WorldWideScience

Sample records for random models estimated

  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. Least squares estimation in a simple random coefficient autoregressive model

    DEFF Research Database (Denmark)

    Johansen, S; Lange, T

    2013-01-01

    The question we discuss is whether a simple random coefficient autoregressive model with infinite variance can create the long swings, or persistence, which are observed in many macroeconomic variables. The model is defined by yt=stρyt−1+εt,t=1,…,n, where st is an i.i.d. binary variable with p...... we prove the curious result that View the MathML source. The proof applies the notion of a tail index of sums of positive random variables with infinite variance to find the order of magnitude of View the MathML source and View the MathML source and hence the limit of View the MathML source...

  3. Nonparametric Estimation of Distributions in Random Effects Models

    KAUST Repository

    Hart, Jeffrey D.; Cañ ette, Isabel

    2011-01-01

    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

  4. Estimating overall exposure effects for the clustered and censored outcome using random effect Tobit regression models.

    Science.gov (United States)

    Wang, Wei; Griswold, Michael E

    2016-11-30

    The random effect Tobit model is a regression model that accommodates both left- and/or right-censoring and within-cluster dependence of the outcome variable. Regression coefficients of random effect Tobit models have conditional interpretations on a constructed latent dependent variable and do not provide inference of overall exposure effects on the original outcome scale. Marginalized random effects model (MREM) permits likelihood-based estimation of marginal mean parameters for the clustered data. For random effect Tobit models, we extend the MREM to marginalize over both the random effects and the normal space and boundary components of the censored response to estimate overall exposure effects at population level. We also extend the 'Average Predicted Value' method to estimate the model-predicted marginal means for each person under different exposure status in a designated reference group by integrating over the random effects and then use the calculated difference to assess the overall exposure effect. The maximum likelihood estimation is proposed utilizing a quasi-Newton optimization algorithm with Gauss-Hermite quadrature to approximate the integration of the random effects. We use these methods to carefully analyze two real datasets. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  5. Semi-parametric estimation of random effects in a logistic regression model using conditional inference

    DEFF Research Database (Denmark)

    Petersen, Jørgen Holm

    2016-01-01

    This paper describes a new approach to the estimation in a logistic regression model with two crossed random effects where special interest is in estimating the variance of one of the effects while not making distributional assumptions about the other effect. A composite likelihood is studied...

  6. The limiting behavior of the estimated parameters in a misspecified random field regression model

    DEFF Research Database (Denmark)

    Dahl, Christian Møller; Qin, Yu

    This paper examines the limiting properties of the estimated parameters in the random field regression model recently proposed by Hamilton (Econometrica, 2001). Though the model is parametric, it enjoys the flexibility of the nonparametric approach since it can approximate a large collection of n...

  7. Estimating Model Prediction Error: Should You Treat Predictions as Fixed or Random?

    Science.gov (United States)

    Wallach, Daniel; Thorburn, Peter; Asseng, Senthold; Challinor, Andrew J.; Ewert, Frank; Jones, James W.; Rotter, Reimund; Ruane, Alexander

    2016-01-01

    Crop models are important tools for impact assessment of climate change, as well as for exploring management options under current climate. It is essential to evaluate the uncertainty associated with predictions of these models. We compare two criteria of prediction error; MSEP fixed, which evaluates mean squared error of prediction for a model with fixed structure, parameters and inputs, and MSEP uncertain( X), which evaluates mean squared error averaged over the distributions of model structure, inputs and parameters. Comparison of model outputs with data can be used to estimate the former. The latter has a squared bias term, which can be estimated using hindcasts, and a model variance term, which can be estimated from a simulation experiment. The separate contributions to MSEP uncertain (X) can be estimated using a random effects ANOVA. It is argued that MSEP uncertain (X) is the more informative uncertainty criterion, because it is specific to each prediction situation.

  8. Stable Graphical Model Estimation with Random Forests for Discrete, Continuous, and Mixed Variables

    OpenAIRE

    Fellinghauer, Bernd; Bühlmann, Peter; Ryffel, Martin; von Rhein, Michael; Reinhardt, Jan D.

    2011-01-01

    A conditional independence graph is a concise representation of pairwise conditional independence among many variables. Graphical Random Forests (GRaFo) are a novel method for estimating pairwise conditional independence relationships among mixed-type, i.e. continuous and discrete, variables. The number of edges is a tuning parameter in any graphical model estimator and there is no obvious number that constitutes a good choice. Stability Selection helps choosing this parameter with respect to...

  9. Note on an Identity Between Two Unbiased Variance Estimators for the Grand Mean in a Simple Random Effects Model.

    Science.gov (United States)

    Levin, Bruce; Leu, Cheng-Shiun

    2013-01-01

    We demonstrate the algebraic equivalence of two unbiased variance estimators for the sample grand mean in a random sample of subjects from an infinite population where subjects provide repeated observations following a homoscedastic random effects model.

  10. Random Decrement Based FRF Estimation

    DEFF Research Database (Denmark)

    Brincker, Rune; Asmussen, J. C.

    to speed and quality. The basis of the new method is the Fourier transformation of the Random Decrement functions which can be used to estimate the frequency response functions. The investigations are based on load and response measurements of a laboratory model of a 3 span bridge. By applying both methods...... that the Random Decrement technique is based on a simple controlled averaging of time segments of the load and response processes. Furthermore, the Random Decrement technique is expected to produce reliable results. The Random Decrement technique will reduce leakage, since the Fourier transformation...

  11. Random Decrement Based FRF Estimation

    DEFF Research Database (Denmark)

    Brincker, Rune; Asmussen, J. C.

    1997-01-01

    to speed and quality. The basis of the new method is the Fourier transformation of the Random Decrement functions which can be used to estimate the frequency response functions. The investigations are based on load and response measurements of a laboratory model of a 3 span bridge. By applying both methods...... that the Random Decrement technique is based on a simple controlled averaging of time segments of the load and response processes. Furthermore, the Random Decrement technique is expected to produce reliable results. The Random Decrement technique will reduce leakage, since the Fourier transformation...

  12. Simple, Efficient Estimators of Treatment Effects in Randomized Trials Using Generalized Linear Models to Leverage Baseline Variables

    Science.gov (United States)

    Rosenblum, Michael; van der Laan, Mark J.

    2010-01-01

    Models, such as logistic regression and Poisson regression models, are often used to estimate treatment effects in randomized trials. These models leverage information in variables collected before randomization, in order to obtain more precise estimates of treatment effects. However, there is the danger that model misspecification will lead to bias. We show that certain easy to compute, model-based estimators are asymptotically unbiased even when the working model used is arbitrarily misspecified. Furthermore, these estimators are locally efficient. As a special case of our main result, we consider a simple Poisson working model containing only main terms; in this case, we prove the maximum likelihood estimate of the coefficient corresponding to the treatment variable is an asymptotically unbiased estimator of the marginal log rate ratio, even when the working model is arbitrarily misspecified. This is the log-linear analog of ANCOVA for linear models. Our results demonstrate one application of targeted maximum likelihood estimation. PMID:20628636

  13. Simple, efficient estimators of treatment effects in randomized trials using generalized linear models to leverage baseline variables.

    Science.gov (United States)

    Rosenblum, Michael; van der Laan, Mark J

    2010-04-01

    Models, such as logistic regression and Poisson regression models, are often used to estimate treatment effects in randomized trials. These models leverage information in variables collected before randomization, in order to obtain more precise estimates of treatment effects. However, there is the danger that model misspecification will lead to bias. We show that certain easy to compute, model-based estimators are asymptotically unbiased even when the working model used is arbitrarily misspecified. Furthermore, these estimators are locally efficient. As a special case of our main result, we consider a simple Poisson working model containing only main terms; in this case, we prove the maximum likelihood estimate of the coefficient corresponding to the treatment variable is an asymptotically unbiased estimator of the marginal log rate ratio, even when the working model is arbitrarily misspecified. This is the log-linear analog of ANCOVA for linear models. Our results demonstrate one application of targeted maximum likelihood estimation.

  14. 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.

  15. ESTIMATION OF GENETIC PARAMETERS IN TROPICARNE CATTLE WITH RANDOM REGRESSION MODELS USING B-SPLINES

    Directory of Open Access Journals (Sweden)

    Joel Domínguez Viveros

    2015-04-01

    Full Text Available The objectives were to estimate variance components, and direct (h2 and maternal (m2 heritability in the growth of Tropicarne cattle based on a random regression model using B-Splines for random effects modeling. Information from 12 890 monthly weightings of 1787 calves, from birth to 24 months old, was analyzed. The pedigree included 2504 animals. The random effects model included genetic and permanent environmental (direct and maternal of cubic order, and residuals. The fixed effects included contemporaneous groups (year – season of weighed, sex and the covariate age of the cow (linear and quadratic. The B-Splines were defined in four knots through the growth period analyzed. Analyses were performed with the software Wombat. The variances (phenotypic and residual presented a similar behavior; of 7 to 12 months of age had a negative trend; from birth to 6 months and 13 to 18 months had positive trend; after 19 months were maintained constant. The m2 were low and near to zero, with an average of 0.06 in an interval of 0.04 to 0.11; the h2 also were close to zero, with an average of 0.10 in an interval of 0.03 to 0.23.

  16. Estimating safety effects of pavement management factors utilizing Bayesian random effect models.

    Science.gov (United States)

    Jiang, Ximiao; Huang, Baoshan; Zaretzki, Russell L; Richards, Stephen; Yan, Xuedong

    2013-01-01

    Previous studies of pavement management factors that relate to the occurrence of traffic-related crashes are rare. Traditional research has mostly employed summary statistics of bidirectional pavement quality measurements in extended longitudinal road segments over a long time period, which may cause a loss of important information and result in biased parameter estimates. The research presented in this article focuses on crash risk of roadways with overall fair to good pavement quality. Real-time and location-specific data were employed to estimate the effects of pavement management factors on the occurrence of crashes. This research is based on the crash data and corresponding pavement quality data for the Tennessee state route highways from 2004 to 2009. The potential temporal and spatial correlations among observations caused by unobserved factors were considered. Overall 6 models were built accounting for no correlation, temporal correlation only, and both the temporal and spatial correlations. These models included Poisson, negative binomial (NB), one random effect Poisson and negative binomial (OREP, ORENB), and two random effect Poisson and negative binomial (TREP, TRENB) models. The Bayesian method was employed to construct these models. The inference is based on the posterior distribution from the Markov chain Monte Carlo (MCMC) simulation. These models were compared using the deviance information criterion. Analysis of the posterior distribution of parameter coefficients indicates that the pavement management factors indexed by Present Serviceability Index (PSI) and Pavement Distress Index (PDI) had significant impacts on the occurrence of crashes, whereas the variable rutting depth was not significant. Among other factors, lane width, median width, type of terrain, and posted speed limit were significant in affecting crash frequency. The findings of this study indicate that a reduction in pavement roughness would reduce the likelihood of traffic

  17. Estimation of genetic parameters related to eggshell strength using random regression models.

    Science.gov (United States)

    Guo, J; Ma, M; Qu, L; Shen, M; Dou, T; Wang, K

    2015-01-01

    This study examined the changes in eggshell strength and the genetic parameters related to this trait throughout a hen's laying life using random regression. The data were collected from a crossbred population between 2011 and 2014, where the eggshell strength was determined repeatedly for 2260 hens. Using random regression models (RRMs), several Legendre polynomials were employed to estimate the fixed, direct genetic and permanent environment effects. The residual effects were treated as independently distributed with heterogeneous variance for each test week. The direct genetic variance was included with second-order Legendre polynomials and the permanent environment with third-order Legendre polynomials. The heritability of eggshell strength ranged from 0.26 to 0.43, the repeatability ranged between 0.47 and 0.69, and the estimated genetic correlations between test weeks was high at > 0.67. The first eigenvalue of the genetic covariance matrix accounted for about 97% of the sum of all the eigenvalues. The flexibility and statistical power of RRM suggest that this model could be an effective method to improve eggshell quality and to reduce losses due to cracked eggs in a breeding plan.

  18. Genetic Parameters for Body condition score, Body weigth, Milk yield and Fertility estimated using random regression models

    NARCIS (Netherlands)

    Berry, D.P.; Buckley, F.; Dillon, P.; Evans, R.D.; Rath, M.; Veerkamp, R.F.

    2003-01-01

    Genetic (co)variances between body condition score (BCS), body weight (BW), milk yield, and fertility were estimated using a random regression animal model extended to multivariate analysis. The data analyzed included 81,313 BCS observations, 91,937 BW observations, and 100,458 milk test-day yields

  19. Estimating required information size by quantifying diversity in random-effects model meta-analyses

    DEFF Research Database (Denmark)

    Wetterslev, Jørn; Thorlund, Kristian; Brok, Jesper

    2009-01-01

    an intervention effect suggested by trials with low-risk of bias. METHODS: Information size calculations need to consider the total model variance in a meta-analysis to control type I and type II errors. Here, we derive an adjusting factor for the required information size under any random-effects model meta......-analysis. RESULTS: We devise a measure of diversity (D2) in a meta-analysis, which is the relative variance reduction when the meta-analysis model is changed from a random-effects into a fixed-effect model. D2 is the percentage that the between-trial variability constitutes of the sum of the between...... and interpreted using several simulations and clinical examples. In addition we show mathematically that diversity is equal to or greater than inconsistency, that is D2 >or= I2, for all meta-analyses. CONCLUSION: We conclude that D2 seems a better alternative than I2 to consider model variation in any random...

  20. Models for Estimating Genetic Parameters of Milk Production Traits Using Random Regression Models in Korean Holstein Cattle

    Directory of Open Access Journals (Sweden)

    C. I. Cho

    2016-05-01

    Full Text Available The objectives of the study were to estimate genetic parameters for milk production traits of Holstein cattle using random regression models (RRMs, and to compare the goodness of fit of various RRMs with homogeneous and heterogeneous residual variances. A total of 126,980 test-day milk production records of the first parity Holstein cows between 2007 and 2014 from the Dairy Cattle Improvement Center of National Agricultural Cooperative Federation in South Korea were used. These records included milk yield (MILK, fat yield (FAT, protein yield (PROT, and solids-not-fat yield (SNF. The statistical models included random effects of genetic and permanent environments using Legendre polynomials (LP of the third to fifth order (L3–L5, fixed effects of herd-test day, year-season at calving, and a fixed regression for the test-day record (third to fifth order. The residual variances in the models were either homogeneous (HOM or heterogeneous (15 classes, HET15; 60 classes, HET60. A total of nine models (3 orders of polynomials×3 types of residual variance including L3-HOM, L3-HET15, L3-HET60, L4-HOM, L4-HET15, L4-HET60, L5-HOM, L5-HET15, and L5-HET60 were compared using Akaike information criteria (AIC and/or Schwarz Bayesian information criteria (BIC statistics to identify the model(s of best fit for their respective traits. The lowest BIC value was observed for the models L5-HET15 (MILK; PROT; SNF and L4-HET15 (FAT, which fit the best. In general, the BIC values of HET15 models for a particular polynomial order was lower than that of the HET60 model in most cases. This implies that the orders of LP and types of residual variances affect the goodness of models. Also, the heterogeneity of residual variances should be considered for the test-day analysis. The heritability estimates of from the best fitted models ranged from 0.08 to 0.15 for MILK, 0.06 to 0.14 for FAT, 0.08 to 0.12 for PROT, and 0.07 to 0.13 for SNF according to days in milk of first

  1. Properties of the endogenous post-stratified estimator using a random forests model

    Science.gov (United States)

    John Tipton; Jean Opsomer; Gretchen G. Moisen

    2012-01-01

    Post-stratification is used in survey statistics as a method to improve variance estimates. In traditional post-stratification methods, the variable on which the data is being stratified must be known at the population level. In many cases this is not possible, but it is possible to use a model to predict values using covariates, and then stratify on these predicted...

  2. Conditional estimation of exponential random graph models from snowball sampling designs

    NARCIS (Netherlands)

    Pattison, Philippa E.; Robins, Garry L.; Snijders, Tom A. B.; Wang, Peng

    2013-01-01

    A complete survey of a network in a large population may be prohibitively difficult and costly. So it is important to estimate models for networks using data from various network sampling designs, such as link-tracing designs. We focus here on snowball sampling designs, designs in which the members

  3. Comparison Between Two Methods for Estimating the Vertical Scale of Fluctuation for Modeling Random Geotechnical Problems

    Science.gov (United States)

    Pieczyńska-Kozłowska, Joanna M.

    2015-12-01

    The design process in geotechnical engineering requires the most accurate mapping of soil. The difficulty lies in the spatial variability of soil parameters, which has been a site of investigation of many researches for many years. This study analyses the soil-modeling problem by suggesting two effective methods of acquiring information for modeling that consists of variability from cone penetration test (CPT). The first method has been used in geotechnical engineering, but the second one has not been associated with geotechnics so far. Both methods are applied to a case study in which the parameters of changes are estimated. The knowledge of the variability of parameters allows in a long term more effective estimation, for example, bearing capacity probability of failure.

  4. Random regression models to estimate genetic parameters for milk production of Guzerat cows using orthogonal Legendre polynomials

    Directory of Open Access Journals (Sweden)

    Maria Gabriela Campolina Diniz Peixoto

    2014-05-01

    Full Text Available The objective of this work was to compare random regression models for the estimation of genetic parameters for Guzerat milk production, using orthogonal Legendre polynomials. Records (20,524 of test-day milk yield (TDMY from 2,816 first-lactation Guzerat cows were used. TDMY grouped into 10-monthly classes were analyzed for additive genetic effect and for environmental and residual permanent effects (random effects, whereas the contemporary group, calving age (linear and quadratic effects and mean lactation curve were analized as fixed effects. Trajectories for the additive genetic and permanent environmental effects were modeled by means of a covariance function employing orthogonal Legendre polynomials ranging from the second to the fifth order. Residual variances were considered in one, four, six, or ten variance classes. The best model had six residual variance classes. The heritability estimates for the TDMY records varied from 0.19 to 0.32. The random regression model that used a second-order Legendre polynomial for the additive genetic effect, and a fifth-order polynomial for the permanent environmental effect is adequate for comparison by the main employed criteria. The model with a second-order Legendre polynomial for the additive genetic effect, and that with a fourth-order for the permanent environmental effect could also be employed in these analyses.

  5. A Two-Stage Estimation Method for Random Coefficient Differential Equation Models with Application to Longitudinal HIV Dynamic Data.

    Science.gov (United States)

    Fang, Yun; Wu, Hulin; Zhu, Li-Xing

    2011-07-01

    We propose a two-stage estimation method for random coefficient ordinary differential equation (ODE) models. A maximum pseudo-likelihood estimator (MPLE) is derived based on a mixed-effects modeling approach and its asymptotic properties for population parameters are established. The proposed method does not require repeatedly solving ODEs, and is computationally efficient although it does pay a price with the loss of some estimation efficiency. However, the method does offer an alternative approach when the exact likelihood approach fails due to model complexity and high-dimensional parameter space, and it can also serve as a method to obtain the starting estimates for more accurate estimation methods. In addition, the proposed method does not need to specify the initial values of state variables and preserves all the advantages of the mixed-effects modeling approach. The finite sample properties of the proposed estimator are studied via Monte Carlo simulations and the methodology is also illustrated with application to an AIDS clinical data set.

  6. Spectral Estimation by the Random Dec Technique

    DEFF Research Database (Denmark)

    Brincker, Rune; Jensen, Jacob L.; Krenk, Steen

    1990-01-01

    This paper contains an empirical study of the accuracy of the Random Dec (RDD) technique. Realizations of the response from a single-degree-of-freedom system loaded by white noise are simulated using an ARMA model. The Autocorrelation function is estimated using the RDD technique and the estimated...

  7. Spectral Estimation by the Random DEC Technique

    DEFF Research Database (Denmark)

    Brincker, Rune; Jensen, J. Laigaard; Krenk, S.

    This paper contains an empirical study of the accuracy of the Random Dec (RDD) technique. Realizations of the response from a single-degree-of-freedom system loaded by white noise are simulated using an ARMA model. The Autocorrelation function is estimated using the RDD technique and the estimated...

  8. Estimation of beam material random field properties via sensitivity-based model updating using experimental frequency response functions

    Science.gov (United States)

    Machado, M. R.; Adhikari, S.; Dos Santos, J. M. C.; Arruda, J. R. F.

    2018-03-01

    Structural parameter estimation is affected not only by measurement noise but also by unknown uncertainties which are present in the system. Deterministic structural model updating methods minimise the difference between experimentally measured data and computational prediction. Sensitivity-based methods are very efficient in solving structural model updating problems. Material and geometrical parameters of the structure such as Poisson's ratio, Young's modulus, mass density, modal damping, etc. are usually considered deterministic and homogeneous. In this paper, the distributed and non-homogeneous characteristics of these parameters are considered in the model updating. The parameters are taken as spatially correlated random fields and are expanded in a spectral Karhunen-Loève (KL) decomposition. Using the KL expansion, the spectral dynamic stiffness matrix of the beam is expanded as a series in terms of discretized parameters, which can be estimated using sensitivity-based model updating techniques. Numerical and experimental tests involving a beam with distributed bending rigidity and mass density are used to verify the proposed method. This extension of standard model updating procedures can enhance the dynamic description of structural dynamic models.

  9. Genetic parameters for body condition score, body weight, milk yield, and fertility estimated using random regression models.

    Science.gov (United States)

    Berry, D P; Buckley, F; Dillon, P; Evans, R D; Rath, M; Veerkamp, R F

    2003-11-01

    Genetic (co)variances between body condition score (BCS), body weight (BW), milk yield, and fertility were estimated using a random regression animal model extended to multivariate analysis. The data analyzed included 81,313 BCS observations, 91,937 BW observations, and 100,458 milk test-day yields from 8725 multiparous Holstein-Friesian cows. A cubic random regression was sufficient to model the changing genetic variances for BCS, BW, and milk across different days in milk. The genetic correlations between BCS and fertility changed little over the lactation; genetic correlations between BCS and interval to first service and between BCS and pregnancy rate to first service varied from -0.47 to -0.31, and from 0.15 to 0.38, respectively. This suggests that maximum genetic gain in fertility from indirect selection on BCS should be based on measurements taken in midlactation when the genetic variance for BCS is largest. Selection for increased BW resulted in shorter intervals to first service, but more services and poorer pregnancy rates; genetic correlations between BW and pregnancy rate to first service varied from -0.52 to -0.45. Genetic selection for higher lactation milk yield alone through selection on increased milk yield in early lactation is likely to have a more deleterious effect on genetic merit for fertility than selection on higher milk yield in late lactation.

  10. Relative efficiency of unequal versus equal cluster sizes in cluster randomized trials using generalized estimating equation models.

    Science.gov (United States)

    Liu, Jingxia; Colditz, Graham A

    2018-05-01

    There is growing interest in conducting cluster randomized trials (CRTs). For simplicity in sample size calculation, the cluster sizes are assumed to be identical across all clusters. However, equal cluster sizes are not guaranteed in practice. Therefore, the relative efficiency (RE) of unequal versus equal cluster sizes has been investigated when testing the treatment effect. One of the most important approaches to analyze a set of correlated data is the generalized estimating equation (GEE) proposed by Liang and Zeger, in which the "working correlation structure" is introduced and the association pattern depends on a vector of association parameters denoted by ρ. In this paper, we utilize GEE models to test the treatment effect in a two-group comparison for continuous, binary, or count data in CRTs. The variances of the estimator of the treatment effect are derived for the different types of outcome. RE is defined as the ratio of variance of the estimator of the treatment effect for equal to unequal cluster sizes. We discuss a commonly used structure in CRTs-exchangeable, and derive the simpler formula of RE with continuous, binary, and count outcomes. Finally, REs are investigated for several scenarios of cluster size distributions through simulation studies. We propose an adjusted sample size due to efficiency loss. Additionally, we also propose an optimal sample size estimation based on the GEE models under a fixed budget for known and unknown association parameter (ρ) in the working correlation structure within the cluster. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  11. Genetic correlations among body condition score, yield, and fertility in first-parity cows estimated by random regression models.

    Science.gov (United States)

    Veerkamp, R F; Koenen, E P; De Jong, G

    2001-10-01

    Twenty type classifiers scored body condition (BCS) of 91,738 first-parity cows from 601 sires and 5518 maternal grandsires. Fertility data during first lactation were extracted for 177,220 cows, of which 67,278 also had a BCS observation, and first-lactation 305-d milk, fat, and protein yields were added for 180,631 cows. Heritabilities and genetic correlations were estimated using a sire-maternal grandsire model. Heritability of BCS was 0.38. Heritabilities for fertility traits were low (0.01 to 0.07), but genetic standard deviations were substantial, 9 d for days to first service and calving interval, 0.25 for number of services, and 5% for first-service conception. Phenotypic correlations between fertility and yield or BCS were small (-0.15 to 0.20). Genetic correlations between yield and all fertility traits were unfavorable (0.37 to 0.74). Genetic correlations with BCS were between -0.4 and -0.6 for calving interval and days to first service. Random regression analysis (RR) showed that correlations changed with days in milk for BCS. Little agreement was found between variances and correlations from RR, and analysis including a single month (mo 1 to 10) of data for BCS, especially during early and late lactation. However, this was due to excluding data from the conventional analysis, rather than due to the polynomials used. RR and a conventional five-traits model where BCS in mo 1, 4, 7, and 10 was treated as a separate traits (plus yield or fertility) gave similar results. Thus a parsimonious random regression model gave more realistic estimates for the (co)variances than a series of bivariate analysis on subsets of the data for BCS. A higher genetic merit for yield has unfavorable effects on fertility, but the genetic correlation suggests that BCS (at some stages of lactation) might help to alleviate the unfavorable effect of selection for higher yield on fertility.

  12. Estimation of Correlation Functions by Random Decrement

    DEFF Research Database (Denmark)

    Asmussen, J. C.; Brincker, Rune

    This paper illustrates how correlation functions can be estimated by the random decrement technique. Several different formulations of the random decrement technique, estimating the correlation functions are considered. The speed and accuracy of the different formulations of the random decrement...... and the length of the correlation functions. The accuracy of the estimates with respect to the theoretical correlation functions and the modal parameters are both investigated. The modal parameters are extracted from the correlation functions using the polyreference time domain technique....

  13. Estimation of genotype X environment interactions, in a grassbased system, for milk yield, body condition score,and body weight using random regression models

    NARCIS (Netherlands)

    Berry, D.P.; Buckley, F.; Dillon, P.; Evans, R.D.; Rath, M.; Veerkamp, R.F.

    2003-01-01

    (Co)variance components for milk yield, body condition score (BCS), body weight (BW), BCS change and BW change over different herd-year mean milk yields (HMY) and nutritional environments (concentrate feeding level, grazing severity and silage quality) were estimated using a random regression model.

  14. Estimation of Genetic Parameters for First Lactation Monthly Test-day Milk Yields using Random Regression Test Day Model in Karan Fries Cattle

    Directory of Open Access Journals (Sweden)

    Ajay Singh

    2016-06-01

    Full Text Available A single trait linear mixed random regression test-day model was applied for the first time for analyzing the first lactation monthly test-day milk yield records in Karan Fries cattle. The test-day milk yield data was modeled using a random regression model (RRM considering different order of Legendre polynomial for the additive genetic effect (4th order and the permanent environmental effect (5th order. Data pertaining to 1,583 lactation records spread over a period of 30 years were recorded and analyzed in the study. The variance component, heritability and genetic correlations among test-day milk yields were estimated using RRM. RRM heritability estimates of test-day milk yield varied from 0.11 to 0.22 in different test-day records. The estimates of genetic correlations between different test-day milk yields ranged 0.01 (test-day 1 [TD-1] and TD-11 to 0.99 (TD-4 and TD-5. The magnitudes of genetic correlations between test-day milk yields decreased as the interval between test-days increased and adjacent test-day had higher correlations. Additive genetic and permanent environment variances were higher for test-day milk yields at both ends of lactation. The residual variance was observed to be lower than the permanent environment variance for all the test-day milk yields.

  15. An efficient estimator for Gibbs random fields

    Czech Academy of Sciences Publication Activity Database

    Janžura, Martin

    2014-01-01

    Roč. 50, č. 6 (2014), s. 883-895 ISSN 0023-5954 R&D Projects: GA ČR(CZ) GBP402/12/G097 Institutional support: RVO:67985556 Keywords : Gibbs random field * efficient estimator * empirical estimator Subject RIV: BA - General Mathematics Impact factor: 0.541, year: 2014 http://library.utia.cas.cz/separaty/2015/SI/janzura-0441325.pdf

  16. Robust estimation of the expected survival probabilities from high-dimensional Cox models with biomarker-by-treatment interactions in randomized clinical trials

    Directory of Open Access Journals (Sweden)

    Nils Ternès

    2017-05-01

    Full Text Available Abstract Background Thanks to the advances in genomics and targeted treatments, more and more prediction models based on biomarkers are being developed to predict potential benefit from treatments in a randomized clinical trial. Despite the methodological framework for the development and validation of prediction models in a high-dimensional setting is getting more and more established, no clear guidance exists yet on how to estimate expected survival probabilities in a penalized model with biomarker-by-treatment interactions. Methods Based on a parsimonious biomarker selection in a penalized high-dimensional Cox model (lasso or adaptive lasso, we propose a unified framework to: estimate internally the predictive accuracy metrics of the developed model (using double cross-validation; estimate the individual survival probabilities at a given timepoint; construct confidence intervals thereof (analytical or bootstrap; and visualize them graphically (pointwise or smoothed with spline. We compared these strategies through a simulation study covering scenarios with or without biomarker effects. We applied the strategies to a large randomized phase III clinical trial that evaluated the effect of adding trastuzumab to chemotherapy in 1574 early breast cancer patients, for which the expression of 462 genes was measured. Results In our simulations, penalized regression models using the adaptive lasso estimated the survival probability of new patients with low bias and standard error; bootstrapped confidence intervals had empirical coverage probability close to the nominal level across very different scenarios. The double cross-validation performed on the training data set closely mimicked the predictive accuracy of the selected models in external validation data. We also propose a useful visual representation of the expected survival probabilities using splines. In the breast cancer trial, the adaptive lasso penalty selected a prediction model with 4

  17. A Monte Carlo experiment to analyze the curse of dimensionality in estimating random coefficients models with a full variance–covariance matrix

    DEFF Research Database (Denmark)

    Cherchi, Elisabetta; Guevara, Cristian Angelo

    2012-01-01

    of parameters increases is usually known as the “curse of dimensionality” in the simulation methods. We investigate this problem in the case of the random coefficients Logit model. We compare the traditional Maximum Simulated Likelihood (MSL) method with two alternative estimation methods: the Expectation......–Maximization (EM) and the Laplace Approximation (HH) methods that do not require simulation. We use Monte Carlo experimentation to investigate systematically the performance of the methods under different circumstances, including different numbers of variables, sample sizes and structures of the variance...

  18. Random walk-percolation-based modeling of two-phase flow in porous media: Breakthrough time and net to gross ratio estimation

    Science.gov (United States)

    Ganjeh-Ghazvini, Mostafa; Masihi, Mohsen; Ghaedi, Mojtaba

    2014-07-01

    Fluid flow modeling in porous media has many applications in waste treatment, hydrology and petroleum engineering. In any geological model, flow behavior is controlled by multiple properties. These properties must be known in advance of common flow simulations. When uncertainties are present, deterministic modeling often produces poor results. Percolation and Random Walk (RW) methods have recently been used in flow modeling. Their stochastic basis is useful in dealing with uncertainty problems. They are also useful in finding the relationship between porous media descriptions and flow behavior. This paper employs a simple methodology based on random walk and percolation techniques. The method is applied to a well-defined model reservoir in which the breakthrough time distributions are estimated. The results of this method and the conventional simulation are then compared. The effect of the net to gross ratio on the breakthrough time distribution is studied in terms of Shannon entropy. Use of the entropy plot allows one to assign the appropriate net to gross ratio to any porous medium.

  19. Optimal estimations of random fields using kriging

    International Nuclear Information System (INIS)

    Barua, G.

