonlinearities and short-term return dynamics to a very high degree. The explanatory power provided by the change indicator in addition to the order sign history increases with increasing tick size. To obtain these results, several long-standing technical issues for model calibration and testing are addressed. We present new spectral estimators for two- and three-point cross-correlations, removing the need for previously used approximations. We also show when calibration is unbiased and how to accurately reveal previously overlooked biases. Therefore, our results contribute significantly to understanding both recent empirical results and the properties of a popular class of impact models.

  13. Linear Equating for the NEAT Design: Parameter Substitution Models and Chained Linear Relationship Models

    Kane, Michael T.; Mroch, Andrew A.; Suh, Youngsuk; Ripkey, Douglas R.


    This paper analyzes five linear equating models for the "nonequivalent groups with anchor test" (NEAT) design with internal anchors (i.e., the anchor test is part of the full test). The analysis employs a two-dimensional framework. The first dimension contrasts two general approaches to developing the equating relationship. Under a "parameter…

  14. Modelling of Asphalt Concrete Stiffness in the Linear Viscoelastic Region

    Mazurek, Grzegorz; Iwański, Marek


    Stiffness modulus is a fundamental parameter used in the modelling of the viscoelastic behaviour of bituminous mixtures. On the basis of the master curve in the linear viscoelasticity range, the mechanical properties of asphalt concrete at different loading times and temperatures can be predicted. This paper discusses the construction of master curves under rheological mathematical models i.e. the sigmoidal function model (MEPDG), the fractional model, and Bahia and co-workers’ model in comparison to the results from mechanistic rheological models i.e. the generalized Huet-Sayegh model, the generalized Maxwell model and the Burgers model. For the purposes of this analysis, the reference asphalt concrete mix (denoted as AC16W) intended for the binder coarse layer and for traffic category KR3 (5×105 controlled strain mode. The fixed strain level was set at 25με to guarantee that the stiffness modulus of the asphalt concrete would be tested in a linear viscoelasticity range. The master curve was formed using the time-temperature superposition principle (TTSP). The stiffness modulus of asphalt concrete was determined at temperatures 10°C, 20°C and 40°C and at loading times (frequency) of 0.1, 0.3, 1, 3, 10, 20 Hz. The model parameters were fitted to the rheological models using the original programs based on the nonlinear least squares sum method. All the rheological models under analysis were found to be capable of predicting changes in the stiffness modulus of the reference asphalt concrete to satisfactory accuracy. In the cases of the fractional model and the generalized Maxwell model, their accuracy depends on a number of elements in series. The best fit was registered for Bahia and co-workers model, generalized Maxwell model and fractional model. As for predicting the phase angle parameter, the largest discrepancies between experimental and modelled results were obtained using the fractional model. Except the Burgers model, the model matching quality was

  15. Mixed models theory and applications with R

    Demidenko, Eugene


    Mixed modeling is one of the most promising and exciting areas of statistical analysis, enabling the analysis of nontraditional, clustered data that may come in the form of shapes or images. This book provides in-depth mathematical coverage of mixed models' statistical properties and numerical algorithms, as well as applications such as the analysis of tumor regrowth, shape, and image. The new edition includes significant updating, over 300 exercises, stimulating chapter projects and model simulations, inclusion of R subroutines, and a revised text format. The target audience continues to be g

  16. Piecewise Linear-Linear Latent Growth Mixture Models with Unknown Knots

    Kohli, Nidhi; Harring, Jeffrey R.; Hancock, Gregory R.


    Latent growth curve models with piecewise functions are flexible and useful analytic models for investigating individual behaviors that exhibit distinct phases of development in observed variables. As an extension of this framework, this study considers a piecewise linear-linear latent growth mixture model (LGMM) for describing segmented change of…

  17. Statistical models of global Langmuir mixing

    Li, Qing; Fox-Kemper, Baylor; Breivik, Øyvind; Webb, Adrean


    The effects of Langmuir mixing on the surface ocean mixing may be parameterized by applying an enhancement factor which depends on wave, wind, and ocean state to the turbulent velocity scale in the K-Profile Parameterization. Diagnosing the appropriate enhancement factor online in global climate simulations is readily achieved by coupling with a prognostic wave model, but with significant computational and code development expenses. In this paper, two alternatives that do not require a prognostic wave model, (i) a monthly mean enhancement factor climatology, and (ii) an approximation to the enhancement factor based on the empirical wave spectra, are explored and tested in a global climate model. Both appear to reproduce the Langmuir mixing effects as estimated using a prognostic wave model, with nearly identical and substantial improvements in the simulated mixed layer depth and intermediate water ventilation over control simulations, but significantly less computational cost. Simpler approaches, such as ignoring Langmuir mixing altogether or setting a globally constant Langmuir number, are found to be deficient. Thus, the consequences of Stokes depth and misaligned wind and waves are important.

  18. Linear matrix inequality approach for synchronization control of fuzzy cellular neural networks with mixed time delays

    Balasubramaniam, P.; Kalpana, M.; Rakkiyappan, R.


    Fuzzy cellular neural networks (FCNNs) are special kinds of cellular neural networks (CNNs). Each cell in an FCNN contains fuzzy operating abilities. The entire network is governed by cellular computing laws. The design of FCNNs is based on fuzzy local rules. In this paper, a linear matrix inequality (LMI) approach for synchronization control of FCNNs with mixed delays is investigated. Mixed delays include discrete time-varying delays and unbounded distributed delays. A dynamic control scheme is proposed to achieve the synchronization between a drive network and a response network. By constructing the Lyapunov—Krasovskii functional which contains a triple-integral term and the free-weighting matrices method an improved delay-dependent stability criterion is derived in terms of LMIs. The controller can be easily obtained by solving the derived LMIs. A numerical example and its simulations are presented to illustrate the effectiveness of the proposed method. (interdisciplinary physics and related areas of science and technology)

  19. Evaluating the double Poisson generalized linear model.

    Zou, Yaotian; Geedipally, Srinivas Reddy; Lord, Dominique


    The objectives of this study are to: (1) examine the applicability of the double Poisson (DP) generalized linear model (GLM) for analyzing motor vehicle crash data characterized by over- and under-dispersion and (2) compare the performance of the DP GLM with the Conway-Maxwell-Poisson (COM-Poisson) GLM in terms of goodness-of-fit and theoretical soundness. The DP distribution has seldom been investigated and applied since its first introduction two decades ago. The hurdle for applying the DP is related to its normalizing constant (or multiplicative constant) which is not available in closed form. This study proposed a new method to approximate the normalizing constant of the DP with high accuracy and reliability. The DP GLM and COM-Poisson GLM were developed using two observed over-dispersed datasets and one observed under-dispersed dataset. The modeling results indicate that the DP GLM with its normalizing constant approximated by the new method can handle crash data characterized by over- and under-dispersion. Its performance is comparable to the COM-Poisson GLM in terms of goodness-of-fit (GOF), although COM-Poisson GLM provides a slightly better fit. For the over-dispersed data, the DP GLM performs similar to the NB GLM. Considering the fact that the DP GLM can be easily estimated with inexpensive computation and that it is simpler to interpret coefficients, it offers a flexible and efficient alternative for researchers to model count data. Copyright © 2013 Elsevier Ltd. All rights reserved.

  20. An overview of solution methods for multi-objective mixed integer linear programming programs

    Andersen, Kim Allan; Stidsen, Thomas Riis

    Multiple objective mixed integer linear programming (MOMIP) problems are notoriously hard to solve to optimality, i.e. finding the complete set of non-dominated solutions. We will give an overview of existing methods. Among those are interactive methods, the two phases method and enumeration...... methods. In particular we will discuss the existing branch and bound approaches for solving multiple objective integer programming problems. Despite the fact that branch and bound methods has been applied successfully to integer programming problems with one criterion only a few attempts has been made...

  1. Modeling of Salt Solubilities in Mixed Solvents

    Chiavone-Filho, O.; Rasmussen, Peter


    A method to correlate and predict salt solubilities in mixed solvents using a UNIQUAC+Debye-Huckel model is developed. The UNIQUAC equation is applied in a form with temperature-dependent parameters. The Debye-Huckel model is extended to mixed solvents by properly evaluating the dielectric...... constants and the liquid densities of the solvent media. To normalize the activity coefficients, the symmetric convention is adopted. Thermochemical properties of the salt are used to estimate the solubility product. It is shown that the proposed procedure can describe with good accuracy a series of salt...

  2. Petri Nets as Models of Linear Logic

    Engberg, Uffe Henrik; Winskel, Glynn


    The chief purpose of this paper is to appraise the feasibility of Girad's linear logic as a specification language for parallel processes. To this end we propose an interpretation of linear logic in Petri nets, with respect to which we investigate the expressive power of the logic...

  3. Linear approximation model network and its formation via ...

    To overcome the deficiency of `local model network' (LMN) techniques, an alternative `linear approximation model' (LAM) network approach is proposed. Such a network models a nonlinear or practical system with multiple linear models fitted along operating trajectories, where individual models are simply networked ...

  4. Quadratic temporal finite element method for linear elastic structural dynamics based on mixed convolved action

    Kim, Jin Kyu; Kim, Dong Keon


    A common approach for dynamic analysis in current practice is based on a discrete time-integration scheme. This approach can be largely attributed to the absence of a true variational framework for initial value problems. To resolve this problem, a new stationary variational principle was recently established for single-degree-of-freedom oscillating systems using mixed variables, fractional derivatives and convolutions of convolutions. In this mixed convolved action, all the governing differential equations and initial conditions are recovered from the stationarity of a single functional action. Thus, the entire description of linear elastic dynamical systems is encapsulated. For its practical application to structural dynamics, this variational formalism is systemically extended to linear elastic multidegree- of-freedom systems in this study, and a corresponding weak form is numerically implemented via a quadratic temporal finite element method. The developed numerical method is symplectic and unconditionally stable with respect to a time step for the underlying conservative system. For the forced-damped vibration, a three-story shear building is used as an example to investigate the performance of the developed numerical method, which provides accurate results with good convergence characteristics

  5. Stability Criterion of Linear Stochastic Systems Subject to Mixed H2/Passivity Performance

    Cheung-Chieh Ku


    Full Text Available The H2 control scheme and passivity theory are applied to investigate the stability criterion of continuous-time linear stochastic system subject to mixed performance. Based on the stochastic differential equation, the stochastic behaviors can be described as multiplicative noise terms. For the considered system, the H2 control scheme is applied to deal with the problem on minimizing output energy. And the asymptotical stability of the system can be guaranteed under desired initial conditions. Besides, the passivity theory is employed to constrain the effect of external disturbance on the system. Moreover, the Itô formula and Lyapunov function are used to derive the sufficient conditions which are converted into linear matrix inequality (LMI form for applying convex optimization algorithm. Via solving the sufficient conditions, the state feedback controller can be established such that the asymptotical stability and mixed performance of the system are achieved in the mean square. Finally, the synchronous generator system is used to verify the effectiveness and applicability of the proposed design method.

  6. Optimal placement of capacitors in a radial network using conic and mixed integer linear programming

    Jabr, R.A. [Electrical, Computer and Communication Engineering Department, Notre Dame University, P.O. Box: 72, Zouk Mikhael, Zouk Mosbeh (Lebanon)


    This paper considers the problem of optimally placing fixed and switched type capacitors in a radial distribution network. The aim of this problem is to minimize the costs associated with capacitor banks, peak power, and energy losses whilst satisfying a pre-specified set of physical and technical constraints. The proposed solution is obtained using a two-phase approach. In phase-I, the problem is formulated as a conic program in which all nodes are candidates for placement of capacitor banks whose sizes are considered as continuous variables. A global solution of the phase-I problem is obtained using an interior-point based conic programming solver. Phase-II seeks a practical optimal solution by considering capacitor sizes as discrete variables. The problem in this phase is formulated as a mixed integer linear program based on minimizing the L1-norm of deviations from the phase-I state variable values. The solution to the phase-II problem is obtained using a mixed integer linear programming solver. The proposed method is validated via extensive comparisons with previously published results. (author)

  7. Quadratic temporal finite element method for linear elastic structural dynamics based on mixed convolved action

    Kim, Jin Kyu [School of Architecture and Architectural Engineering, Hanyang University, Ansan (Korea, Republic of); Kim, Dong Keon [Dept. of Architectural Engineering, Dong A University, Busan (Korea, Republic of)


    A common approach for dynamic analysis in current practice is based on a discrete time-integration scheme. This approach can be largely attributed to the absence of a true variational framework for initial value problems. To resolve this problem, a new stationary variational principle was recently established for single-degree-of-freedom oscillating systems using mixed variables, fractional derivatives and convolutions of convolutions. In this mixed convolved action, all the governing differential equations and initial conditions are recovered from the stationarity of a single functional action. Thus, the entire description of linear elastic dynamical systems is encapsulated. For its practical application to structural dynamics, this variational formalism is systemically extended to linear elastic multidegree- of-freedom systems in this study, and a corresponding weak form is numerically implemented via a quadratic temporal finite element method. The developed numerical method is symplectic and unconditionally stable with respect to a time step for the underlying conservative system. For the forced-damped vibration, a three-story shear building is used as an example to investigate the performance of the developed numerical method, which provides accurate results with good convergence characteristics.

  8. Linear regression crash prediction models : issues and proposed solutions.


    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 ...

  9. Game Theory and its Relationship with Linear Programming Models ...

    Game Theory and its Relationship with Linear Programming Models. ... This paper shows that game theory and linear programming problem are closely related subjects since any computing method devised for ... AJOL African Journals Online.

  10. Impacto não Linear do Marketing Mix no Desempenho em Vendas de Marcas

    Rafael Barreiros Porto


    Full Text Available O padrão de impacto que as atividades de marketingexercem nas vendas não tem sido evidenciado na literatura. Muitas pesquisas adotam perspectivas lineares restritas, desconsiderando as evidências empíricas. Este trabalho investigou o impacto não linear do marketingmixno volume em vendas e no volume de consumidores e de compra por consumidor. Realizou-se um estudo longitudinal em painel de marcas e de consumidores simultâneos. Analisaram-se 121 marcas durante 13 meses, com 793 compras/mês feitas pelos consumidores por meio de três equações de estimativas generalizadas. Os resultados apontam que o marketing mix, em especial brandinge precificação, impacta fortemente todas as dependentes em formato não linear, com bons ajustes dos parâmetros. Oefeito conjunto gera economias de escala para as marcas, enquanto, para cada consumidor, o efeito conjunto estimula-o a adquirir maiores quantidades gradativamente. A pesquisa demonstra oito padrões impactantes do marketingmixsobre os indicadores investigados, com alterações de sua ordem e de seu peso para marcas e consumidores.

  11. A Lagrangian mixing frequency model for transported PDF modeling

    Turkeri, Hasret; Zhao, Xinyu


    In this study, a Lagrangian mixing frequency model is proposed for molecular mixing models within the framework of transported probability density function (PDF) methods. The model is based on the dissipations of mixture fraction and progress variables obtained from Lagrangian particles in PDF methods. The new model is proposed as a remedy to the difficulty in choosing the optimal model constant parameters when using conventional mixing frequency models. The model is implemented in combination with the Interaction by exchange with the mean (IEM) mixing model. The performance of the new model is examined by performing simulations of Sandia Flame D and the turbulent premixed flame from the Cambridge stratified flame series. The simulations are performed using the pdfFOAM solver which is a LES/PDF solver developed entirely in OpenFOAM. A 16-species reduced mechanism is used to represent methane/air combustion, and in situ adaptive tabulation is employed to accelerate the finite-rate chemistry calculations. The results are compared with experimental measurements as well as with the results obtained using conventional mixing frequency models. Dynamic mixing frequencies are predicted using the new model without solving additional transport equations, and good agreement with experimental data is observed.

  12. Scotogenic model for co-bimaximal mixing

    Ferreira, P.M. [Instituto Superior de Engenharia de Lisboa - ISEL,1959-007 Lisboa (Portugal); Centro de Física Teórica e Computacional - FCUL, Universidade de Lisboa,R. Ernesto de Vasconcelos, 1749-016 Lisboa (Portugal); Grimus, W. [Faculty of Physics, University of Vienna,Boltzmanngasse 5, A-1090 Wien (Austria); Jurčiukonis, D. [Institute of Theoretical Physics and Astronomy, Vilnius University,Saul?etekio ave. 3, LT-10222 Vilnius (Lithuania); Lavoura, L. [CFTP, Instituto Superior Técnico, Universidade de Lisboa,1049-001 Lisboa (Portugal)


    We present a scotogenic model, i.e. a one-loop neutrino mass model with dark right-handed neutrino gauge singlets and one inert dark scalar gauge doublet η, which has symmetries that lead to co-bimaximal mixing, i.e. to an atmospheric mixing angle θ{sub 23}=45{sup ∘} and to a CP-violating phase δ=±π/2, while the mixing angle θ{sub 13} remains arbitrary. The symmetries consist of softly broken lepton numbers L{sub α} (α=e,μ,τ), a non-standard CP symmetry, and three ℤ{sub 2} symmetries. We indicate two possibilities for extending the model to the quark sector. Since the model has, besides η, three scalar gauge doublets, we perform a thorough discussion of its scalar sector. We demonstrate that it can accommodate a Standard Model-like scalar with mass 125 GeV, with all the other charged and neutral scalars having much higher masses.

  13. Linear control theory for gene network modeling.

    Shin, Yong-Jun; Bleris, Leonidas


    Systems biology is an interdisciplinary field that aims at understanding complex interactions in cells. Here we demonstrate that linear control theory can provide valuable insight and practical tools for the characterization of complex biological networks. We provide the foundation for such analyses through the study of several case studies including cascade and parallel forms, feedback and feedforward loops. We reproduce experimental results and provide rational analysis of the observed behavior. We demonstrate that methods such as the transfer function (frequency domain) and linear state-space (time domain) can be used to predict reliably the properties and transient behavior of complex network topologies and point to specific design strategies for synthetic networks.




    Previous analyses have assumed that wedge absorbers are triangularly shaped with equal angles for the two faces. In this case, to linear order, the energy loss depends only on the position in the direction of the face tilt, and is independent of the incoming angle. One can instead construct an absorber with entrance and exit faces facing rather general directions. In this case, the energy loss can depend on both the position and the angle of the particle in question. This paper demonstrates that and computes the effect to linear order.

  15. Equivalent linear damping characterization in linear and nonlinear force-stiffness muscle models.

    Ovesy, Marzieh; Nazari, Mohammad Ali; Mahdavian, Mohammad


    In the current research, the muscle equivalent linear damping coefficient which is introduced as the force-velocity relation in a muscle model and the corresponding time constant are investigated. In order to reach this goal, a 1D skeletal muscle model was used. Two characterizations of this model using a linear force-stiffness relationship (Hill-type model) and a nonlinear one have been implemented. The OpenSim platform was used for verification of the model. The isometric activation has been used for the simulation. The equivalent linear damping and the time constant of each model were extracted by using the results obtained from the simulation. The results provide a better insight into the characteristics of each model. It is found that the nonlinear models had a response rate closer to the reality compared to the Hill-type models.

  16. Relating masses and mixing angles. A model-independent model

    Hollik, Wolfgang Gregor [DESY, Hamburg (Germany); Saldana-Salazar, Ulises Jesus [CINVESTAV (Mexico)


    In general, mixing angles and fermion masses are seen to be independent parameters of the Standard Model. However, exploiting the observed hierarchy in the masses, it is viable to construct the mixing matrices for both quarks and leptons in terms of the corresponding mass ratios only. A closer view on the symmetry properties leads to potential realizations of that approach in extensions of the Standard Model. We discuss the application in the context of flavored multi-Higgs models.

  17. An online re-linearization scheme suited for Model Predictive and Linear Quadratic Control

    Henriksen, Lars Christian; Poulsen, Niels Kjølstad

    This technical note documents the equations for primal-dual interior-point quadratic programming problem solver used for MPC. The algorithm exploits the special structure of the MPC problem and is able to reduce the computational burden such that the computational burden scales with prediction...... horizon length in a linear way rather than cubic, which would be the case if the structure was not exploited. It is also shown how models used for design of model-based controllers, e.g. linear quadratic and model predictive, can be linearized both at equilibrium and non-equilibrium points, making...

  18. Tried and True: Springing into Linear Models

    Darling, Gerald


    In eighth grade, students usually learn about forces in science class and linear relationships in math class, crucial topics that form the foundation for further study in science and engineering. An activity that links these two fundamental concepts involves measuring the distance a spring stretches as a function of how much weight is suspended…

  19. A mixed integer linear programming approach for optimal DER portfolio, sizing, and placement in multi-energy microgrids

    Mashayekh, Salman; Stadler, Michael; Cardoso, Gonçalo; Heleno, Miguel


    Highlights: • This paper presents a MILP model for optimal design of multi-energy microgrids. • Our microgrid design includes optimal technology portfolio, placement, and operation. • Our model includes microgrid electrical power flow and heat transfer equations. • The case study shows advantages of our model over aggregate single-node approaches. • The case study shows the accuracy of the integrated linearized power flow model. - Abstract: Optimal microgrid design is a challenging problem, especially for multi-energy microgrids with electricity, heating, and cooling loads as well as sources, and multiple energy carriers. To address this problem, this paper presents an optimization model formulated as a mixed-integer linear program, which determines the optimal technology portfolio, the optimal technology placement, and the associated optimal dispatch, in a microgrid with multiple energy types. The developed model uses a multi-node modeling approach (as opposed to an aggregate single-node approach) that includes electrical power flow and heat flow equations, and hence, offers the ability to perform optimal siting considering physical and operational constraints of electrical and heating/cooling networks. The new model is founded on the existing optimization model DER-CAM, a state-of-the-art decision support tool for microgrid planning and design. The results of a case study that compares single-node vs. multi-node optimal design for an example microgrid show the importance of multi-node modeling. It has been shown that single-node approaches are not only incapable of optimal DER placement, but may also result in sub-optimal DER portfolio, as well as underestimation of investment costs.

