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Sample records for nonparametric linkage methods

  1. Nonparametric methods for volatility density estimation

    NARCIS (Netherlands)

    Es, van Bert; Spreij, P.J.C.; Zanten, van J.H.

    2009-01-01

    Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on

  2. portfolio optimization based on nonparametric estimation methods

    Directory of Open Access Journals (Sweden)

    mahsa ghandehari

    2017-03-01

    Full Text Available One of the major issues investors are facing with in capital markets is decision making about select an appropriate stock exchange for investing and selecting an optimal portfolio. This process is done through the risk and expected return assessment. On the other hand in portfolio selection problem if the assets expected returns are normally distributed, variance and standard deviation are used as a risk measure. But, the expected returns on assets are not necessarily normal and sometimes have dramatic differences from normal distribution. This paper with the introduction of conditional value at risk ( CVaR, as a measure of risk in a nonparametric framework, for a given expected return, offers the optimal portfolio and this method is compared with the linear programming method. The data used in this study consists of monthly returns of 15 companies selected from the top 50 companies in Tehran Stock Exchange during the winter of 1392 which is considered from April of 1388 to June of 1393. The results of this study show the superiority of nonparametric method over the linear programming method and the nonparametric method is much faster than the linear programming method.

  3. Parametric and nonparametric Granger causality testing: Linkages between international stock markets

    Science.gov (United States)

    De Gooijer, Jan G.; Sivarajasingham, Selliah

    2008-04-01

    This study investigates long-term linear and nonlinear causal linkages among eleven stock markets, six industrialized markets and five emerging markets of South-East Asia. We cover the period 1987-2006, taking into account the on-set of the Asian financial crisis of 1997. We first apply a test for the presence of general nonlinearity in vector time series. Substantial differences exist between the pre- and post-crisis period in terms of the total number of significant nonlinear relationships. We then examine both periods, using a new nonparametric test for Granger noncausality and the conventional parametric Granger noncausality test. One major finding is that the Asian stock markets have become more internationally integrated after the Asian financial crisis. An exception is the Sri Lankan market with almost no significant long-term linear and nonlinear causal linkages with other markets. To ensure that any causality is strictly nonlinear in nature, we also examine the nonlinear causal relationships of VAR filtered residuals and VAR filtered squared residuals for the post-crisis sample. We find quite a few remaining significant bi- and uni-directional causal nonlinear relationships in these series. Finally, after filtering the VAR-residuals with GARCH-BEKK models, we show that the nonparametric test statistics are substantially smaller in both magnitude and statistical significance than those before filtering. This indicates that nonlinear causality can, to a large extent, be explained by simple volatility effects.

  4. Nonparametric methods in actigraphy: An update

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    Bruno S.B. Gonçalves

    2014-09-01

    Full Text Available Circadian rhythmicity in humans has been well studied using actigraphy, a method of measuring gross motor movement. As actigraphic technology continues to evolve, it is important for data analysis to keep pace with new variables and features. Our objective is to study the behavior of two variables, interdaily stability and intradaily variability, to describe rest activity rhythm. Simulated data and actigraphy data of humans, rats, and marmosets were used in this study. We modified the method of calculation for IV and IS by modifying the time intervals of analysis. For each variable, we calculated the average value (IVm and ISm results for each time interval. Simulated data showed that (1 synchronization analysis depends on sample size, and (2 fragmentation is independent of the amplitude of the generated noise. We were able to obtain a significant difference in the fragmentation patterns of stroke patients using an IVm variable, while the variable IV60 was not identified. Rhythmic synchronization of activity and rest was significantly higher in young than adults with Parkinson׳s when using the ISM variable; however, this difference was not seen using IS60. We propose an updated format to calculate rhythmic fragmentation, including two additional optional variables. These alternative methods of nonparametric analysis aim to more precisely detect sleep–wake cycle fragmentation and synchronization.

  5. Speaker Linking and Applications using Non-Parametric Hashing Methods

    Science.gov (United States)

    2016-09-08

    nonparametric estimate of a multivariate density function,” The Annals of Math- ematical Statistics , vol. 36, no. 3, pp. 1049–1051, 1965. [9] E. A. Patrick...Speaker Linking and Applications using Non-Parametric Hashing Methods† Douglas Sturim and William M. Campbell MIT Lincoln Laboratory, Lexington, MA...with many approaches [1, 2]. For this paper, we focus on using i-vectors [2], but the methods apply to any embedding. For the task of speaker QBE and

  6. Application of nonparametric statistic method for DNBR limit calculation

    International Nuclear Information System (INIS)

    Dong Bo; Kuang Bo; Zhu Xuenong

    2013-01-01

    Background: Nonparametric statistical method is a kind of statistical inference method not depending on a certain distribution; it calculates the tolerance limits under certain probability level and confidence through sampling methods. The DNBR margin is one important parameter of NPP design, which presents the safety level of NPP. Purpose and Methods: This paper uses nonparametric statistical method basing on Wilks formula and VIPER-01 subchannel analysis code to calculate the DNBR design limits (DL) of 300 MW NPP (Nuclear Power Plant) during the complete loss of flow accident, simultaneously compared with the DL of DNBR through means of ITDP to get certain DNBR margin. Results: The results indicate that this method can gain 2.96% DNBR margin more than that obtained by ITDP methodology. Conclusions: Because of the reduction of the conservation during analysis process, the nonparametric statistical method can provide greater DNBR margin and the increase of DNBR margin is benefited for the upgrading of core refuel scheme. (authors)

  7. Comparing parametric and nonparametric regression methods for panel data

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard; Henningsen, Arne

    We investigate and compare the suitability of parametric and non-parametric stochastic regression methods for analysing production technologies and the optimal firm size. Our theoretical analysis shows that the most commonly used functional forms in empirical production analysis, Cobb......-Douglas and Translog, are unsuitable for analysing the optimal firm size. We show that the Translog functional form implies an implausible linear relationship between the (logarithmic) firm size and the elasticity of scale, where the slope is artificially related to the substitutability between the inputs....... The practical applicability of the parametric and non-parametric regression methods is scrutinised and compared by an empirical example: we analyse the production technology and investigate the optimal size of Polish crop farms based on a firm-level balanced panel data set. A nonparametric specification test...

  8. Investigation of MLE in nonparametric estimation methods of reliability function

    International Nuclear Information System (INIS)

    Ahn, Kwang Won; Kim, Yoon Ik; Chung, Chang Hyun; Kim, Kil Yoo

    2001-01-01

    There have been lots of trials to estimate a reliability function. In the ESReDA 20 th seminar, a new method in nonparametric way was proposed. The major point of that paper is how to use censored data efficiently. Generally there are three kinds of approach to estimate a reliability function in nonparametric way, i.e., Reduced Sample Method, Actuarial Method and Product-Limit (PL) Method. The above three methods have some limits. So we suggest an advanced method that reflects censored information more efficiently. In many instances there will be a unique maximum likelihood estimator (MLE) of an unknown parameter, and often it may be obtained by the process of differentiation. It is well known that the three methods generally used to estimate a reliability function in nonparametric way have maximum likelihood estimators that are uniquely exist. So, MLE of the new method is derived in this study. The procedure to calculate a MLE is similar just like that of PL-estimator. The difference of the two is that in the new method, the mass (or weight) of each has an influence of the others but the mass in PL-estimator not

  9. International Conference on Robust Rank-Based and Nonparametric Methods

    CERN Document Server

    McKean, Joseph

    2016-01-01

    The contributors to this volume include many of the distinguished researchers in this area. Many of these scholars have collaborated with Joseph McKean to develop underlying theory for these methods, obtain small sample corrections, and develop efficient algorithms for their computation. The papers cover the scope of the area, including robust nonparametric rank-based procedures through Bayesian and big data rank-based analyses. Areas of application include biostatistics and spatial areas. Over the last 30 years, robust rank-based and nonparametric methods have developed considerably. These procedures generalize traditional Wilcoxon-type methods for one- and two-sample location problems. Research into these procedures has culminated in complete analyses for many of the models used in practice including linear, generalized linear, mixed, and nonlinear models. Settings are both multivariate and univariate. With the development of R packages in these areas, computation of these procedures is easily shared with r...

  10. Using non-parametric methods in econometric production analysis

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard; Henningsen, Arne

    2012-01-01

    by investigating the relationship between the elasticity of scale and the farm size. We use a balanced panel data set of 371~specialised crop farms for the years 2004-2007. A non-parametric specification test shows that neither the Cobb-Douglas function nor the Translog function are consistent with the "true......Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify a functional form of the production function of which the Cobb...... parameter estimates, but also in biased measures which are derived from the parameters, such as elasticities. Therefore, we propose to use non-parametric econometric methods. First, these can be applied to verify the functional form used in parametric production analysis. Second, they can be directly used...

  11. Using non-parametric methods in econometric production analysis

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard; Henningsen, Arne

    Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify the functional form of the production function. Most often, the Cobb...... results—including measures that are of interest of applied economists, such as elasticities. Therefore, we propose to use nonparametric econometric methods. First, they can be applied to verify the functional form used in parametric estimations of production functions. Second, they can be directly used...

  12. Digital spectral analysis parametric, non-parametric and advanced methods

    CERN Document Server

    Castanié, Francis

    2013-01-01

    Digital Spectral Analysis provides a single source that offers complete coverage of the spectral analysis domain. This self-contained work includes details on advanced topics that are usually presented in scattered sources throughout the literature.The theoretical principles necessary for the understanding of spectral analysis are discussed in the first four chapters: fundamentals, digital signal processing, estimation in spectral analysis, and time-series models.An entire chapter is devoted to the non-parametric methods most widely used in industry.High resolution methods a

  13. Power of non-parametric linkage analysis in mapping genes contributing to human longevity in long-lived sib-pairs

    DEFF Research Database (Denmark)

    Tan, Qihua; Zhao, J H; Iachine, I

    2004-01-01

    This report investigates the power issue in applying the non-parametric linkage analysis of affected sib-pairs (ASP) [Kruglyak and Lander, 1995: Am J Hum Genet 57:439-454] to localize genes that contribute to human longevity using long-lived sib-pairs. Data were simulated by introducing a recently...... developed statistical model for measuring marker-longevity associations [Yashin et al., 1999: Am J Hum Genet 65:1178-1193], enabling direct power comparison between linkage and association approaches. The non-parametric linkage (NPL) scores estimated in the region harboring the causal allele are evaluated...... in case of a dominant effect. Although the power issue may depend heavily on the true genetic nature in maintaining survival, our study suggests that results from small-scale sib-pair investigations should be referred with caution, given the complexity of human longevity....

  14. A Unified Discussion on the Concept of Score Functions Used in the Context of Nonparametric Linkage Analysis

    Directory of Open Access Journals (Sweden)

    Lars Ängquist

    2008-01-01

    Full Text Available In this article we try to discuss nonparametric linkage (NPL score functions within a broad and quite general framework. The main focus of the paper is the structure, derivation principles and interpretations of the score function entity itself. We define and discuss several families of one-locus score function definitions, i.e. the implicit, explicit and optimal ones. Some generalizations and comments to the two-locus, unconditional and conditional, cases are included as well. Although this article mainly aims at serving as an overview, where the concept of score functions are put into a covering context, we generalize the noncentrality parameter (NCP optimal score functions in Ängquist et al. (2007 to facilitate—through weighting—for incorporation of several plausible distinct genetic models. Since the genetic model itself most oftenly is to some extent unknown this facilitates weaker prior assumptions with respect to plausible true disease models without loosing the property of NCP-optimality. Moreover, we discuss general assumptions and properties of score functions in the above sense. For instance, the concept of identical by descent (IBD sharing structures and score function equivalence are discussed in some detail.

  15. A robust nonparametric method for quantifying undetected extinctions.

    Science.gov (United States)

    Chisholm, Ryan A; Giam, Xingli; Sadanandan, Keren R; Fung, Tak; Rheindt, Frank E

    2016-06-01

    How many species have gone extinct in modern times before being described by science? To answer this question, and thereby get a full assessment of humanity's impact on biodiversity, statistical methods that quantify undetected extinctions are required. Such methods have been developed recently, but they are limited by their reliance on parametric assumptions; specifically, they assume the pools of extant and undetected species decay exponentially, whereas real detection rates vary temporally with survey effort and real extinction rates vary with the waxing and waning of threatening processes. We devised a new, nonparametric method for estimating undetected extinctions. As inputs, the method requires only the first and last date at which each species in an ensemble was recorded. As outputs, the method provides estimates of the proportion of species that have gone extinct, detected, or undetected and, in the special case where the number of undetected extant species in the present day is assumed close to zero, of the absolute number of undetected extinct species. The main assumption of the method is that the per-species extinction rate is independent of whether a species has been detected or not. We applied the method to the resident native bird fauna of Singapore. Of 195 recorded species, 58 (29.7%) have gone extinct in the last 200 years. Our method projected that an additional 9.6 species (95% CI 3.4, 19.8) have gone extinct without first being recorded, implying a true extinction rate of 33.0% (95% CI 31.0%, 36.2%). We provide R code for implementing our method. Because our method does not depend on strong assumptions, we expect it to be broadly useful for quantifying undetected extinctions. © 2016 Society for Conservation Biology.

  16. Some methods for blindfolded record linkage

    Directory of Open Access Journals (Sweden)

    Christen Peter

    2004-06-01

    Full Text Available Abstract Background The linkage of records which refer to the same entity in separate data collections is a common requirement in public health and biomedical research. Traditionally, record linkage techniques have required that all the identifying data in which links are sought be revealed to at least one party, often a third party. This necessarily invades personal privacy and requires complete trust in the intentions of that party and their ability to maintain security and confidentiality. Dusserre, Quantin, Bouzelat and colleagues have demonstrated that it is possible to use secure one-way hash transformations to carry out follow-up epidemiological studies without any party having to reveal identifying information about any of the subjects – a technique which we refer to as "blindfolded record linkage". A limitation of their method is that only exact comparisons of values are possible, although phonetic encoding of names and other strings can be used to allow for some types of typographical variation and data errors. Methods A method is described which permits the calculation of a general similarity measure, the n-gram score, without having to reveal the data being compared, albeit at some cost in computation and data communication. This method can be combined with public key cryptography and automatic estimation of linkage model parameters to create an overall system for blindfolded record linkage. Results The system described offers good protection against misdeeds or security failures by any one party, but remains vulnerable to collusion between or simultaneous compromise of two or more parties involved in the linkage operation. In order to reduce the likelihood of this, the use of last-minute allocation of tasks to substitutable servers is proposed. Proof-of-concept computer programmes written in the Python programming language are provided to illustrate the similarity comparison protocol. Conclusion Although the protocols described in

  17. Analysis of small sample size studies using nonparametric bootstrap test with pooled resampling method.

    Science.gov (United States)

    Dwivedi, Alok Kumar; Mallawaarachchi, Indika; Alvarado, Luis A

    2017-06-30

    Experimental studies in biomedical research frequently pose analytical problems related to small sample size. In such studies, there are conflicting findings regarding the choice of parametric and nonparametric analysis, especially with non-normal data. In such instances, some methodologists questioned the validity of parametric tests and suggested nonparametric tests. In contrast, other methodologists found nonparametric tests to be too conservative and less powerful and thus preferred using parametric tests. Some researchers have recommended using a bootstrap test; however, this method also has small sample size limitation. We used a pooled method in nonparametric bootstrap test that may overcome the problem related with small samples in hypothesis testing. The present study compared nonparametric bootstrap test with pooled resampling method corresponding to parametric, nonparametric, and permutation tests through extensive simulations under various conditions and using real data examples. The nonparametric pooled bootstrap t-test provided equal or greater power for comparing two means as compared with unpaired t-test, Welch t-test, Wilcoxon rank sum test, and permutation test while maintaining type I error probability for any conditions except for Cauchy and extreme variable lognormal distributions. In such cases, we suggest using an exact Wilcoxon rank sum test. Nonparametric bootstrap paired t-test also provided better performance than other alternatives. Nonparametric bootstrap test provided benefit over exact Kruskal-Wallis test. We suggest using nonparametric bootstrap test with pooled resampling method for comparing paired or unpaired means and for validating the one way analysis of variance test results for non-normal data in small sample size studies. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  18. Methods for genetic linkage analysis using trisomies.

    OpenAIRE

    Feingold, E; Lamb, N E; Sherman, S L

    1995-01-01

    Certain genetic disorders are rare in the general population, but more common in individuals with specific trisomies. Examples of this include leukemia and duodenal atresia in trisomy 21. This paper presents a linkage analysis method for using trisomic individuals to map genes for such traits. It is based on a very general gene-specific dosage model that posits that the trait is caused by specific effects of different alleles at one or a few loci and that duplicate copies of "susceptibility" ...

  19. The Use of Nonparametric Kernel Regression Methods in Econometric Production Analysis

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard

    and nonparametric estimations of production functions in order to evaluate the optimal firm size. The second paper discusses the use of parametric and nonparametric regression methods to estimate panel data regression models. The third paper analyses production risk, price uncertainty, and farmers' risk preferences...... within a nonparametric panel data regression framework. The fourth paper analyses the technical efficiency of dairy farms with environmental output using nonparametric kernel regression in a semiparametric stochastic frontier analysis. The results provided in this PhD thesis show that nonparametric......This PhD thesis addresses one of the fundamental problems in applied econometric analysis, namely the econometric estimation of regression functions. The conventional approach to regression analysis is the parametric approach, which requires the researcher to specify the form of the regression...

  20. Nonparametric Change Point Diagnosis Method of Concrete Dam Crack Behavior Abnormality

    Directory of Open Access Journals (Sweden)

    Zhanchao Li

    2013-01-01

    Full Text Available The study on diagnosis method of concrete crack behavior abnormality has always been a hot spot and difficulty in the safety monitoring field of hydraulic structure. Based on the performance of concrete dam crack behavior abnormality in parametric statistical model and nonparametric statistical model, the internal relation between concrete dam crack behavior abnormality and statistical change point theory is deeply analyzed from the model structure instability of parametric statistical model and change of sequence distribution law of nonparametric statistical model. On this basis, through the reduction of change point problem, the establishment of basic nonparametric change point model, and asymptotic analysis on test method of basic change point problem, the nonparametric change point diagnosis method of concrete dam crack behavior abnormality is created in consideration of the situation that in practice concrete dam crack behavior may have more abnormality points. And the nonparametric change point diagnosis method of concrete dam crack behavior abnormality is used in the actual project, demonstrating the effectiveness and scientific reasonableness of the method established. Meanwhile, the nonparametric change point diagnosis method of concrete dam crack behavior abnormality has a complete theoretical basis and strong practicality with a broad application prospect in actual project.

  1. Linkages among U.S. Treasury Bond Yields, Commodity Futures and Stock Market Implied Volatility: New Nonparametric Evidence

    Directory of Open Access Journals (Sweden)

    Vychytilova Jana

    2015-09-01

    Full Text Available This paper aims to explore specific cross-asset market correlations over the past fifteen- yearperiod-from January 04, 1999 till April 01, 2015, and within four sub-phases covering both the crisis and the non-crisis periods. On the basis of multivariate statistical methods, we focus on investigating relations between selected well-known market indices- U.S. treasury bond yields- the 30-year treasury yield index (TYX and the 10-year treasury yield (TNX; commodity futures the TR/J CRB; and implied volatility of S&P 500 index- the VIX. We estimate relative logarithmic returns by using monthly close prices adjusted for dividends and splits and run normality and correlation analyses. This paper indicates that the TR/J CRB can be adequately modeled by a normal distribution, whereas the rest of benchmarks do not come from a normal distribution. This paper, inter alia, points out some evidence of a statistically significant negative relationship between bond yields and the VIX in the past fifteen years and a statistically significant negative linkage between the TR/J CRB and the VIX since 2009. In rather general terms, this paper thereafter supports the a priori idea- financial markets are interconnected. Such knowledge can be beneficial for building and testing accurate financial market models, and particularly for the understanding and recognizing market cycles.

  2. Transition redshift: new constraints from parametric and nonparametric methods

    Energy Technology Data Exchange (ETDEWEB)

    Rani, Nisha; Mahajan, Shobhit; Mukherjee, Amitabha [Department of Physics and Astrophysics, University of Delhi, New Delhi 110007 (India); Jain, Deepak [Deen Dayal Upadhyaya College, University of Delhi, New Delhi 110015 (India); Pires, Nilza, E-mail: nrani@physics.du.ac.in, E-mail: djain@ddu.du.ac.in, E-mail: shobhit.mahajan@gmail.com, E-mail: amimukh@gmail.com, E-mail: npires@dfte.ufrn.br [Departamento de Física Teórica e Experimental, UFRN, Campus Universitário, Natal, RN 59072-970 (Brazil)

    2015-12-01

    In this paper, we use the cosmokinematics approach to study the accelerated expansion of the Universe. This is a model independent approach and depends only on the assumption that the Universe is homogeneous and isotropic and is described by the FRW metric. We parametrize the deceleration parameter, q(z), to constrain the transition redshift (z{sub t}) at which the expansion of the Universe goes from a decelerating to an accelerating phase. We use three different parametrizations of q(z) namely, q{sub I}(z)=q{sub 1}+q{sub 2}z, q{sub II} (z) = q{sub 3} + q{sub 4} ln (1 + z) and q{sub III} (z)=½+q{sub 5}/(1+z){sup 2}. A joint analysis of the age of galaxies, strong lensing and supernovae Ia data indicates that the transition redshift is less than unity i.e. z{sub t} < 1. We also use a nonparametric approach (LOESS+SIMEX) to constrain z{sub t}. This too gives z{sub t} < 1 which is consistent with the value obtained by the parametric approach.

  3. Modern nonparametric, robust and multivariate methods festschrift in honour of Hannu Oja

    CERN Document Server

    Taskinen, Sara

    2015-01-01

    Written by leading experts in the field, this edited volume brings together the latest findings in the area of nonparametric, robust and multivariate statistical methods. The individual contributions cover a wide variety of topics ranging from univariate nonparametric methods to robust methods for complex data structures. Some examples from statistical signal processing are also given. The volume is dedicated to Hannu Oja on the occasion of his 65th birthday and is intended for researchers as well as PhD students with a good knowledge of statistics.

  4. Nonparametric method for failures diagnosis in the actuating subsystem of aircraft control system

    Science.gov (United States)

    Terentev, M. N.; Karpenko, S. S.; Zybin, E. Yu; Kosyanchuk, V. V.

    2018-02-01

    In this paper we design a nonparametric method for failures diagnosis in the aircraft control system that uses the measurements of the control signals and the aircraft states only. It doesn’t require a priori information of the aircraft model parameters, training or statistical calculations, and is based on analytical nonparametric one-step-ahead state prediction approach. This makes it possible to predict the behavior of unidentified and failure dynamic systems, to weaken the requirements to control signals, and to reduce the diagnostic time and problem complexity.

  5. A non-parametric method for correction of global radiation observations

    DEFF Research Database (Denmark)

    Bacher, Peder; Madsen, Henrik; Perers, Bengt

    2013-01-01

    in the observations are corrected. These are errors such as: tilt in the leveling of the sensor, shadowing from surrounding objects, clipping and saturation in the signal processing, and errors from dirt and wear. The method is based on a statistical non-parametric clear-sky model which is applied to both...

  6. Experimental Sentinel-2 LAI estimation using parametric, non-parametric and physical retrieval methods - A comparison

    NARCIS (Netherlands)

    Verrelst, Jochem; Rivera, Juan Pablo; Veroustraete, Frank; Muñoz-Marí, Jordi; Clevers, J.G.P.W.; Camps-Valls, Gustau; Moreno, José

    2015-01-01

    Given the forthcoming availability of Sentinel-2 (S2) images, this paper provides a systematic comparison of retrieval accuracy and processing speed of a multitude of parametric, non-parametric and physically-based retrieval methods using simulated S2 data. An experimental field dataset (SPARC),

  7. Hadron Energy Reconstruction for ATLAS Barrel Combined Calorimeter Using Non-Parametrical Method

    CERN Document Server

    Kulchitskii, Yu A

    2000-01-01

    Hadron energy reconstruction for the ATLAS barrel prototype combined calorimeter in the framework of the non-parametrical method is discussed. The non-parametrical method utilizes only the known e/h ratios and the electron calibration constants and does not require the determination of any parameters by a minimization technique. Thus, this technique lends itself to fast energy reconstruction in a first level trigger. The reconstructed mean values of the hadron energies are within \\pm1% of the true values and the fractional energy resolution is [(58\\pm 3)%{\\sqrt{GeV}}/\\sqrt{E}+(2.5\\pm0.3)%]\\bigoplus(1.7\\pm0.2) GeV/E. The value of the e/h ratio obtained for the electromagnetic compartment of the combined calorimeter is 1.74\\pm0.04. Results of a study of the longitudinal hadronic shower development are also presented.

  8. The Kernel Mixture Network: A Nonparametric Method for Conditional Density Estimation of Continuous Random Variables

    OpenAIRE

    Ambrogioni, Luca; Güçlü, Umut; van Gerven, Marcel A. J.; Maris, Eric

    2017-01-01

    This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of kernel functions centered at a subset of training points. The weights are determined by the outer layer of a deep neural network, trained by minimizing the negative log likelihood. This generalizes the popular quantized softmax approach, which can be seen ...

  9. Nonparametric Change Point Diagnosis Method of Concrete Dam Crack Behavior Abnormality

    OpenAIRE

    Li, Zhanchao; Gu, Chongshi; Wu, Zhongru

    2013-01-01

    The study on diagnosis method of concrete crack behavior abnormality has always been a hot spot and difficulty in the safety monitoring field of hydraulic structure. Based on the performance of concrete dam crack behavior abnormality in parametric statistical model and nonparametric statistical model, the internal relation between concrete dam crack behavior abnormality and statistical change point theory is deeply analyzed from the model structure instability of parametric statistical model ...

  10. Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios

    OpenAIRE

    Müller, Ulrich A; Bürgi, Roland; Dacorogna, Michel M

    2004-01-01

    The fortune and the risk of a business venture depends on the future course of the economy. There is a strong demand for economic forecasts and scenarios that can be applied to planning and modeling. While there is an ongoing debate on modeling economic scenarios, the bootstrapping (or resampling) approach presented here has several advantages. As a non-parametric method, it directly relies on past market behaviors rather than debatable assumptions on models and parameters. Simultaneous dep...

  11. A nonparametric approach to calculate critical micelle concentrations: the local polynomial regression method

    Energy Technology Data Exchange (ETDEWEB)

    Lopez Fontan, J.L.; Costa, J.; Ruso, J.M.; Prieto, G. [Dept. of Applied Physics, Univ. of Santiago de Compostela, Santiago de Compostela (Spain); Sarmiento, F. [Dept. of Mathematics, Faculty of Informatics, Univ. of A Coruna, A Coruna (Spain)

    2004-02-01

    The application of a statistical method, the local polynomial regression method, (LPRM), based on a nonparametric estimation of the regression function to determine the critical micelle concentration (cmc) is presented. The method is extremely flexible because it does not impose any parametric model on the subjacent structure of the data but rather allows the data to speak for themselves. Good concordance of cmc values with those obtained by other methods was found for systems in which the variation of a measured physical property with concentration showed an abrupt change. When this variation was slow, discrepancies between the values obtained by LPRM and others methods were found. (orig.)

  12. Tremor Detection Using Parametric and Non-Parametric Spectral Estimation Methods: A Comparison with Clinical Assessment

    Science.gov (United States)

    Martinez Manzanera, Octavio; Elting, Jan Willem; van der Hoeven, Johannes H.; Maurits, Natasha M.

    2016-01-01

    In the clinic, tremor is diagnosed during a time-limited process in which patients are observed and the characteristics of tremor are visually assessed. For some tremor disorders, a more detailed analysis of these characteristics is needed. Accelerometry and electromyography can be used to obtain a better insight into tremor. Typically, routine clinical assessment of accelerometry and electromyography data involves visual inspection by clinicians and occasionally computational analysis to obtain objective characteristics of tremor. However, for some tremor disorders these characteristics may be different during daily activity. This variability in presentation between the clinic and daily life makes a differential diagnosis more difficult. A long-term recording of tremor by accelerometry and/or electromyography in the home environment could help to give a better insight into the tremor disorder. However, an evaluation of such recordings using routine clinical standards would take too much time. We evaluated a range of techniques that automatically detect tremor segments in accelerometer data, as accelerometer data is more easily obtained in the home environment than electromyography data. Time can be saved if clinicians only have to evaluate the tremor characteristics of segments that have been automatically detected in longer daily activity recordings. We tested four non-parametric methods and five parametric methods on clinical accelerometer data from 14 patients with different tremor disorders. The consensus between two clinicians regarding the presence or absence of tremor on 3943 segments of accelerometer data was employed as reference. The nine methods were tested against this reference to identify their optimal parameters. Non-parametric methods generally performed better than parametric methods on our dataset when optimal parameters were used. However, one parametric method, employing the high frequency content of the tremor bandwidth under consideration

  13. Impulse response identification with deterministic inputs using non-parametric methods

    International Nuclear Information System (INIS)

    Bhargava, U.K.; Kashyap, R.L.; Goodman, D.M.

    1985-01-01

    This paper addresses the problem of impulse response identification using non-parametric methods. Although the techniques developed herein apply to the truncated, untruncated, and the circulant models, we focus on the truncated model which is useful in certain applications. Two methods of impulse response identification will be presented. The first is based on the minimization of the C/sub L/ Statistic, which is an estimate of the mean-square prediction error; the second is a Bayesian approach. For both of these methods, we consider the effects of using both the identity matrix and the Laplacian matrix as weights on the energy in the impulse response. In addition, we present a method for estimating the effective length of the impulse response. Estimating the length is particularly important in the truncated case. Finally, we develop a method for estimating the noise variance at the output. Often, prior information on the noise variance is not available, and a good estimate is crucial to the success of estimating the impulse response with a nonparametric technique

  14. Nonparametric method for failures detection and localization in the actuating subsystem of aircraft control system

    Science.gov (United States)

    Karpenko, S. S.; Zybin, E. Yu; Kosyanchuk, V. V.

    2018-02-01

    In this paper we design a nonparametric method for failures detection and localization in the aircraft control system that uses the measurements of the control signals and the aircraft states only. It doesn’t require a priori information of the aircraft model parameters, training or statistical calculations, and is based on algebraic solvability conditions for the aircraft model identification problem. This makes it possible to significantly increase the efficiency of detection and localization problem solution by completely eliminating errors, associated with aircraft model uncertainties.

  15. Comparison of Parametric and Nonparametric Methods for Analyzing the Bias of a Numerical Model

    Directory of Open Access Journals (Sweden)

    Isaac Mugume

    2016-01-01

    Full Text Available Numerical models are presently applied in many fields for simulation and prediction, operation, or research. The output from these models normally has both systematic and random errors. The study compared January 2015 temperature data for Uganda as simulated using the Weather Research and Forecast model with actual observed station temperature data to analyze the bias using parametric (the root mean square error (RMSE, the mean absolute error (MAE, mean error (ME, skewness, and the bias easy estimate (BES and nonparametric (the sign test, STM methods. The RMSE normally overestimates the error compared to MAE. The RMSE and MAE are not sensitive to direction of bias. The ME gives both direction and magnitude of bias but can be distorted by extreme values while the BES is insensitive to extreme values. The STM is robust for giving the direction of bias; it is not sensitive to extreme values but it does not give the magnitude of bias. The graphical tools (such as time series and cumulative curves show the performance of the model with time. It is recommended to integrate parametric and nonparametric methods along with graphical methods for a comprehensive analysis of bias of a numerical model.

  16. Hadron energy reconstruction for the ATLAS calorimetry in the framework of the nonparametrical method

    CERN Document Server

    Akhmadaliev, S Z; Ambrosini, G; Amorim, A; Anderson, K; Andrieux, M L; Aubert, Bernard; Augé, E; Badaud, F; Baisin, L; Barreiro, F; Battistoni, G; Bazan, A; Bazizi, K; Belymam, A; Benchekroun, D; Berglund, S R; Berset, J C; Blanchot, G; Bogush, A A; Bohm, C; Boldea, V; Bonivento, W; Bosman, M; Bouhemaid, N; Breton, D; Brette, P; Bromberg, C; Budagov, Yu A; Burdin, S V; Calôba, L P; Camarena, F; Camin, D V; Canton, B; Caprini, M; Carvalho, J; Casado, M P; Castillo, M V; Cavalli, D; Cavalli-Sforza, M; Cavasinni, V; Chadelas, R; Chalifour, M; Chekhtman, A; Chevalley, J L; Chirikov-Zorin, I E; Chlachidze, G; Citterio, M; Cleland, W E; Clément, C; Cobal, M; Cogswell, F; Colas, Jacques; Collot, J; Cologna, S; Constantinescu, S; Costa, G; Costanzo, D; Crouau, M; Daudon, F; David, J; David, M; Davidek, T; Dawson, J; De, K; de La Taille, C; Del Peso, J; Del Prete, T; de Saintignon, P; Di Girolamo, B; Dinkespiler, B; Dita, S; Dodd, J; Dolejsi, J; Dolezal, Z; Downing, R; Dugne, J J; Dzahini, D; Efthymiopoulos, I; Errede, D; Errede, S; Evans, H; Eynard, G; Fassi, F; Fassnacht, P; Ferrari, A; Ferrer, A; Flaminio, Vincenzo; Fournier, D; Fumagalli, G; Gallas, E; Gaspar, M; Giakoumopoulou, V; Gianotti, F; Gildemeister, O; Giokaris, N; Glagolev, V; Glebov, V Yu; Gomes, A; González, V; González de la Hoz, S; Grabskii, V; Graugès-Pous, E; Grenier, P; Hakopian, H H; Haney, M; Hébrard, C; Henriques, A; Hervás, L; Higón, E; Holmgren, Sven Olof; Hostachy, J Y; Hoummada, A; Huston, J; Imbault, D; Ivanyushenkov, Yu M; Jézéquel, S; Johansson, E K; Jon-And, K; Jones, R; Juste, A; Kakurin, S; Karyukhin, A N; Khokhlov, Yu A; Khubua, J I; Klioukhine, V I; Kolachev, G M; Kopikov, S V; Kostrikov, M E; Kozlov, V; Krivkova, P; Kukhtin, V V; Kulagin, M; Kulchitskii, Yu A; Kuzmin, M V; Labarga, L; Laborie, G; Lacour, D; Laforge, B; Lami, S; Lapin, V; Le Dortz, O; Lefebvre, M; Le Flour, T; Leitner, R; Leltchouk, M; Li, J; Liablin, M V; Linossier, O; Lissauer, D; Lobkowicz, F; Lokajícek, M; Lomakin, Yu F; López-Amengual, J M; Lund-Jensen, B; Maio, A; Makowiecki, D S; Malyukov, S N; Mandelli, L; Mansoulié, B; Mapelli, Livio P; Marin, C P; Marrocchesi, P S; Marroquim, F; Martin, P; Maslennikov, A L; Massol, N; Mataix, L; Mazzanti, M; Mazzoni, E; Merritt, F S; Michel, B; Miller, R; Minashvili, I A; Miralles, L; Mnatzakanian, E A; Monnier, E; Montarou, G; Mornacchi, Giuseppe; Moynot, M; Muanza, G S; Nayman, P; Némécek, S; Nessi, Marzio; Nicoleau, S; Niculescu, M; Noppe, J M; Onofre, A; Pallin, D; Pantea, D; Paoletti, R; Park, I C; Parrour, G; Parsons, J; Pereira, A; Perini, L; Perlas, J A; Perrodo, P; Pilcher, J E; Pinhão, J; Plothow-Besch, Hartmute; Poggioli, Luc; Poirot, S; Price, L; Protopopov, Yu; Proudfoot, J; Puzo, P; Radeka, V; Rahm, David Charles; Reinmuth, G; Renzoni, G; Rescia, S; Resconi, S; Richards, R; Richer, J P; Roda, C; Rodier, S; Roldán, J; Romance, J B; Romanov, V; Romero, P; Rossel, F; Rusakovitch, N A; Sala, P; Sanchis, E; Sanders, H; Santoni, C; Santos, J; Sauvage, D; Sauvage, G; Sawyer, L; Says, L P; Schaffer, A C; Schwemling, P; Schwindling, J; Seguin-Moreau, N; Seidl, W; Seixas, J M; Selldén, B; Seman, M; Semenov, A; Serin, L; Shaldaev, E; Shochet, M J; Sidorov, V; Silva, J; Simaitis, V J; Simion, S; Sissakian, A N; Snopkov, R; Söderqvist, J; Solodkov, A A; Soloviev, A; Soloviev, I V; Sonderegger, P; Soustruznik, K; Spanó, F; Spiwoks, R; Stanek, R; Starchenko, E A; Stavina, P; Stephens, R; Suk, M; Surkov, A; Sykora, I; Takai, H; Tang, F; Tardell, S; Tartarelli, F; Tas, P; Teiger, J; Thaler, J; Thion, J; Tikhonov, Yu A; Tisserant, S; Tokar, S; Topilin, N D; Trka, Z; Turcotte, M; Valkár, S; Varanda, M J; Vartapetian, A H; Vazeille, F; Vichou, I; Vinogradov, V; Vorozhtsov, S B; Vuillemin, V; White, A; Wielers, M; Wingerter-Seez, I; Wolters, H; Yamdagni, N; Yosef, C; Zaitsev, A; Zitoun, R; Zolnierowski, Y

    2002-01-01

    This paper discusses hadron energy reconstruction for the ATLAS barrel prototype combined calorimeter (consisting of a lead-liquid argon electromagnetic part and an iron-scintillator hadronic part) in the framework of the nonparametrical method. The nonparametrical method utilizes only the known e/h ratios and the electron calibration constants and does not require the determination of any parameters by a minimization technique. Thus, this technique lends itself to an easy use in a first level trigger. The reconstructed mean values of the hadron energies are within +or-1% of the true values and the fractional energy resolution is [(58+or-3)%/ square root E+(2.5+or-0.3)%](+)(1.7+or-0.2)/E. The value of the e/h ratio obtained for the electromagnetic compartment of the combined calorimeter is 1.74+or-0.04 and agrees with the prediction that e/h >1.66 for this electromagnetic calorimeter. Results of a study of the longitudinal hadronic shower development are also presented. The data have been taken in the H8 beam...

  17. Nonparametric Inference of Doubly Stochastic Poisson Process Data via the Kernel Method.

    Science.gov (United States)

    Zhang, Tingting; Kou, S C

    2010-01-01

    Doubly stochastic Poisson processes, also known as the Cox processes, frequently occur in various scientific fields. In this article, motivated primarily by analyzing Cox process data in biophysics, we propose a nonparametric kernel-based inference method. We conduct a detailed study, including an asymptotic analysis, of the proposed method, and provide guidelines for its practical use, introducing a fast and stable regression method for bandwidth selection. We apply our method to real photon arrival data from recent single-molecule biophysical experiments, investigating proteins' conformational dynamics. Our result shows that conformational fluctuation is widely present in protein systems, and that the fluctuation covers a broad range of time scales, highlighting the dynamic and complex nature of proteins' structure.

  18. The application of non-parametric statistical method for an ALARA implementation

    International Nuclear Information System (INIS)

    Cho, Young Ho; Herr, Young Hoi

    2003-01-01

    The cost-effective reduction of Occupational Radiation Dose (ORD) at a nuclear power plant could not be achieved without going through an extensive analysis of accumulated ORD data of existing plants. Through the data analysis, it is required to identify what are the jobs of repetitive high ORD at the nuclear power plant. In this study, Percentile Rank Sum Method (PRSM) is proposed to identify repetitive high ORD jobs, which is based on non-parametric statistical theory. As a case study, the method is applied to ORD data of maintenance and repair jobs at Kori units 3 and 4 that are pressurized water reactors with 950 MWe capacity and have been operated since 1986 and 1987, respectively in Korea. The results was verified and validated, and PRSM has been demonstrated to be an efficient method of analyzing the data

  19. Efficient nonparametric and asymptotic Bayesian model selection methods for attributed graph clustering

    KAUST Repository

    Xu, Zhiqiang

    2017-02-16

    Attributed graph clustering, also known as community detection on attributed graphs, attracts much interests recently due to the ubiquity of attributed graphs in real life. Many existing algorithms have been proposed for this problem, which are either distance based or model based. However, model selection in attributed graph clustering has not been well addressed, that is, most existing algorithms assume the cluster number to be known a priori. In this paper, we propose two efficient approaches for attributed graph clustering with automatic model selection. The first approach is a popular Bayesian nonparametric method, while the second approach is an asymptotic method based on a recently proposed model selection criterion, factorized information criterion. Experimental results on both synthetic and real datasets demonstrate that our approaches for attributed graph clustering with automatic model selection significantly outperform the state-of-the-art algorithm.

  20. Efficient nonparametric and asymptotic Bayesian model selection methods for attributed graph clustering

    KAUST Repository

    Xu, Zhiqiang; Cheng, James; Xiao, Xiaokui; Fujimaki, Ryohei; Muraoka, Yusuke

    2017-01-01

    Attributed graph clustering, also known as community detection on attributed graphs, attracts much interests recently due to the ubiquity of attributed graphs in real life. Many existing algorithms have been proposed for this problem, which are either distance based or model based. However, model selection in attributed graph clustering has not been well addressed, that is, most existing algorithms assume the cluster number to be known a priori. In this paper, we propose two efficient approaches for attributed graph clustering with automatic model selection. The first approach is a popular Bayesian nonparametric method, while the second approach is an asymptotic method based on a recently proposed model selection criterion, factorized information criterion. Experimental results on both synthetic and real datasets demonstrate that our approaches for attributed graph clustering with automatic model selection significantly outperform the state-of-the-art algorithm.

  1. Nonparametric Methods in Astronomy: Think, Regress, Observe—Pick Any Three

    Science.gov (United States)

    Steinhardt, Charles L.; Jermyn, Adam S.

    2018-02-01

    Telescopes are much more expensive than astronomers, so it is essential to minimize required sample sizes by using the most data-efficient statistical methods possible. However, the most commonly used model-independent techniques for finding the relationship between two variables in astronomy are flawed. In the worst case they can lead without warning to subtly yet catastrophically wrong results, and even in the best case they require more data than necessary. Unfortunately, there is no single best technique for nonparametric regression. Instead, we provide a guide for how astronomers can choose the best method for their specific problem and provide a python library with both wrappers for the most useful existing algorithms and implementations of two new algorithms developed here.

  2. Statistical analysis using the Bayesian nonparametric method for irradiation embrittlement of reactor pressure vessels

    Energy Technology Data Exchange (ETDEWEB)

    Takamizawa, Hisashi, E-mail: takamizawa.hisashi@jaea.go.jp; Itoh, Hiroto, E-mail: ito.hiroto@jaea.go.jp; Nishiyama, Yutaka, E-mail: nishiyama.yutaka93@jaea.go.jp

    2016-10-15

    In order to understand neutron irradiation embrittlement in high fluence regions, statistical analysis using the Bayesian nonparametric (BNP) method was performed for the Japanese surveillance and material test reactor irradiation database. The BNP method is essentially expressed as an infinite summation of normal distributions, with input data being subdivided into clusters with identical statistical parameters, such as mean and standard deviation, for each cluster to estimate shifts in ductile-to-brittle transition temperature (DBTT). The clusters typically depend on chemical compositions, irradiation conditions, and the irradiation embrittlement. Specific variables contributing to the irradiation embrittlement include the content of Cu, Ni, P, Si, and Mn in the pressure vessel steels, neutron flux, neutron fluence, and irradiation temperatures. It was found that the measured shifts of DBTT correlated well with the calculated ones. Data associated with the same materials were subdivided into the same clusters even if neutron fluences were increased.

  3. A Nonparametric, Multiple Imputation-Based Method for the Retrospective Integration of Data Sets

    Science.gov (United States)

    Carrig, Madeline M.; Manrique-Vallier, Daniel; Ranby, Krista W.; Reiter, Jerome P.; Hoyle, Rick H.

    2015-01-01

    Complex research questions often cannot be addressed adequately with a single data set. One sensible alternative to the high cost and effort associated with the creation of large new data sets is to combine existing data sets containing variables related to the constructs of interest. The goal of the present research was to develop a flexible, broadly applicable approach to the integration of disparate data sets that is based on nonparametric multiple imputation and the collection of data from a convenient, de novo calibration sample. We demonstrate proof of concept for the approach by integrating three existing data sets containing items related to the extent of problematic alcohol use and associations with deviant peers. We discuss both necessary conditions for the approach to work well and potential strengths and weaknesses of the method compared to other data set integration approaches. PMID:26257437

  4. Nonparametric identification of nonlinear dynamic systems using a synchronisation-based method

    Science.gov (United States)

    Kenderi, Gábor; Fidlin, Alexander

    2014-12-01

    The present study proposes an identification method for highly nonlinear mechanical systems that does not require a priori knowledge of the underlying nonlinearities to reconstruct arbitrary restoring force surfaces between degrees of freedom. This approach is based on the master-slave synchronisation between a dynamic model of the system as the slave and the real system as the master using measurements of the latter. As the model synchronises to the measurements, it becomes an observer of the real system. The optimal observer algorithm in a least-squares sense is given by the Kalman filter. Using the well-known state augmentation technique, the Kalman filter can be turned into a dual state and parameter estimator to identify parameters of a priori characterised nonlinearities. The paper proposes an extension of this technique towards nonparametric identification. A general system model is introduced by describing the restoring forces as bilateral spring-dampers with time-variant coefficients, which are estimated as augmented states. The estimation procedure is followed by an a posteriori statistical analysis to reconstruct noise-free restoring force characteristics using the estimated states and their estimated variances. Observability is provided using only one measured mechanical quantity per degree of freedom, which makes this approach less demanding in the number of necessary measurement signals compared with truly nonparametric solutions, which typically require displacement, velocity and acceleration signals. Additionally, due to the statistical rigour of the procedure, it successfully addresses signals corrupted by significant measurement noise. In the present paper, the method is described in detail, which is followed by numerical examples of one degree of freedom (1DoF) and 2DoF mechanical systems with strong nonlinearities of vibro-impact type to demonstrate the effectiveness of the proposed technique.

  5. Two non-parametric methods for derivation of constraints from radiotherapy dose–histogram data

    International Nuclear Information System (INIS)

    Ebert, M A; Kennedy, A; Joseph, D J; Gulliford, S L; Buettner, F; Foo, K; Haworth, A; Denham, J W

    2014-01-01

    Dose constraints based on histograms provide a convenient and widely-used method for informing and guiding radiotherapy treatment planning. Methods of derivation of such constraints are often poorly described. Two non-parametric methods for derivation of constraints are described and investigated in the context of determination of dose-specific cut-points—values of the free parameter (e.g., percentage volume of the irradiated organ) which best reflect resulting changes in complication incidence. A method based on receiver operating characteristic (ROC) analysis and one based on a maximally-selected standardized rank sum are described and compared using rectal toxicity data from a prostate radiotherapy trial. Multiple test corrections are applied using a free step-down resampling algorithm, which accounts for the large number of tests undertaken to search for optimal cut-points and the inherent correlation between dose–histogram points. Both methods provide consistent significant cut-point values, with the rank sum method displaying some sensitivity to the underlying data. The ROC method is simple to implement and can utilize a complication atlas, though an advantage of the rank sum method is the ability to incorporate all complication grades without the need for grade dichotomization. (note)

  6. [Nonparametric method of estimating survival functions containing right-censored and interval-censored data].

    Science.gov (United States)

    Xu, Yonghong; Gao, Xiaohuan; Wang, Zhengxi

    2014-04-01

    Missing data represent a general problem in many scientific fields, especially in medical survival analysis. Dealing with censored data, interpolation method is one of important methods. However, most of the interpolation methods replace the censored data with the exact data, which will distort the real distribution of the censored data and reduce the probability of the real data falling into the interpolation data. In order to solve this problem, we in this paper propose a nonparametric method of estimating the survival function of right-censored and interval-censored data and compare its performance to SC (self-consistent) algorithm. Comparing to the average interpolation and the nearest neighbor interpolation method, the proposed method in this paper replaces the right-censored data with the interval-censored data, and greatly improves the probability of the real data falling into imputation interval. Then it bases on the empirical distribution theory to estimate the survival function of right-censored and interval-censored data. The results of numerical examples and a real breast cancer data set demonstrated that the proposed method had higher accuracy and better robustness for the different proportion of the censored data. This paper provides a good method to compare the clinical treatments performance with estimation of the survival data of the patients. This pro vides some help to the medical survival data analysis.

  7. On the use of permutation in and the performance of a class of nonparametric methods to detect differential gene expression.

    Science.gov (United States)

    Pan, Wei

    2003-07-22

    Recently a class of nonparametric statistical methods, including the empirical Bayes (EB) method, the significance analysis of microarray (SAM) method and the mixture model method (MMM), have been proposed to detect differential gene expression for replicated microarray experiments conducted under two conditions. All the methods depend on constructing a test statistic Z and a so-called null statistic z. The null statistic z is used to provide some reference distribution for Z such that statistical inference can be accomplished. A common way of constructing z is to apply Z to randomly permuted data. Here we point our that the distribution of z may not approximate the null distribution of Z well, leading to possibly too conservative inference. This observation may apply to other permutation-based nonparametric methods. We propose a new method of constructing a null statistic that aims to estimate the null distribution of a test statistic directly. Using simulated data and real data, we assess and compare the performance of the existing method and our new method when applied in EB, SAM and MMM. Some interesting findings on operating characteristics of EB, SAM and MMM are also reported. Finally, by combining the idea of SAM and MMM, we outline a simple nonparametric method based on the direct use of a test statistic and a null statistic.

  8. A nonparametric statistical method for determination of a confidence interval for the mean of a set of results obtained in a laboratory intercomparison

    International Nuclear Information System (INIS)

    Veglia, A.

    1981-08-01

    In cases where sets of data are obviously not normally distributed, the application of a nonparametric method for the estimation of a confidence interval for the mean seems to be more suitable than some other methods because such a method requires few assumptions about the population of data. A two-step statistical method is proposed which can be applied to any set of analytical results: elimination of outliers by a nonparametric method based on Tchebycheff's inequality, and determination of a confidence interval for the mean by a non-parametric method based on binominal distribution. The method is appropriate only for samples of size n>=10

  9. Non-parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods

    DEFF Research Database (Denmark)

    Høg, Esben

    In continuous time, diffusion processes have been used for modelling financial dynamics for a long time. For example the Ornstein-Uhlenbeck process (the simplest mean-reverting process) has been used to model non-speculative price processes. We discuss non--parametric estimation of these processes...

  10. Non-Parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods

    DEFF Research Database (Denmark)

    Høg, Esben

    2003-01-01

    In continuous time, diffusion processes have been used for modelling financial dynamics for a long time. For example the Ornstein-Uhlenbeck process (the simplest mean--reverting process) has been used to model non-speculative price processes. We discuss non--parametric estimation of these processes...

  11. Trends in three decades of HIV/AIDS epidemic in Thailand by nonparametric backcalculation method.

    Science.gov (United States)

    Punyacharoensin, Narat; Viwatwongkasem, Chukiat

    2009-06-01

    To reconstruct the past HIV incidence and prevalence in Thailand from 1980 to 2008 and predict the country's AIDS incidence from 2009 to 2011. Nonparametric backcalculation was adopted utilizing 100 quarterly observed new AIDS counts excluding pediatric cases. The accuracy of data was enhanced through a series of data adjustments using the weight method to account for several surveillance reporting issues. The mixture of time-dependent distributions allowed the effects of age at seroconversion and antiretroviral therapy to be incorporated simultaneously. Sensitivity analyses were conducted to assess model variations that were subject to major uncertainties. Future AIDS incidence was projected for various predetermined HIV incidence patterns. HIV incidence in Thailand reached its peak in 1992 with approximately 115,000 cases. A steep decline thereafter discontinued in 1997 and was followed by another strike of 42,000 cases in 1999. The second surge, which happened concurrently with the major economic crisis, brought on 60,000 new infections. As of December 2008, more than 1 million individuals had been infected and around 430,000 adults were living with HIV corresponding to a prevalence rate of 1.2%. The incidence rate had become less than 0.1% since 2002. The backcalculated estimates were dominated by postulated median AIDS progression time and adjustments to surveillance data. Our analysis indicated that, thus far, the 1990s was the most severe era of HIV/AIDS epidemic in Thailand with two HIV incidence peaks. A drop in new infections led to a decrease in recent AIDS incidence, and this tendency is likely to remain unchanged until 2011, if not further.

  12. A new method of linkage analysis using LOD scores for quantitative traits supports linkage of monoamine oxidase activity to D17S250 in the Collaborative Study on the Genetics of Alcoholism pedigrees.

    Science.gov (United States)

    Curtis, David; Knight, Jo; Sham, Pak C

    2005-09-01

    Although LOD score methods have been applied to diseases with complex modes of inheritance, linkage analysis of quantitative traits has tended to rely on non-parametric methods based on regression or variance components analysis. Here, we describe a new method for LOD score analysis of quantitative traits which does not require specification of a mode of inheritance. The technique is derived from the MFLINK method for dichotomous traits. A range of plausible transmission models is constructed, constrained to yield the correct population mean and variance for the trait but differing with respect to the contribution to the variance due to the locus under consideration. Maximized LOD scores under homogeneity and admixture are calculated, as is a model-free LOD score which compares the maximized likelihoods under admixture assuming linkage and no linkage. These LOD scores have known asymptotic distributions and hence can be used to provide a statistical test for linkage. The method has been implemented in a program called QMFLINK. It was applied to data sets simulated using a variety of transmission models and to a measure of monoamine oxidase activity in 105 pedigrees from the Collaborative Study on the Genetics of Alcoholism. With the simulated data, the results showed that the new method could detect linkage well if the true allele frequency for the trait was close to that specified. However, it performed poorly on models in which the true allele frequency was much rarer. For the Collaborative Study on the Genetics of Alcoholism data set only a modest overlap was observed between the results obtained from the new method and those obtained when the same data were analysed previously using regression and variance components analysis. Of interest is that D17S250 produced a maximized LOD score under homogeneity and admixture of 2.6 but did not indicate linkage using the previous methods. However, this region did produce evidence for linkage in a separate data set

  13. Robust variable selection method for nonparametric differential equation models with application to nonlinear dynamic gene regulatory network analysis.

    Science.gov (United States)

    Lu, Tao

    2016-01-01

    The gene regulation network (GRN) evaluates the interactions between genes and look for models to describe the gene expression behavior. These models have many applications; for instance, by characterizing the gene expression mechanisms that cause certain disorders, it would be possible to target those genes to block the progress of the disease. Many biological processes are driven by nonlinear dynamic GRN. In this article, we propose a nonparametric differential equation (ODE) to model the nonlinear dynamic GRN. Specially, we address following questions simultaneously: (i) extract information from noisy time course gene expression data; (ii) model the nonlinear ODE through a nonparametric smoothing function; (iii) identify the important regulatory gene(s) through a group smoothly clipped absolute deviation (SCAD) approach; (iv) test the robustness of the model against possible shortening of experimental duration. We illustrate the usefulness of the model and associated statistical methods through a simulation and a real application examples.

  14. Parametric and non-parametric approach for sensory RATA (Rate-All-That-Apply) method of ledre profile attributes

    Science.gov (United States)

    Hastuti, S.; Harijono; Murtini, E. S.; Fibrianto, K.

    2018-03-01

    This current study is aimed to investigate the use of parametric and non-parametric approach for sensory RATA (Rate-All-That-Apply) method. Ledre as Bojonegoro unique local food product was used as point of interest, in which 319 panelists were involved in the study. The result showed that ledre is characterized as easy-crushed texture, sticky in mouth, stingy sensation and easy to swallow. It has also strong banana flavour with brown in colour. Compared to eggroll and semprong, ledre has more variances in terms of taste as well the roll length. As RATA questionnaire is designed to collect categorical data, non-parametric approach is the common statistical procedure. However, similar results were also obtained as parametric approach, regardless the fact of non-normal distributed data. Thus, it suggests that parametric approach can be applicable for consumer study with large number of respondents, even though it may not satisfy the assumption of ANOVA (Analysis of Variances).

  15. Bayesian nonparametric data analysis

    CERN Document Server

    Müller, Peter; Jara, Alejandro; Hanson, Tim

    2015-01-01

    This book reviews nonparametric Bayesian methods and models that have proven useful in the context of data analysis. Rather than providing an encyclopedic review of probability models, the book’s structure follows a data analysis perspective. As such, the chapters are organized by traditional data analysis problems. In selecting specific nonparametric models, simpler and more traditional models are favored over specialized ones. The discussed methods are illustrated with a wealth of examples, including applications ranging from stylized examples to case studies from recent literature. The book also includes an extensive discussion of computational methods and details on their implementation. R code for many examples is included in on-line software pages.

  16. Non-parametric order statistics method applied to uncertainty propagation in fuel rod calculations

    International Nuclear Information System (INIS)

    Arimescu, V.E.; Heins, L.

    2001-01-01

    Advances in modeling fuel rod behavior and accumulations of adequate experimental data have made possible the introduction of quantitative methods to estimate the uncertainty of predictions made with best-estimate fuel rod codes. The uncertainty range of the input variables is characterized by a truncated distribution which is typically a normal, lognormal, or uniform distribution. While the distribution for fabrication parameters is defined to cover the design or fabrication tolerances, the distribution of modeling parameters is inferred from the experimental database consisting of separate effects tests and global tests. The final step of the methodology uses a Monte Carlo type of random sampling of all relevant input variables and performs best-estimate code calculations to propagate these uncertainties in order to evaluate the uncertainty range of outputs of interest for design analysis, such as internal rod pressure and fuel centerline temperature. The statistical method underlying this Monte Carlo sampling is non-parametric order statistics, which is perfectly suited to evaluate quantiles of populations with unknown distribution. The application of this method is straightforward in the case of one single fuel rod, when a 95/95 statement is applicable: 'with a probability of 95% and confidence level of 95% the values of output of interest are below a certain value'. Therefore, the 0.95-quantile is estimated for the distribution of all possible values of one fuel rod with a statistical confidence of 95%. On the other hand, a more elaborate procedure is required if all the fuel rods in the core are being analyzed. In this case, the aim is to evaluate the following global statement: with 95% confidence level, the expected number of fuel rods which are not exceeding a certain value is all the fuel rods in the core except only a few fuel rods. In both cases, the thresholds determined by the analysis should be below the safety acceptable design limit. An indirect

  17. Parametric methods outperformed non-parametric methods in comparisons of discrete numerical variables

    Directory of Open Access Journals (Sweden)

    Sandvik Leiv

    2011-04-01

    Full Text Available Abstract Background The number of events per individual is a widely reported variable in medical research papers. Such variables are the most common representation of the general variable type called discrete numerical. There is currently no consensus on how to compare and present such variables, and recommendations are lacking. The objective of this paper is to present recommendations for analysis and presentation of results for discrete numerical variables. Methods Two simulation studies were used to investigate the performance of hypothesis tests and confidence interval methods for variables with outcomes {0, 1, 2}, {0, 1, 2, 3}, {0, 1, 2, 3, 4}, and {0, 1, 2, 3, 4, 5}, using the difference between the means as an effect measure. Results The Welch U test (the T test with adjustment for unequal variances and its associated confidence interval performed well for almost all situations considered. The Brunner-Munzel test also performed well, except for small sample sizes (10 in each group. The ordinary T test, the Wilcoxon-Mann-Whitney test, the percentile bootstrap interval, and the bootstrap-t interval did not perform satisfactorily. Conclusions The difference between the means is an appropriate effect measure for comparing two independent discrete numerical variables that has both lower and upper bounds. To analyze this problem, we encourage more frequent use of parametric hypothesis tests and confidence intervals.

  18. A nonparametric mean-variance smoothing method to assess Arabidopsis cold stress transcriptional regulator CBF2 overexpression microarray data.