    2004-01-01

    Kriging is a statistical procedure of estimating the best weights of a linear estimator. Suppose there is a point or an area or a volume of ground over which we do not know a hydrological variable and wish to estimate it. In order to produce an estimator, we need some information to work on, usually available in the form of samples. There can, be an infinite number of linear unbiased estimators for which the weights sum up to one. The problem is how to determine the best weights for which the estimation variance is the least. The system of equations as shown above is generally known as the kriging system and the estimator produced is the kriging estimator. The variance of the kriging estimator can be found by substitution of the weights in the general estimation variance equation. We assume here a linear model for the semi-variogram. Applying the model to the equation, we obtain a set of kriging equations. By solving these equations, we obtain the kriging variance. Thus, for the one-dimensional problem considered, kriging definitely gives a better estimation variance than the extension variance

  20. Entropy estimates for simple random fields

    DEFF Research Database (Denmark)

    Forchhammer, Søren; Justesen, Jørn

    1995-01-01

    We consider the problem of determining the maximum entropy of a discrete random field on a lattice subject to certain local constraints on symbol configurations. The results are expected to be of interest in the analysis of digitized images and two dimensional codes. We shall present some examples...... of binary and ternary fields with simple constraints. Exact results on the entropies are known only in a few cases, but we shall present close bounds and estimates that are computationally efficient...

  1. Fuel Burn Estimation Model

    Science.gov (United States)

    Chatterji, Gano

    2011-01-01

    Conclusions: Validated the fuel estimation procedure using flight test data. A good fuel model can be created if weight and fuel data are available. Error in assumed takeoff weight results in similar amount of error in the fuel estimate. Fuel estimation error bounds can be determined.

  2. A Structural Modeling Approach to a Multilevel Random Coefficients Model.

    Science.gov (United States)

    Rovine, Michael J.; Molenaar, Peter C. M.

    2000-01-01

    Presents a method for estimating the random coefficients model using covariance structure modeling and allowing one to estimate both fixed and random effects. The method is applied to real and simulated data, including marriage data from J. Belsky and M. Rovine (1990). (SLD)

  3. Semiparametric profile likelihood estimation for continuous outcomes with excess zeros in a random-threshold damage-resistance model.

    Science.gov (United States)

    Rice, John D; Tsodikov, Alex

    2017-05-30

    Continuous outcome data with a proportion of observations equal to zero (often referred to as semicontinuous data) arise frequently in biomedical studies. Typical approaches involve two-part models, with one part a logistic model for the probability of observing a zero and some parametric continuous distribution for modeling the positive part of the data. We propose a semiparametric model based on a biological system with competing damage manifestation and resistance processes. This allows us to derive a closed-form profile likelihood based on the retro-hazard function, leading to a flexible procedure for modeling continuous data with a point mass at zero. A simulation study is presented to examine the properties of the method in finite samples. We apply the method to a data set consisting of pulmonary capillary hemorrhage area in lab rats subjected to diagnostic ultrasound. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  4. Cover estimation and payload location using Markov random fields

    Science.gov (United States)

    Quach, Tu-Thach

    2014-02-01

    Payload location is an approach to find the message bits hidden in steganographic images, but not necessarily their logical order. Its success relies primarily on the accuracy of the underlying cover estimators and can be improved if more estimators are used. This paper presents an approach based on Markov random field to estimate the cover image given a stego image. It uses pairwise constraints to capture the natural two-dimensional statistics of cover images and forms a basis for more sophisticated models. Experimental results show that it is competitive against current state-of-the-art estimators and can locate payload embedded by simple LSB steganography and group-parity steganography. Furthermore, when combined with existing estimators, payload location accuracy improves significantly.

  5. Estimation of Correlation Functions by the Random Decrement Technique

    DEFF Research Database (Denmark)

    Brincker, Rune; Krenk, Steen; Jensen, Jakob Laigaard

    responses simulated by two SDOF ARMA models loaded by the same bandlimited white noise. The speed and the accuracy of the RDD technique is compared to the Fast Fourier Transform (FFT) technique. The RDD technique does not involve multiplications, but only additions. Therefore, the technique is very fast......The Random Decrement (RDD) Technique is a versatile technique for characterization of random signals in the time domain. In this paper a short review of the theoretical basis is given, and the technique is illustrated by estimating auto-correlation functions and cross-correlation functions on modal...

  6. Estimation of Correlation Functions by the Random Decrement Technique

    DEFF Research Database (Denmark)

    Brincker, Rune; Krenk, Steen; Jensen, Jacob Laigaard

    1991-01-01

    responses simulated by two SDOF ARMA models loaded by the same band-limited white noise. The speed and the accuracy of the RDD technique is compared to the Fast Fourier Transform (FFT) technique. The RDD technique does not involve multiplications, but only additions. Therefore, the technique is very fast......The Random Decrement (RDD) Technique is a versatile technique for characterization of random signals in the time domain. In this paper a short review of the theoretical basis is given, and the technique is illustrated by estimating auto-correlation functions and cross-correlation functions on modal...

  7. Estimation of Correlation Functions by the Random Decrement Technique

    DEFF Research Database (Denmark)

    Brincker, Rune; Krenk, Steen; Jensen, Jakob Laigaard

    1992-01-01

    responses simulated by two SDOF ARMA models loaded by the same bandlimited white noise. The speed and the accuracy of the RDD technique is compared to the Fast Fourier Transform (FFT) technique. The RDD technique does not involve multiplications, but only additions. Therefore, the technique is very fast......The Random Decrement (RDD) Technique is a versatile technique for characterization of random signals in the time domain. In this paper a short review of the theoretical basis is given, and the technique is illustrated by estimating auto-correlation functions and cross-correlation functions on modal...

  8. Stable Parameter Estimation for Autoregressive Equations with Random Coefficients

    Directory of Open Access Journals (Sweden)

    V. B. Goryainov

    2014-01-01

    Full Text Available In recent yearsthere has been a growing interest in non-linear time series models. They are more flexible than traditional linear models and allow more adequate description of real data. Among these models a autoregressive model with random coefficients plays an important role. It is widely used in various fields of science and technology, for example, in physics, biology, economics and finance. The model parameters are the mean values of autoregressive coefficients. Their evaluation is the main task of model identification. The basic method of estimation is still the least squares method, which gives good results for Gaussian time series, but it is quite sensitive to even small disturbancesin the assumption of Gaussian observations. In this paper we propose estimates, which generalize the least squares estimate in the sense that the quadratic objective function is replaced by an arbitrary convex and even function. Reasonable choice of objective function allows you to keep the benefits of the least squares estimate and eliminate its shortcomings. In particular, you can make it so that they will be almost as effective as the least squares estimate in the Gaussian case, but almost never loose in accuracy with small deviations of the probability distribution of the observations from the Gaussian distribution.The main result is the proof of consistency and asymptotic normality of the proposed estimates in the particular case of the one-parameter model describing the stationary process with finite variance. Another important result is the finding of the asymptotic relative efficiency of the proposed estimates in relation to the least squares estimate. This allows you to compare the two estimates, depending on the probability distribution of innovation process and of autoregressive coefficients. The results can be used to identify an autoregressive process, especially with nonGaussian nature, and/or of autoregressive processes observed with gross

  9. Optimal state estimation over communication channels with random delays

    KAUST Repository

    Mahmoud, Magdi S.; Liu, Bo

    2013-01-01

    This paper is concerned with the optimal estimation of linear systems over unreliable communication channels with random delays. The measurements are delivered without time stamp, and the probabilities of time delays are assumed to be known. Since the estimation is time-driven, the actual time delays are converted into virtual time delays among the formulation. The receiver of estimation node stores the sum of arrived measurements between two adjacent processing time instants and also counts the number of arrived measurements. The original linear system is modeled as an extended system with uncertain observation to capture the feature of communication, then the optimal estimation algorithm of systems with uncertain observations is proposed. Additionally, a numerical simulation is presented to show the performance of this work. © 2013 The Franklin Institute.

  10. Optimal state estimation over communication channels with random delays

    KAUST Repository

    Mahmoud, Magdi S.

    2013-04-01

    This paper is concerned with the optimal estimation of linear systems over unreliable communication channels with random delays. The measurements are delivered without time stamp, and the probabilities of time delays are assumed to be known. Since the estimation is time-driven, the actual time delays are converted into virtual time delays among the formulation. The receiver of estimation node stores the sum of arrived measurements between two adjacent processing time instants and also counts the number of arrived measurements. The original linear system is modeled as an extended system with uncertain observation to capture the feature of communication, then the optimal estimation algorithm of systems with uncertain observations is proposed. Additionally, a numerical simulation is presented to show the performance of this work. © 2013 The Franklin Institute.

  11. Smooth random change point models.

    Science.gov (United States)

    van den Hout, Ardo; Muniz-Terrera, Graciela; Matthews, Fiona E

    2011-03-15

    Change point models are used to describe processes over time that show a change in direction. An example of such a process is cognitive ability, where a decline a few years before death is sometimes observed. A broken-stick model consists of two linear parts and a breakpoint where the two lines intersect. Alternatively, models can be formulated that imply a smooth change between the two linear parts. Change point models can be extended by adding random effects to account for variability between subjects. A new smooth change point model is introduced and examples are presented that show how change point models can be estimated using functions in R for mixed-effects models. The Bayesian inference using WinBUGS is also discussed. The methods are illustrated using data from a population-based longitudinal study of ageing, the Cambridge City over 75 Cohort Study. The aim is to identify how many years before death individuals experience a change in the rate of decline of their cognitive ability. Copyright © 2010 John Wiley & Sons, Ltd.

  12. Linear minimax estimation for random vectors with parametric uncertainty

    KAUST Repository

    Bitar, E

    2010-06-01

    In this paper, we take a minimax approach to the problem of computing a worst-case linear mean squared error (MSE) estimate of X given Y , where X and Y are jointly distributed random vectors with parametric uncertainty in their distribution. We consider two uncertainty models, PA and PB. Model PA represents X and Y as jointly Gaussian whose covariance matrix Λ belongs to the convex hull of a set of m known covariance matrices. Model PB characterizes X and Y as jointly distributed according to a Gaussian mixture model with m known zero-mean components, but unknown component weights. We show: (a) the linear minimax estimator computed under model PA is identical to that computed under model PB when the vertices of the uncertain covariance set in PA are the same as the component covariances in model PB, and (b) the problem of computing the linear minimax estimator under either model reduces to a semidefinite program (SDP). We also consider the dynamic situation where x(t) and y(t) evolve according to a discrete-time LTI state space model driven by white noise, the statistics of which is modeled by PA and PB as before. We derive a recursive linear minimax filter for x(t) given y(t).

  13. Remote optimal state estimation over communication channels with random delays

    KAUST Repository

    Mahmoud, Magdi S.; Al-Sunni, Fouad; Liu, Bo

    2014-01-01

    This paper considers the optimal estimation of linear systems over unreliable communication channels with random delays. In this work, it is assumed that the system to be estimated is far away from the filter. The observations of the system

  14. A random field model for the estimation of seismic hazard. Final report for the period 1 January 1990 - 31 December 1990

    International Nuclear Information System (INIS)

    Yucemen, S.

    1991-02-01

    The general theory of stationary random functions is utilized to assess the seismic hazard associated with a linearly extending seismic source. The past earthquake occurrence data associated with a portion of the North Anatolian fault are used to demonstrate the implementation of the proposed model. 18 refs, figs and tabs

  15. A random field model for the estimation of seismic hazard. Final report for the period 1 January 1990 - 31 December 1990

    Energy Technology Data Exchange (ETDEWEB)

    Yucemen, S [Middle East Technical Univ., Ankara (Turkey). Dept. of Statistics

    1991-02-01

    The general theory of stationary random functions is utilized to assess the seismic hazard associated with a linearly extending seismic source. The past earthquake occurrence data associated with a portion of the North Anatolian fault are used to demonstrate the implementation of the proposed model. 18 refs, figs and tabs.

  16. Estimation of Rice Crop Yields Using Random Forests in Taiwan

    Science.gov (United States)

    Chen, C. F.; Lin, H. S.; Nguyen, S. T.; Chen, C. R.

    2017-12-01

    Rice is globally one of the most important food crops, directly feeding more people than any other crops. Rice is not only the most important commodity, but also plays a critical role in the economy of Taiwan because it provides employment and income for large rural populations. The rice harvested area and production are thus monitored yearly due to the government's initiatives. Agronomic planners need such information for more precise assessment of food production to tackle issues of national food security and policymaking. This study aimed to develop a machine-learning approach using physical parameters to estimate rice crop yields in Taiwan. We processed the data for 2014 cropping seasons, following three main steps: (1) data pre-processing to construct input layers, including soil types and weather parameters (e.g., maxima and minima air temperature, precipitation, and solar radiation) obtained from meteorological stations across the country; (2) crop yield estimation using the random forests owing to its merits as it can process thousands of variables, estimate missing data, maintain the accuracy level when a large proportion of the data is missing, overcome most of over-fitting problems, and run fast and efficiently when handling large datasets; and (3) error verification. To execute the model, we separated the datasets into two groups of pixels: group-1 (70% of pixels) for training the model and group-2 (30% of pixels) for testing the model. Once the model is trained to produce small and stable out-of-bag error (i.e., the mean squared error between predicted and actual values), it can be used for estimating rice yields of cropping seasons. The results obtained from the random forests-based regression were compared with the actual yield statistics indicated the values of root mean square error (RMSE) and mean absolute error (MAE) achieved for the first rice crop were respectively 6.2% and 2.7%, while those for the second rice crop were 5.3% and 2

  17. Modelling estimation and analysis of dynamic processes from image sequences using temporal random closed sets and point processes with application to the cell exocytosis and endocytosis

    OpenAIRE

    Díaz Fernández, Ester

    2010-01-01

    In this thesis, new models and methodologies are introduced for the analysis of dynamic processes characterized by image sequences with spatial temporal overlapping. The spatial temporal overlapping exists in many natural phenomena and should be addressed properly in several Science disciplines such as Microscopy, Material Sciences, Biology, Geostatistics or Communication Networks. This work is related to the Point Process and Random Closed Set theories, within Stochastic Ge...

  18. A Note on the Correlated Random Coefficient Model

    DEFF Research Database (Denmark)

    Kolodziejczyk, Christophe

    In this note we derive the bias of the OLS estimator for a correlated random coefficient model with one random coefficient, but which is correlated with a binary variable. We provide set-identification to the parameters of interest of the model. We also show how to reduce the bias of the estimator...

  19. Maximum Likelihood and Bayes Estimation in Randomly Censored Geometric Distribution

    Directory of Open Access Journals (Sweden)

    Hare Krishna

    2017-01-01

    Full Text Available In this article, we study the geometric distribution under randomly censored data. Maximum likelihood estimators and confidence intervals based on Fisher information matrix are derived for the unknown parameters with randomly censored data. Bayes estimators are also developed using beta priors under generalized entropy and LINEX loss functions. Also, Bayesian credible and highest posterior density (HPD credible intervals are obtained for the parameters. Expected time on test and reliability characteristics are also analyzed in this article. To compare various estimates developed in the article, a Monte Carlo simulation study is carried out. Finally, for illustration purpose, a randomly censored real data set is discussed.

  20. Power Spectrum Estimation of Randomly Sampled Signals

    DEFF Research Database (Denmark)

    Velte, C. M.; Buchhave, P.; K. George, W.

    algorithms; sample and-hold and the direct spectral estimator without residence time weighting. The computer generated signal is a Poisson process with a sample rate proportional to velocity magnitude that consist of well-defined frequency content, which makes bias easy to spot. The idea...

  1. Optimal covariance selection for estimation using graphical models

    OpenAIRE

    Vichik, Sergey; Oshman, Yaakov

    2011-01-01

    We consider a problem encountered when trying to estimate a Gaussian random field using a distributed estimation approach based on Gaussian graphical models. Because of constraints imposed by estimation tools used in Gaussian graphical models, the a priori covariance of the random field is constrained to embed conditional independence constraints among a significant number of variables. The problem is, then: given the (unconstrained) a priori covariance of the random field, and the conditiona...

  2. An unbiased estimator of the variance of simple random sampling using mixed random-systematic sampling

    OpenAIRE

    Padilla, Alberto

    2009-01-01

    Systematic sampling is a commonly used technique due to its simplicity and ease of implementation. The drawback of this simplicity is that it is not possible to estimate the design variance without bias. There are several ways to circumvent this problem. One method is to suppose that the variable of interest has a random order in the population, so the sample variance of simple random sampling without replacement is used. By means of a mixed random - systematic sample, an unbiased estimator o...

  3. RMBNToolbox: random models for biochemical networks

    Directory of Open Access Journals (Sweden)

    Niemi Jari

    2007-05-01

    Full Text Available Abstract Background There is an increasing interest to model biochemical and cell biological networks, as well as to the computational analysis of these models. The development of analysis methodologies and related software is rapid in the field. However, the number of available models is still relatively small and the model sizes remain limited. The lack of kinetic information is usually the limiting factor for the construction of detailed simulation models. Results We present a computational toolbox for generating random biochemical network models which mimic real biochemical networks. The toolbox is called Random Models for Biochemical Networks. The toolbox works in the Matlab environment, and it makes it possible to generate various network structures, stoichiometries, kinetic laws for reactions, and parameters therein. The generation can be based on statistical rules and distributions, and more detailed information of real biochemical networks can be used in situations where it is known. The toolbox can be easily extended. The resulting network models can be exported in the format of Systems Biology Markup Language. Conclusion While more information is accumulating on biochemical networks, random networks can be used as an intermediate step towards their better understanding. Random networks make it possible to study the effects of various network characteristics to the overall behavior of the network. Moreover, the construction of artificial network models provides the ground truth data needed in the validation of various computational methods in the fields of parameter estimation and data analysis.

  4. Particle filters for random set models

    CERN Document Server

    Ristic, Branko

    2013-01-01

    “Particle Filters for Random Set Models” presents coverage of state estimation of stochastic dynamic systems from noisy measurements, specifically sequential Bayesian estimation and nonlinear or stochastic filtering. The class of solutions presented in this book is based  on the Monte Carlo statistical method. The resulting  algorithms, known as particle filters, in the last decade have become one of the essential tools for stochastic filtering, with applications ranging from  navigation and autonomous vehicles to bio-informatics and finance. While particle filters have been around for more than a decade, the recent theoretical developments of sequential Bayesian estimation in the framework of random set theory have provided new opportunities which are not widely known and are covered in this book. These recent developments have dramatically widened the scope of applications, from single to multiple appearing/disappearing objects, from precise to imprecise measurements and measurement models. This book...

  5. Alternative model of random surfaces

    International Nuclear Information System (INIS)

    Ambartzumian, R.V.; Sukiasian, G.S.; Savvidy, G.K.; Savvidy, K.G.

    1992-01-01

    We analyse models of triangulated random surfaces and demand that geometrically nearby configurations of these surfaces must have close actions. The inclusion of this principle drives us to suggest a new action, which is a modified Steiner functional. General arguments, based on the Minkowski inequality, shows that the maximal distribution to the partition function comes from surfaces close to the sphere. (orig.)

  6. Randomized Item Response Theory Models

    NARCIS (Netherlands)

    Fox, Gerardus J.A.

    2005-01-01

    The randomized response (RR) technique is often used to obtain answers on sensitive questions. A new method is developed to measure latent variables using the RR technique because direct questioning leads to biased results. Within the RR technique is the probability of the true response modeled by

  7. Usefulness and limitations of dK random graph models to predict interactions and functional homogeneity in biological networks under a pseudo-likelihood parameter estimation approach

    Directory of Open Access Journals (Sweden)

    Luan Yihui

    2009-09-01

    Full Text Available Abstract Background Many aspects of biological functions can be modeled by biological networks, such as protein interaction networks, metabolic networks, and gene coexpression networks. Studying the statistical properties of these networks in turn allows us to infer biological function. Complex statistical network models can potentially more accurately describe the networks, but it is not clear whether such complex models are better suited to find biologically meaningful subnetworks. Results Recent studies have shown that the degree distribution of the nodes is not an adequate statistic in many molecular networks. We sought to extend this statistic with 2nd and 3rd order degree correlations and developed a pseudo-likelihood approach to estimate the parameters. The approach was used to analyze the MIPS and BIOGRID yeast protein interaction networks, and two yeast coexpression networks. We showed that 2nd order degree correlation information gave better predictions of gene interactions in both protein interaction and gene coexpression networks. However, in the biologically important task of predicting functionally homogeneous modules, degree correlation information performs marginally better in the case of the MIPS and BIOGRID protein interaction networks, but worse in the case of gene coexpression networks. Conclusion Our use of dK models showed that incorporation of degree correlations could increase predictive power in some contexts, albeit sometimes marginally, but, in all contexts, the use of third-order degree correlations decreased accuracy. However, it is possible that other parameter estimation methods, such as maximum likelihood, will show the usefulness of incorporating 2nd and 3rd degree correlations in predicting functionally homogeneous modules.

  8. Usefulness and limitations of dK random graph models to predict interactions and functional homogeneity in biological networks under a pseudo-likelihood parameter estimation approach.

    Science.gov (United States)

    Wang, Wenhui; Nunez-Iglesias, Juan; Luan, Yihui; Sun, Fengzhu

    2009-09-03

    Many aspects of biological functions can be modeled by biological networks, such as protein interaction networks, metabolic networks, and gene coexpression networks. Studying the statistical properties of these networks in turn allows us to infer biological function. Complex statistical network models can potentially more accurately describe the networks, but it is not clear whether such complex models are better suited to find biologically meaningful subnetworks. Recent studies have shown that the degree distribution of the nodes is not an adequate statistic in many molecular networks. We sought to extend this statistic with 2nd and 3rd order degree correlations and developed a pseudo-likelihood approach to estimate the parameters. The approach was used to analyze the MIPS and BIOGRID yeast protein interaction networks, and two yeast coexpression networks. We showed that 2nd order degree correlation information gave better predictions of gene interactions in both protein interaction and gene coexpression networks. However, in the biologically important task of predicting functionally homogeneous modules, degree correlation information performs marginally better in the case of the MIPS and BIOGRID protein interaction networks, but worse in the case of gene coexpression networks. Our use of dK models showed that incorporation of degree correlations could increase predictive power in some contexts, albeit sometimes marginally, but, in all contexts, the use of third-order degree correlations decreased accuracy. However, it is possible that other parameter estimation methods, such as maximum likelihood, will show the usefulness of incorporating 2nd and 3rd degree correlations in predicting functionally homogeneous modules.

  9. Assessing the potential of random forest method for estimating solar radiation using air pollution index

    International Nuclear Information System (INIS)

    Sun, Huaiwei; Gui, Dongwei; Yan, Baowei; Liu, Yi; Liao, Weihong; Zhu, Yan; Lu, Chengwei; Zhao, Na

    2016-01-01

    Highlights: • Models based on random forests for daily solar radiation estimation are proposed. • Three sites within different air pollution index conditions are considered. • Performance of random forests is better than that of empirical methodologies. • Special attention is given to the use of air pollution index. • The potential of air pollution index is assessed by random forest models. - Abstract: Simulations of solar radiation have become increasingly common in recent years because of the rapid global development and deployment of solar energy technologies. The effect of air pollution on solar radiation is well known. However, few studies have attempting to evaluate the potential of the air pollution index in estimating solar radiation. In this study, meteorological data, solar radiation, and air pollution index data from three sites having different air pollution index conditions are used to develop random forest models. We propose different random forest models with and without considering air pollution index data, and then compare their respective performance with that of empirical methodologies. In addition, a variable importance approach based on random forest is applied in order to assess input variables. The results show that the performance of random forest models with air pollution index data is better than that of the empirical methodologies, generating 9.1–17.0% lower values of root-mean-square error in a fitted period and 2.0–17.4% lower values of root-mean-square error in a predicted period. Both the comparative results of different random forest models and variance importance indicate that applying air pollution index data is improves estimation of solar radiation. Also, although the air pollution index values varied largely from season to season, the random forest models appear more robust performances in different seasons than different models. The findings can act as a guide in selecting used variables to estimate daily solar

  10. Ant-inspired density estimation via random walks.

    Science.gov (United States)

    Musco, Cameron; Su, Hsin-Hao; Lynch, Nancy A

    2017-10-03

    Many ant species use distributed population density estimation in applications ranging from quorum sensing, to task allocation, to appraisal of enemy colony strength. It has been shown that ants estimate local population density by tracking encounter rates: The higher the density, the more often the ants bump into each other. We study distributed density estimation from a theoretical perspective. We prove that a group of anonymous agents randomly walking on a grid are able to estimate their density within a small multiplicative error in few steps by measuring their rates of encounter with other agents. Despite dependencies inherent in the fact that nearby agents may collide repeatedly (and, worse, cannot recognize when this happens), our bound nearly matches what would be required to estimate density by independently sampling grid locations. From a biological perspective, our work helps shed light on how ants and other social insects can obtain relatively accurate density estimates via encounter rates. From a technical perspective, our analysis provides tools for understanding complex dependencies in the collision probabilities of multiple random walks. We bound the strength of these dependencies using local mixing properties of the underlying graph. Our results extend beyond the grid to more general graphs, and we discuss applications to size estimation for social networks, density estimation for robot swarms, and random walk-based sampling for sensor networks.

  11. Some Limits Using Random Slope Models to Measure Academic Growth

    Directory of Open Access Journals (Sweden)

    Daniel B. Wright

    2017-11-01

    Full Text Available Academic growth is often estimated using a random slope multilevel model with several years of data. However, if there are few time points, the estimates can be unreliable. While using random slope multilevel models can lower the variance of the estimates, these procedures can produce more highly erroneous estimates—zero and negative correlations with the true underlying growth—than using ordinary least squares estimates calculated for each student or school individually. An example is provided where schools with increasing graduation rates are estimated to have negative growth and vice versa. The estimation is worse when the underlying data are skewed. It is recommended that there are at least six time points for estimating growth if using a random slope model. A combination of methods can be used to avoid some of the aberrant results if it is not possible to have six or more time points.

  12. Random Intercept and Random Slope 2-Level Multilevel Models

    Directory of Open Access Journals (Sweden)

    Rehan Ahmad Khan

    2012-11-01

    Full Text Available Random intercept model and random intercept & random slope model carrying two-levels of hierarchy in the population are presented and compared with the traditional regression approach. The impact of students’ satisfaction on their grade point average (GPA was explored with and without controlling teachers influence. The variation at level-1 can be controlled by introducing the higher levels of hierarchy in the model. The fanny movement of the fitted lines proves variation of student grades around teachers.

  13. The Effect of Some Estimators of Between-Study Variance on Random

    African Journals Online (AJOL)

    Samson Henry Dogo

    the first step to such objectivity (Schmidt, 1992), allows to combine results from many studies and accurately ... Schmidt, 2000) due to its ability to account for variation in effects across the studies. Random-effects model ... (2015), and each of the estimators differs in terms of their bias and precision in estimation. By definition ...

  14. NASA Software Cost Estimation Model: An Analogy Based Estimation Model

    Science.gov (United States)

    Hihn, Jairus; Juster, Leora; Menzies, Tim; Mathew, George; Johnson, James

    2015-01-01

    The cost estimation of software development activities is increasingly critical for large scale integrated projects such as those at DOD and NASA especially as the software systems become larger and more complex. As an example MSL (Mars Scientific Laboratory) developed at the Jet Propulsion Laboratory launched with over 2 million lines of code making it the largest robotic spacecraft ever flown (Based on the size of the software). Software development activities are also notorious for their cost growth, with NASA flight software averaging over 50% cost growth. All across the agency, estimators and analysts are increasingly being tasked to develop reliable cost estimates in support of program planning and execution. While there has been extensive work on improving parametric methods there is very little focus on the use of models based on analogy and clustering algorithms. In this paper we summarize our findings on effort/cost model estimation and model development based on ten years of software effort estimation research using data mining and machine learning methods to develop estimation models based on analogy and clustering. The NASA Software Cost Model performance is evaluated by comparing it to COCOMO II, linear regression, and K-­ nearest neighbor prediction model performance on the same data set.

  15. Software Cost-Estimation Model

    Science.gov (United States)

    Tausworthe, R. C.

    1985-01-01

    Software Cost Estimation Model SOFTCOST provides automated resource and schedule model for software development. Combines several cost models found in open literature into one comprehensive set of algorithms. Compensates for nearly fifty implementation factors relative to size of task, inherited baseline, organizational and system environment and difficulty of task.

  16. Simulating WTP Values from Random-Coefficient Models

    OpenAIRE

    Maurus Rischatsch

    2009-01-01

    Discrete Choice Experiments (DCEs) designed to estimate willingness-to-pay (WTP) values are very popular in health economics. With increased computation power and advanced simulation techniques, random-coefficient models have gained an increasing importance in applied work as they allow for taste heterogeneity. This paper discusses the parametrical derivation of WTP values from estimated random-coefficient models and shows how these values can be simulated in cases where they do not have a kn...

  17. Constrained Perturbation Regularization Approach for Signal Estimation Using Random Matrix Theory

    KAUST Repository

    Suliman, Mohamed Abdalla Elhag

    2016-10-06

    In this work, we propose a new regularization approach for linear least-squares problems with random matrices. In the proposed constrained perturbation regularization approach, an artificial perturbation matrix with a bounded norm is forced into the system model matrix. This perturbation is introduced to improve the singular-value structure of the model matrix and, hence, the solution of the estimation problem. Relying on the randomness of the model matrix, a number of deterministic equivalents from random matrix theory are applied to derive the near-optimum regularizer that minimizes the mean-squared error of the estimator. Simulation results demonstrate that the proposed approach outperforms a set of benchmark regularization methods for various estimated signal characteristics. In addition, simulations show that our approach is robust in the presence of model uncertainty.

  18. Remote optimal state estimation over communication channels with random delays

    KAUST Repository

    Mahmoud, Magdi S.

    2014-01-22

    This paper considers the optimal estimation of linear systems over unreliable communication channels with random delays. In this work, it is assumed that the system to be estimated is far away from the filter. The observations of the system are capsulized without time stamp and then transmitted to the network node at which the filter is located. The probabilities of time delays are assumed to be known. The event-driven estimation scheme is applied in this paper and the estimate of the states is updated only at each time instant when any measurement arrives. To capture the feature of communication, the system considered is augmented, and the arrived measurements are regarded as the uncertain observations of the augmented system. The corresponding optimal estimation algorithm is proposed and additionally, a numerical simulation represents the performance of this work. © 2014 The authors. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

  19. ON THE ESTIMATION OF DISTANCE DISTRIBUTION FUNCTIONS FOR POINT PROCESSES AND RANDOM SETS

    Directory of Open Access Journals (Sweden)

    Dietrich Stoyan

    2011-05-01

    Full Text Available This paper discusses various estimators for the nearest neighbour distance distribution function D of a stationary point process and for the quadratic contact distribution function Hq of a stationary random closed set. It recommends the use of Hanisch's estimator of D, which is of Horvitz-Thompson type, and the minussampling estimator of Hq. This recommendation is based on simulations for Poisson processes and Boolean models.