  20. Ordinal Log-Linear Models for Contingency Tables

    Brzezińska Justyna


    Full Text Available A log-linear analysis is a method providing a comprehensive scheme to describe the association for categorical variables in a contingency table. The log-linear model specifies how the expected counts depend on the levels of the categorical variables for these cells and provide detailed information on the associations. The aim of this paper is to present theoretical, as well as empirical, aspects of ordinal log-linear models used for contingency tables with ordinal variables. We introduce log-linear models for ordinal variables: linear-by-linear association, row effect model, column effect model and RC Goodman’s model. Algorithm, advantages and disadvantages will be discussed in the paper. An empirical analysis will be conducted with the use of R.

  1. A mixed model framework for teratology studies.

    Braeken, Johan; Tuerlinckx, Francis


    A mixed model framework is presented to model the characteristic multivariate binary anomaly data as provided in some teratology studies. The key features of the model are the incorporation of covariate effects, a flexible random effects distribution by means of a finite mixture, and the application of copula functions to better account for the relation structure of the anomalies. The framework is motivated by data of the Boston Anticonvulsant Teratogenesis study and offers an integrated approach to investigate substantive questions, concerning general and anomaly-specific exposure effects of covariates, interrelations between anomalies, and objective diagnostic measurement.

  2. Recent Updates to the GEOS-5 Linear Model

    Holdaway, Dan; Kim, Jong G.; Errico, Ron; Gelaro, Ronald; Mahajan, Rahul


    Global Modeling and Assimilation Office (GMAO) is close to having a working 4DVAR system and has developed a linearized version of GEOS-5.This talk outlines a series of improvements made to the linearized dynamics, physics and trajectory.Of particular interest is the development of linearized cloud microphysics, which provides the framework for 'all-sky' data assimilation.

  3. A Mixed Integer Linear Programming Approach to Electrical Stimulation Optimization Problems.

    Abouelseoud, Gehan; Abouelseoud, Yasmine; Shoukry, Amin; Ismail, Nour; Mekky, Jaidaa


    Electrical stimulation optimization is a challenging problem. Even when a single region is targeted for excitation, the problem remains a constrained multi-objective optimization problem. The constrained nature of the problem results from safety concerns while its multi-objectives originate from the requirement that non-targeted regions should remain unaffected. In this paper, we propose a mixed integer linear programming formulation that can successfully address the challenges facing this problem. Moreover, the proposed framework can conclusively check the feasibility of the stimulation goals. This helps researchers to avoid wasting time trying to achieve goals that are impossible under a chosen stimulation setup. The superiority of the proposed framework over alternative methods is demonstrated through simulation examples.

  4. Non Linear Analyses for the Evaluation of Seismic Behavior of Mixed R.C.-Masonry Structures

    Liberatore, Laura; Tocci, Cesare; Masiani, Renato


    In this work the seismic behavior of masonry buildings with mixed structural system, consisting of perimeter masonry walls and internal r.c. frames, is studied by means of non linear static (pushover) analyses. Several aspects, like the distribution of seismic action between masonry and r.c. elements, the local and global behavior of the structure, the crisis of the connections and the attainment of the ultimate strength of the whole structure are examined. The influence of some parameters, such as the masonry compressive and tensile strength, on the structural behavior is investigated. The numerical analyses are also repeated on a building in which the r.c. internal frames are replaced with masonry walls

  5. Non-linear mixed-effects modeling for photosynthetic response of Rosa hybrida L. under elevated CO2 in greenhouses - Short communication

    Öztürk, I.; Ottosen, C.O.; Ritz, C.


    Photosynthetic response to light was measured on the leaves of two cultivars of Rosa hybrida L. (Escimo and Mercedes) in the greenhouse to obtain light-response curves and their parameters. Th e aim was to use a model to simulate leaf photosynthetic carbon gain with respect to environmental condi...

  6. Double generalized linear compound poisson models to insurance claims data

    Andersen, Daniel Arnfeldt; Bonat, Wagner Hugo


    This paper describes the specification, estimation and comparison of double generalized linear compound Poisson models based on the likelihood paradigm. The models are motivated by insurance applications, where the distribution of the response variable is composed by a degenerate distribution...... implementation and illustrate the application of double generalized linear compound Poisson models using a data set about car insurances....

  7. Determining Predictor Importance in Hierarchical Linear Models Using Dominance Analysis

    Luo, Wen; Azen, Razia


    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…

  8. Thurstonian models for sensory discrimination tests as generalized linear models

    Brockhoff, Per B.; Christensen, Rune Haubo Bojesen


    as a so-called generalized linear model. The underlying sensory difference 6 becomes directly a parameter of the statistical model and the estimate d' and it's standard error becomes the "usual" output of the statistical analysis. The d' for the monadic A-NOT A method is shown to appear as a standard......Sensory discrimination tests such as the triangle, duo-trio, 2-AFC and 3-AFC tests produce binary data and the Thurstonian decision rule links the underlying sensory difference 6 to the observed number of correct responses. In this paper it is shown how each of these four situations can be viewed...

  9. Linear control theory for gene network modeling.

    Yong-Jun Shin

    Full Text Available Systems biology is an interdisciplinary field that aims at understanding complex interactions in cells. Here we demonstrate that linear control theory can provide valuable insight and practical tools for the characterization of complex biological networks. We provide the foundation for such analyses through the study of several case studies including cascade and parallel forms, feedback and feedforward loops. We reproduce experimental results and provide rational analysis of the observed behavior. We demonstrate that methods such as the transfer function (frequency domain and linear state-space (time domain can be used to predict reliably the properties and transient behavior of complex network topologies and point to specific design strategies for synthetic networks.

  10. Forecasting Volatility of Dhaka Stock Exchange: Linear Vs Non-linear models

    Masudul Islam


    Full Text Available Prior information about a financial market is very essential for investor to invest money on parches share from the stock market which can strengthen the economy. The study examines the relative ability of various models to forecast daily stock indexes future volatility. The forecasting models that employed from simple to relatively complex ARCH-class models. It is found that among linear models of stock indexes volatility, the moving average model ranks first using root mean square error, mean absolute percent error, Theil-U and Linex loss function  criteria. We also examine five nonlinear models. These models are ARCH, GARCH, EGARCH, TGARCH and restricted GARCH models. We find that nonlinear models failed to dominate linear models utilizing different error measurement criteria and moving average model appears to be the best. Then we forecast the next two months future stock index price volatility by the best (moving average model.

  11. Generalised linear models for correlated pseudo-observations, with applications to multi-state models

    Andersen, Per Kragh; Klein, John P.; Rosthøj, Susanne


    Generalised estimating equation; Generalised linear model; Jackknife pseudo-value; Logistic regression; Markov Model; Multi-state model......Generalised estimating equation; Generalised linear model; Jackknife pseudo-value; Logistic regression; Markov Model; Multi-state model...

  12. Robust automated mass spectra interpretation and chemical formula calculation using mixed integer linear programming.

    Baran, Richard; Northen, Trent R


    Untargeted metabolite profiling using liquid chromatography and mass spectrometry coupled via electrospray ionization is a powerful tool for the discovery of novel natural products, metabolic capabilities, and biomarkers. However, the elucidation of the identities of uncharacterized metabolites from spectral features remains challenging. A critical step in the metabolite identification workflow is the assignment of redundant spectral features (adducts, fragments, multimers) and calculation of the underlying chemical formula. Inspection of the data by experts using computational tools solving partial problems (e.g., chemical formula calculation for individual ions) can be performed to disambiguate alternative solutions and provide reliable results. However, manual curation is tedious and not readily scalable or standardized. Here we describe an automated procedure for the robust automated mass spectra interpretation and chemical formula calculation using mixed integer linear programming optimization (RAMSI). Chemical rules among related ions are expressed as linear constraints and both the spectra interpretation and chemical formula calculation are performed in a single optimization step. This approach is unbiased in that it does not require predefined sets of neutral losses and positive and negative polarity spectra can be combined in a single optimization. The procedure was evaluated with 30 experimental mass spectra and was found to effectively identify the protonated or deprotonated molecule ([M + H](+) or [M - H](-)) while being robust to the presence of background ions. RAMSI provides a much-needed standardized tool for interpreting ions for subsequent identification in untargeted metabolomics workflows.

  13. Linear and non-linear autoregressive models for short-term wind speed forecasting

    Lydia, M.; Suresh Kumar, S.; Immanuel Selvakumar, A.; Edwin Prem Kumar, G.


    Highlights: • Models for wind speed prediction at 10-min intervals up to 1 h built on time-series wind speed data. • Four different multivariate models for wind speed built based on exogenous variables. • Non-linear models built using three data mining algorithms outperform the linear models. • Autoregressive models based on wind direction perform better than other models. - Abstract: Wind speed forecasting aids in estimating the energy produced from wind farms. The soaring energy demands of the world and minimal availability of conventional energy sources have significantly increased the role of non-conventional sources of energy like solar, wind, etc. Development of models for wind speed forecasting with higher reliability and greater accuracy is the need of the hour. In this paper, models for predicting wind speed at 10-min intervals up to 1 h have been built based on linear and non-linear autoregressive moving average models with and without external variables. The autoregressive moving average models based on wind direction and annual trends have been built using data obtained from Sotavento Galicia Plc. and autoregressive moving average models based on wind direction, wind shear and temperature have been built on data obtained from Centre for Wind Energy Technology, Chennai, India. While the parameters of the linear models are obtained using the Gauss–Newton algorithm, the non-linear autoregressive models are developed using three different data mining algorithms. The accuracy of the models has been measured using three performance metrics namely, the Mean Absolute Error, Root Mean Squared Error and Mean Absolute Percentage Error.

  14. Identification of hydrometeor mixtures in polarimetric radar measurements and their linear de-mixing

    Besic, Nikola; Ventura, Jordi Figueras i.; Grazioli, Jacopo; Gabella, Marco; Germann, Urs; Berne, Alexis


    The issue of hydrometeor mixtures affects radar sampling volumes without a clear dominant hydrometeor type. Containing a number of different hydrometeor types which significantly contribute to the polarimetric variables, these volumes are likely to occur in the vicinity of the melting layer and mainly, at large distance from a given radar. Motivated by potential benefits for both quantitative and qualitative applications of dual-pol radar, we propose a method for the identification of hydrometeor mixtures and their subsequent linear de-mixing. This method is intrinsically related to our recently proposed semi-supervised approach for hydrometeor classification. The mentioned classification approach [1] performs labeling of radar sampling volumes by using as a criterion the Euclidean distance with respect to five-dimensional centroids, depicting nine hydrometeor classes. The positions of the centroids in the space formed by four radar moments and one external parameter (phase indicator), are derived through a technique of k-medoids clustering, applied on a selected representative set of radar observations, and coupled with statistical testing which introduces the assumed microphysical properties of the different hydrometeor types. Aside from a hydrometeor type label, each radar sampling volume is characterized by an entropy estimate, indicating the uncertainty of the classification. Here, we revisit the concept of entropy presented in [1], in order to emphasize its presumed potential for the identification of hydrometeor mixtures. The calculation of entropy is based on the estimate of the probability (pi ) that the observation corresponds to the hydrometeor type i (i = 1,ṡṡṡ9) . The probability is derived from the Euclidean distance (di ) of the observation to the centroid characterizing the hydrometeor type i . The parametrization of the d → p transform is conducted in a controlled environment, using synthetic polarimetric radar datasets. It ensures balanced

  15. Discrete Symmetries and Models of Flavour Mixing

    King, Stephen F


    In this talk we shall give an overview of the role of discrete symmetries, including both CP and family symmetry, in constructing unified models of quark and lepton (including especially neutrino) masses and mixing. Various different approaches to model building will be described, denoted as direct, semi-direct and indirect, and the pros and cons of each approach discussed. Particular examples based on Δ(6n 2 ) will be discussed and an A to Z of Flavour with Pati-Salam will be presented. (paper)

  16. Models of neutrino mass and mixing

    Ma, Ernest


    There are two basic theoretical approaches to obtaining neutrino mass and mixing. In the minimalist approach, one adds just enough new stuff to the Minimal Standard Model to get m ν ≠0 and U αi ≠1. In the holistic approach, one uses a general framework or principle to enlarge the Minimal Standard Model such that, among other things, m ν ≠0 and U αi ≠1. In both cases, there are important side effects besides neutrino oscillations. I discuss a number of examples, including the possibility of leptogenesis from R parity nonconservation in supersymmetry

  17. A Nonlinear Mixed Effects Model for the Prediction of Natural Gas Consumption by Individual Customers

    Brabec, Marek; Konár, Ondřej; Pelikán, Emil; Malý, Marek


    Roč. 24, č. 4 (2008), s. 659-678 ISSN 0169-2070 R&D Projects: GA AV ČR 1ET400300513 Institutional research plan: CEZ:AV0Z10300504 Keywords : individual gas consumption * nonlinear mixed effects model * ARIMAX * ARX * generalized linear mixed model * conditional modeling Subject RIV: JE - Non-nuclear Energetics, Energy Consumption ; Use Impact factor: 1.685, year: 2008

  18. Applicability of linear and non-linear potential flow models on a Wavestar float

    Bozonnet, Pauline; Dupin, Victor; Tona, Paolino


    as a model based on non-linear potential flow theory and weakscatterer hypothesis are successively considered. Simple tests, such as dip tests, decay tests and captive tests enable to highlight the improvements obtained with the introduction of nonlinearities. Float motion under wave actions and without...... control action, limited to small amplitude motion with a single float, is well predicted by the numerical models, including the linear one. Still, float velocity is better predicted by accounting for non-linear hydrostatic and Froude-Krylov forces.......Numerical models based on potential flow theory, including different types of nonlinearities are compared and validated against experimental data for the Wavestar wave energy converter technology. Exact resolution of the rotational motion, non-linear hydrostatic and Froude-Krylov forces as well...

  19. A linear model of population dynamics

    Lushnikov, A. A.; Kagan, A. I.


    The Malthus process of population growth is reformulated in terms of the probability w(n,t) to find exactly n individuals at time t assuming that both the birth and the death rates are linear functions of the population size. The master equation for w(n,t) is solved exactly. It is shown that w(n,t) strongly deviates from the Poisson distribution and is expressed in terms either of Laguerre’s polynomials or a modified Bessel function. The latter expression allows for considerable simplifications of the asymptotic analysis of w(n,t).

  20. BDA special care case mix model.

    Bateman, P; Arnold, C; Brown, R; Foster, L V; Greening, S; Monaghan, N; Zoitopoulos, L


    Routine dental care provided in special care dentistry is complicated by patient specific factors which increase the time taken and costs of treatment. The BDA have developed and conducted a field trial of a case mix tool to measure this complexity. For each episode of care the case mix tool assesses the following on a four point scale: 'ability to communicate', 'ability to cooperate', 'medical status', 'oral risk factors', 'access to oral care' and 'legal and ethical barriers to care'. The tool is reported to be easy to use and captures sufficient detail to discriminate between types of service and special care dentistry provided. It offers potential as a simple to use and clinically relevant source of performance management and commissioning data. This paper describes the model, demonstrates how it is currently being used, and considers future developments in its use.

  1. A test for the parameters of multiple linear regression models ...

    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 ...

  2. Modeling Non-Linear Material Properties in Composite Materials


    Technical Report ARWSB-TR-16013 MODELING NON-LINEAR MATERIAL PROPERTIES IN COMPOSITE MATERIALS Michael F. Macri Andrew G...REPORT TYPE Technical 3. DATES COVERED (From - To) 4. TITLE AND SUBTITLE MODELING NON-LINEAR MATERIAL PROPERTIES IN COMPOSITE MATERIALS are increasingly incorporating composite materials into their design. Many of these systems subject the composites to environmental conditions

  3. Simplified models of mixed dark matter

    Cheung, Clifford; Sanford, David


    We explore simplified models of mixed dark matter (DM), defined here to be a stable relic composed of a singlet and an electroweak charged state. Our setup describes a broad spectrum of thermal DM candidates that can naturally accommodate the observed DM abundance but are subject to substantial constraints from current and upcoming direct detection experiments. We identify ''blind spots'' at which the DM-Higgs coupling is identically zero, thus nullifying direct detection constraints on spin independent scattering. Furthermore, we characterize the fine-tuning in mixing angles, i.e. well-tempering, required for thermal freeze-out to accommodate the observed abundance. Present and projected limits from LUX and XENON1T force many thermal relic models into blind spot tuning, well-tempering, or both. This simplified model framework generalizes bino-Higgsino DM in the MSSM, singlino-Higgsino DM in the NMSSM, and scalar DM candidates that appear in models of extended Higgs sectors

  4. Reliability modelling and simulation of switched linear system ...

    Reliability modelling and simulation of switched linear system control using temporal databases. ... design of fault-tolerant real-time switching systems control and modelling embedded micro-schedulers for complex systems maintenance.

  5. Multivariate statistical modelling based on generalized linear models

    Fahrmeir, Ludwig


    This book is concerned with the use of generalized linear models for univariate and multivariate regression analysis. Its emphasis is to provide a detailed introductory survey of the subject based on the analysis of real data drawn from a variety of subjects including the biological sciences, economics, and the social sciences. Where possible, technical details and proofs are deferred to an appendix in order to provide an accessible account for non-experts. Topics covered include: models for multi-categorical responses, model checking, time series and longitudinal data, random effects models, and state-space models. Throughout, the authors have taken great pains to discuss the underlying theoretical ideas in ways that relate well to the data at hand. As a result, numerous researchers whose work relies on the use of these models will find this an invaluable account to have on their desks. "The basic aim of the authors is to bring together and review a large part of recent advances in statistical modelling of m...

  6. Approximating chiral quark models with linear σ-models

    Broniowski, Wojciech; Golli, Bojan


    We study the approximation of chiral quark models with simpler models, obtained via gradient expansion. The resulting Lagrangian of the type of the linear σ-model contains, at the lowest level of the gradient-expanded meson action, an additional term of the form ((1)/(2))A(σ∂ μ σ+π∂ μ π) 2 . We investigate the dynamical consequences of this term and its relevance to the phenomenology of the soliton models of the nucleon. It is found that the inclusion of the new term allows for a more efficient approximation of the underlying quark theory, especially in those cases where dynamics allows for a large deviation of the chiral fields from the chiral circle, such as in quark models with non-local regulators. This is of practical importance, since the σ-models with valence quarks only are technically much easier to treat and simpler to solve than the quark models with the full-fledged Dirac sea

  7. A detailed aerosol mixing state model for investigating interactions between mixing state, semivolatile partitioning, and coagulation

    J. Lu; F. M. Bowman


    A new method for describing externally mixed particles, the Detailed Aerosol Mixing State (DAMS) representation, is presented in this study. This novel method classifies aerosols by both composition and size, using a user-specified mixing criterion to define boundaries between compositional populations. Interactions between aerosol mixing state, semivolatile partitioning, and coagulation are investigated with a Lagrangian box model that incorporates the DAMS approach. Model results predict th...

  8. Latent log-linear models for handwritten digit classification.

    Deselaers, Thomas; Gass, Tobias; Heigold, Georg; Ney, Hermann


    We present latent log-linear models, an extension of log-linear models incorporating latent variables, and we propose two applications thereof: log-linear mixture models and image deformation-aware log-linear models. The resulting models are fully discriminative, can be trained efficiently, and the model complexity can be controlled. Log-linear mixture models offer additional flexibility within the log-linear modeling framework. Unlike previous approaches, the image deformation-aware model directly considers image deformations and allows for a discriminative training of the deformation parameters. Both are trained using alternating optimization. For certain variants, convergence to a stationary point is guaranteed and, in practice, even variants without this guarantee converge and find models that perform well. We tune the methods on the USPS data set and evaluate on the MNIST data set, demonstrating the generalization capabilities of our proposed models. Our models, although using significantly fewer parameters, are able to obtain competitive results with models proposed in the literature.

  9. Response Surface Method and Linear Programming in the development of mixed nectar of acceptability high and minimum cost

    Enrique López Calderón


    Full Text Available The aim of this study was to develop a high acceptability mixed nectar and low cost. To obtain the nectar mixed considered different amounts of passion fruit, sweet pepino, sucrose, and completing 100% with water, following a two-stage design: screening (using a design of type 2 3 + 4 center points and optimization (using a design of type 2 2 + 2*2 + 4 center points; stages that allow explore a high acceptability formulation. Then we used the technique of Linear Programming to minimize the cost of high acceptability nectar. Result of this process was obtained a mixed nectar optimal acceptability (score of 7, when the formulation is between 9 and 14% of passion fruit, 4 and 5% of sucrose, 73.5% of sweet pepino juice and filling with water to the 100%. Linear Programming possible reduced the cost of nectar mixed with optimal acceptability at S/.174 for a production of 1000 L/day.

  10. Thermodynamics versus Kinetics Dichotomy in the Linear Self-Assembly of Mixed Nanoblocks.

    Ruiz, L; Keten, S


    We report classical and replica exchange molecular dynamics simulations that establish the mechanisms underpinning the growth kinetics of a binary mix of nanorings that form striped nanotubes via self-assembly. A step-growth coalescence model captures the growth process of the nanotubes, which suggests that high aspect ratio nanostructures can grow by obeying the universal laws of self-similar coarsening, contrary to systems that grow through nucleation and elongation. Notably, striped patterns do not depend on specific growth mechanisms, but are governed by tempering conditions that control the likelihood of depropagation and fragmentation.

  11. Additive action model for mixed irradiation

    Lam, G.K.Y.