    Science.gov (United States)

    Hu, Pingsha; Maiti, Tapabrata

    2011-01-01

    Microarray is a powerful tool for genome-wide gene expression analysis. In microarray expression data, often mean and variance have certain relationships. We present a non-parametric mean-variance smoothing method (NPMVS) to analyze differentially expressed genes. In this method, a nonlinear smoothing curve is fitted to estimate the relationship between mean and variance. Inference is then made upon shrinkage estimation of posterior means assuming variances are known. Different methods have been applied to simulated datasets, in which a variety of mean and variance relationships were imposed. The simulation study showed that NPMVS outperformed the other two popular shrinkage estimation methods in some mean-variance relationships; and NPMVS was competitive with the two methods in other relationships. A real biological dataset, in which a cold stress transcription factor gene, CBF2, was overexpressed, has also been analyzed with the three methods. Gene ontology and cis-element analysis showed that NPMVS identified more cold and stress responsive genes than the other two methods did. The good performance of NPMVS is mainly due to its shrinkage estimation for both means and variances. In addition, NPMVS exploits a non-parametric regression between mean and variance, instead of assuming a specific parametric relationship between mean and variance. The source code written in R is available from the authors on request.

  19. A Simple Sampling Method for Estimating the Accuracy of Large Scale Record Linkage Projects.

    Science.gov (United States)

    Boyd, James H; Guiver, Tenniel; Randall, Sean M; Ferrante, Anna M; Semmens, James B; Anderson, Phil; Dickinson, Teresa

    2016-05-17

    Record linkage techniques allow different data collections to be brought together to provide a wider picture of the health status of individuals. Ensuring high linkage quality is important to guarantee the quality and integrity of research. Current methods for measuring linkage quality typically focus on precision (the proportion of incorrect links), given the difficulty of measuring the proportion of false negatives. The aim of this work is to introduce and evaluate a sampling based method to estimate both precision and recall following record linkage. In the sampling based method, record-pairs from each threshold (including those below the identified cut-off for acceptance) are sampled and clerically reviewed. These results are then applied to the entire set of record-pairs, providing estimates of false positives and false negatives. This method was evaluated on a synthetically generated dataset, where the true match status (which records belonged to the same person) was known. The sampled estimates of linkage quality were relatively close to actual linkage quality metrics calculated for the whole synthetic dataset. The precision and recall measures for seven reviewers were very consistent with little variation in the clerical assessment results (overall agreement using the Fleiss Kappa statistics was 0.601). This method presents as a possible means of accurately estimating matching quality and refining linkages in population level linkage studies. The sampling approach is especially important for large project linkages where the number of record pairs produced may be very large often running into millions.

  20. Nonparametric method for genomics-based prediction of performance of quantitative traits involving epistasis in plant breeding.

    Directory of Open Access Journals (Sweden)

    Xiaochun Sun

    Full Text Available Genomic selection (GS procedures have proven useful in estimating breeding value and predicting phenotype with genome-wide molecular marker information. However, issues of high dimensionality, multicollinearity, and the inability to deal effectively with epistasis can jeopardize accuracy and predictive ability. We, therefore, propose a new nonparametric method, pRKHS, which combines the features of supervised principal component analysis (SPCA and reproducing kernel Hilbert spaces (RKHS regression, with versions for traits with no/low epistasis, pRKHS-NE, to high epistasis, pRKHS-E. Instead of assigning a specific relationship to represent the underlying epistasis, the method maps genotype to phenotype in a nonparametric way, thus requiring fewer genetic assumptions. SPCA decreases the number of markers needed for prediction by filtering out low-signal markers with the optimal marker set determined by cross-validation. Principal components are computed from reduced marker matrix (called supervised principal components, SPC and included in the smoothing spline ANOVA model as independent variables to fit the data. The new method was evaluated in comparison with current popular methods for practicing GS, specifically RR-BLUP, BayesA, BayesB, as well as a newer method by Crossa et al., RKHS-M, using both simulated and real data. Results demonstrate that pRKHS generally delivers greater predictive ability, particularly when epistasis impacts trait expression. Beyond prediction, the new method also facilitates inferences about the extent to which epistasis influences trait expression.

  1. Nonparametric method for genomics-based prediction of performance of quantitative traits involving epistasis in plant breeding.

    Science.gov (United States)

    Sun, Xiaochun; Ma, Ping; Mumm, Rita H

    2012-01-01

    Genomic selection (GS) procedures have proven useful in estimating breeding value and predicting phenotype with genome-wide molecular marker information. However, issues of high dimensionality, multicollinearity, and the inability to deal effectively with epistasis can jeopardize accuracy and predictive ability. We, therefore, propose a new nonparametric method, pRKHS, which combines the features of supervised principal component analysis (SPCA) and reproducing kernel Hilbert spaces (RKHS) regression, with versions for traits with no/low epistasis, pRKHS-NE, to high epistasis, pRKHS-E. Instead of assigning a specific relationship to represent the underlying epistasis, the method maps genotype to phenotype in a nonparametric way, thus requiring fewer genetic assumptions. SPCA decreases the number of markers needed for prediction by filtering out low-signal markers with the optimal marker set determined by cross-validation. Principal components are computed from reduced marker matrix (called supervised principal components, SPC) and included in the smoothing spline ANOVA model as independent variables to fit the data. The new method was evaluated in comparison with current popular methods for practicing GS, specifically RR-BLUP, BayesA, BayesB, as well as a newer method by Crossa et al., RKHS-M, using both simulated and real data. Results demonstrate that pRKHS generally delivers greater predictive ability, particularly when epistasis impacts trait expression. Beyond prediction, the new method also facilitates inferences about the extent to which epistasis influences trait expression.

  2. Theory of nonparametric tests

    CERN Document Server

    Dickhaus, Thorsten

    2018-01-01

    This textbook provides a self-contained presentation of the main concepts and methods of nonparametric statistical testing, with a particular focus on the theoretical foundations of goodness-of-fit tests, rank tests, resampling tests, and projection tests. The substitution principle is employed as a unified approach to the nonparametric test problems discussed. In addition to mathematical theory, it also includes numerous examples and computer implementations. The book is intended for advanced undergraduate, graduate, and postdoc students as well as young researchers. Readers should be familiar with the basic concepts of mathematical statistics typically covered in introductory statistics courses.

  3. A comparison of parametric and nonparametric methods for normalising cDNA microarray data.

    Science.gov (United States)

    Khondoker, Mizanur R; Glasbey, Chris A; Worton, Bruce J

    2007-12-01

    Normalisation is an essential first step in the analysis of most cDNA microarray data, to correct for effects arising from imperfections in the technology. Loess smoothing is commonly used to correct for trends in log-ratio data. However, parametric models, such as the additive plus multiplicative variance model, have been preferred for scale normalisation, though the variance structure of microarray data may be of a more complex nature than can be accommodated by a parametric model. We propose a new nonparametric approach that incorporates location and scale normalisation simultaneously using a Generalised Additive Model for Location, Scale and Shape (GAMLSS, Rigby and Stasinopoulos, 2005, Applied Statistics, 54, 507-554). We compare its performance in inferring differential expression with Huber et al.'s (2002, Bioinformatics, 18, 96-104) arsinh variance stabilising transformation (AVST) using real and simulated data. We show GAMLSS to be as powerful as AVST when the parametric model is correct, and more powerful when the model is wrong. (c) 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

  4. Balancing of linkages and robot manipulators advanced methods with illustrative examples

    CERN Document Server

    Arakelian, Vigen

    2015-01-01

    In this book advanced balancing methods for planar and spatial linkages, hand operated and automatic robot manipulators are presented. It is organized into three main parts and eight chapters. The main parts are the introduction to balancing, the balancing of linkages and the balancing of robot manipulators. The review of state-of-the-art literature including more than 500 references discloses particularities of shaking force/moment balancing and gravity compensation methods. Then new methods for balancing of linkages are considered. Methods provided in the second part of the book deal with the partial and complete shaking force/moment balancing of various linkages. A new field for balancing methods applications is the design of mechanical systems for fast manipulation. Special attention is given to the shaking force/moment balancing of robot manipulators. Gravity balancing methods are also discussed. The suggested balancing methods are illustrated by numerous examples.

  5. Bayesian nonparametric hierarchical modeling.

    Science.gov (United States)

    Dunson, David B

    2009-04-01

    In biomedical research, hierarchical models are very widely used to accommodate dependence in multivariate and longitudinal data and for borrowing of information across data from different sources. A primary concern in hierarchical modeling is sensitivity to parametric assumptions, such as linearity and normality of the random effects. Parametric assumptions on latent variable distributions can be challenging to check and are typically unwarranted, given available prior knowledge. This article reviews some recent developments in Bayesian nonparametric methods motivated by complex, multivariate and functional data collected in biomedical studies. The author provides a brief review of flexible parametric approaches relying on finite mixtures and latent class modeling. Dirichlet process mixture models are motivated by the need to generalize these approaches to avoid assuming a fixed finite number of classes. Focusing on an epidemiology application, the author illustrates the practical utility and potential of nonparametric Bayes methods.

  6. Uncertainty in decision models analyzing cost-effectiveness : The joint distribution of incremental costs and effectiveness evaluated with a nonparametric bootstrap method

    NARCIS (Netherlands)

    Hunink, Maria; Bult, J.R.; De Vries, J; Weinstein, MC

    1998-01-01

    Purpose. To illustrate the use of a nonparametric bootstrap method in the evaluation of uncertainty in decision models analyzing cost-effectiveness. Methods. The authors reevaluated a previously published cost-effectiveness analysis that used a Markov model comparing initial percutaneous

  7. Non-parametric method for separating domestic hot water heating spikes and space heating

    DEFF Research Database (Denmark)

    Bacher, Peder; de Saint-Aubain, Philip Anton; Christiansen, Lasse Engbo

    2016-01-01

    In this paper a method for separating spikes from a noisy data series, where the data change and evolve over time, is presented. The method is applied on measurements of the total heat load for a single family house. It relies on the fact that the domestic hot water heating is a process generating...

  8. A powerful nonparametric method for detecting differentially co-expressed genes: distance correlation screening and edge-count test.

    Science.gov (United States)

    Zhang, Qingyang

    2018-05-16

    Differential co-expression analysis, as a complement of differential expression analysis, offers significant insights into the changes in molecular mechanism of different phenotypes. A prevailing approach to detecting differentially co-expressed genes is to compare Pearson's correlation coefficients in two phenotypes. However, due to the limitations of Pearson's correlation measure, this approach lacks the power to detect nonlinear changes in gene co-expression which is common in gene regulatory networks. In this work, a new nonparametric procedure is proposed to search differentially co-expressed gene pairs in different phenotypes from large-scale data. Our computational pipeline consisted of two main steps, a screening step and a testing step. The screening step is to reduce the search space by filtering out all the independent gene pairs using distance correlation measure. In the testing step, we compare the gene co-expression patterns in different phenotypes by a recently developed edge-count test. Both steps are distribution-free and targeting nonlinear relations. We illustrate the promise of the new approach by analyzing the Cancer Genome Atlas data and the METABRIC data for breast cancer subtypes. Compared with some existing methods, the new method is more powerful in detecting nonlinear type of differential co-expressions. The distance correlation screening can greatly improve computational efficiency, facilitating its application to large data sets.

  9. Nonparametric statistical inference

    CERN Document Server

    Gibbons, Jean Dickinson

    2014-01-01

    Thoroughly revised and reorganized, the fourth edition presents in-depth coverage of the theory and methods of the most widely used nonparametric procedures in statistical analysis and offers example applications appropriate for all areas of the social, behavioral, and life sciences. The book presents new material on the quantiles, the calculation of exact and simulated power, multiple comparisons, additional goodness-of-fit tests, methods of analysis of count data, and modern computer applications using MINITAB, SAS, and STATXACT. It includes tabular guides for simplified applications of tests and finding P values and confidence interval estimates.

  10. Comparison of non-parametric methods for ungrouping coarsely aggregated data

    DEFF Research Database (Denmark)

    Rizzi, Silvia; Thinggaard, Mikael; Engholm, Gerda

    2016-01-01

    group at the highest ages. When histogram intervals are too coarse, information is lost and comparison between histograms with different boundaries is arduous. In these cases it is useful to estimate detailed distributions from grouped data. Methods From an extensive literature search we identify five...

  11. A Non-parametric Method for Calculating Conditional Stressed Value at Risk

    Directory of Open Access Journals (Sweden)

    Kohei Marumo

    2017-01-01

    Full Text Available We consider the Value at Risk (VaR of a portfolio under stressed conditions. In practice, the stressed VaR (sVaR is commonly calculated using the data set that includes the stressed period. It tells us how much the risk amount increases if we use the stressed data set. In this paper, we consider the VaR under stress scenarios. Technically, this can be done by deriving the distribution of profit or loss conditioned on the value of risk factors. We use two methods; the one that uses the linear model and the one that uses the Hermite expansion discussed by Marumo and Wolff (2013, 2016. Numerical examples shows that the method using the Hermite expansion is capable of capturing the non-linear effects such as correlation collapse and volatility clustering, which are often observed in the markets.

  12. Stochastic semi-nonparametric frontier estimation of electricity distribution networks: Application of the StoNED method in the Finnish regulatory model

    International Nuclear Information System (INIS)

    Kuosmanen, Timo

    2012-01-01

    Electricity distribution network is a prime example of a natural local monopoly. In many countries, electricity distribution is regulated by the government. Many regulators apply frontier estimation techniques such as data envelopment analysis (DEA) or stochastic frontier analysis (SFA) as an integral part of their regulatory framework. While more advanced methods that combine nonparametric frontier with stochastic error term are known in the literature, in practice, regulators continue to apply simplistic methods. This paper reports the main results of the project commissioned by the Finnish regulator for further development of the cost frontier estimation in their regulatory framework. The key objectives of the project were to integrate a stochastic SFA-style noise term to the nonparametric, axiomatic DEA-style cost frontier, and to take the heterogeneity of firms and their operating environments better into account. To achieve these objectives, a new method called stochastic nonparametric envelopment of data (StoNED) was examined. Based on the insights and experiences gained in the empirical analysis using the real data of the regulated networks, the Finnish regulator adopted the StoNED method in use from 2012 onwards.

  13. Linkage analysis: Inadequate for detecting susceptibility loci in complex disorders?

    Energy Technology Data Exchange (ETDEWEB)

    Field, L.L.; Nagatomi, J. [Univ. of Calgary, Alberta (Canada)

    1994-09-01

    Insulin-dependent diabetes mellitus (IDDM) may provide valuable clues about approaches to detecting susceptibility loci in other oligogenic disorders. Numerous studies have demonstrated significant association between IDDM and a VNTR in the 5{prime} flanking region of the insulin (INS) gene. Paradoxically, all attempts to demonstrate linkage of IDDM to this VNTR have failed. Lack of linkage has been attributed to insufficient marker locus information, genetic heterogeneity, or high frequency of the IDDM-predisposing allele in the general population. Tyrosine hydroxylase (TH) is located 2.7 kb from INS on the 5` side of the VNTR and shows linkage disequilibrium with INS region loci. We typed a highly polymorphic microsatellite within TH in 176 multiplex families, and performed parametric (lod score) linkage analysis using various intermediate reduced penetrance models for IDDM (including rare and common disease allele frequencies), as well as non-parametric (affected sib pair) linkage analysis. The scores significantly reject linkage for recombination values of .05 or less, excluding the entire 19 kb region containing TH, the 5{prime} VNTR, the INS gene, and IGF2 on the 3{prime} side of INS. Non-parametric linkage analysis also provided no significant evidence for linkage (mean TH allele sharing 52.5%, P=.12). These results have important implications for efforts to locate genes predisposing to complex disorders, strongly suggesting that regions which are significantly excluded by linkage methods may nevertheless contain predisposing genes readily detectable by association methods. We advocate that investigators routinely perform association analyses in addition to linkage analyses.

  14. Nonparametric statistics for social and behavioral sciences

    CERN Document Server

    Kraska-MIller, M

    2013-01-01

    Introduction to Research in Social and Behavioral SciencesBasic Principles of ResearchPlanning for ResearchTypes of Research Designs Sampling ProceduresValidity and Reliability of Measurement InstrumentsSteps of the Research Process Introduction to Nonparametric StatisticsData AnalysisOverview of Nonparametric Statistics and Parametric Statistics Overview of Parametric Statistics Overview of Nonparametric StatisticsImportance of Nonparametric MethodsMeasurement InstrumentsAnalysis of Data to Determine Association and Agreement Pearson Chi-Square Test of Association and IndependenceContingency

  15. Method to eliminate flux linkage DC component in load transformer for static transfer switch.

    Science.gov (United States)

    He, Yu; Mao, Chengxiong; Lu, Jiming; Wang, Dan; Tian, Bing

    2014-01-01

    Many industrial and commercial sensitive loads are subject to the voltage sags and interruptions. The static transfer switch (STS) based on the thyristors is applied to improve the power quality and reliability. However, the transfer will result in severe inrush current in the load transformer, because of the DC component in the magnetic flux generated in the transfer process. The inrush current which is always 2 ~ 30 p.u. can cause the disoperation of relay protective devices and bring potential damage to the transformer. The way to eliminate the DC component is to transfer the related phases when the residual flux linkage of the load transformer and the prospective flux linkage of the alternate source are equal. This paper analyzes how the flux linkage of each winding in the load transformer changes in the transfer process. Based on the residual flux linkage when the preferred source is completely disconnected, the method to calculate the proper time point to close each phase of the alternate source is developed. Simulation and laboratory experiments results are presented to show the effectiveness of the transfer method.

  16. Genome-wide linkage scan for colorectal cancer susceptibility genes supports linkage to chromosome 3q

    Directory of Open Access Journals (Sweden)

    Velculescu Victor E

    2008-04-01

    Full Text Available Abstract Background Colorectal cancer is one of the most common causes of cancer-related mortality. The disease is clinically and genetically heterogeneous though a strong hereditary component has been identified. However, only a small proportion of the inherited susceptibility can be ascribed to dominant syndromes, such as Hereditary Non-Polyposis Colorectal Cancer (HNPCC or Familial Adenomatous Polyposis (FAP. In an attempt to identify novel colorectal cancer predisposing genes, we have performed a genome-wide linkage analysis in 30 Swedish non-FAP/non-HNPCC families with a strong family history of colorectal cancer. Methods Statistical analysis was performed using multipoint parametric and nonparametric linkage. Results Parametric analysis under the assumption of locus homogeneity excluded any common susceptibility regions harbouring a predisposing gene for colorectal cancer. However, several loci on chromosomes 2q, 3q, 6q, and 7q with suggestive linkage were detected in the parametric analysis under the assumption of locus heterogeneity as well as in the nonparametric analysis. Among these loci, the locus on chromosome 3q21.1-q26.2 was the most consistent finding providing positive results in both parametric and nonparametric analyses Heterogeneity LOD score (HLOD = 1.90, alpha = 0.45, Non-Parametric LOD score (NPL = 2.1. Conclusion The strongest evidence of linkage was seen for the region on chromosome 3. Interestingly, the same region has recently been reported as the most significant finding in a genome-wide analysis performed with SNP arrays; thus our results independently support the finding on chromosome 3q.

  17. Nonparametric statistical inference

    CERN Document Server

    Gibbons, Jean Dickinson

    2010-01-01

    Overall, this remains a very fine book suitable for a graduate-level course in nonparametric statistics. I recommend it for all people interested in learning the basic ideas of nonparametric statistical inference.-Eugenia Stoimenova, Journal of Applied Statistics, June 2012… one of the best books available for a graduate (or advanced undergraduate) text for a theory course on nonparametric statistics. … a very well-written and organized book on nonparametric statistics, especially useful and recommended for teachers and graduate students.-Biometrics, 67, September 2011This excellently presente

  18. Decision support using nonparametric statistics

    CERN Document Server

    Beatty, Warren

    2018-01-01

    This concise volume covers nonparametric statistics topics that most are most likely to be seen and used from a practical decision support perspective. While many degree programs require a course in parametric statistics, these methods are often inadequate for real-world decision making in business environments. Much of the data collected today by business executives (for example, customer satisfaction opinions) requires nonparametric statistics for valid analysis, and this book provides the reader with a set of tools that can be used to validly analyze all data, regardless of type. Through numerous examples and exercises, this book explains why nonparametric statistics will lead to better decisions and how they are used to reach a decision, with a wide array of business applications. Online resources include exercise data, spreadsheets, and solutions.

  19. Estimation from PET data of transient changes in dopamine concentration induced by alcohol: support for a non-parametric signal estimation method

    Energy Technology Data Exchange (ETDEWEB)

    Constantinescu, C C; Yoder, K K; Normandin, M D; Morris, E D [Department of Radiology, Indiana University School of Medicine, Indianapolis, IN (United States); Kareken, D A [Department of Neurology, Indiana University School of Medicine, Indianapolis, IN (United States); Bouman, C A [Weldon School of Biomedical Engineering, Purdue University, West Lafayette, IN (United States); O' Connor, S J [Department of Psychiatry, Indiana University School of Medicine, Indianapolis, IN (United States)], E-mail: emorris@iupui.edu

    2008-03-07

    We previously developed a model-independent technique (non-parametric ntPET) for extracting the transient changes in neurotransmitter concentration from paired (rest and activation) PET studies with a receptor ligand. To provide support for our method, we introduced three hypotheses of validation based on work by Endres and Carson (1998 J. Cereb. Blood Flow Metab. 18 1196-210) and Yoder et al (2004 J. Nucl. Med. 45 903-11), and tested them on experimental data. All three hypotheses describe relationships between the estimated free (synaptic) dopamine curves (F{sup DA}(t)) and the change in binding potential ({delta}BP). The veracity of the F{sup DA}(t) curves recovered by nonparametric ntPET is supported when the data adhere to the following hypothesized behaviors: (1) {delta}BP should decline with increasing DA peak time, (2) {delta}BP should increase as the strength of the temporal correlation between F{sup DA}(t) and the free raclopride (F{sup RAC}(t)) curve increases, (3) {delta}BP should decline linearly with the effective weighted availability of the receptor sites. We analyzed regional brain data from 8 healthy subjects who received two [{sup 11}C]raclopride scans: one at rest, and one during which unanticipated IV alcohol was administered to stimulate dopamine release. For several striatal regions, nonparametric ntPET was applied to recover F{sup DA}(t), and binding potential values were determined. Kendall rank-correlation analysis confirmed that the F{sup DA}(t) data followed the expected trends for all three validation hypotheses. Our findings lend credence to our model-independent estimates of F{sup DA}(t). Application of nonparametric ntPET may yield important insights into how alterations in timing of dopaminergic neurotransmission are involved in the pathologies of addiction and other psychiatric disorders.

  20. Testing discontinuities in nonparametric regression

    KAUST Repository

    Dai, Wenlin

    2017-01-19

    In nonparametric regression, it is often needed to detect whether there are jump discontinuities in the mean function. In this paper, we revisit the difference-based method in [13 H.-G. Müller and U. Stadtmüller, Discontinuous versus smooth regression, Ann. Stat. 27 (1999), pp. 299–337. doi: 10.1214/aos/1018031100

  1. Testing discontinuities in nonparametric regression

    KAUST Repository

    Dai, Wenlin; Zhou, Yuejin; Tong, Tiejun

    2017-01-01

    In nonparametric regression, it is often needed to detect whether there are jump discontinuities in the mean function. In this paper, we revisit the difference-based method in [13 H.-G. Müller and U. Stadtmüller, Discontinuous versus smooth regression, Ann. Stat. 27 (1999), pp. 299–337. doi: 10.1214/aos/1018031100

  2. Nonparametric combinatorial sequence models.

    Science.gov (United States)

    Wauthier, Fabian L; Jordan, Michael I; Jojic, Nebojsa

    2011-11-01

    This work considers biological sequences that exhibit combinatorial structures in their composition: groups of positions of the aligned sequences are "linked" and covary as one unit across sequences. If multiple such groups exist, complex interactions can emerge between them. Sequences of this kind arise frequently in biology but methodologies for analyzing them are still being developed. This article presents a nonparametric prior on sequences which allows combinatorial structures to emerge and which induces a posterior distribution over factorized sequence representations. We carry out experiments on three biological sequence families which indicate that combinatorial structures are indeed present and that combinatorial sequence models can more succinctly describe them than simpler mixture models. We conclude with an application to MHC binding prediction which highlights the utility of the posterior distribution over sequence representations induced by the prior. By integrating out the posterior, our method compares favorably to leading binding predictors.

  3. Candidate gene linkage approach to identify DNA variants that predispose to preterm birth

    DEFF Research Database (Denmark)

    Bream, Elise N A; Leppellere, Cara R; Cooper, Margaret E

    2013-01-01

    Background:The aim of this study was to identify genetic variants contributing to preterm birth (PTB) using a linkage candidate gene approach.Methods:We studied 99 single-nucleotide polymorphisms (SNPs) for 33 genes in 257 families with PTBs segregating. Nonparametric and parametric analyses were...... through the infant and/or the mother in the etiology of PTB....

  4. Meta-analysis of genome-wide linkage studies in BMI and obesity

    NARCIS (Netherlands)

    Saunders, Catherine L.; Chiodini, Benedetta D.; Sham, Pak; Lewis, Cathryn M.; Abkevich, Victor; Adeyemo, Adebowale A.; de Andrade, Mariza; Arya, Rector; Berenson, Gerald S.; Blangero, John; Boehnke, Michael; Borecki, Ingrid B.; Chagnon, Yvon C.; Chen, Wei; Comuzzie, Anthony G.; Deng, Hong-Wen; Duggirala, Ravindranath; Feitosa, Mary F.; Froguel, Philippe; Hanson, Robert L.; Hebebrand, Johannes; Huezo-Dias, Patricia; Kissebah, Ahmed H.; Li, Weidong; Luke, Amy; Martin, Lisa J.; Nash, Matthew; Ohman, Muena; Palmer, Lyle J.; Peltonen, Leena; Perola, Markus; Price, R. Arlen; Redline, Susan; Srinivasan, Sathanur R.; Stern, Michael P.; Stone, Steven; Stringham, Heather; Turner, Stephen; Wijmenga, Cisca; Collier, David A.

    Objective: The objective was to provide an overall assessment of genetic linkage data of BMI and BMI-defined obesity using a nonparametric genome scan meta-analysis. Research Methods and Procedures: We identified 37 published studies containing data on over 31,000 individuals from more than >10,000

  5. A Multipoint Method for Detecting Genotyping Errors and Mutations in Sibling-Pair Linkage Data

    OpenAIRE

    Douglas, Julie A.; Boehnke, Michael; Lange, Kenneth

    2000-01-01

    The identification of genes contributing to complex diseases and quantitative traits requires genetic data of high fidelity, because undetected errors and mutations can profoundly affect linkage information. The recent emphasis on the use of the sibling-pair design eliminates or decreases the likelihood of detection of genotyping errors and marker mutations through apparent Mendelian incompatibilities or close double recombinants. In this article, we describe a hidden Markov method for detect...

  6. Optimal synthesis of a four-bar linkage by method of controlled deviation

    Directory of Open Access Journals (Sweden)

    Bulatović Radovan R.

    2004-01-01

    Full Text Available This paper considers optimal synthesis of a four-bar linkage by method of controlled deviations. The advantage of this approximate method is that it allows control of motion of the coupler in the four-bar linkage so that the path of the coupler is in the prescribed environment around the given path on the segment observed. The Hooke-Jeeves’s optimization algorithm has been used in the optimization process. Calculation expressions are not used as the method of direct searching, i.e. individual comparison of the calculated value of the objective function is made in each iteration and the moving is done in the direction of decreasing the value of the objective function. This algorithm does not depend on the initial selection of the projected variables. All this is illustrated on an example of synthesis of a four-bar linkage whose coupler point traces a straight line, i.e. passes through sixteen prescribed points lying on one straight line. .

  7. Multiple Linkage Disequilibrium Mapping Methods to Validate Additive Quantitative Trait Loci in Korean Native Cattle (Hanwoo

    Directory of Open Access Journals (Sweden)

    Yi Li

    2015-07-01

    Full Text Available The efficiency of genome-wide association analysis (GWAS depends on power of detection for quantitative trait loci (QTL and precision for QTL mapping. In this study, three different strategies for GWAS were applied to detect QTL for carcass quality traits in the Korean cattle, Hanwoo; a linkage disequilibrium single locus regression method (LDRM, a combined linkage and linkage disequilibrium analysis (LDLA and a BayesCπ approach. The phenotypes of 486 steers were collected for weaning weight (WWT, yearling weight (YWT, carcass weight (CWT, backfat thickness (BFT, longissimus dorsi muscle area, and marbling score (Marb. Also the genotype data for the steers and their sires were scored with the Illumina bovine 50K single nucleotide polymorphism (SNP chips. For the two former GWAS methods, threshold values were set at false discovery rate <0.01 on a chromosome-wide level, while a cut-off threshold value was set in the latter model, such that the top five windows, each of which comprised 10 adjacent SNPs, were chosen with significant variation for the phenotype. Four major additive QTL from these three methods had high concordance found in 64.1 to 64.9Mb for Bos taurus autosome (BTA 7 for WWT, 24.3 to 25.4Mb for BTA14 for CWT, 0.5 to 1.5Mb for BTA6 for BFT and 26.3 to 33.4Mb for BTA29 for BFT. Several candidate genes (i.e. glutamate receptor, ionotropic, ampa 1 [GRIA1], family with sequence similarity 110, member B [FAM110B], and thymocyte selection-associated high mobility group box [TOX] may be identified close to these QTL. Our result suggests that the use of different linkage disequilibrium mapping approaches can provide more reliable chromosome regions to further pinpoint DNA makers or causative genes in these regions.

  8. A New Energy-Based Method for 3-D Finite-Element Nonlinear Flux Linkage computation of Electrical Machines

    DEFF Research Database (Denmark)

    Lu, Kaiyuan; Rasmussen, Peter Omand; Ritchie, Ewen

    2011-01-01

    This paper presents a new method for computation of the nonlinear flux linkage in 3-D finite-element models (FEMs) of electrical machines. Accurate computation of the nonlinear flux linkage in 3-D FEM is not an easy task. Compared to the existing energy-perturbation method, the new technique......-perturbation method. The new method proposed is validated using experimental results on two different permanent magnet machines....

  9. Leontief Input-Output Method for The Fresh Milk Distribution Linkage Analysis

    Directory of Open Access Journals (Sweden)

    Riski Nur Istiqomah

    2016-11-01

    Full Text Available This research discusses about linkage analysis and identifies the key sector in the fresh milk distribution using Leontief Input-Output method. This method is one of the application of Mathematics in economy. The current fresh milk distribution system includes dairy farmers →collectors→fresh milk processing industries→processed milk distributors→consumers. Then, the distribution is merged between the collectors’ axctivity and the fresh milk processing industry. The data used are primary and secondary data taken in June 2016 in Kecamatan Jabung Kabupaten Malang. The collected data are then analysed using Leontief Input-Output Matriks and Python (PYIO 2.1 software. The result is that the merging of the collectors’ and the fresh milk processing industry’s activities shows high indices of forward linkages and backward linkages. It is shown that merging of the two activities is the key sector which has an important role in developing the whole activities in the fresh milk distribution.

  10. Industrial CO2 emissions in China based on the hypothetical extraction method: Linkage analysis

    International Nuclear Information System (INIS)

    Wang, Yuan; Wang, Wenqin; Mao, Guozhu; Cai, Hua; Zuo, Jian; Wang, Lili; Zhao, Peng

    2013-01-01

    Fossil fuel-related CO 2 emissions are regarded as the primary sources of global climate change. Unlike direct CO 2 emissions for each sector, CO 2 emissions associated with complex linkages among sectors are usually ignored. We integrated the input–output analysis with the hypothetical extraction method to uncover the in-depth characteristics of the inter-sectoral linkages of CO 2 emissions. Based on China's 2007 data, this paper compared the output and demand emissions of CO 2 among eight blocks. The difference between the demand and output emissions of a block indicates that CO 2 is transferred from one block to another. Among the sectors analyzed in this study, the Energy industry block has the greatest CO 2 emissions with the Technology industry, Construction and Service blocks as its emission's primary destinations. Low-carbon industries that have lower direct CO 2 emissions are deeply anchored to high-carbon ones. If no effective measures are taken to limit final demand emissions or adjust energy structure, shifting to an economy that is low-carbon industries oriented would entail a decrease in CO 2 emission intensity per unit GDP but an increase in overall CO 2 emissions in absolute terms. The results are discussed in the context of climate-change policy. - Highlights: • Quantitatively analyze the characteristics of inter-industrial CO 2 emission linkages. • Propose the linkage measuring method of CO 2 emissions based on the modified HEM. • Detect the energy industry is a key sector on the output of embodied carbon. • Conclude that low-carbon industries are deeply anchored to high-carbon industries

  11. On Cooper's Nonparametric Test.

    Science.gov (United States)

    Schmeidler, James

    1978-01-01

    The basic assumption of Cooper's nonparametric test for trend (EJ 125 069) is questioned. It is contended that the proper assumption alters the distribution of the statistic and reduces its usefulness. (JKS)

  12. Fine mapping of multiple QTL using combined linkage and linkage disequilibrium mapping – A comparison of single QTL and multi QTL methods

    Directory of Open Access Journals (Sweden)

    Meuwissen Theo HE

    2007-04-01

    Full Text Available Abstract Two previously described QTL mapping methods, which combine linkage analysis (LA and linkage disequilibrium analysis (LD, were compared for their ability to detect and map multiple QTL. The methods were tested on five different simulated data sets in which the exact QTL positions were known. Every simulated data set contained two QTL, but the distances between these QTL were varied from 15 to 150 cM. The results show that the single QTL mapping method (LDLA gave good results as long as the distance between the QTL was large (> 90 cM. When the distance between the QTL was reduced, the single QTL method had problems positioning the two QTL and tended to position only one QTL, i.e. a "ghost" QTL, in between the two real QTL positions. The multi QTL mapping method (MP-LDLA gave good results for all evaluated distances between the QTL. For the large distances between the QTL (> 90 cM the single QTL method more often positioned the QTL in the correct marker bracket, but considering the broader likelihood peaks of the single point method it could be argued that the multi QTL method was more precise. Since the distances were reduced the multi QTL method was clearly more accurate than the single QTL method. The two methods combine well, and together provide a good tool to position single or multiple QTL in practical situations, where the number of QTL and their positions are unknown.

  13. On Rigorous Drought Assessment Using Daily Time Scale: Non-Stationary Frequency Analyses, Revisited Concepts, and a New Method to Yield Non-Parametric Indices

    Directory of Open Access Journals (Sweden)

    Charles Onyutha

    2017-10-01

    Full Text Available Some of the problems in drought assessments are that: analyses tend to focus on coarse temporal scales, many of the methods yield skewed indices, a few terminologies are ambiguously used, and analyses comprise an implicit assumption that the observations come from a stationary process. To solve these problems, this paper introduces non-stationary frequency analyses of quantiles. How to use non-parametric rescaling to obtain robust indices that are not (or minimally skewed is also introduced. To avoid ambiguity, some concepts on, e.g., incidence, extremity, etc., were revisited through shift from monthly to daily time scale. Demonstrations on the introduced methods were made using daily flow and precipitation insufficiency (precipitation minus potential evapotranspiration from the Blue Nile basin in Africa. Results show that, when a significant trend exists in extreme events, stationarity-based quantiles can be far different from those when non-stationarity is considered. The introduced non-parametric indices were found to closely agree with the well-known standardized precipitation evapotranspiration indices in many aspects but skewness. Apart from revisiting some concepts, the advantages of the use of fine instead of coarse time scales in drought assessment were given. The links for obtaining freely downloadable tools on how to implement the introduced methods were provided.

  14. Nonparametric Inference for Periodic Sequences

    KAUST Repository

    Sun, Ying

    2012-02-01

    This article proposes a nonparametric method for estimating the period and values of a periodic sequence when the data are evenly spaced in time. The period is estimated by a "leave-out-one-cycle" version of cross-validation (CV) and complements the periodogram, a widely used tool for period estimation. The CV method is computationally simple and implicitly penalizes multiples of the smallest period, leading to a "virtually" consistent estimator of integer periods. This estimator is investigated both theoretically and by simulation.We also propose a nonparametric test of the null hypothesis that the data have constantmean against the alternative that the sequence of means is periodic. Finally, our methodology is demonstrated on three well-known time series: the sunspots and lynx trapping data, and the El Niño series of sea surface temperatures. © 2012 American Statistical Association and the American Society for Quality.

  15. Application of nonparametric regression methods to study the relationship between NO2 concentrations and local wind direction and speed at background sites.

    Science.gov (United States)

    Donnelly, Aoife; Misstear, Bruce; Broderick, Brian

    2011-02-15

    Background concentrations of nitrogen dioxide (NO(2)) are not constant but vary temporally and spatially. The current paper presents a powerful tool for the quantification of the effects of wind direction and wind speed on background NO(2) concentrations, particularly in cases where monitoring data are limited. In contrast to previous studies which applied similar methods to sites directly affected by local pollution sources, the current study focuses on background sites with the aim of improving methods for predicting background concentrations adopted in air quality modelling studies. The relationship between measured NO(2) concentration in air at three such sites in Ireland and locally measured wind direction has been quantified using nonparametric regression methods. The major aim was to analyse a method for quantifying the effects of local wind direction on background levels of NO(2) in Ireland. The method was expanded to include wind speed as an added predictor variable. A Gaussian kernel function is used in the analysis and circular statistics employed for the wind direction variable. Wind direction and wind speed were both found to have a statistically significant effect on background levels of NO(2) at all three sites. Frequently environmental impact assessments are based on short term baseline monitoring producing a limited dataset. The presented non-parametric regression methods, in contrast to the frequently used methods such as binning of the data, allow concentrations for missing data pairs to be estimated and distinction between spurious and true peaks in concentrations to be made. The methods were found to provide a realistic estimation of long term concentration variation with wind direction and speed, even for cases where the data set is limited. Accurate identification of the actual variation at each location and causative factors could be made, thus supporting the improved definition of background concentrations for use in air quality modelling

  16. Nonparametric Transfer Function Models

    Science.gov (United States)

    Liu, Jun M.; Chen, Rong; Yao, Qiwei

    2009-01-01

    In this paper a class of nonparametric transfer function models is proposed to model nonlinear relationships between ‘input’ and ‘output’ time series. The transfer function is smooth with unknown functional forms, and the noise is assumed to be a stationary autoregressive-moving average (ARMA) process. The nonparametric transfer function is estimated jointly with the ARMA parameters. By modeling the correlation in the noise, the transfer function can be estimated more efficiently. The parsimonious ARMA structure improves the estimation efficiency in finite samples. The asymptotic properties of the estimators are investigated. The finite-sample properties are illustrated through simulations and one empirical example. PMID:20628584

  17. Investigation of Flux-Linkage Profile Measurement Methods for Switched-Reluctance Motors and Permanent-Magnet Motors

    DEFF Research Database (Denmark)

    Lu, Kaiyuan; Rasmussen, Peter Omand; Ritchie, Ewen

    2009-01-01

    Knowledge of actual flux linkage versus current profiles plays an important role in design verification and performance prediction for switched reluctance motors (SRM's) and permanent magnet motors (PMM's). Various measurement methods have been proposed and discussed so far but each method has its...

  18. Quantal Response: Nonparametric Modeling

    Science.gov (United States)

    2017-01-01

    capture the behavior of observed phenomena. Higher-order polynomial and finite-dimensional spline basis models allow for more complicated responses as the...flexibility as these are nonparametric (not constrained to any particular functional form). These should be useful in identifying nonstandard behavior via... deviance ∆ = −2 log(Lreduced/Lfull) is defined in terms of the likelihood function L. For normal error, Lfull = 1, and based on Eq. A-2, we have log

  19. Nonparametric identification of copula structures

    KAUST Repository

    Li, Bo

    2013-06-01

    We propose a unified framework for testing a variety of assumptions commonly made about the structure of copulas, including symmetry, radial symmetry, joint symmetry, associativity and Archimedeanity, and max-stability. Our test is nonparametric and based on the asymptotic distribution of the empirical copula process.We perform simulation experiments to evaluate our test and conclude that our method is reliable and powerful for assessing common assumptions on the structure of copulas, particularly when the sample size is moderately large. We illustrate our testing approach on two datasets. © 2013 American Statistical Association.

  20. Benchmark of the non-parametric Bayesian deconvolution method implemented in the SINBAD code for X/γ rays spectra processing

    Energy Technology Data Exchange (ETDEWEB)

    Rohée, E. [CEA, LIST, Laboratoire Capteurs et Architectures Electroniques, F-91191 Gif-sur-Yvette (France); Coulon, R., E-mail: romain.coulon@cea.fr [CEA, LIST, Laboratoire Capteurs et Architectures Electroniques, F-91191 Gif-sur-Yvette (France); Carrel, F. [CEA, LIST, Laboratoire Capteurs et Architectures Electroniques, F-91191 Gif-sur-Yvette (France); Dautremer, T.; Barat, E.; Montagu, T. [CEA, LIST, Laboratoire de Modélisation et Simulation des Systèmes, F-91191 Gif-sur-Yvette (France); Normand, S. [CEA, DAM, Le Ponant, DPN/STXN, F-75015 Paris (France); Jammes, C. [CEA, DEN, Cadarache, DER/SPEx/LDCI, F-13108 Saint-Paul-lez-Durance (France)

    2016-11-11

    Radionuclide identification and quantification are a serious concern for many applications as for in situ monitoring at nuclear facilities, laboratory analysis, special nuclear materials detection, environmental monitoring, and waste measurements. High resolution gamma-ray spectrometry based on high purity germanium diode detectors is the best solution available for isotopic identification. Over the last decades, methods have been developed to improve gamma spectra analysis. However, some difficulties remain in the analysis when full energy peaks are folded together with high ratio between their amplitudes, and when the Compton background is much larger compared to the signal of a single peak. In this context, this study deals with the comparison between a conventional analysis based on “iterative peak fitting deconvolution” method and a “nonparametric Bayesian deconvolution” approach developed by the CEA LIST and implemented into the SINBAD code. The iterative peak fit deconvolution is used in this study as a reference method largely validated by industrial standards to unfold complex spectra from HPGe detectors. Complex cases of spectra are studied from IAEA benchmark protocol tests and with measured spectra. The SINBAD code shows promising deconvolution capabilities compared to the conventional method without any expert parameter fine tuning.

  1. A new method for assessing how sensitivity and specificity of linkage studies affects estimation.

    Directory of Open Access Journals (Sweden)

    Cecilia L Moore

    Full Text Available While the importance of record linkage is widely recognised, few studies have attempted to quantify how linkage errors may have impacted on their own findings and outcomes. Even where authors of linkage studies have attempted to estimate sensitivity and specificity based on subjects with known status, the effects of false negatives and positives on event rates and estimates of effect are not often described.We present quantification of the effect of sensitivity and specificity of the linkage process on event rates and incidence, as well as the resultant effect on relative risks. Formulae to estimate the true number of events and estimated relative risk adjusted for given linkage sensitivity and specificity are then derived and applied to data from a prisoner mortality study. The implications of false positive and false negative matches are also discussed.Comparisons of the effect of sensitivity and specificity on incidence and relative risks indicate that it is more important for linkages to be highly specific than sensitive, particularly if true incidence rates are low. We would recommend that, where possible, some quantitative estimates of the sensitivity and specificity of the linkage process be performed, allowing the effect of these quantities on observed results to be assessed.

  2. Combining Different Privacy-Preserving Record Linkage Methods for Hospital Admission Data.

    Science.gov (United States)

    Stausberg, Jürgen; Waldenburger, Andreas; Borgs, Christian; Schnell, Rainer

    2017-01-01

    Record linkage (RL) is the process of identifying pairs of records that correspond to the same entity, for example the same patient. The basic approach assigns to each pair of records a similarity weight, and then determines a certain threshold, above which the two records are considered to be a match. Three different RL methods were applied under privacy-preserving conditions on hospital admission data: deterministic RL (DRL), probabilistic RL (PRL), and Bloom filters. The patient characteristics like names were one-way encrypted (DRL, PRL) or transformed to a cryptographic longterm key (Bloom filters). Based on one year of hospital admissions, the data set was split randomly in 30 thousand new and 1,5 million known patients. With the combination of the three RL-methods, a positive predictive value of 83 % (95 %-confidence interval 65 %-94 %) was attained. Thus, the application of the presented combination of RL-methods seem to be suited for other applications of population-based research.

  3. A comparison of selected parametric and non-parametric imputation methods for estimating forest biomass and basal area

    Science.gov (United States)

    Donald Gagliasso; Susan Hummel; Hailemariam. Temesgen

    2014-01-01

    Various methods have been used to estimate the amount of above ground forest biomass across landscapes and to create biomass maps for specific stands or pixels across ownership or project areas. Without an accurate estimation method, land managers might end up with incorrect biomass estimate maps, which could lead them to make poorer decisions in their future...

  4. Empirical Methods for Detecting Regional Trends and Other Spatial Expressions in Antrim Shale Gas Productivity, with Implications for Improving Resource Projections Using Local Nonparametric Estimation Techniques

    Science.gov (United States)

    Coburn, T.C.; Freeman, P.A.; Attanasi, E.D.

    2012-01-01

    The primary objectives of this research were to (1) investigate empirical methods for establishing regional trends in unconventional gas resources as exhibited by historical production data and (2) determine whether or not incorporating additional knowledge of a regional trend in a suite of previously established local nonparametric resource prediction algorithms influences assessment results. Three different trend detection methods were applied to publicly available production data (well EUR aggregated to 80-acre cells) from the Devonian Antrim Shale gas play in the Michigan Basin. This effort led to the identification of a southeast-northwest trend in cell EUR values across the play that, in a very general sense, conforms to the primary fracture and structural orientations of the province. However, including this trend in the resource prediction algorithms did not lead to improved results. Further analysis indicated the existence of clustering among cell EUR values that likely dampens the contribution of the regional trend. The reason for the clustering, a somewhat unexpected result, is not completely understood, although the geological literature provides some possible explanations. With appropriate data, a better understanding of this clustering phenomenon may lead to important information about the factors and their interactions that control Antrim Shale gas production, which may, in turn, help establish a more general protocol for better estimating resources in this and other shale gas plays. ?? 2011 International Association for Mathematical Geology (outside the USA).

  5. Recent Advances and Trends in Nonparametric Statistics

    CERN Document Server

    Akritas, MG

    2003-01-01

    The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric procedures, such as function smoothing, suddenly lost their abstract flavour as they became practically implementable. In addition, many previously unthinkable possibilities became mainstream; prime examples include the bootstrap and resampling methods, wavelets and nonlinear smoothers, graphical methods, data mining, bioinformatics, as well as the more recent algorithmic approaches such as bagging and boosting. This volume is a collection o

  6. Salmonid Chromosome Evolution as Revealed by a Novel Method for Comparing RADseq Linkage Maps

    Science.gov (United States)

    Gosselin, Thierry; Normandeau, Eric; Lamothe, Manuel; Isabel, Nathalie; Audet, Céline; Bernatchez, Louis

    2016-01-01

    Whole genome duplication (WGD) can provide material for evolutionary innovation. Family Salmonidae is ideal for studying the effects of WGD as the ancestral salmonid underwent WGD relatively recently, ∼65 Ma, then rediploidized and diversified. Extensive synteny between homologous chromosome arms occurs in extant salmonids, but each species has both conserved and unique chromosome arm fusions and fissions. Assembly of large, outbred eukaryotic genomes can be difficult, but structural rearrangements within such taxa can be investigated using linkage maps. RAD sequencing provides unprecedented ability to generate high-density linkage maps for nonmodel species, but can result in low numbers of homologous markers between species due to phylogenetic distance or differences in library preparation. Here, we generate a high-density linkage map (3,826 markers) for the Salvelinus genera (Brook Charr S. fontinalis), and then identify corresponding chromosome arms among the other available salmonid high-density linkage maps, including six species of Oncorhynchus, and one species for each of Salmo, Coregonus, and the nonduplicated sister group for the salmonids, Northern Pike Esox lucius for identifying post-duplicated homeologs. To facilitate this process, we developed MapComp to identify identical and proximate (i.e. nearby) markers between linkage maps using a reference genome of a related species as an intermediate, increasing the number of comparable markers between linkage maps by 5-fold. This enabled a characterization of the most likely history of retained chromosomal rearrangements post-WGD, and several conserved chromosomal inversions. Analyses of RADseq-based linkage maps from other taxa will also benefit from MapComp, available at: https://github.com/enormandeau/mapcomp/ PMID:28173098

  7. Non-Parametric Estimation of Correlation Functions

    DEFF Research Database (Denmark)

    Brincker, Rune; Rytter, Anders; Krenk, Steen

    In this paper three methods of non-parametric correlation function estimation are reviewed and evaluated: the direct method, estimation by the Fast Fourier Transform and finally estimation by the Random Decrement technique. The basic ideas of the techniques are reviewed, sources of bias are point...

  8. A simple method for optimising transformation of non-parametric data: an illustration by reference to cortisol assays.

    Science.gov (United States)

    Clark, James E; Osborne, Jason W; Gallagher, Peter; Watson, Stuart

    2016-07-01

    Neuroendocrine data are typically positively skewed and rarely conform to the expectations of a Gaussian distribution. This can be a problem when attempting to analyse results within the framework of the general linear model, which relies on assumptions that residuals in the data are normally distributed. One frequently used method for handling violations of this assumption is to transform variables to bring residuals into closer alignment with assumptions (as residuals are not directly manipulated). This is often attempted through ad hoc traditional transformations such as square root, log and inverse. However, Box and Cox (Box & Cox, ) observed that these are all special cases of power transformations and proposed a more flexible method of transformation for researchers to optimise alignment with assumptions. The goal of this paper is to demonstrate the benefits of the infinitely flexible Box-Cox transformation on neuroendocrine data using syntax in spss. When applied to positively skewed data typical of neuroendocrine data, the majority (~2/3) of cases were brought into strict alignment with Gaussian distribution (i.e. a non-significant Shapiro-Wilks test). Those unable to meet this challenge showed substantial improvement in distributional properties. The biggest challenge was distributions with a high ratio of kurtosis to skewness. We discuss how these cases might be handled, and we highlight some of the broader issues associated with transformation. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  9. Irish study of high-density Schizophrenia families: Field methods and power to detect linkage

    Energy Technology Data Exchange (ETDEWEB)

    Kendler, K.S.; Straub, R.E.; MacLean, C.J. [Virginia Commonwealth Univ., Richmond, VA (United States)] [and others

    1996-04-09

    Large samples of multiplex pedigrees will probably be needed to detect susceptibility loci for schizophrenia by linkage analysis. Standardized ascertainment of such pedigrees from culturally and ethnically homogeneous populations may improve the probability of detection and replication of linkage. The Irish Study of High-Density Schizophrenia Families (ISHDSF) was formed from standardized ascertainment of multiplex schizophrenia families in 39 psychiatric facilities covering over 90% of the population in Ireland and Northern Ireland. We here describe a phenotypic sample and a subset thereof, the linkage sample. Individuals were included in the phenotypic sample if adequate diagnostic information, based on personal interview and/or hospital record, was available. Only individuals with available DNA were included in the linkage sample. Inclusion of a pedigree into the phenotypic sample required at least two first, second, or third degree relatives with non-affective psychosis (NAP), one of whom had schizophrenia (S) or poor-outcome schizoaffective disorder (PO-SAD). Entry into the linkage sample required DNA samples on at least two individuals with NAP, of whom at least one had S or PO-SAD. Affection was defined by narrow, intermediate, and broad criteria. 75 refs., 6 tabs.

  10. Nonparametric statistics with applications to science and engineering

    CERN Document Server

    Kvam, Paul H

    2007-01-01

    A thorough and definitive book that fully addresses traditional and modern-day topics of nonparametric statistics This book presents a practical approach to nonparametric statistical analysis and provides comprehensive coverage of both established and newly developed methods. With the use of MATLAB, the authors present information on theorems and rank tests in an applied fashion, with an emphasis on modern methods in regression and curve fitting, bootstrap confidence intervals, splines, wavelets, empirical likelihood, and goodness-of-fit testing. Nonparametric Statistics with Applications to Science and Engineering begins with succinct coverage of basic results for order statistics, methods of categorical data analysis, nonparametric regression, and curve fitting methods. The authors then focus on nonparametric procedures that are becoming more relevant to engineering researchers and practitioners. The important fundamental materials needed to effectively learn and apply the discussed methods are also provide...

  11. BIOMETRIC AUTHENTICATION USING NONPARAMETRIC METHODS

    OpenAIRE

    S V Sheela; K R Radhika

    2010-01-01

    The physiological and behavioral trait is employed to develop biometric authentication systems. The proposed work deals with the authentication of iris and signature based on minimum variance criteria. The iris patterns are preprocessed based on area of the connected components. The segmented image used for authentication consists of the region with large variations in the gray level values. The image region is split into quadtree components. The components with minimum variance are determine...

  12. Probabilistic record linkage.

    Science.gov (United States)

    Sayers, Adrian; Ben-Shlomo, Yoav; Blom, Ashley W; Steele, Fiona

    2016-06-01

    Studies involving the use of probabilistic record linkage are becoming increasingly common. However, the methods underpinning probabilistic record linkage are not widely taught or understood, and therefore these studies can appear to be a 'black box' research tool. In this article, we aim to describe the process of probabilistic record linkage through a simple exemplar. We first introduce the concept of deterministic linkage and contrast this with probabilistic linkage. We illustrate each step of the process using a simple exemplar and describe the data structure required to perform a probabilistic linkage. We describe the process of calculating and interpreting matched weights and how to convert matched weights into posterior probabilities of a match using Bayes theorem. We conclude this article with a brief discussion of some of the computational demands of record linkage, how you might assess the quality of your linkage algorithm, and how epidemiologists can maximize the value of their record-linked research using robust record linkage methods. © The Author 2015; Published by Oxford University Press on behalf of the International Epidemiological Association.

  13. Nonparametric predictive inference in statistical process control

    NARCIS (Netherlands)

    Arts, G.R.J.; Coolen, F.P.A.; Laan, van der P.

    2000-01-01

    New methods for statistical process control are presented, where the inferences have a nonparametric predictive nature. We consider several problems in process control in terms of uncertainties about future observable random quantities, and we develop inferences for these random quantities hased on

  14. A Bayesian Nonparametric Approach to Factor Analysis

    DEFF Research Database (Denmark)

    Piatek, Rémi; Papaspiliopoulos, Omiros

    2018-01-01

    This paper introduces a new approach for the inference of non-Gaussian factor models based on Bayesian nonparametric methods. It relaxes the usual normality assumption on the latent factors, widely used in practice, which is too restrictive in many settings. Our approach, on the contrary, does no...

  15. A NONPARAMETRIC HYPOTHESIS TEST VIA THE BOOTSTRAP RESAMPLING

    OpenAIRE

    Temel, Tugrul T.

    2001-01-01

    This paper adapts an already existing nonparametric hypothesis test to the bootstrap framework. The test utilizes the nonparametric kernel regression method to estimate a measure of distance between the models stated under the null hypothesis. The bootstraped version of the test allows to approximate errors involved in the asymptotic hypothesis test. The paper also develops a Mathematica Code for the test algorithm.

  16. Nonparametric tests for censored data

    CERN Document Server

    Bagdonavicus, Vilijandas; Nikulin, Mikhail

    2013-01-01

    This book concerns testing hypotheses in non-parametric models. Generalizations of many non-parametric tests to the case of censored and truncated data are considered. Most of the test results are proved and real applications are illustrated using examples. Theories and exercises are provided. The incorrect use of many tests applying most statistical software is highlighted and discussed.

  17. Mokken scale analysis of mental health and well-being questionnaire item responses: a non-parametric IRT method in empirical research for applied health researchers

    Directory of Open Access Journals (Sweden)

    Stochl Jan

    2012-06-01

    Full Text Available Abstract Background Mokken scaling techniques are a useful tool for researchers who wish to construct unidimensional tests or use questionnaires that comprise multiple binary or polytomous items. The stochastic cumulative scaling model offered by this approach is ideally suited when the intention is to score an underlying latent trait by simple addition of the item response values. In our experience, the Mokken model appears to be less well-known than for example the (related Rasch model, but is seeing increasing use in contemporary clinical research and public health. Mokken's method is a generalisation of Guttman scaling that can assist in the determination of the dimensionality of tests or scales, and enables consideration of reliability, without reliance on Cronbach's alpha. This paper provides a practical guide to the application and interpretation of this non-parametric item response theory method in empirical research with health and well-being questionnaires. Methods Scalability of data from 1 a cross-sectional health survey (the Scottish Health Education Population Survey and 2 a general population birth cohort study (the National Child Development Study illustrate the method and modeling steps for dichotomous and polytomous items respectively. The questionnaire data analyzed comprise responses to the 12 item General Health Questionnaire, under the binary recoding recommended for screening applications, and the ordinal/polytomous responses to the Warwick-Edinburgh Mental Well-being Scale. Results and conclusions After an initial analysis example in which we select items by phrasing (six positive versus six negatively worded items we show that all items from the 12-item General Health Questionnaire (GHQ-12 – when binary scored – were scalable according to the double monotonicity model, in two short scales comprising six items each (Bech’s “well-being” and “distress” clinical scales. An illustration of ordinal item analysis

  18. Health services research and data linkages: issues, methods, and directions for the future.

    Science.gov (United States)

    Bradley, Cathy J; Penberthy, Lynne; Devers, Kelly J; Holden, Debra J

    2010-10-01

    Research on pressing health services and policy issues requires access to complete, accurate, and timely patient and organizational data. This paper describes how administrative and health records (including electronic medical records) can be linked for comparative effectiveness and health services research. We categorize the major agents (i.e., who owns and controls data and who carries out the data linkage) into three areas: (1) individual investigators; (2) government sponsored linked data bases; and (3) public-private partnerships that facilitate linkage of data owned by private organizations. We describe challenges that may be encountered in the linkage process, and the benefits of combining secondary databases with primary qualitative and quantitative sources. We use cancer care research to illustrate our points. To fill the gaps in the existing data infrastructure, additional steps are required to foster collaboration among institutions, researchers, and public and private components of the health care sector. Without such effort, independent researchers, governmental agencies, and nonprofit organizations are likely to continue building upon a fragmented and costly system with limited access. Discussion. Without the development and support for emerging information technologies across multiple health care settings, the potential for data collected for clinical and transactional purposes to benefit the research community and, ultimately, the patient population may go unrealized. The current environment is characterized by budget and technical challenges, but investments in data infrastructure are arguably cost-effective given the need to reform our health care system and to monitor the impact of health reform initiatives. © Health Research and Educational Trust.

  19. Mokken scale analysis of mental health and well-being questionnaire item responses: a non-parametric IRT method in empirical research for applied health researchers.

    Science.gov (United States)

    Stochl, Jan; Jones, Peter B; Croudace, Tim J

    2012-06-11

    Mokken scaling techniques are a useful tool for researchers who wish to construct unidimensional tests or use questionnaires that comprise multiple binary or polytomous items. The stochastic cumulative scaling model offered by this approach is ideally suited when the intention is to score an underlying latent trait by simple addition of the item response values. In our experience, the Mokken model appears to be less well-known than for example the (related) Rasch model, but is seeing increasing use in contemporary clinical research and public health. Mokken's method is a generalisation of Guttman scaling that can assist in the determination of the dimensionality of tests or scales, and enables consideration of reliability, without reliance on Cronbach's alpha. This paper provides a practical guide to the application and interpretation of this non-parametric item response theory method in empirical research with health and well-being questionnaires. Scalability of data from 1) a cross-sectional health survey (the Scottish Health Education Population Survey) and 2) a general population birth cohort study (the National Child Development Study) illustrate the method and modeling steps for dichotomous and polytomous items respectively. The questionnaire data analyzed comprise responses to the 12 item General Health Questionnaire, under the binary recoding recommended for screening applications, and the ordinal/polytomous responses to the Warwick-Edinburgh Mental Well-being Scale. After an initial analysis example in which we select items by phrasing (six positive versus six negatively worded items) we show that all items from the 12-item General Health Questionnaire (GHQ-12)--when binary scored--were scalable according to the double monotonicity model, in two short scales comprising six items each (Bech's "well-being" and "distress" clinical scales). An illustration of ordinal item analysis confirmed that all 14 positively worded items of the Warwick-Edinburgh Mental

  20. Nonparametric identification of copula structures

    KAUST Repository

    Li, Bo; Genton, Marc G.