  20. Logistic Regression with Multiple Random Effects: A Simulation Study of Estimation Methods and Statistical Packages

    Science.gov (United States)

    Kim, Yoonsang; Emery, Sherry

    2013-01-01

    Several statistical packages are capable of estimating generalized linear mixed models and these packages provide one or more of three estimation methods: penalized quasi-likelihood, Laplace, and Gauss-Hermite. Many studies have investigated these methods’ performance for the mixed-effects logistic regression model. However, the authors focused on models with one or two random effects and assumed a simple covariance structure between them, which may not be realistic. When there are multiple correlated random effects in a model, the computation becomes intensive, and often an algorithm fails to converge. Moreover, in our analysis of smoking status and exposure to anti-tobacco advertisements, we have observed that when a model included multiple random effects, parameter estimates varied considerably from one statistical package to another even when using the same estimation method. This article presents a comprehensive review of the advantages and disadvantages of each estimation method. In addition, we compare the performances of the three methods across statistical packages via simulation, which involves two- and three-level logistic regression models with at least three correlated random effects. We apply our findings to a real dataset. Our results suggest that two packages—SAS GLIMMIX Laplace and SuperMix Gaussian quadrature—perform well in terms of accuracy, precision, convergence rates, and computing speed. We also discuss the strengths and weaknesses of the two packages in regard to sample sizes. PMID:24288415

  1. Logistic Regression with Multiple Random Effects: A Simulation Study of Estimation Methods and Statistical Packages.

    Science.gov (United States)

    Kim, Yoonsang; Choi, Young-Ku; Emery, Sherry

    2013-08-01

    Several statistical packages are capable of estimating generalized linear mixed models and these packages provide one or more of three estimation methods: penalized quasi-likelihood, Laplace, and Gauss-Hermite. Many studies have investigated these methods' performance for the mixed-effects logistic regression model. However, the authors focused on models with one or two random effects and assumed a simple covariance structure between them, which may not be realistic. When there are multiple correlated random effects in a model, the computation becomes intensive, and often an algorithm fails to converge. Moreover, in our analysis of smoking status and exposure to anti-tobacco advertisements, we have observed that when a model included multiple random effects, parameter estimates varied considerably from one statistical package to another even when using the same estimation method. This article presents a comprehensive review of the advantages and disadvantages of each estimation method. In addition, we compare the performances of the three methods across statistical packages via simulation, which involves two- and three-level logistic regression models with at least three correlated random effects. We apply our findings to a real dataset. Our results suggest that two packages-SAS GLIMMIX Laplace and SuperMix Gaussian quadrature-perform well in terms of accuracy, precision, convergence rates, and computing speed. We also discuss the strengths and weaknesses of the two packages in regard to sample sizes.

  2. Covariance-Based Estimation from Multisensor Delayed Measurements with Random Parameter Matrices and Correlated Noises

    Directory of Open Access Journals (Sweden)

    R. Caballero-Águila

    2014-01-01

    Full Text Available The optimal least-squares linear estimation problem is addressed for a class of discrete-time multisensor linear stochastic systems subject to randomly delayed measurements with different delay rates. For each sensor, a different binary sequence is used to model the delay process. The measured outputs are perturbed by both random parameter matrices and one-step autocorrelated and cross correlated noises. Using an innovation approach, computationally simple recursive algorithms are obtained for the prediction, filtering, and smoothing problems, without requiring full knowledge of the state-space model generating the signal process, but only the information provided by the delay probabilities and the mean and covariance functions of the processes (signal, random parameter matrices, and noises involved in the observation model. The accuracy of the estimators is measured by their error covariance matrices, which allow us to analyze the estimator performance in a numerical simulation example that illustrates the feasibility of the proposed algorithms.

  3. A MOSUM procedure for the estimation of multiple random change points

    OpenAIRE

    Eichinger, Birte; Kirch, Claudia

    2018-01-01

    In this work, we investigate statistical properties of change point estimators based on moving sum statistics. We extend results for testing in a classical situation with multiple deterministic change points by allowing for random exogenous change points that arise in Hidden Markov or regime switching models among others. To this end, we consider a multiple mean change model with possible time series errors and prove that the number and location of change points are estimated consistently by ...

  4. Damping Estimation of Friction Systems in Random Vibrations

    DEFF Research Database (Denmark)

    Friis, Tobias; Katsanos, Evangelos; Amador, Sandro

    Friction is one of the most efficient and economical mechanisms to reduce vibrations in structural mechanics. However, the estimation of the equivalent linear damping of the friction damped systems in experimental modal analysis and operational modal analysis can be adversely affected by several...... assumptions regarding the definition of the linear damping and the identification methods or may be lacking a meaningful interpretation of the damping. Along these lines, this project focuses on assessing the potential to estimate efficiently the equivalent linear damping of friction systems in random...

  5. Parameter estimation in fractional diffusion models

    CERN Document Server

    Kubilius, Kęstutis; Ralchenko, Kostiantyn

    2017-01-01

    This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial markets, and the economy. The substantial limitation in the use of stochastic diffusion models with Brownian motion is due to the fact that the motion has independent increments, and, therefore, the random noise it generates is “white,” i.e., uncorrelated. However, many processes in the natural sciences, computer networks and financial markets have long-term or short-term dependences, i.e., the correlations of random noise in these processes are non-zero, and slowly or rapidly decrease with time. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion. Therefore, the book constructs diffusion models with memory and provides s...

  6. Maximum Simulated Likelihood and Expectation-Maximization Methods to Estimate Random Coefficients Logit with Panel Data

    DEFF Research Database (Denmark)

    Cherchi, Elisabetta; Guevara, Cristian

    2012-01-01

    with cross-sectional or with panel data, and (d) EM systematically attained more efficient estimators than the MSL method. The results imply that if the purpose of the estimation is only to determine the ratios of the model parameters (e.g., the value of time), the EM method should be preferred. For all......The random coefficients logit model allows a more realistic representation of agents' behavior. However, the estimation of that model may involve simulation, which may become impractical with many random coefficients because of the curse of dimensionality. In this paper, the traditional maximum...... simulated likelihood (MSL) method is compared with the alternative expectation- maximization (EM) method, which does not require simulation. Previous literature had shown that for cross-sectional data, MSL outperforms the EM method in the ability to recover the true parameters and estimation time...

  7. Device-independent randomness generation from several Bell estimators

    Science.gov (United States)

    Nieto-Silleras, Olmo; Bamps, Cédric; Silman, Jonathan; Pironio, Stefano

    2018-02-01

    Device-independent randomness generation and quantum key distribution protocols rely on a fundamental relation between the non-locality of quantum theory and its random character. This relation is usually expressed in terms of a trade-off between the probability of guessing correctly the outcomes of measurements performed on quantum systems and the amount of violation of a given Bell inequality. However, a more accurate assessment of the randomness produced in Bell experiments can be obtained if the value of several Bell expressions is simultaneously taken into account, or if the full set of probabilities characterizing the behavior of the device is considered. We introduce protocols for device-independent randomness generation secure against classical side information, that rely on the estimation of an arbitrary number of Bell expressions or even directly on the experimental frequencies of measurement outcomes. Asymptotically, this results in an optimal generation of randomness from experimental data (as measured by the min-entropy), without having to assume beforehand that the devices violate a specific Bell inequality.

  8. A review of instrumental variable estimators for Mendelian randomization.

    Science.gov (United States)

    Burgess, Stephen; Small, Dylan S; Thompson, Simon G

    2017-10-01

    Instrumental variable analysis is an approach for obtaining causal inferences on the effect of an exposure (risk factor) on an outcome from observational data. It has gained in popularity over the past decade with the use of genetic variants as instrumental variables, known as Mendelian randomization. An instrumental variable is associated with the exposure, but not associated with any confounder of the exposure-outcome association, nor is there any causal pathway from the instrumental variable to the outcome other than via the exposure. Under the assumption that a single instrumental variable or a set of instrumental variables for the exposure is available, the causal effect of the exposure on the outcome can be estimated. There are several methods available for instrumental variable estimation; we consider the ratio method, two-stage methods, likelihood-based methods, and semi-parametric methods. Techniques for obtaining statistical inferences and confidence intervals are presented. The statistical properties of estimates from these methods are compared, and practical advice is given about choosing a suitable analysis method. In particular, bias and coverage properties of estimators are considered, especially with weak instruments. Settings particularly relevant to Mendelian randomization are prioritized in the paper, notably the scenario of a continuous exposure and a continuous or binary outcome.

  9. Application of random regression models to the genetic evaluation ...

    African Journals Online (AJOL)

    The model included fixed regression on AM (range from 30 to 138 mo) and the effect of herd-measurement date concatenation. Random parts of the model were RRM coefficients for additive and permanent environmental effects, while residual effects were modelled to account for heterogeneity of variance by AY. Estimates ...

  10. Random forests of interaction trees for estimating individualized treatment effects in randomized trials.

    Science.gov (United States)

    Su, Xiaogang; Peña, Annette T; Liu, Lei; Levine, Richard A

    2018-04-29

    Assessing heterogeneous treatment effects is a growing interest in advancing precision medicine. Individualized treatment effects (ITEs) play a critical role in such an endeavor. Concerning experimental data collected from randomized trials, we put forward a method, termed random forests of interaction trees (RFIT), for estimating ITE on the basis of interaction trees. To this end, we propose a smooth sigmoid surrogate method, as an alternative to greedy search, to speed up tree construction. The RFIT outperforms the "separate regression" approach in estimating ITE. Furthermore, standard errors for the estimated ITE via RFIT are obtained with the infinitesimal jackknife method. We assess and illustrate the use of RFIT via both simulation and the analysis of data from an acupuncture headache trial. Copyright © 2018 John Wiley & Sons, Ltd.

  11. Generalization of Random Intercept Multilevel Models

    Directory of Open Access Journals (Sweden)

    Rehan Ahmad Khan

    2013-10-01

    Full Text Available The concept of random intercept models in a multilevel model developed by Goldstein (1986 has been extended for k-levels. The random variation in intercepts at individual level is marginally split into components by incorporating higher levels of hierarchy in the single level model. So, one can control the random variation in intercepts by incorporating the higher levels in the model.

  12. The estimation of branching curves in the presence of subject-specific random effects.

    Science.gov (United States)

    Elmi, Angelo; Ratcliffe, Sarah J; Guo, Wensheng

    2014-12-20

    Branching curves are a technique for modeling curves that change trajectory at a change (branching) point. Currently, the estimation framework is limited to independent data, and smoothing splines are used for estimation. This article aims to extend the branching curve framework to the longitudinal data setting where the branching point varies by subject. If the branching point is modeled as a random effect, then the longitudinal branching curve framework is a semiparametric nonlinear mixed effects model. Given existing issues with using random effects within a smoothing spline, we express the model as a B-spline based semiparametric nonlinear mixed effects model. Simple, clever smoothness constraints are enforced on the B-splines at the change point. The method is applied to Women's Health data where we model the shape of the labor curve (cervical dilation measured longitudinally) before and after treatment with oxytocin (a labor stimulant). Copyright © 2014 John Wiley & Sons, Ltd.

  13. NONLINEAR PLANT PIECEWISE-CONTINUOUS MODEL MATRIX PARAMETERS ESTIMATION

    Directory of Open Access Journals (Sweden)

    Roman L. Leibov

    2017-09-01

    Full Text Available This paper presents a nonlinear plant piecewise-continuous model matrix parameters estimation technique using nonlinear model time responses and random search method. One of piecewise-continuous model application areas is defined. The results of proposed approach application for aircraft turbofan engine piecewisecontinuous model formation are presented

  14. Multilevel variance estimators in MLMC and application for random obstacle problems

    KAUST Repository

    Chernov, Alexey

    2014-01-06

    The Multilevel Monte Carlo Method (MLMC) is a recently established sampling approach for uncertainty propagation for problems with random parameters. In this talk we present new convergence theorems for the multilevel variance estimators. As a result, we prove that under certain assumptions on the parameters, the variance can be estimated at essentially the same cost as the mean, and consequently as the cost required for solution of one forward problem for a fixed deterministic set of parameters. We comment on fast and stable evaluation of the estimators suitable for parallel large scale computations. The suggested approach is applied to a class of scalar random obstacle problems, a prototype of contact between deformable bodies. In particular, we are interested in rough random obstacles modelling contact between car tires and variable road surfaces. Numerical experiments support and complete the theoretical analysis.

  15. Multilevel variance estimators in MLMC and application for random obstacle problems

    KAUST Repository

    Chernov, Alexey; Bierig, Claudio

    2014-01-01

    The Multilevel Monte Carlo Method (MLMC) is a recently established sampling approach for uncertainty propagation for problems with random parameters. In this talk we present new convergence theorems for the multilevel variance estimators. As a result, we prove that under certain assumptions on the parameters, the variance can be estimated at essentially the same cost as the mean, and consequently as the cost required for solution of one forward problem for a fixed deterministic set of parameters. We comment on fast and stable evaluation of the estimators suitable for parallel large scale computations. The suggested approach is applied to a class of scalar random obstacle problems, a prototype of contact between deformable bodies. In particular, we are interested in rough random obstacles modelling contact between car tires and variable road surfaces. Numerical experiments support and complete the theoretical analysis.

  16. Infinite Random Graphs as Statistical Mechanical Models

    DEFF Research Database (Denmark)

    Durhuus, Bergfinnur Jøgvan; Napolitano, George Maria

    2011-01-01

    We discuss two examples of infinite random graphs obtained as limits of finite statistical mechanical systems: a model of two-dimensional dis-cretized quantum gravity defined in terms of causal triangulated surfaces, and the Ising model on generic random trees. For the former model we describe a ...

  17. A General Model for Estimating Macroevolutionary Landscapes.

    Science.gov (United States)

    Boucher, Florian C; Démery, Vincent; Conti, Elena; Harmon, Luke J; Uyeda, Josef

    2018-03-01

    The evolution of quantitative characters over long timescales is often studied using stochastic diffusion models. The current toolbox available to students of macroevolution is however limited to two main models: Brownian motion and the Ornstein-Uhlenbeck process, plus some of their extensions. Here, we present a very general model for inferring the dynamics of quantitative characters evolving under both random diffusion and deterministic forces of any possible shape and strength, which can accommodate interesting evolutionary scenarios like directional trends, disruptive selection, or macroevolutionary landscapes with multiple peaks. This model is based on a general partial differential equation widely used in statistical mechanics: the Fokker-Planck equation, also known in population genetics as the Kolmogorov forward equation. We thus call the model FPK, for Fokker-Planck-Kolmogorov. We first explain how this model can be used to describe macroevolutionary landscapes over which quantitative traits evolve and, more importantly, we detail how it can be fitted to empirical data. Using simulations, we show that the model has good behavior both in terms of discrimination from alternative models and in terms of parameter inference. We provide R code to fit the model to empirical data using either maximum-likelihood or Bayesian estimation, and illustrate the use of this code with two empirical examples of body mass evolution in mammals. FPK should greatly expand the set of macroevolutionary scenarios that can be studied since it opens the way to estimating macroevolutionary landscapes of any conceivable shape. [Adaptation; bounds; diffusion; FPK model; macroevolution; maximum-likelihood estimation; MCMC methods; phylogenetic comparative data; selection.].

  18. Simulating intrafraction prostate motion with a random walk model

    Directory of Open Access Journals (Sweden)

    Tobias Pommer, PhD

    2017-07-01

    Conclusions: Random walk modeling is feasible and recreated the characteristics of the observed prostate motion. Introducing artificial transient motion did not improve the overall agreement, although the first 30 seconds of the traces were better reproduced. The model provides a simple estimate of prostate motion during delivery of radiation therapy.

  19. Investigating Facebook Groups through a Random Graph Model

    OpenAIRE

    Dinithi Pallegedara; Lei Pan

    2014-01-01

    Facebook disseminates messages for billions of users everyday. Though there are log files stored on central servers, law enforcement agencies outside of the U.S. cannot easily acquire server log files from Facebook. This work models Facebook user groups by using a random graph model. Our aim is to facilitate detectives quickly estimating the size of a Facebook group with which a suspect is involved. We estimate this group size according to the number of immediate friends and the number of ext...

  20. Analyzing Health-Related Quality of Life Data to Estimate Parameters for Cost-Effectiveness Models: An Example Using Longitudinal EQ-5D Data from the SHIFT Randomized Controlled Trial.

    Science.gov (United States)

    Griffiths, Alison; Paracha, Noman; Davies, Andrew; Branscombe, Neil; Cowie, Martin R; Sculpher, Mark

    2017-03-01

    The aim of this article is to discuss methods used to analyze health-related quality of life (HRQoL) data from randomized controlled trials (RCTs) for decision analytic models. The analysis presented in this paper was used to provide HRQoL data for the ivabradine health technology assessment (HTA) submission in chronic heart failure. We have used a large, longitudinal EuroQol five-dimension questionnaire (EQ-5D) dataset from the Systolic Heart Failure Treatment with the I f Inhibitor Ivabradine Trial (SHIFT) (clinicaltrials.gov: NCT02441218) to illustrate issues and methods. HRQoL weights (utility values) were estimated from a mixed regression model developed using SHIFT EQ-5D data (n = 5313 patients). The regression model was used to predict HRQoL outcomes according to treatment, patient characteristics, and key clinical outcomes for patients with a heart rate ≥75 bpm. Ivabradine was associated with an HRQoL weight gain of 0.01. HRQoL weights differed according to New York Heart Association (NYHA) class (NYHA I-IV, no hospitalization: standard care 0.82-0.46; ivabradine 0.84-0.47). A reduction in HRQoL weight was associated with hospitalizations within 30 days of an HRQoL assessment visit, with this reduction varying by NYHA class [-0.07 (NYHA I) to -0.21 (NYHA IV)]. The mixed model explained variation in EQ-5D data according to key clinical outcomes and patient characteristics, providing essential information for long-term predictions of patient HRQoL in the cost-effectiveness model. This model was also used to estimate the loss in HRQoL associated with hospitalizations. In SHIFT many hospitalizations did not occur close to EQ-5D visits; hence, any temporary changes in HRQoL associated with such events would not be captured fully in observed RCT evidence, but could be predicted in our cost-effectiveness analysis using the mixed model. Given the large reduction in hospitalizations associated with ivabradine this was an important feature of the analysis. The

  1. Model for traffic emissions estimation

    Science.gov (United States)

    Alexopoulos, A.; Assimacopoulos, D.; Mitsoulis, E.

    A model is developed for the spatial and temporal evaluation of traffic emissions in metropolitan areas based on sparse measurements. All traffic data available are fully employed and the pollutant emissions are determined with the highest precision possible. The main roads are regarded as line sources of constant traffic parameters in the time interval considered. The method is flexible and allows for the estimation of distributed small traffic sources (non-line/area sources). The emissions from the latter are assumed to be proportional to the local population density as well as to the traffic density leading to local main arteries. The contribution of moving vehicles to air pollution in the Greater Athens Area for the period 1986-1988 is analyzed using the proposed model. Emissions and other related parameters are evaluated. Emissions from area sources were found to have a noticeable share of the overall air pollution.

  2. Gradients estimation from random points with volumetric tensor in turbulence

    Science.gov (United States)

    Watanabe, Tomoaki; Nagata, Koji

    2017-12-01

    We present an estimation method of fully-resolved/coarse-grained gradients from randomly distributed points in turbulence. The method is based on a linear approximation of spatial gradients expressed with the volumetric tensor, which is a 3 × 3 matrix determined by a geometric distribution of the points. The coarse grained gradient can be considered as a low pass filtered gradient, whose cutoff is estimated with the eigenvalues of the volumetric tensor. The present method, the volumetric tensor approximation, is tested for velocity and passive scalar gradients in incompressible planar jet and mixing layer. Comparison with a finite difference approximation on a Cartesian grid shows that the volumetric tensor approximation computes the coarse grained gradients fairly well at a moderate computational cost under various conditions of spatial distributions of points. We also show that imposing the solenoidal condition improves the accuracy of the present method for solenoidal vectors, such as a velocity vector in incompressible flows, especially when the number of the points is not large. The volumetric tensor approximation with 4 points poorly estimates the gradient because of anisotropic distribution of the points. Increasing the number of points from 4 significantly improves the accuracy. Although the coarse grained gradient changes with the cutoff length, the volumetric tensor approximation yields the coarse grained gradient whose magnitude is close to the one obtained by the finite difference. We also show that the velocity gradient estimated with the present method well captures the turbulence characteristics such as local flow topology, amplification of enstrophy and strain, and energy transfer across scales.

  3. ON THE ESTIMATION OF RANDOM UNCERTAINTIES OF STAR FORMATION HISTORIES

    Energy Technology Data Exchange (ETDEWEB)

    Dolphin, Andrew E., E-mail: adolphin@raytheon.com [Raytheon Company, Tucson, AZ, 85734 (United States)

    2013-09-20

    The standard technique for measurement of random uncertainties of star formation histories (SFHs) is the bootstrap Monte Carlo, in which the color-magnitude diagram (CMD) is repeatedly resampled. The variation in SFHs measured from the resampled CMDs is assumed to represent the random uncertainty in the SFH measured from the original data. However, this technique systematically and significantly underestimates the uncertainties for times in which the measured star formation rate is low or zero, leading to overly (and incorrectly) high confidence in that measurement. This study proposes an alternative technique, the Markov Chain Monte Carlo (MCMC), which samples the probability distribution of the parameters used in the original solution to directly estimate confidence intervals. While the most commonly used MCMC algorithms are incapable of adequately sampling a probability distribution that can involve thousands of highly correlated dimensions, the Hybrid Monte Carlo algorithm is shown to be extremely effective and efficient for this particular task. Several implementation details, such as the handling of implicit priors created by parameterization of the SFH, are discussed in detail.

  4. ON THE ESTIMATION OF RANDOM UNCERTAINTIES OF STAR FORMATION HISTORIES

    International Nuclear Information System (INIS)

    Dolphin, Andrew E.

    2013-01-01

    The standard technique for measurement of random uncertainties of star formation histories (SFHs) is the bootstrap Monte Carlo, in which the color-magnitude diagram (CMD) is repeatedly resampled. The variation in SFHs measured from the resampled CMDs is assumed to represent the random uncertainty in the SFH measured from the original data. However, this technique systematically and significantly underestimates the uncertainties for times in which the measured star formation rate is low or zero, leading to overly (and incorrectly) high confidence in that measurement. This study proposes an alternative technique, the Markov Chain Monte Carlo (MCMC), which samples the probability distribution of the parameters used in the original solution to directly estimate confidence intervals. While the most commonly used MCMC algorithms are incapable of adequately sampling a probability distribution that can involve thousands of highly correlated dimensions, the Hybrid Monte Carlo algorithm is shown to be extremely effective and efficient for this particular task. Several implementation details, such as the handling of implicit priors created by parameterization of the SFH, are discussed in detail

  5. Republic of Georgia estimates for prevalence of drug use: Randomized response techniques suggest under-estimation.

    Science.gov (United States)

    Kirtadze, Irma; Otiashvili, David; Tabatadze, Mzia; Vardanashvili, Irina; Sturua, Lela; Zabransky, Tomas; Anthony, James C

    2018-06-01

    Validity of responses in surveys is an important research concern, especially in emerging market economies where surveys in the general population are a novelty, and the level of social control is traditionally higher. The Randomized Response Technique (RRT) can be used as a check on response validity when the study aim is to estimate population prevalence of drug experiences and other socially sensitive and/or illegal behaviors. To apply RRT and to study potential under-reporting of drug use in a nation-scale, population-based general population survey of alcohol and other drug use. For this first-ever household survey on addictive substances for the Country of Georgia, we used the multi-stage probability sampling of 18-to-64-year-old household residents of 111 urban and 49 rural areas. During the interviewer-administered assessments, RRT involved pairing of sensitive and non-sensitive questions about drug experiences. Based upon the standard household self-report survey estimate, an estimated 17.3% [95% confidence interval, CI: 15.5%, 19.1%] of Georgian household residents have tried cannabis. The corresponding RRT estimate was 29.9% [95% CI: 24.9%, 34.9%]. The RRT estimates for other drugs such as heroin also were larger than the standard self-report estimates. We remain unsure about what is the "true" value for prevalence of using illegal psychotropic drugs in the Republic of Georgia study population. Our RRT results suggest that standard non-RRT approaches might produce 'under-estimates' or at best, highly conservative, lower-end estimates. Copyright © 2018 Elsevier B.V. All rights reserved.

  6. Nonlinear Estimation of Discrete-Time Signals Under Random Observation Delay

    International Nuclear Information System (INIS)

    Caballero-Aguila, R.; Jimenez-Lopez, J. D.; Hermoso-Carazo, A.; Linares-Perez, J.; Nakamori, S.

    2008-01-01

    This paper presents an approximation to the nonlinear least-squares estimation problem of discrete-time stochastic signals using nonlinear observations with additive white noise which can be randomly delayed by one sampling time. The observation delay is modelled by a sequence of independent Bernoulli random variables whose values, zero or one, indicate that the real observation arrives on time or it is delayed and, hence, the available measurement to estimate the signal is not up-to-date. Assuming that the state-space model generating the signal is unknown and only the covariance functions of the processes involved in the observation equation are ready for use, a filtering algorithm based on linear approximations of the real observations is proposed.

  7. Random matrix model for disordered conductors

    Indian Academy of Sciences (India)

    In the interpretation of transport properties of mesoscopic systems, the multichannel ... One defines the random matrix model with N eigenvalues 0. λТ ..... With heuristic arguments, using the ideas pertaining to Dyson Coulomb gas analogy,.

  8. The random walk model of intrafraction movement

    International Nuclear Information System (INIS)

    Ballhausen, H; Reiner, M; Kantz, S; Belka, C; Söhn, M

    2013-01-01

    The purpose of this paper is to understand intrafraction movement as a stochastic process driven by random external forces. The hypothetically proposed three-dimensional random walk model has significant impact on optimal PTV margins and offers a quantitatively correct explanation of experimental findings. Properties of the random walk are calculated from first principles, in particular fraction-average population density distributions for displacements along the principal axes. When substituted into the established optimal margin recipes these fraction-average distributions yield safety margins about 30% smaller as compared to the suggested values from end-of-fraction Gaussian fits. Stylized facts of a random walk are identified in clinical data, such as the increase of the standard deviation of displacements with the square root of time. Least squares errors in the comparison to experimental results are reduced by about 50% when accounting for non-Gaussian corrections from the random walk model. (paper)

  9. The random walk model of intrafraction movement.

    Science.gov (United States)

    Ballhausen, H; Reiner, M; Kantz, S; Belka, C; Söhn, M

    2013-04-07

    The purpose of this paper is to understand intrafraction movement as a stochastic process driven by random external forces. The hypothetically proposed three-dimensional random walk model has significant impact on optimal PTV margins and offers a quantitatively correct explanation of experimental findings. Properties of the random walk are calculated from first principles, in particular fraction-average population density distributions for displacements along the principal axes. When substituted into the established optimal margin recipes these fraction-average distributions yield safety margins about 30% smaller as compared to the suggested values from end-of-fraction gaussian fits. Stylized facts of a random walk are identified in clinical data, such as the increase of the standard deviation of displacements with the square root of time. Least squares errors in the comparison to experimental results are reduced by about 50% when accounting for non-gaussian corrections from the random walk model.

  10. An alternative procedure for estimating the population mean in simple random sampling

    Directory of Open Access Journals (Sweden)

    Housila P. Singh

    2012-03-01

    Full Text Available This paper deals with the problem of estimating the finite population mean using auxiliary information in simple random sampling. Firstly we have suggested a correction to the mean squared error of the estimator proposed by Gupta and Shabbir [On improvement in estimating the population mean in simple random sampling. Jour. Appl. Statist. 35(5 (2008, pp. 559-566]. Later we have proposed a ratio type estimator and its properties are studied in simple random sampling. Numerically we have shown that the proposed class of estimators is more efficient than different known estimators including Gupta and Shabbir (2008 estimator.

  11. Entropy Characterization of Random Network Models

    Directory of Open Access Journals (Sweden)

    Pedro J. Zufiria

    2017-06-01

    Full Text Available This paper elaborates on the Random Network Model (RNM as a mathematical framework for modelling and analyzing the generation of complex networks. Such framework allows the analysis of the relationship between several network characterizing features (link density, clustering coefficient, degree distribution, connectivity, etc. and entropy-based complexity measures, providing new insight on the generation and characterization of random networks. Some theoretical and computational results illustrate the utility of the proposed framework.

  12. Random balance designs for the estimation of first order global sensitivity indices

    International Nuclear Information System (INIS)

    Tarantola, S.; Gatelli, D.; Mara, T.A.

    2006-01-01

    We present two methods for the estimation of main effects in global sensitivity analysis. The methods adopt Satterthwaite's application of random balance designs in regression problems, and extend it to sensitivity analysis of model output for non-linear, non-additive models. Finite as well as infinite ranges for model input factors are allowed. The methods are easier to implement than any other method available for global sensitivity analysis, and reduce significantly the computational cost of the analysis. We test their performance on different test cases, including an international benchmark on safety assessment for nuclear waste disposal originally carried out by OECD/NEA

  13. Random balance designs for the estimation of first order global sensitivity indices

    Energy Technology Data Exchange (ETDEWEB)

    Tarantola, S. [Joint Research Centre, European Commission, Institute of the Protection and Security of the Citizen, TP 361, Via E. Fermi 1, 21020 Ispra (Vatican City State, Holy See,) (Italy)]. E-mail: stefano.tarantola@jrc.it; Gatelli, D. [Joint Research Centre, European Commission, Institute of the Protection and Security of the Citizen, TP 361, Via E. Fermi 1, 21020 Ispra (VA) (Italy); Mara, T.A. [Laboratory of Industrial engineering, University of Reunion Island, BP 7151, 15 avenue Rene Cassin, 97 715 Saint-Denis (France)

    2006-06-15

    We present two methods for the estimation of main effects in global sensitivity analysis. The methods adopt Satterthwaite's application of random balance designs in regression problems, and extend it to sensitivity analysis of model output for non-linear, non-additive models. Finite as well as infinite ranges for model input factors are allowed. The methods are easier to implement than any other method available for global sensitivity analysis, and reduce significantly the computational cost of the analysis. We test their performance on different test cases, including an international benchmark on safety assessment for nuclear waste disposal originally carried out by OECD/NEA.

  14. Conditional random slope: A new approach for estimating individual child growth velocity in epidemiological research.

    Science.gov (United States)

    Leung, Michael; Bassani, Diego G; Racine-Poon, Amy; Goldenberg, Anna; Ali, Syed Asad; Kang, Gagandeep; Premkumar, Prasanna S; Roth, Daniel E

    2017-09-10

    Conditioning child growth measures on baseline accounts for regression to the mean (RTM). Here, we present the "conditional random slope" (CRS) model, based on a linear-mixed effects model that incorporates a baseline-time interaction term that can accommodate multiple data points for a child while also directly accounting for RTM. In two birth cohorts, we applied five approaches to estimate child growth velocities from 0 to 12 months to assess the effect of increasing data density (number of measures per child) on the magnitude of RTM of unconditional estimates, and the correlation and concordance between the CRS and four alternative metrics. Further, we demonstrated the differential effect of the choice of velocity metric on the magnitude of the association between infant growth and stunting at 2 years. RTM was minimally attenuated by increasing data density for unconditional growth modeling approaches. CRS and classical conditional models gave nearly identical estimates with two measures per child. Compared to the CRS estimates, unconditional metrics had moderate correlation (r = 0.65-0.91), but poor agreement in the classification of infants with relatively slow growth (kappa = 0.38-0.78). Estimates of the velocity-stunting association were the same for CRS and classical conditional models but differed substantially between conditional versus unconditional metrics. The CRS can leverage the flexibility of linear mixed models while addressing RTM in longitudinal analyses. © 2017 The Authors American Journal of Human Biology Published by Wiley Periodicals, Inc.

  15. A Generalized Random Regret Minimization Model

    NARCIS (Netherlands)

    Chorus, C.G.

    2013-01-01

    This paper presents, discusses and tests a generalized Random Regret Minimization (G-RRM) model. The G-RRM model is created by replacing a fixed constant in the attribute-specific regret functions of the RRM model, by a regret-weight variable. Depending on the value of the regret-weights, the G-RRM

  16. Computer simulations of the random barrier model

    DEFF Research Database (Denmark)

    Schrøder, Thomas; Dyre, Jeppe

    2002-01-01

    A brief review of experimental facts regarding ac electronic and ionic conduction in disordered solids is given followed by a discussion of what is perhaps the simplest realistic model, the random barrier model (symmetric hopping model). Results from large scale computer simulations are presented...

  17. Random regression models for detection of gene by environment interaction

    Directory of Open Access Journals (Sweden)

    Meuwissen Theo HE

    2007-02-01

    Full Text Available Abstract Two random regression models, where the effect of a putative QTL was regressed on an environmental gradient, are described. The first model estimates the correlation between intercept and slope of the random regression, while the other model restricts this correlation to 1 or -1, which is expected under a bi-allelic QTL model. The random regression models were compared to a model assuming no gene by environment interactions. The comparison was done with regards to the models ability to detect QTL, to position them accurately and to detect possible QTL by environment interactions. A simulation study based on a granddaughter design was conducted, and QTL were assumed, either by assigning an effect independent of the environment or as a linear function of a simulated environmental gradient. It was concluded that the random regression models were suitable for detection of QTL effects, in the presence and absence of interactions with environmental gradients. Fixing the correlation between intercept and slope of the random regression had a positive effect on power when the QTL effects re-ranked between environments.