    Recent experimental results indicate that a mixture of high and low LET radiation may have some beneficial features (such as lower OER but with skin sparing) for clinical use, and interest has been renewed in the study of mixtures of high and low LET radiation. Several standard radiation inactivation models can readily accommodate interaction between two mixed radiations, however, this is usually handled by postulating extra free parameters, which can only be determined by fitting to experimental data. A model without any free parameter is proposed to explain the biological effect of mixed radiations, based on the following two assumptions: (a) The combined biological action due to two radiations is additive, assuming no repair has taken place during the interval between the two irradiations; and (b) The initial physical damage induced by radiation develops into final biological effect (e.g. cell killing) over a relatively long period (hours) after irradiation. This model has been shown to provide satisfactory fit to the experiment results of previous studies

  12. Mixing parametrizations for ocean climate modelling

    Gusev, Anatoly; Moshonkin, Sergey; Diansky, Nikolay; Zalesny, Vladimir


    The algorithm is presented of splitting the total evolutionary equations for the turbulence kinetic energy (TKE) and turbulence dissipation frequency (TDF), which is used to parameterize the viscosity and diffusion coefficients in ocean circulation models. The turbulence model equations are split into the stages of transport-diffusion and generation-dissipation. For the generation-dissipation stage, the following schemes are implemented: the explicit-implicit numerical scheme, analytical solution and the asymptotic behavior of the analytical solutions. The experiments were performed with different mixing parameterizations for the modelling of Arctic and the Atlantic climate decadal variability with the eddy-permitting circulation model INMOM (Institute of Numerical Mathematics Ocean Model) using vertical grid refinement in the zone of fully developed turbulence. The proposed model with the split equations for turbulence characteristics is similar to the contemporary differential turbulence models, concerning the physical formulations. At the same time, its algorithm has high enough computational efficiency. Parameterizations with using the split turbulence model make it possible to obtain more adequate structure of temperature and salinity at decadal timescales, compared to the simpler Pacanowski-Philander (PP) turbulence parameterization. Parameterizations with using analytical solution or numerical scheme at the generation-dissipation step of the turbulence model leads to better representation of ocean climate than the faster parameterization using the asymptotic behavior of the analytical solution. At the same time, the computational efficiency left almost unchanged relative to the simple PP parameterization. Usage of PP parametrization in the circulation model leads to realistic simulation of density and circulation with violation of T,S-relationships. This error is majorly avoided with using the proposed parameterizations containing the split turbulence model

  13. Inference of ICF Implosion Core Mix using Experimental Data and Theoretical Mix Modeling

    Welser-Sherrill, L.; Haynes, D.A.; Mancini, R.C.; Cooley, J.H.; Tommasini, R.; Golovkin, I.E.; Sherrill, M.E.; Haan, S.W.


    The mixing between fuel and shell materials in Inertial Confinement Fusion (ICF) implosion cores is a current topic of interest. The goal of this work was to design direct-drive ICF experiments which have varying levels of mix, and subsequently to extract information on mixing directly from the experimental data using spectroscopic techniques. The experimental design was accomplished using hydrodynamic simulations in conjunction with Haan's saturation model, which was used to predict the mix levels of candidate experimental configurations. These theoretical predictions were then compared to the mixing information which was extracted from the experimental data, and it was found that Haan's mix model performed well in predicting trends in the width of the mix layer. With these results, we have contributed to an assessment of the range of validity and predictive capability of the Haan saturation model, as well as increased our confidence in the methods used to extract mixing information from experimental data.

  14. Modeling of non-linear CHP efficiency curves in distributed energy systems

    Milan, Christian; Stadler, Michael; Cardoso, Gonçalo


    Distributed energy resources gain an increased importance in commercial and industrial building design. Combined heat and power (CHP) units are considered as one of the key technologies for cost and emission reduction in buildings. In order to make optimal decisions on investment and operation...... for these technologies, detailed system models are needed. These models are often formulated as linear programming problems to keep computational costs and complexity in a reasonable range. However, CHP systems involve variations of the efficiency for large nameplate capacity ranges and in case of part load operation......, which can be even of non-linear nature. Since considering these characteristics would turn the models into non-linear problems, in most cases only constant efficiencies are assumed. This paper proposes possible solutions to address this issue. For a mixed integer linear programming problem two...

  15. Linear Regression Models for Estimating True Subsurface ...


    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.

  16. Numerical modelling in non linear fracture mechanics

    Viggo Tvergaard


    Full Text Available Some numerical studies of crack propagation are based on using constitutive models that accountfor damage evolution in the material. When a critical damage value has been reached in a materialpoint, it is natural to assume that this point has no more carrying capacity, as is done numerically in the elementvanish technique. In the present review this procedure is illustrated for micromechanically based materialmodels, such as a ductile failure model that accounts for the nucleation and growth of voids to coalescence, and a model for intergranular creep failure with diffusive growth of grain boundary cavities leading to micro-crack formation. The procedure is also illustrated for low cycle fatigue, based on continuum damage mechanics. In addition, the possibility of crack growth predictions for elastic-plastic solids using cohesive zone models to represent the fracture process is discussed.

  17. Nonlinear spectral mixing theory to model multispectral signatures

    Borel, C.C. [Los Alamos National Lab., NM (United States). Astrophysics and Radiation Measurements Group


    Nonlinear spectral mixing occurs due to multiple reflections and transmissions between discrete surfaces, e.g. leaves or facets of a rough surface. The radiosity method is an energy conserving computational method used in thermal engineering and it models nonlinear spectral mixing realistically and accurately. In contrast to the radiative transfer method the radiosity method takes into account the discreteness of the scattering surfaces (e.g. exact location, orientation and shape) such as leaves and includes mutual shading between them. An analytic radiosity-based scattering model for vegetation was developed and used to compute vegetation indices for various configurations. The leaf reflectance and transmittance was modeled using the PROSPECT model for various amounts of water, chlorophyll and variable leaf structure. The soil background was modeled using SOILSPEC with a linear mixture of reflectances of sand, clay and peat. A neural network and a geometry based retrieval scheme were used to retrieve leaf area index and chlorophyll concentration for dense canopies. Only simulated canopy reflectances in the 6 visible through short wave IR Landsat TM channels were used. The authors used an empirical function to compute the signal-to-noise ratio of a retrieved quantity.

  18. Optimal Airport Surface Traffic Planning Using Mixed-Integer Linear Programming

    P. C. Roling


    Full Text Available We describe an ongoing research effort pertaining to the development of a surface traffic automation system that will help controllers to better coordinate surface traffic movements related to arrival and departure traffic. More specifically, we describe the concept for a taxi-planning support tool that aims to optimize the routing and scheduling of airport surface traffic in such a way as to deconflict the taxi plans while optimizing delay, total taxi-time, or some other airport efficiency metric. Certain input parameters related to resource demand, such as the expected landing times and the expected pushback times, are rather difficult to predict accurately. Due to uncertainty in the input data driving the taxi-planning process, the taxi-planning tool is designed such that it produces solutions that are robust to uncertainty. The taxi-planning concept presented herein, which is based on mixed-integer linear programming, is designed such that it is able to adapt to perturbations in these input conditions, as well as to account for failure in the actual execution of surface trajectories. The capabilities of the tool are illustrated in a simple hypothetical airport.

  19. Spatiotemporal chaos in mixed linear-nonlinear two-dimensional coupled logistic map lattice

    Zhang, Ying-Qian; He, Yi; Wang, Xing-Yuan


    We investigate a new spatiotemporal dynamics with mixing degrees of nonlinear chaotic maps for spatial coupling connections based on 2DCML. Here, the coupling methods are including with linear neighborhood coupling and the nonlinear chaotic map coupling of lattices, and the former 2DCML system is only a special case in the proposed system. In this paper the criteria such Kolmogorov-Sinai entropy density and universality, bifurcation diagrams, space-amplitude and snapshot pattern diagrams are provided in order to investigate the chaotic behaviors of the proposed system. Furthermore, we also investigate the parameter ranges of the proposed system which holds those features in comparisons with those of the 2DCML system and the MLNCML system. Theoretical analysis and computer simulation indicate that the proposed system contains features such as the higher percentage of lattices in chaotic behaviors for most of parameters, less periodic windows in bifurcation diagrams and the larger range of parameters for chaotic behaviors, which is more suitable for cryptography.

  20. Automatic Design of Synthetic Gene Circuits through Mixed Integer Non-linear Programming

    Huynh, Linh; Kececioglu, John; Köppe, Matthias; Tagkopoulos, Ilias


    Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits. PMID:22536398

  1. A vine copula mixed effect model for trivariate meta-analysis of diagnostic test accuracy studies accounting for disease prevalence.

    Nikoloulopoulos, Aristidis K


    A bivariate copula mixed model has been recently proposed to synthesize diagnostic test accuracy studies and it has been shown that it is superior to the standard generalized linear mixed model in this context. Here, we call trivariate vine copulas to extend the bivariate meta-analysis of diagnostic test accuracy studies by accounting for disease prevalence. Our vine copula mixed model includes the trivariate generalized linear mixed model as a special case and can also operate on the original scale of sensitivity, specificity, and disease prevalence. Our general methodology is illustrated by re-analyzing the data of two published meta-analyses. Our study suggests that there can be an improvement on trivariate generalized linear mixed model in fit to data and makes the argument for moving to vine copula random effects models especially because of their richness, including reflection asymmetric tail dependence, and computational feasibility despite their three dimensionality.

  2. Random effect selection in generalised linear models

    Denwood, Matt; Houe, Hans; Forkman, Björn

    We analysed abattoir recordings of meat inspection codes with possible relevance to onfarm animal welfare in cattle. Random effects logistic regression models were used to describe individual-level data obtained from 461,406 cattle slaughtered in Denmark. Our results demonstrate that the largest...

  3. Model Order Reduction for Non Linear Mechanics

    Pinillo, Rubén


    Context: Automotive industry is moving towards a new generation of cars. Main idea: Cars are furnished with radars, cameras, sensors, etc… providing useful information about the environment surrounding the car. Goals: Provide an efficient model for the radar input/output. Reducing computational costs by means of big data techniques.

  4. Identification of Influential Points in a Linear Regression Model

    Jan Grosz


    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.

  5. Heterotic sigma models and non-linear strings

    Hull, C.M.


    The two-dimensional supersymmetric non-linear sigma models are examined with respect to the heterotic string. The paper was presented at the workshop on :Supersymmetry and its applications', Cambridge, United Kingdom, 1985. The non-linear sigma model with Wess-Zumino-type term, the coupling of the fermionic superfields to the sigma model, super-conformal invariance, and the supersymmetric string, are all discussed. (U.K.)

  6. Linear latent variable models: the lava-package

    Holst, Klaus Kähler; Budtz-Jørgensen, Esben


    are implemented including robust standard errors for clustered correlated data, multigroup analyses, non-linear parameter constraints, inference with incomplete data, maximum likelihood estimation with censored and binary observations, and instrumental variable estimators. In addition an extensive simulation......An R package for specifying and estimating linear latent variable models is presented. The philosophy of the implementation is to separate the model specification from the actual data, which leads to a dynamic and easy way of modeling complex hierarchical structures. Several advanced features...

  7. On-line control models for the Stanford Linear Collider

    Sheppard, J.C.; Helm, R.H.; Lee, M.J.; Woodley, M.D.


    Models for computer control of the SLAC three-kilometer linear accelerator and damping rings have been developed as part of the control system for the Stanford Linear Collider. Some of these models have been tested experimentally and implemented in the control program for routine linac operations. This paper will describe the development and implementation of these models, as well as some of the operational results

  8. Mixed models in cerebral ischemia study

    Matheus Henrique Dal Molin Ribeiro


    Full Text Available The data modeling from longitudinal studies stands out in the current scientific scenario, especially in the areas of health and biological sciences, which induces a correlation between measurements for the same observed unit. Thus, the modeling of the intra-individual dependency is required through the choice of a covariance structure that is able to receive and accommodate the sample variability. However, the lack of methodology for correlated data analysis may result in an increased occurrence of type I or type II errors and underestimate/overestimate the standard errors of the model estimates. In the present study, a Gaussian mixed model was adopted for the variable response latency of an experiment investigating the memory deficits in animals subjected to cerebral ischemia when treated with fish oil (FO. The model parameters estimation was based on maximum likelihood methods. Based on the restricted likelihood ratio test and information criteria, the autoregressive covariance matrix was adopted for errors. The diagnostic analyses for the model were satisfactory, since basic assumptions and results obtained corroborate with biological evidence; that is, the effectiveness of the FO treatment to alleviate the cognitive effects caused by cerebral ischemia was found.

  9. Bayesian Subset Modeling for High-Dimensional Generalized Linear Models

    Liang, Faming


    This article presents a new prior setting for high-dimensional generalized linear models, which leads to a Bayesian subset regression (BSR) with the maximum a posteriori model approximately equivalent to the minimum extended Bayesian information criterion model. The consistency of the resulting posterior is established under mild conditions. Further, a variable screening procedure is proposed based on the marginal inclusion probability, which shares the same properties of sure screening and consistency with the existing sure independence screening (SIS) and iterative sure independence screening (ISIS) procedures. However, since the proposed procedure makes use of joint information from all predictors, it generally outperforms SIS and ISIS in real applications. This article also makes extensive comparisons of BSR with the popular penalized likelihood methods, including Lasso, elastic net, SIS, and ISIS. The numerical results indicate that BSR can generally outperform the penalized likelihood methods. The models selected by BSR tend to be sparser and, more importantly, of higher prediction ability. In addition, the performance of the penalized likelihood methods tends to deteriorate as the number of predictors increases, while this is not significant for BSR. Supplementary materials for this article are available online. © 2013 American Statistical Association.

  10. Generalized Linear Models with Applications in Engineering and the Sciences

    Myers, Raymond H; Vining, G Geoffrey; Robinson, Timothy J


    Praise for the First Edition "The obvious enthusiasm of Myers, Montgomery, and Vining and their reliance on their many examples as a major focus of their pedagogy make Generalized Linear Models a joy to read. Every statistician working in any area of applied science should buy it and experience the excitement of these new approaches to familiar activities."-Technometrics Generalized Linear Models: With Applications in Engineering and the Sciences, Second Edition continues to provide a clear introduction to the theoretical foundations and key applications of generalized linear models (GLMs). Ma

  11. Modelling a linear PM motor including magnetic saturation

    Polinder, H.; Slootweg, J.G.; Compter, J.C.; Hoeijmakers, M.J.


    The use of linear permanent-magnet (PM) actuators increases in a wide variety of applications because of the high force density, robustness and accuracy. The paper describes the modelling of a linear PM motor applied in, for example, wafer steppers, including magnetic saturation. This is important

  12. Application of the simplex method of linear programming model to ...

    This work discussed how the simplex method of linear programming could be used to maximize the profit of any business firm using Saclux Paint Company as a case study. It equally elucidated the effect variation in the optimal result obtained from linear programming model, will have on any given firm. It was demonstrated ...

  13. Genetic parameters for racing records in trotters using linear and generalized linear models.

    Suontama, M; van der Werf, J H J; Juga, J; Ojala, M


    Heritability and repeatability and genetic and phenotypic correlations were estimated for trotting race records with linear and generalized linear models using 510,519 records on 17,792 Finnhorses and 513,161 records on 25,536 Standardbred trotters. Heritability and repeatability were estimated for single racing time and earnings traits with linear models, and logarithmic scale was used for racing time and fourth-root scale for earnings to correct for nonnormality. Generalized linear models with a gamma distribution were applied for single racing time and with a multinomial distribution for single earnings traits. In addition, genetic parameters for annual earnings were estimated with linear models on the observed and fourth-root scales. Racing success traits of single placings, winnings, breaking stride, and disqualifications were analyzed using generalized linear models with a binomial distribution. Estimates of heritability were greatest for racing time, which ranged from 0.32 to 0.34. Estimates of heritability were low for single earnings with all distributions, ranging from 0.01 to 0.09. Annual earnings were closer to normal distribution than single earnings. Heritability estimates were moderate for annual earnings on the fourth-root scale, 0.19 for Finnhorses and 0.27 for Standardbred trotters. Heritability estimates for binomial racing success variables ranged from 0.04 to 0.12, being greatest for winnings and least for breaking stride. Genetic correlations among racing traits were high, whereas phenotypic correlations were mainly low to moderate, except correlations between racing time and earnings were high. On the basis of a moderate heritability and moderate to high repeatability for racing time and annual earnings, selection of horses for these traits is effective when based on a few repeated records. Because of high genetic correlations, direct selection for racing time and annual earnings would also result in good genetic response in racing success.

  14. Exact solutions to robust control problems involving scalar hyperbolic conservation laws using Mixed Integer Linear Programming

    Li, Yanning


    This article presents a new robust control framework for transportation problems in which the state is modeled by a first order scalar conservation law. Using an equivalent formulation based on a Hamilton-Jacobi equation, we pose the problem of controlling the state of the system on a network link, using boundary flow control, as a Linear Program. Unlike many previously investigated transportation control schemes, this method yields a globally optimal solution and is capable of handling shocks (i.e. discontinuities in the state of the system). We also demonstrate that the same framework can handle robust control problems, in which the uncontrollable components of the initial and boundary conditions are encoded in intervals on the right hand side of inequalities in the linear program. The lower bound of the interval which defines the smallest feasible solution set is used to solve the robust LP (or MILP if the objective function depends on boolean variables). Since this framework leverages the intrinsic properties of the Hamilton-Jacobi equation used to model the state of the system, it is extremely fast. Several examples are given to demonstrate the performance of the robust control solution and the trade-off between the robustness and the optimality. © 2013 IEEE.

  15. Exact solutions to robust control problems involving scalar hyperbolic conservation laws using Mixed Integer Linear Programming

    Li, Yanning; Canepa, Edward S.; Claudel, Christian G.


    This article presents a new robust control framework for transportation problems in which the state is modeled by a first order scalar conservation law. Using an equivalent formulation based on a Hamilton-Jacobi equation, we pose the problem of controlling the state of the system on a network link, using boundary flow control, as a Linear Program. Unlike many previously investigated transportation control schemes, this method yields a globally optimal solution and is capable of handling shocks (i.e. discontinuities in the state of the system). We also demonstrate that the same framework can handle robust control problems, in which the uncontrollable components of the initial and boundary conditions are encoded in intervals on the right hand side of inequalities in the linear program. The lower bound of the interval which defines the smallest feasible solution set is used to solve the robust LP (or MILP if the objective function depends on boolean variables). Since this framework leverages the intrinsic properties of the Hamilton-Jacobi equation used to model the state of the system, it is extremely fast. Several examples are given to demonstrate the performance of the robust control solution and the trade-off between the robustness and the optimality. © 2013 IEEE.

  16. Goodness-of-fit tests in mixed models

    Claeskens, Gerda


    Mixed models, with both random and fixed effects, are most often estimated on the assumption that the random effects are normally distributed. In this paper we propose several formal tests of the hypothesis that the random effects and/or errors are normally distributed. Most of the proposed methods can be extended to generalized linear models where tests for non-normal distributions are of interest. Our tests are nonparametric in the sense that they are designed to detect virtually any alternative to normality. In case of rejection of the null hypothesis, the nonparametric estimation method that is used to construct a test provides an estimator of the alternative distribution. © 2009 Sociedad de Estadística e Investigación Operativa.

  17. Generalized Path Analysis and Generalized Simultaneous Equations Model for Recursive Systems with Responses of Mixed Types

    Tsai, Tien-Lung; Shau, Wen-Yi; Hu, Fu-Chang


    This article generalizes linear path analysis (PA) and simultaneous equations models (SiEM) to deal with mixed responses of different types in a recursive or triangular system. An efficient instrumental variable (IV) method for estimating the structural coefficients of a 2-equation partially recursive generalized path analysis (GPA) model and…

  18. Linear approximation model network and its formation via ...

    niques, an alternative `linear approximation model' (LAM) network approach is .... network is LPV, existing LTI theory is difficult to apply (Kailath 1980). ..... Beck J V, Arnold K J 1977 Parameter estimation in engineering and science (New York: ...

  19. Sphaleron in a non-linear sigma model

    Sogo, Kiyoshi; Fujimoto, Yasushi.


    We present an exact classical saddle point solution in a non-linear sigma model. It has a topological charge 1/2 and mediates the vacuum transition. The quantum fluctuations and the transition rate are also examined. (author)

  20. On D-branes from gauged linear sigma models

    Govindarajan, S.; Jayaraman, T.; Sarkar, T.


    We study both A-type and B-type D-branes in the gauged linear sigma model by considering worldsheets with boundary. The boundary conditions on the matter and vector multiplet fields are first considered in the large-volume phase/non-linear sigma model limit of the corresponding Calabi-Yau manifold, where we find that we need to add a contact term on the boundary. These considerations enable to us to derive the boundary conditions in the full gauged linear sigma model, including the addition of the appropriate boundary contact terms, such that these boundary conditions have the correct non-linear sigma model limit. Most of the analysis is for the case of Calabi-Yau manifolds with one Kaehler modulus (including those corresponding to hypersurfaces in weighted projective space), though we comment on possible generalisations

  1. Optimization for decision making linear and quadratic models

    Murty, Katta G


    While maintaining the rigorous linear programming instruction required, Murty's new book is unique in its focus on developing modeling skills to support valid decision-making for complex real world problems, and includes solutions to brand new algorithms.

  2. Study of linear induction motor characteristics : the Mosebach model


    This report covers the Mosebach theory of the double-sided linear induction motor, starting with the ideallized model and accompanying assumptions, and ending with relations for thrust, airgap power, and motor efficiency. Solutions of the magnetic in...

  3. Study of linear induction motor characteristics : the Oberretl model


    The Oberretl theory of the double-sided linear induction motor (LIM) is examined, starting with the idealized model and accompanying assumptions, and ending with relations for predicted thrust, airgap power, and motor efficiency. The effect of varyin...

  4. Modeling of speed distribution for mixed bicycle traffic flow

    Cheng Xu


    Full Text Available Speed is a fundamental measure of traffic performance for highway systems. There were lots of results for the speed characteristics of motorized vehicles. In this article, we studied the speed distribution for mixed bicycle traffic which was ignored in the past. Field speed data were collected from Hangzhou, China, under different survey sites, traffic conditions, and percentages of electric bicycle. The statistics results of field data show that the total mean speed of electric bicycles is 17.09 km/h, 3.63 km/h faster and 27.0% higher than that of regular bicycles. Normal, log-normal, gamma, and Weibull distribution models were used for testing speed data. The results of goodness-of-fit hypothesis tests imply that the log-normal and Weibull model can fit the field data very well. Then, the relationships between mean speed and electric bicycle proportions were proposed using linear regression models, and the mean speed for purely electric bicycles or regular bicycles can be obtained. The findings of this article will provide effective help for the safety and traffic management of mixed bicycle traffic.