    2013-01-01

    We propose a unified framework for testing a variety of assumptions commonly made about the structure of copulas, including symmetry, radial symmetry, joint symmetry, associativity and Archimedeanity, and max-stability. Our test is nonparametric

  1. Pseudoautosomal region in schizophrenia: linkage analysis of seven loci by sib-pair and lod-score methods.

    Science.gov (United States)

    d'Amato, T; Waksman, G; Martinez, M; Laurent, C; Gorwood, P; Campion, D; Jay, M; Petit, C; Savoye, C; Bastard, C

    1994-05-01

    In a previous study, we reported a nonrandom segregation between schizophrenia and the pseudoautosomal locus DXYS14 in a sample of 33 sibships. That study has been extended by the addition of 16 new sibships from 16 different families. Data from six other loci of the pseudoautosomal region and of the immediately adjacent part of the X specific region have also been analyzed. Two methods of linkage analysis were used: the affected sibling pair (ASP) method and the lod-score method. Lod-score analyses were performed on the basis of three different models--A, B, and C--all shown to be consistent with the epidemiological data on schizophrenia. No clear evidence for linkage was obtained with any of these models. However, whatever the genetic model and the disease classification, maximum lod scores were positive with most of the markers, with the highest scores generally being obtained for the DXYS14 locus. When the ASP method was used, the earlier finding of nonrandom segregation between schizophrenia and the DXYS14 locus was still supported in this larger data set, at an increased level of statistical significance. Findings of ASP analyses were not significant for the other loci. Thus, findings obtained from analyses using the ASP method, but not the lod-score method, were consistent with the pseudoautosomal hypothesis for schizophrenia.

  2. Bayesian Nonparametric Longitudinal Data Analysis.

    Science.gov (United States)

    Quintana, Fernando A; Johnson, Wesley O; Waetjen, Elaine; Gold, Ellen

    2016-01-01

    Practical Bayesian nonparametric methods have been developed across a wide variety of contexts. Here, we develop a novel statistical model that generalizes standard mixed models for longitudinal data that include flexible mean functions as well as combined compound symmetry (CS) and autoregressive (AR) covariance structures. AR structure is often specified through the use of a Gaussian process (GP) with covariance functions that allow longitudinal data to be more correlated if they are observed closer in time than if they are observed farther apart. We allow for AR structure by considering a broader class of models that incorporates a Dirichlet Process Mixture (DPM) over the covariance parameters of the GP. We are able to take advantage of modern Bayesian statistical methods in making full predictive inferences and about characteristics of longitudinal profiles and their differences across covariate combinations. We also take advantage of the generality of our model, which provides for estimation of a variety of covariance structures. We observe that models that fail to incorporate CS or AR structure can result in very poor estimation of a covariance or correlation matrix. In our illustration using hormone data observed on women through the menopausal transition, biology dictates the use of a generalized family of sigmoid functions as a model for time trends across subpopulation categories.

  3. Parametric and Non-Parametric System Modelling

    DEFF Research Database (Denmark)

    Nielsen, Henrik Aalborg

    1999-01-01

    the focus is on combinations of parametric and non-parametric methods of regression. This combination can be in terms of additive models where e.g. one or more non-parametric term is added to a linear regression model. It can also be in terms of conditional parametric models where the coefficients...... considered. It is shown that adaptive estimation in conditional parametric models can be performed by combining the well known methods of local polynomial regression and recursive least squares with exponential forgetting. The approach used for estimation in conditional parametric models also highlights how...... networks is included. In this paper, neural networks are used for predicting the electricity production of a wind farm. The results are compared with results obtained using an adaptively estimated ARX-model. Finally, two papers on stochastic differential equations are included. In the first paper, among...

  4. Nonparametric Bayes Modeling of Multivariate Categorical Data.

    Science.gov (United States)

    Dunson, David B; Xing, Chuanhua

    2012-01-01

    Modeling of multivariate unordered categorical (nominal) data is a challenging problem, particularly in high dimensions and cases in which one wishes to avoid strong assumptions about the dependence structure. Commonly used approaches rely on the incorporation of latent Gaussian random variables or parametric latent class models. The goal of this article is to develop a nonparametric Bayes approach, which defines a prior with full support on the space of distributions for multiple unordered categorical variables. This support condition ensures that we are not restricting the dependence structure a priori. We show this can be accomplished through a Dirichlet process mixture of product multinomial distributions, which is also a convenient form for posterior computation. Methods for nonparametric testing of violations of independence are proposed, and the methods are applied to model positional dependence within transcription factor binding motifs.

  5. Method for hull-less barley transformation and manipulation of grain mixed-linkage beta-glucan.

    Science.gov (United States)

    Lim, Wai Li; Collins, Helen M; Singh, Rohan R; Kibble, Natalie A J; Yap, Kuok; Taylor, Jillian; Fincher, Geoffrey B; Burton, Rachel A

    2018-05-01

    Hull-less barley is increasingly offering scope for breeding grains with improved characteristics for human nutrition; however, recalcitrance of hull-less cultivars to transformation has limited the use of these varieties. To overcome this limitation, we sought to develop an effective transformation system for hull-less barley using the cultivar Torrens. Torrens yielded a transformation efficiency of 1.8%, using a modified Agrobacterium transformation method. This method was used to over-express genes encoding synthases for the important dietary fiber component, (1,3;1,4)-β-glucan (mixed-linkage glucan), primarily present in starchy endosperm cell walls. Over-expression of the HvCslF6 gene, driven by an endosperm-specific promoter, produced lines where mixed-linkage glucan content increased on average by 45%, peaking at 70% in some lines, with smaller increases in transgenic HvCslH1 grain. Transgenic HvCslF6 lines displayed alterations where grain had a darker color, were more easily crushed than wild type and were smaller. This was associated with an enlarged cavity in the central endosperm and changes in cell morphology, including aleurone and sub-aleurone cells. This work provides proof-of-concept evidence that mixed-linkage glucan content in hull-less barley grain can be increased by over-expression of the HvCslF6 gene, but also indicates that hull-less cultivars may be more sensitive to attempts to modify cell wall composition. © 2017 Institute of Botany, Chinese Academy of Sciences.

  6. Privacy preserving probabilistic record linkage (P3RL): a novel method for linking existing health-related data and maintaining participant confidentiality.

    Science.gov (United States)

    Schmidlin, Kurt; Clough-Gorr, Kerri M; Spoerri, Adrian

    2015-05-30

    Record linkage of existing individual health care data is an efficient way to answer important epidemiological research questions. Reuse of individual health-related data faces several problems: Either a unique personal identifier, like social security number, is not available or non-unique person identifiable information, like names, are privacy protected and cannot be accessed. A solution to protect privacy in probabilistic record linkages is to encrypt these sensitive information. Unfortunately, encrypted hash codes of two names differ completely if the plain names differ only by a single character. Therefore, standard encryption methods cannot be applied. To overcome these challenges, we developed the Privacy Preserving Probabilistic Record Linkage (P3RL) method. In this Privacy Preserving Probabilistic Record Linkage method we apply a three-party protocol, with two sites collecting individual data and an independent trusted linkage center as the third partner. Our method consists of three main steps: pre-processing, encryption and probabilistic record linkage. Data pre-processing and encryption are done at the sites by local personnel. To guarantee similar quality and format of variables and identical encryption procedure at each site, the linkage center generates semi-automated pre-processing and encryption templates. To retrieve information (i.e. data structure) for the creation of templates without ever accessing plain person identifiable information, we introduced a novel method of data masking. Sensitive string variables are encrypted using Bloom filters, which enables calculation of similarity coefficients. For date variables, we developed special encryption procedures to handle the most common date errors. The linkage center performs probabilistic record linkage with encrypted person identifiable information and plain non-sensitive variables. In this paper we describe step by step how to link existing health-related data using encryption methods to

  7. A nonparametric mixture model for cure rate estimation.

    Science.gov (United States)

    Peng, Y; Dear, K B

    2000-03-01

    Nonparametric methods have attracted less attention than their parametric counterparts for cure rate analysis. In this paper, we study a general nonparametric mixture model. The proportional hazards assumption is employed in modeling the effect of covariates on the failure time of patients who are not cured. The EM algorithm, the marginal likelihood approach, and multiple imputations are employed to estimate parameters of interest in the model. This model extends models and improves estimation methods proposed by other researchers. It also extends Cox's proportional hazards regression model by allowing a proportion of event-free patients and investigating covariate effects on that proportion. The model and its estimation method are investigated by simulations. An application to breast cancer data, including comparisons with previous analyses using a parametric model and an existing nonparametric model by other researchers, confirms the conclusions from the parametric model but not those from the existing nonparametric model.

  8. Network structure exploration via Bayesian nonparametric models

    International Nuclear Information System (INIS)

    Chen, Y; Wang, X L; Xiang, X; Tang, B Z; Bu, J Z

    2015-01-01

    Complex networks provide a powerful mathematical representation of complex systems in nature and society. To understand complex networks, it is crucial to explore their internal structures, also called structural regularities. The task of network structure exploration is to determine how many groups there are in a complex network and how to group the nodes of the network. Most existing structure exploration methods need to specify either a group number or a certain type of structure when they are applied to a network. In the real world, however, the group number and also the certain type of structure that a network has are usually unknown in advance. To explore structural regularities in complex networks automatically, without any prior knowledge of the group number or the certain type of structure, we extend a probabilistic mixture model that can handle networks with any type of structure but needs to specify a group number using Bayesian nonparametric theory. We also propose a novel Bayesian nonparametric model, called the Bayesian nonparametric mixture (BNPM) model. Experiments conducted on a large number of networks with different structures show that the BNPM model is able to explore structural regularities in networks automatically with a stable, state-of-the-art performance. (paper)

  9. Nonparametric Mixture Models for Supervised Image Parcellation.

    Science.gov (United States)

    Sabuncu, Mert R; Yeo, B T Thomas; Van Leemput, Koen; Fischl, Bruce; Golland, Polina

    2009-09-01

    We present a nonparametric, probabilistic mixture model for the supervised parcellation of images. The proposed model yields segmentation algorithms conceptually similar to the recently developed label fusion methods, which register a new image with each training image separately. Segmentation is achieved via the fusion of transferred manual labels. We show that in our framework various settings of a model parameter yield algorithms that use image intensity information differently in determining the weight of a training subject during fusion. One particular setting computes a single, global weight per training subject, whereas another setting uses locally varying weights when fusing the training data. The proposed nonparametric parcellation approach capitalizes on recently developed fast and robust pairwise image alignment tools. The use of multiple registrations allows the algorithm to be robust to occasional registration failures. We report experiments on 39 volumetric brain MRI scans with expert manual labels for the white matter, cerebral cortex, ventricles and subcortical structures. The results demonstrate that the proposed nonparametric segmentation framework yields significantly better segmentation than state-of-the-art algorithms.

  10. Evidence for an asthma risk locus on chromosome Xp: a replication linkage study

    DEFF Research Database (Denmark)

    Brasch-Andersen, C; Møller, M U; Haagerup, A

    2008-01-01

    replication sample as used in the present study. The aim of the study was to replicate linkage to candidate regions for asthma in an independent Danish sample. METHODS: We performed a replication study investigating linkage to candidate regions for asthma on chromosomes 1p36.31-p36.21, 5q15-q23.2, 6p24.3-p22...... studies have been carried out the results are still conflicting and call for replication experiments. A Danish genome-wide scan has prior reported evidence for candidate regions for asthma susceptibility genes on chromosomes 1p, 5q, 6p, 12q and Xp. Linkage to chromosome 12q was later confirmed in the same.......3, and Xp22.31-p11.4 using additional markers in an independent set of 136 Danish asthmatic sib pair families. RESULTS: Nonparametric multipoint linkage analyses yielded suggestive evidence for linkage to asthma to chromosome Xp21.2 (MLS 2.92) but failed to replicate linkage to chromosomes 1p36.31-p36.21, 5...

  11. Reclink: aplicativo para o relacionamento de bases de dados, implementando o método probabilistic record linkage Reclink: an application for database linkage implementing the probabilistic record linkage method

    Directory of Open Access Journals (Sweden)

    Kenneth R. de Camargo Jr.

    2000-06-01

    Full Text Available Apresenta-se um sistema de relacionamento de bases de dados fundamentado na técnica de relacionamento probabilístico de registros, desenvolvido na linguagem C++ com o ambiente de programação Borland C++ Builder versão 3.0. O sistema foi testado a partir de fontes de dados de diferentes tamanhos, tendo sido avaliado em tempo de processamento e sensibilidade para a identificação de pares verdadeiros. O tempo gasto com o processamento dos registros foi menor quando se empregou o programa do que ao ser realizado manualmente, em especial, quando envolveram bases de maior tamanho. As sensibilidades do processo manual e do processo automático foram equivalentes quando utilizaram bases com menor número de registros; entretanto, à medida que as bases aumentaram, percebeu-se tendência de diminuição na sensibilidade apenas no processo manual. Ainda que em fase inicial de desenvolvimento, o sistema apresentou boa performance tanto em velocidade quanto em sensibilidade. Embora a performance dos algoritmos utilizados tenha sido satisfatória, o objetivo é avaliar outras rotinas, buscando aprimorar o desempenho do sistema.This paper presents a system for database linkage based on the probabilistic record linkage technique, developed in the C++ language with the Borland C++ Builder version 3.0 programming environment. The system was tested in the linkage of data sources of different sizes, evaluated both in terms of processing time and sensitivity for identifying true record pairs. Significantly less time was spent in record processing when the program was used, as compared to manual processing, especially in situations where larger databases were used. Manual and automatic processes had equivalent sensitivities in situations where we used databases with fewer records. However, as the number of records grew we noticed a clear reduction in the sensitivity of the manual process, but not in the automatic one. Although in its initial stage of

  12. Glaucoma Monitoring in a Clinical Setting Glaucoma Progression Analysis vs Nonparametric Progression Analysis in the Groningen Longitudinal Glaucoma Study

    NARCIS (Netherlands)

    Wesselink, Christiaan; Heeg, Govert P.; Jansonius, Nomdo M.

    Objective: To compare prospectively 2 perimetric progression detection algorithms for glaucoma, the Early Manifest Glaucoma Trial algorithm (glaucoma progression analysis [GPA]) and a nonparametric algorithm applied to the mean deviation (MD) (nonparametric progression analysis [NPA]). Methods:

  13. Nonparametric factor analysis of time series

    OpenAIRE

    Rodríguez-Poo, Juan M.; Linton, Oliver Bruce

    1998-01-01

    We introduce a nonparametric smoothing procedure for nonparametric factor analaysis of multivariate time series. The asymptotic properties of the proposed procedures are derived. We present an application based on the residuals from the Fair macromodel.

  14. Genome scan for linkage to asthma using a linkage disequilibrium-lod score test.

    Science.gov (United States)

    Jiang, Y; Slager, S L; Huang, J

    2001-01-01

    We report a genome-wide linkage study of asthma on the German and Collaborative Study on the Genetics of Asthma (CSGA) data. Using a combined linkage and linkage disequilibrium test and the nonparametric linkage score, we identified 13 markers from the German data, 1 marker from the African American (CSGA) data, and 7 markers from the Caucasian (CSGA) data in which the p-values ranged between 0.0001 and 0.0100. From our analysis and taking into account previous published linkage studies of asthma, we suggest that three regions in chromosome 5 (around D5S418, D5S644, and D5S422), one region in chromosome 6 (around three neighboring markers D6S1281, D6S291, and D6S1019), one region in chromosome 11 (around D11S2362), and two regions in chromosome 12 (around D12S351 and D12S324) especially merit further investigation.

  15. Methods for attaching polymerizable ceragenins to water treatment membranes using amine and amide linkages

    Science.gov (United States)

    Hibbs, Michael; Altman, Susan J.; Jones, Howland D.T.; Savage, Paul B.

    2013-10-15

    This invention relates to methods for chemically grafting and attaching ceragenin molecules to polymer substrates; methods for synthesizing ceragenin-containing copolymers; methods for making ceragenin-modified water treatment membranes and spacers; and methods of treating contaminated water using ceragenin-modified treatment membranes and spacers. Ceragenins are synthetically produced antimicrobial peptide mimics that display broad-spectrum bactericidal activity. Alkene-functionalized ceragenins (e.g., acrylamide-functionalized ceragenins) can be attached to polyamide reverse osmosis membranes using amine-linking, amide-linking, UV-grafting, or silane-coating methods. In addition, silane-functionalized ceragenins can be directly attached to polymer surfaces that have free hydroxyls.

  16. Methods for attaching polymerizable ceragenins to water treatment membranes using silane linkages

    Science.gov (United States)

    Hibbs, Michael; Altman, Susan J.; Jones, Howland D. T.; Savage, Paul B.

    2013-09-10

    This invention relates to methods for chemically grafting and attaching ceragenin molecules to polymer substrates; methods for synthesizing ceragenin-containing copolymers; methods for making ceragenin-modified water treatment membranes and spacers; and methods of treating contaminated water using ceragenin-modified treatment membranes and spacers. Ceragenins are synthetically produced antimicrobial peptide mimics that display broad-spectrum bactericidal activity. Alkene-functionalized ceragenins (e.g., acrylamide-functionalized ceragenins) can be attached to polyamide reverse osmosis membranes using amine-linking, amide-linking, UV-grafting, or silane-coating methods. In addition, silane-functionalized ceragenins can be directly attached to polymer surfaces that have free hydroxyls.

  17. A Novel Method to Magnetic Flux Linkage Optimization of Direct-Driven Surface-Mounted Permanent Magnet Synchronous Generator Based on Nonlinear Dynamic Analysis

    Directory of Open Access Journals (Sweden)

    Qian Xie

    2016-07-01

    Full Text Available This paper pays attention to magnetic flux linkage optimization of a direct-driven surface-mounted permanent magnet synchronous generator (D-SPMSG. A new compact representation of the D-SPMSG nonlinear dynamic differential equations to reduce system parameters is established. Furthermore, the nonlinear dynamic characteristics of new D-SPMSG equations in the process of varying magnetic flux linkage are considered, which are illustrated by Lyapunov exponent spectrums, phase orbits, Poincaré maps, time waveforms and bifurcation diagrams, and the magnetic flux linkage stable region of D-SPMSG is acquired concurrently. Based on the above modeling and analyses, a novel method of magnetic flux linkage optimization is presented. In addition, a 2 MW D-SPMSG 2D/3D model is designed by ANSYS software according to the practical design requirements. Finally, five cases of D-SPMSG models with different magnetic flux linkages are simulated by using the finite element analysis (FEA method. The nephograms of magnetic flux density are agreement with theoretical analysis, which both confirm the correctness and effectiveness of the proposed approach.

  18. A Formalization of Linkage Analysis

    DEFF Research Database (Denmark)

    Ingolfsdottir, Anna; Christensen, A.I.; Hansen, Jens A.

    In this report a formalization of genetic linkage analysis is introduced. Linkage analysis is a computationally hard biomathematical method, which purpose is to locate genes on the human genome. It is rooted in the new area of bioinformatics and no formalization of the method has previously been ...

  19. A simple linear regression method for quantitative trait loci linkage analysis with censored observations.

    Science.gov (United States)

    Anderson, Carl A; McRae, Allan F; Visscher, Peter M

    2006-07-01

    Standard quantitative trait loci (QTL) mapping techniques commonly assume that the trait is both fully observed and normally distributed. When considering survival or age-at-onset traits these assumptions are often incorrect. Methods have been developed to map QTL for survival traits; however, they are both computationally intensive and not available in standard genome analysis software packages. We propose a grouped linear regression method for the analysis of continuous survival data. Using simulation we compare this method to both the Cox and Weibull proportional hazards models and a standard linear regression method that ignores censoring. The grouped linear regression method is of equivalent power to both the Cox and Weibull proportional hazards methods and is significantly better than the standard linear regression method when censored observations are present. The method is also robust to the proportion of censored individuals and the underlying distribution of the trait. On the basis of linear regression methodology, the grouped linear regression model is computationally simple and fast and can be implemented readily in freely available statistical software.

  20. Nonparametric predictive inference in reliability

    International Nuclear Information System (INIS)

    Coolen, F.P.A.; Coolen-Schrijner, P.; Yan, K.J.

    2002-01-01

    We introduce a recently developed statistical approach, called nonparametric predictive inference (NPI), to reliability. Bounds for the survival function for a future observation are presented. We illustrate how NPI can deal with right-censored data, and discuss aspects of competing risks. We present possible applications of NPI for Bernoulli data, and we briefly outline applications of NPI for replacement decisions. The emphasis is on introduction and illustration of NPI in reliability contexts, detailed mathematical justifications are presented elsewhere

  1. A Simple Linear Regression Method for Quantitative Trait Loci Linkage Analysis With Censored Observations

    OpenAIRE

    Anderson, Carl A.; McRae, Allan F.; Visscher, Peter M.

    2006-01-01

    Standard quantitative trait loci (QTL) mapping techniques commonly assume that the trait is both fully observed and normally distributed. When considering survival or age-at-onset traits these assumptions are often incorrect. Methods have been developed to map QTL for survival traits; however, they are both computationally intensive and not available in standard genome analysis software packages. We propose a grouped linear regression method for the analysis of continuous survival data. Using...

  2. Non-parametric smoothing of experimental data

    International Nuclear Information System (INIS)

    Kuketayev, A.T.; Pen'kov, F.M.

    2007-01-01

    Full text: Rapid processing of experimental data samples in nuclear physics often requires differentiation in order to find extrema. Therefore, even at the preliminary stage of data analysis, a range of noise reduction methods are used to smooth experimental data. There are many non-parametric smoothing techniques: interval averages, moving averages, exponential smoothing, etc. Nevertheless, it is more common to use a priori information about the behavior of the experimental curve in order to construct smoothing schemes based on the least squares techniques. The latter methodology's advantage is that the area under the curve can be preserved, which is equivalent to conservation of total speed of counting. The disadvantages of this approach include the lack of a priori information. For example, very often the sums of undifferentiated (by a detector) peaks are replaced with one peak during the processing of data, introducing uncontrolled errors in the determination of the physical quantities. The problem is solvable only by having experienced personnel, whose skills are much greater than the challenge. We propose a set of non-parametric techniques, which allows the use of any additional information on the nature of experimental dependence. The method is based on a construction of a functional, which includes both experimental data and a priori information. Minimum of this functional is reached on a non-parametric smoothed curve. Euler (Lagrange) differential equations are constructed for these curves; then their solutions are obtained analytically or numerically. The proposed approach allows for automated processing of nuclear physics data, eliminating the need for highly skilled laboratory personnel. Pursuant to the proposed approach is the possibility to obtain smoothing curves in a given confidence interval, e.g. according to the χ 2 distribution. This approach is applicable when constructing smooth solutions of ill-posed problems, in particular when solving

  3. Design of special planar linkages

    CERN Document Server

    Zhao, Jing-Shan; Ma, Ning; Chu, Fulei

    2013-01-01

    Planar linkages play a very important role in mechanical engineering. As the simplest closed chain mechanisms, planar four-bar linkages are widely used in mechanical engineering, civil engineering and aerospace engineering.Design of Special Planar Linkages proposes a uniform design theory for planar four-bar linkages. The merit of the method proposed in this book is that it allows engineers to directly obtain accurate results when there are such solutions for the specified n precise positions; otherwise, the best approximate solutions will be found. This book discusses the kinematics and reach

  4. Convergence in energy consumption per capita across the US states, 1970–2013: An exploration through selected parametric and non-parametric methods

    International Nuclear Information System (INIS)

    Mohammadi, Hassan; Ram, Rati

    2017-01-01

    Noting the paucity of studies of convergence in energy consumption across the US states, and the usefulness of a study that shares the spirit of the enormous research on convergence in energy-related variables in cross-country contexts, this paper explores convergence in per-capita energy consumption across the US states over the 44-year period 1970–2013. Several well-known parametric and non-parametric approaches are explored partly to shed light on the substantive question and partly to provide a comparative methodological perspective on these approaches. Several statements summarize the outcome of our explorations. First, the widely-used Barro-type regressions do not indicate beta-convergence during the entire period or any of several sub-periods. Second, lack of sigma-convergence is also noted in terms of standard deviation of logarithms and coefficient of variation which do not show a decline between 1970 and 2013, but show slight upward trends. Third, kernel density function plots indicate some flattening of the distribution which is consistent with the results from sigma-convergence scenario. Fourth, intra-distribution mobility (“gamma convergence”) in terms of an index of rank concordance suggests a slow decline in the index. Fifth, the general impression from several types of panel and time-series unit-root tests is that of non-stationarity of the series and thus the lack of stochastic convergence during the period. Sixth, therefore, the overall impression seems to be that of the lack of convergence across states in per-capita energy consumption. The present interstate inequality in per-capita energy consumption may, therefore, reflect variations in structural factors and might not be expected to diminish.

  5. Synthesis method based on solution regions for planar four bar straight line linkages

    International Nuclear Information System (INIS)

    Lai Rong, Yin; Cong, Mao; Jian you, Han; Tong, Yang; Juan, Huang

    2012-01-01

    An analytical method for synthesizing and selecting desired four-bar straight line mechanisms based on solution regions is presented. Given two fixed pivots, the point position and direction of the target straight line, an infinite number of mechanism solutions can be produced by employing this method, both in the general case and all three special cases. Unifying the straight line direction and the displacement from the given point to the instant center into the same form with different angles as parameters, infinite mechanism solutions can be expressed with different solution region charts. The mechanism property graphs have been computed to enable the designers to find out the involved mechanism information more intuitively and avoid aimlessness in selecting optimal mechanisms

  6. Nonparametric Mixture of Regression Models.

    Science.gov (United States)

    Huang, Mian; Li, Runze; Wang, Shaoli

    2013-07-01

    Motivated by an analysis of US house price index data, we propose nonparametric finite mixture of regression models. We study the identifiability issue of the proposed models, and develop an estimation procedure by employing kernel regression. We further systematically study the sampling properties of the proposed estimators, and establish their asymptotic normality. A modified EM algorithm is proposed to carry out the estimation procedure. We show that our algorithm preserves the ascent property of the EM algorithm in an asymptotic sense. Monte Carlo simulations are conducted to examine the finite sample performance of the proposed estimation procedure. An empirical analysis of the US house price index data is illustrated for the proposed methodology.

  7. Nonparametric regression using the concept of minimum energy

    International Nuclear Information System (INIS)

    Williams, Mike

    2011-01-01

    It has recently been shown that an unbinned distance-based statistic, the energy, can be used to construct an extremely powerful nonparametric multivariate two sample goodness-of-fit test. An extension to this method that makes it possible to perform nonparametric regression using multiple multivariate data sets is presented in this paper. The technique, which is based on the concept of minimizing the energy of the system, permits determination of parameters of interest without the need for parametric expressions of the parent distributions of the data sets. The application and performance of this new method is discussed in the context of some simple example analyses.

  8. A nonparametric spatial scan statistic for continuous data.

    Science.gov (United States)

    Jung, Inkyung; Cho, Ho Jin

    2015-10-20

    Spatial scan statistics are widely used for spatial cluster detection, and several parametric models exist. For continuous data, a normal-based scan statistic can be used. However, the performance of the model has not been fully evaluated for non-normal data. We propose a nonparametric spatial scan statistic based on the Wilcoxon rank-sum test statistic and compared the performance of the method with parametric models via a simulation study under various scenarios. The nonparametric method outperforms the normal-based scan statistic in terms of power and accuracy in almost all cases under consideration in the simulation study. The proposed nonparametric spatial scan statistic is therefore an excellent alternative to the normal model for continuous data and is especially useful for data following skewed or heavy-tailed distributions.

  9. A ¤nonparametric dynamic additive regression model for longitudinal data

    DEFF Research Database (Denmark)

    Martinussen, T.; Scheike, T. H.

    2000-01-01

    dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models......dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models...

  10. Nonparametric correlation models for portfolio allocation

    DEFF Research Database (Denmark)

    Aslanidis, Nektarios; Casas, Isabel

    2013-01-01

    This article proposes time-varying nonparametric and semiparametric estimators of the conditional cross-correlation matrix in the context of portfolio allocation. Simulations results show that the nonparametric and semiparametric models are best in DGPs with substantial variability or structural ...... currencies. Results show the nonparametric model generally dominates the others when evaluating in-sample. However, the semiparametric model is best for out-of-sample analysis....

  11. A contingency table approach to nonparametric testing

    CERN Document Server

    Rayner, JCW

    2000-01-01

    Most texts on nonparametric techniques concentrate on location and linear-linear (correlation) tests, with less emphasis on dispersion effects and linear-quadratic tests. Tests for higher moment effects are virtually ignored. Using a fresh approach, A Contingency Table Approach to Nonparametric Testing unifies and extends the popular, standard tests by linking them to tests based on models for data that can be presented in contingency tables.This approach unifies popular nonparametric statistical inference and makes the traditional, most commonly performed nonparametric analyses much more comp

  12. Genome scan for linkage to Gilles de la Tourette syndrome

    Energy Technology Data Exchange (ETDEWEB)

    Barr, C.L.; Livingston, J.; Williamson, R. [and others

    1994-09-01

    Gilles de la Tourette Syndrome (TS) is a familial, neuropsychiatric disorder characterized by chronic, intermittent motor and vocal tics. In addition to tics, affected individuals frequently display symptoms such as attention-deficit hyperactivity disorder and/or obsessive compulsive disorder. Genetic analyses of family data have suggested that susceptibility to the disorder is most likely due to a single genetic locus with a dominant mode of transmission and reduced penetrance. In the search for genetic linkage for TS, we have collected well-characterized pedigrees with multiple affected individuals on whom extensive diagnostic evaluations have been done. The first stage of our study is to scan the genome systematically using a panel of uniformly spaced (10 to 20 cM), highly polymorphic, microsatellite markers on 5 families segregating TS. To date, 290 markers have been typed and 3,660 non-overlapping cM of the genome have been excluded for possible linkage under the assumption of genetic homogeneity. Because of the possibility of locus heterogeneity overall summed exclusion is not considered tantamount to absolute exclusion of a disease locus in that region. The results from each family are carefully evaluated and a positive lod score in a single family is followed up by typing closely linked markers. Linkage to TS was examined by two-point analysis using the following genetic model: single autosomal dominant gene with gene frequency .003 and maximum penetrance of .99. An age-of-onset correction is included using a linear function increasing from age 2 years to 21 years. A small rate of phenocopies is also incorporated into the model. Only individuals with TS or CMT according to DSM III-R criteria were regarded as affected for the purposes of this summary. Additional markers are being tested to provide coverage at 5 cM intervals. Moreover, we are currently analyzing the data non-parametrically using the Affected-Pedigree-Member Method of linkage analysis.

  13. Nonparametric Bayesian inference in biostatistics

    CERN Document Server

    Müller, Peter

    2015-01-01

    As chapters in this book demonstrate, BNP has important uses in clinical sciences and inference for issues like unknown partitions in genomics. Nonparametric Bayesian approaches (BNP) play an ever expanding role in biostatistical inference from use in proteomics to clinical trials. Many research problems involve an abundance of data and require flexible and complex probability models beyond the traditional parametric approaches. As this book's expert contributors show, BNP approaches can be the answer. Survival Analysis, in particular survival regression, has traditionally used BNP, but BNP's potential is now very broad. This applies to important tasks like arrangement of patients into clinically meaningful subpopulations and segmenting the genome into functionally distinct regions. This book is designed to both review and introduce application areas for BNP. While existing books provide theoretical foundations, this book connects theory to practice through engaging examples and research questions. Chapters c...

  14. When to conduct probabilistic linkage vs. deterministic linkage? A simulation study.

    Science.gov (United States)

    Zhu, Ying; Matsuyama, Yutaka; Ohashi, Yasuo; Setoguchi, Soko

    2015-08-01

    When unique identifiers are unavailable, successful record linkage depends greatly on data quality and types of variables available. While probabilistic linkage theoretically captures more true matches than deterministic linkage by allowing imperfection in identifiers, studies have shown inconclusive results likely due to variations in data quality, implementation of linkage methodology and validation method. The simulation study aimed to understand data characteristics that affect the performance of probabilistic vs. deterministic linkage. We created ninety-six scenarios that represent real-life situations using non-unique identifiers. We systematically introduced a range of discriminative power, rate of missing and error, and file size to increase linkage patterns and difficulties. We assessed the performance difference of linkage methods using standard validity measures and computation time. Across scenarios, deterministic linkage showed advantage in PPV while probabilistic linkage showed advantage in sensitivity. Probabilistic linkage uniformly outperformed deterministic linkage as the former generated linkages with better trade-off between sensitivity and PPV regardless of data quality. However, with low rate of missing and error in data, deterministic linkage performed not significantly worse. The implementation of deterministic linkage in SAS took less than 1min, and probabilistic linkage took 2min to 2h depending on file size. Our simulation study demonstrated that the intrinsic rate of missing and error of linkage variables was key to choosing between linkage methods. In general, probabilistic linkage was a better choice, but for exceptionally good quality data (<5% error), deterministic linkage was a more resource efficient choice. Copyright © 2015 Elsevier Inc. All rights reserved.

  15. Nonparametric e-Mixture Estimation.

    Science.gov (United States)

    Takano, Ken; Hino, Hideitsu; Akaho, Shotaro; Murata, Noboru

    2016-12-01

    This study considers the common situation in data analysis when there are few observations of the distribution of interest or the target distribution, while abundant observations are available from auxiliary distributions. In this situation, it is natural to compensate for the lack of data from the target distribution by using data sets from these auxiliary distributions-in other words, approximating the target distribution in a subspace spanned by a set of auxiliary distributions. Mixture modeling is one of the simplest ways to integrate information from the target and auxiliary distributions in order to express the target distribution as accurately as possible. There are two typical mixtures in the context of information geometry: the [Formula: see text]- and [Formula: see text]-mixtures. The [Formula: see text]-mixture is applied in a variety of research fields because of the presence of the well-known expectation-maximazation algorithm for parameter estimation, whereas the [Formula: see text]-mixture is rarely used because of its difficulty of estimation, particularly for nonparametric models. The [Formula: see text]-mixture, however, is a well-tempered distribution that satisfies the principle of maximum entropy. To model a target distribution with scarce observations accurately, this letter proposes a novel framework for a nonparametric modeling of the [Formula: see text]-mixture and a geometrically inspired estimation algorithm. As numerical examples of the proposed framework, a transfer learning setup is considered. The experimental results show that this framework works well for three types of synthetic data sets, as well as an EEG real-world data set.

  16. Nonparametric inference of network structure and dynamics

    Science.gov (United States)

    Peixoto, Tiago P.

    The network structure of complex systems determine their function and serve as evidence for the evolutionary mechanisms that lie behind them. Despite considerable effort in recent years, it remains an open challenge to formulate general descriptions of the large-scale structure of network systems, and how to reliably extract such information from data. Although many approaches have been proposed, few methods attempt to gauge the statistical significance of the uncovered structures, and hence the majority cannot reliably separate actual structure from stochastic fluctuations. Due to the sheer size and high-dimensionality of many networks, this represents a major limitation that prevents meaningful interpretations of the results obtained with such nonstatistical methods. In this talk, I will show how these issues can be tackled in a principled and efficient fashion by formulating appropriate generative models of network structure that can have their parameters inferred from data. By employing a Bayesian description of such models, the inference can be performed in a nonparametric fashion, that does not require any a priori knowledge or ad hoc assumptions about the data. I will show how this approach can be used to perform model comparison, and how hierarchical models yield the most appropriate trade-off between model complexity and quality of fit based on the statistical evidence present in the data. I will also show how this general approach can be elegantly extended to networks with edge attributes, that are embedded in latent spaces, and that change in time. The latter is obtained via a fully dynamic generative network model, based on arbitrary-order Markov chains, that can also be inferred in a nonparametric fashion. Throughout the talk I will illustrate the application of the methods with many empirical networks such as the internet at the autonomous systems level, the global airport network, the network of actors and films, social networks, citations among

  17. A general approach to posterior contraction in nonparametric inverse problems

    NARCIS (Netherlands)

    Knapik, Bartek; Salomond, Jean Bernard

    In this paper, we propose a general method to derive an upper bound for the contraction rate of the posterior distribution for nonparametric inverse problems. We present a general theorem that allows us to derive contraction rates for the parameter of interest from contraction rates of the related

  18. Heritability and whole genome linkage of pulse pressure in Chinese twin pairs

    DEFF Research Database (Denmark)

    Jiang, Wengjie; Zhang, Dongfeng; Pang, Zengchang

    2012-01-01

    with a heritability estimate of 0.45. Genome-wide non-parametric linkage analysis identified three significant linkage peaks on chromosome 11 (lod score 4.06 at 30.5 cM), chromosome 12 (lod score 3.97 at 100.7 cM), and chromosome 18 (lod score 4.01 at 70.7 cM) with the last two peaks closely overlapping with linkage...

  19. Nonparametric estimation of location and scale parameters

    KAUST Repository

    Potgieter, C.J.

    2012-12-01

    Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ+σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ and σ under minimal assumptions regarding the form of the distribution functions of X and Y. We discuss an approach to the estimation problem that is based on asymptotic likelihood considerations. Our results enable us to provide a methodology that can be implemented easily and which yields estimators that are often near optimal when compared to fully parametric methods. We evaluate the performance of the estimators in a series of Monte Carlo simulations. © 2012 Elsevier B.V. All rights reserved.

  20. A Normalization-Free and Nonparametric Method Sharpens Large-Scale Transcriptome Analysis and Reveals Common Gene Alteration Patterns in Cancers.

    Science.gov (United States)

    Li, Qi-Gang; He, Yong-Han; Wu, Huan; Yang, Cui-Ping; Pu, Shao-Yan; Fan, Song-Qing; Jiang, Li-Ping; Shen, Qiu-Shuo; Wang, Xiao-Xiong; Chen, Xiao-Qiong; Yu, Qin; Li, Ying; Sun, Chang; Wang, Xiangting; Zhou, Jumin; Li, Hai-Peng; Chen, Yong-Bin; Kong, Qing-Peng

    2017-01-01

    Heterogeneity in transcriptional data hampers the identification of differentially expressed genes (DEGs) and understanding of cancer, essentially because current methods rely on cross-sample normalization and/or distribution assumption-both sensitive to heterogeneous values. Here, we developed a new method, Cross-Value Association Analysis (CVAA), which overcomes the limitation and is more robust to heterogeneous data than the other methods. Applying CVAA to a more complex pan-cancer dataset containing 5,540 transcriptomes discovered numerous new DEGs and many previously rarely explored pathways/processes; some of them were validated, both in vitro and in vivo , to be crucial in tumorigenesis, e.g., alcohol metabolism ( ADH1B ), chromosome remodeling ( NCAPH ) and complement system ( Adipsin ). Together, we present a sharper tool to navigate large-scale expression data and gain new mechanistic insights into tumorigenesis.

  1. Surface Estimation, Variable Selection, and the Nonparametric Oracle Property.

    Science.gov (United States)

    Storlie, Curtis B; Bondell, Howard D; Reich, Brian J; Zhang, Hao Helen

    2011-04-01

    Variable selection for multivariate nonparametric regression is an important, yet challenging, problem due, in part, to the infinite dimensionality of the function space. An ideal selection procedure should be automatic, stable, easy to use, and have desirable asymptotic properties. In particular, we define a selection procedure to be nonparametric oracle (np-oracle) if it consistently selects the correct subset of predictors and at the same time estimates the smooth surface at the optimal nonparametric rate, as the sample size goes to infinity. In this paper, we propose a model selection procedure for nonparametric models, and explore the conditions under which the new method enjoys the aforementioned properties. Developed in the framework of smoothing spline ANOVA, our estimator is obtained via solving a regularization problem with a novel adaptive penalty on the sum of functional component norms. Theoretical properties of the new estimator are established. Additionally, numerous simulated and real examples further demonstrate that the new approach substantially outperforms other existing methods in the finite sample setting.

  2. Effect on Prediction when Modeling Covariates in Bayesian Nonparametric Models.

    Science.gov (United States)

    Cruz-Marcelo, Alejandro; Rosner, Gary L; Müller, Peter; Stewart, Clinton F

    2013-04-01

    In biomedical research, it is often of interest to characterize biologic processes giving rise to observations and to make predictions of future observations. Bayesian nonparametric methods provide a means for carrying out Bayesian inference making as few assumptions about restrictive parametric models as possible. There are several proposals in the literature for extending Bayesian nonparametric models to include dependence on covariates. Limited attention, however, has been directed to the following two aspects. In this article, we examine the effect on fitting and predictive performance of incorporating covariates in a class of Bayesian nonparametric models by one of two primary ways: either in the weights or in the locations of a discrete random probability measure. We show that different strategies for incorporating continuous covariates in Bayesian nonparametric models can result in big differences when used for prediction, even though they lead to otherwise similar posterior inferences. When one needs the predictive density, as in optimal design, and this density is a mixture, it is better to make the weights depend on the covariates. We demonstrate these points via a simulated data example and in an application in which one wants to determine the optimal dose of an anticancer drug used in pediatric oncology.

  3. Nonparametric Bayesian Modeling of Complex Networks

    DEFF Research Database (Denmark)

    Schmidt, Mikkel Nørgaard; Mørup, Morten

    2013-01-01

    an infinite mixture model as running example, we go through the steps of deriving the model as an infinite limit of a finite parametric model, inferring the model parameters by Markov chain Monte Carlo, and checking the model?s fit and predictive performance. We explain how advanced nonparametric models......Modeling structure in complex networks using Bayesian nonparametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This article provides a gentle introduction to nonparametric Bayesian modeling of complex networks: Using...

  4. Seismic Signal Compression Using Nonparametric Bayesian Dictionary Learning via Clustering

    Directory of Open Access Journals (Sweden)

    Xin Tian

    2017-06-01

    Full Text Available We introduce a seismic signal compression method based on nonparametric Bayesian dictionary learning method via clustering. The seismic data is compressed patch by patch, and the dictionary is learned online. Clustering is introduced for dictionary learning. A set of dictionaries could be generated, and each dictionary is used for one cluster’s sparse coding. In this way, the signals in one cluster could be well represented by their corresponding dictionaries. A nonparametric Bayesian dictionary learning method is used to learn the dictionaries, which naturally infers an appropriate dictionary size for each cluster. A uniform quantizer and an adaptive arithmetic coding algorithm are adopted to code the sparse coefficients. With comparisons to other state-of-the art approaches, the effectiveness of the proposed method could be validated in the experiments.

  5. Nonparametric functional mapping of quantitative trait loci.

    Science.gov (United States)

    Yang, Jie; Wu, Rongling; Casella, George

    2009-03-01

    Functional mapping is a useful tool for mapping quantitative trait loci (QTL) that control dynamic traits. It incorporates mathematical aspects of biological processes into the mixture model-based likelihood setting for QTL mapping, thus increasing the power of QTL detection and the precision of parameter estimation. However, in many situations there is no obvious functional form and, in such cases, this strategy will not be optimal. Here we propose to use nonparametric function estimation, typically implemented with B-splines, to estimate the underlying functional form of phenotypic trajectories, and then construct a nonparametric test to find evidence of existing QTL. Using the representation of a nonparametric regression as a mixed model, the final test statistic is a likelihood ratio test. We consider two types of genetic maps: dense maps and general maps, and the power of nonparametric functional mapping is investigated through simulation studies and demonstrated by examples.

  6. Essays on nonparametric econometrics of stochastic volatility

    NARCIS (Netherlands)

    Zu, Y.

    2012-01-01

    Volatility is a concept that describes the variation of financial returns. Measuring and modelling volatility dynamics is an important aspect of financial econometrics. This thesis is concerned with nonparametric approaches to volatility measurement and volatility model validation.

  7. Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data

    OpenAIRE

    CORNELIS A. LOS

    2004-01-01

    The efficiency of speculative markets, as represented by Fama's 1970 fair game model, is tested on weekly price index data of six Asian stock markets - Hong Kong, Indonesia, Malaysia, Singapore, Taiwan and Thailand - using Sherry's (1992) non-parametric methods. These scientific testing methods were originally developed to analyze the information processing efficiency of nervous systems. In particular, the stationarity and independence of the price innovations are tested over ten years, from ...

  8. Major strengths and weaknesses of the lod score method.

    Science.gov (United States)

    Ott, J

    2001-01-01

    Strengths and weaknesses of the lod score method for human genetic linkage analysis are discussed. The main weakness is its requirement for the specification of a detailed inheritance model for the trait. Various strengths are identified. For example, the lod score (likelihood) method has optimality properties when the trait to be studied is known to follow a Mendelian mode of inheritance. The ELOD is a useful measure for information content of the data. The lod score method can emulate various "nonparametric" methods, and this emulation is equivalent to the nonparametric methods. Finally, the possibility of building errors into the analysis will prove to be essential for the large amount of linkage and disequilibrium data expected in the near future.

  9. Bayesian nonparametric adaptive control using Gaussian processes.

    Science.gov (United States)

    Chowdhary, Girish; Kingravi, Hassan A; How, Jonathan P; Vela, Patricio A

    2015-03-01

    Most current model reference adaptive control (MRAC) methods rely on parametric adaptive elements, in which the number of parameters of the adaptive element are fixed a priori, often through expert judgment. An example of such an adaptive element is radial basis function networks (RBFNs), with RBF centers preallocated based on the expected operating domain. If the system operates outside of the expected operating domain, this adaptive element can become noneffective in capturing and canceling the uncertainty, thus rendering the adaptive controller only semiglobal in nature. This paper investigates a Gaussian process-based Bayesian MRAC architecture (GP-MRAC), which leverages the power and flexibility of GP Bayesian nonparametric models of uncertainty. The GP-MRAC does not require the centers to be preallocated, can inherently handle measurement noise, and enables MRAC to handle a broader set of uncertainties, including those that are defined as distributions over functions. We use stochastic stability arguments to show that GP-MRAC guarantees good closed-loop performance with no prior domain knowledge of the uncertainty. Online implementable GP inference methods are compared in numerical simulations against RBFN-MRAC with preallocated centers and are shown to provide better tracking and improved long-term learning.

  10. [Linkage analysis of susceptibility loci in 2 target chromosomes in pedigrees with paranoid schizophrenia and undifferentiated schizophrenia].

    Science.gov (United States)

    Zeng, Li-ping; Hu, Zheng-mao; Mu, Li-li; Mei, Gui-sen; Lu, Xiu-ling; Zheng, Yong-jun; Li, Pei-jian; Zhang, Ying-xue; Pan, Qian; Long, Zhi-gao; Dai, He-ping; Zhang, Zhuo-hua; Xia, Jia-hui; Zhao, Jing-ping; Xia, Kun

    2011-06-01

    To investigate the relationship of susceptibility loci in chromosomes 1q21-25 and 6p21-25 and schizophrenia subtypes in Chinese population. A genomic scan and parametric and non-parametric analyses were performed on 242 individuals from 36 schizophrenia pedigrees, including 19 paranoid schizophrenia and 17 undifferentiated schizophrenia pedigrees, from Henan province of China using 5 microsatellite markers in the chromosome region 1q21-25 and 8 microsatellite markers in the chromosome region 6p21-25, which were the candidates of previous studies. All affected subjects were diagnosed and typed according to the criteria of the Diagnostic and Statistical Manual of Mental Disorders, Fourth Edition, Text Revised (DSM-IV-TR; American Psychiatric Association, 2000). All subjects signed informed consent. In chromosome 1, parametric analysis under the dominant inheritance mode of all 36 pedigrees showed that the maximum multi-point heterogeneity Log of odds score method (HLOD) score was 1.33 (α = 0.38). The non-parametric analysis and the single point and multi-point nonparametric linkage (NPL) scores suggested linkage at D1S484, D1S2878, and D1S196. In the 19 paranoid schizophrenias pedigrees, linkage was not observed for any of the 5 markers. In the 17 undifferentiated schizophrenia pedigrees, the multi-point NPL score was 1.60 (P= 0.0367) at D1S484. The single point NPL score was 1.95(P= 0.0145) and the multi-point NPL score was 2.39 (P= 0.0041) at D1S2878. Additionally, the multi-point NPL score was 1.74 (P= 0.0255) at D1S196. These same three loci showed suggestive linkage during the integrative analysis of all 36 pedigrees. In chromosome 6, parametric linkage analysis under the dominant and recessive inheritance and the non-parametric linkage analysis of all 36 pedigrees and the 17 undifferentiated schizophrenia pedigrees, linkage was not observed for any of the 8 markers. In the 19 paranoid schizophrenias pedigrees, parametric analysis showed that under recessive

  11. VT Wildlife Linkage Habitat

    Data.gov (United States)

    Vermont Center for Geographic Information — (Link to Metadata) The Wildlife Linkage Habitat Analysis uses landscape scale data to identify or predict the location of potentially significant wildlife linkage...

  12. Nonparametric Regression Estimation for Multivariate Null Recurrent Processes

    Directory of Open Access Journals (Sweden)

    Biqing Cai

    2015-04-01

    Full Text Available This paper discusses nonparametric kernel regression with the regressor being a \\(d\\-dimensional \\(\\beta\\-null recurrent process in presence of conditional heteroscedasticity. We show that the mean function estimator is consistent with convergence rate \\(\\sqrt{n(Th^{d}}\\, where \\(n(T\\ is the number of regenerations for a \\(\\beta\\-null recurrent process and the limiting distribution (with proper normalization is normal. Furthermore, we show that the two-step estimator for the volatility function is consistent. The finite sample performance of the estimate is quite reasonable when the leave-one-out cross validation method is used for bandwidth selection. We apply the proposed method to study the relationship of Federal funds rate with 3-month and 5-year T-bill rates and discover the existence of nonlinearity of the relationship. Furthermore, the in-sample and out-of-sample performance of the nonparametric model is far better than the linear model.

  13. Comparing nonparametric Bayesian tree priors for clonal reconstruction of tumors.

    Science.gov (United States)

    Deshwar, Amit G; Vembu, Shankar; Morris, Quaid

    2015-01-01

    Statistical machine learning methods, especially nonparametric Bayesian methods, have become increasingly popular to infer clonal population structure of tumors. Here we describe the treeCRP, an extension of the Chinese restaurant process (CRP), a popular construction used in nonparametric mixture models, to infer the phylogeny and genotype of major subclonal lineages represented in the population of cancer cells. We also propose new split-merge updates tailored to the subclonal reconstruction problem that improve the mixing time of Markov chains. In comparisons with the tree-structured stick breaking prior used in PhyloSub, we demonstrate superior mixing and running time using the treeCRP with our new split-merge procedures. We also show that given the same number of samples, TSSB and treeCRP have similar ability to recover the subclonal structure of a tumor…

  14. Non-parametric estimation of the individual's utility map

    OpenAIRE

    Noguchi, Takao; Sanborn, Adam N.; Stewart, Neil

    2013-01-01

    Models of risky choice have attracted much attention in behavioural economics. Previous research has repeatedly demonstrated that individuals' choices are not well explained by expected utility theory, and a number of alternative models have been examined using carefully selected sets of choice alternatives. The model performance however, can depend on which choice alternatives are being tested. Here we develop a non-parametric method for estimating the utility map over the wide range of choi...

  15. Subsidiary Linkage Patterns

    DEFF Research Database (Denmark)

    Andersson, Ulf; Perri, Alessandra; Nell, Phillip C.

    2012-01-01

    channels for spillovers to competitors. We find a curvilinear relationship between the extent of competitive pressure and the quality of a subsidiary's set of local linkages. Furthermore, the extent to which a subsidiary possesses capabilities moderates this relationship: Very capable subsidiaries...... in strongly competitive environments tend to shy away from high quality linkages. We discuss our findings in light of the literature on spillovers and inter-organizational linkages.......This paper investigates the pattern of subsidiaries' local vertical linkages under varying levels of competition and subsidiary capabilities. Contrary to most previous literature, we explicitly account for the double role of such linkages as conduits of learning prospects as well as potential...

  16. Single versus mixture Weibull distributions for nonparametric satellite reliability

    International Nuclear Information System (INIS)

    Castet, Jean-Francois; Saleh, Joseph H.

    2010-01-01

    Long recognized as a critical design attribute for space systems, satellite reliability has not yet received the proper attention as limited on-orbit failure data and statistical analyses can be found in the technical literature. To fill this gap, we recently conducted a nonparametric analysis of satellite reliability for 1584 Earth-orbiting satellites launched between January 1990 and October 2008. In this paper, we provide an advanced parametric fit, based on mixture of Weibull distributions, and compare it with the single Weibull distribution model obtained with the Maximum Likelihood Estimation (MLE) method. We demonstrate that both parametric fits are good approximations of the nonparametric satellite reliability, but that the mixture Weibull distribution provides significant accuracy in capturing all the failure trends in the failure data, as evidenced by the analysis of the residuals and their quasi-normal dispersion.

  17. Genomewide Linkage Screen for Waldenström Macroglobulinemia Susceptibility Loci in High-Risk Families

    Science.gov (United States)

    McMaster, Mary L.; Goldin, Lynn R.; Bai, Yan; Ter-Minassian, Monica; Boehringer, Stefan; Giambarresi, Therese R.; Vasquez, Linda G.; Tucker, Margaret A.

    2006-01-01

    Waldenström macroglobulinemia (WM), a distinctive subtype of non-Hodgkin lymphoma that features overproduction of immunoglobulin M (IgM), clearly has a familial component; however, no susceptibility genes have yet been identified. We performed a genomewide linkage analysis in 11 high-risk families with WM that were informative for linkage, for a total of 122 individuals with DNA samples, including 34 patients with WM and 10 patients with IgM monoclonal gammopathy of undetermined significance (IgM MGUS). We genotyped 1,058 microsatellite markers (average spacing 3.5 cM), performed both nonparametric and parametric linkage analysis, and computed both two-point and multipoint linkage statistics. The strongest evidence of linkage was found on chromosomes 1q and 4q when patients with WM and with IgM MGUS were both considered affected; nonparametric linkage scores were 2.5 (P=.0089) and 3.1 (P=.004), respectively. Other locations suggestive of linkage were found on chromosomes 3 and 6. Results of two-locus linkage analysis were consistent with independent effects. The findings from this first linkage analysis of families at high risk for WM represent important progress toward identifying gene(s) that modulate susceptibility to WM and toward understanding its complex etiology. PMID:16960805

  18. STATCAT, Statistical Analysis of Parametric and Non-Parametric Data

    International Nuclear Information System (INIS)

    David, Hugh

    1990-01-01

    1 - Description of program or function: A suite of 26 programs designed to facilitate the appropriate statistical analysis and data handling of parametric and non-parametric data, using classical and modern univariate and multivariate methods. 2 - Method of solution: Data is read entry by entry, using a choice of input formats, and the resultant data bank is checked for out-of- range, rare, extreme or missing data. The completed STATCAT data bank can be treated by a variety of descriptive and inferential statistical methods, and modified, using other standard programs as required

  19. Teaching Nonparametric Statistics Using Student Instrumental Values.

    Science.gov (United States)

    Anderson, Jonathan W.; Diddams, Margaret

    Nonparametric statistics are often difficult to teach in introduction to statistics courses because of the lack of real-world examples. This study demonstrated how teachers can use differences in the rankings and ratings of undergraduate and graduate values to discuss: (1) ipsative and normative scaling; (2) uses of the Mann-Whitney U-test; and…

  20. Nonparametric conditional predictive regions for time series

    NARCIS (Netherlands)

    de Gooijer, J.G.; Zerom Godefay, D.

    2000-01-01

    Several nonparametric predictors based on the Nadaraya-Watson kernel regression estimator have been proposed in the literature. They include the conditional mean, the conditional median, and the conditional mode. In this paper, we consider three types of predictive regions for these predictors — the

  1. Nonparametric predictive inference in statistical process control

    NARCIS (Netherlands)

    Arts, G.R.J.; Coolen, F.P.A.; Laan, van der P.

    2004-01-01

    Statistical process control (SPC) is used to decide when to stop a process as confidence in the quality of the next item(s) is low. Information to specify a parametric model is not always available, and as SPC is of a predictive nature, we present a control chart developed using nonparametric

  2. Nonparametric estimation in models for unobservable heterogeneity

    OpenAIRE

    Hohmann, Daniel

    2014-01-01

    Nonparametric models which allow for data with unobservable heterogeneity are studied. The first publication introduces new estimators and their asymptotic properties for conditional mixture models. The second publication considers estimation of a function from noisy observations of its Radon transform in a Gaussian white noise model.

  3. Nonparametric estimation of location and scale parameters

    KAUST Repository

    Potgieter, C.J.; Lombard, F.

    2012-01-01

    Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ+σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ and σ under minimal

  4. Panel data specifications in nonparametric kernel regression

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard; Henningsen, Arne

    parametric panel data estimators to analyse the production technology of Polish crop farms. The results of our nonparametric kernel regressions generally differ from the estimates of the parametric models but they only slightly depend on the choice of the kernel functions. Based on economic reasoning, we...

  5. Challenges in administrative data linkage for research

    Directory of Open Access Journals (Sweden)

    Katie Harron

    2017-12-01

    Full Text Available Linkage of population-based administrative data is a valuable tool for combining detailed individual-level information from different sources for research. While not a substitute for classical studies based on primary data collection, analyses of linked administrative data can answer questions that require large sample sizes or detailed data on hard-to-reach populations, and generate evidence with a high level of external validity and applicability for policy making. There are unique challenges in the appropriate research use of linked administrative data, for example with respect to bias from linkage errors where records cannot be linked or are linked together incorrectly. For confidentiality and other reasons, the separation of data linkage processes and analysis of linked data is generally regarded as best practice. However, the ‘black box’ of data linkage can make it difficult for researchers to judge the reliability of the resulting linked data for their required purposes. This article aims to provide an overview of challenges in linking administrative data for research. We aim to increase understanding of the implications of (i the data linkage environment and privacy preservation; (ii the linkage process itself (including data preparation, and deterministic and probabilistic linkage methods and (iii linkage quality and potential bias in linked data. We draw on examples from a number of countries to illustrate a range of approaches for data linkage in different contexts.

  6. Nonparametric Inference for Periodic Sequences

    KAUST Repository

    Sun, Ying; Hart, Jeffrey D.; Genton, Marc G.

    2012-01-01

    the periodogram, a widely used tool for period estimation. The CV method is computationally simple and implicitly penalizes multiples of the smallest period, leading to a "virtually" consistent estimator of integer periods. This estimator is investigated both

  7. Evaluation of Nonparametric Probabilistic Forecasts of Wind Power

    DEFF Research Database (Denmark)

    Pinson, Pierre; Møller, Jan Kloppenborg; Nielsen, Henrik Aalborg, orlov 31.07.2008

    Predictions of wind power production for horizons up to 48-72 hour ahead comprise a highly valuable input to the methods for the daily management or trading of wind generation. Today, users of wind power predictions are not only provided with point predictions, which are estimates of the most...... likely outcome for each look-ahead time, but also with uncertainty estimates given by probabilistic forecasts. In order to avoid assumptions on the shape of predictive distributions, these probabilistic predictions are produced from nonparametric methods, and then take the form of a single or a set...