  18. Estimating Stochastic Volatility Models using Prediction-based Estimating Functions

    DEFF Research Database (Denmark)

    Lunde, Asger; Brix, Anne Floor

    to the performance of the GMM estimator based on conditional moments of integrated volatility from Bollerslev and Zhou (2002). The case where the observed log-price process is contaminated by i.i.d. market microstructure (MMS) noise is also investigated. First, the impact of MMS noise on the parameter estimates from......In this paper prediction-based estimating functions (PBEFs), introduced in Sørensen (2000), are reviewed and PBEFs for the Heston (1993) stochastic volatility model are derived. The finite sample performance of the PBEF based estimator is investigated in a Monte Carlo study, and compared...... to correctly account for the noise are investigated. Our Monte Carlo study shows that the estimator based on PBEFs outperforms the GMM estimator, both in the setting with and without MMS noise. Finally, an empirical application investigates the possible challenges and general performance of applying the PBEF...

  19. Fatigue life estimation of MD36 and MD523 bogies based on damage accumulation and random fatigue theory

    International Nuclear Information System (INIS)

    Younesian, Davood; Solhmirzaei, Ali; Gachloo, Alireza

    2009-01-01

    Bogies are one of the multifunctional parts of trains which are extremely subjected to random loads. This type of oscillating and random excitation arises from irregularities of the track including rail surface vertical roughness, rail joints, variance in super-elevation, and also wheel imperfections like wheel flats and unbalancy. Since most of the prementioned sources have random nature, a random based theory should be applied for fatigue life estimation of the bogie frame. Two methods of fatigue life estimation are investigated in this paper. The first approach which is being implemented in time domain is based on the damage accumulation (DA) approach. Using Monte-Carlo simulation algorithm, the rail surface roughness is generated. Finite element (FE) model of the bogie is subjected to the generated random excitation in the first approach and the stress time histories are obtained, and consequently the fatigue life is estimated by using the rain-flow algorithm. In the second approach, the fatigue life is estimated in frequency domain. Power spectral density (PSD) of the stress is obtained by using the FE model of the bogie frame and the fatigue life is estimated using Rayleigh technique in random fatigue theory. A comprehensive parametric study is carried out and effects of different parameters like the train speeds and level of the rail surface vertical roughness on the estimated fatigue life are investigated

  20. Bias correction for the estimation of sensitivity indices based on random balance designs

    International Nuclear Information System (INIS)

    Tissot, Jean-Yves; Prieur, Clémentine

    2012-01-01

    This paper deals with the random balance design method (RBD) and its hybrid approach, RBD-FAST. Both these global sensitivity analysis methods originate from Fourier amplitude sensitivity test (FAST) and consequently face the main problems inherent to discrete harmonic analysis. We present here a general way to correct a bias which occurs when estimating sensitivity indices (SIs) of any order – except total SI of single factor or group of factors – by the random balance design method (RBD) and its hybrid version, RBD-FAST. In the RBD case, this positive bias has been recently identified in a paper by Xu and Gertner [1]. Following their work, we propose a bias correction method for first-order SIs estimates in RBD. We then extend the correction method to the SIs of any order in RBD-FAST. At last, we suggest an efficient strategy to estimate all the first- and second-order SIs using RBD-FAST. - Highlights: ► We provide a bias correction method for the global sensitivity analysis methods: RBD and RBD-FAST. ► In RBD, first-order sensitivity estimates are corrected. ► In RBD-FAST, sensitivity indices of any order and closed sensitivity indices are corrected. ► We propose an efficient strategy to estimate all the first- and second-order indices of a model.

  1. Supplementary Appendix for: Constrained Perturbation Regularization Approach for Signal Estimation Using Random Matrix Theory

    KAUST Repository

    Suliman, Mohamed Abdalla Elhag; Ballal, Tarig; Kammoun, Abla; Alnaffouri, Tareq Y.

    2016-01-01

    In this supplementary appendix we provide proofs and additional simulation results that complement the paper (constrained perturbation regularization approach for signal estimation using random matrix theory).

  2. Estimation of the Coefficient of Restitution of Rocking Systems by the Random Decrement Technique

    DEFF Research Database (Denmark)

    Brincker, Rune; Demosthenous, Milton; Manos, George C.

    1994-01-01

    The aim of this paper is to investigate the possibility of estimating an average damping parameter for a rocking system due to impact, the so-called coefficient of restitution, from the random response, i.e. when the loads are random and unknown, and the response is measured. The objective...... is to obtain an estimate of the free rocking response from the measured random response using the Random Decrement (RDD) Technique, and then estimate the coefficient of restitution from this free response estimate. In the paper this approach is investigated by simulating the response of a single degree...

  3. Learning of couplings for random asymmetric kinetic Ising models revisited: random correlation matrices and learning curves

    International Nuclear Information System (INIS)

    Bachschmid-Romano, Ludovica; Opper, Manfred

    2015-01-01

    We study analytically the performance of a recently proposed algorithm for learning the couplings of a random asymmetric kinetic Ising model from finite length trajectories of the spin dynamics. Our analysis shows the importance of the nontrivial equal time correlations between spins induced by the dynamics for the speed of learning. These correlations become more important as the spin’s stochasticity is decreased. We also analyse the deviation of the estimation error (paper)

  4. Robust estimation of hydrological model parameters

    Directory of Open Access Journals (Sweden)

    A. Bárdossy

    2008-11-01

    Full Text Available The estimation of hydrological model parameters is a challenging task. With increasing capacity of computational power several complex optimization algorithms have emerged, but none of the algorithms gives a unique and very best parameter vector. The parameters of fitted hydrological models depend upon the input data. The quality of input data cannot be assured as there may be measurement errors for both input and state variables. In this study a methodology has been developed to find a set of robust parameter vectors for a hydrological model. To see the effect of observational error on parameters, stochastically generated synthetic measurement errors were applied to observed discharge and temperature data. With this modified data, the model was calibrated and the effect of measurement errors on parameters was analysed. It was found that the measurement errors have a significant effect on the best performing parameter vector. The erroneous data led to very different optimal parameter vectors. To overcome this problem and to find a set of robust parameter vectors, a geometrical approach based on Tukey's half space depth was used. The depth of the set of N randomly generated parameters was calculated with respect to the set with the best model performance (Nash-Sutclife efficiency was used for this study for each parameter vector. Based on the depth of parameter vectors, one can find a set of robust parameter vectors. The results show that the parameters chosen according to the above criteria have low sensitivity and perform well when transfered to a different time period. The method is demonstrated on the upper Neckar catchment in Germany. The conceptual HBV model was used for this study.

  5. Estimation of Correlation Functions by the Random DEC Technique

    DEFF Research Database (Denmark)

    Brincker, Rune; Krenk, Steen; Jensen, Jakob Laigaard

    The Random Dec Technique is a versatile technique for characterization of random signals in the time domain. In this paper a short review of the most important properties of the technique is given. The review is mainly based on recently achieved results that are still unpublished, or that has just...

  6. Critical points of multidimensional random Fourier series: variance estimates

    OpenAIRE

    Nicolaescu, Liviu I.

    2013-01-01

    To any positive number $\\varepsilon$ and any nonnegative even Schwartz function $w:\\mathbb{R}\\to\\mathbb{R}$ we associate the random function $u^\\varepsilon$ on the $m$-torus $T^m_\\varepsilon:=\\mathbb{R}^m/(\\varepsilon^{-1}\\mathbb{Z})^m$ defined as the real part of the random Fourier series $$ \\sum_{\

  7. 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.

  8. MCMC estimation of multidimensional IRT models

    NARCIS (Netherlands)

    Beguin, Anton; Glas, Cornelis A.W.

    1998-01-01

    A Bayesian procedure to estimate the three-parameter normal ogive model and a generalization to a model with multidimensional ability parameters are discussed. The procedure is a generalization of a procedure by J. Albert (1992) for estimating the two-parameter normal ogive model. The procedure will

  9. Bounds and Estimates for Transport Coefficients of Random and Porous Media with High Contrasts

    International Nuclear Information System (INIS)

    Berryman, J G

    2004-01-01

    Bounds on transport coefficients of random polycrystals of laminates are presented, including the well-known Hashin-Shtrikman bounds and some newly formulated bounds involving two formation factors for a two-component porous medium. Some new types of self-consistent estimates are then formulated based on the observed analytical structure both of these bounds and also of earlier self-consistent estimates (of the CPA or coherent potential approximation type). A numerical study is made, assuming first that the internal structure (i.e., the laminated grain structure) is not known, and then that it is known. The purpose of this aspect of the study is to attempt to quantify the differences in the predictions of properties of a system being modeled when such organized internal structure is present in the medium but detailed spatial correlation information may or (more commonly) may not be available. Some methods of estimating formation factors from data are also presented and then applied to a high-contrast fluid-permeability data set. Hashin-Shtrikman bounds are found to be very accurate estimates for low contrast heterogeneous media. But formation factor lower bounds are superior estimates for high contrast situations. The new self-consistent estimators also tend to agree better with data than either the bounds or the CPA estimates, which themselves tend to overestimate values for high contrast conducting composites

  10. Functional Mixed Effects Model for Small Area Estimation.

    Science.gov (United States)

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

    2016-09-01

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

  11. Estimating Canopy Dark Respiration for Crop Models

    Science.gov (United States)

    Monje Mejia, Oscar Alberto

    2014-01-01

    Crop production is obtained from accurate estimates of daily carbon gain.Canopy gross photosynthesis (Pgross) can be estimated from biochemical models of photosynthesis using sun and shaded leaf portions and the amount of intercepted photosyntheticallyactive radiation (PAR).In turn, canopy daily net carbon gain can be estimated from canopy daily gross photosynthesis when canopy dark respiration (Rd) is known.

  12. Simulating intrafraction prostate motion with a random walk model.

    Science.gov (United States)

    Pommer, Tobias; Oh, Jung Hun; Munck Af Rosenschöld, Per; Deasy, Joseph O

    2017-01-01

    Prostate motion during radiation therapy (ie, intrafraction motion) can cause unwanted loss of radiation dose to the prostate and increased dose to the surrounding organs at risk. A compact but general statistical description of this motion could be useful for simulation of radiation therapy delivery or margin calculations. We investigated whether prostate motion could be modeled with a random walk model. Prostate motion recorded during 548 radiation therapy fractions in 17 patients was analyzed and used for input in a random walk prostate motion model. The recorded motion was categorized on the basis of whether any transient excursions (ie, rapid prostate motion in the anterior and superior direction followed by a return) occurred in the trace and transient motion. This was separately modeled as a large step in the anterior/superior direction followed by a returning large step. Random walk simulations were conducted with and without added artificial transient motion using either motion data from all observed traces or only traces without transient excursions as model input, respectively. A general estimate of motion was derived with reasonable agreement between simulated and observed traces, especially during the first 5 minutes of the excursion-free simulations. Simulated and observed diffusion coefficients agreed within 0.03, 0.2 and 0.3 mm 2 /min in the left/right, superior/inferior, and anterior/posterior directions, respectively. A rapid increase in variance at the start of observed traces was difficult to reproduce and seemed to represent the patient's need to adjust before treatment. This could be estimated somewhat using artificial transient motion. Random walk modeling is feasible and recreated the characteristics of the observed prostate motion. Introducing artificial transient motion did not improve the overall agreement, although the first 30 seconds of the traces were better reproduced. The model provides a simple estimate of prostate motion during

  13. Evolution of the concentration PDF in random environments modeled by global random walk

    Science.gov (United States)

    Suciu, Nicolae; Vamos, Calin; Attinger, Sabine; Knabner, Peter

    2013-04-01

    The evolution of the probability density function (PDF) of concentrations of chemical species transported in random environments is often modeled by ensembles of notional particles. The particles move in physical space along stochastic-Lagrangian trajectories governed by Ito equations, with drift coefficients given by the local values of the resolved velocity field and diffusion coefficients obtained by stochastic or space-filtering upscaling procedures. A general model for the sub-grid mixing also can be formulated as a system of Ito equations solving for trajectories in the composition space. The PDF is finally estimated by the number of particles in space-concentration control volumes. In spite of their efficiency, Lagrangian approaches suffer from two severe limitations. Since the particle trajectories are constructed sequentially, the demanded computing resources increase linearly with the number of particles. Moreover, the need to gather particles at the center of computational cells to perform the mixing step and to estimate statistical parameters, as well as the interpolation of various terms to particle positions, inevitably produce numerical diffusion in either particle-mesh or grid-free particle methods. To overcome these limitations, we introduce a global random walk method to solve the system of Ito equations in physical and composition spaces, which models the evolution of the random concentration's PDF. The algorithm consists of a superposition on a regular lattice of many weak Euler schemes for the set of Ito equations. Since all particles starting from a site of the space-concentration lattice are spread in a single numerical procedure, one obtains PDF estimates at the lattice sites at computational costs comparable with those for solving the system of Ito equations associated to a single particle. The new method avoids the limitations concerning the number of particles in Lagrangian approaches, completely removes the numerical diffusion, and

  14. Statistical parameters of random heterogeneity estimated by analysing coda waves based on finite difference method

    Science.gov (United States)

    Emoto, K.; Saito, T.; Shiomi, K.

    2017-12-01

    Short-period (2 s) seismograms. We found that the energy of the coda of long-period seismograms shows a spatially flat distribution. This phenomenon is well known in short-period seismograms and results from the scattering by small-scale heterogeneities. We estimate the statistical parameters that characterize the small-scale random heterogeneity by modelling the spatiotemporal energy distribution of long-period seismograms. We analyse three moderate-size earthquakes that occurred in southwest Japan. We calculate the spatial distribution of the energy density recorded by a dense seismograph network in Japan at the period bands of 8-16 s, 4-8 s and 2-4 s and model them by using 3-D finite difference (FD) simulations. Compared to conventional methods based on statistical theories, we can calculate more realistic synthetics by using the FD simulation. It is not necessary to assume a uniform background velocity, body or surface waves and scattering properties considered in general scattering theories. By taking the ratio of the energy of the coda area to that of the entire area, we can separately estimate the scattering and the intrinsic absorption effects. Our result reveals the spectrum of the random inhomogeneity in a wide wavenumber range including the intensity around the corner wavenumber as P(m) = 8πε2a3/(1 + a2m2)2, where ε = 0.05 and a = 3.1 km, even though past studies analysing higher-frequency records could not detect the corner. Finally, we estimate the intrinsic attenuation by modelling the decay rate of the energy. The method proposed in this study is suitable for quantifying the statistical properties of long-wavelength subsurface random inhomogeneity, which leads the way to characterizing a wider wavenumber range of spectra, including the corner wavenumber.

  15. Improved diagnostic model for estimating wind energy

    Energy Technology Data Exchange (ETDEWEB)

    Endlich, R.M.; Lee, J.D.

    1983-03-01

    Because wind data are available only at scattered locations, a quantitative method is needed to estimate the wind resource at specific sites where wind energy generation may be economically feasible. This report describes a computer model that makes such estimates. The model uses standard weather reports and terrain heights in deriving wind estimates; the method of computation has been changed from what has been used previously. The performance of the current model is compared with that of the earlier version at three sites; estimates of wind energy at four new sites are also presented.

  16. Random effect selection in generalised linear models

    DEFF Research Database (Denmark)

    Denwood, Matt; Houe, Hans; Forkman, Björn

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

  17. On parameter estimation in deformable models

    DEFF Research Database (Denmark)

    Fisker, Rune; Carstensen, Jens Michael

    1998-01-01

    Deformable templates have been intensively studied in image analysis through the last decade, but despite its significance the estimation of model parameters has received little attention. We present a method for supervised and unsupervised model parameter estimation using a general Bayesian form...

  18. Lifetime Reliability Estimate and Extreme Permanent Deformations of Randomly Excited Elasto-Plastic Structures

    DEFF Research Database (Denmark)

    Nielsen, Søren R.K.; Sørensen, John Dalsgaard; Thoft-Christensen, Palle

    1983-01-01

    plastic deformation during several loadings can be modelled as a filtered Poisson process. Using the Markov property of this quantity the considered first-passage problem as well as the related extreme distribution problems are then solved numerically, and the results are compared to simulation studies.......A method is presented for life-time reliability' estimates of randomly excited yielding systems, assuming the structure to be safe, when the plastic deformations are confined below certain limits. The accumulated plastic deformations during any single significant loading history are considered...

  19. Modeling and estimating system availability

    International Nuclear Information System (INIS)

    Gaver, D.P.; Chu, B.B.

    1976-11-01

    Mathematical models to infer the availability of various types of more or less complicated systems are described. The analyses presented are probabilistic in nature and consist of three parts: a presentation of various analytic models for availability; a means of deriving approximate probability limits on system availability; and a means of statistical inference of system availability from sparse data, using a jackknife procedure. Various low-order redundant systems are used as examples, but extension to more complex systems is not difficult

  20. Genetic evaluation of European quails by random regression models

    Directory of Open Access Journals (Sweden)

    Flaviana Miranda Gonçalves

    2012-09-01

    Full Text Available The objective of this study was to compare different random regression models, defined from different classes of heterogeneity of variance combined with different Legendre polynomial orders for the estimate of (covariance of quails. The data came from 28,076 observations of 4,507 female meat quails of the LF1 lineage. Quail body weights were determined at birth and 1, 14, 21, 28, 35 and 42 days of age. Six different classes of residual variance were fitted to Legendre polynomial functions (orders ranging from 2 to 6 to determine which model had the best fit to describe the (covariance structures as a function of time. According to the evaluated criteria (AIC, BIC and LRT, the model with six classes of residual variances and of sixth-order Legendre polynomial was the best fit. The estimated additive genetic variance increased from birth to 28 days of age, and dropped slightly from 35 to 42 days. The heritability estimates decreased along the growth curve and changed from 0.51 (1 day to 0.16 (42 days. Animal genetic and permanent environmental correlation estimates between weights and age classes were always high and positive, except for birth weight. The sixth order Legendre polynomial, along with the residual variance divided into six classes was the best fit for the growth rate curve of meat quails; therefore, they should be considered for breeding evaluation processes by random regression models.

  1. A Fay-Herriot Model with Different Random Effect Variances

    Czech Academy of Sciences Publication Activity Database

    Hobza, Tomáš; Morales, D.; Herrador, M.; Esteban, M.D.

    2011-01-01

    Roč. 40, č. 5 (2011), s. 785-797 ISSN 0361-0926 R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : small area estimation * Fay-Herriot model * Linear mixed model * Labor Force Survey Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.274, year: 2011 http://library.utia.cas.cz/separaty/2011/SI/hobza-a%20fay-herriot%20model%20with%20different%20random%20effect%20variances.pdf

  2. A random walk model to evaluate autism

    Science.gov (United States)

    Moura, T. R. S.; Fulco, U. L.; Albuquerque, E. L.

    2018-02-01

    A common test administered during neurological examination in children is the analysis of their social communication and interaction across multiple contexts, including repetitive patterns of behavior. Poor performance may be associated with neurological conditions characterized by impairments in executive function, such as the so-called pervasive developmental disorders (PDDs), a particular condition of the autism spectrum disorders (ASDs). Inspired in these diagnosis tools, mainly those related to repetitive movements and behaviors, we studied here how the diffusion regimes of two discrete-time random walkers, mimicking the lack of social interaction and restricted interests developed for children with PDDs, are affected. Our model, which is based on the so-called elephant random walk (ERW) approach, consider that one of the random walker can learn and imitate the microscopic behavior of the other with probability f (1 - f otherwise). The diffusion regimes, measured by the Hurst exponent (H), is then obtained, whose changes may indicate a different degree of autism.

  3. Parameter Estimation of Partial Differential Equation Models.

    Science.gov (United States)

    Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab

    2013-01-01

    Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.

  4. Random matrix models for phase diagrams

    International Nuclear Information System (INIS)

    Vanderheyden, B; Jackson, A D

    2011-01-01

    We describe a random matrix approach that can provide generic and readily soluble mean-field descriptions of the phase diagram for a variety of systems ranging from quantum chromodynamics to high-T c materials. Instead of working from specific models, phase diagrams are constructed by averaging over the ensemble of theories that possesses the relevant symmetries of the problem. Although approximate in nature, this approach has a number of advantages. First, it can be useful in distinguishing generic features from model-dependent details. Second, it can help in understanding the 'minimal' number of symmetry constraints required to reproduce specific phase structures. Third, the robustness of predictions can be checked with respect to variations in the detailed description of the interactions. Finally, near critical points, random matrix models bear strong similarities to Ginsburg-Landau theories with the advantage of additional constraints inherited from the symmetries of the underlying interaction. These constraints can be helpful in ruling out certain topologies in the phase diagram. In this Key Issues Review, we illustrate the basic structure of random matrix models, discuss their strengths and weaknesses, and consider the kinds of system to which they can be applied.

  5. Amplitude Models for Discrimination and Yield Estimation

    Energy Technology Data Exchange (ETDEWEB)

    Phillips, William Scott [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2016-09-01

    This seminar presentation describes amplitude models and yield estimations that look at the data in order to inform legislation. The following points were brought forth in the summary: global models that will predict three-component amplitudes (R-T-Z) were produced; Q models match regional geology; corrected source spectra can be used for discrimination and yield estimation; three-component data increase coverage and reduce scatter in source spectral estimates; three-component efforts must include distance-dependent effects; a community effort on instrument calibration is needed.

  6. Estimating low-bias frequency response using random decrement

    DEFF Research Database (Denmark)

    Brincker, Rune; Brandt, Anders

    2011-01-01

    It is well known that in order to minimize the influence of leakage bias in frequency response function (FRF) estimates, smooth windows should be applied in the FFT processing. It is also normal practice to use self windowing excitation signals whenever possible. However, in many cases FRFs have...

  7. NEW MODEL FOR SOLAR RADIATION ESTIMATION FROM ...

    African Journals Online (AJOL)

    NEW MODEL FOR SOLAR RADIATION ESTIMATION FROM MEASURED AIR TEMPERATURE AND ... Nigerian Journal of Technology ... Solar radiation measurement is not sufficient in Nigeria for various reasons such as maintenance and ...

  8. Linear minimax estimation for random vectors with parametric uncertainty

    KAUST Repository

    Bitar, E; Baeyens, E; Packard, A; Poolla, K

    2010-01-01

    consider two uncertainty models, PA and PB. Model PA represents X and Y as jointly Gaussian whose covariance matrix Λ belongs to the convex hull of a set of m known covariance matrices. Model PB characterizes X and Y as jointly distributed according to a

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

    OpenAIRE

    Gao, K.; Owen, A. B.

    2016-01-01

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

  10. Estimating anisotropic diffusion of neutrons near the boundary of a pebble bed random system

    International Nuclear Information System (INIS)

    Vasques, R.

    2013-01-01

    Due to the arrangement of the pebbles in a Pebble Bed Reactor (PBR) core, if a neutron is located close to a boundary wall, its path length probability distribution function in directions of flight parallel to the wall is significantly different than in other directions. Hence, anisotropic diffusion of neutrons near the boundaries arises. We describe an analysis of neutron transport in a simplified 3-D pebble bed random system, in which we investigate the anisotropic diffusion of neutrons born near one of the system's boundary walls. While this simplified system does not model the actual physical process that takes place near the boundaries of a PBR core, the present work paves the road to a formulation that may enable more accurate diffusion simulations of such problems to be performed in the future. Monte Carlo codes have been developed for (i) deriving realizations of the 3-D random system, and (ii) performing 3-D neutron transport inside the heterogeneous model; numerical results are presented for three different choices of parameters. These numerical results are used to assess the accuracy of estimates for the mean-squared displacement of neutrons obtained with the diffusion approximations of the Atomic Mix Model and of the recently introduced [1] Non-Classical Theory with angular-dependent path length distribution. The Non-Classical Theory makes use of a Generalized Linear Boltzmann Equation in which the locations of the scattering centers in the system are correlated and the distance to collision is not exponentially distributed. We show that the results predicted using the Non-Classical Theory successfully model the anisotropic behavior of the neutrons in the random system, and more closely agree with experiment than the results predicted by the Atomic Mix Model. (authors)

  11. Estimating anisotropic diffusion of neutrons near the boundary of a pebble bed random system

    Energy Technology Data Exchange (ETDEWEB)

    Vasques, R. [Department of Mathematics, Center for Computational Engineering Science, RWTH Aachen University, Schinkel Strasse 2, D-52062 Aachen (Germany)

    2013-07-01

    Due to the arrangement of the pebbles in a Pebble Bed Reactor (PBR) core, if a neutron is located close to a boundary wall, its path length probability distribution function in directions of flight parallel to the wall is significantly different than in other directions. Hence, anisotropic diffusion of neutrons near the boundaries arises. We describe an analysis of neutron transport in a simplified 3-D pebble bed random system, in which we investigate the anisotropic diffusion of neutrons born near one of the system's boundary walls. While this simplified system does not model the actual physical process that takes place near the boundaries of a PBR core, the present work paves the road to a formulation that may enable more accurate diffusion simulations of such problems to be performed in the future. Monte Carlo codes have been developed for (i) deriving realizations of the 3-D random system, and (ii) performing 3-D neutron transport inside the heterogeneous model; numerical results are presented for three different choices of parameters. These numerical results are used to assess the accuracy of estimates for the mean-squared displacement of neutrons obtained with the diffusion approximations of the Atomic Mix Model and of the recently introduced [1] Non-Classical Theory with angular-dependent path length distribution. The Non-Classical Theory makes use of a Generalized Linear Boltzmann Equation in which the locations of the scattering centers in the system are correlated and the distance to collision is not exponentially distributed. We show that the results predicted using the Non-Classical Theory successfully model the anisotropic behavior of the neutrons in the random system, and more closely agree with experiment than the results predicted by the Atomic Mix Model. (authors)

  12. Parameter Estimation of Nonlinear Models in Forestry.

    OpenAIRE

    Fekedulegn, Desta; Mac Siúrtáin, Máirtín Pádraig; Colbert, Jim J.

    1999-01-01

    Partial derivatives of the negative exponential, monomolecular, Mitcherlich, Gompertz, logistic, Chapman-Richards, von Bertalanffy, Weibull and the Richard’s nonlinear growth models are presented. The application of these partial derivatives in estimating the model parameters is illustrated. The parameters are estimated using the Marquardt iterative method of nonlinear regression relating top height to age of Norway spruce (Picea abies L.) from the Bowmont Norway Spruce Thinnin...

  13. CONSISTENCY UNDER SAMPLING OF EXPONENTIAL RANDOM GRAPH MODELS.

    Science.gov (United States)

    Shalizi, Cosma Rohilla; Rinaldo, Alessandro

    2013-04-01

    The growing availability of network data and of scientific interest in distributed systems has led to the rapid development of statistical models of network structure. Typically, however, these are models for the entire network, while the data consists only of a sampled sub-network. Parameters for the whole network, which is what is of interest, are estimated by applying the model to the sub-network. This assumes that the model is consistent under sampling , or, in terms of the theory of stochastic processes, that it defines a projective family. Focusing on the popular class of exponential random graph models (ERGMs), we show that this apparently trivial condition is in fact violated by many popular and scientifically appealing models, and that satisfying it drastically limits ERGM's expressive power. These results are actually special cases of more general results about exponential families of dependent random variables, which we also prove. Using such results, we offer easily checked conditions for the consistency of maximum likelihood estimation in ERGMs, and discuss some possible constructive responses.

  14. Probabilistic Estimation of Rare Random Collisions in 3 Space

    Science.gov (United States)

    2009-03-01

    extended Poisson process as a feature of probability theory. With the bulk of research in extended Poisson processes going into parame- ter estimation, the...application of extended Poisson processes to spatial processes is largely untouched. Faddy performed a short study of spatial data, but overtly...the theory of extended Poisson processes . To date, the processes are limited in that the rates only depend on the number of arrivals at some time

  15. INTEGRATED SPEED ESTIMATION MODEL FOR MULTILANE EXPREESSWAYS

    Science.gov (United States)

    Hong, Sungjoon; Oguchi, Takashi

    In this paper, an integrated speed-estimation model is developed based on empirical analyses for the basic sections of intercity multilane expressway un der the uncongested condition. This model enables a speed estimation for each lane at any site under arb itrary highway-alignment, traffic (traffic flow and truck percentage), and rainfall conditions. By combin ing this model and a lane-use model which estimates traffic distribution on the lanes by each vehicle type, it is also possible to es timate an average speed across all the lanes of one direction from a traffic demand by vehicle type under specific highway-alignment and rainfall conditions. This model is exp ected to be a tool for the evaluation of traffic performance for expressways when the performance me asure is travel speed, which is necessary for Performance-Oriented Highway Planning and Design. Regarding the highway-alignment condition, two new estimators, called effective horizo ntal curvature and effective vertical grade, are proposed in this paper which take into account the influence of upstream and downstream alignment conditions. They are applied to the speed-estimation model, and it shows increased accuracy of the estimation.

  16. Efficiently adapting graphical models for selectivity estimation

    DEFF Research Database (Denmark)

    Tzoumas, Kostas; Deshpande, Amol; Jensen, Christian S.

    2013-01-01

    cardinality estimation without making the independence assumption. By carefully using concepts from the field of graphical models, we are able to factor the joint probability distribution over all the attributes in the database into small, usually two-dimensional distributions, without a significant loss...... in estimation accuracy. We show how to efficiently construct such a graphical model from the database using only two-way join queries, and we show how to perform selectivity estimation in a highly efficient manner. We integrate our algorithms into the PostgreSQL DBMS. Experimental results indicate...

  17. Semi-parametric estimation for ARCH models

    Directory of Open Access Journals (Sweden)

    Raed Alzghool

    2018-03-01

    Full Text Available In this paper, we conduct semi-parametric estimation for autoregressive conditional heteroscedasticity (ARCH model with Quasi likelihood (QL and Asymptotic Quasi-likelihood (AQL estimation methods. The QL approach relaxes the distributional assumptions of ARCH processes. The AQL technique is obtained from the QL method when the process conditional variance is unknown. We present an application of the methods to a daily exchange rate series. Keywords: ARCH model, Quasi likelihood (QL, Asymptotic Quasi-likelihood (AQL, Martingale difference, Kernel estimator

  18. DYNAMIC STRAIN MAPPING AND REAL-TIME DAMAGE STATE ESTIMATION UNDER BIAXIAL RANDOM FATIGUE LOADING

    Data.gov (United States)

    National Aeronautics and Space Administration — DYNAMIC STRAIN MAPPING AND REAL-TIME DAMAGE STATE ESTIMATION UNDER BIAXIAL RANDOM FATIGUE LOADING SUBHASISH MOHANTY*, ADITI CHATTOPADHYAY, JOHN N. RAJADAS, AND CLYDE...

  19. Constrained Perturbation Regularization Approach for Signal Estimation Using Random Matrix Theory

    KAUST Repository

    Suliman, Mohamed Abdalla Elhag; Ballal, Tarig; Kammoun, Abla; Al-Naffouri, Tareq Y.

    2016-01-01

    random matrix theory are applied to derive the near-optimum regularizer that minimizes the mean-squared error of the estimator. Simulation results demonstrate that the proposed approach outperforms a set of benchmark regularization methods for various

  20. Estimation of the Coefficient of Restitution of Rocking Systems by the Random Decrement Technique

    DEFF Research Database (Denmark)

    Brincker, Rune; Demosthenous, M.; Manos, G. C.

    The aim of this paper is to investigate the possibility of estimating an average damping parameter for a rocking system due to impact, the so-called coefficient of restitution, from the random response, i.e. when the loads are random and unknown, and the response is measured. The objective is to ...... of freedom system loaded by white noise, estimating the coefficient of restitution as explained, and comparing the estimates with the value used in the simulations. Several estimates for the coefficient of restitution are considered, and reasonable results are achieved....

  1. A simulation study on estimating biomarker-treatment interaction effects in randomized trials with prognostic variables.