  5. Negative binomial mixed models for analyzing microbiome count data.

    Zhang, Xinyan; Mallick, Himel; Tang, Zaixiang; Zhang, Lei; Cui, Xiangqin; Benson, Andrew K; Yi, Nengjun


    Recent advances in next-generation sequencing (NGS) technology enable researchers to collect a large volume of metagenomic sequencing data. These data provide valuable resources for investigating interactions between the microbiome and host environmental/clinical factors. In addition to the well-known properties of microbiome count measurements, for example, varied total sequence reads across samples, over-dispersion and zero-inflation, microbiome studies usually collect samples with hierarchical structures, which introduce correlation among the samples and thus further complicate the analysis and interpretation of microbiome count data. In this article, we propose negative binomial mixed models (NBMMs) for detecting the association between the microbiome and host environmental/clinical factors for correlated microbiome count data. Although having not dealt with zero-inflation, the proposed mixed-effects models account for correlation among the samples by incorporating random effects into the commonly used fixed-effects negative binomial model, and can efficiently handle over-dispersion and varying total reads. We have developed a flexible and efficient IWLS (Iterative Weighted Least Squares) algorithm to fit the proposed NBMMs by taking advantage of the standard procedure for fitting the linear mixed models. We evaluate and demonstrate the proposed method via extensive simulation studies and the application to mouse gut microbiome data. The results show that the proposed method has desirable properties and outperform the previously used methods in terms of both empirical power and Type I error. The method has been incorporated into the freely available R package BhGLM ( and ), providing a useful tool for analyzing microbiome data.

  6. Subgrid models for mass and thermal diffusion in turbulent mixing

    Sharp, David H [Los Alamos National Laboratory; Lim, Hyunkyung [STONY BROOK UNIV; Li, Xiao - Lin [STONY BROOK UNIV; Gilmm, James G [STONY BROOK UNIV


    We are concerned with the chaotic flow fields of turbulent mixing. Chaotic flow is found in an extreme form in multiply shocked Richtmyer-Meshkov unstable flows. The goal of a converged simulation for this problem is twofold: to obtain converged solutions for macro solution features, such as the trajectories of the principal shock waves, mixing zone edges, and mean densities and velocities within each phase, and also for such micro solution features as the joint probability distributions of the temperature and species concentration. We introduce parameterized subgrid models of mass and thermal diffusion, to define large eddy simulations (LES) that replicate the micro features observed in the direct numerical simulation (DNS). The Schmidt numbers and Prandtl numbers are chosen to represent typical liquid, gas and plasma parameter values. Our main result is to explore the variation of the Schmidt, Prandtl and Reynolds numbers by three orders of magnitude, and the mesh by a factor of 8 per linear dimension (up to 3200 cells per dimension), to allow exploration of both DNS and LES regimes and verification of the simulations for both macro and micro observables. We find mesh convergence for key properties describing the molecular level of mixing, including chemical reaction rates between the distinct fluid species. We find results nearly independent of Reynolds number for Re 300, 6000, 600K . Methodologically, the results are also new. In common with the shock capturing community, we allow and maintain sharp solution gradients, and we enhance these gradients through use of front tracking. In common with the turbulence modeling community, we include subgrid scale models with no adjustable parameters for LES. To the authors' knowledge, these two methodologies have not been previously combined. In contrast to both of these methodologies, our use of Front Tracking, with DNS or LES resolution of the momentum equation at or near the Kolmogorov scale, but without

  7. A comparison of linear tyre models for analysing shimmy

    Besselink, I.J.M.; Maas, J.W.L.H.; Nijmeijer, H.


    A comparison is made between three linear, dynamic tyre models using low speed step responses and yaw oscillation tests. The match with the measurements improves with increasing complexity of the tyre model. Application of the different tyre models to a two degree of freedom trailing arm suspension

  8. Unification of three linear models for the transient visual system

    Brinker, den A.C.


    Three different linear filters are considered as a model describing the experimentally determined triphasic impulse responses of discs. These impulse responses arc associated with the transient visual system. Each model reveals a different feature of the system. Unification of the models is




    The behavioral approach to system theory provides a parameter-free framework for the study of the general problem of linear exact modeling and recursive modeling. The main contribution of this paper is the solution of the (continuous-time) polynomial-exponential time series modeling problem. Both

  10. Linearized models for a new magnetic control in MAST

    Artaserse, G., E-mail: [Associazione Euratom-ENEA sulla Fusione, Via Enrico Fermi 45, I-00044 Frascati (RM) (Italy); Maviglia, F.; Albanese, R. [Associazione Euratom-ENEA-CREATE sulla Fusione, Via Claudio 21, I-80125 Napoli (Italy); McArdle, G.J.; Pangione, L. [EURATOM/CCFE Fusion Association, Culham Science Centre, Abingdon, Oxon, OX14 3DB (United Kingdom)


    Highlights: ► We applied linearized models for a new magnetic control on MAST tokamak. ► A suite of procedures, conceived to be machine independent, have been used. ► We carried out model-based simulations, taking into account eddy currents effects. ► Comparison with the EFIT flux maps and the experimental magnetic signals are shown. ► A current driven model for the dynamic simulations of the experimental data have been performed. -- Abstract: The aim of this work is to provide reliable linearized models for the design and assessment of a new magnetic control system for MAST (Mega Ampère Spherical Tokamak) using rtEFIT, which can easily be exported to MAST Upgrade. Linearized models for magnetic control have been obtained using the 2D axisymmetric finite element code CREATE L. MAST linearized models include equivalent 2D axisymmetric schematization of poloidal field (PF) coils, vacuum vessel, and other conducting structures. A plasmaless and a double null configuration have been chosen as benchmark cases for the comparison with experimental data and EFIT reconstructions. Good agreement has been found with the EFIT flux map and the experimental signals coming from magnetic probes with only few mismatches probably due to broken sensors. A suite of procedures (equipped with a user friendly interface to be run even remotely) to provide linearized models for magnetic control is now available on the MAST linux machines. A new current driven model has been used to obtain a state space model having the PF coil currents as inputs. Dynamic simulations of experimental data have been carried out using linearized models, including modelling of the effects of the passive structures, showing a fair agreement. The modelling activity has been useful also to reproduce accurately the interaction between plasma current and radial position control loops.

  11. Linearized models for a new magnetic control in MAST

    Artaserse, G.; Maviglia, F.; Albanese, R.; McArdle, G.J.; Pangione, L.


    Highlights: ► We applied linearized models for a new magnetic control on MAST tokamak. ► A suite of procedures, conceived to be machine independent, have been used. ► We carried out model-based simulations, taking into account eddy currents effects. ► Comparison with the EFIT flux maps and the experimental magnetic signals are shown. ► A current driven model for the dynamic simulations of the experimental data have been performed. -- Abstract: The aim of this work is to provide reliable linearized models for the design and assessment of a new magnetic control system for MAST (Mega Ampère Spherical Tokamak) using rtEFIT, which can easily be exported to MAST Upgrade. Linearized models for magnetic control have been obtained using the 2D axisymmetric finite element code CREATE L. MAST linearized models include equivalent 2D axisymmetric schematization of poloidal field (PF) coils, vacuum vessel, and other conducting structures. A plasmaless and a double null configuration have been chosen as benchmark cases for the comparison with experimental data and EFIT reconstructions. Good agreement has been found with the EFIT flux map and the experimental signals coming from magnetic probes with only few mismatches probably due to broken sensors. A suite of procedures (equipped with a user friendly interface to be run even remotely) to provide linearized models for magnetic control is now available on the MAST linux machines. A new current driven model has been used to obtain a state space model having the PF coil currents as inputs. Dynamic simulations of experimental data have been carried out using linearized models, including modelling of the effects of the passive structures, showing a fair agreement. The modelling activity has been useful also to reproduce accurately the interaction between plasma current and radial position control loops

  12. H∞ /H2 model reduction through dilated linear matrix inequalities

    Adegas, Fabiano Daher; Stoustrup, Jakob


    This paper presents sufficient dilated linear matrix inequalities (LMI) conditions to the $H_{infty}$ and $H_{2}$ model reduction problem. A special structure of the auxiliary (slack) variables allows the original model of order $n$ to be reduced to an order $r=n/s$ where $n,r,s in field{N}$. Arb......This paper presents sufficient dilated linear matrix inequalities (LMI) conditions to the $H_{infty}$ and $H_{2}$ model reduction problem. A special structure of the auxiliary (slack) variables allows the original model of order $n$ to be reduced to an order $r=n/s$ where $n,r,s in field...

  13. Variance Function Partially Linear Single-Index Models1.

    Lian, Heng; Liang, Hua; Carroll, Raymond J


    We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.

  14. Incorporation of diet information derived from Bayesian stable isotope mixing models into mass-balanced marine ecosystem models: A case study from the Marennes-Oleron Estuary, France

    We investigated the use of output from Bayesian stable isotope mixing models as constraints for a linear inverse food web model of a temperate intertidal seagrass system in the Marennes-Oléron Bay, France. Linear inverse modeling (LIM) is a technique that estimates a complete net...

  15. Application of the Fokker-Planck molecular mixing model to turbulent scalar mixing using moment methods

    Madadi-Kandjani, E.; Fox, R. O.; Passalacqua, A.


    An extended quadrature method of moments using the β kernel density function (β -EQMOM) is used to approximate solutions to the evolution equation for univariate and bivariate composition probability distribution functions (PDFs) of a passive scalar for binary and ternary mixing. The key element of interest is the molecular mixing term, which is described using the Fokker-Planck (FP) molecular mixing model. The direct numerical simulations (DNSs) of Eswaran and Pope ["Direct numerical simulations of the turbulent mixing of a passive scalar," Phys. Fluids 31, 506 (1988)] and the amplitude mapping closure (AMC) of Pope ["Mapping closures for turbulent mixing and reaction," Theor. Comput. Fluid Dyn. 2, 255 (1991)] are taken as reference solutions to establish the accuracy of the FP model in the case of binary mixing. The DNSs of Juneja and Pope ["A DNS study of turbulent mixing of two passive scalars," Phys. Fluids 8, 2161 (1996)] are used to validate the results obtained for ternary mixing. Simulations are performed with both the conditional scalar dissipation rate (CSDR) proposed by Fox [Computational Methods for Turbulent Reacting Flows (Cambridge University Press, 2003)] and the CSDR from AMC, with the scalar dissipation rate provided as input and obtained from the DNS. Using scalar moments up to fourth order, the ability of the FP model to capture the evolution of the shape of the PDF, important in turbulent mixing problems, is demonstrated. Compared to the widely used assumed β -PDF model [S. S. Girimaji, "Assumed β-pdf model for turbulent mixing: Validation and extension to multiple scalar mixing," Combust. Sci. Technol. 78, 177 (1991)], the β -EQMOM solution to the FP model more accurately describes the initial mixing process with a relatively small increase in computational cost.

  16. Comparison between linear quadratic and early time dose models

    Chougule, A.A.; Supe, S.J.


    During the 70s, much interest was focused on fractionation in radiotherapy with the aim of improving tumor control rate without producing unacceptable normal tissue damage. To compare the radiobiological effectiveness of various fractionation schedules, empirical formulae such as Nominal Standard Dose, Time Dose Factor, Cumulative Radiation Effect and Tumour Significant Dose, were introduced and were used despite many shortcomings. It has been claimed that a recent linear quadratic model is able to predict the radiobiological responses of tumours as well as normal tissues more accurately. We compared Time Dose Factor and Tumour Significant Dose models with the linear quadratic model for tumour regression in patients with carcinomas of the cervix. It was observed that the prediction of tumour regression estimated by the Tumour Significant Dose and Time Dose factor concepts varied by 1.6% from that of the linear quadratic model prediction. In view of the lack of knowledge of the precise values of the parameters of the linear quadratic model, it should be applied with caution. One can continue to use the Time Dose Factor concept which has been in use for more than a decade as its results are within ±2% as compared to that predicted by the linear quadratic model. (author). 11 refs., 3 figs., 4 tabs

  17. Efficient and robust estimation for longitudinal mixed models for binary data

    Holst, René


    This paper proposes a longitudinal mixed model for binary data. The model extends the classical Poisson trick, in which a binomial regression is fitted by switching to a Poisson framework. A recent estimating equations method for generalized linear longitudinal mixed models, called GEEP, is used...... as a vehicle for fitting the conditional Poisson regressions, given a latent process of serial correlated Tweedie variables. The regression parameters are estimated using a quasi-score method, whereas the dispersion and correlation parameters are estimated by use of bias-corrected Pearson-type estimating...... equations, using second moments only. Random effects are predicted by BLUPs. The method provides a computationally efficient and robust approach to the estimation of longitudinal clustered binary data and accommodates linear and non-linear models. A simulation study is used for validation and finally...

  18. Non-linear calibration models for near infrared spectroscopy

    Ni, Wangdong; Nørgaard, Lars; Mørup, Morten


    by ridge regression (RR). The performance of the different methods is demonstrated by their practical applications using three real-life near infrared (NIR) data sets. Different aspects of the various approaches including computational time, model interpretability, potential over-fitting using the non-linear...... models on linear problems, robustness to small or medium sample sets, and robustness to pre-processing, are discussed. The results suggest that GPR and BANN are powerful and promising methods for handling linear as well as nonlinear systems, even when the data sets are moderately small. The LS......-SVM), relevance vector machines (RVM), Gaussian process regression (GPR), artificial neural network (ANN), and Bayesian ANN (BANN). In this comparison, partial least squares (PLS) regression is used as a linear benchmark, while the relationship of the methods is considered in terms of traditional calibration...

  19. Estimation and variable selection for generalized additive partial linear models

    Wang, Li


    We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish asymptotic normality for the estimators of the parametric components. The procedure avoids solving large systems of equations as in kernel-based procedures and thus results in gains in computational simplicity. We further develop a class of variable selection procedures for the linear parameters by employing a nonconcave penalized quasi-likelihood, which is shown to have an asymptotic oracle property. Monte Carlo simulations and an empirical example are presented for illustration. © Institute of Mathematical Statistics, 2011.

  20. Matrix model and time-like linear dila ton matter

    Takayanagi, Tadashi


    We consider a matrix model description of the 2d string theory whose matter part is given by a time-like linear dilaton CFT. This is equivalent to the c=1 matrix model with a deformed, but very simple Fermi surface. Indeed, after a Lorentz transformation, the corresponding 2d spacetime is a conventional linear dila ton background with a time-dependent tachyon field. We show that the tree level scattering amplitudes in the matrix model perfectly agree with those computed in the world-sheet theory. The classical trajectories of fermions correspond to the decaying D-boranes in the time-like linear dilaton CFT. We also discuss the ground ring structure. Furthermore, we study the properties of the time-like Liouville theory by applying this matrix model description. We find that its ground ring structure is very similar to that of the minimal string. (author)

  1. Vortices, semi-local vortices in gauged linear sigma model

    Kim, Namkwon


    We consider the static (2+1)D gauged linear sigma model. By analyzing the governing system of partial differential equations, we investigate various aspects of the model. We show the existence of energy finite vortices under a partially broken symmetry on R 2 with the necessary condition suggested by Y. Yang. We also introduce generalized semi-local vortices and show the existence of energy finite semi-local vortices under a certain condition. The vacuum manifold for the semi-local vortices turns out to be graded. Besides, with a special choice of a representation, we show that the O(3) sigma model of which target space is nonlinear is a singular limit of the gauged linear sigma model of which target space is linear. (author)


    Johndrow, James E.; Bhattacharya, Anirban; Dunson, David B.


    Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. We derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions. PMID:29332971

  3. Image quality optimization and evaluation of linearly mixed images in dual-source, dual-energy CT

    Yu Lifeng; Primak, Andrew N.; Liu Xin; McCollough, Cynthia H.


    In dual-source dual-energy CT, the images reconstructed from the low- and high-energy scans (typically at 80 and 140 kV, respectively) can be mixed together to provide a single set of non-material-specific images for the purpose of routine diagnostic interpretation. Different from the material-specific information that may be obtained from the dual-energy scan data, the mixed images are created with the purpose of providing the interpreting physician a single set of images that have an appearance similar to that in single-energy images acquired at the same total radiation dose. In this work, the authors used a phantom study to evaluate the image quality of linearly mixed images in comparison to single-energy CT images, assuming the same total radiation dose and taking into account the effect of patient size and the dose partitioning between the low-and high-energy scans. The authors first developed a method to optimize the quality of the linearly mixed images such that the single-energy image quality was compared to the best-case image quality of the dual-energy mixed images. Compared to 80 kV single-energy images for the same radiation dose, the iodine CNR in dual-energy mixed images was worse for smaller phantom sizes. However, similar noise and similar or improved iodine CNR relative to 120 kV images could be achieved for dual-energy mixed images using the same total radiation dose over a wide range of patient sizes (up to 45 cm lateral thorax dimension). Thus, for adult CT practices, which primarily use 120 kV scanning, the use of dual-energy CT for the purpose of material-specific imaging can also produce a set of non-material-specific images for routine diagnostic interpretation that are of similar or improved quality relative to single-energy 120 kV scans.

  4. Inverse Modelling Problems in Linear Algebra Undergraduate Courses

    Martinez-Luaces, Victor E.


    This paper will offer an analysis from a theoretical point of view of mathematical modelling, applications and inverse problems of both causation and specification types. Inverse modelling problems give the opportunity to establish connections between theory and practice and to show this fact, a simple linear algebra example in two different…

  5. Optical linear algebra processors - Noise and error-source modeling

    Casasent, D.; Ghosh, A.


    The modeling of system and component noise and error sources in optical linear algebra processors (OLAPs) are considered, with attention to the frequency-multiplexed OLAP. General expressions are obtained for the output produced as a function of various component errors and noise. A digital simulator for this model is discussed.

  6. Optical linear algebra processors: noise and error-source modeling.

    Casasent, D; Ghosh, A


    The modeling of system and component noise and error sources in optical linear algebra processors (OLAP's) are considered, with attention to the frequency-multiplexed OLAP. General expressions are obtained for the output produced as a function of various component errors and noise. A digital simulator for this model is discussed.


    Oana CHIVU


    Full Text Available The present paper is concerned with the main modeling elements as produced by means of thefinite element method of linear ultrasonic motors. Hence, first the model is designed and then a modaland harmonic analysis are carried out in view of outlining the main outcomes

  8. Linear and Nonlinear Career Models: Metaphors, Paradigms, and Ideologies.

    Buzzanell, Patrice M.; Goldzwig, Steven R.


    Examines the linear or bureaucratic career models (dominant in career research, metaphors, paradigms, and ideologies) which maintain career myths of flexibility and individualized routes to success in organizations incapable of offering such versatility. Describes nonlinear career models which offer suggestive metaphors for re-visioning careers…

  9. Low-energy limit of the extended Linear Sigma Model

    Divotgey, Florian [Johann Wolfgang Goethe-Universitaet, Institut fuer Theoretische Physik, Frankfurt am Main (Germany); Kovacs, Peter [Wigner Research Center for Physics, Hungarian Academy of Sciences, Institute for Particle and Nuclear Physics, Budapest (Hungary); GSI Helmholtzzentrum fuer Schwerionenforschung, ExtreMe Matter Institute, Darmstadt (Germany); Giacosa, Francesco [Johann Wolfgang Goethe-Universitaet, Institut fuer Theoretische Physik, Frankfurt am Main (Germany); Jan-Kochanowski University, Institute of Physics, Kielce (Poland); Rischke, Dirk H. [Johann Wolfgang Goethe-Universitaet, Institut fuer Theoretische Physik, Frankfurt am Main (Germany); University of Science and Technology of China, Interdisciplinary Center for Theoretical Study and Department of Modern Physics, Hefei, Anhui (China)


    The extended Linear Sigma Model is an effective hadronic model based on the linear realization of chiral symmetry SU(N{sub f}){sub L} x SU(N{sub f}){sub R}, with (pseudo)scalar and (axial-)vector mesons as degrees of freedom. In this paper, we study the low-energy limit of the extended Linear Sigma Model (eLSM) for N{sub f} = flavors by integrating out all fields except for the pions, the (pseudo-)Nambu-Goldstone bosons of chiral symmetry breaking. The resulting low-energy effective action is identical to Chiral Perturbation Theory (ChPT) after choosing a representative for the coset space generated by chiral symmetry breaking and expanding it in powers of (derivatives of) the pion fields. The tree-level values of the coupling constants of the effective low-energy action agree remarkably well with those of ChPT. (orig.)

  10. Linear Power-Flow Models in Multiphase Distribution Networks: Preprint

    Bernstein, Andrey; Dall' Anese, Emiliano


    This paper considers multiphase unbalanced distribution systems and develops approximate power-flow models where bus-voltages, line-currents, and powers at the point of common coupling are linearly related to the nodal net power injections. The linearization approach is grounded on a fixed-point interpretation of the AC power-flow equations, and it is applicable to distribution systems featuring (i) wye connections; (ii) ungrounded delta connections; (iii) a combination of wye-connected and delta-connected sources/loads; and, (iv) a combination of line-to-line and line-to-grounded-neutral devices at the secondary of distribution transformers. The proposed linear models can facilitate the development of computationally-affordable optimization and control applications -- from advanced distribution management systems settings to online and distributed optimization routines. Performance of the proposed models is evaluated on different test feeders.

  11. Linear C32H66 hydrocarbon in the mixed state with C10H22 ...


    S R Research Laboratory for Studies in Crystallization Phenomena, 10-1-96, ... mixed state with certain shorter chain length homologues (SMOLLENCs), estimated ... Methods. Five hydrocarbons of even carbon numbers, C10, C12, C14, C16 ...