  8. Direct power comparisons between simple LOD scores and NPL scores for linkage analysis in complex diseases.

    Science.gov (United States)

    Abreu, P C; Greenberg, D A; Hodge, S E

    1999-09-01

    Several methods have been proposed for linkage analysis of complex traits with unknown mode of inheritance. These methods include the LOD score maximized over disease models (MMLS) and the "nonparametric" linkage (NPL) statistic. In previous work, we evaluated the increase of type I error when maximizing over two or more genetic models, and we compared the power of MMLS to detect linkage, in a number of complex modes of inheritance, with analysis assuming the true model. In the present study, we compare MMLS and NPL directly. We simulated 100 data sets with 20 families each, using 26 generating models: (1) 4 intermediate models (penetrance of heterozygote between that of the two homozygotes); (2) 6 two-locus additive models; and (3) 16 two-locus heterogeneity models (admixture alpha = 1.0,.7,.5, and.3; alpha = 1.0 replicates simple Mendelian models). For LOD scores, we assumed dominant and recessive inheritance with 50% penetrance. We took the higher of the two maximum LOD scores and subtracted 0.3 to correct for multiple tests (MMLS-C). We compared expected maximum LOD scores and power, using MMLS-C and NPL as well as the true model. Since NPL uses only the affected family members, we also performed an affecteds-only analysis using MMLS-C. The MMLS-C was both uniformly more powerful than NPL for most cases we examined, except when linkage information was low, and close to the results for the true model under locus heterogeneity. We still found better power for the MMLS-C compared with NPL in affecteds-only analysis. The results show that use of two simple modes of inheritance at a fixed penetrance can have more power than NPL when the trait mode of inheritance is complex and when there is heterogeneity in the data set.

  9. Robustifying Bayesian nonparametric mixtures for count data.

    Science.gov (United States)

    Canale, Antonio; Prünster, Igor

    2017-03-01

    Our motivating application stems from surveys of natural populations and is characterized by large spatial heterogeneity in the counts, which makes parametric approaches to modeling local animal abundance too restrictive. We adopt a Bayesian nonparametric approach based on mixture models and innovate with respect to popular Dirichlet process mixture of Poisson kernels by increasing the model flexibility at the level both of the kernel and the nonparametric mixing measure. This allows to derive accurate and robust estimates of the distribution of local animal abundance and of the corresponding clusters. The application and a simulation study for different scenarios yield also some general methodological implications. Adding flexibility solely at the level of the mixing measure does not improve inferences, since its impact is severely limited by the rigidity of the Poisson kernel with considerable consequences in terms of bias. However, once a kernel more flexible than the Poisson is chosen, inferences can be robustified by choosing a prior more general than the Dirichlet process. Therefore, to improve the performance of Bayesian nonparametric mixtures for count data one has to enrich the model simultaneously at both levels, the kernel and the mixing measure. © 2016, The International Biometric Society.

  10. A Bayesian nonparametric estimation of distributions and quantiles

    International Nuclear Information System (INIS)

    Poern, K.

    1988-11-01

    The report describes a Bayesian, nonparametric method for the estimation of a distribution function and its quantiles. The method, presupposing random sampling, is nonparametric, so the user has to specify a prior distribution on a space of distributions (and not on a parameter space). In the current application, where the method is used to estimate the uncertainty of a parametric calculational model, the Dirichlet prior distribution is to a large extent determined by the first batch of Monte Carlo-realizations. In this case the results of the estimation technique is very similar to the conventional empirical distribution function. The resulting posterior distribution is also Dirichlet, and thus facilitates the determination of probability (confidence) intervals at any given point in the space of interest. Another advantage is that also the posterior distribution of a specified quantitle can be derived and utilized to determine a probability interval for that quantile. The method was devised for use in the PROPER code package for uncertainty and sensitivity analysis. (orig.)

  11. A non-parametric framework for estimating threshold limit values

    Directory of Open Access Journals (Sweden)

    Ulm Kurt

    2005-11-01

    Full Text Available Abstract Background To estimate a threshold limit value for a compound known to have harmful health effects, an 'elbow' threshold model is usually applied. We are interested on non-parametric flexible alternatives. Methods We describe how a step function model fitted by isotonic regression can be used to estimate threshold limit values. This method returns a set of candidate locations, and we discuss two algorithms to select the threshold among them: the reduced isotonic regression and an algorithm considering the closed family of hypotheses. We assess the performance of these two alternative approaches under different scenarios in a simulation study. We illustrate the framework by analysing the data from a study conducted by the German Research Foundation aiming to set a threshold limit value in the exposure to total dust at workplace, as a causal agent for developing chronic bronchitis. Results In the paper we demonstrate the use and the properties of the proposed methodology along with the results from an application. The method appears to detect the threshold with satisfactory success. However, its performance can be compromised by the low power to reject the constant risk assumption when the true dose-response relationship is weak. Conclusion The estimation of thresholds based on isotonic framework is conceptually simple and sufficiently powerful. Given that in threshold value estimation context there is not a gold standard method, the proposed model provides a useful non-parametric alternative to the standard approaches and can corroborate or challenge their findings.

  12. A pantograph linkage

    International Nuclear Information System (INIS)

    Cole, G.V.

    1982-01-01

    A pantograph linkage is actuated by two linear actuators, pivotally connected together at the linkage. The displacement of the actuators is monitored by rectilinear potentiometers to provide feedback signals to a microprocessor which also receives input signals related to a required movement of a slave end of the linkage. In response to these signals, the microprocessor provides signals to control the displacement of the linear actuators to effect the required movement of the slave end. The movement of the slave end might be straightline in a substantially horizontal or vertical direction. (author)

  13. Introduction to nonparametric statistics for the biological sciences using R

    CERN Document Server

    MacFarland, Thomas W

    2016-01-01

    This book contains a rich set of tools for nonparametric analyses, and the purpose of this supplemental text is to provide guidance to students and professional researchers on how R is used for nonparametric data analysis in the biological sciences: To introduce when nonparametric approaches to data analysis are appropriate To introduce the leading nonparametric tests commonly used in biostatistics and how R is used to generate appropriate statistics for each test To introduce common figures typically associated with nonparametric data analysis and how R is used to generate appropriate figures in support of each data set The book focuses on how R is used to distinguish between data that could be classified as nonparametric as opposed to data that could be classified as parametric, with both approaches to data classification covered extensively. Following an introductory lesson on nonparametric statistics for the biological sciences, the book is organized into eight self-contained lessons on various analyses a...

  14. Nonparametric Bayesian density estimation on manifolds with applications to planar shapes.

    Science.gov (United States)

    Bhattacharya, Abhishek; Dunson, David B

    2010-12-01

    Statistical analysis on landmark-based shape spaces has diverse applications in morphometrics, medical diagnostics, machine vision and other areas. These shape spaces are non-Euclidean quotient manifolds. To conduct nonparametric inferences, one may define notions of centre and spread on this manifold and work with their estimates. However, it is useful to consider full likelihood-based methods, which allow nonparametric estimation of the probability density. This article proposes a broad class of mixture models constructed using suitable kernels on a general compact metric space and then on the planar shape space in particular. Following a Bayesian approach with a nonparametric prior on the mixing distribution, conditions are obtained under which the Kullback-Leibler property holds, implying large support and weak posterior consistency. Gibbs sampling methods are developed for posterior computation, and the methods are applied to problems in density estimation and classification with shape-based predictors. Simulation studies show improved estimation performance relative to existing approaches.

  15. Using probabilistic record linkage methods to identify Australian Indigenous women on the Queensland Pap Smear Register: the National Indigenous Cervical Screening Project.

    Science.gov (United States)

    Whop, Lisa J; Diaz, Abbey; Baade, Peter; Garvey, Gail; Cunningham, Joan; Brotherton, Julia M L; Canfell, Karen; Valery, Patricia C; O'Connell, Dianne L; Taylor, Catherine; Moore, Suzanne P; Condon, John R

    2016-02-12

    To evaluate the feasibility and reliability of record linkage of existing population-based data sets to determine Indigenous status among women receiving Pap smears. This method may allow for the first ever population measure of Australian Indigenous women's cervical screening participation rates. A linked data set of women aged 20-69 in the Queensland Pap Smear Register (PSR; 1999-2011) and Queensland Cancer Registry (QCR; 1997-2010) formed the Initial Study Cohort. Two extracts (1995-2011) were taken from Queensland public hospitals data (Queensland Hospital Admitted Patient Data Collection, QHAPDC) for women, aged 20-69, who had ever been identified as Indigenous (extract 1) and had a diagnosis or procedure code relating to cervical cancer (extract 2). The Initial Study Cohort was linked to extract 1, and women with cervical cancer in the initial cohort were linked to extract 2. The proportion of women in the Initial Cohort who linked with the extracts (true -pairs) is reported, as well as the proportion of potential pairs that required clerical review. After assigning Indigenous status from QHAPDC to the PSR, the proportion of women identified as Indigenous was calculated using 4 algorithms, and compared. There were 28,872 women (2.1%) from the Initial Study Cohort who matched to an ever Indigenous record in extract 1 (n=76,831). Women with cervical cancer in the Initial Study Cohort linked to 1385 (71%) records in extract 2. The proportion of Indigenous women ranged from 2.00% to 2.08% when using different algorithms to define Indigenous status. The Final Study Cohort included 1,372,823 women (PSR n=1,374,401; QCR n=1955), and 5,062,118 records. Indigenous status in Queensland cervical screening data was successfully ascertained through record linkage, allowing for the crucial assessment of the current cervical screening programme for Indigenous women. Our study highlights the need to include Indigenous status on Pap smear request and report forms in any

  16. Bayesian nonparametric dictionary learning for compressed sensing MRI.

    Science.gov (United States)

    Huang, Yue; Paisley, John; Lin, Qin; Ding, Xinghao; Fu, Xueyang; Zhang, Xiao-Ping

    2014-12-01

    We develop a Bayesian nonparametric model for reconstructing magnetic resonance images (MRIs) from highly undersampled k -space data. We perform dictionary learning as part of the image reconstruction process. To this end, we use the beta process as a nonparametric dictionary learning prior for representing an image patch as a sparse combination of dictionary elements. The size of the dictionary and patch-specific sparsity pattern are inferred from the data, in addition to other dictionary learning variables. Dictionary learning is performed directly on the compressed image, and so is tailored to the MRI being considered. In addition, we investigate a total variation penalty term in combination with the dictionary learning model, and show how the denoising property of dictionary learning removes dependence on regularization parameters in the noisy setting. We derive a stochastic optimization algorithm based on Markov chain Monte Carlo for the Bayesian model, and use the alternating direction method of multipliers for efficiently performing total variation minimization. We present empirical results on several MRI, which show that the proposed regularization framework can improve reconstruction accuracy over other methods.

  17. Bioprocess iterative batch-to-batch optimization based on hybrid parametric/nonparametric models.

    Science.gov (United States)

    Teixeira, Ana P; Clemente, João J; Cunha, António E; Carrondo, Manuel J T; Oliveira, Rui

    2006-01-01

    This paper presents a novel method for iterative batch-to-batch dynamic optimization of bioprocesses. The relationship between process performance and control inputs is established by means of hybrid grey-box models combining parametric and nonparametric structures. The bioreactor dynamics are defined by material balance equations, whereas the cell population subsystem is represented by an adjustable mixture of nonparametric and parametric models. Thus optimizations are possible without detailed mechanistic knowledge concerning the biological system. A clustering technique is used to supervise the reliability of the nonparametric subsystem during the optimization. Whenever the nonparametric outputs are unreliable, the objective function is penalized. The technique was evaluated with three simulation case studies. The overall results suggest that the convergence to the optimal process performance may be achieved after a small number of batches. The model unreliability risk constraint along with sampling scheduling are crucial to minimize the experimental effort required to attain a given process performance. In general terms, it may be concluded that the proposed method broadens the application of the hybrid parametric/nonparametric modeling technique to "newer" processes with higher potential for optimization.

  18. Decompounding random sums: A nonparametric approach

    DEFF Research Database (Denmark)

    Hansen, Martin Bøgsted; Pitts, Susan M.

    Observations from sums of random variables with a random number of summands, known as random, compound or stopped sums arise within many areas of engineering and science. Quite often it is desirable to infer properties of the distribution of the terms in the random sum. In the present paper we...... review a number of applications and consider the nonlinear inverse problem of inferring the cumulative distribution function of the components in the random sum. We review the existing literature on non-parametric approaches to the problem. The models amenable to the analysis are generalized considerably...

  19. A Nonparametric Test for Seasonal Unit Roots

    OpenAIRE

    Kunst, Robert M.

    2009-01-01

    Abstract: We consider a nonparametric test for the null of seasonal unit roots in quarterly time series that builds on the RUR (records unit root) test by Aparicio, Escribano, and Sipols. We find that the test concept is more promising than a formalization of visual aids such as plots by quarter. In order to cope with the sensitivity of the original RUR test to autocorrelation under its null of a unit root, we suggest an augmentation step by autoregression. We present some evidence on the siz...

  20. Multivariate nonparametric regression and visualization with R and applications to finance

    CERN Document Server

    Klemelä, Jussi

    2014-01-01

    A modern approach to statistical learning and its applications through visualization methods With a unique and innovative presentation, Multivariate Nonparametric Regression and Visualization provides readers with the core statistical concepts to obtain complete and accurate predictions when given a set of data. Focusing on nonparametric methods to adapt to the multiple types of data generatingmechanisms, the book begins with an overview of classification and regression. The book then introduces and examines various tested and proven visualization techniques for learning samples and functio

  1. Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

    Science.gov (United States)

    Feng, Jinchao; Lansford, Joshua; Mironenko, Alexander; Pourkargar, Davood Babaei; Vlachos, Dionisios G.; Katsoulakis, Markos A.

    2018-03-01

    We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data). The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.

  2. Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

    Directory of Open Access Journals (Sweden)

    Jinchao Feng

    2018-03-01

    Full Text Available We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data. The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.

  3. Efficient Record Linkage Algorithms Using Complete Linkage Clustering.

    Science.gov (United States)

    Mamun, Abdullah-Al; Aseltine, Robert; Rajasekaran, Sanguthevar

    2016-01-01

    Data from different agencies share data of the same individuals. Linking these datasets to identify all the records belonging to the same individuals is a crucial and challenging problem, especially given the large volumes of data. A large number of available algorithms for record linkage are prone to either time inefficiency or low-accuracy in finding matches and non-matches among the records. In this paper we propose efficient as well as reliable sequential and parallel algorithms for the record linkage problem employing hierarchical clustering methods. We employ complete linkage hierarchical clustering algorithms to address this problem. In addition to hierarchical clustering, we also use two other techniques: elimination of duplicate records and blocking. Our algorithms use sorting as a sub-routine to identify identical copies of records. We have tested our algorithms on datasets with millions of synthetic records. Experimental results show that our algorithms achieve nearly 100% accuracy. Parallel implementations achieve almost linear speedups. Time complexities of these algorithms do not exceed those of previous best-known algorithms. Our proposed algorithms outperform previous best-known algorithms in terms of accuracy consuming reasonable run times.

  4. Nonparametric Analyses of Log-Periodic Precursors to Financial Crashes

    Science.gov (United States)

    Zhou, Wei-Xing; Sornette, Didier

    We apply two nonparametric methods to further test the hypothesis that log-periodicity characterizes the detrended price trajectory of large financial indices prior to financial crashes or strong corrections. The term "parametric" refers here to the use of the log-periodic power law formula to fit the data; in contrast, "nonparametric" refers to the use of general tools such as Fourier transform, and in the present case the Hilbert transform and the so-called (H, q)-analysis. The analysis using the (H, q)-derivative is applied to seven time series ending with the October 1987 crash, the October 1997 correction and the April 2000 crash of the Dow Jones Industrial Average (DJIA), the Standard & Poor 500 and Nasdaq indices. The Hilbert transform is applied to two detrended price time series in terms of the ln(tc-t) variable, where tc is the time of the crash. Taking all results together, we find strong evidence for a universal fundamental log-frequency f=1.02±0.05 corresponding to the scaling ratio λ=2.67±0.12. These values are in very good agreement with those obtained in earlier works with different parametric techniques. This note is extracted from a long unpublished report with 58 figures available at , which extensively describes the evidence we have accumulated on these seven time series, in particular by presenting all relevant details so that the reader can judge for himself or herself the validity and robustness of the results.

  5. Genomic breeding value estimation using nonparametric additive regression models

    Directory of Open Access Journals (Sweden)

    Solberg Trygve

    2009-01-01

    Full Text Available Abstract Genomic selection refers to the use of genomewide dense markers for breeding value estimation and subsequently for selection. The main challenge of genomic breeding value estimation is the estimation of many effects from a limited number of observations. Bayesian methods have been proposed to successfully cope with these challenges. As an alternative class of models, non- and semiparametric models were recently introduced. The present study investigated the ability of nonparametric additive regression models to predict genomic breeding values. The genotypes were modelled for each marker or pair of flanking markers (i.e. the predictors separately. The nonparametric functions for the predictors were estimated simultaneously using additive model theory, applying a binomial kernel. The optimal degree of smoothing was determined by bootstrapping. A mutation-drift-balance simulation was carried out. The breeding values of the last generation (genotyped was predicted using data from the next last generation (genotyped and phenotyped. The results show moderate to high accuracies of the predicted breeding values. A determination of predictor specific degree of smoothing increased the accuracy.

  6. Application of nonparametric statistics to material strength/reliability assessment

    International Nuclear Information System (INIS)

    Arai, Taketoshi

    1992-01-01

    An advanced material technology requires data base on a wide variety of material behavior which need to be established experimentally. It may often happen that experiments are practically limited in terms of reproducibility or a range of test parameters. Statistical methods can be applied to understanding uncertainties in such a quantitative manner as required from the reliability point of view. Statistical assessment involves determinations of a most probable value and the maximum and/or minimum value as one-sided or two-sided confidence limit. A scatter of test data can be approximated by a theoretical distribution only if the goodness of fit satisfies a test criterion. Alternatively, nonparametric statistics (NPS) or distribution-free statistics can be applied. Mathematical procedures by NPS are well established for dealing with most reliability problems. They handle only order statistics of a sample. Mathematical formulas and some applications to engineering assessments are described. They include confidence limits of median, population coverage of sample, required minimum number of a sample, and confidence limits of fracture probability. These applications demonstrate that a nonparametric statistical estimation is useful in logical decision making in the case a large uncertainty exists. (author)

  7. A comparative study of non-parametric models for identification of ...

    African Journals Online (AJOL)

    However, the frequency response method using random binary signals was good for unpredicted white noise characteristics and considered the best method for non-parametric system identifica-tion. The autoregressive external input (ARX) model was very useful for system identification, but on applicati-on, few input ...

  8. Bayesian Nonparametric Clustering for Positive Definite Matrices.

    Science.gov (United States)

    Cherian, Anoop; Morellas, Vassilios; Papanikolopoulos, Nikolaos

    2016-05-01

    Symmetric Positive Definite (SPD) matrices emerge as data descriptors in several applications of computer vision such as object tracking, texture recognition, and diffusion tensor imaging. Clustering these data matrices forms an integral part of these applications, for which soft-clustering algorithms (K-Means, expectation maximization, etc.) are generally used. As is well-known, these algorithms need the number of clusters to be specified, which is difficult when the dataset scales. To address this issue, we resort to the classical nonparametric Bayesian framework by modeling the data as a mixture model using the Dirichlet process (DP) prior. Since these matrices do not conform to the Euclidean geometry, rather belongs to a curved Riemannian manifold,existing DP models cannot be directly applied. Thus, in this paper, we propose a novel DP mixture model framework for SPD matrices. Using the log-determinant divergence as the underlying dissimilarity measure to compare these matrices, and further using the connection between this measure and the Wishart distribution, we derive a novel DPM model based on the Wishart-Inverse-Wishart conjugate pair. We apply this model to several applications in computer vision. Our experiments demonstrate that our model is scalable to the dataset size and at the same time achieves superior accuracy compared to several state-of-the-art parametric and nonparametric clustering algorithms.

  9. Nonparametric estimation of stochastic differential equations with sparse Gaussian processes.

    Science.gov (United States)

    García, Constantino A; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G

    2017-08-01

    The application of stochastic differential equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we introduce a nonparametric method for estimating the drift and diffusion terms of SDEs from a densely observed discrete time series. The use of Gaussian processes as priors permits working directly in a function-space view and thus the inference takes place directly in this space. To cope with the computational complexity that requires the use of Gaussian processes, a sparse Gaussian process approximation is provided. This approximation permits the efficient computation of predictions for the drift and diffusion terms by using a distribution over a small subset of pseudosamples. The proposed method has been validated using both simulated data and real data from economy and paleoclimatology. The application of the method to real data demonstrates its ability to capture the behavior of complex systems.

  10. Indoor Positioning Using Nonparametric Belief Propagation Based on Spanning Trees

    Directory of Open Access Journals (Sweden)

    Savic Vladimir

    2010-01-01

    Full Text Available Nonparametric belief propagation (NBP is one of the best-known methods for cooperative localization in sensor networks. It is capable of providing information about location estimation with appropriate uncertainty and to accommodate non-Gaussian distance measurement errors. However, the accuracy of NBP is questionable in loopy networks. Therefore, in this paper, we propose a novel approach, NBP based on spanning trees (NBP-ST created by breadth first search (BFS method. In addition, we propose a reliable indoor model based on obtained measurements in our lab. According to our simulation results, NBP-ST performs better than NBP in terms of accuracy and communication cost in the networks with high connectivity (i.e., highly loopy networks. Furthermore, the computational and communication costs are nearly constant with respect to the transmission radius. However, the drawbacks of proposed method are a little bit higher computational cost and poor performance in low-connected networks.

  11. Thermally actuated linkage arrangement

    International Nuclear Information System (INIS)

    Anderson, P.M.

    1981-01-01

    A reusable thermally actuated linkage arrangement includes a first link member having a longitudinal bore therein adapted to receive at least a portion of a second link member therein, the first and second members being sized to effect an interference fit preventing relative movement there-between at a temperature below a predetermined temperature. The link members have different coefficients of thermal expansion so that when the linkage is selectively heated by heating element to a temperature above the predetermined temperature, relative longitudinal and/or rotational movement between the first and second link members is enabled. Two embodiments of a thermally activated linkage are disclosed which find particular application in actuators for a grapple head positioning arm in a nuclear reactor fuel handling mechanism to facilitate back-up safety retraction of the grapple head independently from the primary fuel handling mechanism drive system. (author)

  12. Generative Temporal Modelling of Neuroimaging - Decomposition and Nonparametric Testing

    DEFF Research Database (Denmark)

    Hald, Ditte Høvenhoff

    The goal of this thesis is to explore two improvements for functional magnetic resonance imaging (fMRI) analysis; namely our proposed decomposition method and an extension to the non-parametric testing framework. Analysis of fMRI allows researchers to investigate the functional processes...... of the brain, and provides insight into neuronal coupling during mental processes or tasks. The decomposition method is a Gaussian process-based independent components analysis (GPICA), which incorporates a temporal dependency in the sources. A hierarchical model specification is used, featuring both...... instantaneous and convolutive mixing, and the inferred temporal patterns. Spatial maps are seen to capture smooth and localized stimuli-related components, and often identifiable noise components. The implementation is freely available as a GUI/SPM plugin, and we recommend using GPICA as an additional tool when...

  13. Nonparametric autocovariance estimation from censored time series by Gaussian imputation.

    Science.gov (United States)

    Park, Jung Wook; Genton, Marc G; Ghosh, Sujit K

    2009-02-01

    One of the most frequently used methods to model the autocovariance function of a second-order stationary time series is to use the parametric framework of autoregressive and moving average models developed by Box and Jenkins. However, such parametric models, though very flexible, may not always be adequate to model autocovariance functions with sharp changes. Furthermore, if the data do not follow the parametric model and are censored at a certain value, the estimation results may not be reliable. We develop a Gaussian imputation method to estimate an autocovariance structure via nonparametric estimation of the autocovariance function in order to address both censoring and incorrect model specification. We demonstrate the effectiveness of the technique in terms of bias and efficiency with simulations under various rates of censoring and underlying models. We describe its application to a time series of silicon concentrations in the Arctic.

  14. High-Resolution Genome-Wide Linkage Mapping Identifies Susceptibility Loci for BMI in the Chinese Population

    DEFF Research Database (Denmark)

    Zhang, Dong Feng; Pang, Zengchang; Li, Shuxia

    2012-01-01

    The genetic loci affecting the commonly used BMI have been intensively investigated using linkage approaches in multiple populations. This study aims at performing the first genome-wide linkage scan on BMI in the Chinese population in mainland China with hypothesis that heterogeneity in genetic...... linkage could exist in different ethnic populations. BMI was measured from 126 dizygotic twins in Qingdao municipality who were genotyped using high-resolution Affymetrix Genome-Wide Human SNP arrays containing about 1 million single-nucleotide polymorphisms (SNPs). Nonparametric linkage analysis...... in western countries. Multiple loci showing suggestive linkage were found on chromosome 1 (lod score 2.38 at 242 cM), chromosome 8 (2.48 at 95 cM), and chromosome 14 (2.2 at 89.4 cM). The strong linkage identified in the Chinese subjects that is consistent with that found in populations of European origin...

  15. On Parametric (and Non-Parametric Variation

    Directory of Open Access Journals (Sweden)

    Neil Smith

    2009-11-01

    Full Text Available This article raises the issue of the correct characterization of ‘Parametric Variation’ in syntax and phonology. After specifying their theoretical commitments, the authors outline the relevant parts of the Principles–and–Parameters framework, and draw a three-way distinction among Universal Principles, Parameters, and Accidents. The core of the contribution then consists of an attempt to provide identity criteria for parametric, as opposed to non-parametric, variation. Parametric choices must be antecedently known, and it is suggested that they must also satisfy seven individually necessary and jointly sufficient criteria. These are that they be cognitively represented, systematic, dependent on the input, deterministic, discrete, mutually exclusive, and irreversible.

  16. Nonparametric predictive pairwise comparison with competing risks

    International Nuclear Information System (INIS)

    Coolen-Maturi, Tahani

    2014-01-01

    In reliability, failure data often correspond to competing risks, where several failure modes can cause a unit to fail. This paper presents nonparametric predictive inference (NPI) for pairwise comparison with competing risks data, assuming that the failure modes are independent. These failure modes could be the same or different among the two groups, and these can be both observed and unobserved failure modes. NPI is a statistical approach based on few assumptions, with inferences strongly based on data and with uncertainty quantified via lower and upper probabilities. The focus is on the lower and upper probabilities for the event that the lifetime of a future unit from one group, say Y, is greater than the lifetime of a future unit from the second group, say X. The paper also shows how the two groups can be compared based on particular failure mode(s), and the comparison of the two groups when some of the competing risks are combined is discussed

  17. Clause linkage in Ket

    NARCIS (Netherlands)

    Nefedov, Andrey

    2015-01-01

    This work provides a typologically oriented description of clause linkage strategies in Ket, a highly endangered language spoken in Central Siberia. It is now the only surviving member of the Yeniseian language family with the last remaining speakers residing in the north of Russia’s Krasnoyarsk

  18. Exact nonparametric confidence bands for the survivor function.

    Science.gov (United States)

    Matthews, David

    2013-10-12

    A method to produce exact simultaneous confidence bands for the empirical cumulative distribution function that was first described by Owen, and subsequently corrected by Jager and Wellner, is the starting point for deriving exact nonparametric confidence bands for the survivor function of any positive random variable. We invert a nonparametric likelihood test of uniformity, constructed from the Kaplan-Meier estimator of the survivor function, to obtain simultaneous lower and upper bands for the function of interest with specified global confidence level. The method involves calculating a null distribution and associated critical value for each observed sample configuration. However, Noe recursions and the Van Wijngaarden-Decker-Brent root-finding algorithm provide the necessary tools for efficient computation of these exact bounds. Various aspects of the effect of right censoring on these exact bands are investigated, using as illustrations two observational studies of survival experience among non-Hodgkin's lymphoma patients and a much larger group of subjects with advanced lung cancer enrolled in trials within the North Central Cancer Treatment Group. Monte Carlo simulations confirm the merits of the proposed method of deriving simultaneous interval estimates of the survivor function across the entire range of the observed sample. This research was supported by the Natural Sciences and Engineering Research Council (NSERC) of Canada. It was begun while the author was visiting the Department of Statistics, University of Auckland, and completed during a subsequent sojourn at the Medical Research Council Biostatistics Unit in Cambridge. The support of both institutions, in addition to that of NSERC and the University of Waterloo, is greatly appreciated.

  19. Hyperspectral image segmentation using a cooperative nonparametric approach

    Science.gov (United States)

    Taher, Akar; Chehdi, Kacem; Cariou, Claude

    2013-10-01

    In this paper a new unsupervised nonparametric cooperative and adaptive hyperspectral image segmentation approach is presented. The hyperspectral images are partitioned band by band in parallel and intermediate classification results are evaluated and fused, to get the final segmentation result. Two unsupervised nonparametric segmentation methods are used in parallel cooperation, namely the Fuzzy C-means (FCM) method, and the Linde-Buzo-Gray (LBG) algorithm, to segment each band of the image. The originality of the approach relies firstly on its local adaptation to the type of regions in an image (textured, non-textured), and secondly on the introduction of several levels of evaluation and validation of intermediate segmentation results before obtaining the final partitioning of the image. For the management of similar or conflicting results issued from the two classification methods, we gradually introduced various assessment steps that exploit the information of each spectral band and its adjacent bands, and finally the information of all the spectral bands. In our approach, the detected textured and non-textured regions are treated separately from feature extraction step, up to the final classification results. This approach was first evaluated on a large number of monocomponent images constructed from the Brodatz album. Then it was evaluated on two real applications using a respectively multispectral image for Cedar trees detection in the region of Baabdat (Lebanon) and a hyperspectral image for identification of invasive and non invasive vegetation in the region of Cieza (Spain). A correct classification rate (CCR) for the first application is over 97% and for the second application the average correct classification rate (ACCR) is over 99%.

  20. Supremum Norm Posterior Contraction and Credible Sets for Nonparametric Multivariate Regression

    NARCIS (Netherlands)

    Yoo, W.W.; Ghosal, S

    2016-01-01

    In the setting of nonparametric multivariate regression with unknown error variance, we study asymptotic properties of a Bayesian method for estimating a regression function f and its mixed partial derivatives. We use a random series of tensor product of B-splines with normal basis coefficients as a

  1. Does Private Tutoring Work? The Effectiveness of Private Tutoring: A Nonparametric Bounds Analysis

    Science.gov (United States)

    Hof, Stefanie

    2014-01-01

    Private tutoring has become popular throughout the world. However, evidence for the effect of private tutoring on students' academic outcome is inconclusive; therefore, this paper presents an alternative framework: a nonparametric bounds method. The present examination uses, for the first time, a large representative data-set in a European setting…

  2. Assessing pupil and school performance by non-parametric and parametric techniques

    NARCIS (Netherlands)

    de Witte, K.; Thanassoulis, E.; Simpson, G.; Battisti, G.; Charlesworth-May, A.

    2010-01-01

    This paper discusses the use of the non-parametric free disposal hull (FDH) and the parametric multi-level model (MLM) as alternative methods for measuring pupil and school attainment where hierarchical structured data are available. Using robust FDH estimates, we show how to decompose the overall

  3. Scale-Free Nonparametric Factor Analysis: A User-Friendly Introduction with Concrete Heuristic Examples.

    Science.gov (United States)

    Mittag, Kathleen Cage

    Most researchers using factor analysis extract factors from a matrix of Pearson product-moment correlation coefficients. A method is presented for extracting factors in a non-parametric way, by extracting factors from a matrix of Spearman rho (rank correlation) coefficients. It is possible to factor analyze a matrix of association such that…

  4. Nonparametric estimation of the stationary M/G/1 workload distribution function

    DEFF Research Database (Denmark)

    Hansen, Martin Bøgsted

    2005-01-01

    In this paper it is demonstrated how a nonparametric estimator of the stationary workload distribution function of the M/G/1-queue can be obtained by systematic sampling the workload process. Weak convergence results and bootstrap methods for empirical distribution functions for stationary associ...

  5. Debt and growth: A non-parametric approach

    Science.gov (United States)

    Brida, Juan Gabriel; Gómez, David Matesanz; Seijas, Maria Nela

    2017-11-01

    In this study, we explore the dynamic relationship between public debt and economic growth by using a non-parametric approach based on data symbolization and clustering methods. The study uses annual data of general government consolidated gross debt-to-GDP ratio and gross domestic product for sixteen countries between 1977 and 2015. Using symbolic sequences, we introduce a notion of distance between the dynamical paths of different countries. Then, a Minimal Spanning Tree and a Hierarchical Tree are constructed from time series to help detecting the existence of groups of countries sharing similar economic performance. The main finding of the study appears for the period 2008-2016 when several countries surpassed the 90% debt-to-GDP threshold. During this period, three groups (clubs) of countries are obtained: high, mid and low indebted countries, suggesting that the employed debt-to-GDP threshold drives economic dynamics for the selected countries.

  6. Nonparametric estimation of benchmark doses in environmental risk assessment

    Science.gov (United States)

    Piegorsch, Walter W.; Xiong, Hui; Bhattacharya, Rabi N.; Lin, Lizhen

    2013-01-01

    Summary An important statistical objective in environmental risk analysis is estimation of minimum exposure levels, called benchmark doses (BMDs), that induce a pre-specified benchmark response in a dose-response experiment. In such settings, representations of the risk are traditionally based on a parametric dose-response model. It is a well-known concern, however, that if the chosen parametric form is misspecified, inaccurate and possibly unsafe low-dose inferences can result. We apply a nonparametric approach for calculating benchmark doses, based on an isotonic regression method for dose-response estimation with quantal-response data (Bhattacharya and Kong, 2007). We determine the large-sample properties of the estimator, develop bootstrap-based confidence limits on the BMDs, and explore the confidence limits’ small-sample properties via a short simulation study. An example from cancer risk assessment illustrates the calculations. PMID:23914133

  7. Simple nonparametric checks for model data fit in CAT

    NARCIS (Netherlands)

    Meijer, R.R.

    2005-01-01

    In this paper, the usefulness of several nonparametric checks is discussed in a computerized adaptive testing (CAT) context. Although there is no tradition of nonparametric scalability in CAT, it can be argued that scalability checks can be useful to investigate, for example, the quality of item

  8. Nonparametric Bayesian inference for multidimensional compound Poisson processes

    NARCIS (Netherlands)

    Gugushvili, S.; van der Meulen, F.; Spreij, P.

    2015-01-01

    Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density r0 and intensity λ0. We take a nonparametric Bayesian approach to the problem and determine posterior contraction rates in this context,

  9. Nonparametric analysis of blocked ordered categories data: some examples revisited

    Directory of Open Access Journals (Sweden)

    O. Thas

    2006-08-01

    Full Text Available Nonparametric analysis for general block designs can be given by using the Cochran-Mantel-Haenszel (CMH statistics. We demonstrate this with four examples and note that several well-known nonparametric statistics are special cases of CMH statistics.

  10. A Structural Labor Supply Model with Nonparametric Preferences

    NARCIS (Netherlands)

    van Soest, A.H.O.; Das, J.W.M.; Gong, X.

    2000-01-01

    Nonparametric techniques are usually seen as a statistic device for data description and exploration, and not as a tool for estimating models with a richer economic structure, which are often required for policy analysis.This paper presents an example where nonparametric flexibility can be attained

  11. 2nd Conference of the International Society for Nonparametric Statistics

    CERN Document Server

    Manteiga, Wenceslao; Romo, Juan

    2016-01-01

    This volume collects selected, peer-reviewed contributions from the 2nd Conference of the International Society for Nonparametric Statistics (ISNPS), held in Cádiz (Spain) between June 11–16 2014, and sponsored by the American Statistical Association, the Institute of Mathematical Statistics, the Bernoulli Society for Mathematical Statistics and Probability, the Journal of Nonparametric Statistics and Universidad Carlos III de Madrid. The 15 articles are a representative sample of the 336 contributed papers presented at the conference. They cover topics such as high-dimensional data modelling, inference for stochastic processes and for dependent data, nonparametric and goodness-of-fit testing, nonparametric curve estimation, object-oriented data analysis, and semiparametric inference. The aim of the ISNPS 2014 conference was to bring together recent advances and trends in several areas of nonparametric statistics in order to facilitate the exchange of research ideas, promote collaboration among researchers...

  12. Testing for constant nonparametric effects in general semiparametric regression models with interactions

    KAUST Repository

    Wei, Jiawei

    2011-07-01

    We consider the problem of testing for a constant nonparametric effect in a general semi-parametric regression model when there is the potential for interaction between the parametrically and nonparametrically modeled variables. The work was originally motivated by a unique testing problem in genetic epidemiology (Chatterjee, et al., 2006) that involved a typical generalized linear model but with an additional term reminiscent of the Tukey one-degree-of-freedom formulation, and their interest was in testing for main effects of the genetic variables, while gaining statistical power by allowing for a possible interaction between genes and the environment. Later work (Maity, et al., 2009) involved the possibility of modeling the environmental variable nonparametrically, but they focused on whether there was a parametric main effect for the genetic variables. In this paper, we consider the complementary problem, where the interest is in testing for the main effect of the nonparametrically modeled environmental variable. We derive a generalized likelihood ratio test for this hypothesis, show how to implement it, and provide evidence that our method can improve statistical power when compared to standard partially linear models with main effects only. We use the method for the primary purpose of analyzing data from a case-control study of colorectal adenoma.

  13. Nonparametric tests for equality of psychometric functions.

    Science.gov (United States)

    García-Pérez, Miguel A; Núñez-Antón, Vicente

    2017-12-07

    Many empirical studies measure psychometric functions (curves describing how observers' performance varies with stimulus magnitude) because these functions capture the effects of experimental conditions. To assess these effects, parametric curves are often fitted to the data and comparisons are carried out by testing for equality of mean parameter estimates across conditions. This approach is parametric and, thus, vulnerable to violations of the implied assumptions. Furthermore, testing for equality of means of parameters may be misleading: Psychometric functions may vary meaningfully across conditions on an observer-by-observer basis with no effect on the mean values of the estimated parameters. Alternative approaches to assess equality of psychometric functions per se are thus needed. This paper compares three nonparametric tests that are applicable in all situations of interest: The existing generalized Mantel-Haenszel test, a generalization of the Berry-Mielke test that was developed here, and a split variant of the generalized Mantel-Haenszel test also developed here. Their statistical properties (accuracy and power) are studied via simulation and the results show that all tests are indistinguishable as to accuracy but they differ non-uniformly as to power. Empirical use of the tests is illustrated via analyses of published data sets and practical recommendations are given. The computer code in MATLAB and R to conduct these tests is available as Electronic Supplemental Material.

  14. Non-parametric Tuning of PID Controllers A Modified Relay-Feedback-Test Approach

    CERN Document Server

    Boiko, Igor

    2013-01-01

    The relay feedback test (RFT) has become a popular and efficient  tool used in process identification and automatic controller tuning. Non-parametric Tuning of PID Controllers couples new modifications of classical RFT with application-specific optimal tuning rules to form a non-parametric method of test-and-tuning. Test and tuning are coordinated through a set of common parameters so that a PID controller can obtain the desired gain or phase margins in a system exactly, even with unknown process dynamics. The concept of process-specific optimal tuning rules in the nonparametric setup, with corresponding tuning rules for flow, level pressure, and temperature control loops is presented in the text.   Common problems of tuning accuracy based on parametric and non-parametric approaches are addressed. In addition, the text treats the parametric approach to tuning based on the modified RFT approach and the exact model of oscillations in the system under test using the locus of a perturbedrelay system (LPRS) meth...

  15. Privacy-preserving record linkage on large real world datasets.

    Science.gov (United States)

    Randall, Sean M; Ferrante, Anna M; Boyd, James H; Bauer, Jacqueline K; Semmens, James B

    2014-08-01

    Record linkage typically involves the use of dedicated linkage units who are supplied with personally identifying information to determine individuals from within and across datasets. The personally identifying information supplied to linkage units is separated from clinical information prior to release by data custodians. While this substantially reduces the risk of disclosure of sensitive information, some residual risks still exist and remain a concern for some custodians. In this paper we trial a method of record linkage which reduces privacy risk still further on large real world administrative data. The method uses encrypted personal identifying information (bloom filters) in a probability-based linkage framework. The privacy preserving linkage method was tested on ten years of New South Wales (NSW) and Western Australian (WA) hospital admissions data, comprising in total over 26 million records. No difference in linkage quality was found when the results were compared to traditional probabilistic methods using full unencrypted personal identifiers. This presents as a possible means of reducing privacy risks related to record linkage in population level research studies. It is hoped that through adaptations of this method or similar privacy preserving methods, risks related to information disclosure can be reduced so that the benefits of linked research taking place can be fully realised. Copyright © 2013 Elsevier Inc. All rights reserved.

  16. Are cranial biomechanical simulation data linked to known diets in extant taxa? A method for applying diet-biomechanics linkage models to infer feeding capability of extinct species.

    Directory of Open Access Journals (Sweden)

    Zhijie Jack Tseng

    Full Text Available Performance of the masticatory system directly influences feeding and survival, so adaptive hypotheses often are proposed to explain craniodental evolution via functional morphology changes. However, the prevalence of "many-to-one" association of cranial forms and functions in vertebrates suggests a complex interplay of ecological and evolutionary histories, resulting in redundant morphology-diet linkages. Here we examine the link between cranial biomechanical properties for taxa with different dietary preferences in crown clade Carnivora, the most diverse clade of carnivorous mammals. We test whether hypercarnivores and generalists can be distinguished based on cranial mechanical simulation models, and how such diet-biomechanics linkages relate to morphology. Comparative finite element and geometric morphometrics analyses document that predicted bite force is positively allometric relative to skull strain energy; this is achieved in part by increased stiffness in larger skull models and shape changes that resist deformation and displacement. Size-standardized strain energy levels do not reflect feeding preferences; instead, caniform models have higher strain energy than feliform models. This caniform-feliform split is reinforced by a sensitivity analysis using published models for six additional taxa. Nevertheless, combined bite force-strain energy curves distinguish hypercarnivorous versus generalist feeders. These findings indicate that the link between cranial biomechanical properties and carnivoran feeding preference can be clearly defined and characterized, despite phylogenetic and allometric effects. Application of this diet-biomechanics linkage model to an analysis of an extinct stem carnivoramorphan and an outgroup creodont species provides biomechanical evidence for the evolution of taxa into distinct hypercarnivorous and generalist feeding styles prior to the appearance of crown carnivoran clades with similar feeding preferences.

  17. Bayesian estimates of linkage disequilibrium

    Directory of Open Access Journals (Sweden)

    Abad-Grau María M

    2007-06-01

    Full Text Available Abstract Background The maximum likelihood estimator of D' – a standard measure of linkage disequilibrium – is biased toward disequilibrium, and the bias is particularly evident in small samples and rare haplotypes. Results This paper proposes a Bayesian estimation of D' to address this problem. The reduction of the bias is achieved by using a prior distribution on the pair-wise associations between single nucleotide polymorphisms (SNPs that increases the likelihood of equilibrium with increasing physical distances between pairs of SNPs. We show how to compute the Bayesian estimate using a stochastic estimation based on MCMC methods, and also propose a numerical approximation to the Bayesian estimates that can be used to estimate patterns of LD in large datasets of SNPs. Conclusion Our Bayesian estimator of D' corrects the bias toward disequilibrium that affects the maximum likelihood estimator. A consequence of this feature is a more objective view about the extent of linkage disequilibrium in the human genome, and a more realistic number of tagging SNPs to fully exploit the power of genome wide association studies.

  18. Probability Machines: Consistent Probability Estimation Using Nonparametric Learning Machines

    Science.gov (United States)

    Malley, J. D.; Kruppa, J.; Dasgupta, A.; Malley, K. G.; Ziegler, A.

    2011-01-01

    Summary Background Most machine learning approaches only provide a classification for binary responses. However, probabilities are required for risk estimation using individual patient characteristics. It has been shown recently that every statistical learning machine known to be consistent for a nonparametric regression problem is a probability machine that is provably consistent for this estimation problem. Objectives The aim of this paper is to show how random forests and nearest neighbors can be used for consistent estimation of individual probabilities. Methods Two random forest algorithms and two nearest neighbor algorithms are described in detail for estimation of individual probabilities. We discuss the consistency of random forests, nearest neighbors and other learning machines in detail. We conduct a simulation study to illustrate the validity of the methods. We exemplify the algorithms by analyzing two well-known data sets on the diagnosis of appendicitis and the diagnosis of diabetes in Pima Indians. Results Simulations demonstrate the validity of the method. With the real data application, we show the accuracy and practicality of this approach. We provide sample code from R packages in which the probability estimation is already available. This means that all calculations can be performed using existing software. Conclusions Random forest algorithms as well as nearest neighbor approaches are valid machine learning methods for estimating individual probabilities for binary responses. Freely available implementations are available in R and may be used for applications. PMID:21915433

  19. Nonparametric Bayes Classification and Hypothesis Testing on Manifolds

    Science.gov (United States)

    Bhattacharya, Abhishek; Dunson, David

    2012-01-01

    Our first focus is prediction of a categorical response variable using features that lie on a general manifold. For example, the manifold may correspond to the surface of a hypersphere. We propose a general kernel mixture model for the joint distribution of the response and predictors, with the kernel expressed in product form and dependence induced through the unknown mixing measure. We provide simple sufficient conditions for large support and weak and strong posterior consistency in estimating both the joint distribution of the response and predictors and the conditional distribution of the response. Focusing on a Dirichlet process prior for the mixing measure, these conditions hold using von Mises-Fisher kernels when the manifold is the unit hypersphere. In this case, Bayesian methods are developed for efficient posterior computation using slice sampling. Next we develop Bayesian nonparametric methods for testing whether there is a difference in distributions between groups of observations on the manifold having unknown densities. We prove consistency of the Bayes factor and develop efficient computational methods for its calculation. The proposed classification and testing methods are evaluated using simulation examples and applied to spherical data applications. PMID:22754028

  20. Weak Disposability in Nonparametric Production Analysis with Undesirable Outputs

    NARCIS (Netherlands)

    Kuosmanen, T.K.

    2005-01-01

    Environmental Economics and Natural Resources Group at Wageningen University in The Netherlands Weak disposability of outputs means that firms can abate harmful emissions by decreasing the activity level. Modeling weak disposability in nonparametric production analysis has caused some confusion.

  1. Multi-sample nonparametric treatments comparison in medical ...

    African Journals Online (AJOL)

    Multi-sample nonparametric treatments comparison in medical follow-up study with unequal observation processes through simulation and bladder tumour case study. P. L. Tan, N.A. Ibrahim, M.B. Adam, J. Arasan ...

  2. Nonparametric predictive inference for combining diagnostic tests with parametric copula

    Science.gov (United States)

    Muhammad, Noryanti; Coolen, F. P. A.; Coolen-Maturi, T.

    2017-09-01

    Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. The Receiver Operating Characteristic (ROC) curve is a popular statistical tool for describing the performance of diagnostic tests. The area under the ROC curve (AUC) is often used as a measure of the overall performance of the diagnostic test. In this paper, we interest in developing strategies for combining test results in order to increase the diagnostic accuracy. We introduce nonparametric predictive inference (NPI) for combining two diagnostic test results with considering dependence structure using parametric copula. NPI is a frequentist statistical framework for inference on a future observation based on past data observations. NPI uses lower and upper probabilities to quantify uncertainty and is based on only a few modelling assumptions. While copula is a well-known statistical concept for modelling dependence of random variables. A copula is a joint distribution function whose marginals are all uniformly distributed and it can be used to model the dependence separately from the marginal distributions. In this research, we estimate the copula density using a parametric method which is maximum likelihood estimator (MLE). We investigate the performance of this proposed method via data sets from the literature and discuss results to show how our method performs for different family of copulas. Finally, we briefly outline related challenges and opportunities for future research.

  3. Bayesian nonparametric clustering in phylogenetics: modeling antigenic evolution in influenza.

    Science.gov (United States)

    Cybis, Gabriela B; Sinsheimer, Janet S; Bedford, Trevor; Rambaut, Andrew; Lemey, Philippe; Suchard, Marc A

    2018-01-30

    Influenza is responsible for up to 500,000 deaths every year, and antigenic variability represents much of its epidemiological burden. To visualize antigenic differences across many viral strains, antigenic cartography methods use multidimensional scaling on binding assay data to map influenza antigenicity onto a low-dimensional space. Analysis of such assay data ideally leads to natural clustering of influenza strains of similar antigenicity that correlate with sequence evolution. To understand the dynamics of these antigenic groups, we present a framework that jointly models genetic and antigenic evolution by combining multidimensional scaling of binding assay data, Bayesian phylogenetic machinery and nonparametric clustering methods. We propose a phylogenetic Chinese restaurant process that extends the current process to incorporate the phylogenetic dependency structure between strains in the modeling of antigenic clusters. With this method, we are able to use the genetic information to better understand the evolution of antigenicity throughout epidemics, as shown in applications of this model to H1N1 influenza. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  4. The score statistic of the LD-lod analysis: detecting linkage adaptive to linkage disequilibrium.

    Science.gov (United States)

    Huang, J; Jiang, Y

    2001-01-01

    We study the properties of a modified lod score method for testing linkage that incorporates linkage disequilibrium (LD-lod). By examination of its score statistic, we show that the LD-lod score method adaptively combines two sources of information: (a) the IBD sharing score which is informative for linkage regardless of the existence of LD and (b) the contrast between allele-specific IBD sharing scores which is informative for linkage only in the presence of LD. We also consider the connection between the LD-lod score method and the transmission-disequilibrium test (TDT) for triad data and the mean test for affected sib pair (ASP) data. We show that, for triad data, the recessive LD-lod test is asymptotically equivalent to the TDT; and for ASP data, it is an adaptive combination of the TDT and the ASP mean test. We demonstrate that the LD-lod score method has relatively good statistical efficiency in comparison with the ASP mean test and the TDT for a broad range of LD and the genetic models considered in this report. Therefore, the LD-lod score method is an interesting approach for detecting linkage when the extent of LD is unknown, such as in a genome-wide screen with a dense set of genetic markers. Copyright 2001 S. Karger AG, Basel

  5. On Wasserstein Two-Sample Testing and Related Families of Nonparametric Tests

    Directory of Open Access Journals (Sweden)

    Aaditya Ramdas

    2017-01-01

    Full Text Available Nonparametric two-sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is old and rich, with a wide variety of statistics having being designed and analyzed, both for the unidimensional and the multivariate setting. Inthisshortsurvey,wefocusonteststatisticsthatinvolvetheWassersteindistance. Usingan entropic smoothing of the Wasserstein distance, we connect these to very different tests including multivariate methods involving energy statistics and kernel based maximum mean discrepancy and univariate methods like the Kolmogorov–Smirnov test, probability or quantile (PP/QQ plots and receiver operating characteristic or ordinal dominance (ROC/ODC curves. Some observations are implicit in the literature, while others seem to have not been noticed thus far. Given nonparametric two-sample testing’s classical and continued importance, we aim to provide useful connections for theorists and practitioners familiar with one subset of methods but not others.

  6. Non-parametric Bayesian networks: Improving theory and reviewing applications

    International Nuclear Information System (INIS)

    Hanea, Anca; Morales Napoles, Oswaldo; Ababei, Dan

    2015-01-01

    Applications in various domains often lead to high dimensional dependence modelling. A Bayesian network (BN) is a probabilistic graphical model that provides an elegant way of expressing the joint distribution of a large number of interrelated variables. BNs have been successfully used to represent uncertain knowledge in a variety of fields. The majority of applications use discrete BNs, i.e. BNs whose nodes represent discrete variables. Integrating continuous variables in BNs is an area fraught with difficulty. Several methods that handle discrete-continuous BNs have been proposed in the literature. This paper concentrates only on one method called non-parametric BNs (NPBNs). NPBNs were introduced in 2004 and they have been or are currently being used in at least twelve professional applications. This paper provides a short introduction to NPBNs, a couple of theoretical advances, and an overview of applications. The aim of the paper is twofold: one is to present the latest improvements of the theory underlying NPBNs, and the other is to complement the existing overviews of BNs applications with the NPNBs applications. The latter opens the opportunity to discuss some difficulties that applications pose to the theoretical framework and in this way offers some NPBN modelling guidance to practitioners. - Highlights: • The paper gives an overview of the current NPBNs methodology. • We extend the NPBN methodology by relaxing the conditions of one of its fundamental theorems. • We propose improvements of the data mining algorithm for the NPBNs. • We review the professional applications of the NPBNs.

  7. Bootstrap Prediction Intervals in Non-Parametric Regression with Applications to Anomaly Detection

    Science.gov (United States)

    Kumar, Sricharan; Srivistava, Ashok N.

    2012-01-01

    Prediction intervals provide a measure of the probable interval in which the outputs of a regression model can be expected to occur. Subsequently, these prediction intervals can be used to determine if the observed output is anomalous or not, conditioned on the input. In this paper, a procedure for determining prediction intervals for outputs of nonparametric regression models using bootstrap methods is proposed. Bootstrap methods allow for a non-parametric approach to computing prediction intervals with no specific assumptions about the sampling distribution of the noise or the data. The asymptotic fidelity of the proposed prediction intervals is theoretically proved. Subsequently, the validity of the bootstrap based prediction intervals is illustrated via simulations. Finally, the bootstrap prediction intervals are applied to the problem of anomaly detection on aviation data.

  8. A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems

    Science.gov (United States)

    Merkatas, Christos; Kaloudis, Konstantinos; Hatjispyros, Spyridon J.

    2017-06-01

    We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods. Our results can be used by researchers in physical modeling interested in a fast and accurate estimation of low dimensional stochastic models when the size of the observed time series is small and the noise process (perhaps) is non-Gaussian. The inference procedure is demonstrated specifically in the case of polynomial maps of an arbitrary degree and when a Geometric Stick Breaking mixture process prior over the space of densities, is applied to the additive errors. Our method is parsimonious compared to Bayesian nonparametric techniques based on Dirichlet process mixtures, flexible and general. Simulations based on synthetic time series are presented.

  9. A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems.

    Science.gov (United States)

    Merkatas, Christos; Kaloudis, Konstantinos; Hatjispyros, Spyridon J

    2017-06-01

    We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods. Our results can be used by researchers in physical modeling interested in a fast and accurate estimation of low dimensional stochastic models when the size of the observed time series is small and the noise process (perhaps) is non-Gaussian. The inference procedure is demonstrated specifically in the case of polynomial maps of an arbitrary degree and when a Geometric Stick Breaking mixture process prior over the space of densities, is applied to the additive errors. Our method is parsimonious compared to Bayesian nonparametric techniques based on Dirichlet process mixtures, flexible and general. Simulations based on synthetic time series are presented.

  10. Driving Style Analysis Using Primitive Driving Patterns With Bayesian Nonparametric Approaches

    OpenAIRE

    Wang, Wenshuo; Xi, Junqiang; Zhao, Ding

    2017-01-01

    Analysis and recognition of driving styles are profoundly important to intelligent transportation and vehicle calibration. This paper presents a novel driving style analysis framework using the primitive driving patterns learned from naturalistic driving data. In order to achieve this, first, a Bayesian nonparametric learning method based on a hidden semi-Markov model (HSMM) is introduced to extract primitive driving patterns from time series driving data without prior knowledge of the number...

  11. Generalized Correlation Coefficient for Non-Parametric Analysis of Microarray Time-Course Data

    DEFF Research Database (Denmark)

    Tan, Qihua; Thomassen, Mads; Burton, Mark

    2017-01-01

    the heterogeneous time-course gene expression patterns. Application of the method identified nonlinear time-course patterns in high agreement with parametric analysis. We conclude that the non-parametric nature in the generalized correlation analysis could be an useful and efficient tool for analyzing microarray...... time-course data and for exploring the complex relationships in the omics data for studying their association with disease and health....

  12. A local non-parametric model for trade sign inference

    Science.gov (United States)

    Blazejewski, Adam; Coggins, Richard

    2005-03-01

    We investigate a regularity in market order submission strategies for 12 stocks with large market capitalization on the Australian Stock Exchange. The regularity is evidenced by a predictable relationship between the trade sign (trade initiator), size of the trade, and the contents of the limit order book before the trade. We demonstrate this predictability by developing an empirical inference model to classify trades into buyer-initiated and seller-initiated. The model employs a local non-parametric method, k-nearest neighbor, which in the past was used successfully for chaotic time series prediction. The k-nearest neighbor with three predictor variables achieves an average out-of-sample classification accuracy of 71.40%, compared to 63.32% for the linear logistic regression with seven predictor variables. The result suggests that a non-linear approach may produce a more parsimonious trade sign inference model with a higher out-of-sample classification accuracy. Furthermore, for most of our stocks the observed regularity in market order submissions seems to have a memory of at least 30 trading days.

  13. Bayesian nonparametric meta-analysis using Polya tree mixture models.

    Science.gov (United States)

    Branscum, Adam J; Hanson, Timothy E

    2008-09-01

    Summary. A common goal in meta-analysis is estimation of a single effect measure using data from several studies that are each designed to address the same scientific inquiry. Because studies are typically conducted in geographically disperse locations, recent developments in the statistical analysis of meta-analytic data involve the use of random effects models that account for study-to-study variability attributable to differences in environments, demographics, genetics, and other sources that lead to heterogeneity in populations. Stemming from asymptotic theory, study-specific summary statistics are modeled according to normal distributions with means representing latent true effect measures. A parametric approach subsequently models these latent measures using a normal distribution, which is strictly a convenient modeling assumption absent of theoretical justification. To eliminate the influence of overly restrictive parametric models on inferences, we consider a broader class of random effects distributions. We develop a novel hierarchical Bayesian nonparametric Polya tree mixture (PTM) model. We present methodology for testing the PTM versus a normal random effects model. These methods provide researchers a straightforward approach for conducting a sensitivity analysis of the normality assumption for random effects. An application involving meta-analysis of epidemiologic studies designed to characterize the association between alcohol consumption and breast cancer is presented, which together with results from simulated data highlight the performance of PTMs in the presence of nonnormality of effect measures in the source population.

  14. DPpackage: Bayesian Semi- and Nonparametric Modeling in R

    Directory of Open Access Journals (Sweden)

    Alejandro Jara

    2011-04-01

    Full Text Available Data analysis sometimes requires the relaxation of parametric assumptions in order to gain modeling flexibility and robustness against mis-specification of the probability model. In the Bayesian context, this is accomplished by placing a prior distribution on a function space, such as the space of all probability distributions or the space of all regression functions. Unfortunately, posterior distributions ranging over function spaces are highly complex and hence sampling methods play a key role. This paper provides an introduction to a simple, yet comprehensive, set of programs for the implementation of some Bayesian nonparametric and semiparametric models in R, DPpackage. Currently, DPpackage includes models for marginal and conditional density estimation, receiver operating characteristic curve analysis, interval-censored data, binary regression data, item response data, longitudinal and clustered data using generalized linear mixed models, and regression data using generalized additive models. The package also contains functions to compute pseudo-Bayes factors for model comparison and for eliciting the precision parameter of the Dirichlet process prior, and a general purpose Metropolis sampling algorithm. To maximize computational efficiency, the actual sampling for each model is carried out using compiled C, C++ or Fortran code.

  15. Bayesian nonparametric estimation of continuous monotone functions with applications to dose-response analysis.

    Science.gov (United States)

    Bornkamp, Björn; Ickstadt, Katja

    2009-03-01

    In this article, we consider monotone nonparametric regression in a Bayesian framework. The monotone function is modeled as a mixture of shifted and scaled parametric probability distribution functions, and a general random probability measure is assumed as the prior for the mixing distribution. We investigate the choice of the underlying parametric distribution function and find that the two-sided power distribution function is well suited both from a computational and mathematical point of view. The model is motivated by traditional nonlinear models for dose-response analysis, and provides possibilities to elicitate informative prior distributions on different aspects of the curve. The method is compared with other recent approaches to monotone nonparametric regression in a simulation study and is illustrated on a data set from dose-response analysis.

  16. Promotion time cure rate model with nonparametric form of covariate effects.

    Science.gov (United States)

    Chen, Tianlei; Du, Pang

    2018-05-10

    Survival data with a cured portion are commonly seen in clinical trials. Motivated from a biological interpretation of cancer metastasis, promotion time cure model is a popular alternative to the mixture cure rate model for analyzing such data. The existing promotion cure models all assume a restrictive parametric form of covariate effects, which can be incorrectly specified especially at the exploratory stage. In this paper, we propose a nonparametric approach to modeling the covariate effects under the framework of promotion time cure model. The covariate effect function is estimated by smoothing splines via the optimization of a penalized profile likelihood. Point-wise interval estimates are also derived from the Bayesian interpretation of the penalized profile likelihood. Asymptotic convergence rates are established for the proposed estimates. Simulations show excellent performance of the proposed nonparametric method, which is then applied to a melanoma study. Copyright © 2018 John Wiley & Sons, Ltd.