    Science.gov (United States)

    Haller, Bernhard; Ulm, Kurt

    2018-02-20

    To individualize treatment decisions based on patient characteristics, identification of an interaction between a biomarker and treatment is necessary. Often such potential interactions are analysed using data from randomized clinical trials intended for comparison of two treatments. Tests of interactions are often lacking statistical power and we investigated if and how a consideration of further prognostic variables can improve power and decrease the bias of estimated biomarker-treatment interactions in randomized clinical trials with time-to-event outcomes. A simulation study was performed to assess how prognostic factors affect the estimate of the biomarker-treatment interaction for a time-to-event outcome, when different approaches, like ignoring other prognostic factors, including all available covariates or using variable selection strategies, are applied. Different scenarios regarding the proportion of censored observations, the correlation structure between the covariate of interest and further potential prognostic variables, and the strength of the interaction were considered. The simulation study revealed that in a regression model for estimating a biomarker-treatment interaction, the probability of detecting a biomarker-treatment interaction can be increased by including prognostic variables that are associated with the outcome, and that the interaction estimate is biased when relevant prognostic variables are not considered. However, the probability of a false-positive finding increases if too many potential predictors are included or if variable selection is performed inadequately. We recommend undertaking an adequate literature search before data analysis to derive information about potential prognostic variables and to gain power for detecting true interaction effects and pre-specifying analyses to avoid selective reporting and increased false-positive rates.

  2. Revisiting Boltzmann learning: parameter estimation in Markov random fields

    DEFF Research Database (Denmark)

    Hansen, Lars Kai; Andersen, Lars Nonboe; Kjems, Ulrik

    1996-01-01

    This article presents a generalization of the Boltzmann machine that allows us to use the learning rule for a much wider class of maximum likelihood and maximum a posteriori problems, including both supervised and unsupervised learning. Furthermore, the approach allows us to discuss regularization...... and generalization in the context of Boltzmann machines. We provide an illustrative example concerning parameter estimation in an inhomogeneous Markov field. The regularized adaptation produces a parameter set that closely resembles the “teacher” parameters, hence, will produce segmentations that closely reproduce...

  3. Stochastic Optimal Estimation with Fuzzy Random Variables and Fuzzy Kalman Filtering

    Institute of Scientific and Technical Information of China (English)

    FENG Yu-hu

    2005-01-01

    By constructing a mean-square performance index in the case of fuzzy random variable, the optimal estimation theorem for unknown fuzzy state using the fuzzy observation data are given. The state and output of linear discrete-time dynamic fuzzy system with Gaussian noise are Gaussian fuzzy random variable sequences. An approach to fuzzy Kalman filtering is discussed. Fuzzy Kalman filtering contains two parts: a real-valued non-random recurrence equation and the standard Kalman filtering.

  4. Estimates of Inequality Indices Based on Simple Random, Ranked Set, and Systematic Sampling

    OpenAIRE

    Bansal, Pooja; Arora, Sangeeta; Mahajan, Kalpana K.

    2013-01-01

    Gini index, Bonferroni index, and Absolute Lorenz index are some popular indices of inequality showing different features of inequality measurement. In general simple random sampling procedure is commonly used to estimate the inequality indices and their related inference. The key condition that the samples must be drawn via simple random sampling procedure though makes calculations much simpler but this assumption is often violated in practice as the data does not always yield simple random ...

  5. Parameter Estimation of Partial Differential Equation Models

    KAUST Repository

    Xun, Xiaolei

    2013-09-01

    Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown and need to be estimated from the measurements of the dynamic system in the presence of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from long-range infrared light detection and ranging data. Supplementary materials for this article are available online. © 2013 American Statistical Association.

  6. Random Forests (RFs) for Estimation, Uncertainty Prediction and Interpretation of Monthly Solar Potential

    Science.gov (United States)

    Assouline, Dan; Mohajeri, Nahid; Scartezzini, Jean-Louis

    2017-04-01

    Solar energy is clean, widely available, and arguably the most promising renewable energy resource. Taking full advantage of solar power, however, requires a deep understanding of its patterns and dependencies in space and time. The recent advances in Machine Learning brought powerful algorithms to estimate the spatio-temporal variations of solar irradiance (the power per unit area received from the Sun, W/m2), using local weather and terrain information. Such algorithms include Deep Learning (e.g. Artificial Neural Networks), or kernel methods (e.g. Support Vector Machines). However, most of these methods have some disadvantages, as they: (i) are complex to tune, (ii) are mainly used as a black box and offering no interpretation on the variables contributions, (iii) often do not provide uncertainty predictions (Assouline et al., 2016). To provide a reasonable solar mapping with good accuracy, these gaps would ideally need to be filled. We present here simple steps using one ensemble learning algorithm namely, Random Forests (Breiman, 2001) to (i) estimate monthly solar potential with good accuracy, (ii) provide information on the contribution of each feature in the estimation, and (iii) offer prediction intervals for each point estimate. We have selected Switzerland as an example. Using a Digital Elevation Model (DEM) along with monthly solar irradiance time series and weather data, we build monthly solar maps for Global Horizontal Irradiance (GHI), Diffuse Horizontal Irradiance (GHI), and Extraterrestrial Irradiance (EI). The weather data include monthly values for temperature, precipitation, sunshine duration, and cloud cover. In order to explain the impact of each feature on the solar irradiance of each point estimate, we extend the contribution method (Kuz'min et al., 2011) to a regression setting. Contribution maps for all features can then be computed for each solar map. This provides precious information on the spatial variation of the features impact all

  7. Modeling of chromosome intermingling by partially overlapping uniform random polygons.

    Science.gov (United States)

    Blackstone, T; Scharein, R; Borgo, B; Varela, R; Diao, Y; Arsuaga, J

    2011-03-01

    During the early phase of the cell cycle the eukaryotic genome is organized into chromosome territories. The geometry of the interface between any two chromosomes remains a matter of debate and may have important functional consequences. The Interchromosomal Network model (introduced by Branco and Pombo) proposes that territories intermingle along their periphery. In order to partially quantify this concept we here investigate the probability that two chromosomes form an unsplittable link. We use the uniform random polygon as a crude model for chromosome territories and we model the interchromosomal network as the common spatial region of two overlapping uniform random polygons. This simple model allows us to derive some rigorous mathematical results as well as to perform computer simulations easily. We find that the probability that one uniform random polygon of length n that partially overlaps a fixed polygon is bounded below by 1 − O(1/√n). We use numerical simulations to estimate the dependence of the linking probability of two uniform random polygons (of lengths n and m, respectively) on the amount of overlapping. The degree of overlapping is parametrized by a parameter [Formula: see text] such that [Formula: see text] indicates no overlapping and [Formula: see text] indicates total overlapping. We propose that this dependence relation may be modeled as f (ε, m, n) = [Formula: see text]. Numerical evidence shows that this model works well when [Formula: see text] is relatively large (ε ≥ 0.5). We then use these results to model the data published by Branco and Pombo and observe that for the amount of overlapping observed experimentally the URPs have a non-zero probability of forming an unsplittable link.

  8. Conditional shape models for cardiac motion estimation

    DEFF Research Database (Denmark)

    Metz, Coert; Baka, Nora; Kirisli, Hortense

    2010-01-01

    We propose a conditional statistical shape model to predict patient specific cardiac motion from the 3D end-diastolic CTA scan. The model is built from 4D CTA sequences by combining atlas based segmentation and 4D registration. Cardiac motion estimation is, for example, relevant in the dynamic...

  9. FUZZY MODELING BY SUCCESSIVE ESTIMATION OF RULES ...

    African Journals Online (AJOL)

    This paper presents an algorithm for automatically deriving fuzzy rules directly from a set of input-output data of a process for the purpose of modeling. The rules are extracted by a method termed successive estimation. This method is used to generate a model without truncating the number of fired rules, to within user ...

  10. Robust estimation for ordinary differential equation models.

    Science.gov (United States)

    Cao, J; Wang, L; Xu, J

    2011-12-01

    Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. © 2011, The International Biometric Society.

  11. Statistical Model-Based Face Pose Estimation

    Institute of Scientific and Technical Information of China (English)

    GE Xinliang; YANG Jie; LI Feng; WANG Huahua

    2007-01-01

    A robust face pose estimation approach is proposed by using face shape statistical model approach and pose parameters are represented by trigonometric functions. The face shape statistical model is firstly built by analyzing the face shapes from different people under varying poses. The shape alignment is vital in the process of building the statistical model. Then, six trigonometric functions are employed to represent the face pose parameters. Lastly, the mapping function is constructed between face image and face pose by linearly relating different parameters. The proposed approach is able to estimate different face poses using a few face training samples. Experimental results are provided to demonstrate its efficiency and accuracy.

  12. Connectivity ranking of heterogeneous random conductivity models

    Science.gov (United States)

    Rizzo, C. B.; de Barros, F.

    2017-12-01

    To overcome the challenges associated with hydrogeological data scarcity, the hydraulic conductivity (K) field is often represented by a spatial random process. The state-of-the-art provides several methods to generate 2D or 3D random K-fields, such as the classic multi-Gaussian fields or non-Gaussian fields, training image-based fields and object-based fields. We provide a systematic comparison of these models based on their connectivity. We use the minimum hydraulic resistance as a connectivity measure, which it has been found to be strictly correlated with early time arrival of dissolved contaminants. A computationally efficient graph-based algorithm is employed, allowing a stochastic treatment of the minimum hydraulic resistance through a Monte-Carlo approach and therefore enabling the computation of its uncertainty. The results show the impact of geostatistical parameters on the connectivity for each group of random fields, being able to rank the fields according to their minimum hydraulic resistance.

  13. Modeling superhydrophobic surfaces comprised of random roughness

    Science.gov (United States)

    Samaha, M. A.; Tafreshi, H. Vahedi; Gad-El-Hak, M.

    2011-11-01

    We model the performance of superhydrophobic surfaces comprised of randomly distributed roughness that resembles natural surfaces, or those produced via random deposition of hydrophobic particles. Such a fabrication method is far less expensive than ordered-microstructured fabrication. The present numerical simulations are aimed at improving our understanding of the drag reduction effect and the stability of the air-water interface in terms of the microstructure parameters. For comparison and validation, we have also simulated the flow over superhydrophobic surfaces made up of aligned or staggered microposts for channel flows as well as streamwise or spanwise ridge configurations for pipe flows. The present results are compared with other theoretical and experimental studies. The numerical simulations indicate that the random distribution of surface roughness has a favorable effect on drag reduction, as long as the gas fraction is kept the same. The stability of the meniscus, however, is strongly influenced by the average spacing between the roughness peaks, which needs to be carefully examined before a surface can be recommended for fabrication. Financial support from DARPA, contract number W91CRB-10-1-0003, is acknowledged.

  14. A random matrix model of relaxation

    International Nuclear Information System (INIS)

    Lebowitz, J L; Pastur, L

    2004-01-01

    We consider a two-level system, S 2 , coupled to a general n level system, S n , via a random matrix. We derive an integral representation for the mean reduced density matrix ρ(t) of S 2 in the limit n → ∞, and we identify a model of S n which possesses some of the properties expected for macroscopic thermal reservoirs. In particular, it yields the Gibbs form for ρ(∞). We also consider an analog of the van Hove limit and obtain a master equation (Markov dynamics) for the evolution of ρ(t) on an appropriate time scale

  15. Direct Importance Estimation with Gaussian Mixture Models

    Science.gov (United States)

    Yamada, Makoto; Sugiyama, Masashi

    The ratio of two probability densities is called the importance and its estimation has gathered a great deal of attention these days since the importance can be used for various data processing purposes. In this paper, we propose a new importance estimation method using Gaussian mixture models (GMMs). Our method is an extention of the Kullback-Leibler importance estimation procedure (KLIEP), an importance estimation method using linear or kernel models. An advantage of GMMs is that covariance matrices can also be learned through an expectation-maximization procedure, so the proposed method — which we call the Gaussian mixture KLIEP (GM-KLIEP) — is expected to work well when the true importance function has high correlation. Through experiments, we show the validity of the proposed approach.

  16. Thresholding projection estimators in functional linear models

    OpenAIRE

    Cardot, Hervé; Johannes, Jan

    2010-01-01

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

  17. Clock error models for simulation and estimation

    International Nuclear Information System (INIS)

    Meditch, J.S.

    1981-10-01

    Mathematical models for the simulation and estimation of errors in precision oscillators used as time references in satellite navigation systems are developed. The results, based on all currently known oscillator error sources, are directly implementable on a digital computer. The simulation formulation is sufficiently flexible to allow for the inclusion or exclusion of individual error sources as desired. The estimation algorithms, following from Kalman filter theory, provide directly for the error analysis of clock errors in both filtering and prediction

  18. Ising model of a randomly triangulated random surface as a definition of fermionic string theory

    International Nuclear Information System (INIS)

    Bershadsky, M.A.; Migdal, A.A.

    1986-01-01

    Fermionic degrees of freedom are added to randomly triangulated planar random surfaces. It is shown that the Ising model on a fixed graph is equivalent to a certain Majorana fermion theory on the dual graph. (orig.)

  19. Estimating Model Probabilities using Thermodynamic Markov Chain Monte Carlo Methods

    Science.gov (United States)

    Ye, M.; Liu, P.; Beerli, P.; Lu, D.; Hill, M. C.

    2014-12-01

    Markov chain Monte Carlo (MCMC) methods are widely used to evaluate model probability for quantifying model uncertainty. In a general procedure, MCMC simulations are first conducted for each individual model, and MCMC parameter samples are then used to approximate marginal likelihood of the model by calculating the geometric mean of the joint likelihood of the model and its parameters. It has been found the method of evaluating geometric mean suffers from the numerical problem of low convergence rate. A simple test case shows that even millions of MCMC samples are insufficient to yield accurate estimation of the marginal likelihood. To resolve this problem, a thermodynamic method is used to have multiple MCMC runs with different values of a heating coefficient between zero and one. When the heating coefficient is zero, the MCMC run is equivalent to a random walk MC in the prior parameter space; when the heating coefficient is one, the MCMC run is the conventional one. For a simple case with analytical form of the marginal likelihood, the thermodynamic method yields more accurate estimate than the method of using geometric mean. This is also demonstrated for a case of groundwater modeling with consideration of four alternative models postulated based on different conceptualization of a confining layer. This groundwater example shows that model probabilities estimated using the thermodynamic method are more reasonable than those obtained using the geometric method. The thermodynamic method is general, and can be used for a wide range of environmental problem for model uncertainty quantification.

  20. Random-growth urban model with geographical fitness

    Science.gov (United States)

    Kii, Masanobu; Akimoto, Keigo; Doi, Kenji

    2012-12-01

    This paper formulates a random-growth urban model with a notion of geographical fitness. Using techniques of complex-network theory, we study our system as a type of preferential-attachment model with fitness, and we analyze its macro behavior to clarify the properties of the city-size distributions it predicts. First, restricting the geographical fitness to take positive values and using a continuum approach, we show that the city-size distributions predicted by our model asymptotically approach Pareto distributions with coefficients greater than unity. Then, allowing the geographical fitness to take negative values, we perform local coefficient analysis to show that the predicted city-size distributions can deviate from Pareto distributions, as is often observed in actual city-size distributions. As a result, the model we propose can generate a generic class of city-size distributions, including but not limited to Pareto distributions. For applications to city-population projections, our simple model requires randomness only when new cities are created, not during their subsequent growth. This property leads to smooth trajectories of city population growth, in contrast to other models using Gibrat’s law. In addition, a discrete form of our dynamical equations can be used to estimate past city populations based on present-day data; this fact allows quantitative assessment of the performance of our model. Further study is needed to determine appropriate formulas for the geographical fitness.

  1. Estimation and uncertainty of reversible Markov models.

    Science.gov (United States)

    Trendelkamp-Schroer, Benjamin; Wu, Hao; Paul, Fabian; Noé, Frank

    2015-11-07

    Reversibility is a key concept in Markov models and master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model rely heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is, therefore, crucial to the successful application of the previously developed theory. In this work, we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta-stable features of the observed process during posterior inference. All algorithms here are implemented in the PyEMMA software--http://pyemma.org--as of version 2.0.

  2. Deriving Genomic Breeding Values for Residual Feed Intake from Covariance Functions of Random Regression Models

    DEFF Research Database (Denmark)

    Strathe, Anders B; Mark, Thomas; Nielsen, Bjarne

    2014-01-01

    Random regression models were used to estimate covariance functions between cumulated feed intake (CFI) and body weight (BW) in 8424 Danish Duroc pigs. Random regressions on second order Legendre polynomials of age were used to describe genetic and permanent environmental curves in BW and CFI...

  3. Parameter Estimation for Thurstone Choice Models

    Energy Technology Data Exchange (ETDEWEB)

    Vojnovic, Milan [London School of Economics (United Kingdom); Yun, Seyoung [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2017-04-24

    We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or more items (so called top-1 lists). This model accommodates the well-known choice models such as the Luce choice model for comparison sets of two or more items and the Bradley-Terry model for pair comparisons. We provide a tight characterization of the mean squared error of the maximum likelihood parameter estimator. We also provide similar characterizations for parameter estimators defined by a rank-breaking method, which amounts to deducing one or more pair comparisons from a comparison of two or more items, assuming independence of these pair comparisons, and maximizing a likelihood function derived under these assumptions. We also consider a related binary classification problem where each individual parameter takes value from a set of two possible values and the goal is to correctly classify all items within a prescribed classification error. The results of this paper shed light on how the parameter estimation accuracy depends on given Thurstone choice model and the structure of comparison sets. In particular, we found that for unbiased input comparison sets of a given cardinality, when in expectation each comparison set of given cardinality occurs the same number of times, for a broad class of Thurstone choice models, the mean squared error decreases with the cardinality of comparison sets, but only marginally according to a diminishing returns relation. On the other hand, we found that there exist Thurstone choice models for which the mean squared error of the maximum likelihood parameter estimator can decrease much faster with the cardinality of comparison sets. We report empirical evaluation of some claims and key parameters revealed by theory using both synthetic and real-world input data from some popular sport competitions and online labor platforms.

  4. A METHOD TO ESTIMATE TEMPORAL INTERACTION IN A CONDITIONAL RANDOM FIELD BASED APPROACH FOR CROP RECOGNITION

    Directory of Open Access Journals (Sweden)

    P. M. A. Diaz

    2016-06-01

    Full Text Available This paper presents a method to estimate the temporal interaction in a Conditional Random Field (CRF based approach for crop recognition from multitemporal remote sensing image sequences. This approach models the phenology of different crop types as a CRF. Interaction potentials are assumed to depend only on the class labels of an image site at two consecutive epochs. In the proposed method, the estimation of temporal interaction parameters is considered as an optimization problem, whose goal is to find the transition matrix that maximizes the CRF performance, upon a set of labelled data. The objective functions underlying the optimization procedure can be formulated in terms of different accuracy metrics, such as overall and average class accuracy per crop or phenological stages. To validate the proposed approach, experiments were carried out upon a dataset consisting of 12 co-registered LANDSAT images of a region in southeast of Brazil. Pattern Search was used as the optimization algorithm. The experimental results demonstrated that the proposed method was able to substantially outperform estimates related to joint or conditional class transition probabilities, which rely on training samples.

  5. On the estimation variance for the specific Euler-Poincaré characteristic of random networks.

    Science.gov (United States)

    Tscheschel, A; Stoyan, D

    2003-07-01

    The specific Euler number is an important topological characteristic in many applications. It is considered here for the case of random networks, which may appear in microscopy either as primary objects of investigation or as secondary objects describing in an approximate way other structures such as, for example, porous media. For random networks there is a simple and natural estimator of the specific Euler number. For its estimation variance, a simple Poisson approximation is given. It is based on the general exact formula for the estimation variance. In two examples of quite different nature and topology application of the formulas is demonstrated.

  6. Contributions in Radio Channel Sounding, Modeling, and Estimation

    DEFF Research Database (Denmark)

    Pedersen, Troels

    2009-01-01

    This thesis spans over three strongly related topics in wireless communication: channel-sounding, -modeling, and -estimation. Three main problems are addressed: optimization of spatio-temporal apertures for channel sounding; estimation of per-path power spectral densities (psds); and modeling...... relies on a ``propagation graph'' where vertices  represent scatterers and edges represent the wave propagation conditions between scatterers.  The graph has a recursive structure, which permits modeling of the transfer function of the graph. We derive a closed-form expression of the infinite......-bounce impulse response. This expression is used for simulation of the impulse response of randomly generated propagation graphs. The obtained realizations exhibit the well-observed  exponential power decay versus delay and specular-to-diffuse transition....

  7. Random defect lines in conformal minimal models

    International Nuclear Information System (INIS)

    Jeng, M.; Ludwig, A.W.W.

    2001-01-01

    We analyze the effect of adding quenched disorder along a defect line in the 2D conformal minimal models using replicas. The disorder is realized by a random applied magnetic field in the Ising model, by fluctuations in the ferromagnetic bond coupling in the tricritical Ising model and tricritical three-state Potts model (the phi 12 operator), etc. We find that for the Ising model, the defect renormalizes to two decoupled half-planes without disorder, but that for all other models, the defect renormalizes to a disorder-dominated fixed point. Its critical properties are studied with an expansion in ε∝1/m for the mth Virasoro minimal model. The decay exponents X N =((N)/(2))1-((9(3N-4))/(4(m+1) 2 ))+O((3)/(m+1)) 3 of the Nth moment of the two-point function of phi 12 along the defect are obtained to 2-loop order, exhibiting multifractal behavior. This leads to a typical decay exponent X typ =((1)/(2))1+((9)/((m+1) 2 ))+O((3)/(m+1)) 3 . One-point functions are seen to have a non-self-averaging amplitude. The boundary entropy is larger than that of the pure system by order 1/m 3 . As a byproduct of our calculations, we also obtain to 2-loop order the exponent X-tilde N =N1-((2)/(9π 2 ))(3N-4)(q-2) 2 +O(q-2) 3 of the Nth moment of the energy operator in the q-state Potts model with bulk bond disorder

  8. A dynamic random effects multinomial logit model of household car ownership

    DEFF Research Database (Denmark)

    Bue Bjørner, Thomas; Leth-Petersen, Søren

    2007-01-01

    Using a large household panel we estimate demand for car ownership by means of a dynamic multinomial model with correlated random effects. Results suggest that the persistence in car ownership observed in the data should be attributed to both true state dependence and to unobserved heterogeneity...... (random effects). It also appears that random effects related to single and multiple car ownership are correlated, suggesting that the IIA assumption employed in simple multinomial models of car ownership is invalid. Relatively small elasticities with respect to income and car costs are estimated...

  9. Estimating the Multilevel Rasch Model: With the lme4 Package

    Directory of Open Access Journals (Sweden)

    Harold Doran

    2007-02-01

    Full Text Available Traditional Rasch estimation of the item and student parameters via marginal maximum likelihood, joint maximum likelihood or conditional maximum likelihood, assume individuals in clustered settings are uncorrelated and items within a test that share a grouping structure are also uncorrelated. These assumptions are often violated, particularly in educational testing situations, in which students are grouped into classrooms and many test items share a common grouping structure, such as a content strand or a reading passage. Consequently, one possible approach is to explicitly recognize the clustered nature of the data and directly incorporate random effects to account for the various dependencies. This article demonstrates how the multilevel Rasch model can be estimated using the functions in R for mixed-effects models with crossed or partially crossed random effects. We demonstrate how to model the following hierarchical data structures: a individuals clustered in similar settings (e.g., classrooms, schools, b items nested within a particular group (such as a content strand or a reading passage, and c how to estimate a teacher × content strand interaction.

  10. Social aggregation in pea aphids: experiment and random walk modeling.

    Directory of Open Access Journals (Sweden)

    Christa Nilsen

    Full Text Available From bird flocks to fish schools and ungulate herds to insect swarms, social biological aggregations are found across the natural world. An ongoing challenge in the mathematical modeling of aggregations is to strengthen the connection between models and biological data by quantifying the rules that individuals follow. We model aggregation of the pea aphid, Acyrthosiphon pisum. Specifically, we conduct experiments to track the motion of aphids walking in a featureless circular arena in order to deduce individual-level rules. We observe that each aphid transitions stochastically between a moving and a stationary state. Moving aphids follow a correlated random walk. The probabilities of motion state transitions, as well as the random walk parameters, depend strongly on distance to an aphid's nearest neighbor. For large nearest neighbor distances, when an aphid is essentially isolated, its motion is ballistic with aphids moving faster, turning less, and being less likely to stop. In contrast, for short nearest neighbor distances, aphids move more slowly, turn more, and are more likely to become stationary; this behavior constitutes an aggregation mechanism. From the experimental data, we estimate the state transition probabilities and correlated random walk parameters as a function of nearest neighbor distance. With the individual-level model established, we assess whether it reproduces the macroscopic patterns of movement at the group level. To do so, we consider three distributions, namely distance to nearest neighbor, angle to nearest neighbor, and percentage of population moving at any given time. For each of these three distributions, we compare our experimental data to the output of numerical simulations of our nearest neighbor model, and of a control model in which aphids do not interact socially. Our stochastic, social nearest neighbor model reproduces salient features of the experimental data that are not captured by the control.

  11. Sparse estimation of polynomial dynamical models

    NARCIS (Netherlands)

    Toth, R.; Hjalmarsson, H.; Rojas, C.R.; Kinnaert, M.

    2012-01-01

    In many practical situations, it is highly desirable to estimate an accurate mathematical model of a real system using as few parameters as possible. This can be motivated either from appealing to a parsimony principle (Occam's razor) or from the view point of the utilization complexity in terms of

  12. Coupling Hydrologic and Hydrodynamic Models to Estimate PMF

    Science.gov (United States)

    Felder, G.; Weingartner, R.

    2015-12-01

    Most sophisticated probable maximum flood (PMF) estimations derive the PMF from the probable maximum precipitation (PMP) by applying deterministic hydrologic models calibrated with observed data. This method is based on the assumption that the hydrological system is stationary, meaning that the system behaviour during the calibration period or the calibration event is presumed to be the same as it is during the PMF. However, as soon as a catchment-specific threshold is reached, the system is no longer stationary. At or beyond this threshold, retention areas, new flow paths, and changing runoff processes can strongly affect downstream peak discharge. These effects can be accounted for by coupling hydrologic and hydrodynamic models, a technique that is particularly promising when the expected peak discharge may considerably exceed the observed maximum discharge. In such cases, the coupling of hydrologic and hydraulic models has the potential to significantly increase the physical plausibility of PMF estimations. This procedure ensures both that the estimated extreme peak discharge does not exceed the physical limit based on riverbed capacity and that the dampening effect of inundation processes on peak discharge is considered. Our study discusses the prospect of considering retention effects on PMF estimations by coupling hydrologic and hydrodynamic models. This method is tested by forcing PREVAH, a semi-distributed deterministic hydrological model, with randomly generated, physically plausible extreme precipitation patterns. The resulting hydrographs are then used to externally force the hydraulic model BASEMENT-ETH (riverbed in 1D, potential inundation areas in 2D). Finally, the PMF estimation results obtained using the coupled modelling approach are compared to the results obtained using ordinary hydrologic modelling.

  13. Random effects coefficient of determination for mixed and meta-analysis models.

    Science.gov (United States)

    Demidenko, Eugene; Sargent, James; Onega, Tracy

    2012-01-01

    The key feature of a mixed model is the presence of random effects. We have developed a coefficient, called the random effects coefficient of determination, [Formula: see text], that estimates the proportion of the conditional variance of the dependent variable explained by random effects. This coefficient takes values from 0 to 1 and indicates how strong the random effects are. The difference from the earlier suggested fixed effects coefficient of determination is emphasized. If [Formula: see text] is close to 0, there is weak support for random effects in the model because the reduction of the variance of the dependent variable due to random effects is small; consequently, random effects may be ignored and the model simplifies to standard linear regression. The value of [Formula: see text] apart from 0 indicates the evidence of the variance reduction in support of the mixed model. If random effects coefficient of determination is close to 1 the variance of random effects is very large and random effects turn into free fixed effects-the model can be estimated using the dummy variable approach. We derive explicit formulas for [Formula: see text] in three special cases: the random intercept model, the growth curve model, and meta-analysis model. Theoretical results are illustrated with three mixed model examples: (1) travel time to the nearest cancer center for women with breast cancer in the U.S., (2) cumulative time watching alcohol related scenes in movies among young U.S. teens, as a risk factor for early drinking onset, and (3) the classic example of the meta-analysis model for combination of 13 studies on tuberculosis vaccine.

  14. Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time

    NARCIS (Netherlands)

    Mesters, G.; Koopman, S.J.

    2014-01-01

    An exact maximum likelihood method is developed for the estimation of parameters in a nonlinear non-Gaussian dynamic panel data model with unobserved random individual-specific and time-varying effects. We propose an estimation procedure based on the importance sampling technique. In particular, a

  15. Modelling maximum likelihood estimation of availability

    International Nuclear Information System (INIS)

    Waller, R.A.; Tietjen, G.L.; Rock, G.W.

    1975-01-01

    Suppose the performance of a nuclear powered electrical generating power plant is continuously monitored to record the sequence of failure and repairs during sustained operation. The purpose of this study is to assess one method of estimating the performance of the power plant when the measure of performance is availability. That is, we determine the probability that the plant is operational at time t. To study the availability of a power plant, we first assume statistical models for the variables, X and Y, which denote the time-to-failure and the time-to-repair variables, respectively. Once those statistical models are specified, the availability, A(t), can be expressed as a function of some or all of their parameters. Usually those parameters are unknown in practice and so A(t) is unknown. This paper discusses the maximum likelihood estimator of A(t) when the time-to-failure model for X is an exponential density with parameter, lambda, and the time-to-repair model for Y is an exponential density with parameter, theta. Under the assumption of exponential models for X and Y, it follows that the instantaneous availability at time t is A(t)=lambda/(lambda+theta)+theta/(lambda+theta)exp[-[(1/lambda)+(1/theta)]t] with t>0. Also, the steady-state availability is A(infinity)=lambda/(lambda+theta). We use the observations from n failure-repair cycles of the power plant, say X 1 , X 2 , ..., Xsub(n), Y 1 , Y 2 , ..., Ysub(n) to present the maximum likelihood estimators of A(t) and A(infinity). The exact sampling distributions for those estimators and some statistical properties are discussed before a simulation model is used to determine 95% simulation intervals for A(t). The methodology is applied to two examples which approximate the operating history of two nuclear power plants. (author)

  16. High-dimensional model estimation and model selection

    CERN Multimedia

    CERN. Geneva

    2015-01-01

    I will review concepts and algorithms from high-dimensional statistics for linear model estimation and model selection. I will particularly focus on the so-called p>>n setting where the number of variables p is much larger than the number of samples n. I will focus mostly on regularized statistical estimators that produce sparse models. Important examples include the LASSO and its matrix extension, the Graphical LASSO, and more recent non-convex methods such as the TREX. I will show the applicability of these estimators in a diverse range of scientific applications, such as sparse interaction graph recovery and high-dimensional classification and regression problems in genomics.

  17. Modelling and estimating degradation processes with application in structural reliability

    International Nuclear Information System (INIS)

    Chiquet, J.

    2007-06-01

    The characteristic level of degradation of a given structure is modeled through a stochastic process called the degradation process. The random evolution of the degradation process is governed by a differential system with Markovian environment. We put the associated reliability framework by considering the failure of the structure once the degradation process reaches a critical threshold. A closed form solution of the reliability function is obtained thanks to Markov renewal theory. Then, we build an estimation methodology for the parameters of the stochastic processes involved. The estimation methods and the theoretical results, as well as the associated numerical algorithms, are validated on simulated data sets. Our method is applied to the modelling of a real degradation mechanism, known as crack growth, for which an experimental data set is considered. (authors)

  18. Measurement model choice influenced randomized controlled trial results.

    Science.gov (United States)

    Gorter, Rosalie; Fox, Jean-Paul; Apeldoorn, Adri; Twisk, Jos

    2016-11-01

    In randomized controlled trials (RCTs), outcome variables are often patient-reported outcomes measured with questionnaires. Ideally, all available item information is used for score construction, which requires an item response theory (IRT) measurement model. However, in practice, the classical test theory measurement model (sum scores) is mostly used, and differences between response patterns leading to the same sum score are ignored. The enhanced differentiation between scores with IRT enables more precise estimation of individual trajectories over time and group effects. The objective of this study was to show the advantages of using IRT scores instead of sum scores when analyzing RCTs. Two studies are presented, a real-life RCT, and a simulation study. Both IRT and sum scores are used to measure the construct and are subsequently used as outcomes for effect calculation. The bias in RCT results is conditional on the measurement model that was used to construct the scores. A bias in estimated trend of around one standard deviation was found when sum scores were used, where IRT showed negligible bias. Accurate statistical inferences are made from an RCT study when using IRT to estimate construct measurements. The use of sum scores leads to incorrect RCT results. Copyright © 2016 Elsevier Inc. All rights reserved.