  12. An A Posteriori Error Analysis of Mixed Finite Element Galerkin Approximations to Second Order Linear Parabolic Problems

    Memon, Sajid; Nataraj, Neela; Pani, Amiya Kumar


    In this article, a posteriori error estimates are derived for mixed finite element Galerkin approximations to second order linear parabolic initial and boundary value problems. Using mixed elliptic reconstructions, a posteriori error estimates in L∞(L2)- and L2(L2)-norms for the solution as well as its flux are proved for the semidiscrete scheme. Finally, based on a backward Euler method, a completely discrete scheme is analyzed and a posteriori error bounds are derived, which improves upon earlier results on a posteriori estimates of mixed finite element approximations to parabolic problems. Results of numerical experiments verifying the efficiency of the estimators have also been provided. © 2012 Society for Industrial and Applied Mathematics.

  13. Modelling and measurement of a moving magnet linear compressor performance

    Liang, Kun; Stone, Richard; Davies, Gareth; Dadd, Mike; Bailey, Paul


    A novel moving magnet linear compressor with clearance seals and flexure bearings has been designed and constructed. It is suitable for a refrigeration system with a compact heat exchanger, such as would be needed for CPU cooling. The performance of the compressor has been experimentally evaluated with nitrogen and a mathematical model has been developed to evaluate the performance of the linear compressor. The results from the compressor model and the measurements have been compared in terms of cylinder pressure, the ‘P–V’ loop, stroke, mass flow rate and shaft power. The cylinder pressure was not measured directly but was derived from the compressor dynamics and the motor magnetic force characteristics. The comparisons indicate that the compressor model is well validated and can be used to study the performance of this type of compressor, to help with design optimization and the identification of key parameters affecting the system transients. The electrical and thermodynamic losses were also investigated, particularly for the design point (stroke of 13 mm and pressure ratio of 3.0), since a full understanding of these can lead to an increase in compressor efficiency. - Highlights: • Model predictions of the performance of a novel moving magnet linear compressor. • Prototype linear compressor performance measurements using nitrogen. • Reconstruction of P–V loops using a model of the dynamics and electromagnetics. • Close agreement between the model and measurements for the P–V loops. • The design point motor efficiency was 74%, with potential improvements identified

  14. The minimal linear σ model for the Goldstone Higgs

    Feruglio, F.; Gavela, M.B.; Kanshin, K.; Machado, P.A.N.; Rigolin, S.; Saa, S.


    In the context of the minimal SO(5) linear σ-model, a complete renormalizable Lagrangian -including gauge bosons and fermions- is considered, with the symmetry softly broken to SO(4). The scalar sector describes both the electroweak Higgs doublet and the singlet σ. Varying the σ mass would allow to sweep from the regime of perturbative ultraviolet completion to the non-linear one assumed in models in which the Higgs particle is a low-energy remnant of some strong dynamics. We analyze the phenomenological implications and constraints from precision observables and LHC data. Furthermore, we derive the d≤6 effective Lagrangian in the limit of heavy exotic fermions.

  15. A variational formulation for linear models in coupled dynamic thermoelasticity

    Feijoo, R.A.; Moura, C.A. de.


    A variational formulation for linear models in coupled dynamic thermoelasticity which quite naturally motivates the design of a numerical scheme for the problem, is studied. When linked to regularization or penalization techniques, this algorithm may be applied to more general models, namely, the ones that consider non-linear constraints associated to variational inequalities. The basic postulates of Mechanics and Thermodynamics as well as some well-known mathematical techniques are described. A thorough description of the algorithm implementation with the finite-element method is also provided. Proofs for existence and uniqueness of solutions and for convergence of the approximations are presented, and some numerical results are exhibited. (Author) [pt

  16. Defining a Family of Cognitive Diagnosis Models Using Log-Linear Models with Latent Variables

    Henson, Robert A.; Templin, Jonathan L.; Willse, John T.


    This paper uses log-linear models with latent variables (Hagenaars, in "Loglinear Models with Latent Variables," 1993) to define a family of cognitive diagnosis models. In doing so, the relationship between many common models is explicitly defined and discussed. In addition, because the log-linear model with latent variables is a general model for…

  17. An Introduction to the Use of Linear Models with Correlated Data

    Benoît Laplante


    conventional methods for estimating the variances of these estimates may yield biased results. These two problems are different, but they are related. This paper provides an introduction to the problems caused by correlated data and to possible solutions to these problems. First, we present the two problems and try to specify the relations between the two as clearly as possible. Second, we provide a critical presentation of random effects, mixed effects and hierarchical models that would help researchers to see their relevance in other kinds of linear models, particularly the so-called measurement models.

  18. Modeling molecular mixing in a spatially inhomogeneous turbulent flow

    Meyer, Daniel W.; Deb, Rajdeep


    Simulations of spatially inhomogeneous turbulent mixing in decaying grid turbulence with a joint velocity-concentration probability density function (PDF) method were conducted. The inert mixing scenario involves three streams with different compositions. The mixing model of Meyer ["A new particle interaction mixing model for turbulent dispersion and turbulent reactive flows," Phys. Fluids 22(3), 035103 (2010)], the interaction by exchange with the mean (IEM) model and its velocity-conditional variant, i.e., the IECM model, were applied. For reference, the direct numerical simulation data provided by Sawford and de Bruyn Kops ["Direct numerical simulation and lagrangian modeling of joint scalar statistics in ternary mixing," Phys. Fluids 20(9), 095106 (2008)] was used. It was found that velocity conditioning is essential to obtain accurate concentration PDF predictions. Moreover, the model of Meyer provides significantly better results compared to the IECM model at comparable computational expense.

  19. Lagrangian mixed layer modeling of the western equatorial Pacific

    Shinoda, Toshiaki; Lukas, Roger


    Processes that control the upper ocean thermohaline structure in the western equatorial Pacific are examined using a Lagrangian mixed layer model. The one-dimensional bulk mixed layer model of Garwood (1977) is integrated along the trajectories derived from a nonlinear 1 1/2 layer reduced gravity model forced with actual wind fields. The Global Precipitation Climatology Project (GPCP) data are used to estimate surface freshwater fluxes for the mixed layer model. The wind stress data which forced the 1 1/2 layer model are used for the mixed layer model. The model was run for the period 1987-1988. This simple model is able to simulate the isothermal layer below the mixed layer in the western Pacific warm pool and its variation. The subduction mechanism hypothesized by Lukas and Lindstrom (1991) is evident in the model results. During periods of strong South Equatorial Current, the warm and salty mixed layer waters in the central Pacific are subducted below the fresh shallow mixed layer in the western Pacific. However, this subduction mechanism is not evident when upwelling Rossby waves reach the western equatorial Pacific or when a prominent deepening of the mixed layer occurs in the western equatorial Pacific or when a prominent deepening of the mixed layer occurs in the western equatorial Pacific due to episodes of strong wind and light precipitation associated with the El Nino-Southern Oscillation. Comparison of the results between the Lagrangian mixed layer model and a locally forced Eulerian mixed layer model indicated that horizontal advection of salty waters from the central Pacific strongly affects the upper ocean salinity variation in the western Pacific, and that this advection is necessary to maintain the upper ocean thermohaline structure in this region.

  20. Modeling tides and vertical tidal mixing: A reality check

    Robertson, Robin


    Recently, there has been a great interest in the tidal contribution to vertical mixing in the ocean. In models, vertical mixing is estimated using parameterization of the sub-grid scale processes. Estimates of the vertical mixing varied widely depending on which vertical mixing parameterization was used. This study investigated the performance of ten different vertical mixing parameterizations in a terrain-following ocean model when simulating internal tides. The vertical mixing parameterization was found to have minor effects on the velocity fields at the tidal frequencies, but large effects on the estimates of vertical diffusivity of temperature. Although there was no definitive best performer for the vertical mixing parameterization, several parameterizations were eliminated based on comparison of the vertical diffusivity estimates with observations. The best performers were the new generic coefficients for the generic length scale schemes and Mellor-Yamada's 2.5 level closure scheme.

  1. Stochastic modeling of mode interactions via linear parabolized stability equations

    Ran, Wei; Zare, Armin; Hack, M. J. Philipp; Jovanovic, Mihailo


    Low-complexity approximations of the Navier-Stokes equations have been widely used in the analysis of wall-bounded shear flows. In particular, the parabolized stability equations (PSE) and Floquet theory have been employed to capture the evolution of primary and secondary instabilities in spatially-evolving flows. We augment linear PSE with Floquet analysis to formally treat modal interactions and the evolution of secondary instabilities in the transitional boundary layer via a linear progression. To this end, we leverage Floquet theory by incorporating the primary instability into the base flow and accounting for different harmonics in the flow state. A stochastic forcing is introduced into the resulting linear dynamics to model the effect of nonlinear interactions on the evolution of modes. We examine the H-type transition scenario to demonstrate how our approach can be used to model nonlinear effects and capture the growth of the fundamental and subharmonic modes observed in direct numerical simulations and experiments.

  2. A detailed aerosol mixing state model for investigating interactions between mixing state, semivolatile partitioning, and coagulation

    J. Lu


    Full Text Available A new method for describing externally mixed particles, the Detailed Aerosol Mixing State (DAMS representation, is presented in this study. This novel method classifies aerosols by both composition and size, using a user-specified mixing criterion to define boundaries between compositional populations. Interactions between aerosol mixing state, semivolatile partitioning, and coagulation are investigated with a Lagrangian box model that incorporates the DAMS approach. Model results predict that mixing state affects the amount and types of semivolatile organics that partition to available aerosol phases, causing external mixtures to produce a more size-varying composition than internal mixtures. Both coagulation and condensation contribute to the mixing of emitted particles, producing a collection of multiple compositionally distinct aerosol populations that exists somewhere between the extremes of a strictly external or internal mixture. The selection of mixing criteria has a significant impact on the size and type of individual populations that compose the modeled aerosol mixture. Computational demands for external mixture modeling are significant and can be controlled by limiting the number of aerosol populations used in the model.

  3. COMSAT: Residue contact prediction of transmembrane proteins based on support vector machines and mixed integer linear programming.

    Zhang, Huiling; Huang, Qingsheng; Bei, Zhendong; Wei, Yanjie; Floudas, Christodoulos A


    In this article, we present COMSAT, a hybrid framework for residue contact prediction of transmembrane (TM) proteins, integrating a support vector machine (SVM) method and a mixed integer linear programming (MILP) method. COMSAT consists of two modules: COMSAT_SVM which is trained mainly on position-specific scoring matrix features, and COMSAT_MILP which is an ab initio method based on optimization models. Contacts predicted by the SVM model are ranked by SVM confidence scores, and a threshold is trained to improve the reliability of the predicted contacts. For TM proteins with no contacts above the threshold, COMSAT_MILP is used. The proposed hybrid contact prediction scheme was tested on two independent TM protein sets based on the contact definition of 14 Å between Cα-Cα atoms. First, using a rigorous leave-one-protein-out cross validation on the training set of 90 TM proteins, an accuracy of 66.8%, a coverage of 12.3%, a specificity of 99.3% and a Matthews' correlation coefficient (MCC) of 0.184 were obtained for residue pairs that are at least six amino acids apart. Second, when tested on a test set of 87 TM proteins, the proposed method showed a prediction accuracy of 64.5%, a coverage of 5.3%, a specificity of 99.4% and a MCC of 0.106. COMSAT shows satisfactory results when compared with 12 other state-of-the-art predictors, and is more robust in terms of prediction accuracy as the length and complexity of TM protein increase. COMSAT is freely accessible at © 2016 Wiley Periodicals, Inc.

  4. Linear modeling of possible mechanisms for parkinson tremor generation

    Lohnberg, P.


    The power of Parkinson tremor is expressed in terms of possibly changed frequency response functions between relevant variables in the neuromuscular system. The derivation starts out from a linear loopless equivalent model of mechanisms for general tremor generation. Hypothetical changes in this

  5. Current algebra of classical non-linear sigma models

    Forger, M.; Laartz, J.; Schaeper, U.


    The current algebra of classical non-linear sigma models on arbitrary Riemannian manifolds is analyzed. It is found that introducing, in addition to the Noether current j μ associated with the global symmetry of the theory, a composite scalar field j, the algebra closes under Poisson brackets. (orig.)

  6. Mathematical modelling and linear stability analysis of laser fusion cutting

    Hermanns, Torsten; Schulz, Wolfgang; Vossen, Georg; Thombansen, Ulrich


    A model for laser fusion cutting is presented and investigated by linear stability analysis in order to study the tendency for dynamic behavior and subsequent ripple formation. The result is a so called stability function that describes the correlation of the setting values of the process and the process’ amount of dynamic behavior.

  7. Non Linear signa models probing the string structure

    Abdalla, E.


    The introduction of a term depending on the extrinsic curvature to the string action, and related non linear sigma models defined on a symmetric space SO(D)/SO(2) x SO(d-2) is descussed . Coupling to fermions are also treated. (author) [pt

  8. Penalized Estimation in Large-Scale Generalized Linear Array Models

    Lund, Adam; Vincent, Martin; Hansen, Niels Richard


    Large-scale generalized linear array models (GLAMs) can be challenging to fit. Computation and storage of its tensor product design matrix can be impossible due to time and memory constraints, and previously considered design matrix free algorithms do not scale well with the dimension...

  9. Expressions for linearized perturbations in ideal-fluid cosmological models

    Ratra, B.


    We present closed-form solutions of the relativistic linear perturbation equations (in synchronous gauge) that govern the evolution of inhomogeneities in homogeneous, spatially flat, ideal-fluid, cosmological models. These expressions, which are valid for irregularities on any scale, allow one to analytically interpolate between the known approximate solutions which are valid at early times and at late times

  10. S-AMP for non-linear observation models

    Cakmak, Burak; Winther, Ole; Fleury, Bernard H.


    Recently we presented the S-AMP approach, an extension of approximate message passing (AMP), to be able to handle general invariant matrix ensembles. In this contribution we extend S-AMP to non-linear observation models. We obtain generalized AMP (GAMP) as the special case when the measurement...

  11. Plane answers to complex questions the theory of linear models

    Christensen, Ronald


    This book was written to rigorously illustrate the practical application of the projective approach to linear models. To some, this may seem contradictory. I contend that it is possible to be both rigorous and illustrative and that it is possible to use the projective approach in practical applications. Therefore, unlike many other books on linear models, the use of projections and sub­ spaces does not stop after the general theory. They are used wherever I could figure out how to do it. Solving normal equations and using calculus (outside of maximum likelihood theory) are anathema to me. This is because I do not believe that they contribute to the understanding of linear models. I have similar feelings about the use of side conditions. Such topics are mentioned when appropriate and thenceforward avoided like the plague. On the other side of the coin, I just as strenuously reject teaching linear models with a coordinate free approach. Although Joe Eaton assures me that the issues in complicated problems freq...

  12. A simulation model of a coordinated decentralized linear supply chain

    Ashayeri, Jalal; Cannella, S.; Lopez Campos, M.; Miranda, P.A.


    This paper presents a simulation-based study of a coordinated, decentralized linear supply chain (SC) system. In the proposed model, any supply tier considers its successors as part of its inventory system and generates replenishment orders on the basis of its partners’ operational information. We

  13. Mathematical modelling and linear stability analysis of laser fusion cutting

    Hermanns, Torsten; Schulz, Wolfgang [RWTH Aachen University, Chair for Nonlinear Dynamics, Steinbachstr. 15, 52047 Aachen (Germany); Vossen, Georg [Niederrhein University of Applied Sciences, Chair for Applied Mathematics and Numerical Simulations, Reinarzstr.. 49, 47805 Krefeld (Germany); Thombansen, Ulrich [RWTH Aachen University, Chair for Laser Technology, Steinbachstr. 15, 52047 Aachen (Germany)


    A model for laser fusion cutting is presented and investigated by linear stability analysis in order to study the tendency for dynamic behavior and subsequent ripple formation. The result is a so called stability function that describes the correlation of the setting values of the process and the process’ amount of dynamic behavior.

  14. Performances Of Estimators Of Linear Models With Autocorrelated ...

    The performances of five estimators of linear models with Autocorrelated error terms are compared when the independent variable is autoregressive. The results reveal that the properties of the estimators when the sample size is finite is quite similar to the properties of the estimators when the sample size is infinite although ...

  15. Performances of estimators of linear auto-correlated error model ...

    The performances of five estimators of linear models with autocorrelated disturbance terms are compared when the independent variable is exponential. The results reveal that for both small and large samples, the Ordinary Least Squares (OLS) compares favourably with the Generalized least Squares (GLS) estimators in ...

  16. A non-linear dissipative model of magnetism

    Durand, P.; Paidarová, Ivana


    Roč. 89, č. 6 (2010), s. 67004 ISSN 1286-4854 R&D Projects: GA AV ČR IAA100400501 Institutional research plan: CEZ:AV0Z40400503 Keywords : non-linear dissipative model of magnetism * thermodynamics * physical chemistry Subject RIV: CF - Physical ; Theoretical Chemistry

  17. Modeling and verifying non-linearities in heterodyne displacement interferometry

    Cosijns, S.J.A.G.; Haitjema, H.; Schellekens, P.H.J.


    The non-linearities in a heterodyne laser interferometer system occurring from the phase measurement system of the interferometer andfrom non-ideal polarization effects of the optics are modeled into one analytical expression which includes the initial polarization state ofthe laser source, the

  18. Modeling Dynamic Effects of the Marketing Mix on Market Shares

    D. Fok (Dennis); R. Paap (Richard); Ph.H.B.F. Franses (Philip Hans)


    textabstractTo comprehend the competitive structure of a market, it is important to understand the short-run and long-run effects of the marketing mix on market shares. A useful model to link market shares with marketing-mix variables, like price and promotion, is the market share attraction model.

  19. Identifiability Results for Several Classes of Linear Compartment Models.

    Meshkat, Nicolette; Sullivant, Seth; Eisenberg, Marisa


    Identifiability concerns finding which unknown parameters of a model can be estimated, uniquely or otherwise, from given input-output data. If some subset of the parameters of a model cannot be determined given input-output data, then we say the model is unidentifiable. In this work, we study linear compartment models, which are a class of biological models commonly used in pharmacokinetics, physiology, and ecology. In past work, we used commutative algebra and graph theory to identify a class of linear compartment models that we call identifiable cycle models, which are unidentifiable but have the simplest possible identifiable functions (so-called monomial cycles). Here we show how to modify identifiable cycle models by adding inputs, adding outputs, or removing leaks, in such a way that we obtain an identifiable model. We also prove a constructive result on how to combine identifiable models, each corresponding to strongly connected graphs, into a larger identifiable model. We apply these theoretical results to several real-world biological models from physiology, cell biology, and ecology.

  20. A componential model of human interaction with graphs: 1. Linear regression modeling

    Gillan, Douglas J.; Lewis, Robert


    Task analyses served as the basis for developing the Mixed Arithmetic-Perceptual (MA-P) model, which proposes (1) that people interacting with common graphs to answer common questions apply a set of component processes-searching for indicators, encoding the value of indicators, performing arithmetic operations on the values, making spatial comparisons among indicators, and repsonding; and (2) that the type of graph and user's task determine the combination and order of the components applied (i.e., the processing steps). Two experiments investigated the prediction that response time will be linearly related to the number of processing steps according to the MA-P model. Subjects used line graphs, scatter plots, and stacked bar graphs to answer comparison questions and questions requiring arithmetic calculations. A one-parameter version of the model (with equal weights for all components) and a two-parameter version (with different weights for arithmetic and nonarithmetic processes) accounted for 76%-85% of individual subjects' variance in response time and 61%-68% of the variance taken across all subjects. The discussion addresses possible modifications in the MA-P model, alternative models, and design implications from the MA-P model.

  1. Molecular Thermodynamic Modeling of Mixed Solvent Solubility

    Ellegaard, Martin Dela; Abildskov, Jens; O’Connell, John P.


    A method based on statistical mechanical fluctuation solution theory for composition derivatives of activity coefficients is employed for estimating dilute solubilities of 11 solid pharmaceutical solutes in nearly 70 mixed aqueous and nonaqueous solvent systems. The solvent mixtures range from...... nearly ideal to strongly nonideal. The database covers a temperature range from 293 to 323 K. Comparisons with available data and other existing solubility methods show that the method successfully describes a variety of observed mixed solvent solubility behaviors using solute−solvent parameters from...

  2. Finite element modeling of nanotube structures linear and non-linear models

    Awang, Mokhtar; Muhammad, Ibrahim Dauda


    This book presents a new approach to modeling carbon structures such as graphene and carbon nanotubes using finite element methods, and addresses the latest advances in numerical studies for these materials. Based on the available findings, the book develops an effective finite element approach for modeling the structure and the deformation of grapheme-based materials. Further, modeling processing for single-walled and multi-walled carbon nanotubes is demonstrated in detail.

  3. Mixed models approaches for joint modeling of different types of responses.

    Ivanova, Anna; Molenberghs, Geert; Verbeke, Geert


    In many biomedical studies, one jointly collects longitudinal continuous, binary, and survival outcomes, possibly with some observations missing. Random-effects models, sometimes called shared-parameter models or frailty models, received a lot of attention. In such models, the corresponding variance components can be employed to capture the association between the various sequences. In some cases, random effects are considered common to various sequences, perhaps up to a scaling factor; in others, there are different but correlated random effects. Even though a variety of data types has been considered in the literature, less attention has been devoted to ordinal data. For univariate longitudinal or hierarchical data, the proportional odds mixed model (POMM) is an instance of the generalized linear mixed model (GLMM; Breslow and Clayton, 1993). Ordinal data are conveniently replaced by a parsimonious set of dummies, which in the longitudinal setting leads to a repeated set of dummies. When ordinal longitudinal data are part of a joint model, the complexity increases further. This is the setting considered in this paper. We formulate a random-effects based model that, in addition, allows for overdispersion. Using two case studies, it is shown that the combination of random effects to capture association with further correction for overdispersion can improve the model's fit considerably and that the resulting models allow to answer research questions that could not be addressed otherwise. Parameters can be estimated in a fairly straightforward way, using the SAS procedure NLMIXED.