  17. Scalable Bayesian nonparametric measures for exploring pairwise dependence via Dirichlet Process Mixtures.

    Science.gov (United States)

    Filippi, Sarah; Holmes, Chris C; Nieto-Barajas, Luis E

    2016-11-16

    In this article we propose novel Bayesian nonparametric methods using Dirichlet Process Mixture (DPM) models for detecting pairwise dependence between random variables while accounting for uncertainty in the form of the underlying distributions. A key criteria is that the procedures should scale to large data sets. In this regard we find that the formal calculation of the Bayes factor for a dependent-vs.-independent DPM joint probability measure is not feasible computationally. To address this we present Bayesian diagnostic measures for characterising evidence against a "null model" of pairwise independence. In simulation studies, as well as for a real data analysis, we show that our approach provides a useful tool for the exploratory nonparametric Bayesian analysis of large multivariate data sets.

  18. A multitemporal and non-parametric approach for assessing the impacts of drought on vegetation greenness

    DEFF Research Database (Denmark)

    Carrao, Hugo; Sepulcre, Guadalupe; Horion, Stéphanie Marie Anne F

    2013-01-01

    This study evaluates the relationship between the frequency and duration of meteorological droughts and the subsequent temporal changes on the quantity of actively photosynthesizing biomass (greenness) estimated from satellite imagery on rainfed croplands in Latin America. An innovative non-parametric...... and non-supervised approach, based on the Fisher-Jenks optimal classification algorithm, is used to identify multi-scale meteorological droughts on the basis of empirical cumulative distributions of 1, 3, 6, and 12-monthly precipitation totals. As input data for the classifier, we use the gridded GPCC...... for the period between 1998 and 2010. The time-series analysis of vegetation greenness is performed during the growing season with a non-parametric method, namely the seasonal Relative Greenness (RG) of spatially accumulated fAPAR. The Global Land Cover map of 2000 and the GlobCover maps of 2005/2006 and 2009...

  19. Geostatistical radar-raingauge combination with nonparametric correlograms: methodological considerations and application in Switzerland

    Science.gov (United States)

    Schiemann, R.; Erdin, R.; Willi, M.; Frei, C.; Berenguer, M.; Sempere-Torres, D.

    2011-05-01

    Modelling spatial covariance is an essential part of all geostatistical methods. Traditionally, parametric semivariogram models are fit from available data. More recently, it has been suggested to use nonparametric correlograms obtained from spatially complete data fields. Here, both estimation techniques are compared. Nonparametric correlograms are shown to have a substantial negative bias. Nonetheless, when combined with the sample variance of the spatial field under consideration, they yield an estimate of the semivariogram that is unbiased for small lag distances. This justifies the use of this estimation technique in geostatistical applications. Various formulations of geostatistical combination (Kriging) methods are used here for the construction of hourly precipitation grids for Switzerland based on data from a sparse realtime network of raingauges and from a spatially complete radar composite. Two variants of Ordinary Kriging (OK) are used to interpolate the sparse gauge observations. In both OK variants, the radar data are only used to determine the semivariogram model. One variant relies on a traditional parametric semivariogram estimate, whereas the other variant uses the nonparametric correlogram. The variants are tested for three cases and the impact of the semivariogram model on the Kriging prediction is illustrated. For the three test cases, the method using nonparametric correlograms performs equally well or better than the traditional method, and at the same time offers great practical advantages. Furthermore, two variants of Kriging with external drift (KED) are tested, both of which use the radar data to estimate nonparametric correlograms, and as the external drift variable. The first KED variant has been used previously for geostatistical radar-raingauge merging in Catalonia (Spain). The second variant is newly proposed here and is an extension of the first. Both variants are evaluated for the three test cases as well as an extended evaluation

  20. On the Choice of Difference Sequence in a Unified Framework for Variance Estimation in Nonparametric Regression

    KAUST Repository

    Dai, Wenlin; Tong, Tiejun; Zhu, Lixing

    2017-01-01

    Difference-based methods do not require estimating the mean function in nonparametric regression and are therefore popular in practice. In this paper, we propose a unified framework for variance estimation that combines the linear regression method with the higher-order difference estimators systematically. The unified framework has greatly enriched the existing literature on variance estimation that includes most existing estimators as special cases. More importantly, the unified framework has also provided a smart way to solve the challenging difference sequence selection problem that remains a long-standing controversial issue in nonparametric regression for several decades. Using both theory and simulations, we recommend to use the ordinary difference sequence in the unified framework, no matter if the sample size is small or if the signal-to-noise ratio is large. Finally, to cater for the demands of the application, we have developed a unified R package, named VarED, that integrates the existing difference-based estimators and the unified estimators in nonparametric regression and have made it freely available in the R statistical program http://cran.r-project.org/web/packages/.

  1. On the Choice of Difference Sequence in a Unified Framework for Variance Estimation in Nonparametric Regression

    KAUST Repository

    Dai, Wenlin

    2017-09-01

    Difference-based methods do not require estimating the mean function in nonparametric regression and are therefore popular in practice. In this paper, we propose a unified framework for variance estimation that combines the linear regression method with the higher-order difference estimators systematically. The unified framework has greatly enriched the existing literature on variance estimation that includes most existing estimators as special cases. More importantly, the unified framework has also provided a smart way to solve the challenging difference sequence selection problem that remains a long-standing controversial issue in nonparametric regression for several decades. Using both theory and simulations, we recommend to use the ordinary difference sequence in the unified framework, no matter if the sample size is small or if the signal-to-noise ratio is large. Finally, to cater for the demands of the application, we have developed a unified R package, named VarED, that integrates the existing difference-based estimators and the unified estimators in nonparametric regression and have made it freely available in the R statistical program http://cran.r-project.org/web/packages/.

  2. Predicting Market Impact Costs Using Nonparametric Machine Learning Models.

    Directory of Open Access Journals (Sweden)

    Saerom Park

    Full Text Available Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.

  3. Predicting Market Impact Costs Using Nonparametric Machine Learning Models.

    Science.gov (United States)

    Park, Saerom; Lee, Jaewook; Son, Youngdoo

    2016-01-01

    Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.

  4. A high-density SNP linkage scan with 142 combined subtype ADHD sib pairs identifies linkage regions on chromosomes 9 and 16.

    Science.gov (United States)

    Asherson, P; Zhou, K; Anney, R J L; Franke, B; Buitelaar, J; Ebstein, R; Gill, M; Altink, M; Arnold, R; Boer, F; Brookes, K; Buschgens, C; Butler, L; Cambell, D; Chen, W; Christiansen, H; Feldman, L; Fleischman, K; Fliers, E; Howe-Forbes, R; Goldfarb, A; Heise, A; Gabriëls, I; Johansson, L; Lubetzki, I; Marco, R; Medad, S; Minderaa, R; Mulas, F; Müller, U; Mulligan, A; Neale, B; Rijsdijk, F; Rabin, K; Rommelse, N; Sethna, V; Sorohan, J; Uebel, H; Psychogiou, L; Weeks, A; Barrett, R; Xu, X; Banaschewski, T; Sonuga-Barke, E; Eisenberg, J; Manor, I; Miranda, A; Oades, R D; Roeyers, H; Rothenberger, A; Sergeant, J; Steinhausen, H-C; Taylor, E; Thompson, M; Faraone, S V

    2008-05-01

    As part of the International Multi-centre ADHD Genetics project we completed an affected sibling pair study of 142 narrowly defined Diagnostic and Statistical Manual of Mental Disorders, fourth edition combined type attention deficit hyperactivity disorder (ADHD) proband-sibling pairs. No linkage was observed on the most established ADHD-linked genomic regions of 5p and 17p. We found suggestive linkage signals on chromosomes 9 and 16, respectively, with the highest multipoint nonparametric linkage signal on chromosome 16q23 at 99 cM (log of the odds, LOD=3.1) overlapping data published from the previous UCLA (University of California, Los Angeles) (LOD>1, approximately 95 cM) and Dutch (LOD>1, approximately 100 cM) studies. The second highest peak in this study was on chromosome 9q22 at 90 cM (LOD=2.13); both the previous UCLA and German studies also found some evidence of linkage at almost the same location (UCLA LOD=1.45 at 93 cM; German LOD=0.68 at 100 cM). The overlap of these two main peaks with previous findings suggests that loci linked to ADHD may lie within these regions. Meta-analysis or reanalysis of the raw data of all the available ADHD linkage scan data may help to clarify whether these represent true linked loci.

  5. North-South Business Linkages

    DEFF Research Database (Denmark)

    Sørensen, Olav Jull; Kuada, John

    2006-01-01

    Based on empirical studies of linkages between TNCs and local firms in India, Malaysia, Vietnam, Ghana and South Africa, five themes are discussed and related to present theoretical perspectives. The themes are (1) Linakge Governance; (2) Globalisation and the dynamics in developing countries (the...... TNC-driven markets in developing countries); (3) The upgrading impact of FDI; (4) Non-equity linkages as a platform for business development, and (5) The learning perspective on international business linakges. The chapter offers at the end a three-dimanional model for impacts of business linkages....

  6. Smooth semi-nonparametric (SNP) estimation of the cumulative incidence function.

    Science.gov (United States)

    Duc, Anh Nguyen; Wolbers, Marcel

    2017-08-15

    This paper presents a novel approach to estimation of the cumulative incidence function in the presence of competing risks. The underlying statistical model is specified via a mixture factorization of the joint distribution of the event type and the time to the event. The time to event distributions conditional on the event type are modeled using smooth semi-nonparametric densities. One strength of this approach is that it can handle arbitrary censoring and truncation while relying on mild parametric assumptions. A stepwise forward algorithm for model estimation and adaptive selection of smooth semi-nonparametric polynomial degrees is presented, implemented in the statistical software R, evaluated in a sequence of simulation studies, and applied to data from a clinical trial in cryptococcal meningitis. The simulations demonstrate that the proposed method frequently outperforms both parametric and nonparametric alternatives. They also support the use of 'ad hoc' asymptotic inference to derive confidence intervals. An extension to regression modeling is also presented, and its potential and challenges are discussed. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

  7. From Enclave to Linkage Economies?

    DEFF Research Database (Denmark)

    Hansen, Michael W.

    as the enclave economy par excellence, moving in with fully integrated value chains, extracting resources and exporting them as commodities having virtually no linkages to the local economy. However, new opportunities for promoting linkages are offered by changing business strategies of local African enterprises...... as well as foreign multinational corporations (MNCs). MNCs in extractives are increasingly seeking local linkages as part of their efficiency, risk, and asset-seeking strategies, and linkage programmes are becoming integral elements in many MNCs’ corporate social responsibility (CSR) activities....... At the same time, local African enterprises are eager to, and increasingly capable of, linking up to the foreign investors in order to expand their activities and acquire technology, skills and market access. The changing strategies of MNCs and the improving capabilities of African enterprises offer new...

  8. Nonparametric estimation of the heterogeneity of a random medium using compound Poisson process modeling of wave multiple scattering.

    Science.gov (United States)

    Le Bihan, Nicolas; Margerin, Ludovic

    2009-07-01

    In this paper, we present a nonparametric method to estimate the heterogeneity of a random medium from the angular distribution of intensity of waves transmitted through a slab of random material. Our approach is based on the modeling of forward multiple scattering using compound Poisson processes on compact Lie groups. The estimation technique is validated through numerical simulations based on radiative transfer theory.

  9. Adaptive nonparametric Bayesian inference using location-scale mixture priors

    NARCIS (Netherlands)

    Jonge, de R.; Zanten, van J.H.

    2010-01-01

    We study location-scale mixture priors for nonparametric statistical problems, including multivariate regression, density estimation and classification. We show that a rate-adaptive procedure can be obtained if the prior is properly constructed. In particular, we show that adaptation is achieved if

  10. The nonparametric bootstrap for the current status model

    NARCIS (Netherlands)

    Groeneboom, P.; Hendrickx, K.

    2017-01-01

    It has been proved that direct bootstrapping of the nonparametric maximum likelihood estimator (MLE) of the distribution function in the current status model leads to inconsistent confidence intervals. We show that bootstrapping of functionals of the MLE can however be used to produce valid

  11. Non-Parametric Analysis of Rating Transition and Default Data

    DEFF Research Database (Denmark)

    Fledelius, Peter; Lando, David; Perch Nielsen, Jens

    2004-01-01

    We demonstrate the use of non-parametric intensity estimation - including construction of pointwise confidence sets - for analyzing rating transition data. We find that transition intensities away from the class studied here for illustration strongly depend on the direction of the previous move b...

  12. Bayesian nonparametric system reliability using sets of priors

    NARCIS (Netherlands)

    Walter, G.M.; Aslett, L.J.M.; Coolen, F.P.A.

    2016-01-01

    An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through bounds on the functioning probability. Given component level test

  13. Nonparametric modeling of dynamic functional connectivity in fmri data

    DEFF Research Database (Denmark)

    Nielsen, Søren Føns Vind; Madsen, Kristoffer H.; Røge, Rasmus

    2015-01-01

    dynamic changes. The existing approaches modeling dynamic connectivity have primarily been based on time-windowing the data and k-means clustering. We propose a nonparametric generative model for dynamic FC in fMRI that does not rely on specifying window lengths and number of dynamic states. Rooted...

  14. Parametric vs. Nonparametric Regression Modelling within Clinical Decision Support

    Czech Academy of Sciences Publication Activity Database

    Kalina, Jan; Zvárová, Jana

    2017-01-01

    Roč. 5, č. 1 (2017), s. 21-27 ISSN 1805-8698 R&D Projects: GA ČR GA17-01251S Institutional support: RVO:67985807 Keywords : decision support systems * decision rules * statistical analysis * nonparametric regression Subject RIV: IN - Informatics, Computer Science OBOR OECD: Statistics and probability

  15. On the robust nonparametric regression estimation for a functional regressor

    OpenAIRE

    Azzedine , Nadjia; Laksaci , Ali; Ould-Saïd , Elias

    2009-01-01

    On the robust nonparametric regression estimation for a functional regressor correspondance: Corresponding author. (Ould-Said, Elias) (Azzedine, Nadjia) (Laksaci, Ali) (Ould-Said, Elias) Departement de Mathematiques--> , Univ. Djillali Liabes--> , BP 89--> , 22000 Sidi Bel Abbes--> - ALGERIA (Azzedine, Nadjia) Departement de Mathema...

  16. Non-parametric analysis of production efficiency of poultry egg ...

    African Journals Online (AJOL)

    Non-parametric analysis of production efficiency of poultry egg farmers in Delta ... analysis of factors affecting the output of poultry farmers showed that stock ... should be put in place for farmers to learn the best farm practices carried out on the ...

  17. Bayesian linkage and segregation analysis: factoring the problem.

    Science.gov (United States)

    Matthysse, S

    2000-01-01

    Complex segregation analysis and linkage methods are mathematical techniques for the genetic dissection of complex diseases. They are used to delineate complex modes of familial transmission and to localize putative disease susceptibility loci to specific chromosomal locations. The computational problem of Bayesian linkage and segregation analysis is one of integration in high-dimensional spaces. In this paper, three available techniques for Bayesian linkage and segregation analysis are discussed: Markov Chain Monte Carlo (MCMC), importance sampling, and exact calculation. The contribution of each to the overall integration will be explicitly discussed.

  18. Nonparametric, Coupled ,Bayesian ,Dictionary ,and Classifier Learning for Hyperspectral Classification.

    Science.gov (United States)

    Akhtar, Naveed; Mian, Ajmal

    2017-10-03

    We present a principled approach to learn a discriminative dictionary along a linear classifier for hyperspectral classification. Our approach places Gaussian Process priors over the dictionary to account for the relative smoothness of the natural spectra, whereas the classifier parameters are sampled from multivariate Gaussians. We employ two Beta-Bernoulli processes to jointly infer the dictionary and the classifier. These processes are coupled under the same sets of Bernoulli distributions. In our approach, these distributions signify the frequency of the dictionary atom usage in representing class-specific training spectra, which also makes the dictionary discriminative. Due to the coupling between the dictionary and the classifier, the popularity of the atoms for representing different classes gets encoded into the classifier. This helps in predicting the class labels of test spectra that are first represented over the dictionary by solving a simultaneous sparse optimization problem. The labels of the spectra are predicted by feeding the resulting representations to the classifier. Our approach exploits the nonparametric Bayesian framework to automatically infer the dictionary size--the key parameter in discriminative dictionary learning. Moreover, it also has the desirable property of adaptively learning the association between the dictionary atoms and the class labels by itself. We use Gibbs sampling to infer the posterior probability distributions over the dictionary and the classifier under the proposed model, for which, we derive analytical expressions. To establish the effectiveness of our approach, we test it on benchmark hyperspectral images. The classification performance is compared with the state-of-the-art dictionary learning-based classification methods.

  19. Nonhomogeneous Poisson process with nonparametric frailty

    International Nuclear Information System (INIS)

    Slimacek, Vaclav; Lindqvist, Bo Henry

    2016-01-01

    The failure processes of heterogeneous repairable systems are often modeled by non-homogeneous Poisson processes. The common way to describe an unobserved heterogeneity between systems is to multiply the basic rate of occurrence of failures by a random variable (a so-called frailty) having a specified parametric distribution. Since the frailty is unobservable, the choice of its distribution is a problematic part of using these models, as are often the numerical computations needed in the estimation of these models. The main purpose of this paper is to develop a method for estimation of the parameters of a nonhomogeneous Poisson process with unobserved heterogeneity which does not require parametric assumptions about the heterogeneity and which avoids the frequently encountered numerical problems associated with the standard models for unobserved heterogeneity. The introduced method is illustrated on an example involving the power law process, and is compared to the standard gamma frailty model and to the classical model without unobserved heterogeneity. The derived results are confirmed in a simulation study which also reveals several not commonly known properties of the gamma frailty model and the classical model, and on a real life example. - Highlights: • A new method for estimation of a NHPP with frailty is introduced. • Introduced method does not require parametric assumptions about frailty. • The approach is illustrated on an example with the power law process. • The method is compared to the gamma frailty model and to the model without frailty.

  20. Transformation-invariant and nonparametric monotone smooth estimation of ROC curves.

    Science.gov (United States)

    Du, Pang; Tang, Liansheng

    2009-01-30

    When a new diagnostic test is developed, it is of interest to evaluate its accuracy in distinguishing diseased subjects from non-diseased subjects. The accuracy of the test is often evaluated by receiver operating characteristic (ROC) curves. Smooth ROC estimates are often preferable for continuous test results when the underlying ROC curves are in fact continuous. Nonparametric and parametric methods have been proposed by various authors to obtain smooth ROC curve estimates. However, there are certain drawbacks with the existing methods. Parametric methods need specific model assumptions. Nonparametric methods do not always satisfy the inherent properties of the ROC curves, such as monotonicity and transformation invariance. In this paper we propose a monotone spline approach to obtain smooth monotone ROC curves. Our method ensures important inherent properties of the underlying ROC curves, which include monotonicity, transformation invariance, and boundary constraints. We compare the finite sample performance of the newly proposed ROC method with other ROC smoothing methods in large-scale simulation studies. We illustrate our method through a real life example. Copyright (c) 2008 John Wiley & Sons, Ltd.

  1. Meta-analysis of genome-wide linkage studies in BMI and obesity.

    Science.gov (United States)

    Saunders, Catherine L; Chiodini, Benedetta D; Sham, Pak; Lewis, Cathryn M; Abkevich, Victor; Adeyemo, Adebowale A; de Andrade, Mariza; Arya, Rector; Berenson, Gerald S; Blangero, John; Boehnke, Michael; Borecki, Ingrid B; Chagnon, Yvon C; Chen, Wei; Comuzzie, Anthony G; Deng, Hong-Wen; Duggirala, Ravindranath; Feitosa, Mary F; Froguel, Philippe; Hanson, Robert L; Hebebrand, Johannes; Huezo-Dias, Patricia; Kissebah, Ahmed H; Li, Weidong; Luke, Amy; Martin, Lisa J; Nash, Matthew; Ohman, Miina; Palmer, Lyle J; Peltonen, Leena; Perola, Markus; Price, R Arlen; Redline, Susan; Srinivasan, Sathanur R; Stern, Michael P; Stone, Steven; Stringham, Heather; Turner, Stephen; Wijmenga, Cisca; Collier, David A

    2007-09-01

    The objective was to provide an overall assessment of genetic linkage data of BMI and BMI-defined obesity using a nonparametric genome scan meta-analysis. We identified 37 published studies containing data on over 31,000 individuals from more than >10,000 families and obtained genome-wide logarithm of the odds (LOD) scores, non-parametric linkage (NPL) scores, or maximum likelihood scores (MLS). BMI was analyzed in a pooled set of all studies, as a subgroup of 10 studies that used BMI-defined obesity, and for subgroups ascertained through type 2 diabetes, hypertension, or subjects of European ancestry. Bins at chromosome 13q13.2- q33.1, 12q23-q24.3 achieved suggestive evidence of linkage to BMI in the pooled analysis and samples ascertained for hypertension. Nominal evidence of linkage to these regions and suggestive evidence for 11q13.3-22.3 were also observed for BMI-defined obesity. The FTO obesity gene locus at 16q12.2 also showed nominal evidence for linkage. However, overall distribution of summed rank p values <0.05 is not different from that expected by chance. The strongest evidence was obtained in the families ascertained for hypertension at 9q31.1-qter and 12p11.21-q23 (p < 0.01). Despite having substantial statistical power, we did not unequivocally implicate specific loci for BMI or obesity. This may be because genes influencing adiposity are of very small effect, with substantial genetic heterogeneity and variable dependence on environmental factors. However, the observation that the FTO gene maps to one of the highest ranking bins for obesity is interesting and, while not a validation of this approach, indicates that other potential loci identified in this study should be investigated further.

  2. Non-parametric system identification from non-linear stochastic response

    DEFF Research Database (Denmark)

    Rüdinger, Finn; Krenk, Steen

    2001-01-01

    An estimation method is proposed for identification of non-linear stiffness and damping of single-degree-of-freedom systems under stationary white noise excitation. Non-parametric estimates of the stiffness and damping along with an estimate of the white noise intensity are obtained by suitable...... of the energy at mean-level crossings, which yields the damping relative to white noise intensity. Finally, an estimate of the noise intensity is extracted by estimating the absolute damping from the autocovariance functions of a set of modified phase plane variables at different energy levels. The method...

  3. Efficient nonparametric estimation of causal mediation effects

    OpenAIRE

    Chan, K. C. G.; Imai, K.; Yam, S. C. P.; Zhang, Z.

    2016-01-01

    An essential goal of program evaluation and scientific research is the investigation of causal mechanisms. Over the past several decades, causal mediation analysis has been used in medical and social sciences to decompose the treatment effect into the natural direct and indirect effects. However, all of the existing mediation analysis methods rely on parametric modeling assumptions in one way or another, typically requiring researchers to specify multiple regression models involving the treat...

  4. A nonparametric approach to forecasting realized volatility

    OpenAIRE

    Adam Clements; Ralf Becker

    2009-01-01

    A well developed literature exists in relation to modeling and forecasting asset return volatility. Much of this relate to the development of time series models of volatility. This paper proposes an alternative method for forecasting volatility that does not involve such a model. Under this approach a forecast is a weighted average of historical volatility. The greatest weight is given to periods that exhibit the most similar market conditions to the time at which the forecast is being formed...

  5. Learning Expressive Linkage Rules for Entity Matching using Genetic Programming

    OpenAIRE

    Isele, Robert

    2013-01-01

    A central problem in data integration and data cleansing is to identify pairs of entities in data sets that describe the same real-world object. Many existing methods for matching entities rely on explicit linkage rules, which specify how two entities are compared for equivalence. Unfortunately, writing accurate linkage rules by hand is a non-trivial problem that requires detailed knowledge of the involved data sets. Another important issue is the efficient execution of link...

  6. Testing for constant nonparametric effects in general semiparametric regression models with interactions

    KAUST Repository

    Wei, Jiawei; Carroll, Raymond J.; Maity, Arnab

    2011-01-01

    We consider the problem of testing for a constant nonparametric effect in a general semi-parametric regression model when there is the potential for interaction between the parametrically and nonparametrically modeled variables. The work

  7. Estimating parameters for probabilistic linkage of privacy-preserved datasets.

    Science.gov (United States)

    Brown, Adrian P; Randall, Sean M; Ferrante, Anna M; Semmens, James B; Boyd, James H

    2017-07-10

    Probabilistic record linkage is a process used to bring together person-based records from within the same dataset (de-duplication) or from disparate datasets using pairwise comparisons and matching probabilities. The linkage strategy and associated match probabilities are often estimated through investigations into data quality and manual inspection. However, as privacy-preserved datasets comprise encrypted data, such methods are not possible. In this paper, we present a method for estimating the probabilities and threshold values for probabilistic privacy-preserved record linkage using Bloom filters. Our method was tested through a simulation study using synthetic data, followed by an application using real-world administrative data. Synthetic datasets were generated with error rates from zero to 20% error. Our method was used to estimate parameters (probabilities and thresholds) for de-duplication linkages. Linkage quality was determined by F-measure. Each dataset was privacy-preserved using separate Bloom filters for each field. Match probabilities were estimated using the expectation-maximisation (EM) algorithm on the privacy-preserved data. Threshold cut-off values were determined by an extension to the EM algorithm allowing linkage quality to be estimated for each possible threshold. De-duplication linkages of each privacy-preserved dataset were performed using both estimated and calculated probabilities. Linkage quality using the F-measure at the estimated threshold values was also compared to the highest F-measure. Three large administrative datasets were used to demonstrate the applicability of the probability and threshold estimation technique on real-world data. Linkage of the synthetic datasets using the estimated probabilities produced an F-measure that was comparable to the F-measure using calculated probabilities, even with up to 20% error. Linkage of the administrative datasets using estimated probabilities produced an F-measure that was higher

  8. An improved recommendation algorithm via weakening indirect linkage effect

    International Nuclear Information System (INIS)

    Chen Guang; Qiu Tian; Shen Xiao-Quan

    2015-01-01

    We propose an indirect-link-weakened mass diffusion method (IMD), by considering the indirect linkage and the source object heterogeneity effect in the mass diffusion (MD) recommendation method. Experimental results on the MovieLens, Netflix, and RYM datasets show that, the IMD method greatly improves both the recommendation accuracy and diversity, compared with a heterogeneity-weakened MD method (HMD), which only considers the source object heterogeneity. Moreover, the recommendation accuracy of the cold objects is also better elevated in the IMD than the HMD method. It suggests that eliminating the redundancy induced by the indirect linkages could have a prominent effect on the recommendation efficiency in the MD method. (paper)

  9. High throughput nonparametric probability density estimation.

    Science.gov (United States)

    Farmer, Jenny; Jacobs, Donald

    2018-01-01

    In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subjectivity. Such an automated process for univariate data is implemented to achieve this goal by merging the maximum entropy method with single order statistics and maximum likelihood. The only required properties of the random variables are that they are continuous and that they are, or can be approximated as, independent and identically distributed. A quasi-log-likelihood function based on single order statistics for sampled uniform random data is used to empirically construct a sample size invariant universal scoring function. Then a probability density estimate is determined by iteratively improving trial cumulative distribution functions, where better estimates are quantified by the scoring function that identifies atypical fluctuations. This criterion resists under and over fitting data as an alternative to employing the Bayesian or Akaike information criterion. Multiple estimates for the probability density reflect uncertainties due to statistical fluctuations in random samples. Scaled quantile residual plots are also introduced as an effective diagnostic to visualize the quality of the estimated probability densities. Benchmark tests show that estimates for the probability density function (PDF) converge to the true PDF as sample size increases on particularly difficult test probability densities that include cases with discontinuities, multi-resolution scales, heavy tails, and singularities. These results indicate the method has general applicability for high throughput statistical inference.

  10. Nonparametric Collective Spectral Density Estimation and Clustering

    KAUST Repository

    Maadooliat, Mehdi

    2017-04-12

    In this paper, we develop a method for the simultaneous estimation of spectral density functions (SDFs) for a collection of stationary time series that share some common features. Due to the similarities among the SDFs, the log-SDF can be represented using a common set of basis functions. The basis shared by the collection of the log-SDFs is estimated as a low-dimensional manifold of a large space spanned by a pre-specified rich basis. A collective estimation approach pools information and borrows strength across the SDFs to achieve better estimation efficiency. Also, each estimated spectral density has a concise representation using the coefficients of the basis expansion, and these coefficients can be used for visualization, clustering, and classification purposes. The Whittle pseudo-maximum likelihood approach is used to fit the model and an alternating blockwise Newton-type algorithm is developed for the computation. A web-based shiny App found at

  11. Nonparametric Collective Spectral Density Estimation and Clustering

    KAUST Repository

    Maadooliat, Mehdi; Sun, Ying; Chen, Tianbo

    2017-01-01

    In this paper, we develop a method for the simultaneous estimation of spectral density functions (SDFs) for a collection of stationary time series that share some common features. Due to the similarities among the SDFs, the log-SDF can be represented using a common set of basis functions. The basis shared by the collection of the log-SDFs is estimated as a low-dimensional manifold of a large space spanned by a pre-specified rich basis. A collective estimation approach pools information and borrows strength across the SDFs to achieve better estimation efficiency. Also, each estimated spectral density has a concise representation using the coefficients of the basis expansion, and these coefficients can be used for visualization, clustering, and classification purposes. The Whittle pseudo-maximum likelihood approach is used to fit the model and an alternating blockwise Newton-type algorithm is developed for the computation. A web-based shiny App found at

  12. Nonparametric additive regression for repeatedly measured data

    KAUST Repository

    Carroll, R. J.

    2009-05-20

    We develop an easily computed smooth backfitting algorithm for additive model fitting in repeated measures problems. Our methodology easily copes with various settings, such as when some covariates are the same over repeated response measurements. We allow for a working covariance matrix for the regression errors, showing that our method is most efficient when the correct covariance matrix is used. The component functions achieve the known asymptotic variance lower bound for the scalar argument case. Smooth backfitting also leads directly to design-independent biases in the local linear case. Simulations show our estimator has smaller variance than the usual kernel estimator. This is also illustrated by an example from nutritional epidemiology. © 2009 Biometrika Trust.

  13. Nonparametric Bayesian models for a spatial covariance.

    Science.gov (United States)

    Reich, Brian J; Fuentes, Montserrat

    2012-01-01

    A crucial step in the analysis of spatial data is to estimate the spatial correlation function that determines the relationship between a spatial process at two locations. The standard approach to selecting the appropriate correlation function is to use prior knowledge or exploratory analysis, such as a variogram analysis, to select the correct parametric correlation function. Rather that selecting a particular parametric correlation function, we treat the covariance function as an unknown function to be estimated from the data. We propose a flexible prior for the correlation function to provide robustness to the choice of correlation function. We specify the prior for the correlation function using spectral methods and the Dirichlet process prior, which is a common prior for an unknown distribution function. Our model does not require Gaussian data or spatial locations on a regular grid. The approach is demonstrated using a simulation study as well as an analysis of California air pollution data.

  14. Data Linkage: A powerful research tool with potential problems

    Directory of Open Access Journals (Sweden)

    Scott Ian

    2010-12-01

    Full Text Available Abstract Background Policy makers, clinicians and researchers are demonstrating increasing interest in using data linked from multiple sources to support measurement of clinical performance and patient health outcomes. However, the utility of data linkage may be compromised by sub-optimal or incomplete linkage, leading to systematic bias. In this study, we synthesize the evidence identifying participant or population characteristics that can influence the validity and completeness of data linkage and may be associated with systematic bias in reported outcomes. Methods A narrative review, using structured search methods was undertaken. Key words "data linkage" and Mesh term "medical record linkage" were applied to Medline, EMBASE and CINAHL databases between 1991 and 2007. Abstract inclusion criteria were; the article attempted an empirical evaluation of methodological issues relating to data linkage and reported on patient characteristics, the study design included analysis of matched versus unmatched records, and the report was in English. Included articles were grouped thematically according to patient characteristics that were compared between matched and unmatched records. Results The search identified 1810 articles of which 33 (1.8% met inclusion criteria. There was marked heterogeneity in study methods and factors investigated. Characteristics that were unevenly distributed among matched and unmatched records were; age (72% of studies, sex (50% of studies, race (64% of studies, geographical/hospital site (93% of studies, socio-economic status (82% of studies and health status (72% of studies. Conclusion A number of relevant patient or population factors may be associated with incomplete data linkage resulting in systematic bias in reported clinical outcomes. Readers should consider these factors in interpreting the reported results of data linkage studies.

  15. Nonparametric instrumental regression with non-convex constraints

    International Nuclear Information System (INIS)

    Grasmair, M; Scherzer, O; Vanhems, A

    2013-01-01

    This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental variables are observed. A classical example in microeconomics considers the consumer demand function as a function of the price of goods and the income, both variables often considered as endogenous. In this framework, the economic theory also imposes shape restrictions on the demand function, such as integrability conditions. Motivated by this illustration in microeconomics, we study an estimator of a nonparametric constrained regression function using instrumental variables by means of Tikhonov regularization. We derive rates of convergence for the regularized model both in a deterministic and stochastic setting under the assumption that the true regression function satisfies a projected source condition including, because of the non-convexity of the imposed constraints, an additional smallness condition. (paper)

  16. Nonparametric instrumental regression with non-convex constraints

    Science.gov (United States)

    Grasmair, M.; Scherzer, O.; Vanhems, A.

    2013-03-01

    This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental variables are observed. A classical example in microeconomics considers the consumer demand function as a function of the price of goods and the income, both variables often considered as endogenous. In this framework, the economic theory also imposes shape restrictions on the demand function, such as integrability conditions. Motivated by this illustration in microeconomics, we study an estimator of a nonparametric constrained regression function using instrumental variables by means of Tikhonov regularization. We derive rates of convergence for the regularized model both in a deterministic and stochastic setting under the assumption that the true regression function satisfies a projected source condition including, because of the non-convexity of the imposed constraints, an additional smallness condition.

  17. Linkage and related analyses of Barrett's esophagus and its associated adenocarcinomas.

    Science.gov (United States)

    Sun, Xiangqing; Elston, Robert; Falk, Gary W; Grady, William M; Faulx, Ashley; Mittal, Sumeet K; Canto, Marcia I; Shaheen, Nicholas J; Wang, Jean S; Iyer, Prasad G; Abrams, Julian A; Willis, Joseph E; Guda, Kishore; Markowitz, Sanford; Barnholtz-Sloan, Jill S; Chandar, Apoorva; Brock, Wendy; Chak, Amitabh

    2016-07-01

    Familial aggregation and segregation analysis studies have provided evidence of a genetic basis for esophageal adenocarcinoma (EAC) and its premalignant precursor, Barrett's esophagus (BE). We aim to demonstrate the utility of linkage analysis to identify the genomic regions that might contain the genetic variants that predispose individuals to this complex trait (BE and EAC). We genotyped 144 individuals in 42 multiplex pedigrees chosen from 1000 singly ascertained BE/EAC pedigrees, and performed both model-based and model-free linkage analyses, using S.A.G.E. and other software. Segregation models were fitted, from the data on both the 42 pedigrees and the 1000 pedigrees, to determine parameters for performing model-based linkage analysis. Model-based and model-free linkage analyses were conducted in two sets of pedigrees: the 42 pedigrees and a subset of 18 pedigrees with female affected members that are expected to be more genetically homogeneous. Genome-wide associations were also tested in these families. Linkage analyses on the 42 pedigrees identified several regions consistently suggestive of linkage by different linkage analysis methods on chromosomes 2q31, 12q23, and 4p14. A linkage on 15q26 is the only consistent linkage region identified in the 18 female-affected pedigrees, in which the linkage signal is higher than in the 42 pedigrees. Other tentative linkage signals are also reported. Our linkage study of BE/EAC pedigrees identified linkage regions on chromosomes 2, 4, 12, and 15, with some reported associations located within our linkage peaks. Our linkage results can help prioritize association tests to delineate the genetic determinants underlying susceptibility to BE and EAC.

  18. Nonparametric Bayesian models through probit stick-breaking processes.

    Science.gov (United States)

    Rodríguez, Abel; Dunson, David B

    2011-03-01

    We describe a novel class of Bayesian nonparametric priors based on stick-breaking constructions where the weights of the process are constructed as probit transformations of normal random variables. We show that these priors are extremely flexible, allowing us to generate a great variety of models while preserving computational simplicity. Particular emphasis is placed on the construction of rich temporal and spatial processes, which are applied to two problems in finance and ecology.

  19. Exact nonparametric inference for detection of nonlinear determinism

    OpenAIRE

    Luo, Xiaodong; Zhang, Jie; Small, Michael; Moroz, Irene

    2005-01-01

    We propose an exact nonparametric inference scheme for the detection of nonlinear determinism. The essential fact utilized in our scheme is that, for a linear stochastic process with jointly symmetric innovations, its ordinary least square (OLS) linear prediction error is symmetric about zero. Based on this viewpoint, a class of linear signed rank statistics, e.g. the Wilcoxon signed rank statistic, can be derived with the known null distributions from the prediction error. Thus one of the ad...

  20. Nonparametric bootstrap analysis with applications to demographic effects in demand functions.

    Science.gov (United States)

    Gozalo, P L

    1997-12-01

    "A new bootstrap proposal, labeled smooth conditional moment (SCM) bootstrap, is introduced for independent but not necessarily identically distributed data, where the classical bootstrap procedure fails.... A good example of the benefits of using nonparametric and bootstrap methods is the area of empirical demand analysis. In particular, we will be concerned with their application to the study of two important topics: what are the most relevant effects of household demographic variables on demand behavior, and to what extent present parametric specifications capture these effects." excerpt

  1. CATDAT - A program for parametric and nonparametric categorical data analysis user's manual, Version 1.0

    International Nuclear Information System (INIS)

    Peterson, James R.; Haas, Timothy C.; Lee, Danny C.

    2000-01-01

    Natural resource professionals are increasingly required to develop rigorous statistical models that relate environmental data to categorical responses data. Recent advances in the statistical and computing sciences have led to the development of sophisticated methods for parametric and nonparametric analysis of data with categorical responses. The statistical software package CATDAT was designed to make some of these relatively new and powerful techniques available to scientists. The CATDAT statistical package includes 4 analytical techniques: generalized logit modeling; binary classification tree; extended K-nearest neighbor classification; and modular neural network

  2. Generalized Correlation Coefficient for Non-Parametric Analysis of Microarray Time-Course Data.

    Science.gov (United States)

    Tan, Qihua; Thomassen, Mads; Burton, Mark; Mose, Kristian Fredløv; Andersen, Klaus Ejner; Hjelmborg, Jacob; Kruse, Torben

    2017-06-06

    Modeling complex time-course patterns is a challenging issue in microarray study due to complex gene expression patterns in response to the time-course experiment. We introduce the generalized correlation coefficient and propose a combinatory approach for detecting, testing and clustering the heterogeneous time-course gene expression patterns. Application of the method identified nonlinear time-course patterns in high agreement with parametric analysis. We conclude that the non-parametric nature in the generalized correlation analysis could be an useful and efficient tool for analyzing microarray time-course data and for exploring the complex relationships in the omics data for studying their association with disease and health.

  3. Linkage disequilibrium in wild mice.

    Directory of Open Access Journals (Sweden)

    Cathy C Laurie

    2007-08-01

    Full Text Available Crosses between laboratory strains of mice provide a powerful way of detecting quantitative trait loci for complex traits related to human disease. Hundreds of these loci have been detected, but only a small number of the underlying causative genes have been identified. The main difficulty is the extensive linkage disequilibrium (LD in intercross progeny and the slow process of fine-scale mapping by traditional methods. Recently, new approaches have been introduced, such as association studies with inbred lines and multigenerational crosses. These approaches are very useful for interval reduction, but generally do not provide single-gene resolution because of strong LD extending over one to several megabases. Here, we investigate the genetic structure of a natural population of mice in Arizona to determine its suitability for fine-scale LD mapping and association studies. There are three main findings: (1 Arizona mice have a high level of genetic variation, which includes a large fraction of the sequence variation present in classical strains of laboratory mice; (2 they show clear evidence of local inbreeding but appear to lack stable population structure across the study area; and (3 LD decays with distance at a rate similar to human populations, which is considerably more rapid than in laboratory populations of mice. Strong associations in Arizona mice are limited primarily to markers less than 100 kb apart, which provides the possibility of fine-scale association mapping at the level of one or a few genes. Although other considerations, such as sample size requirements and marker discovery, are serious issues in the implementation of association studies, the genetic variation and LD results indicate that wild mice could provide a useful tool for identifying genes that cause variation in complex traits.

  4. Striking trends in the incidence of health problems in the Netherlands (2002-05): findings from a new method for record linkage in general practice.

    NARCIS (Netherlands)

    Biermans, M.C.J.; Spreeuwenberg, P.; Verheij, R.A.; Bakker, D.H. de; Vries Robbé, P.F. de; Zielhuis, G.A.

    2009-01-01

    BACKGROUND: This study aimed to detect striking trends based on a new strategy for monitoring public health. METHODS: We used data over 4 years from electronic medical records of a large, nationally representative network of general practices. Episodes were either directly recorded by general

  5. An adaptive distance measure for use with nonparametric models

    International Nuclear Information System (INIS)

    Garvey, D. R.; Hines, J. W.

    2006-01-01

    Distance measures perform a critical task in nonparametric, locally weighted regression. Locally weighted regression (LWR) models are a form of 'lazy learning' which construct a local model 'on the fly' by comparing a query vector to historical, exemplar vectors according to a three step process. First, the distance of the query vector to each of the exemplar vectors is calculated. Next, these distances are passed to a kernel function, which converts the distances to similarities or weights. Finally, the model output or response is calculated by performing locally weighted polynomial regression. To date, traditional distance measures, such as the Euclidean, weighted Euclidean, and L1-norm have been used as the first step in the prediction process. Since these measures do not take into consideration sensor failures and drift, they are inherently ill-suited for application to 'real world' systems. This paper describes one such LWR model, namely auto associative kernel regression (AAKR), and describes a new, Adaptive Euclidean distance measure that can be used to dynamically compensate for faulty sensor inputs. In this new distance measure, the query observations that lie outside of the training range (i.e. outside the minimum and maximum input exemplars) are dropped from the distance calculation. This allows for the distance calculation to be robust to sensor drifts and failures, in addition to providing a method for managing inputs that exceed the training range. In this paper, AAKR models using the standard and Adaptive Euclidean distance are developed and compared for the pressure system of an operating nuclear power plant. It is shown that using the standard Euclidean distance for data with failed inputs, significant errors in the AAKR predictions can result. By using the Adaptive Euclidean distance it is shown that high fidelity predictions are possible, in spite of the input failure. In fact, it is shown that with the Adaptive Euclidean distance prediction

  6. Nonparametric estimation for censored mixture data with application to the Cooperative Huntington's Observational Research Trial.

    Science.gov (United States)

    Wang, Yuanjia; Garcia, Tanya P; Ma, Yanyuan

    2012-01-01

    This work presents methods for estimating genotype-specific distributions from genetic epidemiology studies where the event times are subject to right censoring, the genotypes are not directly observed, and the data arise from a mixture of scientifically meaningful subpopulations. Examples of such studies include kin-cohort studies and quantitative trait locus (QTL) studies. Current methods for analyzing censored mixture data include two types of nonparametric maximum likelihood estimators (NPMLEs) which do not make parametric assumptions on the genotype-specific density functions. Although both NPMLEs are commonly used, we show that one is inefficient and the other inconsistent. To overcome these deficiencies, we propose three classes of consistent nonparametric estimators which do not assume parametric density models and are easy to implement. They are based on the inverse probability weighting (IPW), augmented IPW (AIPW), and nonparametric imputation (IMP). The AIPW achieves the efficiency bound without additional modeling assumptions. Extensive simulation experiments demonstrate satisfactory performance of these estimators even when the data are heavily censored. We apply these estimators to the Cooperative Huntington's Observational Research Trial (COHORT), and provide age-specific estimates of the effect of mutation in the Huntington gene on mortality using a sample of family members. The close approximation of the estimated non-carrier survival rates to that of the U.S. population indicates small ascertainment bias in the COHORT family sample. Our analyses underscore an elevated risk of death in Huntington gene mutation carriers compared to non-carriers for a wide age range, and suggest that the mutation equally affects survival rates in both genders. The estimated survival rates are useful in genetic counseling for providing guidelines on interpreting the risk of death associated with a positive genetic testing, and in facilitating future subjects at risk

  7. Comparative analysis of automotive paints by laser induced breakdown spectroscopy and nonparametric permutation tests

    International Nuclear Information System (INIS)

    McIntee, Erin; Viglino, Emilie; Rinke, Caitlin; Kumor, Stephanie; Ni Liqiang; Sigman, Michael E.

    2010-01-01

    Laser-induced breakdown spectroscopy (LIBS) has been investigated for the discrimination of automobile paint samples. Paint samples from automobiles of different makes, models, and years were collected and separated into sets based on the color, presence or absence of effect pigments and the number of paint layers. Twelve LIBS spectra were obtained for each paint sample, each an average of a five single shot 'drill down' spectra from consecutive laser ablations in the same spot on the sample. Analyses by a nonparametric permutation test and a parametric Wald test were performed to determine the extent of discrimination within each set of paint samples. The discrimination power and Type I error were assessed for each data analysis method. Conversion of the spectral intensity to a log-scale (base 10) resulted in a higher overall discrimination power while observing the same significance level. Working on the log-scale, the nonparametric permutation tests gave an overall 89.83% discrimination power with a size of Type I error being 4.44% at the nominal significance level of 5%. White paint samples, as a group, were the most difficult to differentiate with the power being only 86.56% followed by 95.83% for black paint samples. Parametric analysis of the data set produced lower discrimination (85.17%) with 3.33% Type I errors, which is not recommended for both theoretical and practical considerations. The nonparametric testing method is applicable across many analytical comparisons, with the specific application described here being the pairwise comparison of automotive paint samples.

  8. STAKEHOLDER LINKAGES FOR SUSTAINABLE LAND ...

    African Journals Online (AJOL)

    Osondu

    Key words: Stakeholders; farmer-expert linkages; resource management; Ethiopia. Introduction ... decentralized democratic decision making processes and thus ..... district offices within the given time limits. They were often .... -less willing and less ready to hearing weaker performance reports (expect more success with ...

  9. Nonparametric estimation of age-specific reference percentile curves with radial smoothing.

    Science.gov (United States)

    Wan, Xiaohai; Qu, Yongming; Huang, Yao; Zhang, Xiao; Song, Hanping; Jiang, Honghua

    2012-01-01

    Reference percentile curves represent the covariate-dependent distribution of a quantitative measurement and are often used to summarize and monitor dynamic processes such as human growth. We propose a new nonparametric method based on a radial smoothing (RS) technique to estimate age-specific reference percentile curves assuming the underlying distribution is relatively close to normal. We compared the RS method with both the LMS and the generalized additive models for location, scale and shape (GAMLSS) methods using simulated data and found that our method has smaller estimation error than the two existing methods. We also applied the new method to analyze height growth data from children being followed in a clinical observational study of growth hormone treatment, and compared the growth curves between those with growth disorders and the general population. Copyright © 2011 Elsevier Inc. All rights reserved.

  10. A semi-nonparametric mixture model for selecting functionally consistent proteins.

    Science.gov (United States)

    Yu, Lianbo; Doerge, Rw

    2010-09-28

    High-throughput technologies have led to a new era of proteomics. Although protein microarray experiments are becoming more common place there are a variety of experimental and statistical issues that have yet to be addressed, and that will carry over to new high-throughput technologies unless they are investigated. One of the largest of these challenges is the selection of functionally consistent proteins. We present a novel semi-nonparametric mixture model for classifying proteins as consistent or inconsistent while controlling the false discovery rate and the false non-discovery rate. The performance of the proposed approach is compared to current methods via simulation under a variety of experimental conditions. We provide a statistical method for selecting functionally consistent proteins in the context of protein microarray experiments, but the proposed semi-nonparametric mixture model method can certainly be generalized to solve other mixture data problems. The main advantage of this approach is that it provides the posterior probability of consistency for each protein.

  11. Feature Augmentation via Nonparametrics and Selection (FANS) in High-Dimensional Classification.

    Science.gov (United States)

    Fan, Jianqing; Feng, Yang; Jiang, Jiancheng; Tong, Xin

    We propose a high dimensional classification method that involves nonparametric feature augmentation. Knowing that marginal density ratios are the most powerful univariate classifiers, we use the ratio estimates to transform the original feature measurements. Subsequently, penalized logistic regression is invoked, taking as input the newly transformed or augmented features. This procedure trains models equipped with local complexity and global simplicity, thereby avoiding the curse of dimensionality while creating a flexible nonlinear decision boundary. The resulting method is called Feature Augmentation via Nonparametrics and Selection (FANS). We motivate FANS by generalizing the Naive Bayes model, writing the log ratio of joint densities as a linear combination of those of marginal densities. It is related to generalized additive models, but has better interpretability and computability. Risk bounds are developed for FANS. In numerical analysis, FANS is compared with competing methods, so as to provide a guideline on its best application domain. Real data analysis demonstrates that FANS performs very competitively on benchmark email spam and gene expression data sets. Moreover, FANS is implemented by an extremely fast algorithm through parallel computing.

  12. Short-term forecasting of meteorological time series using Nonparametric Functional Data Analysis (NPFDA)

    Science.gov (United States)

    Curceac, S.; Ternynck, C.; Ouarda, T.

    2015-12-01

    Over the past decades, a substantial amount of research has been conducted to model and forecast climatic variables. In this study, Nonparametric Functional Data Analysis (NPFDA) methods are applied to forecast air temperature and wind speed time series in Abu Dhabi, UAE. The dataset consists of hourly measurements recorded for a period of 29 years, 1982-2010. The novelty of the Functional Data Analysis approach is in expressing the data as curves. In the present work, the focus is on daily forecasting and the functional observations (curves) express the daily measurements of the above mentioned variables. We apply a non-linear regression model with a functional non-parametric kernel estimator. The computation of the estimator is performed using an asymmetrical quadratic kernel function for local weighting based on the bandwidth obtained by a cross validation procedure. The proximities between functional objects are calculated by families of semi-metrics based on derivatives and Functional Principal Component Analysis (FPCA). Additionally, functional conditional mode and functional conditional median estimators are applied and the advantages of combining their results are analysed. A different approach employs a SARIMA model selected according to the minimum Akaike (AIC) and Bayessian (BIC) Information Criteria and based on the residuals of the model. The performance of the models is assessed by calculating error indices such as the root mean square error (RMSE), relative RMSE, BIAS and relative BIAS. The results indicate that the NPFDA models provide more accurate forecasts than the SARIMA models. Key words: Nonparametric functional data analysis, SARIMA, time series forecast, air temperature, wind speed

  13. Exploitation of linkage learning in evolutionary algorithms

    CERN Document Server

    Chen, Ying-ping

    2010-01-01

    The exploitation of linkage learning is enhancing the performance of evolutionary algorithms. This monograph examines recent progress in linkage learning, with a series of focused technical chapters that cover developments and trends in the field.

  14. Significant linkage to airway responsiveness on chromosome 12q24 in families of children with asthma in Costa Rica.

    Science.gov (United States)

    Celedón, Juan C; Soto-Quiros, Manuel E; Avila, Lydiana; Lake, Stephen L; Liang, Catherine; Fournier, Eduardo; Spesny, Mitzi; Hersh, Craig P; Sylvia, Jody S; Hudson, Thomas J; Verner, Andrei; Klanderman, Barbara J; Freimer, Nelson B; Silverman, Edwin K; Weiss, Scott T

    2007-01-01

    Although asthma is a major public health problem in certain Hispanic subgroups in the United States and Latin America, only one genome scan for asthma has included Hispanic individuals. Because of small sample size, that study had limited statistical power to detect linkage to asthma and its intermediate phenotypes in Hispanic participants. To identify genomic regions that contain susceptibility genes for asthma and airway responsiveness in an isolated Hispanic population living in the Central Valley of Costa Rica, we conducted a genome-wide linkage analysis of asthma (n = 638) and airway responsiveness (n = 488) in members of eight large pedigrees of Costa Rican children with asthma. Nonparametric multipoint linkage analysis of asthma was conducted by the NPL-PAIR allele-sharing statistic, and variance component models were used for the multipoint linkage analysis of airway responsiveness as a quantitative phenotype. All linkage analyses were repeated after exclusion of the phenotypic data of former and current smokers. Chromosome 12q showed some evidence of linkage to asthma, particularly in nonsmokers (P asthma (airway responsiveness) in Costa Ricans.

  15. kruX: matrix-based non-parametric eQTL discovery.

    Science.gov (United States)

    Qi, Jianlong; Asl, Hassan Foroughi; Björkegren, Johan; Michoel, Tom

    2014-01-14

    The Kruskal-Wallis test is a popular non-parametric statistical test for identifying expression quantitative trait loci (eQTLs) from genome-wide data due to its robustness against variations in the underlying genetic model and expression trait distribution, but testing billions of marker-trait combinations one-by-one can become computationally prohibitive. We developed kruX, an algorithm implemented in Matlab, Python and R that uses matrix multiplications to simultaneously calculate the Kruskal-Wallis test statistic for several millions of marker-trait combinations at once. KruX is more than ten thousand times faster than computing associations one-by-one on a typical human dataset. We used kruX and a dataset of more than 500k SNPs and 20k expression traits measured in 102 human blood samples to compare eQTLs detected by the Kruskal-Wallis test to eQTLs detected by the parametric ANOVA and linear model methods. We found that the Kruskal-Wallis test is more robust against data outliers and heterogeneous genotype group sizes and detects a higher proportion of non-linear associations, but is more conservative for calling additive linear associations. kruX enables the use of robust non-parametric methods for massive eQTL mapping without the need for a high-performance computing infrastructure and is freely available from http://krux.googlecode.com.

  16. Bayesian Nonparametric Regression Analysis of Data with Random Effects Covariates from Longitudinal Measurements

    KAUST Repository

    Ryu, Duchwan

    2010-09-28

    We consider nonparametric regression analysis in a generalized linear model (GLM) framework for data with covariates that are the subject-specific random effects of longitudinal measurements. The usual assumption that the effects of the longitudinal covariate processes are linear in the GLM may be unrealistic and if this happens it can cast doubt on the inference of observed covariate effects. Allowing the regression functions to be unknown, we propose to apply Bayesian nonparametric methods including cubic smoothing splines or P-splines for the possible nonlinearity and use an additive model in this complex setting. To improve computational efficiency, we propose the use of data-augmentation schemes. The approach allows flexible covariance structures for the random effects and within-subject measurement errors of the longitudinal processes. The posterior model space is explored through a Markov chain Monte Carlo (MCMC) sampler. The proposed methods are illustrated and compared to other approaches, the "naive" approach and the regression calibration, via simulations and by an application that investigates the relationship between obesity in adulthood and childhood growth curves. © 2010, The International Biometric Society.

  17. A Nonparametric Bayesian Approach For Emission Tomography Reconstruction

    International Nuclear Information System (INIS)

    Barat, Eric; Dautremer, Thomas

    2007-01-01

    We introduce a PET reconstruction algorithm following a nonparametric Bayesian (NPB) approach. In contrast with Expectation Maximization (EM), the proposed technique does not rely on any space discretization. Namely, the activity distribution--normalized emission intensity of the spatial poisson process--is considered as a spatial probability density and observations are the projections of random emissions whose distribution has to be estimated. This approach is nonparametric in the sense that the quantity of interest belongs to the set of probability measures on R k (for reconstruction in k-dimensions) and it is Bayesian in the sense that we define a prior directly on this spatial measure. In this context, we propose to model the nonparametric probability density as an infinite mixture of multivariate normal distributions. As a prior for this mixture we consider a Dirichlet Process Mixture (DPM) with a Normal-Inverse Wishart (NIW) model as base distribution of the Dirichlet Process. As in EM-family reconstruction, we use a data augmentation scheme where the set of hidden variables are the emission locations for each observed line of response in the continuous object space. Thanks to the data augmentation, we propose a Markov Chain Monte Carlo (MCMC) algorithm (Gibbs sampler) which is able to generate draws from the posterior distribution of the spatial intensity. A difference with EM is that one step of the Gibbs sampler corresponds to the generation of emission locations while only the expected number of emissions per pixel/voxel is used in EM. Another key difference is that the estimated spatial intensity is a continuous function such that there is no need to compute a projection matrix. Finally, draws from the intensity posterior distribution allow the estimation of posterior functionnals like the variance or confidence intervals. Results are presented for simulated data based on a 2D brain phantom and compared to Bayesian MAP-EM

  18. Panel data nonparametric estimation of production risk and risk preferences

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard; Henningsen, Arne

    approaches for obtaining firm-specific measures of risk attitudes. We found that Polish dairy farmers are risk averse regarding production risk and price uncertainty. According to our results, Polish dairy farmers perceive the production risk as being more significant than the risk related to output price......We apply nonparametric panel data kernel regression to investigate production risk, out-put price uncertainty, and risk attitudes of Polish dairy farms based on a firm-level unbalanced panel data set that covers the period 2004–2010. We compare different model specifications and different...

  19. A Bayesian nonparametric approach to causal inference on quantiles.

    Science.gov (United States)

    Xu, Dandan; Daniels, Michael J; Winterstein, Almut G

    2018-02-25

    We propose a Bayesian nonparametric approach (BNP) for causal inference on quantiles in the presence of many confounders. In particular, we define relevant causal quantities and specify BNP models to avoid bias from restrictive parametric assumptions. We first use Bayesian additive regression trees (BART) to model the propensity score and then construct the distribution of potential outcomes given the propensity score using a Dirichlet process mixture (DPM) of normals model. We thoroughly evaluate the operating characteristics of our approach and compare it to Bayesian and frequentist competitors. We use our approach to answer an important clinical question involving acute kidney injury using electronic health records. © 2018, The International Biometric Society.

  20. Categorical and nonparametric data analysis choosing the best statistical technique

    CERN Document Server

    Nussbaum, E Michael

    2014-01-01

    Featuring in-depth coverage of categorical and nonparametric statistics, this book provides a conceptual framework for choosing the most appropriate type of test in various research scenarios. Class tested at the University of Nevada, the book's clear explanations of the underlying assumptions, computer simulations, and Exploring the Concept boxes help reduce reader anxiety. Problems inspired by actual studies provide meaningful illustrations of the techniques. The underlying assumptions of each test and the factors that impact validity and statistical power are reviewed so readers can explain

  1. Nonparametric statistics a step-by-step approach

    CERN Document Server

    Corder, Gregory W

    2014-01-01

    "…a very useful resource for courses in nonparametric statistics in which the emphasis is on applications rather than on theory.  It also deserves a place in libraries of all institutions where introductory statistics courses are taught."" -CHOICE This Second Edition presents a practical and understandable approach that enhances and expands the statistical toolset for readers. This book includes: New coverage of the sign test and the Kolmogorov-Smirnov two-sample test in an effort to offer a logical and natural progression to statistical powerSPSS® (Version 21) software and updated screen ca

  2. Estimation of Stochastic Volatility Models by Nonparametric Filtering

    DEFF Research Database (Denmark)

    Kanaya, Shin; Kristensen, Dennis

    2016-01-01

    /estimated volatility process replacing the latent process. Our estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps and market microstructure noise. The resulting estimators of the stochastic volatility model will carry additional biases...... and variances due to the first-step estimation, but under regularity conditions we show that these vanish asymptotically and our estimators inherit the asymptotic properties of the infeasible estimators based on observations of the volatility process. A simulation study examines the finite-sample properties...