  19. Flood damage estimation of companies: A comparison of Stage-Damage-Functions and Random Forests

    Science.gov (United States)

    Sieg, Tobias; Kreibich, Heidi; Vogel, Kristin; Merz, Bruno

    2017-04-01

    The development of appropriate flood damage models plays an important role not only for the damage assessment after an event but also to develop adaptation and risk mitigation strategies. So called Stage-Damage-Functions (SDFs) are often applied as a standard approach to estimate flood damage. These functions assign a certain damage to the water depth depending on the use or other characteristics of the exposed objects. Recent studies apply machine learning algorithms like Random Forests (RFs) to model flood damage. These algorithms usually consider more influencing variables and promise to depict a more detailed insight into the damage processes. In addition they provide an inherent validation scheme. Our study focuses on direct, tangible damage of single companies. The objective is to model and validate the flood damage suffered by single companies with SDFs and RFs. The data sets used are taken from two surveys conducted after the floods in the Elbe and Danube catchments in the years 2002 and 2013 in Germany. Damage to buildings (n = 430), equipment (n = 651) as well as goods and stock (n = 530) are taken into account. The model outputs are validated via a comparison with the actual flood damage acquired by the surveys and subsequently compared with each other. This study investigates the gain in model performance with the use of additional data and the advantages and disadvantages of the RFs compared to SDFs. RFs show an increase in model performance with an increasing amount of data records over a comparatively large range, while the model performance of the SDFs is already saturated for a small set of records. In addition, the RFs are able to identify damage influencing variables, which improves the understanding of damage processes. Hence, RFs can slightly improve flood damage predictions and provide additional insight into the underlying mechanisms compared to SDFs.

  20. Statistical Uncertainty Estimation Using Random Forests and Its Application to Drought Forecast

    OpenAIRE

    Chen, Junfei; Li, Ming; Wang, Weiguang

    2012-01-01

    Drought is part of natural climate variability and ranks the first natural disaster in the world. Drought forecasting plays an important role in mitigating impacts on agriculture and water resources. In this study, a drought forecast model based on the random forest method is proposed to predict the time series of monthly standardized precipitation index (SPI). We demonstrate model application by four stations in the Haihe river basin, China. The random-forest- (RF-) based forecast model has ...

  1. Estimating Coastal Digital Elevation Model (DEM) Uncertainty

    Science.gov (United States)

    Amante, C.; Mesick, S.

    2017-12-01

    Integrated bathymetric-topographic digital elevation models (DEMs) are representations of the Earth's solid surface and are fundamental to the modeling of coastal processes, including tsunami, storm surge, and sea-level rise inundation. Deviations in elevation values from the actual seabed or land surface constitute errors in DEMs, which originate from numerous sources, including: (i) the source elevation measurements (e.g., multibeam sonar, lidar), (ii) the interpolative gridding technique (e.g., spline, kriging) used to estimate elevations in areas unconstrained by source measurements, and (iii) the datum transformation used to convert bathymetric and topographic data to common vertical reference systems. The magnitude and spatial distribution of the errors from these sources are typically unknown, and the lack of knowledge regarding these errors represents the vertical uncertainty in the DEM. The National Oceanic and Atmospheric Administration (NOAA) National Centers for Environmental Information (NCEI) has developed DEMs for more than 200 coastal communities. This study presents a methodology developed at NOAA NCEI to derive accompanying uncertainty surfaces that estimate DEM errors at the individual cell-level. The development of high-resolution (1/9th arc-second), integrated bathymetric-topographic DEMs along the southwest coast of Florida serves as the case study for deriving uncertainty surfaces. The estimated uncertainty can then be propagated into the modeling of coastal processes that utilize DEMs. Incorporating the uncertainty produces more reliable modeling results, and in turn, better-informed coastal management decisions.

  2. A note on the conditional density estimate in single functional index model

    OpenAIRE

    2010-01-01

    Abstract In this paper, we consider estimation of the conditional density of a scalar response variable Y given a Hilbertian random variable X when the observations are linked with a single-index structure. We establish the pointwise and the uniform almost complete convergence (with the rate) of the kernel estimate of this model. As an application, we show how our result can be applied in the prediction problem via the conditional mode estimate. Finally, the estimation of the funct...

  3. Consistent Estimation of Partition Markov Models

    Directory of Open Access Journals (Sweden)

    Jesús E. García

    2017-04-01

    Full Text Available The Partition Markov Model characterizes the process by a partition L of the state space, where the elements in each part of L share the same transition probability to an arbitrary element in the alphabet. This model aims to answer the following questions: what is the minimal number of parameters needed to specify a Markov chain and how to estimate these parameters. In order to answer these questions, we build a consistent strategy for model selection which consist of: giving a size n realization of the process, finding a model within the Partition Markov class, with a minimal number of parts to represent the process law. From the strategy, we derive a measure that establishes a metric in the state space. In addition, we show that if the law of the process is Markovian, then, eventually, when n goes to infinity, L will be retrieved. We show an application to model internet navigation patterns.

  4. Random matrix model of adiabatic quantum computing

    International Nuclear Information System (INIS)

    Mitchell, David R.; Adami, Christoph; Lue, Waynn; Williams, Colin P.

    2005-01-01

    We present an analysis of the quantum adiabatic algorithm for solving hard instances of 3-SAT (an NP-complete problem) in terms of random matrix theory (RMT). We determine the global regularity of the spectral fluctuations of the instantaneous Hamiltonians encountered during the interpolation between the starting Hamiltonians and the ones whose ground states encode the solutions to the computational problems of interest. At each interpolation point, we quantify the degree of regularity of the average spectral distribution via its Brody parameter, a measure that distinguishes regular (i.e., Poissonian) from chaotic (i.e., Wigner-type) distributions of normalized nearest-neighbor spacings. We find that for hard problem instances - i.e., those having a critical ratio of clauses to variables - the spectral fluctuations typically become irregular across a contiguous region of the interpolation parameter, while the spectrum is regular for easy instances. Within the hard region, RMT may be applied to obtain a mathematical model of the probability of avoided level crossings and concomitant failure rate of the adiabatic algorithm due to nonadiabatic Landau-Zener-type transitions. Our model predicts that if the interpolation is performed at a uniform rate, the average failure rate of the quantum adiabatic algorithm, when averaged over hard problem instances, scales exponentially with increasing problem size

  5. Los Alamos Waste Management Cost Estimation Model

    International Nuclear Information System (INIS)

    Matysiak, L.M.; Burns, M.L.

    1994-03-01

    This final report completes the Los Alamos Waste Management Cost Estimation Project, and includes the documentation of the waste management processes at Los Alamos National Laboratory (LANL) for hazardous, mixed, low-level radioactive solid and transuranic waste, development of the cost estimation model and a user reference manual. The ultimate goal of this effort was to develop an estimate of the life cycle costs for the aforementioned waste types. The Cost Estimation Model is a tool that can be used to calculate the costs of waste management at LANL for the aforementioned waste types, under several different scenarios. Each waste category at LANL is managed in a separate fashion, according to Department of Energy requirements and state and federal regulations. The cost of the waste management process for each waste category has not previously been well documented. In particular, the costs associated with the handling, treatment and storage of the waste have not been well understood. It is anticipated that greater knowledge of these costs will encourage waste generators at the Laboratory to apply waste minimization techniques to current operations. Expected benefits of waste minimization are a reduction in waste volume, decrease in liability and lower waste management costs

  6. Estimation of Sensitive Proportion by Randomized Response Data in Successive Sampling

    Directory of Open Access Journals (Sweden)

    Bo Yu

    2015-01-01

    Full Text Available This paper considers the problem of estimation for binomial proportions of sensitive or stigmatizing attributes in the population of interest. Randomized response techniques are suggested for protecting the privacy of respondents and reducing the response bias while eliciting information on sensitive attributes. In many sensitive question surveys, the same population is often sampled repeatedly on each occasion. In this paper, we apply successive sampling scheme to improve the estimation of the sensitive proportion on current occasion.

  7. Gray bootstrap method for estimating frequency-varying random vibration signals with small samples

    Directory of Open Access Journals (Sweden)

    Wang Yanqing

    2014-04-01

    Full Text Available During environment testing, the estimation of random vibration signals (RVS is an important technique for the airborne platform safety and reliability. However, the available methods including extreme value envelope method (EVEM, statistical tolerances method (STM and improved statistical tolerance method (ISTM require large samples and typical probability distribution. Moreover, the frequency-varying characteristic of RVS is usually not taken into account. Gray bootstrap method (GBM is proposed to solve the problem of estimating frequency-varying RVS with small samples. Firstly, the estimated indexes are obtained including the estimated interval, the estimated uncertainty, the estimated value, the estimated error and estimated reliability. In addition, GBM is applied to estimating the single flight testing of certain aircraft. At last, in order to evaluate the estimated performance, GBM is compared with bootstrap method (BM and gray method (GM in testing analysis. The result shows that GBM has superiority for estimating dynamic signals with small samples and estimated reliability is proved to be 100% at the given confidence level.

  8. Simulation of a directed random-walk model: the effect of pseudo-random-number correlations

    OpenAIRE

    Shchur, L. N.; Heringa, J. R.; Blöte, H. W. J.

    1996-01-01

    We investigate the mechanism that leads to systematic deviations in cluster Monte Carlo simulations when correlated pseudo-random numbers are used. We present a simple model, which enables an analysis of the effects due to correlations in several types of pseudo-random-number sequences. This model provides qualitative understanding of the bias mechanism in a class of cluster Monte Carlo algorithms.

  9. Dynamics of the Random Field Ising Model

    Science.gov (United States)

    Xu, Jian

    The Random Field Ising Model (RFIM) is a general tool to study disordered systems. Crackling noise is generated when disordered systems are driven by external forces, spanning a broad range of sizes. Systems with different microscopic structures such as disordered mag- nets and Earth's crust have been studied under the RFIM. In this thesis, we investigated the domain dynamics and critical behavior in two dipole-coupled Ising ferromagnets Nd2Fe14B and LiHoxY 1-xF4. With Tc well above room temperature, Nd2Fe14B has shown reversible disorder when exposed to an external transverse field and crosses between two universality classes in the strong and weak disorder limits. Besides tunable disorder, LiHoxY1-xF4 has shown quantum tunneling effects arising from quantum fluctuations, providing another mechanism for domain reversal. Universality within and beyond power law dependence on avalanche size and energy were studied in LiHo0.65Y0.35 F4.

  10. Auto Regressive Moving Average (ARMA) Modeling Method for Gyro Random Noise Using a Robust Kalman Filter

    Science.gov (United States)

    Huang, Lei

    2015-01-01

    To solve the problem in which the conventional ARMA modeling methods for gyro random noise require a large number of samples and converge slowly, an ARMA modeling method using a robust Kalman filtering is developed. The ARMA model parameters are employed as state arguments. Unknown time-varying estimators of observation noise are used to achieve the estimated mean and variance of the observation noise. Using the robust Kalman filtering, the ARMA model parameters are estimated accurately. The developed ARMA modeling method has the advantages of a rapid convergence and high accuracy. Thus, the required sample size is reduced. It can be applied to modeling applications for gyro random noise in which a fast and accurate ARMA modeling method is required. PMID:26437409

  11. Parameter Estimation of Spacecraft Fuel Slosh Model

    Science.gov (United States)

    Gangadharan, Sathya; Sudermann, James; Marlowe, Andrea; Njengam Charles

    2004-01-01

    Fuel slosh in the upper stages of a spinning spacecraft during launch has been a long standing concern for the success of a space mission. Energy loss through the movement of the liquid fuel in the fuel tank affects the gyroscopic stability of the spacecraft and leads to nutation (wobble) which can cause devastating control issues. The rate at which nutation develops (defined by Nutation Time Constant (NTC can be tedious to calculate and largely inaccurate if done during the early stages of spacecraft design. Pure analytical means of predicting the influence of onboard liquids have generally failed. A strong need exists to identify and model the conditions of resonance between nutation motion and liquid modes and to understand the general characteristics of the liquid motion that causes the problem in spinning spacecraft. A 3-D computerized model of the fuel slosh that accounts for any resonant modes found in the experimental testing will allow for increased accuracy in the overall modeling process. Development of a more accurate model of the fuel slosh currently lies in a more generalized 3-D computerized model incorporating masses, springs and dampers. Parameters describing the model include the inertia tensor of the fuel, spring constants, and damper coefficients. Refinement and understanding the effects of these parameters allow for a more accurate simulation of fuel slosh. The current research will focus on developing models of different complexity and estimating the model parameters that will ultimately provide a more realistic prediction of Nutation Time Constant obtained through simulation.

  12. Resource-estimation models and predicted discovery

    International Nuclear Information System (INIS)

    Hill, G.W.

    1982-01-01

    Resources have been estimated by predictive extrapolation from past discovery experience, by analogy with better explored regions, or by inference from evidence of depletion of targets for exploration. Changes in technology and new insights into geological mechanisms have occurred sufficiently often in the long run to form part of the pattern of mature discovery experience. The criterion, that a meaningful resource estimate needs an objective measure of its precision or degree of uncertainty, excludes 'estimates' based solely on expert opinion. This is illustrated by development of error measures for several persuasive models of discovery and production of oil and gas in USA, both annually and in terms of increasing exploration effort. Appropriate generalizations of the models resolve many points of controversy. This is illustrated using two USA data sets describing discovery of oil and of U 3 O 8 ; the latter set highlights an inadequacy of available official data. Review of the oil-discovery data set provides a warrant for adjusting the time-series prediction to a higher resource figure for USA petroleum. (author)

  13. The influence of random element displacement on DOA estimates obtained with (Khatri-Rao-)root-MUSIC.

    Science.gov (United States)

    Inghelbrecht, Veronique; Verhaevert, Jo; van Hecke, Tanja; Rogier, Hendrik

    2014-11-11

    Although a wide range of direction of arrival (DOA) estimation algorithms has been described for a diverse range of array configurations, no specific stochastic analysis framework has been established to assess the probability density function of the error on DOA estimates due to random errors in the array geometry. Therefore, we propose a stochastic collocation method that relies on a generalized polynomial chaos expansion to connect the statistical distribution of random position errors to the resulting distribution of the DOA estimates. We apply this technique to the conventional root-MUSIC and the Khatri-Rao-root-MUSIC methods. According to Monte-Carlo simulations, this novel approach yields a speedup by a factor of more than 100 in terms of CPU-time for a one-dimensional case and by a factor of 56 for a two-dimensional case.

  14. Zero-inflated count models for longitudinal measurements with heterogeneous random effects.

    Science.gov (United States)

    Zhu, Huirong; Luo, Sheng; DeSantis, Stacia M

    2017-08-01

    Longitudinal zero-inflated count data arise frequently in substance use research when assessing the effects of behavioral and pharmacological interventions. Zero-inflated count models (e.g. zero-inflated Poisson or zero-inflated negative binomial) with random effects have been developed to analyze this type of data. In random effects zero-inflated count models, the random effects covariance matrix is typically assumed to be homogeneous (constant across subjects). However, in many situations this matrix may be heterogeneous (differ by measured covariates). In this paper, we extend zero-inflated count models to account for random effects heterogeneity by modeling their variance as a function of covariates. We show via simulation that ignoring intervention and covariate-specific heterogeneity can produce biased estimates of covariate and random effect estimates. Moreover, those biased estimates can be rectified by correctly modeling the random effects covariance structure. The methodological development is motivated by and applied to the Combined Pharmacotherapies and Behavioral Interventions for Alcohol Dependence (COMBINE) study, the largest clinical trial of alcohol dependence performed in United States with 1383 individuals.

  15. A random effects meta-analysis model with Box-Cox transformation.

    Science.gov (United States)

    Yamaguchi, Yusuke; Maruo, Kazushi; Partlett, Christopher; Riley, Richard D

    2017-07-19

    In a random effects meta-analysis model, true treatment effects for each study are routinely assumed to follow a normal distribution. However, normality is a restrictive assumption and the misspecification of the random effects distribution may result in a misleading estimate of overall mean for the treatment effect, an inappropriate quantification of heterogeneity across studies and a wrongly symmetric prediction interval. We focus on problems caused by an inappropriate normality assumption of the random effects distribution, and propose a novel random effects meta-analysis model where a Box-Cox transformation is applied to the observed treatment effect estimates. The proposed model aims to normalise an overall distribution of observed treatment effect estimates, which is sum of the within-study sampling distributions and the random effects distribution. When sampling distributions are approximately normal, non-normality in the overall distribution will be mainly due to the random effects distribution, especially when the between-study variation is large relative to the within-study variation. The Box-Cox transformation addresses this flexibly according to the observed departure from normality. We use a Bayesian approach for estimating parameters in the proposed model, and suggest summarising the meta-analysis results by an overall median, an interquartile range and a prediction interval. The model can be applied for any kind of variables once the treatment effect estimate is defined from the variable. A simulation study suggested that when the overall distribution of treatment effect estimates are skewed, the overall mean and conventional I 2 from the normal random effects model could be inappropriate summaries, and the proposed model helped reduce this issue. We illustrated the proposed model using two examples, which revealed some important differences on summary results, heterogeneity measures and prediction intervals from the normal random effects model. The

  16. A random effects meta-analysis model with Box-Cox transformation

    Directory of Open Access Journals (Sweden)

    Yusuke Yamaguchi

    2017-07-01

    Full Text Available Abstract Background In a random effects meta-analysis model, true treatment effects for each study are routinely assumed to follow a normal distribution. However, normality is a restrictive assumption and the misspecification of the random effects distribution may result in a misleading estimate of overall mean for the treatment effect, an inappropriate quantification of heterogeneity across studies and a wrongly symmetric prediction interval. Methods We focus on problems caused by an inappropriate normality assumption of the random effects distribution, and propose a novel random effects meta-analysis model where a Box-Cox transformation is applied to the observed treatment effect estimates. The proposed model aims to normalise an overall distribution of observed treatment effect estimates, which is sum of the within-study sampling distributions and the random effects distribution. When sampling distributions are approximately normal, non-normality in the overall distribution will be mainly due to the random effects distribution, especially when the between-study variation is large relative to the within-study variation. The Box-Cox transformation addresses this flexibly according to the observed departure from normality. We use a Bayesian approach for estimating parameters in the proposed model, and suggest summarising the meta-analysis results by an overall median, an interquartile range and a prediction interval. The model can be applied for any kind of variables once the treatment effect estimate is defined from the variable. Results A simulation study suggested that when the overall distribution of treatment effect estimates are skewed, the overall mean and conventional I 2 from the normal random effects model could be inappropriate summaries, and the proposed model helped reduce this issue. We illustrated the proposed model using two examples, which revealed some important differences on summary results, heterogeneity measures and

  17. Estimators of the Relations of Equivalence, Tolerance and Preference Based on Pairwise Comparisons with Random Errors

    Directory of Open Access Journals (Sweden)

    Leszek Klukowski

    2012-01-01

    Full Text Available This paper presents a review of results of the author in the area of estimation of the relations of equivalence, tolerance and preference within a finite set based on multiple, independent (in a stochastic way pairwise comparisons with random errors, in binary and multivalent forms. These estimators require weaker assumptions than those used in the literature on the subject. Estimates of the relations are obtained based on solutions to problems from discrete optimization. They allow application of both types of comparisons - binary and multivalent (this fact relates to the tolerance and preference relations. The estimates can be verified in a statistical way; in particular, it is possible to verify the type of the relation. The estimates have been applied by the author to problems regarding forecasting, financial engineering and bio-cybernetics. (original abstract

  18. PARAMETER ESTIMATION IN BREAD BAKING MODEL

    Directory of Open Access Journals (Sweden)

    Hadiyanto Hadiyanto

    2012-05-01

    Full Text Available Bread product quality is highly dependent to the baking process. A model for the development of product quality, which was obtained by using quantitative and qualitative relationships, was calibrated by experiments at a fixed baking temperature of 200°C alone and in combination with 100 W microwave powers. The model parameters were estimated in a stepwise procedure i.e. first, heat and mass transfer related parameters, then the parameters related to product transformations and finally product quality parameters. There was a fair agreement between the calibrated model results and the experimental data. The results showed that the applied simple qualitative relationships for quality performed above expectation. Furthermore, it was confirmed that the microwave input is most meaningful for the internal product properties and not for the surface properties as crispness and color. The model with adjusted parameters was applied in a quality driven food process design procedure to derive a dynamic operation pattern, which was subsequently tested experimentally to calibrate the model. Despite the limited calibration with fixed operation settings, the model predicted well on the behavior under dynamic convective operation and on combined convective and microwave operation. It was expected that the suitability between model and baking system could be improved further by performing calibration experiments at higher temperature and various microwave power levels.  Abstrak  PERKIRAAN PARAMETER DALAM MODEL UNTUK PROSES BAKING ROTI. Kualitas produk roti sangat tergantung pada proses baking yang digunakan. Suatu model yang telah dikembangkan dengan metode kualitatif dan kuantitaif telah dikalibrasi dengan percobaan pada temperatur 200oC dan dengan kombinasi dengan mikrowave pada 100 Watt. Parameter-parameter model diestimasi dengan prosedur bertahap yaitu pertama, parameter pada model perpindahan masa dan panas, parameter pada model transformasi, dan

  19. A Systematic Evaluation of Ultrasound-based Fetal Weight Estimation Models on Indian Population

    Directory of Open Access Journals (Sweden)

    Sujitkumar S. Hiwale

    2017-12-01

    Conclusion: We found that the existing fetal weight estimation models have high systematic and random errors on Indian population, with a general tendency of overestimation of fetal weight in the LBW category and underestimation in the HBW category. We also observed that these models have a limited ability to predict babies at a risk of either low or high birth weight. It is recommended that the clinicians should consider all these factors, while interpreting estimated weight given by the existing models.

  20. Evaluating Bounds and Estimators for Constants of Random Polycrystals Composed of Orthotropic Elastic Materials

    Energy Technology Data Exchange (ETDEWEB)

    Berryman, J. G.

    2012-03-01

    While the well-known Voigt and Reuss (VR) bounds, and the Voigt-Reuss-Hill (VRH) elastic constant estimators for random polycrystals are all straightforwardly calculated once the elastic constants of anisotropic crystals are known, the Hashin-Shtrikman (HS) bounds and related self-consistent (SC) estimators for the same constants are, by comparison, more difficult to compute. Recent work has shown how to simplify (to some extent) these harder to compute HS bounds and SC estimators. An overview and analysis of a subsampling of these results is presented here with the main point being to show whether or not this extra work (i.e., in calculating both the HS bounds and the SC estimates) does provide added value since, in particular, the VRH estimators often do not fall within the HS bounds, while the SC estimators (for good reasons) have always been found to do so. The quantitative differences between the SC and the VRH estimators in the eight cases considered are often quite small however, being on the order of ±1%. These quantitative results hold true even though these polycrystal Voigt-Reuss-Hill estimators more typically (but not always) fall outside the Hashin-Shtrikman bounds, while the self-consistent estimators always fall inside (or on the boundaries of) these same bounds.

  1. Adaptive Estimation of Heteroscedastic Money Demand Model of Pakistan

    Directory of Open Access Journals (Sweden)

    Muhammad Aslam

    2007-07-01

    Full Text Available For the problem of estimation of Money demand model of Pakistan, money supply (M1 shows heteroscedasticity of the unknown form. For estimation of such model we compare two adaptive estimators with ordinary least squares estimator and show the attractive performance of the adaptive estimators, namely, nonparametric kernel estimator and nearest neighbour regression estimator. These comparisons are made on the basis standard errors of the estimated coefficients, standard error of regression, Akaike Information Criteria (AIC value, and the Durban-Watson statistic for autocorrelation. We further show that nearest neighbour regression estimator performs better when comparing with the other nonparametric kernel estimator.

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

    DEFF Research Database (Denmark)

    Waagepetersen, Rasmus

    2006-01-01

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

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

    DEFF Research Database (Denmark)

    Waagepetersen, Rasmus Plenge

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

  4. Gaussian random bridges and a geometric model for information equilibrium

    Science.gov (United States)

    Mengütürk, Levent Ali

    2018-03-01

    The paper introduces a class of conditioned stochastic processes that we call Gaussian random bridges (GRBs) and proves some of their properties. Due to the anticipative representation of any GRB as the sum of a random variable and a Gaussian (T , 0) -bridge, GRBs can model noisy information processes in partially observed systems. In this spirit, we propose an asset pricing model with respect to what we call information equilibrium in a market with multiple sources of information. The idea is to work on a topological manifold endowed with a metric that enables us to systematically determine an equilibrium point of a stochastic system that can be represented by multiple points on that manifold at each fixed time. In doing so, we formulate GRB-based information diversity over a Riemannian manifold and show that it is pinned to zero over the boundary determined by Dirac measures. We then define an influence factor that controls the dominance of an information source in determining the best estimate of a signal in the L2-sense. When there are two sources, this allows us to construct information equilibrium as a functional of a geodesic-valued stochastic process, which is driven by an equilibrium convergence rate representing the signal-to-noise ratio. This leads us to derive price dynamics under what can be considered as an equilibrium probability measure. We also provide a semimartingale representation of Markovian GRBs associated with Gaussian martingales and a non-anticipative representation of fractional Brownian random bridges that can incorporate degrees of information coupling in a given system via the Hurst exponent.

  5. A random regret minimization model of travel choice

    NARCIS (Netherlands)

    Chorus, C.G.; Arentze, T.A.; Timmermans, H.J.P.

    2008-01-01

    Abstract This paper presents an alternative to Random Utility-Maximization models of travel choice. Our Random Regret-Minimization model is rooted in Regret Theory and provides several useful features for travel demand analysis. Firstly, it allows for the possibility that choices between travel

  6. A random energy model for size dependence : recurrence vs. transience

    NARCIS (Netherlands)

    Külske, Christof

    1998-01-01

    We investigate the size dependence of disordered spin models having an infinite number of Gibbs measures in the framework of a simplified 'random energy model for size dependence'. We introduce two versions (involving either independent random walks or branching processes), that can be seen as

  7. Compensatory and non-compensatory multidimensional randomized item response models

    NARCIS (Netherlands)

    Fox, J.P.; Entink, R.K.; Avetisyan, M.

    2014-01-01

    Randomized response (RR) models are often used for analysing univariate randomized response data and measuring population prevalence of sensitive behaviours. There is much empirical support for the belief that RR methods improve the cooperation of the respondents. Recently, RR models have been

  8. Random matrix approach to plasmon resonances in the random impedance network model of disordered nanocomposites

    Science.gov (United States)

    Olekhno, N. A.; Beltukov, Y. M.

    2018-05-01

    Random impedance networks are widely used as a model to describe plasmon resonances in disordered metal-dielectric and other two-component nanocomposites. In the present work, the spectral properties of resonances in random networks are studied within the framework of the random matrix theory. We have shown that the appropriate ensemble of random matrices for the considered problem is the Jacobi ensemble (the MANOVA ensemble). The obtained analytical expressions for the density of states in such resonant networks show a good agreement with the results of numerical simulations in a wide range of metal filling fractions 0

  9. On adjustment for auxiliary covariates in additive hazard models for the analysis of randomized experiments

    DEFF Research Database (Denmark)

    Vansteelandt, S.; Martinussen, Torben; Tchetgen, E. J Tchetgen

    2014-01-01

    We consider additive hazard models (Aalen, 1989) for the effect of a randomized treatment on a survival outcome, adjusting for auxiliary baseline covariates. We demonstrate that the Aalen least-squares estimator of the treatment effect parameter is asymptotically unbiased, even when the hazard...... that, in view of its robustness against model misspecification, Aalen least-squares estimation is attractive for evaluating treatment effects on a survival outcome in randomized experiments, and the primary reasons to consider baseline covariate adjustment in such settings could be interest in subgroup......'s dependence on time or on the auxiliary covariates is misspecified, and even away from the null hypothesis of no treatment effect. We furthermore show that adjustment for auxiliary baseline covariates does not change the asymptotic variance of the estimator of the effect of a randomized treatment. We conclude...

  10. Correlation length estimation in a polycrystalline material model

    International Nuclear Information System (INIS)

    Simonovski, I.; Cizelj, L.

    2005-01-01

    This paper deals with the correlation length estimated from a mesoscopic model of a polycrystalline material. The correlation length can be used in some macroscopic material models as a material parameter that describes the internal length. It can be estimated directly from the strain and stress fields calculated from a finite-element model, which explicitly accounts for the selected mesoscopic features such as the random orientation, shape and size of the grains. A crystal plasticity material model was applied in the finite-element analysis. Different correlation lengths were obtained depending on the used set of crystallographic orientations. We determined that the different sets of crystallographic orientations affect the general level of the correlation length, however, as the external load is increased the behaviour of correlation length is similar in all the analyzed cases. The correlation lengths also changed with the macroscopic load. If the load is below the yield strength the correlation lengths are constant, and are slightly higher than the average grain size. The correlation length can therefore be considered as an indicator of first plastic deformations in the material. Increasing the load above the yield strength creates shear bands that temporarily increase the values of the correlation lengths calculated from the strain fields. With a further load increase the correlation lengths decrease slightly but stay above the average grain size. (author)

  11. Case management: a randomized controlled study comparing a neighborhood team and a centralized individual model.

    OpenAIRE

    Eggert, G M; Zimmer, J G; Hall, W J; Friedman, B

    1991-01-01

    This randomized controlled study compared two types of case management for skilled nursing level patients living at home: the centralized individual model and the neighborhood team model. The team model differed from the individual model in that team case managers performed client assessments, care planning, some direct services, and reassessments; they also had much smaller caseloads and were assigned a specific catchment area. While patients in both groups incurred very high estimated healt...

  12. Some random models in traffic science

    Energy Technology Data Exchange (ETDEWEB)

    Hjorth, U.

    1996-06-01

    We give an overview of stochastic models for the following traffic phenomena. Models for traffic flow including gaps and capacities for lanes, crossings and roundabouts. Models for wanted and achieved speed distributions. Mode selection models including dispersed equilibrium models and traffic accident models. Also some statistical questions are discussed. 60 refs, 1 tab

  13. Joint estimation and contention-resolution protocol for wireless random access

    DEFF Research Database (Denmark)

    Stefanovic, Cedomir; Trillingsgaard, Kasper Fløe; Kiilerich Pratas, Nuno

    2013-01-01

    We propose a contention-based random-access protocol, designed for wireless networks where the number of users is not a priori known. The protocol operates in rounds divided into equal-duration slots, performing at the same time estimation of the number of users and resolution of their transmissi......We propose a contention-based random-access protocol, designed for wireless networks where the number of users is not a priori known. The protocol operates in rounds divided into equal-duration slots, performing at the same time estimation of the number of users and resolution...... successive interference cancellation which, coupled with the use of the optimized access probabilities, enables throughputs that are substantially higher than the traditional slotted ALOHA-like protocols. The key feature of the proposed protocol is that the round durations are not a priori set...