  4. Linear Dynamics Model for Steam Cooled Fast Power Reactors

    Vollmer, H


    A linear analytical dynamic model is developed for steam cooled fast power reactors. All main components of such a plant are investigated on a general though relatively simple basis. The model is distributed in those parts concerning the core but lumped as to the external plant components. Coolant is considered as compressible and treated by the actual steam law. Combined use of analogue and digital computer seems most attractive.

  5. Deterministic operations research models and methods in linear optimization

    Rader, David J


    Uniquely blends mathematical theory and algorithm design for understanding and modeling real-world problems Optimization modeling and algorithms are key components to problem-solving across various fields of research, from operations research and mathematics to computer science and engineering. Addressing the importance of the algorithm design process. Deterministic Operations Research focuses on the design of solution methods for both continuous and discrete linear optimization problems. The result is a clear-cut resource for understanding three cornerstones of deterministic operations resear

  6. One-loop dimensional reduction of the linear σ model

    Malbouisson, A.P.C.; Silva-Neto, M.B.; Svaiter, N.F.


    We perform the dimensional reduction of the linear σ model at one-loop level. The effective of the reduced theory obtained from the integration over the nonzero Matsubara frequencies is exhibited. Thermal mass and coupling constant renormalization constants are given, as well as the thermal renormalization group which controls the dependence of the counterterms on the temperature. We also recover, for the reduced theory, the vacuum instability of the model for large N. (author)

  7. Artificial Neural Network versus Linear Models Forecasting Doha Stock Market

    Yousif, Adil; Elfaki, Faiz


    The purpose of this study is to determine the instability of Doha stock market and develop forecasting models. Linear time series models are used and compared with a nonlinear Artificial Neural Network (ANN) namely Multilayer Perceptron (MLP) Technique. It aims to establish the best useful model based on daily and monthly data which are collected from Qatar exchange for the period starting from January 2007 to January 2015. Proposed models are for the general index of Qatar stock exchange and also for the usages in other several sectors. With the help of these models, Doha stock market index and other various sectors were predicted. The study was conducted by using various time series techniques to study and analyze data trend in producing appropriate results. After applying several models, such as: Quadratic trend model, double exponential smoothing model, and ARIMA, it was concluded that ARIMA (2,2) was the most suitable linear model for the daily general index. However, ANN model was found to be more accurate than time series models.


    Klumpp, A. R.


    This package extends the Ada programming language to include linear algebra capabilities similar to those of the HAL/S programming language. The package is designed for avionics applications such as Space Station flight software. In addition to the HAL/S built-in functions, the package incorporates the quaternion functions used in the Shuttle and Galileo projects, and routines from LINPAK that solve systems of equations involving general square matrices. Language conventions in this package follow those of HAL/S to the maximum extent practical and minimize the effort required for writing new avionics software and translating existent software into Ada. Valid numeric types in this package include scalar, vector, matrix, and quaternion declarations. (Quaternions are fourcomponent vectors used in representing motion between two coordinate frames). Single precision and double precision floating point arithmetic is available in addition to the standard double precision integer manipulation. Infix operators are used instead of function calls to define dot products, cross products, quaternion products, and mixed scalar-vector, scalar-matrix, and vector-matrix products. The package contains two generic programs: one for floating point, and one for integer. The actual component type is passed as a formal parameter to the generic linear algebra package. The procedures for solving systems of linear equations defined by general matrices include GEFA, GECO, GESL, and GIDI. The HAL/S functions include ABVAL, UNIT, TRACE, DET, INVERSE, TRANSPOSE, GET, PUT, FETCH, PLACE, and IDENTITY. This package is written in Ada (Version 1.2) for batch execution and is machine independent. The linear algebra software depends on nothing outside the Ada language except for a call to a square root function for floating point scalars (such as SQRT in the DEC VAX MATHLIB library). This program was developed in 1989, and is a copyrighted work with all copyright vested in NASA.

  9. Non-linear sigma model on the fuzzy supersphere

    Kurkcuoglu, Seckin


    In this note we develop fuzzy versions of the supersymmetric non-linear sigma model on the supersphere S (2,2) . In hep-th/0212133 Bott projectors have been used to obtain the fuzzy C P 1 model. Our approach utilizes the use of supersymmetric extensions of these projectors. Here we obtain these (super)-projectors and quantize them in a fashion similar to the one given in hep-th/0212133. We discuss the interpretation of the resulting model as a finite dimensional matrix model. (author)

  10. Optimal difference-based estimation for partially linear models

    Zhou, Yuejin; Cheng, Yebin; Dai, Wenlin; Tong, Tiejun


    Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.

  11. Modeling and analysis of linear hyperbolic systems of balance laws

    Bartecki, Krzysztof


    This monograph focuses on the mathematical modeling of distributed parameter systems in which mass/energy transport or wave propagation phenomena occur and which are described by partial differential equations of hyperbolic type. The case of linear (or linearized) 2 x 2 hyperbolic systems of balance laws is considered, i.e., systems described by two coupled linear partial differential equations with two variables representing physical quantities, depending on both time and one-dimensional spatial variable. Based on practical examples of a double-pipe heat exchanger and a transportation pipeline, two typical configurations of boundary input signals are analyzed: collocated, wherein both signals affect the system at the same spatial point, and anti-collocated, in which the input signals are applied to the two different end points of the system. The results of this book emerge from the practical experience of the author gained during his studies conducted in the experimental installation of a heat exchange cente...

  12. Optimal difference-based estimation for partially linear models

    Zhou, Yuejin


    Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.

  13. Reliability assessment of competing risks with generalized mixed shock models

    Rafiee, Koosha; Feng, Qianmei; Coit, David W.


    This paper investigates reliability modeling for systems subject to dependent competing risks considering the impact from a new generalized mixed shock model. Two dependent competing risks are soft failure due to a degradation process, and hard failure due to random shocks. The shock process contains fatal shocks that can cause hard failure instantaneously, and nonfatal shocks that impact the system in three different ways: 1) damaging the unit by immediately increasing the degradation level, 2) speeding up the deterioration by accelerating the degradation rate, and 3) weakening the unit strength by reducing the hard failure threshold. While the first impact from nonfatal shocks comes from each individual shock, the other two impacts are realized when the condition for a new generalized mixed shock model is satisfied. Unlike most existing mixed shock models that consider a combination of two shock patterns, our new generalized mixed shock model includes three classic shock patterns. According to the proposed generalized mixed shock model, the degradation rate and the hard failure threshold can simultaneously shift multiple times, whenever the condition for one of these three shock patterns is satisfied. An example using micro-electro-mechanical systems devices illustrates the effectiveness of the proposed approach with sensitivity analysis. - Highlights: • A rich reliability model for systems subject to dependent failures is proposed. • The degradation rate and the hard failure threshold can shift simultaneously. • The shift is triggered by a new generalized mixed shock model. • The shift can occur multiple times under the generalized mixed shock model.

  14. A penalized framework for distributed lag non-linear models.

    Gasparrini, Antonio; Scheipl, Fabian; Armstrong, Ben; Kenward, Michael G


    Distributed lag non-linear models (DLNMs) are a modelling tool for describing potentially non-linear and delayed dependencies. Here, we illustrate an extension of the DLNM framework through the use of penalized splines within generalized additive models (GAM). This extension offers built-in model selection procedures and the possibility of accommodating assumptions on the shape of the lag structure through specific penalties. In addition, this framework includes, as special cases, simpler models previously proposed for linear relationships (DLMs). Alternative versions of penalized DLNMs are compared with each other and with the standard unpenalized version in a simulation study. Results show that this penalized extension to the DLNM class provides greater flexibility and improved inferential properties. The framework exploits recent theoretical developments of GAMs and is implemented using efficient routines within freely available software. Real-data applications are illustrated through two reproducible examples in time series and survival analysis. © 2017 The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.

  15. General mirror pairs for gauged linear sigma models

    Aspinwall, Paul S.; Plesser, M. Ronen [Departments of Mathematics and Physics, Duke University,Box 90320, Durham, NC 27708-0320 (United States)


    We carefully analyze the conditions for an abelian gauged linear σ-model to exhibit nontrivial IR behavior described by a nonsingular superconformal field theory determining a superstring vacuum. This is done without reference to a geometric phase, by associating singular behavior to a noncompact space of (semi-)classical vacua. We find that models determined by reflexive combinatorial data are nonsingular for generic values of their parameters. This condition has the pleasant feature that the mirror of a nonsingular gauged linear σ-model is another such model, but it is clearly too strong and we provide an example of a non-reflexive mirror pair. We discuss a weaker condition inspired by considering extremal transitions, which is also mirror symmetric and which we conjecture to be sufficient. We apply these ideas to extremal transitions and to understanding the way in which both Berglund-Hübsch mirror symmetry and the Vafa-Witten mirror orbifold with discrete torsion can be seen as special cases of the general combinatorial duality of gauged linear σ-models. In the former case we encounter an example showing that our weaker condition is still not necessary.

  16. General mirror pairs for gauged linear sigma models

    Aspinwall, Paul S.; Plesser, M. Ronen


    We carefully analyze the conditions for an abelian gauged linear σ-model to exhibit nontrivial IR behavior described by a nonsingular superconformal field theory determining a superstring vacuum. This is done without reference to a geometric phase, by associating singular behavior to a noncompact space of (semi-)classical vacua. We find that models determined by reflexive combinatorial data are nonsingular for generic values of their parameters. This condition has the pleasant feature that the mirror of a nonsingular gauged linear σ-model is another such model, but it is clearly too strong and we provide an example of a non-reflexive mirror pair. We discuss a weaker condition inspired by considering extremal transitions, which is also mirror symmetric and which we conjecture to be sufficient. We apply these ideas to extremal transitions and to understanding the way in which both Berglund-Hübsch mirror symmetry and the Vafa-Witten mirror orbifold with discrete torsion can be seen as special cases of the general combinatorial duality of gauged linear σ-models. In the former case we encounter an example showing that our weaker condition is still not necessary.

  17. Robust Linear Models for Cis-eQTL Analysis.

    Rantalainen, Mattias; Lindgren, Cecilia M; Holmes, Christopher C


    Expression Quantitative Trait Loci (eQTL) analysis enables characterisation of functional genetic variation influencing expression levels of individual genes. In outbread populations, including humans, eQTLs are commonly analysed using the conventional linear model, adjusting for relevant covariates, assuming an allelic dosage model and a Gaussian error term. However, gene expression data generally have noise that induces heavy-tailed errors relative to the Gaussian distribution and often include atypical observations, or outliers. Such departures from modelling assumptions can lead to an increased rate of type II errors (false negatives), and to some extent also type I errors (false positives). Careful model checking can reduce the risk of type-I errors but often not type II errors, since it is generally too time-consuming to carefully check all models with a non-significant effect in large-scale and genome-wide studies. Here we propose the application of a robust linear model for eQTL analysis to reduce adverse effects of deviations from the assumption of Gaussian residuals. We present results from a simulation study as well as results from the analysis of real eQTL data sets. Our findings suggest that in many situations robust models have the potential to provide more reliable eQTL results compared to conventional linear models, particularly in respect to reducing type II errors due to non-Gaussian noise. Post-genomic data, such as that generated in genome-wide eQTL studies, are often noisy and frequently contain atypical observations. Robust statistical models have the potential to provide more reliable results and increased statistical power under non-Gaussian conditions. The results presented here suggest that robust models should be considered routinely alongside other commonly used methodologies for eQTL analysis.

  18. Analysis and modeling of subgrid scalar mixing using numerical data

    Girimaji, Sharath S.; Zhou, YE


    Direct numerical simulations (DNS) of passive scalar mixing in isotropic turbulence is used to study, analyze and, subsequently, model the role of small (subgrid) scales in the mixing process. In particular, we attempt to model the dissipation of the large scale (supergrid) scalar fluctuations caused by the subgrid scales by decomposing it into two parts: (1) the effect due to the interaction among the subgrid scales; and (2) the effect due to interaction between the supergrid and the subgrid scales. Model comparisons with DNS data show good agreement. This model is expected to be useful in the large eddy simulations of scalar mixing and reaction.

  19. Mixing of the Glauber dynamics for the ferromagnetic Potts model

    Bordewich, Magnus; Greenhill, Catherine; Patel, Viresh


    We present several results on the mixing time of the Glauber dynamics for sampling from the Gibbs distribution in the ferromagnetic Potts model. At a fixed temperature and interaction strength, we study the interplay between the maximum degree ($\\Delta$) of the underlying graph and the number of colours or spins ($q$) in determining whether the dynamics mixes rapidly or not. We find a lower bound $L$ on the number of colours such that Glauber dynamics is rapidly mixing if at least $L$ colours...

  20. Applied model for the growth of the daytime mixed layer

    Batchvarova, E.; Gryning, Sven-Erik


    numerically. When the mixed layer is shallow or the atmosphere nearly neutrally stratified, the growth is controlled mainly by mechanical turbulence. When the layer is deep, its growth is controlled mainly by convective turbulence. The model is applied on a data set of the evolution of the height of the mixed...... layer in the morning hours, when both mechanical and convective turbulence contribute to the growth process. Realistic mixed-layer developments are obtained....

  1. Genetic demixing and evolution in linear stepping stone models

    Korolev, K. S.; Avlund, Mikkel; Hallatschek, Oskar; Nelson, David R.


    Results for mutation, selection, genetic drift, and migration in a one-dimensional continuous population are reviewed and extended. The population is described by a continuous limit of the stepping stone model, which leads to the stochastic Fisher-Kolmogorov-Petrovsky-Piscounov equation with additional terms describing mutations. Although the stepping stone model was first proposed for population genetics, it is closely related to “voter models” of interest in nonequilibrium statistical mechanics. The stepping stone model can also be regarded as an approximation to the dynamics of a thin layer of actively growing pioneers at the frontier of a colony of micro-organisms undergoing a range expansion on a Petri dish. The population tends to segregate into monoallelic domains. This segregation slows down genetic drift and selection because these two evolutionary forces can only act at the boundaries between the domains; the effects of mutation, however, are not significantly affected by the segregation. Although fixation in the neutral well-mixed (or “zero-dimensional”) model occurs exponentially in time, it occurs only algebraically fast in the one-dimensional model. An unusual sublinear increase is also found in the variance of the spatially averaged allele frequency with time. If selection is weak, selective sweeps occur exponentially fast in both well-mixed and one-dimensional populations, but the time constants are different. The relatively unexplored problem of evolutionary dynamics at the edge of an expanding circular colony is studied as well. Also reviewed are how the observed patterns of genetic diversity can be used for statistical inference and the differences are highlighted between the well-mixed and one-dimensional models. Although the focus is on two alleles or variants, q -allele Potts-like models of gene segregation are considered as well. Most of the analytical results are checked with simulations and could be tested against recent spatial

  2. A Graphical User Interface to Generalized Linear Models in MATLAB

    Peter Dunn


    Full Text Available Generalized linear models unite a wide variety of statistical models in a common theoretical framework. This paper discusses GLMLAB-software that enables such models to be fitted in the popular mathematical package MATLAB. It provides a graphical user interface to the powerful MATLAB computational engine to produce a program that is easy to use but with many features, including offsets, prior weights and user-defined distributions and link functions. MATLAB's graphical capacities are also utilized in providing a number of simple residual diagnostic plots.

  3. MAGDM linear-programming models with distinct uncertain preference structures.

    Xu, Zeshui S; Chen, Jian


    Group decision making with preference information on alternatives is an interesting and important research topic which has been receiving more and more attention in recent years. The purpose of this paper is to investigate multiple-attribute group decision-making (MAGDM) problems with distinct uncertain preference structures. We develop some linear-programming models for dealing with the MAGDM problems, where the information about attribute weights is incomplete, and the decision makers have their preferences on alternatives. The provided preference information can be represented in the following three distinct uncertain preference structures: 1) interval utility values; 2) interval fuzzy preference relations; and 3) interval multiplicative preference relations. We first establish some linear-programming models based on decision matrix and each of the distinct uncertain preference structures and, then, develop some linear-programming models to integrate all three structures of subjective uncertain preference information provided by the decision makers and the objective information depicted in the decision matrix. Furthermore, we propose a simple and straightforward approach in ranking and selecting the given alternatives. It is worth pointing out that the developed models can also be used to deal with the situations where the three distinct uncertain preference structures are reduced to the traditional ones, i.e., utility values, fuzzy preference relations, and multiplicative preference relations. Finally, we use a practical example to illustrate in detail the calculation process of the developed approach.

  4. An Improved Search Approach for Solving Non-Convex Mixed-Integer Non Linear Programming Problems

    Sitopu, Joni Wilson; Mawengkang, Herman; Syafitri Lubis, Riri


    The nonlinear mathematical programming problem addressed in this paper has a structure characterized by a subset of variables restricted to assume discrete values, which are linear and separable from the continuous variables. The strategy of releasing nonbasic variables from their bounds, combined with the “active constraint” method, has been developed. This strategy is used to force the appropriate non-integer basic variables to move to their neighbourhood integer points. Successful implementation of these algorithms was achieved on various test problems.

  5. MetabR: an R script for linear model analysis of quantitative metabolomic data

    Ernest Ben


    Full Text Available Abstract Background Metabolomics is an emerging high-throughput approach to systems biology, but data analysis tools are lacking compared to other systems level disciplines such as transcriptomics and proteomics. Metabolomic data analysis requires a normalization step to remove systematic effects of confounding variables on metabolite measurements. Current tools may not correctly normalize every metabolite when the relationships between each metabolite quantity and fixed-effect confounding variables are different, or for the effects of random-effect confounding variables. Linear mixed models, an established methodology in the microarray literature, offer a standardized and flexible approach for removing the effects of fixed- and random-effect confounding variables from metabolomic data. Findings Here we present a simple menu-driven program, “MetabR”, designed to aid researchers with no programming background in statistical analysis of metabolomic data. Written in the open-source statistical programming language R, MetabR implements linear mixed models to normalize metabolomic data and analysis of variance (ANOVA to test treatment differences. MetabR exports normalized data, checks statistical model assumptions, identifies differentially abundant metabolites, and produces output files to help with data interpretation. Example data are provided to illustrate normalization for common confounding variables and to demonstrate the utility of the MetabR program. Conclusions We developed MetabR as a simple and user-friendly tool for implementing linear mixed model-based normalization and statistical analysis of targeted metabolomic data, which helps to fill a lack of available data analysis tools in this field. The program, user guide, example data, and any future news or updates related to the program may be found at

  6. Computer modeling of jet mixing in INEL waste tanks

    Meyer, P.A.


    The objective of this study is to examine the feasibility of using submerged jet mixing pumps to mobilize and suspend settled sludge materials in INEL High Level Radioactive Waste Tanks. Scenarios include removing the heel (a shallow liquid and sludge layer remaining after tank emptying processes) and mobilizing and suspending solids in full or partially full tanks. The approach used was to (1) briefly review jet mixing theory, (2) review erosion literature in order to identify and estimate important sludge characterization parameters (3) perform computer modeling of submerged liquid mixing jets in INEL tank geometries, (4) develop analytical models from which pump operating conditions and mixing times can be estimated, and (5) analyze model results to determine overall feasibility of using jet mixing pumps and make design recommendations

  7. Forecasting the EMU inflation rate: Linear econometric vs. non-linear computational models using genetic neural fuzzy systems

    Kooths, Stefan; Mitze, Timo Friedel; Ringhut, Eric


    This paper compares the predictive power of linear econometric and non-linear computational models for forecasting the inflation rate in the European Monetary Union (EMU). Various models of both types are developed using different monetary and real activity indicators. They are compared according...

  8. A Non-Gaussian Spatial Generalized Linear Latent Variable Model

    Irincheeva, Irina


    We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simulations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents. © 2012 International Biometric Society.

  9. Linear Model for Optimal Distributed Generation Size Predication

    Ahmed Al Ameri


    Full Text Available This article presents a linear model predicting optimal size of Distributed Generation (DG that addresses the minimum power loss. This method is based fundamentally on strong coupling between active power and voltage angle as well as between reactive power and voltage magnitudes. This paper proposes simplified method to calculate the total power losses in electrical grid for different distributed generation sizes and locations. The method has been implemented and tested on several IEEE bus test systems. The results show that the proposed method is capable of predicting approximate optimal size of DG when compared with precision calculations. The method that linearizes a complex model showed a good result, which can actually reduce processing time required. The acceptable accuracy with less time and memory required can help the grid operator to assess power system integrated within large-scale distribution generation.

  10. A non-linear model of economic production processes

    Ponzi, A.; Yasutomi, A.; Kaneko, K.


    We present a new two phase model of economic production processes which is a non-linear dynamical version of von Neumann's neoclassical model of production, including a market price-setting phase as well as a production phase. The rate of an economic production process is observed, for the first time, to depend on the minimum of its input supplies. This creates highly non-linear supply and demand dynamics. By numerical simulation, production networks are shown to become unstable when the ratio of different products to total processes increases. This provides some insight into observed stability of competitive capitalist economies in comparison to monopolistic economies. Capitalist economies are also shown to have low unemployment.

  11. A Non-Gaussian Spatial Generalized Linear Latent Variable Model

    Irincheeva, Irina; Cantoni, Eva; Genton, Marc G.


    We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simulations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents. © 2012 International Biometric Society.


    Hasan YILDIZ


    Full Text Available Deep drawing process is one of the main procedures used in different branches of industry. Finding numerical solutions for determination of the mechanical behaviour of this process will save time and money. In die surfaces, which have complex geometries, it is hard to determine the effects of parameters of sheet metal forming. Some of these parameters are wrinkling, tearing, and determination of the flow of the thin sheet metal in the die and thickness change. However, the most difficult one is determination of material properties during plastic deformation. In this study, the effects of all these parameters are analyzed before producing the dies. The explicit non-linear finite element method is chosen to be used in the analysis. The numerical results obtained for non-linear material and contact models are also compared with the experiments. A good agreement between the numerical and the experimental results is obtained. The results obtained for the models are given in detail.