  3. Testing association and linkage using affected-sib-parent study designs.

    Science.gov (United States)

    Millstein, Joshua; Siegmund, Kimberly D; Conti, David V; Gauderman, W James

    2005-11-01

    We have developed a method for jointly testing linkage and association using data from affected sib pairs and their parents. We specify a conditional logistic regression model with two covariates, one that quantifies association (either direct association or indirect association via linkage disequilibrium), and a second that quantifies linkage. The latter covariate is computed based on expected identity-by-descend (ibd) sharing of marker alleles between siblings. In addition to a joint test of linkage and association, our general framework can be used to obtain a linkage test comparable to the mean test (Blackwelder and Elston [1985] Genet. Epidemiol. 2:85-97), and an association test comparable to the Family-Based Association Test (FBAT; Rabinowitz and Laird [2000] Hum. Hered. 50:211-223). We present simulation results demonstrating that our joint test can be more powerful than some standard tests of linkage or association. For example, with a relative risk of 2.7 per variant allele at a disease locus, the estimated power to detect a nearby marker with a modest level of LD was 58.1% by the mean test (linkage only), 69.8% by FBAT, and 82.5% by our joint test of linkage and association. Our model can also be used to obtain tests of linkage conditional on association and association conditional on linkage, which can be helpful in fine mapping. Copyright 2005 Wiley-Liss, Inc.

  4. Nonparametric Identification of Glucose-Insulin Process in IDDM Patient with Multi-meal Disturbance

    Science.gov (United States)

    Bhattacharjee, A.; Sutradhar, A.

    2012-12-01

    Modern close loop control for blood glucose level in a diabetic patient necessarily uses an explicit model of the process. A fixed parameter full order or reduced order model does not characterize the inter-patient and intra-patient parameter variability. This paper deals with a frequency domain nonparametric identification of the nonlinear glucose-insulin process in an insulin dependent diabetes mellitus patient that captures the process dynamics in presence of uncertainties and parameter variations. An online frequency domain kernel estimation method has been proposed that uses the input-output data from the 19th order first principle model of the patient in intravenous route. Volterra equations up to second order kernels with extended input vector for a Hammerstein model are solved online by adaptive recursive least square (ARLS) algorithm. The frequency domain kernels are estimated using the harmonic excitation input data sequence from the virtual patient model. A short filter memory length of M = 2 was found sufficient to yield acceptable accuracy with lesser computation time. The nonparametric models are useful for closed loop control, where the frequency domain kernels can be directly used as the transfer function. The validation results show good fit both in frequency and time domain responses with nominal patient as well as with parameter variations.

  5. Non-parametric transformation for data correlation and integration: From theory to practice

    Energy Technology Data Exchange (ETDEWEB)

    Datta-Gupta, A.; Xue, Guoping; Lee, Sang Heon [Texas A& M Univ., College Station, TX (United States)

    1997-08-01

    The purpose of this paper is two-fold. First, we introduce the use of non-parametric transformations for correlating petrophysical data during reservoir characterization. Such transformations are completely data driven and do not require a priori functional relationship between response and predictor variables which is the case with traditional multiple regression. The transformations are very general, computationally efficient and can easily handle mixed data types for example, continuous variables such as porosity, permeability and categorical variables such as rock type, lithofacies. The power of the non-parametric transformation techniques for data correlation has been illustrated through synthetic and field examples. Second, we utilize these transformations to propose a two-stage approach for data integration during heterogeneity characterization. The principal advantages of our approach over traditional cokriging or cosimulation methods are: (1) it does not require a linear relationship between primary and secondary data, (2) it exploits the secondary information to its fullest potential by maximizing the correlation between the primary and secondary data, (3) it can be easily applied to cases where several types of secondary or soft data are involved, and (4) it significantly reduces variance function calculations and thus, greatly facilitates non-Gaussian cosimulation. We demonstrate the data integration procedure using synthetic and field examples. The field example involves estimation of pore-footage distribution using well data and multiple seismic attributes.

  6. Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns

    Directory of Open Access Journals (Sweden)

    Urbi Garay

    2016-03-01

    Full Text Available We define a dynamic and self-adjusting mixture of Gaussian Graphical Models to cluster financial returns, and provide a new method for extraction of nonparametric estimates of dynamic alphas (excess return and betas (to a choice set of explanatory factors in a multivariate setting. This approach, as well as the outputs, has a dynamic, nonstationary and nonparametric form, which circumvents the problem of model risk and parametric assumptions that the Kalman filter and other widely used approaches rely on. The by-product of clusters, used for shrinkage and information borrowing, can be of use to determine relationships around specific events. This approach exhibits a smaller Root Mean Squared Error than traditionally used benchmarks in financial settings, which we illustrate through simulation. As an illustration, we use hedge fund index data, and find that our estimated alphas are, on average, 0.13% per month higher (1.6% per year than alphas estimated through Ordinary Least Squares. The approach exhibits fast adaptation to abrupt changes in the parameters, as seen in our estimated alphas and betas, which exhibit high volatility, especially in periods which can be identified as times of stressful market events, a reflection of the dynamic positioning of hedge fund portfolio managers.

  7. Bayesian nonparametric inference on quantile residual life function: Application to breast cancer data.

    Science.gov (United States)

    Park, Taeyoung; Jeong, Jong-Hyeon; Lee, Jae Won

    2012-08-15

    There is often an interest in estimating a residual life function as a summary measure of survival data. For ease in presentation of the potential therapeutic effect of a new drug, investigators may summarize survival data in terms of the remaining life years of patients. Under heavy right censoring, however, some reasonably high quantiles (e.g., median) of a residual lifetime distribution cannot be always estimated via a popular nonparametric approach on the basis of the Kaplan-Meier estimator. To overcome the difficulties in dealing with heavily censored survival data, this paper develops a Bayesian nonparametric approach that takes advantage of a fully model-based but highly flexible probabilistic framework. We use a Dirichlet process mixture of Weibull distributions to avoid strong parametric assumptions on the unknown failure time distribution, making it possible to estimate any quantile residual life function under heavy censoring. Posterior computation through Markov chain Monte Carlo is straightforward and efficient because of conjugacy properties and partial collapse. We illustrate the proposed methods by using both simulated data and heavily censored survival data from a recent breast cancer clinical trial conducted by the National Surgical Adjuvant Breast and Bowel Project. Copyright © 2012 John Wiley & Sons, Ltd.

  8. Non-parametric PSF estimation from celestial transit solar images using blind deconvolution

    Directory of Open Access Journals (Sweden)

    González Adriana

    2016-01-01

    Full Text Available Context: Characterization of instrumental effects in astronomical imaging is important in order to extract accurate physical information from the observations. The measured image in a real optical instrument is usually represented by the convolution of an ideal image with a Point Spread Function (PSF. Additionally, the image acquisition process is also contaminated by other sources of noise (read-out, photon-counting. The problem of estimating both the PSF and a denoised image is called blind deconvolution and is ill-posed. Aims: We propose a blind deconvolution scheme that relies on image regularization. Contrarily to most methods presented in the literature, our method does not assume a parametric model of the PSF and can thus be applied to any telescope. Methods: Our scheme uses a wavelet analysis prior model on the image and weak assumptions on the PSF. We use observations from a celestial transit, where the occulting body can be assumed to be a black disk. These constraints allow us to retain meaningful solutions for the filter and the image, eliminating trivial, translated, and interchanged solutions. Under an additive Gaussian noise assumption, they also enforce noise canceling and avoid reconstruction artifacts by promoting the whiteness of the residual between the blurred observations and the cleaned data. Results: Our method is applied to synthetic and experimental data. The PSF is estimated for the SECCHI/EUVI instrument using the 2007 Lunar transit, and for SDO/AIA using the 2012 Venus transit. Results show that the proposed non-parametric blind deconvolution method is able to estimate the core of the PSF with a similar quality to parametric methods proposed in the literature. We also show that, if these parametric estimations are incorporated in the acquisition model, the resulting PSF outperforms both the parametric and non-parametric methods.

  9. 1st Conference of the International Society for Nonparametric Statistics

    CERN Document Server

    Lahiri, S; Politis, Dimitris

    2014-01-01

    This volume is composed of peer-reviewed papers that have developed from the First Conference of the International Society for NonParametric Statistics (ISNPS). This inaugural conference took place in Chalkidiki, Greece, June 15-19, 2012. It was organized with the co-sponsorship of the IMS, the ISI, and other organizations. M.G. Akritas, S.N. Lahiri, and D.N. Politis are the first executive committee members of ISNPS, and the editors of this volume. ISNPS has a distinguished Advisory Committee that includes Professors R.Beran, P.Bickel, R. Carroll, D. Cook, P. Hall, R. Johnson, B. Lindsay, E. Parzen, P. Robinson, M. Rosenblatt, G. Roussas, T. SubbaRao, and G. Wahba. The Charting Committee of ISNPS consists of more than 50 prominent researchers from all over the world.   The chapters in this volume bring forth recent advances and trends in several areas of nonparametric statistics. In this way, the volume facilitates the exchange of research ideas, promotes collaboration among researchers from all over the wo...

  10. Linkage of PRA models. Phase 1, Results

    Energy Technology Data Exchange (ETDEWEB)

    Smith, C.L.; Knudsen, J.K.; Kelly, D.L.

    1995-12-01

    The goal of the Phase I work of the ``Linkage of PRA Models`` project was to postulate methods of providing guidance for US Nuclear Regulator Commission (NRC) personnel on the selection and usage of probabilistic risk assessment (PRA) models that are best suited to the analysis they are performing. In particular, methods and associated features are provided for (a) the selection of an appropriate PRA model for a particular analysis, (b) complementary evaluation tools for the analysis, and (c) a PRA model cross-referencing method. As part of this work, three areas adjoining ``linking`` analyses to PRA models were investigated: (a) the PRA models that are currently available, (b) the various types of analyses that are performed within the NRC, and (c) the difficulty in trying to provide a ``generic`` classification scheme to groups plants based upon a particular plant attribute.

  11. Linkage of PRA models. Phase 1, Results

    International Nuclear Information System (INIS)

    Smith, C.L.; Knudsen, J.K.; Kelly, D.L.

    1995-12-01

    The goal of the Phase I work of the ''Linkage of PRA Models'' project was to postulate methods of providing guidance for US Nuclear Regulator Commission (NRC) personnel on the selection and usage of probabilistic risk assessment (PRA) models that are best suited to the analysis they are performing. In particular, methods and associated features are provided for (a) the selection of an appropriate PRA model for a particular analysis, (b) complementary evaluation tools for the analysis, and (c) a PRA model cross-referencing method. As part of this work, three areas adjoining ''linking'' analyses to PRA models were investigated: (a) the PRA models that are currently available, (b) the various types of analyses that are performed within the NRC, and (c) the difficulty in trying to provide a ''generic'' classification scheme to groups plants based upon a particular plant attribute

  12. Privacy preserving interactive record linkage (PPIRL).

    Science.gov (United States)

    Kum, Hye-Chung; Krishnamurthy, Ashok; Machanavajjhala, Ashwin; Reiter, Michael K; Ahalt, Stanley

    2014-01-01

    Record linkage to integrate uncoordinated databases is critical in biomedical research using Big Data. Balancing privacy protection against the need for high quality record linkage requires a human-machine hybrid system to safely manage uncertainty in the ever changing streams of chaotic Big Data. In the computer science literature, private record linkage is the most published area. It investigates how to apply a known linkage function safely when linking two tables. However, in practice, the linkage function is rarely known. Thus, there are many data linkage centers whose main role is to be the trusted third party to determine the linkage function manually and link data for research via a master population list for a designated region. Recently, a more flexible computerized third-party linkage platform, Secure Decoupled Linkage (SDLink), has been proposed based on: (1) decoupling data via encryption, (2) obfuscation via chaffing (adding fake data) and universe manipulation; and (3) minimum information disclosure via recoding. We synthesize this literature to formalize a new framework for privacy preserving interactive record linkage (PPIRL) with tractable privacy and utility properties and then analyze the literature using this framework. Human-based third-party linkage centers for privacy preserving record linkage are the accepted norm internationally. We find that a computer-based third-party platform that can precisely control the information disclosed at the micro level and allow frequent human interaction during the linkage process, is an effective human-machine hybrid system that significantly improves on the linkage center model both in terms of privacy and utility.

  13. CADDIS Volume 4. Data Analysis: PECBO Appendix - R Scripts for Non-Parametric Regressions

    Science.gov (United States)

    Script for computing nonparametric regression analysis. Overview of using scripts to infer environmental conditions from biological observations, statistically estimating species-environment relationships, statistical scripts.

  14. Two-locus linkage analysis in multiple sclerosis (MS)

    Energy Technology Data Exchange (ETDEWEB)

    Tienari, P.J. (National Public Health Institute, Helsinki (Finland) Univ. of Helsinki (Finland)); Terwilliger, J.D.; Ott, J. (Columbia Univ., New York (United States)); Palo, J. (Univ. of Helsinki (Finland)); Peltonen, L. (National Public Health Institute, Helsinki (Finland))

    1994-01-15

    One of the major challenges in genetic linkage analyses is the study of complex diseases. The authors demonstrate here the use of two-locus linkage analysis in multiple sclerosis (MS), a multifactorial disease with a complex mode of inheritance. In a set of Finnish multiplex families, they have previously found evidence for linkage between MS susceptibility and two independent loci, the myelin basic protein gene (MBP) on chromosome 18 and the HLA complex on chromosome 6. This set of families provides a unique opportunity to perform linkage analysis conditional on two loci contributing to the disease. In the two-trait-locus/two-marker-locus analysis, the presence of another disease locus is parametrized and the analysis more appropriately treats information from the unaffected family member than single-disease-locus analysis. As exemplified here in MS, the two-locus analysis can be a powerful method for investigating susceptibility loci in complex traits, best suited for analysis of specific candidate genes, or for situations in which preliminary evidence for linkage already exists or is suggested. 41 refs., 6 tabs.

  15. A BAYESIAN NONPARAMETRIC MIXTURE MODEL FOR SELECTING GENES AND GENE SUBNETWORKS.

    Science.gov (United States)

    Zhao, Yize; Kang, Jian; Yu, Tianwei

    2014-06-01

    It is very challenging to select informative features from tens of thousands of measured features in high-throughput data analysis. Recently, several parametric/regression models have been developed utilizing the gene network information to select genes or pathways strongly associated with a clinical/biological outcome. Alternatively, in this paper, we propose a nonparametric Bayesian model for gene selection incorporating network information. In addition to identifying genes that have a strong association with a clinical outcome, our model can select genes with particular expressional behavior, in which case the regression models are not directly applicable. We show that our proposed model is equivalent to an infinity mixture model for which we develop a posterior computation algorithm based on Markov chain Monte Carlo (MCMC) methods. We also propose two fast computing algorithms that approximate the posterior simulation with good accuracy but relatively low computational cost. We illustrate our methods on simulation studies and the analysis of Spellman yeast cell cycle microarray data.

  16. Linkage of biomolecules to solid phases for immunoassay

    International Nuclear Information System (INIS)

    Chapman, R.S.

    1998-01-01

    Topics covered by this lecture include a brief review of the principal methods of linkage of biomolecules to solid phase matrices. Copies of the key self explanatory slides are presented as figures together with reprints of two publications by the author dealing with a preferred chemistry for the covalent linkage of antibodies to hydroxyl and amino functional groups and the effects of changes in solid phase matrix and antibody coupling chemistry on the performance of a typical excess reagent immunoassay for thyroid stimulating hormone

  17. Robust LOD scores for variance component-based linkage analysis.

    Science.gov (United States)

    Blangero, J; Williams, J T; Almasy, L

    2000-01-01

    The variance component method is now widely used for linkage analysis of quantitative traits. Although this approach offers many advantages, the importance of the underlying assumption of multivariate normality of the trait distribution within pedigrees has not been studied extensively. Simulation studies have shown that traits with leptokurtic distributions yield linkage test statistics that exhibit excessive Type I error when analyzed naively. We derive analytical formulae relating the deviation from the expected asymptotic distribution of the lod score to the kurtosis and total heritability of the quantitative trait. A simple correction constant yields a robust lod score for any deviation from normality and for any pedigree structure, and effectively eliminates the problem of inflated Type I error due to misspecification of the underlying probability model in variance component-based linkage analysis.

  18. Improving salt marsh digital elevation model accuracy with full-waveform lidar and nonparametric predictive modeling

    Science.gov (United States)

    Rogers, Jeffrey N.; Parrish, Christopher E.; Ward, Larry G.; Burdick, David M.

    2018-03-01

    Salt marsh vegetation tends to increase vertical uncertainty in light detection and ranging (lidar) derived elevation data, often causing the data to become ineffective for analysis of topographic features governing tidal inundation or vegetation zonation. Previous attempts at improving lidar data collected in salt marsh environments range from simply computing and subtracting the global elevation bias to more complex methods such as computing vegetation-specific, constant correction factors. The vegetation specific corrections can be used along with an existing habitat map to apply separate corrections to different areas within a study site. It is hypothesized here that correcting salt marsh lidar data by applying location-specific, point-by-point corrections, which are computed from lidar waveform-derived features, tidal-datum based elevation, distance from shoreline and other lidar digital elevation model based variables, using nonparametric regression will produce better results. The methods were developed and tested using full-waveform lidar and ground truth for three marshes in Cape Cod, Massachusetts, U.S.A. Five different model algorithms for nonparametric regression were evaluated, with TreeNet's stochastic gradient boosting algorithm consistently producing better regression and classification results. Additionally, models were constructed to predict the vegetative zone (high marsh and low marsh). The predictive modeling methods used in this study estimated ground elevation with a mean bias of 0.00 m and a standard deviation of 0.07 m (0.07 m root mean square error). These methods appear very promising for correction of salt marsh lidar data and, importantly, do not require an existing habitat map, biomass measurements, or image based remote sensing data such as multi/hyperspectral imagery.

  19. Gaussian process-based Bayesian nonparametric inference of population size trajectories from gene genealogies.

    Science.gov (United States)

    Palacios, Julia A; Minin, Vladimir N

    2013-03-01

    Changes in population size influence genetic diversity of the population and, as a result, leave a signature of these changes in individual genomes in the population. We are interested in the inverse problem of reconstructing past population dynamics from genomic data. We start with a standard framework based on the coalescent, a stochastic process that generates genealogies connecting randomly sampled individuals from the population of interest. These genealogies serve as a glue between the population demographic history and genomic sequences. It turns out that only the times of genealogical lineage coalescences contain information about population size dynamics. Viewing these coalescent times as a point process, estimating population size trajectories is equivalent to estimating a conditional intensity of this point process. Therefore, our inverse problem is similar to estimating an inhomogeneous Poisson process intensity function. We demonstrate how recent advances in Gaussian process-based nonparametric inference for Poisson processes can be extended to Bayesian nonparametric estimation of population size dynamics under the coalescent. We compare our Gaussian process (GP) approach to one of the state-of-the-art Gaussian Markov random field (GMRF) methods for estimating population trajectories. Using simulated data, we demonstrate that our method has better accuracy and precision. Next, we analyze two genealogies reconstructed from real sequences of hepatitis C and human Influenza A viruses. In both cases, we recover more believed aspects of the viral demographic histories than the GMRF approach. We also find that our GP method produces more reasonable uncertainty estimates than the GMRF method. Copyright © 2013, The International Biometric Society.

  20. Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error

    KAUST Repository

    Carroll, Raymond J.

    2011-03-01

    In many applications we can expect that, or are interested to know if, a density function or a regression curve satisfies some specific shape constraints. For example, when the explanatory variable, X, represents the value taken by a treatment or dosage, the conditional mean of the response, Y , is often anticipated to be a monotone function of X. Indeed, if this regression mean is not monotone (in the appropriate direction) then the medical or commercial value of the treatment is likely to be significantly curtailed, at least for values of X that lie beyond the point at which monotonicity fails. In the case of a density, common shape constraints include log-concavity and unimodality. If we can correctly guess the shape of a curve, then nonparametric estimators can be improved by taking this information into account. Addressing such problems requires a method for testing the hypothesis that the curve of interest satisfies a shape constraint, and, if the conclusion of the test is positive, a technique for estimating the curve subject to the constraint. Nonparametric methodology for solving these problems already exists, but only in cases where the covariates are observed precisely. However in many problems, data can only be observed with measurement errors, and the methods employed in the error-free case typically do not carry over to this error context. In this paper we develop a novel approach to hypothesis testing and function estimation under shape constraints, which is valid in the context of measurement errors. Our method is based on tilting an estimator of the density or the regression mean until it satisfies the shape constraint, and we take as our test statistic the distance through which it is tilted. Bootstrap methods are used to calibrate the test. The constrained curve estimators that we develop are also based on tilting, and in that context our work has points of contact with methodology in the error-free case.

  1. Nonparametric Estimation of Distributions in Random Effects Models

    KAUST Repository

    Hart, Jeffrey D.

    2011-01-01

    We propose using minimum distance to obtain nonparametric estimates of the distributions of components in random effects models. A main setting considered is equivalent to having a large number of small datasets whose locations, and perhaps scales, vary randomly, but which otherwise have a common distribution. Interest focuses on estimating the distribution that is common to all datasets, knowledge of which is crucial in multiple testing problems where a location/scale invariant test is applied to every small dataset. A detailed algorithm for computing minimum distance estimates is proposed, and the usefulness of our methodology is illustrated by a simulation study and an analysis of microarray data. Supplemental materials for the article, including R-code and a dataset, are available online. © 2011 American Statistical Association.

  2. Prior processes and their applications nonparametric Bayesian estimation

    CERN Document Server

    Phadia, Eswar G

    2016-01-01

    This book presents a systematic and comprehensive treatment of various prior processes that have been developed over the past four decades for dealing with Bayesian approach to solving selected nonparametric inference problems. This revised edition has been substantially expanded to reflect the current interest in this area. After an overview of different prior processes, it examines the now pre-eminent Dirichlet process and its variants including hierarchical processes, then addresses new processes such as dependent Dirichlet, local Dirichlet, time-varying and spatial processes, all of which exploit the countable mixture representation of the Dirichlet process. It subsequently discusses various neutral to right type processes, including gamma and extended gamma, beta and beta-Stacy processes, and then describes the Chinese Restaurant, Indian Buffet and infinite gamma-Poisson processes, which prove to be very useful in areas such as machine learning, information retrieval and featural modeling. Tailfree and P...

  3. Spurious Seasonality Detection: A Non-Parametric Test Proposal

    Directory of Open Access Journals (Sweden)

    Aurelio F. Bariviera

    2018-01-01

    Full Text Available This paper offers a general and comprehensive definition of the day-of-the-week effect. Using symbolic dynamics, we develop a unique test based on ordinal patterns in order to detect it. This test uncovers the fact that the so-called “day-of-the-week” effect is partly an artifact of the hidden correlation structure of the data. We present simulations based on artificial time series as well. While time series generated with long memory are prone to exhibit daily seasonality, pure white noise signals exhibit no pattern preference. Since ours is a non-parametric test, it requires no assumptions about the distribution of returns, so that it could be a practical alternative to conventional econometric tests. We also made an exhaustive application of the here-proposed technique to 83 stock indexes around the world. Finally, the paper highlights the relevance of symbolic analysis in economic time series studies.

  4. Multi-Directional Non-Parametric Analysis of Agricultural Efficiency

    DEFF Research Database (Denmark)

    Balezentis, Tomas

    This thesis seeks to develop methodologies for assessment of agricultural efficiency and employ them to Lithuanian family farms. In particular, we focus on three particular objectives throughout the research: (i) to perform a fully non-parametric analysis of efficiency effects, (ii) to extend...... to the Multi-Directional Efficiency Analysis approach when the proposed models were employed to analyse empirical data of Lithuanian family farm performance, we saw substantial differences in efficiencies associated with different inputs. In particular, assets appeared to be the least efficiently used input...... relative to labour, intermediate consumption and land (in some cases land was not treated as a discretionary input). These findings call for further research on relationships among financial structure, investment decisions, and efficiency in Lithuanian family farms. Application of different techniques...

  5. Model reduction of detailed-balanced reaction networks by clustering linkage classes

    NARCIS (Netherlands)

    Rao, Shodhan; Jayawardhana, Bayu; van der Schaft, Abraham; Findeisen, Rolf; Bullinger, Eric; Balsa-Canto, Eva; Bernaerts, Kristel

    2016-01-01

    We propose a model reduction method that involves sequential application of clustering of linkage classes and Kron reduction. This approach is specifically useful for chemical reaction networks with each linkage class having less number of reactions. In case of detailed balanced chemical reaction

  6. Genome-wide linkage scan for primary open angle glaucoma: influences of ancestry and age at diagnosis.

    Directory of Open Access Journals (Sweden)

    Kristy R Crooks

    Full Text Available Primary open-angle glaucoma (POAG is the most common form of glaucoma and one of the leading causes of vision loss worldwide. The genetic etiology of POAG is complex and poorly understood. The purpose of this work is to identify genomic regions of interest linked to POAG. This study is the largest genetic linkage study of POAG performed to date: genomic DNA samples from 786 subjects (538 Caucasian ancestry, 248 African ancestry were genotyped using either the Illumina GoldenGate Linkage 4 Panel or the Illumina Infinium Human Linkage-12 Panel. A total of 5233 SNPs was analyzed in 134 multiplex POAG families (89 Caucasian ancestry, 45 African ancestry. Parametric and non-parametric linkage analyses were performed on the overall dataset and within race-specific datasets (Caucasian ancestry and African ancestry. Ordered subset analysis was used to stratify the data on the basis of age of glaucoma diagnosis. Novel linkage regions were identified on chromosomes 1 and 20, and two previously described loci-GLC1D on chromosome 8 and GLC1I on chromosome 15--were replicated. These data will prove valuable in the context of interpreting results from genome-wide association studies for POAG.

  7. An improved recommendation algorithm via weakening indirect linkage effect

    Science.gov (United States)

    Chen, Guang; Qiu, Tian; Shen, Xiao-Quan

    2015-07-01

    We propose an indirect-link-weakened mass diffusion method (IMD), by considering the indirect linkage and the source object heterogeneity effect in the mass diffusion (MD) recommendation method. Experimental results on the MovieLens, Netflix, and RYM datasets show that, the IMD method greatly improves both the recommendation accuracy and diversity, compared with a heterogeneity-weakened MD method (HMD), which only considers the source object heterogeneity. Moreover, the recommendation accuracy of the cold objects is also better elevated in the IMD than the HMD method. It suggests that eliminating the redundancy induced by the indirect linkages could have a prominent effect on the recommendation efficiency in the MD method. Project supported by the National Natural Science Foundation of China (Grant No. 11175079) and the Young Scientist Training Project of Jiangxi Province, China (Grant No. 20133BCB23017).

  8. A Nonparametric Shape Prior Constrained Active Contour Model for Segmentation of Coronaries in CTA Images

    Directory of Open Access Journals (Sweden)

    Yin Wang

    2014-01-01

    Full Text Available We present a nonparametric shape constrained algorithm for segmentation of coronary arteries in computed tomography images within the framework of active contours. An adaptive scale selection scheme, based on the global histogram information of the image data, is employed to determine the appropriate window size for each point on the active contour, which improves the performance of the active contour model in the low contrast local image regions. The possible leakage, which cannot be identified by using intensity features alone, is reduced through the application of the proposed shape constraint, where the shape of circular sampled intensity profile is used to evaluate the likelihood of current segmentation being considered vascular structures. Experiments on both synthetic and clinical datasets have demonstrated the efficiency and robustness of the proposed method. The results on clinical datasets have shown that the proposed approach is capable of extracting more detailed coronary vessels with subvoxel accuracy.

  9. A non-parametric consistency test of the ΛCDM model with Planck CMB data

    Energy Technology Data Exchange (ETDEWEB)

    Aghamousa, Amir; Shafieloo, Arman [Korea Astronomy and Space Science Institute, Daejeon 305-348 (Korea, Republic of); Hamann, Jan, E-mail: amir@aghamousa.com, E-mail: jan.hamann@unsw.edu.au, E-mail: shafieloo@kasi.re.kr [School of Physics, The University of New South Wales, Sydney NSW 2052 (Australia)

    2017-09-01

    Non-parametric reconstruction methods, such as Gaussian process (GP) regression, provide a model-independent way of estimating an underlying function and its uncertainty from noisy data. We demonstrate how GP-reconstruction can be used as a consistency test between a given data set and a specific model by looking for structures in the residuals of the data with respect to the model's best-fit. Applying this formalism to the Planck temperature and polarisation power spectrum measurements, we test their global consistency with the predictions of the base ΛCDM model. Our results do not show any serious inconsistencies, lending further support to the interpretation of the base ΛCDM model as cosmology's gold standard.

  10. Semi-nonparametric estimates of interfuel substitution in US energy demand

    Energy Technology Data Exchange (ETDEWEB)

    Serletis, A.; Shahmoradi, A. [University of Calgary, Calgary, AB (Canada). Dept. of Economics

    2008-09-15

    This paper focuses on the demand for crude oil, natural gas, and coal in the United States in the context of two globally flexible functional forms - the Fourier and the Asymptotically Ideal Model (AIM) - estimated subject to full regularity, using methods suggested over 20 years ago by Gallant and Golub (Gallant, A. Ronald and Golub, Gene H. Imposing Curvature Restrictions on Flexible Functional Forms. Journal of Econometrics 26 (1984), 295-321) and recently used by Serletis and Shahmoradi (Serletis, A., Shahmoradi, A., 2005. Semi-nonparametric estimates of the demand for money in the United States. Macroeconomic Dynamics 9, 542-559) in the monetary demand systems literature. We provide a comparison in terms of a full set of elasticities and also a policy perspective, using (for the first time) parameter estimates that are consistent with global regularity.

  11. Semi-nonparametric estimates of interfuel substitution in U.S. energy demand

    Energy Technology Data Exchange (ETDEWEB)

    Serletis, Apostolos [Department of Economics, University of Calgary, Calgary, Alberta (Canada); Shahmoradi, Asghar [Faculty of Economics, University of Tehran, Tehran (Iran)

    2008-09-15

    This paper focuses on the demand for crude oil, natural gas, and coal in the United States in the context of two globally flexible functional forms - the Fourier and the Asymptotically Ideal Model (AIM) - estimated subject to full regularity, using methods suggested over 20 years ago by Gallant and Golub [Gallant, A. Ronald and Golub, Gene H. Imposing Curvature Restrictions on Flexible Functional Forms. Journal of Econometrics 26 (1984), 295-321] and recently used by Serletis and Shahmoradi [Serletis, A., Shahmoradi, A., 2005. Semi-nonparametric estimates of the demand for money in the United States. Macroeconomic Dynamics 9, 542-559] in the monetary demand systems literature. We provide a comparison in terms of a full set of elasticities and also a policy perspective, using (for the first time) parameter estimates that are consistent with global regularity. (author)

  12. Non-parametric adaptive importance sampling for the probability estimation of a launcher impact position

    International Nuclear Information System (INIS)

    Morio, Jerome

    2011-01-01

    Importance sampling (IS) is a useful simulation technique to estimate critical probability with a better accuracy than Monte Carlo methods. It consists in generating random weighted samples from an auxiliary distribution rather than the distribution of interest. The crucial part of this algorithm is the choice of an efficient auxiliary PDF that has to be able to simulate more rare random events. The optimisation of this auxiliary distribution is often in practice very difficult. In this article, we propose to approach the IS optimal auxiliary density with non-parametric adaptive importance sampling (NAIS). We apply this technique for the probability estimation of spatial launcher impact position since it has currently become a more and more important issue in the field of aeronautics.

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

    CERN Document Server

    Faraway, Julian J

    2005-01-01

    Linear models are central to the practice of statistics and form the foundation of a vast range of statistical methodologies. Julian J. Faraway''s critically acclaimed Linear Models with R examined regression and analysis of variance, demonstrated the different methods available, and showed in which situations each one applies. Following in those footsteps, Extending the Linear Model with R surveys the techniques that grow from the regression model, presenting three extensions to that framework: generalized linear models (GLMs), mixed effect models, and nonparametric regression models. The author''s treatment is thoroughly modern and covers topics that include GLM diagnostics, generalized linear mixed models, trees, and even the use of neural networks in statistics. To demonstrate the interplay of theory and practice, throughout the book the author weaves the use of the R software environment to analyze the data of real examples, providing all of the R commands necessary to reproduce the analyses. All of the ...

  14. Bayesian nonparametric modeling for comparison of single-neuron firing intensities.

    Science.gov (United States)

    Kottas, Athanasios; Behseta, Sam

    2010-03-01

    We propose a fully inferential model-based approach to the problem of comparing the firing patterns of a neuron recorded under two distinct experimental conditions. The methodology is based on nonhomogeneous Poisson process models for the firing times of each condition with flexible nonparametric mixture prior models for the corresponding intensity functions. We demonstrate posterior inferences from a global analysis, which may be used to compare the two conditions over the entire experimental time window, as well as from a pointwise analysis at selected time points to detect local deviations of firing patterns from one condition to another. We apply our method on two neurons recorded from the primary motor cortex area of a monkey's brain while performing a sequence of reaching tasks.

  15. REGRES: A FORTRAN-77 program to calculate nonparametric and ``structural'' parametric solutions to bivariate regression equations

    Science.gov (United States)

    Rock, N. M. S.; Duffy, T. R.

    REGRES allows a range of regression equations to be calculated for paired sets of data values in which both variables are subject to error (i.e. neither is the "independent" variable). Nonparametric regressions, based on medians of all possible pairwise slopes and intercepts, are treated in detail. Estimated slopes and intercepts are output, along with confidence limits, Spearman and Kendall rank correlation coefficients. Outliers can be rejected with user-determined stringency. Parametric regressions can be calculated for any value of λ (the ratio of the variances of the random errors for y and x)—including: (1) major axis ( λ = 1); (2) reduced major axis ( λ = variance of y/variance of x); (3) Y on Xλ = infinity; or (4) X on Y ( λ = 0) solutions. Pearson linear correlation coefficients also are output. REGRES provides an alternative to conventional isochron assessment techniques where bivariate normal errors cannot be assumed, or weighting methods are inappropriate.

  16. Using nonparametrics to specify a model to measure the value of travel time

    DEFF Research Database (Denmark)

    Fosgerau, Mogens

    2007-01-01

    Using a range of nonparametric methods, the paper examines the specification of a model to evaluate the willingness-to-pay (WTP) for travel time changes from binomial choice data from a simple time-cost trading experiment. The analysis favours a model with random WTP as the only source...... of randomness over a model with fixed WTP which is linear in time and cost and has an additive random error term. Results further indicate that the distribution of log WTP can be described as a sum of a linear index fixing the location of the log WTP distribution and an independent random variable representing...... unobserved heterogeneity. This formulation is useful for parametric modelling. The index indicates that the WTP varies systematically with income and other individual characteristics. The WTP varies also with the time difference presented in the experiment which is in contradiction of standard utility theory....

  17. Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure

    DEFF Research Database (Denmark)

    Effraimidis, Georgios; Dahl, Christian Møller

    In this paper, we develop a fully nonparametric approach for the estimation of the cumulative incidence function with Missing At Random right-censored competing risks data. We obtain results on the pointwise asymptotic normality as well as the uniform convergence rate of the proposed nonparametric...

  18. Non-parametric tests of productive efficiency with errors-in-variables

    NARCIS (Netherlands)

    Kuosmanen, T.K.; Post, T.; Scholtes, S.

    2007-01-01

    We develop a non-parametric test of productive efficiency that accounts for errors-in-variables, following the approach of Varian. [1985. Nonparametric analysis of optimizing behavior with measurement error. Journal of Econometrics 30(1/2), 445-458]. The test is based on the general Pareto-Koopmans

  19. Linkage disequilibrium and association mapping.

    Science.gov (United States)

    Weir, B S

    2008-01-01

    Linkage disequilibrium refers to the association between alleles at different loci. The standard definition applies to two alleles in the same gamete, and it can be regarded as the covariance of indicator variables for the states of those two alleles. The corresponding correlation coefficient rho is the parameter that arises naturally in discussions of tests of association between markers and genetic diseases. A general treatment of association tests makes use of the additive and nonadditive components of variance for the disease gene. In almost all expressions that describe the behavior of association tests, additive variance components are modified by the squared correlation coefficient rho2 and the nonadditive variance components by rho4, suggesting that nonadditive components have less influence than additive components on association tests.

  20. Multiple co-clustering based on nonparametric mixture models with heterogeneous marginal distributions.

    Science.gov (United States)

    Tokuda, Tomoki; Yoshimoto, Junichiro; Shimizu, Yu; Okada, Go; Takamura, Masahiro; Okamoto, Yasumasa; Yamawaki, Shigeto; Doya, Kenji

    2017-01-01

    We propose a novel method for multiple clustering, which is useful for analysis of high-dimensional data containing heterogeneous types of features. Our method is based on nonparametric Bayesian mixture models in which features are automatically partitioned (into views) for each clustering solution. This feature partition works as feature selection for a particular clustering solution, which screens out irrelevant features. To make our method applicable to high-dimensional data, a co-clustering structure is newly introduced for each view. Further, the outstanding novelty of our method is that we simultaneously model different distribution families, such as Gaussian, Poisson, and multinomial distributions in each cluster block, which widens areas of application to real data. We apply the proposed method to synthetic and real data, and show that our method outperforms other multiple clustering methods both in recovering true cluster structures and in computation time. Finally, we apply our method to a depression dataset with no true cluster structure available, from which useful inferences are drawn about possible clustering structures of the data.

  1. Multiple co-clustering based on nonparametric mixture models with heterogeneous marginal distributions.

    Directory of Open Access Journals (Sweden)

    Tomoki Tokuda

    Full Text Available We propose a novel method for multiple clustering, which is useful for analysis of high-dimensional data containing heterogeneous types of features. Our method is based on nonparametric Bayesian mixture models in which features are automatically partitioned (into views for each clustering solution. This feature partition works as feature selection for a particular clustering solution, which screens out irrelevant features. To make our method applicable to high-dimensional data, a co-clustering structure is newly introduced for each view. Further, the outstanding novelty of our method is that we simultaneously model different distribution families, such as Gaussian, Poisson, and multinomial distributions in each cluster block, which widens areas of application to real data. We apply the proposed method to synthetic and real data, and show that our method outperforms other multiple clustering methods both in recovering true cluster structures and in computation time. Finally, we apply our method to a depression dataset with no true cluster structure available, from which useful inferences are drawn about possible clustering structures of the data.

  2. Multiple co-clustering based on nonparametric mixture models with heterogeneous marginal distributions

    Science.gov (United States)

    Yoshimoto, Junichiro; Shimizu, Yu; Okada, Go; Takamura, Masahiro; Okamoto, Yasumasa; Yamawaki, Shigeto; Doya, Kenji

    2017-01-01

    We propose a novel method for multiple clustering, which is useful for analysis of high-dimensional data containing heterogeneous types of features. Our method is based on nonparametric Bayesian mixture models in which features are automatically partitioned (into views) for each clustering solution. This feature partition works as feature selection for a particular clustering solution, which screens out irrelevant features. To make our method applicable to high-dimensional data, a co-clustering structure is newly introduced for each view. Further, the outstanding novelty of our method is that we simultaneously model different distribution families, such as Gaussian, Poisson, and multinomial distributions in each cluster block, which widens areas of application to real data. We apply the proposed method to synthetic and real data, and show that our method outperforms other multiple clustering methods both in recovering true cluster structures and in computation time. Finally, we apply our method to a depression dataset with no true cluster structure available, from which useful inferences are drawn about possible clustering structures of the data. PMID:29049392

  3. Analysis of Linkage Effects among Currency Networks Using REER Data

    Directory of Open Access Journals (Sweden)

    Haishu Qiao

    2015-01-01

    Full Text Available We modeled the currency networks through the use of REER (real effective exchange rate instead of a bilateral exchange rate in order to overcome the confusion in selecting base currencies. Based on the MST (minimum spanning tree approach and the rolling-window method, we constructed time-varying and correlation-based networks with which we investigate the linkage effects among different currencies. In particular, and as the source of empirical data, we chose the monthly REER data for a set of 61 major currencies during the period from 1994 to 2014. The study demonstrated that obvious linkage effects existed among currency networks and the euro (EUR was confirmed as the predominant world currency. Additionally, we used the rolling-window method to investigate the stability of linkage effects, doing so by calculating the mean correlations and mean distances as well as the normalized tree length and degrees of those currencies. The results showed that financial crises during the study period had a great effect on the currency network’s topology structure and led to more clustered currency networks. Our results suggested that it is more appropriate to estimate the linkage effects among currency networks through the use of REER data.

  4. An estimating function approach to linkage heterogeneity

    Indian Academy of Sciences (India)

    Testing linkage heterogeneity between two loci is an important issue in genetics. Currently, there are ... on linkage heterogeneity can help people to better understand complex .... χ2(F − 2) + cχ2 (1), where c is a constant (see Appendix). Here, it can be ..... gin, ancestry, gender, age, etc., for purpose of dividing sub- groups to ...

  5. Validation of an instrument to measure inter-organisational linkages in general practice

    Directory of Open Access Journals (Sweden)

    Cheryl Amoroso

    2007-11-01

    Full Text Available Purpose: Linkages between general medical practices and external services are important for high quality chronic disease care. The purpose of this research is to describe the development, evaluation and use of a brief tool that measures the comprehensiveness and quality of a general practice’s linkages with external providers for the management of patients with chronic disease. In this study, clinical linkages are defined as the communication, support, and referral arrangements between services for the care and assistance of patients with chronic disease. Methods: An interview to measure surgery-level (rather than individual clinician-level clinical linkages was developed, piloted, reviewed, and evaluated with 97 Australian general practices. Two validated survey instruments were posted to patients, and a survey of locally available services was developed and posted to participating Divisions of General Practice (support organisations. Hypotheses regarding internal validity, association with local services, and patient satisfaction were tested using factor analysis, logistic regression and multilevel regression models. Results: The resulting General Practice Clinical Linkages Interview (GP-CLI is a nine-item tool with three underlying factors: referral and advice linkages, shared care and care planning linkages, and community access and awareness linkages. Local availability of chronic disease services has no affect on the comprehensiveness of services with which practices link, however comprehensiveness of clinical linkages has an association with patient assessment of access, receptionist services, and of continuity of care in their general practice. Conclusions: The GP-CLI may be useful to researchers examining comparable health care systems for measuring the comprehensiveness and quality of linkages at a general practice-level with related services, possessing both internal and external validity. The tool can be used with large samples

  6. Nonparametric test of consistency between cosmological models and multiband CMB measurements

    Energy Technology Data Exchange (ETDEWEB)

    Aghamousa, Amir [Asia Pacific Center for Theoretical Physics, Pohang, Gyeongbuk 790-784 (Korea, Republic of); Shafieloo, Arman, E-mail: amir@apctp.org, E-mail: shafieloo@kasi.re.kr [Korea Astronomy and Space Science Institute, Daejeon 305-348 (Korea, Republic of)

    2015-06-01

    We present a novel approach to test the consistency of the cosmological models with multiband CMB data using a nonparametric approach. In our analysis we calibrate the REACT (Risk Estimation and Adaptation after Coordinate Transformation) confidence levels associated with distances in function space (confidence distances) based on the Monte Carlo simulations in order to test the consistency of an assumed cosmological model with observation. To show the applicability of our algorithm, we confront Planck 2013 temperature data with concordance model of cosmology considering two different Planck spectra combination. In order to have an accurate quantitative statistical measure to compare between the data and the theoretical expectations, we calibrate REACT confidence distances and perform a bias control using many realizations of the data. Our results in this work using Planck 2013 temperature data put the best fit ΛCDM model at 95% (∼ 2σ) confidence distance from the center of the nonparametric confidence set while repeating the analysis excluding the Planck 217 × 217 GHz spectrum data, the best fit ΛCDM model shifts to 70% (∼ 1σ) confidence distance. The most prominent features in the data deviating from the best fit ΛCDM model seems to be at low multipoles  18 < ℓ < 26 at greater than 2σ, ℓ ∼ 750 at ∼1 to 2σ and ℓ ∼ 1800 at greater than 2σ level. Excluding the 217×217 GHz spectrum the feature at ℓ ∼ 1800 becomes substantially less significance at ∼1 to 2σ confidence level. Results of our analysis based on the new approach we propose in this work are in agreement with other analysis done using alternative methods.

  7. Markov chain Monte Carlo linkage analysis: effect of bin width on the probability of linkage.

    Science.gov (United States)

    Slager, S L; Juo, S H; Durner, M; Hodge, S E

    2001-01-01

    We analyzed part of the Genetic Analysis Workshop (GAW) 12 simulated data using Monte Carlo Markov chain (MCMC) methods that are implemented in the computer program Loki. The MCMC method reports the "probability of linkage" (PL) across the chromosomal regions of interest. The point of maximum PL can then be taken as a "location estimate" for the location of the quantitative trait locus (QTL). However, Loki does not provide a formal statistical test of linkage. In this paper, we explore how the bin width used in the calculations affects the max PL and the location estimate. We analyzed age at onset (AO) and quantitative trait number 5, Q5, from 26 replicates of the general simulated data in one region where we knew a major gene, MG5, is located. For each trait, we found the max PL and the corresponding location estimate, using four different bin widths. We found that bin width, as expected, does affect the max PL and the location estimate, and we recommend that users of Loki explore how their results vary with different bin widths.

  8. Efficient nonparametric n -body force fields from machine learning

    Science.gov (United States)

    Glielmo, Aldo; Zeni, Claudio; De Vita, Alessandro

    2018-05-01

    We provide a definition and explicit expressions for n -body Gaussian process (GP) kernels, which can learn any interatomic interaction occurring in a physical system, up to n -body contributions, for any value of n . The series is complete, as it can be shown that the "universal approximator" squared exponential kernel can be written as a sum of n -body kernels. These recipes enable the choice of optimally efficient force models for each target system, as confirmed by extensive testing on various materials. We furthermore describe how the n -body kernels can be "mapped" on equivalent representations that provide database-size-independent predictions and are thus crucially more efficient. We explicitly carry out this mapping procedure for the first nontrivial (three-body) kernel of the series, and we show that this reproduces the GP-predicted forces with meV /Å accuracy while being orders of magnitude faster. These results pave the way to using novel force models (here named "M-FFs") that are computationally as fast as their corresponding standard parametrized n -body force fields, while retaining the nonparametric character, the ease of training and validation, and the accuracy of the best recently proposed machine-learning potentials.

  9. Nonparametric predictive inference for combined competing risks data

    International Nuclear Information System (INIS)

    Coolen-Maturi, Tahani; Coolen, Frank P.A.

    2014-01-01

    The nonparametric predictive inference (NPI) approach for competing risks data has recently been presented, in particular addressing the question due to which of the competing risks the next unit will fail, and also considering the effects of unobserved, re-defined, unknown or removed competing risks. In this paper, we introduce how the NPI approach can be used to deal with situations where units are not all at risk from all competing risks. This may typically occur if one combines information from multiple samples, which can, e.g. be related to further aspects of units that define the samples or groups to which the units belong or to different applications where the circumstances under which the units operate can vary. We study the effect of combining the additional information from these multiple samples, so effectively borrowing information on specific competing risks from other units, on the inferences. Such combination of information can be relevant to competing risks scenarios in a variety of application areas, including engineering and medical studies

  10. Discrete non-parametric kernel estimation for global sensitivity analysis

    International Nuclear Information System (INIS)

    Senga Kiessé, Tristan; Ventura, Anne

    2016-01-01

    This work investigates the discrete kernel approach for evaluating the contribution of the variance of discrete input variables to the variance of model output, via analysis of variance (ANOVA) decomposition. Until recently only the continuous kernel approach has been applied as a metamodeling approach within sensitivity analysis framework, for both discrete and continuous input variables. Now the discrete kernel estimation is known to be suitable for smoothing discrete functions. We present a discrete non-parametric kernel estimator of ANOVA decomposition of a given model. An estimator of sensitivity indices is also presented with its asymtotic convergence rate. Some simulations on a test function analysis and a real case study from agricultural have shown that the discrete kernel approach outperforms the continuous kernel one for evaluating the contribution of moderate or most influential discrete parameters to the model output. - Highlights: • We study a discrete kernel estimation for sensitivity analysis of a model. • A discrete kernel estimator of ANOVA decomposition of the model is presented. • Sensitivity indices are calculated for discrete input parameters. • An estimator of sensitivity indices is also presented with its convergence rate. • An application is realized for improving the reliability of environmental models.

  11. Nonparametric Integrated Agrometeorological Drought Monitoring: Model Development and Application

    Science.gov (United States)

    Zhang, Qiang; Li, Qin; Singh, Vijay P.; Shi, Peijun; Huang, Qingzhong; Sun, Peng

    2018-01-01

    Drought is a major natural hazard that has massive impacts on the society. How to monitor drought is critical for its mitigation and early warning. This study proposed a modified version of the multivariate standardized drought index (MSDI) based on precipitation, evapotranspiration, and soil moisture, i.e., modified multivariate standardized drought index (MMSDI). This study also used nonparametric joint probability distribution analysis. Comparisons were done between standardized precipitation evapotranspiration index (SPEI), standardized soil moisture index (SSMI), MSDI, and MMSDI, and real-world observed drought regimes. Results indicated that MMSDI detected droughts that SPEI and/or SSMI failed to do. Also, MMSDI detected almost all droughts that were identified by SPEI and SSMI. Further, droughts detected by MMSDI were similar to real-world observed droughts in terms of drought intensity and drought-affected area. When compared to MMSDI, MSDI has the potential to overestimate drought intensity and drought-affected area across China, which should be attributed to exclusion of the evapotranspiration components from estimation of drought intensity. Therefore, MMSDI is proposed for drought monitoring that can detect agrometeorological droughts. Results of this study provide a framework for integrated drought monitoring in other regions of the world and can help to develop drought mitigation.

  12. Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

    Science.gov (United States)

    Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

    2015-02-01

    We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.

  13. Nonparametric adaptive age replacement with a one-cycle criterion

    International Nuclear Information System (INIS)

    Coolen-Schrijner, P.; Coolen, F.P.A.

    2007-01-01

    Age replacement of technical units has received much attention in the reliability literature over the last four decades. Mostly, the failure time distribution for the units is assumed to be known, and minimal costs per unit of time is used as optimality criterion, where renewal reward theory simplifies the mathematics involved but requires the assumption that the same process and replacement strategy continues over a very large ('infinite') period of time. Recently, there has been increasing attention to adaptive strategies for age replacement, taking into account the information from the process. Although renewal reward theory can still be used to provide an intuitively and mathematically attractive optimality criterion, it is more logical to use minimal costs per unit of time over a single cycle as optimality criterion for adaptive age replacement. In this paper, we first show that in the classical age replacement setting, with known failure time distribution with increasing hazard rate, the one-cycle criterion leads to earlier replacement than the renewal reward criterion. Thereafter, we present adaptive age replacement with a one-cycle criterion within the nonparametric predictive inferential framework. We study the performance of this approach via simulations, which are also used for comparisons with the use of the renewal reward criterion within the same statistical framework

  14. Bayesian Nonparametric Model for Estimating Multistate Travel Time Distribution

    Directory of Open Access Journals (Sweden)

    Emmanuel Kidando

    2017-01-01

    Full Text Available Multistate models, that is, models with more than two distributions, are preferred over single-state probability models in modeling the distribution of travel time. Literature review indicated that the finite multistate modeling of travel time using lognormal distribution is superior to other probability functions. In this study, we extend the finite multistate lognormal model of estimating the travel time distribution to unbounded lognormal distribution. In particular, a nonparametric Dirichlet Process Mixture Model (DPMM with stick-breaking process representation was used. The strength of the DPMM is that it can choose the number of components dynamically as part of the algorithm during parameter estimation. To reduce computational complexity, the modeling process was limited to a maximum of six components. Then, the Markov Chain Monte Carlo (MCMC sampling technique was employed to estimate the parameters’ posterior distribution. Speed data from nine links of a freeway corridor, aggregated on a 5-minute basis, were used to calculate the corridor travel time. The results demonstrated that this model offers significant flexibility in modeling to account for complex mixture distributions of the travel time without specifying the number of components. The DPMM modeling further revealed that freeway travel time is characterized by multistate or single-state models depending on the inclusion of onset and offset of congestion periods.

  15. A study of inter linkage effects on Candu feeder piping

    International Nuclear Information System (INIS)

    Li, M.; Aggarwal, M.L.; Meysner, A.

    2005-01-01

    A CANDU (Canadian Deuterium Uranium) reactor core consists of a large number of fuel channels where heat is generated. Two feeder pipes are connected to each fuel channel to transport D 2 O coolant into and out of the reactor core. The feeder piping is designed to the requirements of Class 1 piping of Section III NB of the ASME Boiler and Pressure Vessel and CSA Codes. Feeder piping stress analysis is being performed to demonstrate the code compliance check and the fitness for service of feeders. In the past, stress analyses were conducted for each individual feeder without including interaction effects among connected feeders. Interaction effects occur as a result of linkages that exist between feeders to prevent fretting and impacting damage during normal, abnormal and accident conditions. In this paper, a 'combined' approach is adopted to include all feeders connected by inter linkages into one feeder piping model. MSC/NASTRAN finite element software was used in the stress simulation, which contains up to 127 feeder pipes. The ASME Class 1 piping analysis was conducted to investigate the effects of the linkages between feeders. Both seismic time history and broadened response spectra methods were used in the seismic stress calculation. The results show that the effect of linkages is significant in dynamic stresses for all feeder configurations, as well as in static stresses for certain feeder configurations. The single feeder analysis could either underestimate or overestimate feeder stresses depending on the pipe geometry and bend wall thickness. (authors)

  16. Hereditary spastic paraplegia: LOD-score considerations for confirmation of linkage in a heterogeneous trait

    Energy Technology Data Exchange (ETDEWEB)

    Dube, M.P.; Kibar, Z.; Rouleau, G.A. [McGill Univ., Quebec (Canada)] [and others

    1997-03-01

    Hereditary spastic paraplegia (HSP) is a degenerative disorder of the motor system, defined by progressive weakness and spasticity of the lower limbs. HSP may be inherited as an autosomal dominant (AD), autosomal recessive, or an X-linked trait. AD HSP is genetically heterogeneous, and three loci have been identified so far: SPG3 maps to chromosome 14q, SPG4 to 2p, and SPG4a to 15q. We have undertaken linkage analysis with 21 uncomplicated AD families to the three AD HSP loci. We report significant linkage for three of our families to the SPG4 locus and exclude several families by multipoint linkage. We used linkage information from several different research teams to evaluate the statistical probability of linkage to the SPG4 locus for uncomplicated AD HSP families and established the critical LOD-score value necessary for confirmation of linkage to the SPG4 locus from Bayesian statistics. In addition, we calculated the empirical P-values for the LOD scores obtained with all families with computer simulation methods. Power to detect significant linkage, as well as type I error probabilities, were evaluated. This combined analytical approach permitted conclusive linkage analyses on small to medium-size families, under the restrictions of genetic heterogeneity. 19 refs., 1 fig., 1 tab.

  17. Hereditary spastic paraplegia: LOD-score considerations for confirmation of linkage in a heterogeneous trait.

    Science.gov (United States)

    Dubé, M P; Mlodzienski, M A; Kibar, Z; Farlow, M R; Ebers, G; Harper, P; Kolodny, E H; Rouleau, G A; Figlewicz, D A

    1997-03-01

    Hereditary spastic paraplegia (HSP) is a degenerative disorder of the motor system, defined by progressive weakness and spasticity of the lower limbs. HSP may be inherited as an autosomal dominant (AD), autosomal recessive, or an X-linked trait. AD HSP is genetically heterogeneous, and three loci have been identified so far: SPG3 maps to chromosome 14q, SPG4 to 2p, and SPG4a to 15q. We have undertaken linkage analysis with 21 uncomplicated AD families to the three AD HSP loci. We report significant linkage for three of our families to the SPG4 locus and exclude several families by multipoint linkage. We used linkage information from several different research teams to evaluate the statistical probability of linkage to the SPG4 locus for uncomplicated AD HSP families and established the critical LOD-score value necessary for confirmation of linkage to the SPG4 locus from Bayesian statistics. In addition, we calculated the empirical P-values for the LOD scores obtained with all families with computer simulation methods. Power to detect significant linkage, as well as type I error probabilities, were evaluated. This combined analytical approach permitted conclusive linkage analyses on small to medium-size families, under the restrictions of genetic heterogeneity.

  18. Phase-Division-Based Dynamic Optimization of Linkages for Drawing Servo Presses

    Science.gov (United States)

    Zhang, Zhi-Gang; Wang, Li-Ping; Cao, Yan-Ke

    2017-11-01

    Existing linkage-optimization methods are designed for mechanical presses; few can be directly used for servo presses, so development of the servo press is limited. Based on the complementarity of linkage optimization and motion planning, a phase-division-based linkage-optimization model for a drawing servo press is established. Considering the motion-planning principles of a drawing servo press, and taking account of work rating and efficiency, the constraints of the optimization model are constructed. Linkage is optimized in two modes: use of either constant eccentric speed or constant slide speed in the work segments. The performances of optimized linkages are compared with those of a mature linkage SL4-2000A, which is optimized by a traditional method. The results show that the work rating of a drawing servo press equipped with linkages optimized by this new method improved and the root-mean-square torque of the servo motors is reduced by more than 10%. This research provides a promising method for designing energy-saving drawing servo presses with high work ratings.

  19. Linkage Behavior and Practices of Agencies in the Agricultural ...

    African Journals Online (AJOL)

    The study examined the linkage behaviour and practices of agencies in the ... institutes; while (61.5%,65.5%and 50.0%) indicated that linkages with universities of ... Existing institutional framework for linkages between research and extension ...

  20. Detection of QTL for Carcass Quality on Chromosome 6 by Exploiting Linkage and Linkage Disequilibrium in Hanwoo

    Directory of Open Access Journals (Sweden)

    J.-H. Lee

    2012-01-01

    Full Text Available The purpose of this study was to improve mapping power and resolution for the QTL influencing carcass quality in Hanwoo, which was previously detected on the bovine chromosome (BTA 6. A sample of 427 steers were chosen, which were the progeny from 45 Korean proven sires in the Hanwoo Improvement Center, Seosan, Korea. The samples were genotyped with the set of 2,535 SNPs on BTA6 that were imbedded in the Illumina bovine 50 k chip. A linkage disequilibrium variance component mapping (LDVCM method, which exploited both linkage between sires and their steers and population-wide linkage disequilibrium, was applied to detect QTL for four carcass quality traits. Fifteen QTL were detected at 0.1% comparison-wise level, for which five, three, five, and two QTL were associated with carcass weight (CWT, backfat thickness (BFT, longissimus dorsi muscle area (LMA, and marbling score (Marb, respectively. The number of QTL was greater compared with our previous results, in which twelve QTL for carcass quality were detected on the BTA6 in the same population by applying other linkage disequilibrium mapping approaches. One QTL for LMA was detected on the distal region (110,285,672 to 110,633,096 bp with the most significant evidence for linkage (p<10−5. Another QTL that was detected on the proximal region (33,596,515 to 33,897,434 bp was pleiotrophic, i.e. influencing CWT, BFT, and LMA. Our results suggest that the LDVCM is a good alternative method for QTL fine-mapping in detection and characterization of QTL.

  1. Separating environmental efficiency into production and abatement efficiency. A nonparametric model with application to U.S. power plants

    Energy Technology Data Exchange (ETDEWEB)

    Hampf, Benjamin

    2011-08-15

    In this paper we present a new approach to evaluate the environmental efficiency of decision making units. We propose a model that describes a two-stage process consisting of a production and an end-of-pipe abatement stage with the environmental efficiency being determined by the efficiency of both stages. Taking the dependencies between the two stages into account, we show how nonparametric methods can be used to measure environmental efficiency and to decompose it into production and abatement efficiency. For an empirical illustration we apply our model to an analysis of U.S. power plants.

  2. ECOTOXICOGENOMICS: LINKAGES BETWEEN EXPOSURE AND EFFECTS IN ASSESSING RISKS OF AQUATIC CONTAMINANTS TO FISH (JOURNAL ARTICLE)

    Science.gov (United States)

    Understanding the biological effects of exposures to chemicals in the environment relies on classical methods and emerging technologies in the areas of genomics, proteomics, and metabonomics. Linkages between the historical and newer toxicological tools are currently being devel...