  14. Effect of inter-crystal scatter on estimation methods for random coincidences and subsequent correction

    International Nuclear Information System (INIS)

    Torres-Espallardo, I; Spanoudaki, V; Ziegler, S I; Rafecas, M; McElroy, D P

    2008-01-01

    Random coincidences can contribute substantially to the background in positron emission tomography (PET). Several estimation methods are being used for correcting them. The goal of this study was to investigate the validity of techniques for random coincidence estimation, with various low-energy thresholds (LETs). Simulated singles list-mode data of the MADPET-II small animal PET scanner were used as input. The simulations have been performed using the GATE simulation toolkit. Several sources with different geometries have been employed. We evaluated the number of random events using three methods: delayed window (DW), singles rate (SR) and time histogram fitting (TH). Since the GATE simulations allow random and true coincidences to be distinguished, a comparison between the number of random coincidences estimated using the standard methods and the number obtained using GATE was performed. An overestimation in the number of random events was observed using the DW and SR methods. This overestimation decreases for LETs higher than 255 keV. It is additionally reduced when the single events which have undergone a Compton interaction in crystals before being detected are removed from the data. These two observations lead us to infer that the overestimation is due to inter-crystal scatter. The effect of this mismatch in the reconstructed images is important for quantification because it leads to an underestimation of activity. This was shown using a hot-cold-background source with 3.7 MBq total activity in the background region and a 1.59 MBq total activity in the hot region. For both 200 keV and 400 keV LET, an overestimation of random coincidences for the DW and SR methods was observed, resulting in approximately 1.5% or more (at 200 keV LET: 1.7% for DW and 7% for SR) and less than 1% (at 400 keV LET: both methods) underestimation of activity within the background region. In almost all cases, images obtained by compensating for random events in the reconstruction

  15. Hedonic travel cost and random utility models of recreation

    Energy Technology Data Exchange (ETDEWEB)

    Pendleton, L. [Univ. of Southern California, Los Angeles, CA (United States); Mendelsohn, R.; Davis, E.W. [Yale Univ., New Haven, CT (United States). School of Forestry and Environmental Studies

    1998-07-09

    Micro-economic theory began as an attempt to describe, predict and value the demand and supply of consumption goods. Quality was largely ignored at first, but economists have started to address quality within the theory of demand and specifically the question of site quality, which is an important component of land management. This paper demonstrates that hedonic and random utility models emanate from the same utility theoretical foundation, although they make different estimation assumptions. Using a theoretically consistent comparison, both approaches are applied to examine the quality of wilderness areas in the Southeastern US. Data were collected on 4778 visits to 46 trails in 20 different forest areas near the Smoky Mountains. Visitor data came from permits and an independent survey. The authors limited the data set to visitors from within 300 miles of the North Carolina and Tennessee border in order to focus the analysis on single purpose trips. When consistently applied, both models lead to results with similar signs but different magnitudes. Because the two models are equally valid, recreation studies should continue to use both models to value site quality. Further, practitioners should be careful not to make simplifying a priori assumptions which limit the effectiveness of both techniques.

  16. A Model for Random Student Drug Testing

    Science.gov (United States)

    Nelson, Judith A.; Rose, Nancy L.; Lutz, Danielle

    2011-01-01

    The purpose of this case study was to examine random student drug testing in one school district relevant to: (a) the perceptions of students participating in competitive extracurricular activities regarding drug use and abuse; (b) the attitudes and perceptions of parents, school staff, and community members regarding student drug involvement; (c)…

  17. Estimators for longitudinal latent exposure models: examining measurement model assumptions.

    Science.gov (United States)

    Sánchez, Brisa N; Kim, Sehee; Sammel, Mary D

    2017-06-15

    Latent variable (LV) models are increasingly being used in environmental epidemiology as a way to summarize multiple environmental exposures and thus minimize statistical concerns that arise in multiple regression. LV models may be especially useful when multivariate exposures are collected repeatedly over time. LV models can accommodate a variety of assumptions but, at the same time, present the user with many choices for model specification particularly in the case of exposure data collected repeatedly over time. For instance, the user could assume conditional independence of observed exposure biomarkers given the latent exposure and, in the case of longitudinal latent exposure variables, time invariance of the measurement model. Choosing which assumptions to relax is not always straightforward. We were motivated by a study of prenatal lead exposure and mental development, where assumptions of the measurement model for the time-changing longitudinal exposure have appreciable impact on (maximum-likelihood) inferences about the health effects of lead exposure. Although we were not particularly interested in characterizing the change of the LV itself, imposing a longitudinal LV structure on the repeated multivariate exposure measures could result in high efficiency gains for the exposure-disease association. We examine the biases of maximum likelihood estimators when assumptions about the measurement model for the longitudinal latent exposure variable are violated. We adapt existing instrumental variable estimators to the case of longitudinal exposures and propose them as an alternative to estimate the health effects of a time-changing latent predictor. We show that instrumental variable estimators remain unbiased for a wide range of data generating models and have advantages in terms of mean squared error. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  18. Estimating random transverse velocities in the fast solar wind from EISCAT Interplanetary Scintillation measurements

    Directory of Open Access Journals (Sweden)

    A. Canals

    2002-09-01

    Full Text Available Interplanetary scintillation measurements can yield estimates of a large number of solar wind parameters, including bulk flow speed, variation in bulk velocity along the observing path through the solar wind and random variation in transverse velocity. This last parameter is of particular interest, as it can indicate the flux of low-frequency Alfvén waves, and the dissipation of these waves has been proposed as an acceleration mechanism for the fast solar wind. Analysis of IPS data is, however, a significantly unresolved problem and a variety of a priori assumptions must be made in interpreting the data. Furthermore, the results may be affected by the physical structure of the radio source and by variations in the solar wind along the scintillation ray path. We have used observations of simple point-like radio sources made with EISCAT between 1994 and 1998 to obtain estimates of random transverse velocity in the fast solar wind. The results obtained with various a priori assumptions made in the analysis are compared, and we hope thereby to be able to provide some indication of the reliability of our estimates of random transverse velocity and the variation of this parameter with distance from the Sun.Key words. Interplanetary physics (MHD waves and turbulence; solar wind plasma; instruments and techniques

  19. Estimating random transverse velocities in the fast solar wind from EISCAT Interplanetary Scintillation measurements

    Directory of Open Access Journals (Sweden)

    A. Canals

    Full Text Available Interplanetary scintillation measurements can yield estimates of a large number of solar wind parameters, including bulk flow speed, variation in bulk velocity along the observing path through the solar wind and random variation in transverse velocity. This last parameter is of particular interest, as it can indicate the flux of low-frequency Alfvén waves, and the dissipation of these waves has been proposed as an acceleration mechanism for the fast solar wind. Analysis of IPS data is, however, a significantly unresolved problem and a variety of a priori assumptions must be made in interpreting the data. Furthermore, the results may be affected by the physical structure of the radio source and by variations in the solar wind along the scintillation ray path. We have used observations of simple point-like radio sources made with EISCAT between 1994 and 1998 to obtain estimates of random transverse velocity in the fast solar wind. The results obtained with various a priori assumptions made in the analysis are compared, and we hope thereby to be able to provide some indication of the reliability of our estimates of random transverse velocity and the variation of this parameter with distance from the Sun.

    Key words. Interplanetary physics (MHD waves and turbulence; solar wind plasma; instruments and techniques

  20. Development and estimation of a semi-compensatory model with flexible error structure

    DEFF Research Database (Denmark)

    Kaplan, Sigal; Shiftan, Yoram; Bekhor, Shlomo

    2009-01-01

    , and utility-based choice accommodating alternatively nested substitution patterns across the alternatives and random taste variation across the population. The proposed model is applied to off-campus rental apartment choice of students. Results show (i) the estimated model for a universal realm of 200...

  1. Leaf area index uncertainty estimates for model-data fusion applications

    Science.gov (United States)

    Andrew D. Richardson; D. Bryan Dail; D.Y. Hollinger

    2011-01-01

    Estimates of data uncertainties are required to integrate different observational data streams as model constraints using model-data fusion. We describe an approach with which random and systematic uncertainties in optical measurements of leaf area index [LAI] can be quantified. We use data from a measurement campaign at the spruce-dominated Howland Forest AmeriFlux...

  2. Avoiding Boundary Estimates in Hierarchical Linear Models through Weakly Informative Priors

    Science.gov (United States)

    Chung, Yeojin; Rabe-Hesketh, Sophia; Gelman, Andrew; Dorie, Vincent; Liu, Jinchen

    2012-01-01

    Hierarchical or multilevel linear models are widely used for longitudinal or cross-sectional data on students nested in classes and schools, and are particularly important for estimating treatment effects in cluster-randomized trials, multi-site trials, and meta-analyses. The models can allow for variation in treatment effects, as well as…

  3. Correcting the Standard Errors of 2-Stage Residual Inclusion Estimators for Mendelian Randomization Studies.

    Science.gov (United States)

    Palmer, Tom M; Holmes, Michael V; Keating, Brendan J; Sheehan, Nuala A

    2017-11-01

    Mendelian randomization studies use genotypes as instrumental variables to test for and estimate the causal effects of modifiable risk factors on outcomes. Two-stage residual inclusion (TSRI) estimators have been used when researchers are willing to make parametric assumptions. However, researchers are currently reporting uncorrected or heteroscedasticity-robust standard errors for these estimates. We compared several different forms of the standard error for linear and logistic TSRI estimates in simulations and in real-data examples. Among others, we consider standard errors modified from the approach of Newey (1987), Terza (2016), and bootstrapping. In our simulations Newey, Terza, bootstrap, and corrected 2-stage least squares (in the linear case) standard errors gave the best results in terms of coverage and type I error. In the real-data examples, the Newey standard errors were 0.5% and 2% larger than the unadjusted standard errors for the linear and logistic TSRI estimators, respectively. We show that TSRI estimators with modified standard errors have correct type I error under the null. Researchers should report TSRI estimates with modified standard errors instead of reporting unadjusted or heteroscedasticity-robust standard errors. © The Author(s) 2017. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health.

  4. Bayesian and Classical Estimation of Stress-Strength Reliability for Inverse Weibull Lifetime Models

    Directory of Open Access Journals (Sweden)

    Qixuan Bi

    2017-06-01

    Full Text Available In this paper, we consider the problem of estimating stress-strength reliability for inverse Weibull lifetime models having the same shape parameters but different scale parameters. We obtain the maximum likelihood estimator and its asymptotic distribution. Since the classical estimator doesn’t hold explicit forms, we propose an approximate maximum likelihood estimator. The asymptotic confidence interval and two bootstrap intervals are obtained. Using the Gibbs sampling technique, Bayesian estimator and the corresponding credible interval are obtained. The Metropolis-Hastings algorithm is used to generate random variates. Monte Carlo simulations are conducted to compare the proposed methods. Analysis of a real dataset is performed.

  5. AMEM-ADL Polymer Migration Estimation Model User's Guide

    Science.gov (United States)

    The user's guide of the Arthur D. Little Polymer Migration Estimation Model (AMEM) provides the information on how the model estimates the fraction of a chemical additive that diffuses through polymeric matrices.

  6. Statistical Uncertainty Estimation Using Random Forests and Its Application to Drought Forecast

    Directory of Open Access Journals (Sweden)

    Junfei Chen

    2012-01-01

    Full Text Available Drought is part of natural climate variability and ranks the first natural disaster in the world. Drought forecasting plays an important role in mitigating impacts on agriculture and water resources. In this study, a drought forecast model based on the random forest method is proposed to predict the time series of monthly standardized precipitation index (SPI. We demonstrate model application by four stations in the Haihe river basin, China. The random-forest- (RF- based forecast model has consistently shown better predictive skills than the ARIMA model for both long and short drought forecasting. The confidence intervals derived from the proposed model generally have good coverage, but still tend to be conservative to predict some extreme drought events.

  7. Benefit Estimation Model for Tourist Spaceflights

    Science.gov (United States)

    Goehlich, Robert A.

    2003-01-01

    It is believed that the only potential means for significant reduction of the recurrent launch cost, which results in a stimulation of human space colonization, is to make the launcher reusable, to increase its reliability, and to make it suitable for new markets such as mass space tourism. But such space projects, that have long range aspects are very difficult to finance, because even politicians would like to see a reasonable benefit during their term in office, because they want to be able to explain this investment to the taxpayer. This forces planners to use benefit models instead of intuitive judgement to convince sceptical decision-makers to support new investments in space. Benefit models provide insights into complex relationships and force a better definition of goals. A new approach is introduced in the paper that allows to estimate the benefits to be expected from a new space venture. The main objective why humans should explore space is determined in this study to ``improve the quality of life''. This main objective is broken down in sub objectives, which can be analysed with respect to different interest groups. Such interest groups are the operator of a space transportation system, the passenger, and the government. For example, the operator is strongly interested in profit, while the passenger is mainly interested in amusement, while the government is primarily interested in self-esteem and prestige. This leads to different individual satisfactory levels, which are usable for the optimisation process of reusable launch vehicles.

  8. A spatial error model with continuous random effects and an application to growth convergence

    Science.gov (United States)

    Laurini, Márcio Poletti

    2017-10-01

    We propose a spatial error model with continuous random effects based on Matérn covariance functions and apply this model for the analysis of income convergence processes (β -convergence). The use of a model with continuous random effects permits a clearer visualization and interpretation of the spatial dependency patterns, avoids the problems of defining neighborhoods in spatial econometrics models, and allows projecting the spatial effects for every possible location in the continuous space, circumventing the existing aggregations in discrete lattice representations. We apply this model approach to analyze the economic growth of Brazilian municipalities between 1991 and 2010 using unconditional and conditional formulations and a spatiotemporal model of convergence. The results indicate that the estimated spatial random effects are consistent with the existence of income convergence clubs for Brazilian municipalities in this period.

  9. Analog model for quantum gravity effects: phonons in random fluids.

    Science.gov (United States)

    Krein, G; Menezes, G; Svaiter, N F

    2010-09-24

    We describe an analog model for quantum gravity effects in condensed matter physics. The situation discussed is that of phonons propagating in a fluid with a random velocity wave equation. We consider that there are random fluctuations in the reciprocal of the bulk modulus of the system and study free phonons in the presence of Gaussian colored noise with zero mean. We show that, in this model, after performing the random averages over the noise function a free conventional scalar quantum field theory describing free phonons becomes a self-interacting model.

  10. A cluster expansion approach to exponential random graph models

    International Nuclear Information System (INIS)

    Yin, Mei

    2012-01-01

    The exponential family of random graphs are among the most widely studied network models. We show that any exponential random graph model may alternatively be viewed as a lattice gas model with a finite Banach space norm. The system may then be treated using cluster expansion methods from statistical mechanics. In particular, we derive a convergent power series expansion for the limiting free energy in the case of small parameters. Since the free energy is the generating function for the expectations of other random variables, this characterizes the structure and behavior of the limiting network in this parameter region

  11. Measurement Model Nonlinearity in Estimation of Dynamical Systems

    Science.gov (United States)

    Majji, Manoranjan; Junkins, J. L.; Turner, J. D.

    2012-06-01

    The role of nonlinearity of the measurement model and its interactions with the uncertainty of measurements and geometry of the problem is studied in this paper. An examination of the transformations of the probability density function in various coordinate systems is presented for several astrodynamics applications. Smooth and analytic nonlinear functions are considered for the studies on the exact transformation of uncertainty. Special emphasis is given to understanding the role of change of variables in the calculus of random variables. The transformation of probability density functions through mappings is shown to provide insight in to understanding the evolution of uncertainty in nonlinear systems. Examples are presented to highlight salient aspects of the discussion. A sequential orbit determination problem is analyzed, where the transformation formula provides useful insights for making the choice of coordinates for estimation of dynamic systems.

  12. The Dirichlet-Multinomial Model for Multivariate Randomized Response Data and Small Samples

    Science.gov (United States)

    Avetisyan, Marianna; Fox, Jean-Paul

    2012-01-01

    In survey sampling the randomized response (RR) technique can be used to obtain truthful answers to sensitive questions. Although the individual answers are masked due to the RR technique, individual (sensitive) response rates can be estimated when observing multivariate response data. The beta-binomial model for binary RR data will be generalized…

  13. A random regression model in analysis of litter size in pigs | Lukovi& ...

    African Journals Online (AJOL)

    Dispersion parameters for number of piglets born alive (NBA) were estimated using a random regression model (RRM). Two data sets of litter records from the Nemščak farm in Slovenia were used for analyses. The first dataset (DS1) included records from the first to the sixth parity. The second dataset (DS2) was extended ...

  14. Reduction of the number of parameters needed for a polynomial random regression test-day model

    NARCIS (Netherlands)

    Pool, M.H.; Meuwissen, T.H.E.

    2000-01-01

    Legendre polynomials were used to describe the (co)variance matrix within a random regression test day model. The goodness of fit depended on the polynomial order of fit, i.e., number of parameters to be estimated per animal but is limited by computing capacity. Two aspects: incomplete lactation

  15. Premium Pricing of Liability Insurance Using Random Sum Model

    Directory of Open Access Journals (Sweden)

    Mujiati Dwi Kartikasari

    2017-03-01

    Full Text Available Premium pricing is one of important activities in insurance. Nonlife insurance premium is calculated from expected value of historical data claims. The historical data claims are collected so that it forms a sum of independent random number which is called random sum. In premium pricing using random sum, claim frequency distribution and claim severity distribution are combined. The combination of these distributions is called compound distribution. By using liability claim insurance data, we analyze premium pricing using random sum model based on compound distribution

  16. Conditional Monte Carlo randomization tests for regression models.

    Science.gov (United States)

    Parhat, Parwen; Rosenberger, William F; Diao, Guoqing

    2014-08-15

    We discuss the computation of randomization tests for clinical trials of two treatments when the primary outcome is based on a regression model. We begin by revisiting the seminal paper of Gail, Tan, and Piantadosi (1988), and then describe a method based on Monte Carlo generation of randomization sequences. The tests based on this Monte Carlo procedure are design based, in that they incorporate the particular randomization procedure used. We discuss permuted block designs, complete randomization, and biased coin designs. We also use a new technique by Plamadeala and Rosenberger (2012) for simple computation of conditional randomization tests. Like Gail, Tan, and Piantadosi, we focus on residuals from generalized linear models and martingale residuals from survival models. Such techniques do not apply to longitudinal data analysis, and we introduce a method for computation of randomization tests based on the predicted rate of change from a generalized linear mixed model when outcomes are longitudinal. We show, by simulation, that these randomization tests preserve the size and power well under model misspecification. Copyright © 2014 John Wiley & Sons, Ltd.

  17. The ising model on the dynamical triangulated random surface

    International Nuclear Information System (INIS)

    Aleinov, I.D.; Migelal, A.A.; Zmushkow, U.V.

    1990-01-01

    The critical properties of Ising model on the dynamical triangulated random surface embedded in D-dimensional Euclidean space are investigated. The strong coupling expansion method is used. The transition to thermodynamical limit is performed by means of continuous fractions

  18. Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models

    DEFF Research Database (Denmark)

    Kock, Anders Bredahl

    This paper generalizes the results for the Bridge estimator of Huang et al. (2008) to linear random and fixed effects panel data models which are allowed to grow in both dimensions. In particular we show that the Bridge estimator is oracle efficient. It can correctly distinguish between relevant...... and irrelevant variables and the asymptotic distribution of the estimators of the coefficients of the relevant variables is the same as if only these had been included in the model, i.e. as if an oracle had revealed the true model prior to estimation. In the case of more explanatory variables than observations......, we prove that the Marginal Bridge estimator can asymptotically correctly distinguish between relevant and irrelevant explanatory variables. We do this without restricting the dependence between covariates and without assuming sub Gaussianity of the error terms thereby generalizing the results...

  19. A random utility model of delay discounting and its application to people with externalizing psychopathology.

    Science.gov (United States)

    Dai, Junyi; Gunn, Rachel L; Gerst, Kyle R; Busemeyer, Jerome R; Finn, Peter R

    2016-10-01

    Previous studies have demonstrated that working memory capacity plays a central role in delay discounting in people with externalizing psychopathology. These studies used a hyperbolic discounting model, and its single parameter-a measure of delay discounting-was estimated using the standard method of searching for indifference points between intertemporal options. However, there are several problems with this approach. First, the deterministic perspective on delay discounting underlying the indifference point method might be inappropriate. Second, the estimation procedure using the R2 measure often leads to poor model fit. Third, when parameters are estimated using indifference points only, much of the information collected in a delay discounting decision task is wasted. To overcome these problems, this article proposes a random utility model of delay discounting. The proposed model has 2 parameters, 1 for delay discounting and 1 for choice variability. It was fit to choice data obtained from a recently published data set using both maximum-likelihood and Bayesian parameter estimation. As in previous studies, the delay discounting parameter was significantly associated with both externalizing problems and working memory capacity. Furthermore, choice variability was also found to be significantly associated with both variables. This finding suggests that randomness in decisions may be a mechanism by which externalizing problems and low working memory capacity are associated with poor decision making. The random utility model thus has the advantage of disclosing the role of choice variability, which had been masked by the traditional deterministic model. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

  20. Dynamic Diffusion Estimation in Exponential Family Models

    Czech Academy of Sciences Publication Activity Database

    Dedecius, Kamil; Sečkárová, Vladimíra

    2013-01-01

    Roč. 20, č. 11 (2013), s. 1114-1117 ISSN 1070-9908 R&D Projects: GA MŠk 7D12004; GA ČR GA13-13502S Keywords : diffusion estimation * distributed estimation * paremeter estimation Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.639, year: 2013 http://library.utia.cas.cz/separaty/2013/AS/dedecius-0396518.pdf

  1. UAV State Estimation Modeling Techniques in AHRS

    Science.gov (United States)

    Razali, Shikin; Zhahir, Amzari

    2017-11-01

    Autonomous unmanned aerial vehicle (UAV) system is depending on state estimation feedback to control flight operation. Estimation on the correct state improves navigation accuracy and achieves flight mission safely. One of the sensors configuration used in UAV state is Attitude Heading and Reference System (AHRS) with application of Extended Kalman Filter (EKF) or feedback controller. The results of these two different techniques in estimating UAV states in AHRS configuration are displayed through position and attitude graphs.

  2. Approximating prediction uncertainty for random forest regression models

    Science.gov (United States)

    John W. Coulston; Christine E. Blinn; Valerie A. Thomas; Randolph H. Wynne

    2016-01-01

    Machine learning approaches such as random forest have increased for the spatial modeling and mapping of continuous variables. Random forest is a non-parametric ensemble approach, and unlike traditional regression approaches there is no direct quantification of prediction error. Understanding prediction uncertainty is important when using model-based continuous maps as...

  3. A random spatial network model based on elementary postulates

    Science.gov (United States)

    Karlinger, Michael R.; Troutman, Brent M.

    1989-01-01

    A model for generating random spatial networks that is based on elementary postulates comparable to those of the random topology model is proposed. In contrast to the random topology model, this model ascribes a unique spatial specification to generated drainage networks, a distinguishing property of some network growth models. The simplicity of the postulates creates an opportunity for potential analytic investigations of the probabilistic structure of the drainage networks, while the spatial specification enables analyses of spatially dependent network properties. In the random topology model all drainage networks, conditioned on magnitude (number of first-order streams), are equally likely, whereas in this model all spanning trees of a grid, conditioned on area and drainage density, are equally likely. As a result, link lengths in the generated networks are not independent, as usually assumed in the random topology model. For a preliminary model evaluation, scale-dependent network characteristics, such as geometric diameter and link length properties, and topologic characteristics, such as bifurcation ratio, are computed for sets of drainage networks generated on square and rectangular grids. Statistics of the bifurcation and length ratios fall within the range of values reported for natural drainage networks, but geometric diameters tend to be relatively longer than those for natural networks.

  4. Exploring the Influence of Neighborhood Characteristics on Burglary Risks: A Bayesian Random Effects Modeling Approach

    Directory of Open Access Journals (Sweden)

    Hongqiang Liu

    2016-06-01

    Full Text Available A Bayesian random effects modeling approach was used to examine the influence of neighborhood characteristics on burglary risks in Jianghan District, Wuhan, China. This random effects model is essentially spatial; a spatially structured random effects term and an unstructured random effects term are added to the traditional non-spatial Poisson regression model. Based on social disorganization and routine activity theories, five covariates extracted from the available data at the neighborhood level were used in the modeling. Three regression models were fitted and compared by the deviance information criterion to identify which model best fit our data. A comparison of the results from the three models indicates that the Bayesian random effects model is superior to the non-spatial models in fitting the data and estimating regression coefficients. Our results also show that neighborhoods with above average bar density and department store density have higher burglary risks. Neighborhood-specific burglary risks and posterior probabilities of neighborhoods having a burglary risk greater than 1.0 were mapped, indicating the neighborhoods that should warrant more attention and be prioritized for crime intervention and reduction. Implications and limitations of the study are discussed in our concluding section.

  5. Fixed-location hydroacoustic monitoring designs for estimating fish passage using stratified random and systematic sampling

    International Nuclear Information System (INIS)

    Skalski, J.R.; Hoffman, A.; Ransom, B.H.; Steig, T.W.

    1993-01-01

    Five alternate sampling designs are compared using 15 d of 24-h continuous hydroacoustic data to identify the most favorable approach to fixed-location hydroacoustic monitoring of salmonid outmigrants. Four alternative aproaches to systematic sampling are compared among themselves and with stratified random sampling (STRS). Stratifying systematic sampling (STSYS) on a daily basis is found to reduce sampling error in multiday monitoring studies. Although sampling precision was predictable with varying levels of effort in STRS, neither magnitude nor direction of change in precision was predictable when effort was varied in systematic sampling (SYS). Furthermore, modifying systematic sampling to include replicated (e.g., nested) sampling (RSYS) is further shown to provide unbiased point and variance estimates as does STRS. Numerous short sampling intervals (e.g., 12 samples of 1-min duration per hour) must be monitored hourly using RSYS to provide efficient, unbiased point and interval estimates. For equal levels of effort, STRS outperformed all variations of SYS examined. Parametric approaches to confidence interval estimates are found to be superior to nonparametric interval estimates (i.e., bootstrap and jackknife) in estimating total fish passage. 10 refs., 1 fig., 8 tabs

  6. Efficient estimation of an additive quantile regression model

    NARCIS (Netherlands)

    Cheng, Y.; de Gooijer, J.G.; Zerom, D.

    2011-01-01

    In this paper, two non-parametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a more viable alternative to existing kernel-based approaches. The second estimator

  7. Performances of some estimators of linear model with ...

    African Journals Online (AJOL)

    The estimators are compared by examing the finite properties of estimators namely; sum of biases, sum of absolute biases, sum of variances and sum of the mean squared error of the estimated parameter of the model. Results show that when the autocorrelation level is small (ρ=0.4), the MLGD estimator is best except when ...

  8. On population size estimators in the Poisson mixture model.

    Science.gov (United States)

    Mao, Chang Xuan; Yang, Nan; Zhong, Jinhua

    2013-09-01

    Estimating population sizes via capture-recapture experiments has enormous applications. The Poisson mixture model can be adopted for those applications with a single list in which individuals appear one or more times. We compare several nonparametric estimators, including the Chao estimator, the Zelterman estimator, two jackknife estimators and the bootstrap estimator. The target parameter of the Chao estimator is a lower bound of the population size. Those of the other four estimators are not lower bounds, and they may produce lower confidence limits for the population size with poor coverage probabilities. A simulation study is reported and two examples are investigated. © 2013, The International Biometric Society.

  9. A special covariance structure for random coefficient models with both between and within covariates

    International Nuclear Information System (INIS)

    Riedel, K.S.

    1990-07-01

    We review random coefficient (RC) models in linear regression and propose a bias correction to the maximum likelihood (ML) estimator. Asymmptotic expansion of the ML equations are given when the between individual variance is much larger or smaller than the variance from within individual fluctuations. The standard model assumes all but one covariate varies within each individual, (we denote the within covariates by vector χ 1 ). We consider random coefficient models where some of the covariates do not vary in any single individual (we denote the between covariates by vector χ 0 ). The regression coefficients, vector β k , can only be estimated in the subspace X k of X. Thus the number of individuals necessary to estimate vector β and the covariance matrix Δ of vector β increases significantly in the presence of more than one between covariate. When the number of individuals is sufficient to estimate vector β but not the entire matrix Δ , additional assumptions must be imposed on the structure of Δ. A simple reduced model is that the between component of vector β is fixed and only the within component varies randomly. This model fails because it is not invariant under linear coordinate transformations and it can significantly overestimate the variance of new observations. We propose a covariance structure for Δ without these difficulties by first projecting the within covariates onto the space perpendicular to be between covariates. (orig.)

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

    DEFF Research Database (Denmark)

    Holst, René

    2009-01-01

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

  11. Parameter Estimates in Differential Equation Models for Chemical Kinetics

    Science.gov (United States)

    Winkel, Brian

    2011-01-01

    We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…

  12. Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems

    Science.gov (United States)

    Mahdi Alavi, S. M.; Saif, Mehrdad

    2013-12-01

    This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.

  13. Radiation risk estimation based on measurement error models

    CERN Document Server

    Masiuk, Sergii; Shklyar, Sergiy; Chepurny, Mykola; Likhtarov, Illya

    2017-01-01

    This monograph discusses statistics and risk estimates applied to radiation damage under the presence of measurement errors. The first part covers nonlinear measurement error models, with a particular emphasis on efficiency of regression parameter estimators. In the second part, risk estimation in models with measurement errors is considered. Efficiency of the methods presented is verified using data from radio-epidemiological studies.

  14. Parâmetros genéticos para a produção de leite de controles individuais de vacas da raça Gir estimados com modelos de repetibilidade e regressão aleatória Estimation of genetic parameters for test day milk records of first lactation Gyr cows using repeatability and random regression animal models

    Directory of Open Access Journals (Sweden)

    Claudio Napolis Costa

    2005-10-01

    número de estimativas negativas entre as PLC do início e fim da lactação do que a FAS. Exceto para a FAS, observou-se redução das estimativas de correlação genética próximas à unidade entre as PLC adjacentes para valores negativos entre as PLC no início e no fim da lactação. Entre os polinômios de Legendre, o de quinta ordem apresentou um melhor o ajuste das PLC. Os resultados indicam o potencial de uso de regressão aleatória, com os modelos LP5 e a FAS apresentando-se como os mais adequados para a modelagem das variâncias genética e de efeito permanente das PLC da raça Gir.Data comprising 8,183 test day records of 1,273 first lactations of Gyr cows from herds supervised by ABCZ were used to estimate variance components and genetic parameters for milk yield using repeatability and random regression animal models by REML. Genetic modelling of logarithmic (FAS, exponential (FW curves was compared to orthogonal Legendre polynomials (LP of order 3 to 5. Residual variance was assumed to be constant in all (ME=1 or some periods of lactation (ME=4. Lactation milk yield in 305-d was also adjusted by an animal model. Genetic variance, heritability and repeatability for test day milk yields estimated by a repeatability animal model were 1.74 kg2, 0.27, and 0.76, respectively. Genetic variance and heritability estimates for lactation milk yield were respectively 121,094.6 and 0.22. Heritability estimates from FAS and FW, respectively, decreased from 0,59 and 0.74 at the beginning of lactation to 0.20 at the end of the period. Except for a fifth-order LP with ME=1, heritability estimates decreased from around 0,70 at early lactation to 0,30 at the end of lactation. Residual variance estimates were slightly smaller for logarithimic than for exponential curves both for homogeneous and heterogeneous variance assumptions. Estimates of residual variance in all stages of lactation decreased as the order of LP increased and depended on the assumption about ME

  15. Efficient estimation of semiparametric copula models for bivariate survival data

    KAUST Repository

    Cheng, Guang

    2014-01-01

    A semiparametric copula model for bivariate survival data is characterized by a parametric copula model of dependence and nonparametric models of two marginal survival functions. Efficient estimation for the semiparametric copula model has been recently studied for the complete data case. When the survival data are censored, semiparametric efficient estimation has only been considered for some specific copula models such as the Gaussian copulas. In this paper, we obtain the semiparametric efficiency bound and efficient estimation for general semiparametric copula models for possibly censored data. We construct an approximate maximum likelihood estimator by approximating the log baseline hazard functions with spline functions. We show that our estimates of the copula dependence parameter and the survival functions are asymptotically normal and efficient. Simple consistent covariance estimators are also provided. Numerical results are used to illustrate the finite sample performance of the proposed estimators. © 2013 Elsevier Inc.

  16. Random regression models for daily feed intake in Danish Duroc pigs

    DEFF Research Database (Denmark)

    Strathe, Anders Bjerring; Mark, Thomas; Jensen, Just

    The objective of this study was to develop random regression models and estimate covariance functions for daily feed intake (DFI) in Danish Duroc pigs. A total of 476201 DFI records were available on 6542 Duroc boars between 70 to 160 days of age. The data originated from the National test station......-year-season, permanent, and animal genetic effects. The functional form was based on Legendre polynomials. A total of 64 models for random regressions were initially ranked by BIC to identify the approximate order for the Legendre polynomials using AI-REML. The parsimonious model included Legendre polynomials of 2nd...... order for genetic and permanent environmental curves and a heterogeneous residual variance, allowing the daily residual variance to change along the age trajectory due to scale effects. The parameters of the model were estimated in a Bayesian framework, using the RJMC module of the DMU package, where...