  13. Dynamic generalized linear models for monitoring endemic diseases

    Lopes Antunes, Ana Carolina; Jensen, Dan; Hisham Beshara Halasa, Tariq


    The objective was to use a Dynamic Generalized Linear Model (DGLM) based on abinomial distribution with a linear trend, for monitoring the PRRS (Porcine Reproductive and Respiratory Syndrome sero-prevalence in Danish swine herds. The DGLM was described and its performance for monitoring control...... and eradication programmes based on changes in PRRS sero-prevalence was explored. Results showed a declining trend in PRRS sero-prevalence between 2007 and 2014 suggesting that Danish herds are slowly eradicating PRRS. The simulation study demonstrated the flexibility of DGLMs in adapting to changes intrends...... in sero-prevalence. Based on this, it was possible to detect variations in the growth model component. This study is a proof-of-concept, demonstrating the use of DGLMs for monitoring endemic diseases. In addition, the principles stated might be useful in general research on monitoring and surveillance...

  14. Evaluation of scalar mixing and time scale models in PDF simulations of a turbulent premixed flame

    Stoellinger, Michael; Heinz, Stefan [Department of Mathematics, University of Wyoming, Laramie, WY (United States)


    Numerical simulation results obtained with a transported scalar probability density function (PDF) method are presented for a piloted turbulent premixed flame. The accuracy of the PDF method depends on the scalar mixing model and the scalar time scale model. Three widely used scalar mixing models are evaluated: the interaction by exchange with the mean (IEM) model, the modified Curl's coalescence/dispersion (CD) model and the Euclidean minimum spanning tree (EMST) model. The three scalar mixing models are combined with a simple model for the scalar time scale which assumes a constant C{sub {phi}}=12 value. A comparison of the simulation results with available measurements shows that only the EMST model calculates accurately the mean and variance of the reaction progress variable. An evaluation of the structure of the PDF's of the reaction progress variable predicted by the three scalar mixing models confirms this conclusion: the IEM and CD models predict an unrealistic shape of the PDF. Simulations using various C{sub {phi}} values ranging from 2 to 50 combined with the three scalar mixing models have been performed. The observed deficiencies of the IEM and CD models persisted for all C{sub {phi}} values considered. The value C{sub {phi}}=12 combined with the EMST model was found to be an optimal choice. To avoid the ad hoc choice for C{sub {phi}}, more sophisticated models for the scalar time scale have been used in simulations using the EMST model. A new model for the scalar time scale which is based on a linear blending between a model for flamelet combustion and a model for distributed combustion is developed. The new model has proven to be very promising as a scalar time scale model which can be applied from flamelet to distributed combustion. (author)

  15. Development of a Medicaid Behavioral Health Case-Mix Model

    Robst, John


    Many Medicaid programs have either fully or partially carved out mental health services. The evaluation of carve-out plans requires a case-mix model that accounts for differing health status across Medicaid managed care plans. This article develops a diagnosis-based case-mix adjustment system specific to Medicaid behavioral health care. Several…

  16. Using Quartile-Quartile Lines as Linear Models

    Gordon, Sheldon P.


    This article introduces the notion of the quartile-quartile line as an alternative to the regression line and the median-median line to produce a linear model based on a set of data. It is based on using the first and third quartiles of a set of (x, y) data. Dynamic spreadsheets are used as exploratory tools to compare the different approaches and…




    For RHIC's collision lattices the dominant sources of transverse non-linearities are located in the interaction regions. The field quality is available for most of the magnets in the interaction regions from the magnetic measurements, or from extrapolations of these measurements. We discuss the implementation of these measurements in the MADX models of the Blue and the Yellow rings and their impact on beam stability

  18. Electromagnetic axial anomaly in a generalized linear sigma model

    Fariborz, Amir H.; Jora, Renata


    We construct the electromagnetic anomaly effective term for a generalized linear sigma model with two chiral nonets, one with a quark-antiquark structure, the other one with a four-quark content. We compute in the leading order of this framework the decays into two photons of six pseudoscalars: π0(137 ), π0(1300 ), η (547 ), η (958 ), η (1295 ) and η (1760 ). Our results agree well with the available experimental data.

  19. Development of two mix model postprocessors for the investigation of shell mix in indirect drive implosion cores

    Welser-Sherrill, L.; Mancini, R. C.; Haynes, D. A.; Haan, S. W.; Koch, J. A.; Izumi, N.; Tommasini, R.; Golovkin, I. E.; MacFarlane, J. J.; Radha, P. B.; Delettrez, J. A.; Regan, S. P.; Smalyuk, V. A.


    The presence of shell mix in inertial confinement fusion implosion cores is an important characteristic. Mixing in this experimental regime is primarily due to hydrodynamic instabilities, such as Rayleigh-Taylor and Richtmyer-Meshkov, which can affect implosion dynamics. Two independent theoretical mix models, Youngs' model and the Haan saturation model, were used to estimate the level of Rayleigh-Taylor mixing in a series of indirect drive experiments. The models were used to predict the radial width of the region containing mixed fuel and shell materials. The results for Rayleigh-Taylor mixing provided by Youngs' model are considered to be a lower bound for the mix width, while those generated by Haan's model incorporate more experimental characteristics and consequently have larger mix widths. These results are compared with an independent experimental analysis, which infers a larger mix width based on all instabilities and effects captured in the experimental data

  20. Twice random, once mixed: applying mixed models to simultaneously analyze random effects of language and participants.

    Janssen, Dirk P


    Psychologists, psycholinguists, and other researchers using language stimuli have been struggling for more than 30 years with the problem of how to analyze experimental data that contain two crossed random effects (items and participants). The classical analysis of variance does not apply; alternatives have been proposed but have failed to catch on, and a statistically unsatisfactory procedure of using two approximations (known as F(1) and F(2)) has become the standard. A simple and elegant solution using mixed model analysis has been available for 15 years, and recent improvements in statistical software have made mixed models analysis widely available. The aim of this article is to increase the use of mixed models by giving a concise practical introduction and by giving clear directions for undertaking the analysis in the most popular statistical packages. The article also introduces the DJMIXED: add-on package for SPSS, which makes entering the models and reporting their results as straightforward as possible.

  1. Comparison of Linear Prediction Models for Audio Signals


    Full Text Available While linear prediction (LP has become immensely popular in speech modeling, it does not seem to provide a good approach for modeling audio signals. This is somewhat surprising, since a tonal signal consisting of a number of sinusoids can be perfectly predicted based on an (all-pole LP model with a model order that is twice the number of sinusoids. We provide an explanation why this result cannot simply be extrapolated to LP of audio signals. If noise is taken into account in the tonal signal model, a low-order all-pole model appears to be only appropriate when the tonal components are uniformly distributed in the Nyquist interval. Based on this observation, different alternatives to the conventional LP model can be suggested. Either the model should be changed to a pole-zero, a high-order all-pole, or a pitch prediction model, or the conventional LP model should be preceded by an appropriate frequency transform, such as a frequency warping or downsampling. By comparing these alternative LP models to the conventional LP model in terms of frequency estimation accuracy, residual spectral flatness, and perceptual frequency resolution, we obtain several new and promising approaches to LP-based audio modeling.

  2. Perturbative estimates of lepton mixing angles in unified models

    Antusch, Stefan; King, Stephen F.; Malinsky, Michal


    Many unified models predict two large neutrino mixing angles, with the charged lepton mixing angles being small and quark-like, and the neutrino masses being hierarchical. Assuming this, we present simple approximate analytic formulae giving the lepton mixing angles in terms of the underlying high energy neutrino mixing angles together with small perturbations due to both charged lepton corrections and renormalisation group (RG) effects, including also the effects of third family canonical normalization (CN). We apply the perturbative formulae to the ubiquitous case of tri-bimaximal neutrino mixing at the unification scale, in order to predict the theoretical corrections to mixing angle predictions and sum rule relations, and give a general discussion of all limiting cases. We also discuss the implications for the sum rule relations of the measurement of a non-zero reactor angle, as hinted at by recent experimental measurements.

  3. A quasi-linear gyrokinetic transport model for tokamak plasmas

    Casati, A.


    After a presentation of some basics around nuclear fusion, this research thesis introduces the framework of the tokamak strategy to deal with confinement, hence the main plasma instabilities which are responsible for turbulent transport of energy and matter in such a system. The author also briefly introduces the two principal plasma representations, the fluid and the kinetic ones. He explains why the gyro-kinetic approach has been preferred. A tokamak relevant case is presented in order to highlight the relevance of a correct accounting of the kinetic wave-particle resonance. He discusses the issue of the quasi-linear response. Firstly, the derivation of the model, called QuaLiKiz, and its underlying hypotheses to get the energy and the particle turbulent flux are presented. Secondly, the validity of the quasi-linear response is verified against the nonlinear gyro-kinetic simulations. The saturation model that is assumed in QuaLiKiz, is presented and discussed. Then, the author qualifies the global outcomes of QuaLiKiz. Both the quasi-linear energy and the particle flux are compared to the expectations from the nonlinear simulations, across a wide scan of tokamak relevant parameters. Therefore, the coupling of QuaLiKiz within the integrated transport solver CRONOS is presented: this procedure allows the time-dependent transport problem to be solved, hence the direct application of the model to the experiment. The first preliminary results regarding the experimental analysis are finally discussed

  4. Software engineering the mixed model for genome-wide association studies on large samples.

    Zhang, Zhiwu; Buckler, Edward S; Casstevens, Terry M; Bradbury, Peter J


    Mixed models improve the ability to detect phenotype-genotype associations in the presence of population stratification and multiple levels of relatedness in genome-wide association studies (GWAS), but for large data sets the resource consumption becomes impractical. At the same time, the sample size and number of markers used for GWAS is increasing dramatically, resulting in greater statistical power to detect those associations. The use of mixed models with increasingly large data sets depends on the availability of software for analyzing those models. While multiple software packages implement the mixed model method, no single package provides the best combination of fast computation, ability to handle large samples, flexible modeling and ease of use. Key elements of association analysis with mixed models are reviewed, including modeling phenotype-genotype associations using mixed models, population stratification, kinship and its estimation, variance component estimation, use of best linear unbiased predictors or residuals in place of raw phenotype, improving efficiency and software-user interaction. The available software packages are evaluated, and suggestions made for future software development.

  5. Mixing Paradigms for More Comprehensible Models

    Westergaard, Michael; Slaats, Tijs


    Petri nets efficiently model both data- and control-flow. Control-flow is either modeled explicitly as flow of a specific kind of data, or implicit based on the data-flow. Explicit modeling of control-flow is useful for well-known and highly structured processes, but may make modeling of abstract...

  6. Linear theory for filtering nonlinear multiscale systems with model error.

    Berry, Tyrus; Harlim, John


    In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online , as part of a filtering

  7. Technical note: A linear model for predicting δ13 Cprotein.

    Pestle, William J; Hubbe, Mark; Smith, Erin K; Stevenson, Joseph M


    Development of a model for the prediction of δ(13) Cprotein from δ(13) Ccollagen and Δ(13) Cap-co . Model-generated values could, in turn, serve as "consumer" inputs for multisource mixture modeling of paleodiet. Linear regression analysis of previously published controlled diet data facilitated the development of a mathematical model for predicting δ(13) Cprotein (and an experimentally generated error term) from isotopic data routinely generated during the analysis of osseous remains (δ(13) Cco and Δ(13) Cap-co ). Regression analysis resulted in a two-term linear model (δ(13) Cprotein (%) = (0.78 × δ(13) Cco ) - (0.58× Δ(13) Cap-co ) - 4.7), possessing a high R-value of 0.93 (r(2)  = 0.86, P analysis of human osseous remains. These predicted values are ideal for use in multisource mixture modeling of dietary protein source contribution. © 2015 Wiley Periodicals, Inc.

  8. Neutron stars in non-linear coupling models

    Taurines, Andre R.; Vasconcellos, Cesar A.Z.; Malheiro, Manuel; Chiapparini, Marcelo


    We present a class of relativistic models for nuclear matter and neutron stars which exhibits a parameterization, through mathematical constants, of the non-linear meson-baryon couplings. For appropriate choices of the parameters, it recovers current QHD models found in the literature: Walecka, ZM and ZM3 models. We have found that the ZM3 model predicts a very small maximum neutron star mass, ∼ 0.72M s un. A strong similarity between the results of ZM-like models and those with exponential couplings is noted. Finally, we discuss the very intense scalar condensates found in the interior of neutron stars which may lead to negative effective masses. (author)

  9. Neutron stars in non-linear coupling models

    Taurines, Andre R.; Vasconcellos, Cesar A.Z. [Rio Grande do Sul Univ., Porto Alegre, RS (Brazil); Malheiro, Manuel [Universidade Federal Fluminense, Niteroi, RJ (Brazil); Chiapparini, Marcelo [Universidade do Estado, Rio de Janeiro, RJ (Brazil)


    We present a class of relativistic models for nuclear matter and neutron stars which exhibits a parameterization, through mathematical constants, of the non-linear meson-baryon couplings. For appropriate choices of the parameters, it recovers current QHD models found in the literature: Walecka, ZM and ZM3 models. We have found that the ZM3 model predicts a very small maximum neutron star mass, {approx} 0.72M{sub s}un. A strong similarity between the results of ZM-like models and those with exponential couplings is noted. Finally, we discuss the very intense scalar condensates found in the interior of neutron stars which may lead to negative effective masses. (author)

  10. Modelling of Rotational Capacity in Reinforced Linear Elements

    Hestbech, Lars; Hagsten, Lars German; Fisker, Jakob


    on the rotational capacity of the plastic hinges. The documentation of ductility can be a difficult task as modelling of rotational capacity in plastic hinges of frames is not fully developed. On the basis of the Theory of Plasticity a model is developed to determine rotational capacity in plastic hinges in linear......The Capacity Design Method forms the basis of several seismic design codes. This design philosophy allows plastic deformations in order to decrease seismic demands in structures. However, these plastic deformations must be localized in certain zones where ductility requirements can be documented...... reinforced concrete elements. The model is taking several important parameters into account. Empirical values is avoided which is considered an advantage compared to previous models. Furthermore, the model includes force variations in the reinforcement due to moment distributions and shear as well...

  11. Comparison of linear and non-linear models for the adsorption of fluoride onto geo-material: limonite.

    Sahin, Rubina; Tapadia, Kavita


    The three widely used isotherms Langmuir, Freundlich and Temkin were examined in an experiment using fluoride (F⁻) ion adsorption on a geo-material (limonite) at four different temperatures by linear and non-linear models. Comparison of linear and non-linear regression models were given in selecting the optimum isotherm for the experimental results. The coefficient of determination, r², was used to select the best theoretical isotherm. The four Langmuir linear equations (1, 2, 3, and 4) are discussed. Langmuir isotherm parameters obtained from the four Langmuir linear equations using the linear model differed but they were the same when using the nonlinear model. Langmuir-2 isotherm is one of the linear forms, and it had the highest coefficient of determination (r² = 0.99) compared to the other Langmuir linear equations (1, 3 and 4) in linear form, whereas, for non-linear, Langmuir-4 fitted best among all the isotherms because it had the highest coefficient of determination (r² = 0.99). The results showed that the non-linear model may be a better way to obtain the parameters. In the present work, the thermodynamic parameters show that the absorption of fluoride onto limonite is both spontaneous (ΔG 0). Scanning electron microscope and X-ray diffraction images also confirm the adsorption of F⁻ ion onto limonite. The isotherm and kinetic study reveals that limonite can be used as an adsorbent for fluoride removal. In future we can develop new technology for fluoride removal in large scale by using limonite which is cost-effective, eco-friendly and is easily available in the study area.

  12. Markov and mixed models with applications

    Mortensen, Stig Bousgaard

    This thesis deals with mathematical and statistical models with focus on applications in pharmacokinetic and pharmacodynamic (PK/PD) modelling. These models are today an important aspect of the drug development in the pharmaceutical industry and continued research in statistical methodology within...... or uncontrollable factors in an individual. Modelling using SDEs also provides new tools for estimation of unknown inputs to a system and is illustrated with an application to estimation of insulin secretion rates in diabetic patients. Models for the eect of a drug is a broader area since drugs may affect...... for non-parametric estimation of Markov processes are proposed to give a detailed description of the sleep process during the night. Statistically the Markov models considered for sleep states are closely related to the PK models based on SDEs as both models share the Markov property. When the models...

  13. Network Traffic Monitoring Using Poisson Dynamic Linear Models

    Merl, D. M. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)


    In this article, we discuss an approach for network forensics using a class of nonstationary Poisson processes with embedded dynamic linear models. As a modeling strategy, the Poisson DLM (PoDLM) provides a very flexible framework for specifying structured effects that may influence the evolution of the underlying Poisson rate parameter, including diurnal and weekly usage patterns. We develop a novel particle learning algorithm for online smoothing and prediction for the PoDLM, and demonstrate the suitability of the approach to real-time deployment settings via a new application to computer network traffic monitoring.

  14. On the chiral phase transition in the linear sigma model

    Tran Huu Phat; Nguyen Tuan Anh; Le Viet Hoa


    The Cornwall- Jackiw-Tomboulis (CJT) effective action for composite operators at finite temperature is used to investigate the chiral phase transition within the framework of the linear sigma model as the low-energy effective model of quantum chromodynamics (QCD). A new renormalization prescription for the CJT effective action in the Hartree-Fock (HF) approximation is proposed. A numerical study, which incorporates both thermal and quantum effect, shows that in this approximation the phase transition is of first order. However, taking into account the higher-loop diagrams contribution the order of phase transition is unchanged. (author)

  15. Bayesian Subset Modeling for High-Dimensional Generalized Linear Models

    Liang, Faming; Song, Qifan; Yu, Kai


    criterion model. The consistency of the resulting posterior is established under mild conditions. Further, a variable screening procedure is proposed based on the marginal inclusion probability, which shares the same properties of sure screening

  16. Application of linearized model to the stability analysis of the pressurized water reactor

    Li Haipeng; Huang Xiaojin; Zhang Liangju


    A Linear Time-Invariant model of the Pressurized Water Reactor is formulated through the linearization of the nonlinear model. The model simulation results show that the linearized model agrees well with the nonlinear model under small perturbation. Based upon the Lyapunov's First Method, the linearized model is applied to the stability analysis of the Pressurized Water Reactor. The calculation results show that the methodology of linearization to stability analysis is conveniently feasible. (authors)

  17. Modeling the Bergeron-Findeisen Process Using PDF Methods With an Explicit Representation of Mixing

    Jeffery, C.; Reisner, J.


    Currently, the accurate prediction of cloud droplet and ice crystal number concentration in cloud resolving, numerical weather prediction and climate models is a formidable challenge. The Bergeron-Findeisen process in which ice crystals grow by vapor deposition at the expense of super-cooled droplets is expected to be inhomogeneous in nature--some droplets will evaporate completely in centimeter-scale filaments of sub-saturated air during turbulent mixing while others remain unchanged [Baker et al., QJRMS, 1980]--and is unresolved at even cloud-resolving scales. Despite the large body of observational evidence in support of the inhomogeneous mixing process affecting cloud droplet number [most recently, Brenguier et al., JAS, 2000], it is poorly understood and has yet to be parameterized and incorporated into a numerical model. In this talk, we investigate the Bergeron-Findeisen process using a new approach based on simulations of the probability density function (PDF) of relative humidity during turbulent mixing. PDF methods offer a key advantage over Eulerian (spatial) models of cloud mixing and evaporation: the low probability (cm-scale) filaments of entrained air are explicitly resolved (in probability space) during the mixing event even though their spatial shape, size and location remain unknown. Our PDF approach reveals the following features of the inhomogeneous mixing process during the isobaric turbulent mixing of two parcels containing super-cooled water and ice, respectively: (1) The scavenging of super-cooled droplets is inhomogeneous in nature; some droplets evaporate completely at early times while others remain unchanged. (2) The degree of total droplet evaporation during the initial mixing period depends linearly on the mixing fractions of the two parcels and logarithmically on Damköhler number (Da)---the ratio of turbulent to evaporative time-scales. (3) Our simulations predict that the PDF of Lagrangian (time-integrated) subsaturation (S) goes as

  18. Spoofing cyber attack detection in probe-based traffic monitoring systems using mixed integer linear programming

    Canepa, Edward S.; Claudel, Christian G.


    in traffic flow monitoring systems by using the underlying traffic flow model. The state of traffic is modeled by the Lighthill-Whitham- Richards traffic flow model, which is a first order scalar conservation law with concave flux function. Given a set

  19. Translational mixed-effects PKPD modelling of recombinant human growth hormone - from hypophysectomized rat to patients

    Thorsted, A; Thygesen, P; Agersø, H


    BACKGROUND AND PURPOSE: We aimed to develop a mechanistic mixed-effects pharmacokinetic (PK)-pharmacodynamic (PD) (PKPD) model for recombinant human growth hormone (rhGH) in hypophysectomized rats and to predict the human PKPD relationship. EXPERIMENTAL APPROACH: A non-linear mixed-effects model...... was developed from experimental PKPD studies of rhGH and effects of long-term treatment as measured by insulin-like growth factor 1 (IGF-1) and bodyweight gain in rats. Modelled parameter values were scaled to human values using the allometric approach with fixed exponents for PKs and unscaled for PDs...... s.c. administration was over predicted. After correction of the human s.c. absorption model, the induction model for IGF-1 well described the human PKPD data. CONCLUSIONS: A translational mechanistic PKPD model for rhGH was successfully developed from experimental rat data. The model links...

  20. The Overgeneralization of Linear Models among University Students' Mathematical Productions: A Long-Term Study

    Esteley, Cristina B.; Villarreal, Monica E.; Alagia, Humberto R.


    Over the past several years, we have been exploring and researching a phenomenon that occurs among undergraduate students that we called extension of linear models to non-linear contexts or overgeneralization of linear models. This phenomenon appears when some students use linear representations in situations that are non-linear. In a first phase,…

  1. Application of mixed models for the assessment genotype and ...



    May 7, 2014 ... cused mainly on the yield of cottonseed and fiber, with the CA 324 and ..... Gaps and opportunities for agricultural sector development in ... Adaptability and stability of maize varieties using mixed models. Crop. Breeding and ...