  3. Economic decision making and the application of nonparametric prediction models

    Science.gov (United States)

    Attanasi, E.D.; Coburn, T.C.; Freeman, P.A.

    2008-01-01

    Sustained increases in energy prices have focused attention on gas resources in low-permeability shale or in coals that were previously considered economically marginal. Daily well deliverability is often relatively small, although the estimates of the total volumes of recoverable resources in these settings are often large. Planning and development decisions for extraction of such resources must be areawide because profitable extraction requires optimization of scale economies to minimize costs and reduce risk. For an individual firm, the decision to enter such plays depends on reconnaissance-level estimates of regional recoverable resources and on cost estimates to develop untested areas. This paper shows how simple nonparametric local regression models, used to predict technically recoverable resources at untested sites, can be combined with economic models to compute regional-scale cost functions. The context of the worked example is the Devonian Antrim-shale gas play in the Michigan basin. One finding relates to selection of the resource prediction model to be used with economic models. Models chosen because they can best predict aggregate volume over larger areas (many hundreds of sites) smooth out granularity in the distribution of predicted volumes at individual sites. This loss of detail affects the representation of economic cost functions and may affect economic decisions. Second, because some analysts consider unconventional resources to be ubiquitous, the selection and order of specific drilling sites may, in practice, be determined arbitrarily by extraneous factors. The analysis shows a 15-20% gain in gas volume when these simple models are applied to order drilling prospects strategically rather than to choose drilling locations randomly. Copyright ?? 2008 Society of Petroleum Engineers.

  4. Quantifying sources of bias in longitudinal data linkage studies of child abuse and neglect: measuring impact of outcome specification, linkage error, and partial cohort follow-up.

    Science.gov (United States)

    Parrish, Jared W; Shanahan, Meghan E; Schnitzer, Patricia G; Lanier, Paul; Daniels, Julie L; Marshall, Stephen W

    2017-12-01

    -of-state emigration and low-quality linkage methods may induce bias in longitudinal data linkage studies of child maltreatment which other researchers should be aware of. In this study multi-agency linkage did not lead to substantial increased detection of reported maltreatment. The ALCANLink methodology may be a practical approach for other states interested in developing longitudinal birth cohort linkage studies of maltreatment that requires limited resources to implement, provides comprehensive data elements, and can facilitate comparability between studies.

  5. A parametric interpretation of Bayesian Nonparametric Inference from Gene Genealogies: Linking ecological, population genetics and evolutionary processes.

    Science.gov (United States)

    Ponciano, José Miguel

    2017-11-22

    Using a nonparametric Bayesian approach Palacios and Minin (2013) dramatically improved the accuracy, precision of Bayesian inference of population size trajectories from gene genealogies. These authors proposed an extension of a Gaussian Process (GP) nonparametric inferential method for the intensity function of non-homogeneous Poisson processes. They found that not only the statistical properties of the estimators were improved with their method, but also, that key aspects of the demographic histories were recovered. The authors' work represents the first Bayesian nonparametric solution to this inferential problem because they specify a convenient prior belief without a particular functional form on the population trajectory. Their approach works so well and provides such a profound understanding of the biological process, that the question arises as to how truly "biology-free" their approach really is. Using well-known concepts of stochastic population dynamics, here I demonstrate that in fact, Palacios and Minin's GP model can be cast as a parametric population growth model with density dependence and environmental stochasticity. Making this link between population genetics and stochastic population dynamics modeling provides novel insights into eliciting biologically meaningful priors for the trajectory of the effective population size. The results presented here also bring novel understanding of GP as models for the evolution of a trait. Thus, the ecological principles foundation of Palacios and Minin (2013)'s prior adds to the conceptual and scientific value of these authors' inferential approach. I conclude this note by listing a series of insights brought about by this connection with Ecology. Copyright © 2017 The Author. Published by Elsevier Inc. All rights reserved.

  6. Nonparametric estimation for censored mixture data with application to the Cooperative Huntington’s Observational Research Trial

    Science.gov (United States)

    Wang, Yuanjia; Garcia, Tanya P.; Ma, Yanyuan

    2012-01-01

    This work presents methods for estimating genotype-specific distributions from genetic epidemiology studies where the event times are subject to right censoring, the genotypes are not directly observed, and the data arise from a mixture of scientifically meaningful subpopulations. Examples of such studies include kin-cohort studies and quantitative trait locus (QTL) studies. Current methods for analyzing censored mixture data include two types of nonparametric maximum likelihood estimators (NPMLEs) which do not make parametric assumptions on the genotype-specific density functions. Although both NPMLEs are commonly used, we show that one is inefficient and the other inconsistent. To overcome these deficiencies, we propose three classes of consistent nonparametric estimators which do not assume parametric density models and are easy to implement. They are based on the inverse probability weighting (IPW), augmented IPW (AIPW), and nonparametric imputation (IMP). The AIPW achieves the efficiency bound without additional modeling assumptions. Extensive simulation experiments demonstrate satisfactory performance of these estimators even when the data are heavily censored. We apply these estimators to the Cooperative Huntington’s Observational Research Trial (COHORT), and provide age-specific estimates of the effect of mutation in the Huntington gene on mortality using a sample of family members. The close approximation of the estimated non-carrier survival rates to that of the U.S. population indicates small ascertainment bias in the COHORT family sample. Our analyses underscore an elevated risk of death in Huntington gene mutation carriers compared to non-carriers for a wide age range, and suggest that the mutation equally affects survival rates in both genders. The estimated survival rates are useful in genetic counseling for providing guidelines on interpreting the risk of death associated with a positive genetic testing, and in facilitating future subjects at risk

  7. Resource linkages and sustainable development

    Science.gov (United States)

    Anouti, Yahya

    Historically, fossil fuel consumers in most developing hydrocarbon-rich countries have enjoyed retail prices at a discount from international benchmarks. Governments of these countries consider the subsidy transfer to be a means for sharing the wealth from their resource endowment. These subsidies create negative economic, environmental, and social distortions, which can only increase over time with a fast growing, young, and rich population. The pressure to phase out these subsidies has been mounting over the last years. At the same time, policy makers in resource-rich developing countries are keen to obtain the greatest benefits for their economies from the extraction of their exhaustible resources. To this end, they are deploying local content policies with the aim of increasing the economic linkages from extracting their resources. Against this background, this dissertation's three essays evaluate (1) the global impact of rationalizing transport fuel prices, (2) how resource-rich countries can achieve the objectives behind fuel subsidies more efficiently through direct cash transfers, and (3) the economic tradeoffs from deploying local content policies and the presence of an optimal path. We begin by reviewing the literature and building the case for rationalizing transport fuel prices to reflect their direct costs (production), indirect costs (road maintenance) and negative externalities (climate change, local pollutants, traffic accidents and congestion). To do so, we increase the scope of the economic literature by presenting an algorithm to evaluate the rationalized prices in different countries. Then, we apply this algorithm to quantify the rationalized prices across 123 countries in a partial equilibrium setting. Finally, we present the first comprehensive measure of the impact of rationalizing fuel prices on the global demand for gasoline and diesel, environmental emissions, government revenues, and consumers' welfare. By rationalizing transport fuel

  8. Nonparametric Monitoring for Geotechnical Structures Subject to Long-Term Environmental Change

    Directory of Open Access Journals (Sweden)

    Hae-Bum Yun

    2011-01-01

    Full Text Available A nonparametric, data-driven methodology of monitoring for geotechnical structures subject to long-term environmental change is discussed. Avoiding physical assumptions or excessive simplification of the monitored structures, the nonparametric monitoring methodology presented in this paper provides reliable performance-related information particularly when the collection of sensor data is limited. For the validation of the nonparametric methodology, a field case study was performed using a full-scale retaining wall, which had been monitored for three years using three tilt gauges. Using the very limited sensor data, it is demonstrated that important performance-related information, such as drainage performance and sensor damage, could be disentangled from significant daily, seasonal and multiyear environmental variations. Extensive literature review on recent developments of parametric and nonparametric data processing techniques for geotechnical applications is also presented.

  9. Kernel bandwidth estimation for non-parametric density estimation: a comparative study

    CSIR Research Space (South Africa)

    Van der Walt, CM

    2013-12-01

    Full Text Available We investigate the performance of conventional bandwidth estimators for non-parametric kernel density estimation on a number of representative pattern-recognition tasks, to gain a better understanding of the behaviour of these estimators in high...

  10. Missing Linkages in California's Landscape [ds420

    Data.gov (United States)

    California Natural Resource Agency — The critical need for conserving landscape linkages first came to the forefront of conservation thinking in California in November 2000, when a statewide interagency...

  11. Multiobjective optimization of a steering linkage

    Energy Technology Data Exchange (ETDEWEB)

    Sleesonsom, S.; Bureerat, S. [Sustainable and Infrastructure Research and Development Center, Dept. of Mechanical Engineering, Faculty of Engineering, Khon Kaen University, Khon Kaen (Thailand)

    2016-08-15

    In this paper, multi-objective optimization of a rack-and-pinion steering linkage is proposed. This steering linkage is a common mechanism used in small cars with three advantages as it is simple to construct, economical to manufacture, and compact and easy to operate. In the previous works, many researchers tried to minimize a steering error but minimization of a turning radius is somewhat ignored. As a result, a multi-objective optimization problem is assigned to simultaneously minimize a steering error and a turning radius. The design variables are linkage dimensions. The design problem is solved by the hybrid of multi-objective population-based incremental learning and differential evolution with various constraint handling schemes. The new design strategy leads to effective design of rack-and-pinion steering linkages satisfying both steering error and turning radius criteria.

  12. EDITORIAL Development Linkages between Tree Breeding ...

    African Journals Online (AJOL)

    EDITORIAL Development Linkages between Tree Breeding Programmes and National/Regional Tree Seed Centres in Africa. ... Discovery and Innovation. Journal Home · ABOUT THIS JOURNAL · Advanced Search · Current Issue · Archives.

  13. Missing Linkages in California's Landscape [ds420

    Data.gov (United States)

    California Department of Resources — The critical need for conserving landscape linkages first came to the forefront of conservation thinking in California in November 2000, when a statewide interagency...

  14. Multiobjective optimization of a steering linkage

    International Nuclear Information System (INIS)

    Sleesonsom, S.; Bureerat, S.

    2016-01-01

    In this paper, multi-objective optimization of a rack-and-pinion steering linkage is proposed. This steering linkage is a common mechanism used in small cars with three advantages as it is simple to construct, economical to manufacture, and compact and easy to operate. In the previous works, many researchers tried to minimize a steering error but minimization of a turning radius is somewhat ignored. As a result, a multi-objective optimization problem is assigned to simultaneously minimize a steering error and a turning radius. The design variables are linkage dimensions. The design problem is solved by the hybrid of multi-objective population-based incremental learning and differential evolution with various constraint handling schemes. The new design strategy leads to effective design of rack-and-pinion steering linkages satisfying both steering error and turning radius criteria

  15. Zero- vs. one-dimensional, parametric vs. non-parametric, and confidence interval vs. hypothesis testing procedures in one-dimensional biomechanical trajectory analysis.

    Science.gov (United States)

    Pataky, Todd C; Vanrenterghem, Jos; Robinson, Mark A

    2015-05-01

    Biomechanical processes are often manifested as one-dimensional (1D) trajectories. It has been shown that 1D confidence intervals (CIs) are biased when based on 0D statistical procedures, and the non-parametric 1D bootstrap CI has emerged in the Biomechanics literature as a viable solution. The primary purpose of this paper was to clarify that, for 1D biomechanics datasets, the distinction between 0D and 1D methods is much more important than the distinction between parametric and non-parametric procedures. A secondary purpose was to demonstrate that a parametric equivalent to the 1D bootstrap exists in the form of a random field theory (RFT) correction for multiple comparisons. To emphasize these points we analyzed six datasets consisting of force and kinematic trajectories in one-sample, paired, two-sample and regression designs. Results showed, first, that the 1D bootstrap and other 1D non-parametric CIs were qualitatively identical to RFT CIs, and all were very different from 0D CIs. Second, 1D parametric and 1D non-parametric hypothesis testing results were qualitatively identical for all six datasets. Last, we highlight the limitations of 1D CIs by demonstrating that they are complex, design-dependent, and thus non-generalizable. These results suggest that (i) analyses of 1D data based on 0D models of randomness are generally biased unless one explicitly identifies 0D variables before the experiment, and (ii) parametric and non-parametric 1D hypothesis testing provide an unambiguous framework for analysis when one׳s hypothesis explicitly or implicitly pertains to whole 1D trajectories. Copyright © 2015 Elsevier Ltd. All rights reserved.

  16. A multi-instrument non-parametric reconstruction of the electron pressure profile in the galaxy cluster CLJ1226.9+3332

    Science.gov (United States)

    Romero, C.; McWilliam, M.; Macías-Pérez, J.-F.; Adam, R.; Ade, P.; André, P.; Aussel, H.; Beelen, A.; Benoît, A.; Bideaud, A.; Billot, N.; Bourrion, O.; Calvo, M.; Catalano, A.; Coiffard, G.; Comis, B.; de Petris, M.; Désert, F.-X.; Doyle, S.; Goupy, J.; Kramer, C.; Lagache, G.; Leclercq, S.; Lestrade, J.-F.; Mauskopf, P.; Mayet, F.; Monfardini, A.; Pascale, E.; Perotto, L.; Pisano, G.; Ponthieu, N.; Revéret, V.; Ritacco, A.; Roussel, H.; Ruppin, F.; Schuster, K.; Sievers, A.; Triqueneaux, S.; Tucker, C.; Zylka, R.

    2018-04-01

    Context. In the past decade, sensitive, resolved Sunyaev-Zel'dovich (SZ) studies of galaxy clusters have become common. Whereas many previous SZ studies have parameterized the pressure profiles of galaxy clusters, non-parametric reconstructions will provide insights into the thermodynamic state of the intracluster medium. Aim. We seek to recover the non-parametric pressure profiles of the high redshift (z = 0.89) galaxy cluster CLJ 1226.9+3332 as inferred from SZ data from the MUSTANG, NIKA, Bolocam, and Planck instruments, which all probe different angular scales. Methods: Our non-parametric algorithm makes use of logarithmic interpolation, which under the assumption of ellipsoidal symmetry is analytically integrable. For MUSTANG, NIKA, and Bolocam we derive a non-parametric pressure profile independently and find good agreement among the instruments. In particular, we find that the non-parametric profiles are consistent with a fitted generalized Navaro-Frenk-White (gNFW) profile. Given the ability of Planck to constrain the total signal, we include a prior on the integrated Compton Y parameter as determined by Planck. Results: For a given instrument, constraints on the pressure profile diminish rapidly beyond the field of view. The overlap in spatial scales probed by these four datasets is therefore critical in checking for consistency between instruments. By using multiple instruments, our analysis of CLJ 1226.9+3332 covers a large radial range, from the central regions to the cluster outskirts: 0.05 R500 generation of SZ instruments such as NIKA2 and MUSTANG2.

  17. Examples of the Application of Nonparametric Information Geometry to Statistical Physics

    Directory of Open Access Journals (Sweden)

    Giovanni Pistone

    2013-09-01

    Full Text Available We review a nonparametric version of Amari’s information geometry in which the set of positive probability densities on a given sample space is endowed with an atlas of charts to form a differentiable manifold modeled on Orlicz Banach spaces. This nonparametric setting is used to discuss the setting of typical problems in machine learning and statistical physics, such as black-box optimization, Kullback-Leibler divergence, Boltzmann-Gibbs entropy and the Boltzmann equation.

  18. Screen Wars, Star Wars, and Sequels: Nonparametric Reanalysis of Movie Profitability

    OpenAIRE

    W. D. Walls

    2012-01-01

    In this paper we use nonparametric statistical tools to quantify motion-picture profit. We quantify the unconditional distribution of profit, the distribution of profit conditional on stars and sequels, and we also model the conditional expectation of movie profits using a non- parametric data-driven regression model. The flexibility of the non-parametric approach accommodates the full range of possible relationships among the variables without prior specification of a functional form, thereb...

  19. Developing an immigration policy for Germany on the basis of a nonparametric labor market classification

    OpenAIRE

    Froelich, Markus; Puhani, Patrick

    2004-01-01

    Based on a nonparametrically estimated model of labor market classifications, this paper makes suggestions for immigration policy using data from western Germany in the 1990s. It is demonstrated that nonparametric regression is feasible in higher dimensions with only a few thousand observations. In sum, labor markets able to absorb immigrants are characterized by above average age and by professional occupations. On the other hand, labor markets for young workers in service occupations are id...

  20. Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices

    OpenAIRE

    Hiroyuki Kasahara; Katsumi Shimotsu

    2006-01-01

    In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component distributions in finite mixture models of dynamic discrete choices. We derive sufficient conditions for nonparametric identification for various finite mixture models of dynamic discrete choices used in appli...

  1. INDONESIAN COUNTRY PAPER MECHANISMS USED TO STRENGTHEN INFORMATION LINKAGES

    Directory of Open Access Journals (Sweden)

    Achmad Djuhamsa

    2011-12-01

    Full Text Available ENSICNET-Indonesia provides dissemination of information on the field of water supply and sanitation to potential users by using different methods which depend on their own function and duty. Linkage mechanisms are developed to make users aware of the sources, to identify and define user n~eds and to make the contact 'between the user need and the information sources. Several forms of communication which can link information resources to an individual or groups are disscussed.

  2. Linear models for joint association and linkage QTL mapping

    Directory of Open Access Journals (Sweden)

    Fernando Rohan L

    2009-09-01

    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. Asian Financial Linkages: The Case of Japan

    OpenAIRE

    Fialová, Anežka

    2014-01-01

    This work reviews the topic of international financial linkages, including theoretical definitions and the main methodological approaches of the empirical measurement based on vector autoregressive models. One of the approaches, the Spillover Index methodology based on Diebold & Yilmaz (2009), is then used to analyze the developments of financial linkages of the Japanese stock market in the period from 1995 to 2012. The attention is paid both to the relations with western developed economies ...

  4. Rank-based permutation approaches for non-parametric factorial designs.

    Science.gov (United States)

    Umlauft, Maria; Konietschke, Frank; Pauly, Markus

    2017-11-01

    Inference methods for null hypotheses formulated in terms of distribution functions in general non-parametric factorial designs are studied. The methods can be applied to continuous, ordinal or even ordered categorical data in a unified way, and are based only on ranks. In this set-up Wald-type statistics and ANOVA-type statistics are the current state of the art. The first method is asymptotically exact but a rather liberal statistical testing procedure for small to moderate sample size, while the latter is only an approximation which does not possess the correct asymptotic α level under the null. To bridge these gaps, a novel permutation approach is proposed which can be seen as a flexible generalization of the Kruskal-Wallis test to all kinds of factorial designs with independent observations. It is proven that the permutation principle is asymptotically correct while keeping its finite exactness property when data are exchangeable. The results of extensive simulation studies foster these theoretical findings. A real data set exemplifies its applicability. © 2017 The British Psychological Society.

  5. Notes on the Implementation of Non-Parametric Statistics within the Westinghouse Realistic Large Break LOCA Evaluation Model (ASTRUM)

    International Nuclear Information System (INIS)

    Frepoli, Cesare; Oriani, Luca

    2006-01-01

    In recent years, non-parametric or order statistics methods have been widely used to assess the impact of the uncertainties within Best-Estimate LOCA evaluation models. The bounding of the uncertainties is achieved with a direct Monte Carlo sampling of the uncertainty attributes, with the minimum trial number selected to 'stabilize' the estimation of the critical output values (peak cladding temperature (PCT), local maximum oxidation (LMO), and core-wide oxidation (CWO A non-parametric order statistics uncertainty analysis was recently implemented within the Westinghouse Realistic Large Break LOCA evaluation model, also referred to as 'Automated Statistical Treatment of Uncertainty Method' (ASTRUM). The implementation or interpretation of order statistics in safety analysis is not fully consistent within the industry. This has led to an extensive public debate among regulators and researchers which can be found in the open literature. The USNRC-approved Westinghouse method follows a rigorous implementation of the order statistics theory, which leads to the execution of 124 simulations within a Large Break LOCA analysis. This is a solid approach which guarantees that a bounding value (at 95% probability) of the 95 th percentile for each of the three 10 CFR 50.46 ECCS design acceptance criteria (PCT, LMO and CWO) is obtained. The objective of this paper is to provide additional insights on the ASTRUM statistical approach, with a more in-depth analysis of pros and cons of the order statistics and of the Westinghouse approach in the implementation of this statistical methodology. (authors)

  6. Genome-wide linkage meta-analysis identifies susceptibility loci at 2q34 and 13q31.3 for genetic generalized epilepsies.

    Science.gov (United States)

    Leu, Costin; de Kovel, Carolien G F; Zara, Federico; Striano, Pasquale; Pezzella, Marianna; Robbiano, Angela; Bianchi, Amedeo; Bisulli, Francesca; Coppola, Antonietta; Giallonardo, Anna Teresa; Beccaria, Francesca; Trenité, Dorothée Kasteleijn-Nolst; Lindhout, Dick; Gaus, Verena; Schmitz, Bettina; Janz, Dieter; Weber, Yvonne G; Becker, Felicitas; Lerche, Holger; Kleefuss-Lie, Ailing A; Hallman, Kerstin; Kunz, Wolfram S; Elger, Christian E; Muhle, Hiltrud; Stephani, Ulrich; Møller, Rikke S; Hjalgrim, Helle; Mullen, Saul; Scheffer, Ingrid E; Berkovic, Samuel F; Everett, Kate V; Gardiner, Mark R; Marini, Carla; Guerrini, Renzo; Lehesjoki, Anna-Elina; Siren, Auli; Nabbout, Rima; Baulac, Stephanie; Leguern, Eric; Serratosa, Jose M; Rosenow, Felix; Feucht, Martha; Unterberger, Iris; Covanis, Athanasios; Suls, Arvid; Weckhuysen, Sarah; Kaneva, Radka; Caglayan, Hande; Turkdogan, Dilsad; Baykan, Betul; Bebek, Nerses; Ozbek, Ugur; Hempelmann, Anne; Schulz, Herbert; Rüschendorf, Franz; Trucks, Holger; Nürnberg, Peter; Avanzini, Giuliano; Koeleman, Bobby P C; Sander, Thomas

    2012-02-01

    Genetic generalized epilepsies (GGEs) have a lifetime prevalence of 0.3% with heritability estimates of 80%. A considerable proportion of families with siblings affected by GGEs presumably display an oligogenic inheritance. The present genome-wide linkage meta-analysis aimed to map: (1) susceptibility loci shared by a broad spectrum of GGEs, and (2) seizure type-related genetic factors preferentially predisposing to either typical absence or myoclonic seizures, respectively. Meta-analysis of three genome-wide linkage datasets was carried out in 379 GGE-multiplex families of European ancestry including 982 relatives with GGEs. To dissect out seizure type-related susceptibility genes, two family subgroups were stratified comprising 235 families with predominantly genetic absence epilepsies (GAEs) and 118 families with an aggregation of juvenile myoclonic epilepsy (JME). To map shared and seizure type-related susceptibility loci, both nonparametric loci (NPL) and parametric linkage analyses were performed for a broad trait model (GGEs) in the entire set of GGE-multiplex families and a narrow trait model (typical absence or myoclonic seizures) in the subgroups of JME and GAE families. For the entire set of 379 GGE-multiplex families, linkage analysis revealed six loci achieving suggestive evidence for linkage at 1p36.22, 3p14.2, 5q34, 13q12.12, 13q31.3, and 19q13.42. The linkage finding at 5q34 was consistently supported by both NPL and parametric linkage results across all three family groups. A genome-wide significant nonparametric logarithm of odds score of 3.43 was obtained at 2q34 in 118 JME families. Significant parametric linkage to 13q31.3 was found in 235 GAE families assuming recessive inheritance (heterogeneity logarithm of odds = 5.02). Our linkage results support an oligogenic predisposition of familial GGE syndromes. The genetic risk factor at 5q34 confers risk to a broad spectrum of familial GGE syndromes, whereas susceptibility loci at 2q34 and 13q31

  7. Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci.

    Science.gov (United States)

    Yap, John Stephen; Fan, Jianqing; Wu, Rongling

    2009-12-01

    Estimation of the covariance structure of longitudinal processes is a fundamental prerequisite for the practical deployment of functional mapping designed to study the genetic regulation and network of quantitative variation in dynamic complex traits. We present a nonparametric approach for estimating the covariance structure of a quantitative trait measured repeatedly at a series of time points. Specifically, we adopt Huang et al.'s (2006, Biometrika 93, 85-98) approach of invoking the modified Cholesky decomposition and converting the problem into modeling a sequence of regressions of responses. A regularized covariance estimator is obtained using a normal penalized likelihood with an L(2) penalty. This approach, embedded within a mixture likelihood framework, leads to enhanced accuracy, precision, and flexibility of functional mapping while preserving its biological relevance. Simulation studies are performed to reveal the statistical properties and advantages of the proposed method. A real example from a mouse genome project is analyzed to illustrate the utilization of the methodology. The new method will provide a useful tool for genome-wide scanning for the existence and distribution of quantitative trait loci underlying a dynamic trait important to agriculture, biology, and health sciences.

  8. Nonparametric estimates of drift and diffusion profiles via Fokker-Planck algebra.

    Science.gov (United States)

    Lund, Steven P; Hubbard, Joseph B; Halter, Michael

    2014-11-06

    Diffusion processes superimposed upon deterministic motion play a key role in understanding and controlling the transport of matter, energy, momentum, and even information in physics, chemistry, material science, biology, and communications technology. Given functions defining these random and deterministic components, the Fokker-Planck (FP) equation is often used to model these diffusive systems. Many methods exist for estimating the drift and diffusion profiles from one or more identifiable diffusive trajectories; however, when many identical entities diffuse simultaneously, it may not be possible to identify individual trajectories. Here we present a method capable of simultaneously providing nonparametric estimates for both drift and diffusion profiles from evolving density profiles, requiring only the validity of Langevin/FP dynamics. This algebraic FP manipulation provides a flexible and robust framework for estimating stationary drift and diffusion coefficient profiles, is not based on fluctuation theory or solved diffusion equations, and may facilitate predictions for many experimental systems. We illustrate this approach on experimental data obtained from a model lipid bilayer system exhibiting free diffusion and electric field induced drift. The wide range over which this approach provides accurate estimates for drift and diffusion profiles is demonstrated through simulation.

  9. A Non-Parametric Delphi Approach to Foster Innovation Policy Debate in Spain

    Directory of Open Access Journals (Sweden)

    Juan Carlos Salazar-Elena

    2016-05-01

    Full Text Available The aim of this paper is to identify some changes needed in Spain’s innovation policy to fill the gap between its innovation results and those of other European countries in lieu of sustainable leadership. To do this we apply the Delphi methodology to experts from academia, business, and government. To overcome the shortcomings of traditional descriptive methods, we develop an inferential analysis by following a non-parametric bootstrap method which enables us to identify important changes that should be implemented. Particularly interesting is the support found for improving the interconnections among the relevant agents of the innovation system (instead of focusing exclusively in the provision of knowledge and technological inputs through R and D activities, or the support found for “soft” policy instruments aimed at providing a homogeneous framework to assess the innovation capabilities of firms (e.g., for funding purposes. Attention to potential innovators among small and medium enterprises (SMEs and traditional industries is particularly encouraged by experts.

  10. Two-component mixture cure rate model with spline estimated nonparametric components.

    Science.gov (United States)

    Wang, Lu; Du, Pang; Liang, Hua

    2012-09-01

    In some survival analysis of medical studies, there are often long-term survivors who can be considered as permanently cured. The goals in these studies are to estimate the noncured probability of the whole population and the hazard rate of the susceptible subpopulation. When covariates are present as often happens in practice, to understand covariate effects on the noncured probability and hazard rate is of equal importance. The existing methods are limited to parametric and semiparametric models. We propose a two-component mixture cure rate model with nonparametric forms for both the cure probability and the hazard rate function. Identifiability of the model is guaranteed by an additive assumption that allows no time-covariate interactions in the logarithm of hazard rate. Estimation is carried out by an expectation-maximization algorithm on maximizing a penalized likelihood. For inferential purpose, we apply the Louis formula to obtain point-wise confidence intervals for noncured probability and hazard rate. Asymptotic convergence rates of our function estimates are established. We then evaluate the proposed method by extensive simulations. We analyze the survival data from a melanoma study and find interesting patterns for this study. © 2011, The International Biometric Society.

  11. msBP: An R Package to Perform Bayesian Nonparametric Inference Using Multiscale Bernstein Polynomials Mixtures

    Directory of Open Access Journals (Sweden)

    Antonio Canale

    2017-06-01

    Full Text Available msBP is an R package that implements a new method to perform Bayesian multiscale nonparametric inference introduced by Canale and Dunson (2016. The method, based on mixtures of multiscale beta dictionary densities, overcomes the drawbacks of Pólya trees and inherits many of the advantages of Dirichlet process mixture models. The key idea is that an infinitely-deep binary tree is introduced, with a beta dictionary density assigned to each node of the tree. Using a multiscale stick-breaking characterization, stochastically decreasing weights are assigned to each node. The result is an infinite mixture model. The package msBP implements a series of basic functions to deal with this family of priors such as random densities and numbers generation, creation and manipulation of binary tree objects, and generic functions to plot and print the results. In addition, it implements the Gibbs samplers for posterior computation to perform multiscale density estimation and multiscale testing of group differences described in Canale and Dunson (2016.

  12. Bayesian nonparametric generative models for causal inference with missing at random covariates.

    Science.gov (United States)

    Roy, Jason; Lum, Kirsten J; Zeldow, Bret; Dworkin, Jordan D; Re, Vincent Lo; Daniels, Michael J

    2018-03-26

    We propose a general Bayesian nonparametric (BNP) approach to causal inference in the point treatment setting. The joint distribution of the observed data (outcome, treatment, and confounders) is modeled using an enriched Dirichlet process. The combination of the observed data model and causal assumptions allows us to identify any type of causal effect-differences, ratios, or quantile effects, either marginally or for subpopulations of interest. The proposed BNP model is well-suited for causal inference problems, as it does not require parametric assumptions about the distribution of confounders and naturally leads to a computationally efficient Gibbs sampling algorithm. By flexibly modeling the joint distribution, we are also able to impute (via data augmentation) values for missing covariates within the algorithm under an assumption of ignorable missingness, obviating the need to create separate imputed data sets. This approach for imputing the missing covariates has the additional advantage of guaranteeing congeniality between the imputation model and the analysis model, and because we use a BNP approach, parametric models are avoided for imputation. The performance of the method is assessed using simulation studies. The method is applied to data from a cohort study of human immunodeficiency virus/hepatitis C virus co-infected patients. © 2018, The International Biometric Society.

  13. Effect of Linkage Disequilibrium on the Identification of Functional Variants

    Science.gov (United States)

    Thomas, Alun; Abel, Haley J; Di, Yanming; Faye, Laura L; Jin, Jing; Liu, Jin; Wu, Zheyan; Paterson, Andrew D

    2011-01-01

    We summarize the contributions of Group 9 of Genetic Analysis Workshop 17. This group addressed the problems of linkage disequilibrium and other longer range forms of allelic association when evaluating the effects of genotypes on phenotypes. Issues raised by long-range associations, whether a result of selection, stratification, possible technical errors, or chance, were less expected but proved to be important. Most contributors focused on regression methods of various types to illustrate problematic issues or to develop adaptations for dealing with high-density genotype assays. Study design was also considered, as was graphical modeling. Although no method emerged as uniformly successful, most succeeded in reducing false-positive results either by considering clusters of loci within genes or by applying smoothing metrics that required results from adjacent loci to be similar. Two unexpected results that questioned our assumptions of what is required to model linkage disequilibrium were observed. The first was that correlations between loci separated by large genetic distances can greatly inflate single-locus test statistics, and, whether the result of selection, stratification, possible technical errors, or chance, these correlations seem overabundant. The second unexpected result was that applying principal components analysis to genome-wide genotype data can apparently control not only for population structure but also for linkage disequilibrium. PMID:22128051

  14. A comparison of genetic map distance and linkage disequilibrium between 15 polymorphic dinucleotide repeat loci in two populations

    Energy Technology Data Exchange (ETDEWEB)

    Urbanek, M.; Goldman, D.; Long, J.C. [Lab. of Neurogenetics, Rockville, MD (United States)

    1994-09-01

    Linkage disequilibrium has recently been used to map the diastrophic dysplasia gene in a Finnish sample. One advantage of this method is that the large pedigrees required by some other methods are unnecessary. Another advantage is that linkage disequilibrium mapping capitalizes on the cumulative history of recombination events, rather than those occurring within the sampled individuals. A potential limitation of linkage disequilibrium mapping is that linkage equilibrium is likely to prevail in all but the most isolated populations, e.g., those which have recently experienced founder effects or severe population bottlenecks. In order to test the method`s generality, we examined patterns of linkage disequilibrium between pairs of loci within a known genetic map. Two populations were analyzed. The first population, Navajo Indians (N=45), is an isolate that experienced a severe bottleneck in the 1860`s. The second population, Maryland Caucasians (N=45), is cosmopolitan. We expected the Navajo sample to display more linkage disequilibrium than the Caucasian sample, and possibly that the Navajo disequilibrium pattern would reflect the genetic map. Linkage disequilibrium coefficients were estimated between pairs of alleles at different loci using maximum likelihood. The genetic isolate structure of Navajo Indians is confirmed by the DNA typings. Heterozygosity is lower than in the Caucasians, and fewer different alleles are observed. However, a relationship between genetic map distance and linkage disequilibrium could be discerned in neither the Navajo nor the Maryland samples. Slightly more linkage disequilibrium was observed in the Navajos, but both data sets were characterized by very low disequilibrium levels. We tentatively conclude that linkage disequilibrium mapping with dinucleotide repeats will only be useful with close linkage between markers and diseases, even in very isolated populations.

  15. Bayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes.

    Science.gov (United States)

    Yau, C; Papaspiliopoulos, O; Roberts, G O; Holmes, C

    2011-01-01

    We consider the development of Bayesian Nonparametric methods for product partition models such as Hidden Markov Models and change point models. Our approach uses a Mixture of Dirichlet Process (MDP) model for the unknown sampling distribution (likelihood) for the observations arising in each state and a computationally efficient data augmentation scheme to aid inference. The method uses novel MCMC methodology which combines recent retrospective sampling methods with the use of slice sampler variables. The methodology is computationally efficient, both in terms of MCMC mixing properties, and robustness to the length of the time series being investigated. Moreover, the method is easy to implement requiring little or no user-interaction. We apply our methodology to the analysis of genomic copy number variation.

  16. Linkage of the National Health Interview Survey to air quality data

    OpenAIRE

    Parker, JD; Kravets, N; Woodruff, TJ

    2012-01-01

    Objective This report describes the linkage between the National Health Interview Survey (NHIS) and air monitoring data from the U.S. Environmental Protection Agency (EPA). There have been few linkages of these data sources, partly because of restrictions on releasing geographic detail from NHIS on public-use files in order to protect participant confidentiality. Methods Pollution exposures for NHIS respondents were calculated by averaging the annual average exposure estimates from EPA air mo...

  17. Dimensional threshold for fracture linkage and hooking

    Science.gov (United States)

    Lamarche, Juliette; Chabani, Arezki; Gauthier, Bertrand D. M.

    2018-03-01

    Fracture connectivity in rocks depends on spatial properties of the pattern including length, abundance and orientation. When fractures form a single-strike set, they hardly cross-cut each other and the connectivity is limited. Linkage probability increases with increasing fracture abundance and length as small fractures connect to each other to form longer ones. A process for parallel fracture linkage is the "hooking", where two converging fracture tips mutually deviate and then converge to connect due to the interaction of their crack-tip stresses. Quantifying the processes and conditions for fracture linkage in single-strike fracture sets is crucial to better predicting fluid flow in Naturally Fractured Reservoirs. For 1734 fractures in Permian shales of the Lodève Basin, SE France, we measured geometrical parameters in 2D, characterizing three stages of the hooking process: underlapping, overlapping and linkage. We deciphered the threshold values, shape ratios and limiting conditions to switch from one stage to another one. The hook set up depends on the spacing (S) and fracture length (Lh) with the relation S ≈ 0.15 Lh. Once the hooking is initiated, with the fracture deviation length (L) L ≈ 0.4 Lh, the fractures reaches the linkage stage only when the spacing is reduced to S ≈ 0.02 Lh and the convergence (C) is < 0.1 L. These conditions apply to multi-scale fractures with a shape ratio L/S = 10 and for fracture curvature of 10°-20°.

  18. Visualization of pairwise and multilocus linkage disequilibrium structure using latent forests.

    Directory of Open Access Journals (Sweden)

    Raphaël Mourad

    Full Text Available Linkage disequilibrium study represents a major issue in statistical genetics as it plays a fundamental role in gene mapping and helps us to learn more about human history. The linkage disequilibrium complex structure makes its exploratory data analysis essential yet challenging. Visualization methods, such as the triangular heat map implemented in Haploview, provide simple and useful tools to help understand complex genetic patterns, but remain insufficient to fully describe them. Probabilistic graphical models have been widely recognized as a powerful formalism allowing a concise and accurate modeling of dependences between variables. In this paper, we propose a method for short-range, long-range and chromosome-wide linkage disequilibrium visualization using forests of hierarchical latent class models. Thanks to its hierarchical nature, our method is shown to provide a compact view of both pairwise and multilocus linkage disequilibrium spatial structures for the geneticist. Besides, a multilocus linkage disequilibrium measure has been designed to evaluate linkage disequilibrium in hierarchy clusters. To learn the proposed model, a new scalable algorithm is presented. It constrains the dependence scope, relying on physical positions, and is able to deal with more than one hundred thousand single nucleotide polymorphisms. The proposed algorithm is fast and does not require phase genotypic data.

  19. Non-Parametric Kinetic (NPK Analysis of Thermal Oxidation of Carbon Aerogels

    Directory of Open Access Journals (Sweden)

    Azadeh Seifi

    2017-05-01

    Full Text Available In recent years, much attention has been paid to aerogel materials (especially carbon aerogels due to their potential uses in energy-related applications, such as thermal energy storage and thermal protection systems. These open cell carbon-based porous materials (carbon aerogels can strongly react with oxygen at relatively low temperatures (~ 400°C. Therefore, it is necessary to evaluate the thermal performance of carbon aerogels in view of their energy-related applications at high temperatures and under thermal oxidation conditions. The objective of this paper is to study theoretically and experimentally the oxidation reaction kinetics of carbon aerogel using the non-parametric kinetic (NPK as a powerful method. For this purpose, a non-isothermal thermogravimetric analysis, at three different heating rates, was performed on three samples each with its specific pore structure, density and specific surface area. The most significant feature of this method, in comparison with the model-free isoconversional methods, is its ability to separate the functionality of the reaction rate with the degree of conversion and temperature by the direct use of thermogravimetric data. Using this method, it was observed that the Nomen-Sempere model could provide the best fit to the data, while the temperature dependence of the rate constant was best explained by a Vogel-Fulcher relationship, where the reference temperature was the onset temperature of oxidation. Moreover, it was found from the results of this work that the assumption of the Arrhenius relation for the temperature dependence of the rate constant led to over-estimation of the apparent activation energy (up to 160 kJ/mol that was considerably different from the values (up to 3.5 kJ/mol predicted by the Vogel-Fulcher relationship in isoconversional methods

  20. A Non-Parametric Surrogate-based Test of Significance for T-Wave Alternans Detection

    Science.gov (United States)

    Nemati, Shamim; Abdala, Omar; Bazán, Violeta; Yim-Yeh, Susie; Malhotra, Atul; Clifford, Gari

    2010-01-01

    We present a non-parametric adaptive surrogate test that allows for the differentiation of statistically significant T-Wave Alternans (TWA) from alternating patterns that can be solely explained by the statistics of noise. The proposed test is based on estimating the distribution of noise induced alternating patterns in a beat sequence from a set of surrogate data derived from repeated reshuffling of the original beat sequence. Thus, in assessing the significance of the observed alternating patterns in the data no assumptions are made about the underlying noise distribution. In addition, since the distribution of noise-induced alternans magnitudes is calculated separately for each sequence of beats within the analysis window, the method is robust to data non-stationarities in both noise and TWA. The proposed surrogate method for rejecting noise was compared to the standard noise rejection methods used with the Spectral Method (SM) and the Modified Moving Average (MMA) techniques. Using a previously described realistic multi-lead model of TWA, and real physiological noise, we demonstrate the proposed approach reduces false TWA detections, while maintaining a lower missed TWA detection compared with all the other methods tested. A simple averaging-based TWA estimation algorithm was coupled with the surrogate significance testing and was evaluated on three public databases; the Normal Sinus Rhythm Database (NRSDB), the Chronic Heart Failure Database (CHFDB) and the Sudden Cardiac Death Database (SCDDB). Differences in TWA amplitudes between each database were evaluated at matched heart rate (HR) intervals from 40 to 120 beats per minute (BPM). Using the two-sample Kolmogorov-Smirnov test, we found that significant differences in TWA levels exist between each patient group at all decades of heart rates. The most marked difference was generally found at higher heart rates, and the new technique resulted in a larger margin of separability between patient populations than

  1. Single molecule force spectroscopy at high data acquisition: A Bayesian nonparametric analysis

    Science.gov (United States)

    Sgouralis, Ioannis; Whitmore, Miles; Lapidus, Lisa; Comstock, Matthew J.; Pressé, Steve

    2018-03-01

    Bayesian nonparametrics (BNPs) are poised to have a deep impact in the analysis of single molecule data as they provide posterior probabilities over entire models consistent with the supplied data, not just model parameters of one preferred model. Thus they provide an elegant and rigorous solution to the difficult problem encountered when selecting an appropriate candidate model. Nevertheless, BNPs' flexibility to learn models and their associated parameters from experimental data is a double-edged sword. Most importantly, BNPs are prone to increasing the complexity of the estimated models due to artifactual features present in time traces. Thus, because of experimental challenges unique to single molecule methods, naive application of available BNP tools is not possible. Here we consider traces with time correlations and, as a specific example, we deal with force spectroscopy traces collected at high acquisition rates. While high acquisition rates are required in order to capture dwells in short-lived molecular states, in this setup, a slow response of the optical trap instrumentation (i.e., trapped beads, ambient fluid, and tethering handles) distorts the molecular signals introducing time correlations into the data that may be misinterpreted as true states by naive BNPs. Our adaptation of BNP tools explicitly takes into consideration these response dynamics, in addition to drift and noise, and makes unsupervised time series analysis of correlated single molecule force spectroscopy measurements possible, even at acquisition rates similar to or below the trap's response times.

  2. Design Automation Using Script Languages. High-Level CAD Templates in Non-Parametric Programs

    Science.gov (United States)

    Moreno, R.; Bazán, A. M.

    2017-10-01

    The main purpose of this work is to study the advantages offered by the application of traditional techniques of technical drawing in processes for automation of the design, with non-parametric CAD programs, provided with scripting languages. Given that an example drawing can be solved with traditional step-by-step detailed procedures, is possible to do the same with CAD applications and to generalize it later, incorporating references. In today’s modern CAD applications, there are striking absences of solutions for building engineering: oblique projections (military and cavalier), 3D modelling of complex stairs, roofs, furniture, and so on. The use of geometric references (using variables in script languages) and their incorporation into high-level CAD templates allows the automation of processes. Instead of repeatedly creating similar designs or modifying their data, users should be able to use these templates to generate future variations of the same design. This paper presents the automation process of several complex drawing examples based on CAD script files aided with parametric geometry calculation tools. The proposed method allows us to solve complex geometry designs not currently incorporated in the current CAD applications and to subsequently create other new derivatives without user intervention. Automation in the generation of complex designs not only saves time but also increases the quality of the presentations and reduces the possibility of human errors.

  3. Nonparametric Bayesian inference for mean residual life functions in survival analysis.

    Science.gov (United States)

    Poynor, Valerie; Kottas, Athanasios

    2018-01-19

    Modeling and inference for survival analysis problems typically revolves around different functions related to the survival distribution. Here, we focus on the mean residual life (MRL) function, which provides the expected remaining lifetime given that a subject has survived (i.e. is event-free) up to a particular time. This function is of direct interest in reliability, medical, and actuarial fields. In addition to its practical interpretation, the MRL function characterizes the survival distribution. We develop general Bayesian nonparametric inference for MRL functions built from a Dirichlet process mixture model for the associated survival distribution. The resulting model for the MRL function admits a representation as a mixture of the kernel MRL functions with time-dependent mixture weights. This model structure allows for a wide range of shapes for the MRL function. Particular emphasis is placed on the selection of the mixture kernel, taken to be a gamma distribution, to obtain desirable properties for the MRL function arising from the mixture model. The inference method is illustrated with a data set of two experimental groups and a data set involving right censoring. The supplementary material available at Biostatistics online provides further results on empirical performance of the model, using simulated data examples. © The Author 2018. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

  4. Oscillometric blood pressure estimation by combining nonparametric bootstrap with Gaussian mixture model.

    Science.gov (United States)

    Lee, Soojeong; Rajan, Sreeraman; Jeon, Gwanggil; Chang, Joon-Hyuk; Dajani, Hilmi R; Groza, Voicu Z

    2017-06-01

    Blood pressure (BP) is one of the most important vital indicators and plays a key role in determining the cardiovascular activity of patients. This paper proposes a hybrid approach consisting of nonparametric bootstrap (NPB) and machine learning techniques to obtain the characteristic ratios (CR) used in the blood pressure estimation algorithm to improve the accuracy of systolic blood pressure (SBP) and diastolic blood pressure (DBP) estimates and obtain confidence intervals (CI). The NPB technique is used to circumvent the requirement for large sample set for obtaining the CI. A mixture of Gaussian densities is assumed for the CRs and Gaussian mixture model (GMM) is chosen to estimate the SBP and DBP ratios. The K-means clustering technique is used to obtain the mixture order of the Gaussian densities. The proposed approach achieves grade "A" under British Society of Hypertension testing protocol and is superior to the conventional approach based on maximum amplitude algorithm (MAA) that uses fixed CR ratios. The proposed approach also yields a lower mean error (ME) and the standard deviation of the error (SDE) in the estimates when compared to the conventional MAA method. In addition, CIs obtained through the proposed hybrid approach are also narrower with a lower SDE. The proposed approach combining the NPB technique with the GMM provides a methodology to derive individualized characteristic ratio. The results exhibit that the proposed approach enhances the accuracy of SBP and DBP estimation and provides narrower confidence intervals for the estimates. Copyright © 2015 Elsevier Ltd. All rights reserved.

  5. Performances of non-parametric statistics in sensitivity analysis and parameter ranking

    International Nuclear Information System (INIS)

    Saltelli, A.

    1987-01-01

    Twelve parametric and non-parametric sensitivity analysis techniques are compared in the case of non-linear model responses. The test models used are taken from the long-term risk analysis for the disposal of high level radioactive waste in a geological formation. They describe the transport of radionuclides through a set of engineered and natural barriers from the repository to the biosphere and to man. The output data from these models are the dose rates affecting the maximum exposed individual of a critical group at a given point in time. All the techniques are applied to the output from the same Monte Carlo simulations, where a modified version of Latin Hypercube method is used for the sample selection. Hypothesis testing is systematically applied to quantify the degree of confidence in the results given by the various sensitivity estimators. The estimators are ranked according to their robustness and stability, on the basis of two test cases. The conclusions are that no estimator can be considered the best from all points of view and recommend the use of more than just one estimator in sensitivity analysis

  6. NParCov3: A SAS/IML Macro for Nonparametric Randomization-Based Analysis of Covariance

    Directory of Open Access Journals (Sweden)

    Richard C. Zink

    2012-07-01

    Full Text Available Analysis of covariance serves two important purposes in a randomized clinical trial. First, there is a reduction of variance for the treatment effect which provides more powerful statistical tests and more precise confidence intervals. Second, it provides estimates of the treatment effect which are adjusted for random imbalances of covariates between the treatment groups. The nonparametric analysis of covariance method of Koch, Tangen, Jung, and Amara (1998 defines a very general methodology using weighted least-squares to generate covariate-adjusted treatment effects with minimal assumptions. This methodology is general in its applicability to a variety of outcomes, whether continuous, binary, ordinal, incidence density or time-to-event. Further, its use has been illustrated in many clinical trial settings, such as multi-center, dose-response and non-inferiority trials.NParCov3 is a SAS/IML macro written to conduct the nonparametric randomization-based covariance analyses of Koch et al. (1998. The software can analyze a variety of outcomes and can account for stratification. Data from multiple clinical trials will be used for illustration.

  7. A dynamic birth-death model via Intrinsic Linkage

    Directory of Open Access Journals (Sweden)

    Robert Schoen

    2013-05-01

    Full Text Available BACKGROUND Dynamic population models, or models with changing vital rates, are only beginning to receive serious attention from mathematical demographers. Despite considerable progress, there is still no general analytical solution for the size or composition of a population generated by an arbitrary sequence of vital rates. OBJECTIVE The paper introduces a new approach, Intrinsic Linkage, that in many cases can analytically determine the birth trajectory of a dynamic birth-death population. METHODS Intrinsic Linkage assumes a weighted linear relationship between (i the time trajectory of proportional increases in births in a population and (ii the trajectory of the intrinsic rates of growth of the projection matrices that move the population forward in time. Flexibility is provided through choice of the weighting parameter, w, that links these two trajectories. RESULTS New relationships are found linking implied intrinsic and observed population patterns of growth. Past experience is "forgotten" through a process of simple exponential decay. When the intrinsic growth rate trajectory follows a polynomial, exponential, or cyclical pattern, the population birth trajectory can be expressed analytically in closed form. Numerical illustrations provide population values and relationships in metastable and cyclically stable models. Plausible projection matrices are typically found for a broad range of values of w, although w appears to vary greatly over time in actual populations. CONCLUSIONS The Intrinsic Linkage approach extends current techniques for dynamic modeling, revealing new relationships between population structures and the changing vital rates that generate them.

  8. Intragroup emotions: physiological linkage and social presence

    Directory of Open Access Journals (Sweden)

    Simo eJärvelä

    2016-02-01

    Full Text Available We investigated how technologically mediating two different components of emotion – communicative expression and physiological state – to group members affects physiological linkage and self-reported feelings in a small group during video viewing. In different conditions the availability of second screen text chat (communicative expression and visualization of group level physiological heart rates and their dyadic linkage (physiology was varied. Within this four person group two participants formed a physically co-located dyad and the other two were individually situated in two separate rooms. We found that text chat always increased heart rate synchrony but HR visualization only with non-co-located dyads. We also found that physiological linkage was strongly connected to self-reported social presence. The results encourage further exploration of the possibilities of sharing group member’s physiological components of emotion by technological means to enhance mediated communication and strengthen social presence.

  9. Intragroup Emotions: Physiological Linkage and Social Presence.

    Science.gov (United States)

    Järvelä, Simo; Kätsyri, Jari; Ravaja, Niklas; Chanel, Guillaume; Henttonen, Pentti

    2016-01-01

    We investigated how technologically mediating two different components of emotion-communicative expression and physiological state-to group members affects physiological linkage and self-reported feelings in a small group during video viewing. In different conditions the availability of second screen text chat (communicative expression) and visualization of group level physiological heart rates and their dyadic linkage (physiology) was varied. Within this four person group two participants formed a physically co-located dyad and the other two were individually situated in two separate rooms. We found that text chat always increased heart rate synchrony but HR visualization only with non-co-located dyads. We also found that physiological linkage was strongly connected to self-reported social presence. The results encourage further exploration of the possibilities of sharing group member's physiological components of emotion by technological means to enhance mediated communication and strengthen social presence.

  10. A microsatellite linkage map of Drosophila mojavensis

    Directory of Open Access Journals (Sweden)

    Schully Sheri

    2004-05-01

    Full Text Available Abstract Background Drosophila mojavensis has been a model system for genetic studies of ecological adaptation and speciation. However, despite its use for over half a century, no linkage map has been produced for this species or its close relatives. Results We have developed and mapped 90 microsatellites in D. mojavensis, and we present a detailed recombinational linkage map of 34 of these microsatellites. A slight excess of repetitive sequence was observed on the X-chromosome relative to the autosomes, and the linkage groups have a greater recombinational length than the homologous D. melanogaster chromosome arms. We also confirmed the conservation of Muller's elements in 23 sequences between D. melanogaster and D. mojavensis. Conclusions The microsatellite primer sequences and localizations are presented here and made available to the public. This map will facilitate future quantitative trait locus mapping studies of phenotypes involved in adaptation or reproductive isolation using this species.

  11. Intragroup Emotions: Physiological Linkage and Social Presence

    Science.gov (United States)

    Järvelä, Simo; Kätsyri, Jari; Ravaja, Niklas; Chanel, Guillaume; Henttonen, Pentti

    2016-01-01

    We investigated how technologically mediating two different components of emotion—communicative expression and physiological state—to group members affects physiological linkage and self-reported feelings in a small group during video viewing. In different conditions the availability of second screen text chat (communicative expression) and visualization of group level physiological heart rates and their dyadic linkage (physiology) was varied. Within this four person group two participants formed a physically co-located dyad and the other two were individually situated in two separate rooms. We found that text chat always increased heart rate synchrony but HR visualization only with non-co-located dyads. We also found that physiological linkage was strongly connected to self-reported social presence. The results encourage further exploration of the possibilities of sharing group member's physiological components of emotion by technological means to enhance mediated communication and strengthen social presence. PMID:26903913

  12. Genome scan of human systemic lupus erythematosus: Evidence for linkage on chromosome 1q in African-American pedigrees

    Science.gov (United States)

    Moser, Kathy L.; Neas, Barbara R.; Salmon, Jane E.; Yu, Hua; Gray-McGuire, Courtney; Asundi, Neeraj; Bruner, Gail R.; Fox, Jerome; Kelly, Jennifer; Henshall, Stephanie; Bacino, Debra; Dietz, Myron; Hogue, Robert; Koelsch, Gerald; Nightingale, Lydia; Shaver, Tim; Abdou, Nabih I.; Albert, Daniel A.; Carson, Craig; Petri, Michelle; Treadwell, Edward L.; James, Judith A.; Harley, John B.

    1998-01-01

    Systemic lupus erythematosus (SLE) is an autoimmune disorder characterized by production of autoantibodies against intracellular antigens including DNA, ribosomal P, Ro (SS-A), La (SS-B), and the spliceosome. Etiology is suspected to involve genetic and environmental factors. Evidence of genetic involvement includes: associations with HLA-DR3, HLA-DR2, Fcγ receptors (FcγR) IIA and IIIA, and hereditary complement component deficiencies, as well as familial aggregation, monozygotic twin concordance >20%, λs > 10, purported linkage at 1q41–42, and inbred mouse strains that consistently develop lupus. We have completed a genome scan in 94 extended multiplex pedigrees by using model-based linkage analysis. Potential [log10 of the odds for linkage (lod) > 2.0] SLE loci have been identified at chromosomes 1q41, 1q23, and 11q14–23 in African-Americans; 14q11, 4p15, 11q25, 2q32, 19q13, 6q26–27, and 12p12–11 in European-Americans; and 1q23, 13q32, 20q13, and 1q31 in all pedigrees combined. An effect for the FcγRIIA candidate polymorphism) at 1q23 (lod = 3.37 in African-Americans) is syntenic with linkage in a murine model of lupus. Sib-pair and multipoint nonparametric analyses also support linkage (P 2.0). Our results are consistent with the presumed complexity of genetic susceptibility to SLE and illustrate racial origin is likely to influence the specific nature of these genetic effects. PMID:9843982

  13. Method for determining transcriptional linkage by means of inhibition of deoxyribonucleic acid transcription by ultraviolet irradiation: evaluation in application to the investigation of in vivo transcription in bacteriophage T7

    International Nuclear Information System (INIS)

    Brautigam, A.R.

    1975-01-01

    A technique is presented for mapping promotor sites that utilizes the introduction of transcription-terminating lesions in DNA through uv irradiation which prevents transcription of genes in proportion to their distance from the promotor. This technique was applied to and evaluated in investigations of the transcriptional linkage of bacteriophage T7. All results substantiate the hypothesis that transcription in vivo does not proceed beyond the first uv lesion encountered in the template DNA and that such premature termination of transcription is the principal effect of the uv irradiation on the transcriptional template function of DNA. UV-induced inhibition of the initiation of transcription is insignificant by comparison. Uv inactivation of expression of individual T7 genes was found to follow pseudo first-order kinetics, allowing a gene-specific uv inactivation cross section to be evaluated for each gene. Promotor locations were inferred from the discontinuity in the numerical values of inactivation cross sections arising at the start of each new unit. By such analysis the bacteriophage T7 genome was found to consist of seven transcription units. In vivo E. coli RNA polymerase transcribes the T7 early region as a single unit from a pomotor region located at the left end of the genome. The T7 late region was found to consist of six transcription units, with promotors located just ahead of genes 1.7, 7, 9, 11, 13 and 17

  14. An Evaluation of Parametric and Nonparametric Models of Fish Population Response.

    Energy Technology Data Exchange (ETDEWEB)

    Haas, Timothy C.; Peterson, James T.; Lee, Danny C.

    1999-11-01

    Predicting the distribution or status of animal populations at large scales often requires the use of broad-scale information describing landforms, climate, vegetation, etc. These data, however, often consist of mixtures of continuous and categorical covariates and nonmultiplicative interactions among covariates, complicating statistical analyses. Using data from the interior Columbia River Basin, USA, we compared four methods for predicting the distribution of seven salmonid taxa using landscape information. Subwatersheds (mean size, 7800 ha) were characterized using a set of 12 covariates describing physiography, vegetation, and current land-use. The techniques included generalized logit modeling, classification trees, a nearest neighbor technique, and a modular neural network. We evaluated model performance using out-of-sample prediction accuracy via leave-one-out cross-validation and introduce a computer-intensive Monte Carlo hypothesis testing approach for examining the statistical significance of landscape covariates with the non-parametric methods. We found the modular neural network and the nearest-neighbor techniques to be the most accurate, but were difficult to summarize in ways that provided ecological insight. The modular neural network also required the most extensive computer resources for model fitting and hypothesis testing. The generalized logit models were readily interpretable, but were the least accurate, possibly due to nonlinear relationships and nonmultiplicative interactions among covariates. Substantial overlap among the statistically significant (P<0.05) covariates for each method suggested that each is capable of detecting similar relationships between responses and covariates. Consequently, we believe that employing one or more methods may provide greater biological insight without sacrificing prediction accuracy.

  15. The Barley Chromosome 5 Linkage Map

    DEFF Research Database (Denmark)

    Jensen, J.; Jørgensen, Jørgen Helms

    1975-01-01

    The distances between nine loci on barley chromosome 5 have been studied in five two-point tests, three three-point tests, and one four-point test. Our previous chromosome 5 linkage map, which contained eleven loci mapped from literature data (Jensen and Jørgensen 1975), is extended with four loci......-position is fixed on the map by a locus (necl), which has a good marker gene located centrally in the linkage group. The positions of the other loci are their distances in centimorgans from the 0-position; loci in the direction of the short chromosome arm are assigned positive values and those...