  2. Surface wind mixing in the Regional Ocean Modeling System (ROMS)

    Robertson, Robin; Hartlipp, Paul


    Mixing at the ocean surface is key for atmosphere-ocean interactions and the distribution of heat, energy, and gases in the upper ocean. Winds are the primary force for surface mixing. To properly simulate upper ocean dynamics and the flux of these quantities within the upper ocean, models must reproduce mixing in the upper ocean. To evaluate the performance of the Regional Ocean Modeling System (ROMS) in replicating the surface mixing, the results of four different vertical mixing parameterizations were compared against observations, using the surface mixed layer depth, the temperature fields, and observed diffusivities for comparisons. The vertical mixing parameterizations investigated were Mellor- Yamada 2.5 level turbulent closure (MY), Large- McWilliams- Doney Kpp (LMD), Nakanishi- Niino (NN), and the generic length scale (GLS) schemes. This was done for one temperate site in deep water in the Eastern Pacific and three shallow water sites in the Baltic Sea. The model reproduced the surface mixed layer depth reasonably well for all sites; however, the temperature fields were reproduced well for the deep site, but not for the shallow Baltic Sea sites. In the Baltic Sea, the models overmixed the water column after a few days. Vertical temperature diffusivities were higher than those observed and did not show the temporal fluctuations present in the observations. The best performance was by NN and MY; however, MY became unstable in two of the shallow simulations with high winds. The performance of GLS nearly as good as NN and MY. LMD had the poorest performance as it generated temperature diffusivities that were too high and induced too much mixing. Further observational comparisons are needed to evaluate the effects of different stratification and wind conditions and the limitations on the vertical mixing parameterizations.

  3. A Linear Viscoelastic Model Calibration of Sylgard 184.

    Long, Kevin Nicholas; Brown, Judith Alice


    We calibrate a linear thermoviscoelastic model for solid Sylgard 184 (90-10 formulation), a lightly cross-linked, highly flexible isotropic elastomer for use both in Sierra / Solid Mechanics via the Universal Polymer Model as well as in Sierra / Structural Dynamics (Salinas) for use as an isotropic viscoelastic material. Material inputs for the calibration in both codes are provided. The frequency domain master curve of oscillatory shear was obtained from a report from Los Alamos National Laboratory (LANL). However, because the form of that data is different from the constitutive models in Sierra, we also present the mapping of the LANL data onto Sandia’s constitutive models. Finally, blind predictions of cyclic tension and compression out to moderate strains of 40 and 20% respectively are compared with Sandia’s legacy cure schedule material. Although the strain rate of the data is unknown, the linear thermoviscoelastic model accurately predicts the experiments out to moderate strains for the slower strain rates, which is consistent with the expectation that quasistatic test procedures were likely followed. This good agreement comes despite the different cure schedules between the Sandia and LANL data.

  4. Predicting Madura cattle growth curve using non-linear model

    Widyas, N.; Prastowo, S.; Widi, T. S. M.; Baliarti, E.


    Madura cattle is Indonesian native. It is a composite breed that has undergone hundreds of years of selection and domestication to reach nowadays remarkable uniformity. Crossbreeding has reached the isle of Madura and the Madrasin, a cross between Madura cows and Limousine semen emerged. This paper aimed to compare the growth curve between Madrasin and one type of pure Madura cows, the common Madura cattle (Madura) using non-linear models. Madura cattles are kept traditionally thus reliable records are hardly available. Data were collected from small holder farmers in Madura. Cows from different age classes (5years) were observed, and body measurements (chest girth, body length and wither height) were taken. In total 63 Madura and 120 Madrasin records obtained. Linear model was built with cattle sub-populations and age as explanatory variables. Body weights were estimated based on the chest girth. Growth curves were built using logistic regression. Results showed that within the same age, Madrasin has significantly larger body compared to Madura (plogistic models fit better for Madura and Madrasin cattle data; with the estimated MSE for these models were 39.09 and 759.28 with prediction accuracy of 99 and 92% for Madura and Madrasin, respectively. Prediction of growth curve using logistic regression model performed well in both types of Madura cattle. However, attempts to administer accurate data on Madura cattle are necessary to better characterize and study these cattle.

  5. A non-linear model of information seeking behaviour

    Allen E. Foster


    Full Text Available The results of a qualitative, naturalistic, study of information seeking behaviour are reported in this paper. The study applied the methods recommended by Lincoln and Guba for maximising credibility, transferability, dependability, and confirmability in data collection and analysis. Sampling combined purposive and snowball methods, and led to a final sample of 45 inter-disciplinary researchers from the University of Sheffield. In-depth semi-structured interviews were used to elicit detailed examples of information seeking. Coding of interview transcripts took place in multiple iterations over time and used Atlas-ti software to support the process. The results of the study are represented in a non-linear Model of Information Seeking Behaviour. The model describes three core processes (Opening, Orientation, and Consolidation and three levels of contextual interaction (Internal Context, External Context, and Cognitive Approach, each composed of several individual activities and attributes. The interactivity and shifts described by the model show information seeking to be non-linear, dynamic, holistic, and flowing. The paper concludes by describing the whole model of behaviours as analogous to an artist's palette, in which activities remain available throughout information seeking. A summary of key implications of the model and directions for further research are included.

  6. Effect Displays in R for Generalised Linear Models

    John Fox


    Full Text Available This paper describes the implementation in R of a method for tabular or graphical display of terms in a complex generalised linear model. By complex, I mean a model that contains terms related by marginality or hierarchy, such as polynomial terms, or main effects and interactions. I call these tables or graphs effect displays. Effect displays are constructed by identifying high-order terms in a generalised linear model. Fitted values under the model are computed for each such term. The lower-order "relatives" of a high-order term (e.g., main effects marginal to an interaction are absorbed into the term, allowing the predictors appearing in the high-order term to range over their values. The values of other predictors are fixed at typical values: for example, a covariate could be fixed at its mean or median, a factor at its proportional distribution in the data, or to equal proportions in its several levels. Variations of effect displays are also described, including representation of terms higher-order to any appearing in the model.

  7. Global numerical modeling of magnetized plasma in a linear device

    Magnussen, Michael Løiten

    Understanding the turbulent transport in the plasma-edge in fusion devices is of utmost importance in order to make precise predictions for future fusion devices. The plasma turbulence observed in linear devices shares many important features with the turbulence observed in the edge of fusion dev...... with simulations performed at different ionization levels, using a simple model for plasma interaction with neutrals. It is found that the steady state and the saturated state of the system bifurcates when the neutral interaction dominates the electron-ion collisions.......Understanding the turbulent transport in the plasma-edge in fusion devices is of utmost importance in order to make precise predictions for future fusion devices. The plasma turbulence observed in linear devices shares many important features with the turbulence observed in the edge of fusion...... devices, and are easier to diagnose due to lower temperatures and a better access to the plasma. In order to gain greater insight into this complex turbulent behavior, numerical simulations of plasma in a linear device are performed in this thesis. Here, a three-dimensional drift-fluid model is derived...

  8. Predicting birth weight with conditionally linear transformation models.

    Möst, Lisa; Schmid, Matthias; Faschingbauer, Florian; Hothorn, Torsten


    Low and high birth weight (BW) are important risk factors for neonatal morbidity and mortality. Gynecologists must therefore accurately predict BW before delivery. Most prediction formulas for BW are based on prenatal ultrasound measurements carried out within one week prior to birth. Although successfully used in clinical practice, these formulas focus on point predictions of BW but do not systematically quantify uncertainty of the predictions, i.e. they result in estimates of the conditional mean of BW but do not deliver prediction intervals. To overcome this problem, we introduce conditionally linear transformation models (CLTMs) to predict BW. Instead of focusing only on the conditional mean, CLTMs model the whole conditional distribution function of BW given prenatal ultrasound parameters. Consequently, the CLTM approach delivers both point predictions of BW and fetus-specific prediction intervals. Prediction intervals constitute an easy-to-interpret measure of prediction accuracy and allow identification of fetuses subject to high prediction uncertainty. Using a data set of 8712 deliveries at the Perinatal Centre at the University Clinic Erlangen (Germany), we analyzed variants of CLTMs and compared them to standard linear regression estimation techniques used in the past and to quantile regression approaches. The best-performing CLTM variant was competitive with quantile regression and linear regression approaches in terms of conditional coverage and average length of the prediction intervals. We propose that CLTMs be used because they are able to account for possible heteroscedasticity, kurtosis, and skewness of the distribution of BWs. © The Author(s) 2014.

  9. Non-linear modelling to describe lactation curve in Gir crossbred cows

    Yogesh C. Bangar


    Full Text Available Abstract Background The modelling of lactation curve provides guidelines in formulating farm managerial practices in dairy cows. The aim of the present study was to determine the suitable non-linear model which most accurately fitted to lactation curves of five lactations in 134 Gir crossbred cows reared in Research-Cum-Development Project (RCDP on Cattle farm, MPKV (Maharashtra. Four models viz. gamma-type function, quadratic model, mixed log function and Wilmink model were fitted to each lactation separately and then compared on the basis of goodness of fit measures viz. adjusted R2, root mean square error (RMSE, Akaike’s Informaion Criteria (AIC and Bayesian Information Criteria (BIC. Results In general, highest milk yield was observed in fourth lactation whereas it was lowest in first lactation. Among the models investigated, mixed log function and gamma-type function provided best fit of the lactation curve of first and remaining lactations, respectively. Quadratic model gave least fit to lactation curve in almost all lactations. Peak yield was observed as highest and lowest in fourth and first lactation, respectively. Further, first lactation showed highest persistency but relatively higher time to achieve peak yield than other lactations. Conclusion Lactation curve modelling using gamma-type function may be helpful to setting the management strategies at farm level, however, modelling must be optimized regularly before implementing them to enhance productivity in Gir crossbred cows.

  10. Wavefront Sensing for WFIRST with a Linear Optical Model

    Jurling, Alden S.; Content, David A.


    In this paper we develop methods to use a linear optical model to capture the field dependence of wavefront aberrations in a nonlinear optimization-based phase retrieval algorithm for image-based wavefront sensing. The linear optical model is generated from a ray trace model of the system and allows the system state to be described in terms of mechanical alignment parameters rather than wavefront coefficients. This approach allows joint optimization over images taken at different field points and does not require separate convergence of phase retrieval at individual field points. Because the algorithm exploits field diversity, multiple defocused images per field point are not required for robustness. Furthermore, because it is possible to simultaneously fit images of many stars over the field, it is not necessary to use a fixed defocus to achieve adequate signal-to-noise ratio despite having images with high dynamic range. This allows high performance wavefront sensing using in-focus science data. We applied this technique in a simulation model based on the Wide Field Infrared Survey Telescope (WFIRST) Intermediate Design Reference Mission (IDRM) imager using a linear optical model with 25 field points. We demonstrate sub-thousandth-wave wavefront sensing accuracy in the presence of noise and moderate undersampling for both monochromatic and polychromatic images using 25 high-SNR target stars. Using these high-quality wavefront sensing results, we are able to generate upsampled point-spread functions (PSFs) and use them to determine PSF ellipticity to high accuracy in order to reduce the systematic impact of aberrations on the accuracy of galactic ellipticity determination for weak-lensing science.

  11. Consideration in selecting crops for the human-rated life support system: a Linear Programming model

    Wheeler, E. F.; Kossowski, J.; Goto, E.; Langhans, R. W.; White, G.; Albright, L. D.; Wilcox, D.; Henninger, D. L. (Principal Investigator)


    A Linear Programming model has been constructed which aids in selecting appropriate crops for CELSS (Controlled Environment Life Support System) food production. A team of Controlled Environment Agriculture (CEA) faculty, staff, graduate students and invited experts representing more than a dozen disciplines, provided a wide range of expertise in developing the model and the crop production program. The model incorporates nutritional content and controlled-environment based production yields of carefully chosen crops into a framework where a crop mix can be constructed to suit the astronauts' needs. The crew's nutritional requirements can be adequately satisfied with only a few crops (assuming vitamin mineral supplements are provided) but this will not be satisfactory from a culinary standpoint. This model is flexible enough that taste and variety driven food choices can be built into the model.

  12. A knowledge representation model for the optimisation of electricity generation mixes

    Chee Tahir, Aidid; Bañares-Alcántara, René


    Highlights: ► Prototype energy model which uses semantic representation (ontologies). ► Model accepts both quantitative and qualitative based energy policy goals. ► Uses logic inference to formulate equations for linear optimisation. ► Proposes electricity generation mix based on energy policy goals. -- Abstract: Energy models such as MARKAL, MESSAGE and DNE-21 are optimisation tools which aid in the formulation of energy policies. The strength of these models lie in their solid theoretical foundations built on rigorous mathematical equations designed to process numerical (quantitative) data related to economics and the environment. Nevertheless, a complete consideration of energy policy issues also requires the consideration of the political and social aspects of energy. These political and social issues are often associated with non-numerical (qualitative) information. To enable the evaluation of these aspects in a computer model, we hypothesise that a different approach to energy model optimisation design is required. A prototype energy model that is based on a semantic representation using ontologies and is integrated to engineering models implemented in Java has been developed. The model provides both quantitative and qualitative evaluation capabilities through the use of logical inference. The semantic representation of energy policy goals is used (i) to translate a set of energy policy goals into a set of logic queries which is then used to determine the preferred electricity generation mix and (ii) to assist in the formulation of a set of equations which is then solved in order to obtain a proposed electricity generation mix. Scenario case studies have been developed and tested on the prototype energy model to determine its capabilities. Knowledge queries were made on the semantic representation to determine an electricity generation mix which fulfilled a set of energy policy goals (e.g. CO 2 emissions reduction, water conservation, energy supply

  13. Linearized vector radiative transfer model MCC++ for a spherical atmosphere

    Postylyakov, O.V.


    Application of radiative transfer models has shown that optical remote sensing requires extra characteristics of radiance field in addition to the radiance intensity itself. Simulation of spectral measurements, analysis of retrieval errors and development of retrieval algorithms are in need of derivatives of radiance with respect to atmospheric constituents under investigation. The presented vector spherical radiative transfer model MCC++ was linearized, which allows the calculation of derivatives of all elements of the Stokes vector with respect to the volume absorption coefficient simultaneously with radiance calculation. The model MCC++ employs Monte Carlo algorithm for radiative transfer simulation and takes into account aerosol and molecular scattering, gas and aerosol absorption, and Lambertian surface albedo. The model treats a spherically symmetrical atmosphere. Relation of the estimated derivatives with other forms of radiance derivatives: the weighting functions used in gas retrieval and the air mass factors used in the DOAS retrieval algorithms, is obtained. Validation of the model against other radiative models is overviewed. The computing time of the intensity for the MCC++ model is about that for radiative models treating sphericity of the atmosphere approximately and is significantly shorter than that for the full spherical models used in the comparisons. The simultaneous calculation of all derivatives (i.e. with respect to absorption in all model atmosphere layers) and the intensity is only 1.2-2 times longer than the calculation of the intensity only

  14. Effective connectivity between superior temporal gyrus and Heschl's gyrus during white noise listening: linear versus non-linear models.

    Hamid, Ka; Yusoff, An; Rahman, Mza; Mohamad, M; Hamid, Aia


    This fMRI study is about modelling the effective connectivity between Heschl's gyrus (HG) and the superior temporal gyrus (STG) in human primary auditory cortices. MATERIALS #ENTITYSTARTX00026; Ten healthy male participants were required to listen to white noise stimuli during functional magnetic resonance imaging (fMRI) scans. Statistical parametric mapping (SPM) was used to generate individual and group brain activation maps. For input region determination, two intrinsic connectivity models comprising bilateral HG and STG were constructed using dynamic causal modelling (DCM). The models were estimated and inferred using DCM while Bayesian Model Selection (BMS) for group studies was used for model comparison and selection. Based on the winning model, six linear and six non-linear causal models were derived and were again estimated, inferred, and compared to obtain a model that best represents the effective connectivity between HG and the STG, balancing accuracy and complexity. Group results indicated significant asymmetrical activation (p(uncorr) Model comparison results showed strong evidence of STG as the input centre. The winning model is preferred by 6 out of 10 participants. The results were supported by BMS results for group studies with the expected posterior probability, r = 0.7830 and exceedance probability, ϕ = 0.9823. One-sample t-tests performed on connection values obtained from the winning model indicated that the valid connections for the winning model are the unidirectional parallel connections from STG to bilateral HG (p model comparison between linear and non-linear models using BMS prefers non-linear connection (r = 0.9160, ϕ = 1.000) from which the connectivity between STG and the ipsi- and contralateral HG is gated by the activity in STG itself. We are able to demonstrate that the effective connectivity between HG and STG while listening to white noise for the respective participants can be explained by a non-linear dynamic causal model with

  15. Exactly soluble two-state quantum models with linear couplings

    Torosov, B T; Vitanov, N V


    A class of exact analytic solutions of the time-dependent Schroedinger equation is presented for a two-state quantum system coherently driven by a nonresonant external field. The coupling is a linear function of time with a finite duration and the detuning is constant. Four special models are considered in detail, namely the shark, double-shark, tent and zigzag models. The exact solution is derived by rotation of the Landau-Zener propagator at an angle of π/4 and is expressed in terms of Weber's parabolic cylinder function. Approximations for the transition probabilities are derived for all four models by using the asymptotics of the Weber function; these approximations demonstrate various effects of physical interest for each model

  16. Parametric Linear Hybrid Automata for Complex Environmental Systems Modeling

    Samar Hayat Khan Tareen


    Full Text Available Environmental systems, whether they be weather patterns or predator-prey relationships, are dependent on a number of different variables, each directly or indirectly affecting the system at large. Since not all of these factors are known, these systems take on non-linear dynamics, making it difficult to accurately predict meaningful behavioral trends far into the future. However, such dynamics do not warrant complete ignorance of different efforts to understand and model close approximations of these systems. Towards this end, we have applied a logical modeling approach to model and analyze the behavioral trends and systematic trajectories that these systems exhibit without delving into their quantification. This approach, formalized by René Thomas for discrete logical modeling of Biological Regulatory Networks (BRNs and further extended in our previous studies as parametric biological linear hybrid automata (Bio-LHA, has been previously employed for the analyses of different molecular regulatory interactions occurring across various cells and microbial species. As relationships between different interacting components of a system can be simplified as positive or negative influences, we can employ the Bio-LHA framework to represent different components of the environmental system as positive or negative feedbacks. In the present study, we highlight the benefits of hybrid (discrete/continuous modeling which lead to refinements among the fore-casted behaviors in order to find out which ones are actually possible. We have taken two case studies: an interaction of three microbial species in a freshwater pond, and a more complex atmospheric system, to show the applications of the Bio-LHA methodology for the timed hybrid modeling of environmental systems. Results show that the approach using the Bio-LHA is a viable method for behavioral modeling of complex environmental systems by finding timing constraints while keeping the complexity of the model

  17. Sensitivity of the urban airshed model to mixing height profiles

    Rao, S.T.; Sistla, G.; Ku, J.Y.; Zhou, N.; Hao, W. [New York State Dept. of Environmental Conservation, Albany, NY (United States)


    The United States Environmental Protection Agency (USEPA) has recommended the use of the Urban Airshed Model (UAM), a grid-based photochemical model, for regulatory applications. One of the important parameters in applications of the UAM is the height of the mixed layer or the diffusion break. In this study, we examine the sensitivity of the UAM-predicted ozone concentrations to (a) a spatially invariant diurnal mixing height profile, and (b) a spatially varying diurnal mixing height profile for a high ozone episode of July 1988 for the New York Airshed. The 1985/88 emissions inventory used in the EPA`s Regional Oxidant Modeling simulations has been regridded for this study. Preliminary results suggest that the spatially varying case yields a higher peak ozone concentrations compared to the spatially invariant mixing height simulation, with differences in the peak ozone ranging from a few ppb to about 40 ppb for the days simulated. These differences are attributed to the differences in the shape of the mixing height profiles and its rate of growth during the morning hours when peak emissions are injected into the atmosphere. Examination of the impact of emissions reductions associated with these two mixing height profiles indicates that NO{sub x}-focussed controls provide a greater change in the predicted ozone peak under spatially invariant mixing heights than under the spatially varying mixing height profile. On the other hand, VOC-focussed controls provide a greater change in the predicted peak ozone levels under spatially varying mixing heights than under the spatially invariant mixing height profile.

  18. Linear models for multivariate, time series, and spatial data

    Christensen, Ronald


    This is a companion volume to Plane Answers to Complex Questions: The Theory 0/ Linear Models. It consists of six additional chapters written in the same spirit as the last six chapters of the earlier book. Brief introductions are given to topics related to linear model theory. No attempt is made to give a comprehensive treatment of the topics. Such an effort would be futile. Each chapter is on a topic so broad that an in depth discussion would require a book-Iength treatment. People need to impose structure on the world in order to understand it. There is a limit to the number of unrelated facts that anyone can remem­ ber. If ideas can be put within a broad, sophisticatedly simple structure, not only are they easier to remember but often new insights become avail­ able. In fact, sophisticatedly simple models of the world may be the only ones that work. I have often heard Arnold Zellner say that, to the best of his knowledge, this is true in econometrics. The process of modeling is fundamental to understand...

  19. Modelling mixed forest growth : a review of models for forest management

    Porte, A.; Bartelink, H.H.


    Most forests today are multi-specific and heterogeneous forests (`mixed forests'). However, forest modelling has been focusing on mono-specific stands for a long time, only recently have models been developed for mixed forests. Previous reviews of mixed forest modelling were restricted to certain

  20. Optimization model of energy mix taking into account the environmental impact

    Gruenwald, O.; Oprea, D.


    At present, the energy system in the Czech Republic needs to decide some important issues regarding limited fossil resources, greater efficiency in producing of electrical energy and reducing emission levels of pollutants. These problems can be decided only by formulating and implementing an energy mix that will meet these conditions: rational, reliable, sustainable and competitive. The aim of this article is to find a new way of determining an optimal mix for the energy system in the Czech Republic. To achieve the aim, the linear optimization model comprising several economics, environmental and technical aspects will be applied. (Authors)