  16. Linkage Analysis in Autoimmune Addison's Disease: NFATC1 as a Potential Novel Susceptibility Locus.

    Directory of Open Access Journals (Sweden)

    Anna L Mitchell

    Full Text Available Autoimmune Addison's disease (AAD is a rare, highly heritable autoimmune endocrinopathy. It is possible that there may be some highly penetrant variants which confer disease susceptibility that have yet to be discovered.DNA samples from 23 multiplex AAD pedigrees from the UK and Norway (50 cases, 67 controls were genotyped on the Affymetrix SNP 6.0 array. Linkage analysis was performed using Merlin. EMMAX was used to carry out a genome-wide association analysis comparing the familial AAD cases to 2706 UK WTCCC controls. To explore some of the linkage findings further, a replication study was performed by genotyping 64 SNPs in two of the four linked regions (chromosomes 7 and 18, on the Sequenom iPlex platform in three European AAD case-control cohorts (1097 cases, 1117 controls. The data were analysed using a meta-analysis approach.In a parametric analysis, applying a rare dominant model, loci on chromosomes 7, 9 and 18 had LOD scores >2.8. In a non-parametric analysis, a locus corresponding to the HLA region on chromosome 6, known to be associated with AAD, had a LOD score >3.0. In the genome-wide association analysis, a SNP cluster on chromosome 2 and a pair of SNPs on chromosome 6 were associated with AAD (P <5x10-7. A meta-analysis of the replication study data demonstrated that three chromosome 18 SNPs were associated with AAD, including a non-synonymous variant in the NFATC1 gene.This linkage study has implicated a number of novel chromosomal regions in the pathogenesis of AAD in multiplex AAD families and adds further support to the role of HLA in AAD. The genome-wide association analysis has also identified a region of interest on chromosome 2. A replication study has demonstrated that the NFATC1 gene is worthy of future investigation, however each of the regions identified require further, systematic analysis.

  17. Linkage Analysis in Autoimmune Addison's Disease: NFATC1 as a Potential Novel Susceptibility Locus.

    Science.gov (United States)

    Mitchell, Anna L; Bøe Wolff, Anette; MacArthur, Katie; Weaver, Jolanta U; Vaidya, Bijay; Erichsen, Martina M; Darlay, Rebecca; Husebye, Eystein S; Cordell, Heather J; Pearce, Simon H S

    2015-01-01

    Autoimmune Addison's disease (AAD) is a rare, highly heritable autoimmune endocrinopathy. It is possible that there may be some highly penetrant variants which confer disease susceptibility that have yet to be discovered. DNA samples from 23 multiplex AAD pedigrees from the UK and Norway (50 cases, 67 controls) were genotyped on the Affymetrix SNP 6.0 array. Linkage analysis was performed using Merlin. EMMAX was used to carry out a genome-wide association analysis comparing the familial AAD cases to 2706 UK WTCCC controls. To explore some of the linkage findings further, a replication study was performed by genotyping 64 SNPs in two of the four linked regions (chromosomes 7 and 18), on the Sequenom iPlex platform in three European AAD case-control cohorts (1097 cases, 1117 controls). The data were analysed using a meta-analysis approach. In a parametric analysis, applying a rare dominant model, loci on chromosomes 7, 9 and 18 had LOD scores >2.8. In a non-parametric analysis, a locus corresponding to the HLA region on chromosome 6, known to be associated with AAD, had a LOD score >3.0. In the genome-wide association analysis, a SNP cluster on chromosome 2 and a pair of SNPs on chromosome 6 were associated with AAD (P <5x10-7). A meta-analysis of the replication study data demonstrated that three chromosome 18 SNPs were associated with AAD, including a non-synonymous variant in the NFATC1 gene. This linkage study has implicated a number of novel chromosomal regions in the pathogenesis of AAD in multiplex AAD families and adds further support to the role of HLA in AAD. The genome-wide association analysis has also identified a region of interest on chromosome 2. A replication study has demonstrated that the NFATC1 gene is worthy of future investigation, however each of the regions identified require further, systematic analysis.

  18. Using the Bootstrap to Account for Linkage Errors when Analysing Probabilistically Linked Categorical Data

    Directory of Open Access Journals (Sweden)

    Chipperfield James O.

    2015-09-01

    Full Text Available Record linkage is the act of bringing together records that are believed to belong to the same unit (e.g., person or business from two or more files. Record linkage is not an error-free process and can lead to linking a pair of records that do not belong to the same unit. This occurs because linking fields on the files, which ideally would uniquely identify each unit, are often imperfect. There has been an explosion of record linkage applications, particularly involving government agencies and in the field of health, yet there has been little work on making correct inference using such linked files. Naively treating a linked file as if it were linked without errors can lead to biased inferences. This article develops a method of making inferences for cross tabulated variables when record linkage is not an error-free process. In particular, it develops a parametric bootstrap approach to estimation which can accommodate the sophisticated probabilistic record linkage techniques that are widely used in practice (e.g., 1-1 linkage. The article demonstrates the effectiveness of this method in a simulation and in a real application.

  19. Quality of record linkage in a highly automated cancer registry that relies on encrypted identity data

    Directory of Open Access Journals (Sweden)

    Schmidtmann, Irene

    2016-06-01

    Full Text Available Objectives: In the absence of unique ID numbers, cancer and other registries in Germany and elsewhere rely on identity data to link records pertaining to the same patient. These data are often encrypted to ensure privacy. Some record linkage errors unavoidably occur. These errors were quantified for the cancer registry of North Rhine Westphalia which uses encrypted identity data. Methods: A sample of records was drawn from the registry, record linkage information was included. In parallel, plain text data for these records were retrieved to generate a gold standard. Record linkage error frequencies in the cancer registry were determined by comparison of the results of the routine linkage with the gold standard. Error rates were projected to larger registries.Results: In the sample studied, the homonym error rate was 0.015%; the synonym error rate was 0.2%. The F-measure was 0.9921. Projection to larger databases indicated that for a realistic development the homonym error rate will be around 1%, the synonym error rate around 2%.Conclusion: Observed error rates are low. This shows that effective methods to standardize and improve the quality of the input data have been implemented. This is crucial to keep error rates low when the registry’s database grows. The planned inclusion of unique health insurance numbers is likely to further improve record linkage quality. Cancer registration entirely based on electronic notification of records can process large amounts of data with high quality of record linkage.

  20. Parametric and Non-Parametric Vibration-Based Structural Identification Under Earthquake Excitation

    Science.gov (United States)

    Pentaris, Fragkiskos P.; Fouskitakis, George N.

    2014-05-01

    The problem of modal identification in civil structures is of crucial importance, and thus has been receiving increasing attention in recent years. Vibration-based methods are quite promising as they are capable of identifying the structure's global characteristics, they are relatively easy to implement and they tend to be time effective and less expensive than most alternatives [1]. This paper focuses on the off-line structural/modal identification of civil (concrete) structures subjected to low-level earthquake excitations, under which, they remain within their linear operating regime. Earthquakes and their details are recorded and provided by the seismological network of Crete [2], which 'monitors' the broad region of south Hellenic arc, an active seismic region which functions as a natural laboratory for earthquake engineering of this kind. A sufficient number of seismic events are analyzed in order to reveal the modal characteristics of the structures under study, that consist of the two concrete buildings of the School of Applied Sciences, Technological Education Institute of Crete, located in Chania, Crete, Hellas. Both buildings are equipped with high-sensitivity and accuracy seismographs - providing acceleration measurements - established at the basement (structure's foundation) presently considered as the ground's acceleration (excitation) and at all levels (ground floor, 1st floor, 2nd floor and terrace). Further details regarding the instrumentation setup and data acquisition may be found in [3]. The present study invokes stochastic, both non-parametric (frequency-based) and parametric methods for structural/modal identification (natural frequencies and/or damping ratios). Non-parametric methods include Welch-based spectrum and Frequency response Function (FrF) estimation, while parametric methods, include AutoRegressive (AR), AutoRegressive with eXogeneous input (ARX) and Autoregressive Moving-Average with eXogeneous input (ARMAX) models[4, 5

  1. A non-parametric meta-analysis approach for combining independent microarray datasets: application using two microarray datasets pertaining to chronic allograft nephropathy

    Directory of Open Access Journals (Sweden)

    Archer Kellie J

    2008-02-01

    Full Text Available Abstract Background With the popularity of DNA microarray technology, multiple groups of researchers have studied the gene expression of similar biological conditions. Different methods have been developed to integrate the results from various microarray studies, though most of them rely on distributional assumptions, such as the t-statistic based, mixed-effects model, or Bayesian model methods. However, often the sample size for each individual microarray experiment is small. Therefore, in this paper we present a non-parametric meta-analysis approach for combining data from independent microarray studies, and illustrate its application on two independent Affymetrix GeneChip studies that compared the gene expression of biopsies from kidney transplant recipients with chronic allograft nephropathy (CAN to those with normal functioning allograft. Results The simulation study comparing the non-parametric meta-analysis approach to a commonly used t-statistic based approach shows that the non-parametric approach has better sensitivity and specificity. For the application on the two CAN studies, we identified 309 distinct genes that expressed differently in CAN. By applying Fisher's exact test to identify enriched KEGG pathways among those genes called differentially expressed, we found 6 KEGG pathways to be over-represented among the identified genes. We used the expression measurements of the identified genes as predictors to predict the class labels for 6 additional biopsy samples, and the predicted results all conformed to their pathologist diagnosed class labels. Conclusion We present a new approach for combining data from multiple independent microarray studies. This approach is non-parametric and does not rely on any distributional assumptions. The rationale behind the approach is logically intuitive and can be easily understood by researchers not having advanced training in statistics. Some of the identified genes and pathways have been

  2. Nonparametric inference in nonlinear principal components analysis : exploration and beyond

    NARCIS (Netherlands)

    Linting, Mariëlle

    2007-01-01

    In the social and behavioral sciences, data sets often do not meet the assumptions of traditional analysis methods. Therefore, nonlinear alternatives to traditional methods have been developed. This thesis starts with a didactic discussion of nonlinear principal components analysis (NLPCA),

  3. A nonparametric Bayesian approach for genetic evaluation in ...

    African Journals Online (AJOL)

    Unknown

    Finally, one can report the whole of the posterior probability distributions of the parameters in ... the Markov Chain Monte Carlo Methods, and more specific Gibbs Sampling, these ...... Bayesian Methods in Animal Breeding Theory. J. Anim. Sci.

  4. Nonparametric model validations for hidden Markov models with applications in financial econometrics.

    Science.gov (United States)

    Zhao, Zhibiao

    2011-06-01

    We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.

  5. NONPARAMETRIC FIXED EFFECT PANEL DATA MODELS: RELATIONSHIP BETWEEN AIR POLLUTION AND INCOME FOR TURKEY

    Directory of Open Access Journals (Sweden)

    Rabia Ece OMAY

    2013-06-01

    Full Text Available In this study, relationship between gross domestic product (GDP per capita and sulfur dioxide (SO2 and particulate matter (PM10 per capita is modeled for Turkey. Nonparametric fixed effect panel data analysis is used for the modeling. The panel data covers 12 territories, in first level of Nomenclature of Territorial Units for Statistics (NUTS, for period of 1990-2001. Modeling of the relationship between GDP and SO2 and PM10 for Turkey, the non-parametric models have given good results.

  6. A Bayesian approach to the analysis of quantal bioassay studies using nonparametric mixture models.

    Science.gov (United States)

    Fronczyk, Kassandra; Kottas, Athanasios

    2014-03-01

    We develop a Bayesian nonparametric mixture modeling framework for quantal bioassay settings. The approach is built upon modeling dose-dependent response distributions. We adopt a structured nonparametric prior mixture model, which induces a monotonicity restriction for the dose-response curve. Particular emphasis is placed on the key risk assessment goal of calibration for the dose level that corresponds to a specified response. The proposed methodology yields flexible inference for the dose-response relationship as well as for other inferential objectives, as illustrated with two data sets from the literature. © 2013, The International Biometric Society.

  7. Linkage disequilibrium and association mapping of drought ...

    African Journals Online (AJOL)

    Drought stress is a major abiotic stress that limits crop production. Molecular association mapping techniques through linkage disequilibrium (LD) can be effectively used to tag genomic regions involved in drought stress tolerance. With the association mapping approach, 90 genotypes of cotton Gossypium hirsutum, from ...

  8. principles, realities and challenges regarding institutional linkages ...

    African Journals Online (AJOL)

    p2333147

    (2) Compromise between proximity to community and effective coordination. If organisational linkage structures are to facilitate effective participation and ownership, it stands to reason that they should be as close to the grassroots community as possible. Unless community members regard such organisational structures as.

  9. Statistical analysis of water-quality data containing multiple detection limits II: S-language software for nonparametric distribution modeling and hypothesis testing

    Science.gov (United States)

    Lee, L.; Helsel, D.

    2007-01-01

    Analysis of low concentrations of trace contaminants in environmental media often results in left-censored data that are below some limit of analytical precision. Interpretation of values becomes complicated when there are multiple detection limits in the data-perhaps as a result of changing analytical precision over time. Parametric and semi-parametric methods, such as maximum likelihood estimation and robust regression on order statistics, can be employed to model distributions of multiply censored data and provide estimates of summary statistics. However, these methods are based on assumptions about the underlying distribution of data. Nonparametric methods provide an alternative that does not require such assumptions. A standard nonparametric method for estimating summary statistics of multiply-censored data is the Kaplan-Meier (K-M) method. This method has seen widespread usage in the medical sciences within a general framework termed "survival analysis" where it is employed with right-censored time-to-failure data. However, K-M methods are equally valid for the left-censored data common in the geosciences. Our S-language software provides an analytical framework based on K-M methods that is tailored to the needs of the earth and environmental sciences community. This includes routines for the generation of empirical cumulative distribution functions, prediction or exceedance probabilities, and related confidence limits computation. Additionally, our software contains K-M-based routines for nonparametric hypothesis testing among an unlimited number of grouping variables. A primary characteristic of K-M methods is that they do not perform extrapolation and interpolation. Thus, these routines cannot be used to model statistics beyond the observed data range or when linear interpolation is desired. For such applications, the aforementioned parametric and semi-parametric methods must be used.

  10. Bronx Teens Connection's Clinic Linkage Model: Connecting Youth to Quality Sexual and Reproductive Health Care.

    Science.gov (United States)

    O'Uhuru, Deborah J; Santiago, Vivian; Murray, Lauren E; Travers, Madeline; Bedell, Jane F

    2017-03-01

    Teen pregnancy and birth rates in the Bronx have been higher than in New York City, representing a longstanding health disparity. The New York City Department of Health and Mental Hygiene implemented a community-wide, multicomponent intervention to reduce unintended teen pregnancy, the Bronx Teens Connection. The Bronx Teens Connection Clinic Linkage Model sought to increase teens' access to and use of sexual and reproductive health care by increasing community partner capacity to link neighborhood clinics to youth-serving organizations, including schools. The Bronx Teens Connection Clinic Linkage Model used needs assessments, delineated the criteria for linkages, clarified roles and responsibilities of partners and staff, established trainings to support the staff engaged in linkage activities, and developed and used process evaluation methods. Early results demonstrated the strength and feasibility of the model over a 4-year period, with 31 linkages developed and maintained, over 11,300 contacts between clinic health educators and teens completed, and increasing adherence to the Centers for Disease Control and Prevention-defined clinical best practices for adolescent reproductive health. For those eight clinics that were able to provide data, there was a 25% increase in the number of teen clients seen over 4 years. There are many factors that relate to an increase in clinic utilization; some of this increase may have been a result of the linkages between schools and clinics. The Bronx Teens Connection Clinic Linkage Model is an explicit framework for clinical and youth-serving organizations seeking to establish formal linkage relationships that may be useful for other municipalities or organizations. Copyright © 2016 Society for Adolescent Health and Medicine. Published by Elsevier Inc. All rights reserved.

  11. A non-parametric peak calling algorithm for DamID-Seq.

    Directory of Open Access Journals (Sweden)

    Renhua Li

    Full Text Available Protein-DNA interactions play a significant role in gene regulation and expression. In order to identify transcription factor binding sites (TFBS of double sex (DSX-an important transcription factor in sex determination, we applied the DNA adenine methylation identification (DamID technology to the fat body tissue of Drosophila, followed by deep sequencing (DamID-Seq. One feature of DamID-Seq data is that induced adenine methylation signals are not assured to be symmetrically distributed at TFBS, which renders the existing peak calling algorithms for ChIP-Seq, including SPP and MACS, inappropriate for DamID-Seq data. This challenged us to develop a new algorithm for peak calling. A challenge in peaking calling based on sequence data is estimating the averaged behavior of background signals. We applied a bootstrap resampling method to short sequence reads in the control (Dam only. After data quality check and mapping reads to a reference genome, the peaking calling procedure compromises the following steps: 1 reads resampling; 2 reads scaling (normalization and computing signal-to-noise fold changes; 3 filtering; 4 Calling peaks based on a statistically significant threshold. This is a non-parametric method for peak calling (NPPC. We also used irreproducible discovery rate (IDR analysis, as well as ChIP-Seq data to compare the peaks called by the NPPC. We identified approximately 6,000 peaks for DSX, which point to 1,225 genes related to the fat body tissue difference between female and male Drosophila. Statistical evidence from IDR analysis indicated that these peaks are reproducible across biological replicates. In addition, these peaks are comparable to those identified by use of ChIP-Seq on S2 cells, in terms of peak number, location, and peaks width.

  12. A non-parametric peak calling algorithm for DamID-Seq.

    Science.gov (United States)

    Li, Renhua; Hempel, Leonie U; Jiang, Tingbo

    2015-01-01

    Protein-DNA interactions play a significant role in gene regulation and expression. In order to identify transcription factor binding sites (TFBS) of double sex (DSX)-an important transcription factor in sex determination, we applied the DNA adenine methylation identification (DamID) technology to the fat body tissue of Drosophila, followed by deep sequencing (DamID-Seq). One feature of DamID-Seq data is that induced adenine methylation signals are not assured to be symmetrically distributed at TFBS, which renders the existing peak calling algorithms for ChIP-Seq, including SPP and MACS, inappropriate for DamID-Seq data. This challenged us to develop a new algorithm for peak calling. A challenge in peaking calling based on sequence data is estimating the averaged behavior of background signals. We applied a bootstrap resampling method to short sequence reads in the control (Dam only). After data quality check and mapping reads to a reference genome, the peaking calling procedure compromises the following steps: 1) reads resampling; 2) reads scaling (normalization) and computing signal-to-noise fold changes; 3) filtering; 4) Calling peaks based on a statistically significant threshold. This is a non-parametric method for peak calling (NPPC). We also used irreproducible discovery rate (IDR) analysis, as well as ChIP-Seq data to compare the peaks called by the NPPC. We identified approximately 6,000 peaks for DSX, which point to 1,225 genes related to the fat body tissue difference between female and male Drosophila. Statistical evidence from IDR analysis indicated that these peaks are reproducible across biological replicates. In addition, these peaks are comparable to those identified by use of ChIP-Seq on S2 cells, in terms of peak number, location, and peaks width.

  13. A note on Nonparametric Confidence Interval for a Shift Parameter ...

    African Journals Online (AJOL)

    The method is illustrated using the Cauchy distribution as a location model. The kernel-based method is found to have a shorter interval for the shift parameter between two Cauchy distributions than the one based on the Mann-Whitney test statistic. Keywords: Best Asymptotic Normal; Cauchy distribution; Kernel estimates; ...

  14. Association between cancer and contact allergy: a linkage study

    DEFF Research Database (Denmark)

    Engkilde, Kaare; Thyssen, Jacob P; Menné, Torkil

    2011-01-01

    by logistic regression analysis. Results An inverse association between contact allergy and non-melanoma skin- and breast cancer, respectively, was identified in both sexes, and an inverse trend for brain cancer was found in women with contact allergy. Additionally, a positive association between contact...... and cancer, few have looked into the association between cancer and contact allergy, a type IV allergy. By linking two clinical databases, the authors investigate the possible association between contact allergy and cancer. Methods Record linkage of two different registers was performed: (1) a tertiary...

  15. Testing a parametric function against a nonparametric alternative in IV and GMM settings

    DEFF Research Database (Denmark)

    Gørgens, Tue; Wurtz, Allan

    This paper develops a specification test for functional form for models identified by moment restrictions, including IV and GMM settings. The general framework is one where the moment restrictions are specified as functions of data, a finite-dimensional parameter vector, and a nonparametric real ...

  16. A structural nonparametric reappraisal of the CO2 emissions-income relationship

    NARCIS (Netherlands)

    Azomahou, T.T.; Goedhuys - Degelin, Micheline; Nguyen-Van, P.

    Relying on a structural nonparametric estimation, we show that co2 emissions clearly increase with income at low income levels. For higher income levels, we observe a decreasing relationship, though not significant. We also find thatco2 emissions monotonically increases with energy use at a

  17. Nonparametric Estimation of Interval Reliability for Discrete-Time Semi-Markov Systems

    DEFF Research Database (Denmark)

    Georgiadis, Stylianos; Limnios, Nikolaos

    2016-01-01

    In this article, we consider a repairable discrete-time semi-Markov system with finite state space. The measure of the interval reliability is given as the probability of the system being operational over a given finite-length time interval. A nonparametric estimator is proposed for the interval...

  18. Low default credit scoring using two-class non-parametric kernel density estimation

    CSIR Research Space (South Africa)

    Rademeyer, E

    2016-12-01

    Full Text Available This paper investigates the performance of two-class classification credit scoring data sets with low default ratios. The standard two-class parametric Gaussian and non-parametric Parzen classifiers are extended, using Bayes’ rule, to include either...

  19. Non-Parametric Bayesian Updating within the Assessment of Reliability for Offshore Wind Turbine Support Structures

    DEFF Research Database (Denmark)

    Ramirez, José Rangel; Sørensen, John Dalsgaard

    2011-01-01

    This work illustrates the updating and incorporation of information in the assessment of fatigue reliability for offshore wind turbine. The new information, coming from external and condition monitoring can be used to direct updating of the stochastic variables through a non-parametric Bayesian u...

  20. Non-parametric production analysis of pesticides use in the Netherlands

    NARCIS (Netherlands)

    Oude Lansink, A.G.J.M.; Silva, E.

    2004-01-01

    Many previous empirical studies on the productivity of pesticides suggest that pesticides are under-utilized in agriculture despite the general held believe that these inputs are substantially over-utilized. This paper uses data envelopment analysis (DEA) to calculate non-parametric measures of the

  1. Analyzing cost efficient production behavior under economies of scope : A nonparametric methodology

    NARCIS (Netherlands)

    Cherchye, L.J.H.; de Rock, B.; Vermeulen, F.M.P.

    2008-01-01

    In designing a production model for firms that generate multiple outputs, we take as a starting point that such multioutput production refers to economies of scope, which in turn originate from joint input use and input externalities. We provide a nonparametric characterization of cost-efficient

  2. Analyzing Cost Efficient Production Behavior Under Economies of Scope : A Nonparametric Methodology

    NARCIS (Netherlands)

    Cherchye, L.J.H.; de Rock, B.; Vermeulen, F.M.P.

    2006-01-01

    In designing a production model for firms that generate multiple outputs, we take as a starting point that such multi-output production refers to economies of scope, which in turn originate from joint input use and input externalities. We provide a nonparametric characterization of cost efficient

  3. The Support Reduction Algorithm for Computing Non-Parametric Function Estimates in Mixture Models

    OpenAIRE

    GROENEBOOM, PIET; JONGBLOED, GEURT; WELLNER, JON A.

    2008-01-01

    In this paper, we study an algorithm (which we call the support reduction algorithm) that can be used to compute non-parametric M-estimators in mixture models. The algorithm is compared with natural competitors in the context of convex regression and the ‘Aspect problem’ in quantum physics.

  4. A Bayesian Beta-Mixture Model for Nonparametric IRT (BBM-IRT)

    Science.gov (United States)

    Arenson, Ethan A.; Karabatsos, George

    2017-01-01

    Item response models typically assume that the item characteristic (step) curves follow a logistic or normal cumulative distribution function, which are strictly monotone functions of person test ability. Such assumptions can be overly-restrictive for real item response data. We propose a simple and more flexible Bayesian nonparametric IRT model…

  5. A non-parametric Bayesian approach to decompounding from high frequency data

    NARCIS (Netherlands)

    Gugushvili, Shota; van der Meulen, F.H.; Spreij, Peter

    2016-01-01

    Given a sample from a discretely observed compound Poisson process, we consider non-parametric estimation of the density f0 of its jump sizes, as well as of its intensity λ0. We take a Bayesian approach to the problem and specify the prior on f0 as the Dirichlet location mixture of normal densities.

  6. Data analysis with small samples and non-normal data nonparametrics and other strategies

    CERN Document Server

    Siebert, Carl F

    2017-01-01

    Written in everyday language for non-statisticians, this book provides all the information needed to successfully conduct nonparametric analyses. This ideal reference book provides step-by-step instructions to lead the reader through each analysis, screenshots of the software and output, and case scenarios to illustrate of all the analytic techniques.

  7. Nonparametric estimation in an "illness-death" model when all transition times are interval censored

    DEFF Research Database (Denmark)

    Frydman, Halina; Gerds, Thomas; Grøn, Randi

    2013-01-01

    We develop nonparametric maximum likelihood estimation for the parameters of an irreversible Markov chain on states {0,1,2} from the observations with interval censored times of 0 → 1, 0 → 2 and 1 → 2 transitions. The distinguishing aspect of the data is that, in addition to all transition times ...

  8. A non-parametric hierarchical model to discover behavior dynamics from tracks

    NARCIS (Netherlands)

    Kooij, J.F.P.; Englebienne, G.; Gavrila, D.M.

    2012-01-01

    We present a novel non-parametric Bayesian model to jointly discover the dynamics of low-level actions and high-level behaviors of tracked people in open environments. Our model represents behaviors as Markov chains of actions which capture high-level temporal dynamics. Actions may be shared by

  9. Improved nonparametric inference for multiple correlated periodic sequences

    KAUST Repository

    Sun, Ying; Hart, Jeffrey D.; Genton, Marc G.

    2013-01-01

    cross-validation method to the temperature data obtained from multiple ice cores, investigating the periodicity of the El Niño effect. Our methodology is also illustrated by estimating patients' cardiac cycle from different physiological signals

  10. Effects of dating errors on nonparametric trend analyses of speleothem time series

    Directory of Open Access Journals (Sweden)

    M. Mudelsee

    2012-10-01

    Full Text Available A fundamental problem in paleoclimatology is to take fully into account the various error sources when examining proxy records with quantitative methods of statistical time series analysis. Records from dated climate archives such as speleothems add extra uncertainty from the age determination to the other sources that consist in measurement and proxy errors. This paper examines three stalagmite time series of oxygen isotopic composition (δ18O from two caves in western Germany, the series AH-1 from the Atta Cave and the series Bu1 and Bu4 from the Bunker Cave. These records carry regional information about past changes in winter precipitation and temperature. U/Th and radiocarbon dating reveals that they cover the later part of the Holocene, the past 8.6 thousand years (ka. We analyse centennial- to millennial-scale climate trends by means of nonparametric Gasser–Müller kernel regression. Error bands around fitted trend curves are determined by combining (1 block bootstrap resampling to preserve noise properties (shape, autocorrelation of the δ18O residuals and (2 timescale simulations (models StalAge and iscam. The timescale error influences on centennial- to millennial-scale trend estimation are not excessively large. We find a "mid-Holocene climate double-swing", from warm to cold to warm winter conditions (6.5 ka to 6.0 ka to 5.1 ka, with warm–cold amplitudes of around 0.5‰ δ18O; this finding is documented by all three records with high confidence. We also quantify the Medieval Warm Period (MWP, the Little Ice Age (LIA and the current warmth. Our analyses cannot unequivocally support the conclusion that current regional winter climate is warmer than that during the MWP.

  11. A nonparametric approach to medical survival data: Uncertainty in the context of risk in mortality analysis

    International Nuclear Information System (INIS)

    Janurová, Kateřina; Briš, Radim

    2014-01-01

    Medical survival right-censored data of about 850 patients are evaluated to analyze the uncertainty related to the risk of mortality on one hand and compare two basic surgery techniques in the context of risk of mortality on the other hand. Colorectal data come from patients who underwent colectomy in the University Hospital of Ostrava. Two basic surgery operating techniques are used for the colectomy: either traditional (open) or minimally invasive (laparoscopic). Basic question arising at the colectomy operation is, which type of operation to choose to guarantee longer overall survival time. Two non-parametric approaches have been used to quantify probability of mortality with uncertainties. In fact, complement of the probability to one, i.e. survival function with corresponding confidence levels is calculated and evaluated. First approach considers standard nonparametric estimators resulting from both the Kaplan–Meier estimator of survival function in connection with Greenwood's formula and the Nelson–Aalen estimator of cumulative hazard function including confidence interval for survival function as well. The second innovative approach, represented by Nonparametric Predictive Inference (NPI), uses lower and upper probabilities for quantifying uncertainty and provides a model of predictive survival function instead of the population survival function. The traditional log-rank test on one hand and the nonparametric predictive comparison of two groups of lifetime data on the other hand have been compared to evaluate risk of mortality in the context of mentioned surgery techniques. The size of the difference between two groups of lifetime data has been considered and analyzed as well. Both nonparametric approaches led to the same conclusion, that the minimally invasive operating technique guarantees the patient significantly longer survival time in comparison with the traditional operating technique

  12. Improved nonparametric inference for multiple correlated periodic sequences

    KAUST Repository

    Sun, Ying

    2013-08-26

    This paper proposes a cross-validation method for estimating the period as well as the values of multiple correlated periodic sequences when data are observed at evenly spaced time points. The period of interest is estimated conditional on the other correlated sequences. An alternative method for period estimation based on Akaike\\'s information criterion is also discussed. The improvement of the period estimation performance is investigated both theoretically and by simulation. We apply the multivariate cross-validation method to the temperature data obtained from multiple ice cores, investigating the periodicity of the El Niño effect. Our methodology is also illustrated by estimating patients\\' cardiac cycle from different physiological signals, including arterial blood pressure, electrocardiography, and fingertip plethysmograph.

  13. A nonparametric multiple imputation approach for missing categorical data

    Directory of Open Access Journals (Sweden)

    Muhan Zhou

    2017-06-01

    Full Text Available Abstract Background Incomplete categorical variables with more than two categories are common in public health data. However, most of the existing missing-data methods do not use the information from nonresponse (missingness probabilities. Methods We propose a nearest-neighbour multiple imputation approach to impute a missing at random categorical outcome and to estimate the proportion of each category. The donor set for imputation is formed by measuring distances between each missing value with other non-missing values. The distance function is calculated based on a predictive score, which is derived from two working models: one fits a multinomial logistic regression for predicting the missing categorical outcome (the outcome model and the other fits a logistic regression for predicting missingness probabilities (the missingness model. A weighting scheme is used to accommodate contributions from two working models when generating the predictive score. A missing value is imputed by randomly selecting one of the non-missing values with the smallest distances. We conduct a simulation to evaluate the performance of the proposed method and compare it with several alternative methods. A real-data application is also presented. Results The simulation study suggests that the proposed method performs well when missingness probabilities are not extreme under some misspecifications of the working models. However, the calibration estimator, which is also based on two working models, can be highly unstable when missingness probabilities for some observations are extremely high. In this scenario, the proposed method produces more stable and better estimates. In addition, proper weights need to be chosen to balance the contributions from the two working models and achieve optimal results for the proposed method. Conclusions We conclude that the proposed multiple imputation method is a reasonable approach to dealing with missing categorical outcome data with

  14. The efficiency of average linkage hierarchical clustering algorithm associated multi-scale bootstrap resampling in identifying homogeneous precipitation catchments

    Science.gov (United States)

    Chuan, Zun Liang; Ismail, Noriszura; Shinyie, Wendy Ling; Lit Ken, Tan; Fam, Soo-Fen; Senawi, Azlyna; Yusoff, Wan Nur Syahidah Wan

    2018-04-01

    Due to the limited of historical precipitation records, agglomerative hierarchical clustering algorithms widely used to extrapolate information from gauged to ungauged precipitation catchments in yielding a more reliable projection of extreme hydro-meteorological events such as extreme precipitation events. However, identifying the optimum number of homogeneous precipitation catchments accurately based on the dendrogram resulted using agglomerative hierarchical algorithms are very subjective. The main objective of this study is to propose an efficient regionalized algorithm to identify the homogeneous precipitation catchments for non-stationary precipitation time series. The homogeneous precipitation catchments are identified using average linkage hierarchical clustering algorithm associated multi-scale bootstrap resampling, while uncentered correlation coefficient as the similarity measure. The regionalized homogeneous precipitation is consolidated using K-sample Anderson Darling non-parametric test. The analysis result shows the proposed regionalized algorithm performed more better compared to the proposed agglomerative hierarchical clustering algorithm in previous studies.

  15. Kempe's Linkages and the Universality Theorem

    Indian Academy of Sciences (India)

    sriranga

    that between BO and OA (i.e., \\BOA). Let these two angles be denoted by µ. Thus, if link OA makes an angle. µ with link OB, OE makes the same angle on the other side of OB. Kempe therefore referred to this linkage as the (angle) reversor. This is true irrespective of how OA and OB are placed relative to each other. Also ...

  16. Hidden linkages between urbanization and food systems.

    Science.gov (United States)

    Seto, Karen C; Ramankutty, Navin

    2016-05-20

    Global societies are becoming increasingly urban. This shift toward urban living is changing our relationship with food, including how we shop and what we buy, as well as ideas about sanitation and freshness. Achieving food security in an era of rapid urbanization will require considerably more understanding about how urban and food systems are intertwined. Here we discuss some potential understudied linkages that are ripe for further examination. Copyright © 2016, American Association for the Advancement of Science.

  17. Genome-Wide Linkage and Association Analysis Identifies Major Gene Loci for Guttural Pouch Tympany in Arabian and German Warmblood Horses

    Science.gov (United States)

    Metzger, Julia; Ohnesorge, Bernhard; Distl, Ottmar

    2012-01-01

    Equine guttural pouch tympany (GPT) is a hereditary condition affecting foals in their first months of life. Complex segregation analyses in Arabian and German warmblood horses showed the involvement of a major gene as very likely. Genome-wide linkage and association analyses including a high density marker set of single nucleotide polymorphisms (SNPs) were performed to map the genomic region harbouring the potential major gene for GPT. A total of 85 Arabian and 373 German warmblood horses were genotyped on the Illumina equine SNP50 beadchip. Non-parametric multipoint linkage analyses showed genome-wide significance on horse chromosomes (ECA) 3 for German warmblood at 16–26 Mb and 34–55 Mb and for Arabian on ECA15 at 64–65 Mb. Genome-wide association analyses confirmed the linked regions for both breeds. In Arabian, genome-wide association was detected at 64 Mb within the region with the highest linkage peak on ECA15. For German warmblood, signals for genome-wide association were close to the peak region of linkage at 52 Mb on ECA3. The odds ratio for the SNP with the highest genome-wide association was 0.12 for the Arabian. In conclusion, the refinement of the regions with the Illumina equine SNP50 beadchip is an important step to unravel the responsible mutations for GPT. PMID:22848553

  18. (AJST) RELATIVE EFFICIENCY OF NON-PARAMETRIC ERROR ...

    African Journals Online (AJOL)

    NORBERT OPIYO AKECH

    on 100 bootstrap samples, a sample of size n being taken with replacement in each initial sample of size n. .... the overlap (or optimal error rate) of the populations. However, the expression (2.3) for the computation of ..... Analysis and Machine Intelligence, 9, 628-633. Lachenbruch P. A. (1967). An almost unbiased method ...

  19. Nonparametric reconstruction of the dark energy equation of state

    Energy Technology Data Exchange (ETDEWEB)

    Heitmann, Katrin [Los Alamos National Laboratory; Holsclaw, Tracy [Los Alamos National Laboratory; Alam, Ujjaini [Los Alamos National Laboratory; Habib, Salman [Los Alamos National Laboratory; Higdon, David [Los Alamos National Laboratory; Sanso, Bruno [UC SANTA CRUZ; Lee, Herbie [UC SANTA CRUZ

    2009-01-01

    The major aim of ongoing and upcoming cosmological surveys is to unravel the nature of dark energy. In the absence of a compelling theory to test, a natural approach is to first attempt to characterize the nature of dark energy in detail, the hope being that this will lead to clues about the underlying fundamental theory. A major target in this characterization is the determination of the dynamical properties of the dark energy equation of state w. The discovery of a time variation in w(z) could then lead to insights about the dynamical origin of dark energy. This approach requires a robust and bias-free method for reconstructing w(z) from data, which does not rely on restrictive expansion schemes or assumed functional forms for w(z). We present a new non parametric reconstruction method for the dark energy equation of state based on Gaussian Process models. This method reliably captures nontrivial behavior of w(z) and provides controlled error bounds. We demollstrate the power of the method on different sets of simulated supernova data. The GP model approach is very easily extended to include diverse cosmological probes.

  20. 'Linkage' pharmaceutical evergreening in Canada and Australia

    Science.gov (United States)

    Faunce, Thomas A; Lexchin, Joel

    2007-01-01

    'Evergreening' is not a formal concept of patent law. It is best understood as a social idea used to refer to the myriad ways in which pharmaceutical patent owners utilise the law and related regulatory processes to extend their high rent-earning intellectual monopoly privileges, particularly over highly profitable (either in total sales volume or price per unit) 'blockbuster' drugs. Thus, while the courts are an instrument frequently used by pharmaceutical brand name manufacturers to prolong their patent royalties, 'evergreening' is rarely mentioned explicitly by judges in patent protection cases. The term usually refers to threats made to competitors about a brand-name manufacturer's tactical use of pharmaceutical patents (including over uses, delivery systems and even packaging), not to extension of any particular patent over an active product ingredient. This article focuses in particular on the 'evergreening' potential of so-called 'linkage' provisions, imposed on the regulatory (safety, quality and efficacy) approval systems for generic pharmaceuticals of Canada and Australia, by specific articles in trade agreements with the US. These 'linkage' provisions have also recently appeared in the Korea-US Free Trade Agreement (KORUSFTA). They require such drug regulators to facilitate notification of, or even prevent, any potential patent infringement by a generic pharmaceutical manufacturer. This article explores the regulatory lessons to be learnt from Canada's and Australia's shared experience in terms of minimizing potential adverse impacts of such 'linkage evergreening' provisions on drug costs and thereby potentially on citizen's access to affordable, essential medicines. PMID:17543113

  1. Availability of Insurance Linkage Programs in U.S. Emergency Departments

    Directory of Open Access Journals (Sweden)

    Mia Kanak

    2014-07-01

    Full Text Available Introduction: As millions of uninsured citizens who use emergency department (ED services are now eligible for health insurance under the Affordable Care Act, the ED is ideally situated to facilitate linkage to insurance. Forty percent of U.S. EDs report having an insurance linkage program. This is the first national study to examine the characteristics of EDs that offer or do not offer these programs. Methods: This was a secondary analysis of data from the National Survey for Preventive Health Services in U.S. EDs conducted in 2008-09. We compared EDs with and without insurance programs across demographic and operational factors using univariate analysis. We then tested our hypotheses using multivariable logistic regression. We also further examined program capacity and priority among the sub-group of EDs with no insurance linkage program. Results: After adjustment, ED-insurance linkage programs were more likely to be located in the West (RR= 2.06, 95% CI = 1.33 – 2.72. The proportion of uninsured patients in an ED, teaching hospital status, and public ownership status were not associated with insurance linkage availability. EDs with linkage programs also offer more preventive services (RR = 1.87, 95% CI = 1.37–2.35 and have greater social worker availability (RR = 1.71, 95% CI = 1.12–2.33 than those who do not. Four of five EDs with a patient mix of ≥25% uninsured and no insurance linkage program reported that they could not offer a program with existing staff and funding. Conclusion: Availability of insurance linkage programs in the ED is not associated with the proportion of uninsured patients served by an ED. Policy or hospital-based interventions to increase insurance linkage should first target the 27% of EDs with high rates of uninsured patients that lack adequate program capacity. Further research on barriers to implementation and cost effectiveness may help to facilitate increased adoption of insurance linkage programs. [West J

  2. Online Nonparametric Bayesian Activity Mining and Analysis From Surveillance Video.

    Science.gov (United States)

    Bastani, Vahid; Marcenaro, Lucio; Regazzoni, Carlo S

    2016-05-01

    A method for online incremental mining of activity patterns from the surveillance video stream is presented in this paper. The framework consists of a learning block in which Dirichlet process mixture model is employed for the incremental clustering of trajectories. Stochastic trajectory pattern models are formed using the Gaussian process regression of the corresponding flow functions. Moreover, a sequential Monte Carlo method based on Rao-Blackwellized particle filter is proposed for tracking and online classification as well as the detection of abnormality during the observation of an object. Experimental results on real surveillance video data are provided to show the performance of the proposed algorithm in different tasks of trajectory clustering, classification, and abnormality detection.

  3. Estimation of the limit of detection with a bootstrap-derived standard error by a partly non-parametric approach. Application to HPLC drug assays

    DEFF Research Database (Denmark)

    Linnet, Kristian

    2005-01-01

    Bootstrap, HPLC, limit of blank, limit of detection, non-parametric statistics, type I and II errors......Bootstrap, HPLC, limit of blank, limit of detection, non-parametric statistics, type I and II errors...

  4. Validation of de-identified record linkage to ascertain hospital admissions in a cohort study

    Directory of Open Access Journals (Sweden)

    English Dallas R

    2011-04-01

    Full Text Available Abstract Background Cohort studies can provide valuable evidence of cause and effect relationships but are subject to loss of participants over time, limiting the validity of findings. Computerised record linkage offers a passive and ongoing method of obtaining health outcomes from existing routinely collected data sources. However, the quality of record linkage is reliant upon the availability and accuracy of common identifying variables. We sought to develop and validate a method for linking a cohort study to a state-wide hospital admissions dataset with limited availability of unique identifying variables. Methods A sample of 2000 participants from a cohort study (n = 41 514 was linked to a state-wide hospitalisations dataset in Victoria, Australia using the national health insurance (Medicare number and demographic data as identifying variables. Availability of the health insurance number was limited in both datasets; therefore linkage was undertaken both with and without use of this number and agreement tested between both algorithms. Sensitivity was calculated for a sub-sample of 101 participants with a hospital admission confirmed by medical record review. Results Of the 2000 study participants, 85% were found to have a record in the hospitalisations dataset when the national health insurance number and sex were used as linkage variables and 92% when demographic details only were used. When agreement between the two methods was tested the disagreement fraction was 9%, mainly due to "false positive" links when demographic details only were used. A final algorithm that used multiple combinations of identifying variables resulted in a match proportion of 87%. Sensitivity of this final linkage was 95%. Conclusions High quality record linkage of cohort data with a hospitalisations dataset that has limited identifiers can be achieved using combinations of a national health insurance number and demographic data as identifying variables.

  5. Fine mapping quantitative trait loci under selective phenotyping strategies based on linkage and linkage disequilibrium criteria

    DEFF Research Database (Denmark)

    Ansari-Mahyari, S; Berg, P; Lund, M S

    2009-01-01

    disequilibrium-based sampling criteria (LDC) for selecting individuals to phenotype are compared to random phenotyping in a quantitative trait loci (QTL) verification experiment using stochastic simulation. Several strategies based on LAC and LDC for selecting the most informative 30%, 40% or 50% of individuals...... for phenotyping to extract maximum power and precision in a QTL fine mapping experiment were developed and assessed. Linkage analyses for the mapping was performed for individuals sampled on LAC within families and combined linkage disequilibrium and linkage analyses was performed for individuals sampled across...... the whole population based on LDC. The results showed that selecting individuals with similar haplotypes to the paternal haplotypes (minimum recombination criterion) using LAC compared to random phenotyping gave at least the same power to detect a QTL but decreased the accuracy of the QTL position. However...

  6. Probabilistic linkage to enhance deterministic algorithms and reduce data linkage errors in hospital administrative data.

    Science.gov (United States)

    Hagger-Johnson, Gareth; Harron, Katie; Goldstein, Harvey; Aldridge, Robert; Gilbert, Ruth

    2017-06-30

     BACKGROUND: The pseudonymisation algorithm used to link together episodes of care belonging to the same patients in England (HESID) has never undergone any formal evaluation, to determine the extent of data linkage error. To quantify improvements in linkage accuracy from adding probabilistic linkage to existing deterministic HESID algorithms. Inpatient admissions to NHS hospitals in England (Hospital Episode Statistics, HES) over 17 years (1998 to 2015) for a sample of patients (born 13/28th of months in 1992/1998/2005/2012). We compared the existing deterministic algorithm with one that included an additional probabilistic step, in relation to a reference standard created using enhanced probabilistic matching with additional clinical and demographic information. Missed and false matches were quantified and the impact on estimates of hospital readmission within one year were determined. HESID produced a high missed match rate, improving over time (8.6% in 1998 to 0.4% in 2015). Missed matches were more common for ethnic minorities, those living in areas of high socio-economic deprivation, foreign patients and those with 'no fixed abode'. Estimates of the readmission rate were biased for several patient groups owing to missed matches, which was reduced for nearly all groups. CONCLUSION: Probabilistic linkage of HES reduced missed matches and bias in estimated readmission rates, with clear implications for commissioning, service evaluation and performance monitoring of hospitals. The existing algorithm should be modified to address data linkage error, and a retrospective update of the existing data would address existing linkage errors and their implications.

  7. Nonparametric Bounds and Sensitivity Analysis of Treatment Effects

    Science.gov (United States)

    Richardson, Amy; Hudgens, Michael G.; Gilbert, Peter B.; Fine, Jason P.

    2015-01-01

    This paper considers conducting inference about the effect of a treatment (or exposure) on an outcome of interest. In the ideal setting where treatment is assigned randomly, under certain assumptions the treatment effect is identifiable from the observable data and inference is straightforward. However, in other settings such as observational studies or randomized trials with noncompliance, the treatment effect is no longer identifiable without relying on untestable assumptions. Nonetheless, the observable data often do provide some information about the effect of treatment, that is, the parameter of interest is partially identifiable. Two approaches are often employed in this setting: (i) bounds are derived for the treatment effect under minimal assumptions, or (ii) additional untestable assumptions are invoked that render the treatment effect identifiable and then sensitivity analysis is conducted to assess how inference about the treatment effect changes as the untestable assumptions are varied. Approaches (i) and (ii) are considered in various settings, including assessing principal strata effects, direct and indirect effects and effects of time-varying exposures. Methods for drawing formal inference about partially identified parameters are also discussed. PMID:25663743

  8. Data linkage of inpatient hospitalization and workers' claims data sets to characterize occupational falls.

    Science.gov (United States)

    Bunn, Terry L; Slavova, Svetla; Bathke, Arne

    2007-07-01

    The identification of industry, occupation, and associated injury costs for worker falls in Kentucky have not been fully examined. The purpose of this study was to determine the associations between industry and occupation and 1) hospitalization length of stay; 2) hospitalization charges; and 3) workers' claims costs in workers suffering falls, using linked inpatient hospitalization discharge and workers' claims data sets. Hospitalization cases were selected with ICD-9-CM external cause of injury codes for falls and payer code of workers' claims for years 2000-2004. Selection criteria for workers'claims cases were International Association of Industrial Accident Boards and Commissions Electronic Data Interchange Nature (IAIABCEDIN) injuries coded as falls and/or slips. Common data variables between the two data sets such as date of birth, gender, date of injury, and hospital admission date were used to perform probabilistic data linkage using LinkSolv software. Statistical analysis was performed with non-parametric tests. Construction falls were the most prevalent for male workers and incurred the highest hospitalization and workers' compensation costs, whereas most female worker falls occurred in the services industry. The largest percentage of male worker falls was from one level to another, while the largest percentage of females experienced a fall, slip, or trip (not otherwise classified). When male construction worker falls were further analyzed, laborers and helpers had longer hospital stays as well as higher total charges when the worker fell from one level to another. Data linkage of hospitalization and workers' claims falls data provides additional information on industry, occupation, and costs that are not available when examining either data set alone.

  9. Essays on parametric and nonparametric modeling and estimation with applications to energy economics

    Science.gov (United States)

    Gao, Weiyu

    My dissertation research is composed of two parts: a theoretical part on semiparametric efficient estimation and an applied part in energy economics under different dynamic settings. The essays are related in terms of their applications as well as the way in which models are constructed and estimated. In the first essay, efficient estimation of the partially linear model is studied. We work out the efficient score functions and efficiency bounds under four stochastic restrictions---independence, conditional symmetry, conditional zero mean, and partially conditional zero mean. A feasible efficient estimation method for the linear part of the model is developed based on the efficient score. A battery of specification test that allows for choosing between the alternative assumptions is provided. A Monte Carlo simulation is also conducted. The second essay presents a dynamic optimization model for a stylized oilfield resembling the largest developed light oil field in Saudi Arabia, Ghawar. We use data from different sources to estimate the oil production cost function and the revenue function. We pay particular attention to the dynamic aspect of the oil production by employing petroleum-engineering software to simulate the interaction between control variables and reservoir state variables. Optimal solutions are studied under different scenarios to account for the possible changes in the exogenous variables and the uncertainty about the forecasts. The third essay examines the effect of oil price volatility on the level of innovation displayed by the U.S. economy. A measure of innovation is calculated by decomposing an output-based Malmquist index. We also construct a nonparametric measure for oil price volatility. Technical change and oil price volatility are then placed in a VAR system with oil price and a variable indicative of monetary policy. The system is estimated and analyzed for significant relationships. We find that oil price volatility displays a significant

  10. Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology

    Directory of Open Access Journals (Sweden)

    Mohamed Chikhi

    2018-02-01

    Full Text Available This paper analyses cyclical behaviour of Orange stock price listed in French stock exchange over 01/03/2000 to 02/02/2017 by testing the nonlinearities through a class of conditional heteroscedastic nonparametric models. The linearity and Gaussianity assumptions are rejected for Orange Stock returns and informational shocks have transitory effects on returns and volatility. The forecasting results show that Orange stock prices are short-term predictable and nonparametric NAR-ARCH model has better performance over parametric MA-APARCH model for short horizons. Plus, the estimates of this model are also better comparing to the predictions of the random walk model. This finding provides evidence for weak form of inefficiency in Paris stock market with limited rationality, thus it emerges arbitrage opportunities.

  11. Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors

    Directory of Open Access Journals (Sweden)

    Xibin Zhang

    2016-04-01

    Full Text Available This paper develops a sampling algorithm for bandwidth estimation in a nonparametric regression model with continuous and discrete regressors under an unknown error density. The error density is approximated by the kernel density estimator of the unobserved errors, while the regression function is estimated using the Nadaraya-Watson estimator admitting continuous and discrete regressors. We derive an approximate likelihood and posterior for bandwidth parameters, followed by a sampling algorithm. Simulation results show that the proposed approach typically leads to better accuracy of the resulting estimates than cross-validation, particularly for smaller sample sizes. This bandwidth estimation approach is applied to nonparametric regression model of the Australian All Ordinaries returns and the kernel density estimation of gross domestic product (GDP growth rates among the organisation for economic co-operation and development (OECD and non-OECD countries.

  12. Bayesian Non-Parametric Mixtures of GARCH(1,1 Models

    Directory of Open Access Journals (Sweden)

    John W. Lau

    2012-01-01

    Full Text Available Traditional GARCH models describe volatility levels that evolve smoothly over time, generated by a single GARCH regime. However, nonstationary time series data may exhibit abrupt changes in volatility, suggesting changes in the underlying GARCH regimes. Further, the number and times of regime changes are not always obvious. This article outlines a nonparametric mixture of GARCH models that is able to estimate the number and time of volatility regime changes by mixing over the Poisson-Kingman process. The process is a generalisation of the Dirichlet process typically used in nonparametric models for time-dependent data provides a richer clustering structure, and its application to time series data is novel. Inference is Bayesian, and a Markov chain Monte Carlo algorithm to explore the posterior distribution is described. The methodology is illustrated on the Standard and Poor's 500 financial index.

  13. Analysing the length of care episode after hip fracture: a nonparametric and a parametric Bayesian approach.

    Science.gov (United States)

    Riihimäki, Jaakko; Sund, Reijo; Vehtari, Aki

    2010-06-01

    Effective utilisation of limited resources is a challenge for health care providers. Accurate and relevant information extracted from the length of stay distributions is useful for management purposes. Patient care episodes can be reconstructed from the comprehensive health registers, and in this paper we develop a Bayesian approach to analyse the length of care episode after a fractured hip. We model the large scale data with a flexible nonparametric multilayer perceptron network and with a parametric Weibull mixture model. To assess the performances of the models, we estimate expected utilities using predictive density as a utility measure. Since the model parameters cannot be directly compared, we focus on observables, and estimate the relevances of patient explanatory variables in predicting the length of stay. To demonstrate how the use of the nonparametric flexible model is advantageous for this complex health care data, we also study joint effects of variables in predictions, and visualise nonlinearities and interactions found in the data.

  14. Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks

    Science.gov (United States)

    Gray-Davies, Tristan; Holmes, Chris C.; Caron, François

    2018-01-01

    We present a novel Bayesian nonparametric regression model for covariates X and continuous response variable Y ∈ ℝ. The model is parametrized in terms of marginal distributions for Y and X and a regression function which tunes the stochastic ordering of the conditional distributions F (y|x). By adopting an approximate composite likelihood approach, we show that the resulting posterior inference can be decoupled for the separate components of the model. This procedure can scale to very large datasets and allows for the use of standard, existing, software from Bayesian nonparametric density estimation and Plackett-Luce ranking estimation to be applied. As an illustration, we show an application of our approach to a US Census dataset, with over 1,300,000 data points and more than 100 covariates. PMID:29623150

  15. A nonparametric empirical Bayes framework for large-scale multiple testing.

    Science.gov (United States)

    Martin, Ryan; Tokdar, Surya T

    2012-07-01

    We propose a flexible and identifiable version of the 2-groups model, motivated by hierarchical Bayes considerations, that features an empirical null and a semiparametric mixture model for the nonnull cases. We use a computationally efficient predictive recursion (PR) marginal likelihood procedure to estimate the model parameters, even the nonparametric mixing distribution. This leads to a nonparametric empirical Bayes testing procedure, which we call PRtest, based on thresholding the estimated local false discovery rates. Simulations and real data examples demonstrate that, compared to existing approaches, PRtest's careful handling of the nonnull density can give a much better fit in the tails of the mixture distribution which, in turn, can lead to more realistic conclusions.

  16. Hierarchical Bayesian nonparametric mixture models for clustering with variable relevance determination.

    Science.gov (United States)

    Yau, Christopher; Holmes, Chris

    2011-07-01

    We propose a hierarchical Bayesian nonparametric mixture model for clustering when some of the covariates are assumed to be of varying relevance to the clustering problem. This can be thought of as an issue in variable selection for unsupervised learning. We demonstrate that by defining a hierarchical population based nonparametric prior on the cluster locations scaled by the inverse covariance matrices of the likelihood we arrive at a 'sparsity prior' representation which admits a conditionally conjugate prior. This allows us to perform full Gibbs sampling to obtain posterior distributions over parameters of interest including an explicit measure of each covariate's relevance and a distribution over the number of potential clusters present in the data. This also allows for individual cluster specific variable selection. We demonstrate improved inference on a number of canonical problems.

  17. African American church-based HIV testing and linkage to care: assets, challenges and needs.

    Science.gov (United States)

    Stewart, Jennifer M; Thompson, Keitra; Rogers, Christopher

    2016-01-01

    The US National HIV AIDS strategy promotes the use of faith communities to lessen the burden of HIV in African American communities. One specific strategy presented is the use of these non-traditional venues for HIV testing and co-location of services. African American churches can be at the forefront of this endeavour through the provision of HIV testing and linkage to care. However, there are few interventions to promote the churches' involvement in both HIV testing and linkage to care. We conducted 4 focus groups (n = 39 participants), 4 interviews and 116 surveys in a mixed-methods study to examine the feasibility of a church-based HIV testing and linkage to care intervention in Philadelphia, PA, USA. Our objectives were to examine: (1) available assets, (2) challenges and barriers and (3) needs associated with church-based HIV testing and linkage to care. Analyses revealed several factors of importance, including the role of the church as an access point for testing in low-income neighbourhoods, challenges in openly discussing the relationship between sexuality and HIV, and buy-in among church leadership. These findings can support intervention development and necessitate situating African American church-based HIV testing and linkage to care interventions within a multi-level framework.

  18. Genomewide Linkage Scan for Diabetic Renal Failure and Albuminuria: The FIND Study

    Science.gov (United States)

    Igo, Robert P.; Iyengar, Sudha K.; Nicholas, Susanne B.; Goddard, Katrina A.B.; Langefeld, Carl D.; Hanson, Robert L.; Duggirala, Ravindranath; Divers, Jasmin; Abboud, Hanna; Adler, Sharon G.; Arar, Nedal H.; Horvath, Amanda; Elston, Robert C.; Bowden, Donald W.; Guo, Xiuqing; Ipp, Eli; Kao, W.H. Linda; Kimmel, Paul L.; Knowler, William C.; Meoni, Lucy A.; Molineros, Julio; Nelson, Robert G.; Pahl, Madeline V.; Parekh, Rulan S.; Rasooly, Rebekah S.; Schelling, Jeffrey R.; Shah, Vallabh O.; Smith, Michael W.; Winkler, Cheryl A.; Zager, Philip G.; Sedor, John R.; Freedman, Barry I.

    2011-01-01

    Background Diabetic nephropathy (DN) is a leading cause of mortality and morbidity in patients with type 1 and type 2 diabetes. The multicenter FIND consortium aims to identify genes for DN and its associated quantitative traits, e.g. the urine albumin:creatinine ratio (ACR). Herein, the results of whole-genome linkage analysis and a sparse association scan for ACR and a dichotomous DN phenotype are reported in diabetic individuals. Methods A genomewide scan comprising more than 5,500 autosomal single nucleotide polymorphism markers (average spacing of 0.6 cM) was performed on 1,235 nuclear and extended pedigrees (3,972 diabetic participants) ascertained for DN from African-American (AA), American-Indian (AI), European-American (EA) and Mexican-American (MA) populations. Results Strong evidence for linkage to DN was detected on chromosome 6p (p = 8.0 × 10−5, LOD = 3.09) in EA families as well as suggestive evidence for linkage to chromosome 7p in AI families. Regions on chromosomes 3p in AA, 7q in EA, 16q in AA and 22q in MA displayed suggestive evidence of linkage for urine ACR. The linkage peak on chromosome 22q overlaps the MYH9/APOL1 gene region, previously implicated in AA diabetic and nondiabetic nephropathies. Conclusion These results strengthen the evidence for previously identified genomic regions and implicate several novel loci potentially involved in the pathogenesis of DN. PMID:21454968

  19. Analysis of sulfidic linkages formed in natural rubber latex medical gloves by using X-ray absorption near edge structure

    Science.gov (United States)

    Chankrachang, M.; Limphirat, W.; Yongyingsakthavorn, P.; Nontakaew, U.; Tohsan, A.

    2017-09-01

    A study of sulfidic linkages formed in natural rubber (NR) latex medical gloves by using X-ray Absorption Near Edge Structure (XANES) is presented in this paper. The NR latex compound was prepared by using prevulcanization method, that is, it was prevulcanized at room temperature for 24 hrs before utilization. After the 24 hrs of prevulcanization, the latex film samples were obtained by dipping process. The dipped films were subjected to vulcanize at 110°C for 5 to 25 min. It was observed that after the compound was prevulcanized for 24 hrs, polysulfidic linkages were mainly formed in the sample. It was however found that after curing at 110°C for 5-25 min, the polysulfidic linkages are tended to change into disulfide linkages. Especially, in the case of 25 minutes cured sample, disulfide linkages are found to be the main linkages. In term of tensile strength, it was observed that when cure time increased from 5 - 10 min, tensile strengths were also increased. But when the cure time of the film is 25 minutes, tensile strength was slightly dropped. The dropped of tensile strength when cure time is longer than 10 minutes can be ascribed to a degradation of polysulfidic and disulfidic linkages during curing. Therefore, by using XANES analysis, it was found to be very useful to understand the cure characteristic, thus it can be very helpful to optimize cure time and tensile properties of the product.

  20. Ethnicity and the ethics of data linkage

    Directory of Open Access Journals (Sweden)

    Boyd Kenneth M

    2007-11-01

    Full Text Available Abstract Linking health data with census data on ethnicity has potential benefits for the health of ethnic minority groups. Ethical objections to linking these data however include concerns about informed consent and the possibility of the findings being misused against the interests of ethnic minority groups. While consent concerns may be allayed by procedures to safeguard anonymity and respect privacy, robust procedures to demonstrate public approval of data linkage also need to be devised. The possibility of findings being misused against the interests of ethnic minority groups may be diminished by informed and open public discussion in mature democracies, but remain a concern in the international context.