  17. Disorder Identification in Hysteresis Data: Recognition Analysis of the Random-Bond-Random-Field Ising Model

    International Nuclear Information System (INIS)

    Ovchinnikov, O. S.; Jesse, S.; Kalinin, S. V.; Bintacchit, P.; Trolier-McKinstry, S.

    2009-01-01

    An approach for the direct identification of disorder type and strength in physical systems based on recognition analysis of hysteresis loop shape is developed. A large number of theoretical examples uniformly distributed in the parameter space of the system is generated and is decorrelated using principal component analysis (PCA). The PCA components are used to train a feed-forward neural network using the model parameters as targets. The trained network is used to analyze hysteresis loops for the investigated system. The approach is demonstrated using a 2D random-bond-random-field Ising model, and polarization switching in polycrystalline ferroelectric capacitors.

  18. A generalized model via random walks for information filtering

    International Nuclear Information System (INIS)

    Ren, Zhuo-Ming; Kong, Yixiu; Shang, Ming-Sheng; Zhang, Yi-Cheng

    2016-01-01

    There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation. - Highlights: • We propose a generalized recommendation model employing the random walk dynamics. • The proposed model with single and hybrid of degree information is analyzed. • A strategy with the hybrid degree information improves precision of recommendation.

  19. A generalized model via random walks for information filtering

    Energy Technology Data Exchange (ETDEWEB)

    Ren, Zhuo-Ming, E-mail: zhuomingren@gmail.com [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland); Chongqing Institute of Green and Intelligent Technology, Chinese Academy of Sciences, ChongQing, 400714 (China); Kong, Yixiu [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland); Shang, Ming-Sheng, E-mail: msshang@cigit.ac.cn [Chongqing Institute of Green and Intelligent Technology, Chinese Academy of Sciences, ChongQing, 400714 (China); Zhang, Yi-Cheng [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland)

    2016-08-06

    There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation. - Highlights: • We propose a generalized recommendation model employing the random walk dynamics. • The proposed model with single and hybrid of degree information is analyzed. • A strategy with the hybrid degree information improves precision of recommendation.

  20. Money Creation in a Random Matching Model

    OpenAIRE

    Alexei Deviatov

    2006-01-01

    I study money creation in versions of the Trejos-Wright (1995) and Shi (1995) models with indivisible money and individual holdings bounded at two units. I work with the same class of policies as in Deviatov and Wallace (2001), who study money creation in that model. However, I consider an alternative notion of implementability–the ex ante pairwise core. I compute a set of numerical examples to determine whether money creation is beneficial. I find beneficial e?ects of money creation if indiv...

  1. Mathematical model of transmission network static state estimation

    Directory of Open Access Journals (Sweden)

    Ivanov Aleksandar

    2012-01-01

    Full Text Available In this paper the characteristics and capabilities of the power transmission network static state estimator are presented. The solving process of the mathematical model containing the measurement errors and their processing is developed. To evaluate difference between the general model of state estimation and the fast decoupled state estimation model, the both models are applied to an example, and so derived results are compared.

  2. Parameter Estimation of Partial Differential Equation Models

    KAUST Repository

    Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Maity, Arnab; Carroll, Raymond J.

    2013-01-01

    PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus

  3. Random effects models in clinical research

    NARCIS (Netherlands)

    Cleophas, T. J.; Zwinderman, A. H.

    2008-01-01

    BACKGROUND: In clinical trials a fixed effects research model assumes that the patients selected for a specific treatment have the same true quantitative effect and that the differences observed are residual error. If, however, we have reasons to believe that certain patients respond differently

  4. A Probabilistic Cost Estimation Model for Unexploded Ordnance Removal

    National Research Council Canada - National Science Library

    Poppe, Peter

    1999-01-01

    ...) contaminated sites that the services must decontaminate. Existing models for estimating the cost of UXO removal often require a high level of expertise and provide only a point estimate for the costs...

  5. Force Limited Random Vibration Test of TESS Camera Mass Model

    Science.gov (United States)

    Karlicek, Alexandra; Hwang, James Ho-Jin; Rey, Justin J.

    2015-01-01

    The Transiting Exoplanet Survey Satellite (TESS) is a spaceborne instrument consisting of four wide field-of-view-CCD cameras dedicated to the discovery of exoplanets around the brightest stars. As part of the environmental testing campaign, force limiting was used to simulate a realistic random vibration launch environment. While the force limit vibration test method is a standard approach used at multiple institutions including Jet Propulsion Laboratory (JPL), NASA Goddard Space Flight Center (GSFC), European Space Research and Technology Center (ESTEC), and Japan Aerospace Exploration Agency (JAXA), it is still difficult to find an actual implementation process in the literature. This paper describes the step-by-step process on how the force limit method was developed and applied on the TESS camera mass model. The process description includes the design of special fixtures to mount the test article for properly installing force transducers, development of the force spectral density using the semi-empirical method, estimation of the fuzzy factor (C2) based on the mass ratio between the supporting structure and the test article, subsequent validating of the C2 factor during the vibration test, and calculation of the C.G. accelerations using the Root Mean Square (RMS) reaction force in the spectral domain and the peak reaction force in the time domain.

  6. Angular Random Walk Estimation of a Time-Domain Switching Micromachined Gyroscope

    Science.gov (United States)

    2016-10-19

    angular random walk (ARW), bias instability, and scale factor instability. While there are methods to address issues with bias and scale factor...effects. Thus, it is expected that it will have low bias and scale factor instabilities. Simulated ARW performance of a particular incarnation of the...1 2. PARAMETRIC SYSTEM IDENTIFICATION BASED ON TIME-DOMAIN SWITCHING ........ 2 3. FINITE ELEMENT MODELING OF RESONATOR

  7. A Bayesian localized conditional autoregressive model for estimating the health effects of air pollution.

    Science.gov (United States)

    Lee, Duncan; Rushworth, Alastair; Sahu, Sujit K

    2014-06-01

    Estimation of the long-term health effects of air pollution is a challenging task, especially when modeling spatial small-area disease incidence data in an ecological study design. The challenge comes from the unobserved underlying spatial autocorrelation structure in these data, which is accounted for using random effects modeled by a globally smooth conditional autoregressive model. These smooth random effects confound the effects of air pollution, which are also globally smooth. To avoid this collinearity a Bayesian localized conditional autoregressive model is developed for the random effects. This localized model is flexible spatially, in the sense that it is not only able to model areas of spatial smoothness, but also it is able to capture step changes in the random effects surface. This methodological development allows us to improve the estimation performance of the covariate effects, compared to using traditional conditional auto-regressive models. These results are established using a simulation study, and are then illustrated with our motivating study on air pollution and respiratory ill health in Greater Glasgow, Scotland in 2011. The model shows substantial health effects of particulate matter air pollution and nitrogen dioxide, whose effects have been consistently attenuated by the currently available globally smooth models. © 2014, The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.

  8. Unbiased stereological estimation of d-dimensional volume in Rn from an isotropic random slice through a fixed point

    DEFF Research Database (Denmark)

    Jensen, Eva B. Vedel; Kiêu, K

    1994-01-01

    Unbiased stereological estimators of d-dimensional volume in R(n) are derived, based on information from an isotropic random r-slice through a specified point. The content of the slice can be subsampled by means of a spatial grid. The estimators depend only on spatial distances. As a fundamental ...... lemma, an explicit formula for the probability that an isotropic random r-slice in R(n) through 0 hits a fixed point in R(n) is given....

  9. Biochemical transport modeling, estimation, and detection in realistic environments

    Science.gov (United States)

    Ortner, Mathias; Nehorai, Arye

    2006-05-01

    Early detection and estimation of the spread of a biochemical contaminant are major issues for homeland security applications. We present an integrated approach combining the measurements given by an array of biochemical sensors with a physical model of the dispersion and statistical analysis to solve these problems and provide system performance measures. We approximate the dispersion model of the contaminant in a realistic environment through numerical simulations of reflected stochastic diffusions describing the microscopic transport phenomena due to wind and chemical diffusion using the Feynman-Kac formula. We consider arbitrary complex geometries and account for wind turbulence. Localizing the dispersive sources is useful for decontamination purposes and estimation of the cloud evolution. To solve the associated inverse problem, we propose a Bayesian framework based on a random field that is particularly powerful for localizing multiple sources with small amounts of measurements. We also develop a sequential detector using the numerical transport model we propose. Sequential detection allows on-line analysis and detecting wether a change has occurred. We first focus on the formulation of a suitable sequential detector that overcomes the presence of unknown parameters (e.g. release time, intensity and location). We compute a bound on the expected delay before false detection in order to decide the threshold of the test. For a fixed false-alarm rate, we obtain the detection probability of a substance release as a function of its location and initial concentration. Numerical examples are presented for two real-world scenarios: an urban area and an indoor ventilation duct.

  10. 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...

  11. Bias analysis applied to Agricultural Health Study publications to estimate non-random sources of uncertainty.

    Science.gov (United States)

    Lash, Timothy L

    2007-11-26

    The associations of pesticide exposure with disease outcomes are estimated without the benefit of a randomized design. For this reason and others, these studies are susceptible to systematic errors. I analyzed studies of the associations between alachlor and glyphosate exposure and cancer incidence, both derived from the Agricultural Health Study cohort, to quantify the bias and uncertainty potentially attributable to systematic error. For each study, I identified the prominent result and important sources of systematic error that might affect it. I assigned probability distributions to the bias parameters that allow quantification of the bias, drew a value at random from each assigned distribution, and calculated the estimate of effect adjusted for the biases. By repeating the draw and adjustment process over multiple iterations, I generated a frequency distribution of adjusted results, from which I obtained a point estimate and simulation interval. These methods were applied without access to the primary record-level dataset. The conventional estimates of effect associating alachlor and glyphosate exposure with cancer incidence were likely biased away from the null and understated the uncertainty by quantifying only random error. For example, the conventional p-value for a test of trend in the alachlor study equaled 0.02, whereas fewer than 20% of the bias analysis iterations yielded a p-value of 0.02 or lower. Similarly, the conventional fully-adjusted result associating glyphosate exposure with multiple myleoma equaled 2.6 with 95% confidence interval of 0.7 to 9.4. The frequency distribution generated by the bias analysis yielded a median hazard ratio equal to 1.5 with 95% simulation interval of 0.4 to 8.9, which was 66% wider than the conventional interval. Bias analysis provides a more complete picture of true uncertainty than conventional frequentist statistical analysis accompanied by a qualitative description of study limitations. The latter approach is

  12. Bias analysis applied to Agricultural Health Study publications to estimate non-random sources of uncertainty

    Directory of Open Access Journals (Sweden)

    Lash Timothy L

    2007-11-01

    Full Text Available Abstract Background The associations of pesticide exposure with disease outcomes are estimated without the benefit of a randomized design. For this reason and others, these studies are susceptible to systematic errors. I analyzed studies of the associations between alachlor and glyphosate exposure and cancer incidence, both derived from the Agricultural Health Study cohort, to quantify the bias and uncertainty potentially attributable to systematic error. Methods For each study, I identified the prominent result and important sources of systematic error that might affect it. I assigned probability distributions to the bias parameters that allow quantification of the bias, drew a value at random from each assigned distribution, and calculated the estimate of effect adjusted for the biases. By repeating the draw and adjustment process over multiple iterations, I generated a frequency distribution of adjusted results, from which I obtained a point estimate and simulation interval. These methods were applied without access to the primary record-level dataset. Results The conventional estimates of effect associating alachlor and glyphosate exposure with cancer incidence were likely biased away from the null and understated the uncertainty by quantifying only random error. For example, the conventional p-value for a test of trend in the alachlor study equaled 0.02, whereas fewer than 20% of the bias analysis iterations yielded a p-value of 0.02 or lower. Similarly, the conventional fully-adjusted result associating glyphosate exposure with multiple myleoma equaled 2.6 with 95% confidence interval of 0.7 to 9.4. The frequency distribution generated by the bias analysis yielded a median hazard ratio equal to 1.5 with 95% simulation interval of 0.4 to 8.9, which was 66% wider than the conventional interval. Conclusion Bias analysis provides a more complete picture of true uncertainty than conventional frequentist statistical analysis accompanied by a

  13. Money creation process in a random redistribution model

    Science.gov (United States)

    Chen, Siyan; Wang, Yougui; Li, Keqiang; Wu, Jinshan

    2014-01-01

    In this paper, the dynamical process of money creation in a random exchange model with debt is investigated. The money creation kinetics are analyzed by both the money-transfer matrix method and the diffusion method. From both approaches, we attain the same conclusion: the source of money creation in the case of random exchange is the agents with neither money nor debt. These analytical results are demonstrated by computer simulations.

  14. Utility based maintenance analysis using a Random Sign censoring model

    International Nuclear Information System (INIS)

    Andres Christen, J.; Ruggeri, Fabrizio; Villa, Enrique

    2011-01-01

    Industrial systems subject to failures are usually inspected when there are evident signs of an imminent failure. Maintenance is therefore performed at a random time, somehow dependent on the failure mechanism. A competing risk model, namely a Random Sign model, is considered to relate failure and maintenance times. We propose a novel Bayesian analysis of the model and apply it to actual data from a water pump in an oil refinery. The design of an optimal maintenance policy is then discussed under a formal decision theoretic approach, analyzing the goodness of the current maintenance policy and making decisions about the optimal maintenance time.

  15. Volatility estimation using a rational GARCH model

    Directory of Open Access Journals (Sweden)

    Tetsuya Takaishi

    2018-03-01

    Full Text Available The rational GARCH (RGARCH model has been proposed as an alternative GARCHmodel that captures the asymmetric property of volatility. In addition to the previously proposedRGARCH model, we propose an alternative RGARCH model called the RGARCH-Exp model thatis more stable when dealing with outliers. We measure the performance of the volatility estimationby a loss function calculated using realized volatility as a proxy for true volatility and compare theRGARCH-type models with other asymmetric type models such as the EGARCH and GJR models.We conduct empirical studies of six stocks on the Tokyo Stock Exchange and find that a volatilityestimation using the RGARCH-type models outperforms the GARCH model and is comparable toother asymmetric GARCH models.

  16. Estimation of curve number by DAWAST model

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Tai Cheol; Park, Seung Ki; Moon, Jong Pil [Chungnam National University, Taejon (Korea, Republic of)

    1997-10-31

    It is one of the most important factors to determine the effective rainfall for estimation of flood hydrograph in design schedule. SCS curve number (CN) method has been frequently used to estimate the effective rainfall of synthesized design flood hydrograph for hydraulic structures. But, it should be cautious to apply SCS-CN originally developed in U.S.A to watersheds in Korea, because characteristics of watersheds in Korea and cropping patterns especially like a paddy land cultivation are quite different from those in USA. New CN method has been introduced. Maximum storage capacity which was herein defined as U{sub max} can be calibrated from the stream flow data and converted to new CN-I of driest condition of soil moisture in the given watershed. Effective rainfall for design flood hydrograph can be estimated by the curve number developed in the watersheds in Korea. (author). 14 refs., 5 tabs., 3 figs.

  17. Restoration of dimensional reduction in the random-field Ising model at five dimensions

    Science.gov (United States)

    Fytas, Nikolaos G.; Martín-Mayor, Víctor; Picco, Marco; Sourlas, Nicolas

    2017-04-01

    The random-field Ising model is one of the few disordered systems where the perturbative renormalization group can be carried out to all orders of perturbation theory. This analysis predicts dimensional reduction, i.e., that the critical properties of the random-field Ising model in D dimensions are identical to those of the pure Ising ferromagnet in D -2 dimensions. It is well known that dimensional reduction is not true in three dimensions, thus invalidating the perturbative renormalization group prediction. Here, we report high-precision numerical simulations of the 5D random-field Ising model at zero temperature. We illustrate universality by comparing different probability distributions for the random fields. We compute all the relevant critical exponents (including the critical slowing down exponent for the ground-state finding algorithm), as well as several other renormalization-group invariants. The estimated values of the critical exponents of the 5D random-field Ising model are statistically compatible to those of the pure 3D Ising ferromagnet. These results support the restoration of dimensional reduction at D =5 . We thus conclude that the failure of the perturbative renormalization group is a low-dimensional phenomenon. We close our contribution by comparing universal quantities for the random-field problem at dimensions 3 ≤D equality at all studied dimensions.

  18. (Non-) Gibbsianness and Phase Transitions in Random Lattice Spin Models

    NARCIS (Netherlands)

    Külske, C.

    1999-01-01

    We consider disordered lattice spin models with finite-volume Gibbs measures µΛ[η](dσ). Here σ denotes a lattice spin variable and η a lattice random variable with product distribution P describing the quenched disorder of the model. We ask: when will the joint measures limΛ↑Zd P(dη)µΛ[η](dσ) be

  19. Shape Modelling Using Markov Random Field Restoration of Point Correspondences

    DEFF Research Database (Denmark)

    Paulsen, Rasmus Reinhold; Hilger, Klaus Baggesen

    2003-01-01

    A method for building statistical point distribution models is proposed. The novelty in this paper is the adaption of Markov random field regularization of the correspondence field over the set of shapes. The new approach leads to a generative model that produces highly homogeneous polygonized sh...

  20. Single-cluster dynamics for the random-cluster model

    NARCIS (Netherlands)

    Deng, Y.; Qian, X.; Blöte, H.W.J.

    2009-01-01

    We formulate a single-cluster Monte Carlo algorithm for the simulation of the random-cluster model. This algorithm is a generalization of the Wolff single-cluster method for the q-state Potts model to noninteger values q>1. Its results for static quantities are in a satisfactory agreement with those

  1. Application of Poisson random effect models for highway network screening.

    Science.gov (United States)

    Jiang, Ximiao; Abdel-Aty, Mohamed; Alamili, Samer

    2014-02-01

    In recent years, Bayesian random effect models that account for the temporal and spatial correlations of crash data became popular in traffic safety research. This study employs random effect Poisson Log-Normal models for crash risk hotspot identification. Both the temporal and spatial correlations of crash data were considered. Potential for Safety Improvement (PSI) were adopted as a measure of the crash risk. Using the fatal and injury crashes that occurred on urban 4-lane divided arterials from 2006 to 2009 in the Central Florida area, the random effect approaches were compared to the traditional Empirical Bayesian (EB) method and the conventional Bayesian Poisson Log-Normal model. A series of method examination tests were conducted to evaluate the performance of different approaches. These tests include the previously developed site consistence test, method consistence test, total rank difference test, and the modified total score test, as well as the newly proposed total safety performance measure difference test. Results show that the Bayesian Poisson model accounting for both temporal and spatial random effects (PTSRE) outperforms the model that with only temporal random effect, and both are superior to the conventional Poisson Log-Normal model (PLN) and the EB model in the fitting of crash data. Additionally, the method evaluation tests indicate that the PTSRE model is significantly superior to the PLN model and the EB model in consistently identifying hotspots during successive time periods. The results suggest that the PTSRE model is a superior alternative for road site crash risk hotspot identification. Copyright © 2013 Elsevier Ltd. All rights reserved.

  2. Using observation-level random effects to model overdispersion in count data in ecology and evolution

    Directory of Open Access Journals (Sweden)

    Xavier A. Harrison

    2014-10-01

    Full Text Available Overdispersion is common in models of count data in ecology and evolutionary biology, and can occur due to missing covariates, non-independent (aggregated data, or an excess frequency of zeroes (zero-inflation. Accounting for overdispersion in such models is vital, as failing to do so can lead to biased parameter estimates, and false conclusions regarding hypotheses of interest. Observation-level random effects (OLRE, where each data point receives a unique level of a random effect that models the extra-Poisson variation present in the data, are commonly employed to cope with overdispersion in count data. However studies investigating the efficacy of observation-level random effects as a means to deal with overdispersion are scarce. Here I use simulations to show that in cases where overdispersion is caused by random extra-Poisson noise, or aggregation in the count data, observation-level random effects yield more accurate parameter estimates compared to when overdispersion is simply ignored. Conversely, OLRE fail to reduce bias in zero-inflated data, and in some cases increase bias at high levels of overdispersion. There was a positive relationship between the magnitude of overdispersion and the degree of bias in parameter estimates. Critically, the simulations reveal that failing to account for overdispersion in mixed models can erroneously inflate measures of explained variance (r2, which may lead to researchers overestimating the predictive power of variables of interest. This work suggests use of observation-level random effects provides a simple and robust means to account for overdispersion in count data, but also that their ability to minimise bias is not uniform across all types of overdispersion and must be applied judiciously.

  3. A note on moving average models for Gaussian random fields

    DEFF Research Database (Denmark)

    Hansen, Linda Vadgård; Thorarinsdottir, Thordis L.

    The class of moving average models offers a flexible modeling framework for Gaussian random fields with many well known models such as the Matérn covariance family and the Gaussian covariance falling under this framework. Moving average models may also be viewed as a kernel smoothing of a Lévy...... basis, a general modeling framework which includes several types of non-Gaussian models. We propose a new one-parameter spatial correlation model which arises from a power kernel and show that the associated Hausdorff dimension of the sample paths can take any value between 2 and 3. As a result...

  4. A single-level random-effects cross-lagged panel model for longitudinal mediation analysis.

    Science.gov (United States)

    Wu, Wei; Carroll, Ian A; Chen, Po-Yi

    2017-12-06

    Cross-lagged panel models (CLPMs) are widely used to test mediation with longitudinal panel data. One major limitation of the CLPMs is that the model effects are assumed to be fixed across individuals. This assumption is likely to be violated (i.e., the model effects are random across individuals) in practice. When this happens, the CLPMs can potentially yield biased parameter estimates and misleading statistical inferences. This article proposes a model named a random-effects cross-lagged panel model (RE-CLPM) to account for random effects in CLPMs. Simulation studies show that the RE-CLPM outperforms the CLPM in recovering the mean indirect and direct effects in a longitudinal mediation analysis when random effects exist in the population. The performance of the RE-CLPM is robust to a certain degree, even when the random effects are not normally distributed. In addition, the RE-CLPM does not produce harmful results when the model effects are in fact fixed in the population. Implications of the simulation studies and potential directions for future research are discussed.

  5. Accounting for interactions and complex inter-subject dependency in estimating treatment effect in cluster-randomized trials with missing outcomes.

    Science.gov (United States)

    Prague, Melanie; Wang, Rui; Stephens, Alisa; Tchetgen Tchetgen, Eric; DeGruttola, Victor

    2016-12-01

    Semi-parametric methods are often used for the estimation of intervention effects on correlated outcomes in cluster-randomized trials (CRTs). When outcomes are missing at random (MAR), Inverse Probability Weighted (IPW) methods incorporating baseline covariates can be used to deal with informative missingness. Also, augmented generalized estimating equations (AUG) correct for imbalance in baseline covariates but need to be extended for MAR outcomes. However, in the presence of interactions between treatment and baseline covariates, neither method alone produces consistent estimates for the marginal treatment effect if the model for interaction is not correctly specified. We propose an AUG-IPW estimator that weights by the inverse of the probability of being a complete case and allows different outcome models in each intervention arm. This estimator is doubly robust (DR); it gives correct estimates whether the missing data process or the outcome model is correctly specified. We consider the problem of covariate interference which arises when the outcome of an individual may depend on covariates of other individuals. When interfering covariates are not modeled, the DR property prevents bias as long as covariate interference is not present simultaneously for the outcome and the missingness. An R package is developed implementing the proposed method. An extensive simulation study and an application to a CRT of HIV risk reduction-intervention in South Africa illustrate the method. © 2016, The International Biometric Society.

  6. Background fluorescence estimation and vesicle segmentation in live cell imaging with conditional random fields.

    Science.gov (United States)

    Pécot, Thierry; Bouthemy, Patrick; Boulanger, Jérôme; Chessel, Anatole; Bardin, Sabine; Salamero, Jean; Kervrann, Charles

    2015-02-01

    Image analysis applied to fluorescence live cell microscopy has become a key tool in molecular biology since it enables to characterize biological processes in space and time at the subcellular level. In fluorescence microscopy imaging, the moving tagged structures of interest, such as vesicles, appear as bright spots over a static or nonstatic background. In this paper, we consider the problem of vesicle segmentation and time-varying background estimation at the cellular scale. The main idea is to formulate the joint segmentation-estimation problem in the general conditional random field framework. Furthermore, segmentation of vesicles and background estimation are alternatively performed by energy minimization using a min cut-max flow algorithm. The proposed approach relies on a detection measure computed from intensity contrasts between neighboring blocks in fluorescence microscopy images. This approach permits analysis of either 2D + time or 3D + time data. We demonstrate the performance of the so-called C-CRAFT through an experimental comparison with the state-of-the-art methods in fluorescence video-microscopy. We also use this method to characterize the spatial and temporal distribution of Rab6 transport carriers at the cell periphery for two different specific adhesion geometries.

  7. Regression Discontinuity and Randomized Controlled Trial Estimates: An Application to The Mycotic Ulcer Treatment Trials.

    Science.gov (United States)

    Oldenburg, Catherine E; Venkatesh Prajna, N; Krishnan, Tiruvengada; Rajaraman, Revathi; Srinivasan, Muthiah; Ray, Kathryn J; O'Brien, Kieran S; Glymour, M Maria; Porco, Travis C; Acharya, Nisha R; Rose-Nussbaumer, Jennifer; Lietman, Thomas M

    2018-08-01

    We compare results from regression discontinuity (RD) analysis to primary results of a randomized controlled trial (RCT) utilizing data from two contemporaneous RCTs for treatment of fungal corneal ulcers. Patients were enrolled in the Mycotic Ulcer Treatment Trials I and II (MUTT I & MUTT II) based on baseline visual acuity: patients with acuity ≤ 20/400 (logMAR 1.3) enrolled in MUTT I, and >20/400 in MUTT II. MUTT I investigated the effect of topical natamycin versus voriconazole on best spectacle-corrected visual acuity. MUTT II investigated the effect of topical voriconazole plus placebo versus topical voriconazole plus oral voriconazole. We compared the RD estimate (natamycin arm of MUTT I [N = 162] versus placebo arm of MUTT II [N = 54]) to the RCT estimate from MUTT I (topical natamycin [N = 162] versus topical voriconazole [N = 161]). In the RD, patients receiving natamycin had mean improvement of 4-lines of visual acuity at 3 months (logMAR -0.39, 95% CI: -0.61, -0.17) compared to topical voriconazole plus placebo, and 2-lines in the RCT (logMAR -0.18, 95% CI: -0.30, -0.05) compared to topical voriconazole. The RD and RCT estimates were similar, although the RD design overestimated effects compared to the RCT.

  8. Lag space estimation in time series modelling

    DEFF Research Database (Denmark)

    Goutte, Cyril

    1997-01-01

    The purpose of this article is to investigate some techniques for finding the relevant lag-space, i.e. input information, for time series modelling. This is an important aspect of time series modelling, as it conditions the design of the model through the regressor vector a.k.a. the input layer...

  9. The hard-core model on random graphs revisited

    International Nuclear Information System (INIS)

    Barbier, Jean; Krzakala, Florent; Zhang, Pan; Zdeborová, Lenka

    2013-01-01

    We revisit the classical hard-core model, also known as independent set and dual to vertex cover problem, where one puts particles with a first-neighbor hard-core repulsion on the vertices of a random graph. Although the case of random graphs with small and very large average degrees respectively are quite well understood, they yield qualitatively different results and our aim here is to reconciliate these two cases. We revisit results that can be obtained using the (heuristic) cavity method and show that it provides a closed-form conjecture for the exact density of the densest packing on random regular graphs with degree K ≥ 20, and that for K > 16 the nature of the phase transition is the same as for large K. This also shows that the hard-code model is the simplest mean-field lattice model for structural glasses and jamming

  10. Lamplighter model of a random copolymer adsorption on a line

    Directory of Open Access Journals (Sweden)

    L.I. Nazarov

    2014-09-01

    Full Text Available We present a model of an AB-diblock random copolymer sequential self-packaging with local quenched interactions on a one-dimensional infinite sticky substrate. It is assumed that the A-A and B-B contacts are favorable, while A-B are not. The position of a newly added monomer is selected in view of the local contact energy minimization. The model demonstrates a self-organization behavior with the nontrivial dependence of the total energy, E (the number of unfavorable contacts, on the number of chain monomers, N: E ~ N^3/4 for quenched random equally probable distribution of A- and B-monomers along the chain. The model is treated by mapping it onto the "lamplighter" random walk and the diffusion-controlled chemical reaction of X+X → 0 type with the subdiffusive motion of reagents.

  11. The random field Blume-Capel model revisited

    Science.gov (United States)

    Santos, P. V.; da Costa, F. A.; de Araújo, J. M.

    2018-04-01

    We have revisited the mean-field treatment for the Blume-Capel model under the presence of a discrete random magnetic field as introduced by Kaufman and Kanner (1990). The magnetic field (H) versus temperature (T) phase diagrams for given values of the crystal field D were recovered in accordance to Kaufman and Kanner original work. However, our main goal in the present work was to investigate the distinct structures of the crystal field versus temperature phase diagrams as the random magnetic field is varied because similar models have presented reentrant phenomenon due to randomness. Following previous works we have classified the distinct phase diagrams according to five different topologies. The topological structure of the phase diagrams is maintained for both H - T and D - T cases. Although the phase diagrams exhibit a richness of multicritical phenomena we did not found any reentrant effect as have been seen in similar models.

  12. Doubly robust estimation of generalized partial linear models for longitudinal data with dropouts.

    Science.gov (United States)

    Lin, Huiming; Fu, Bo; Qin, Guoyou; Zhu, Zhongyi

    2017-12-01

    We develop a doubly robust estimation of generalized partial linear models for longitudinal data with dropouts. Our method extends the highly efficient aggregate unbiased estimating function approach proposed in Qu et al. (2010) to a doubly robust one in the sense that under missing at random (MAR), our estimator is consistent when either the linear conditional mean condition is satisfied or a model for the dropout process is correctly specified. We begin with a generalized linear model for the marginal mean, and then move forward to a generalized partial linear model, allowing for nonparametric covariate effect by using the regression spline smoothing approximation. We establish the asymptotic theory for the proposed method and use simulation studies to compare its finite sample performance with that of Qu's method, the complete-case generalized estimating equation (GEE) and the inverse-probability weighted GEE. The proposed method is finally illustrated using data from a longitudinal cohort study. © 2017, The International Biometric Society.

  13. Estimating the Performance of Random Forest versus Multiple Regression for Predicting Prices of the Apartments

    Directory of Open Access Journals (Sweden)

    Marjan Čeh

    2018-05-01

    Full Text Available The goal of this study is to analyse the predictive performance of the random forest machine learning technique in comparison to commonly used hedonic models based on multiple regression for the prediction of apartment prices. A data set that includes 7407 records of apartment transactions referring to real estate sales from 2008–2013 in the city of Ljubljana, the capital of Slovenia, was used in order to test and compare the predictive performances of both models. Apparent challenges faced during modelling included (1 the non-linear nature of the prediction assignment task; (2 input data being based on transactions occurring over a period of great price changes in Ljubljana whereby a 28% decline was noted in six consecutive testing years; and (3 the complex urban form of the case study area. Available explanatory variables, organised as a Geographic Information Systems (GIS ready dataset, including the structural and age characteristics of the apartments as well as environmental and neighbourhood information were considered in the modelling procedure. All performance measures (R2 values, sales ratios, mean average percentage error (MAPE, coefficient of dispersion (COD revealed significantly better results for predictions obtained by the random forest method, which confirms the prospective of this machine learning technique on apartment price prediction.

  14. Extreme Quantile Estimation in Binary Response Models

    Science.gov (United States)

    1990-03-01

    in Cancer Research," Biometria , VoL 66, pp. 307-316. Hsi, B.P. [1969], ’The Multiple Sample Up-and-Down Method in Bioassay," Journal of the American...New Method of Estimation," Biometria , VoL 53, pp. 439-454. Wetherill, G.B. [1976], Sequential Methods in Statistics, London: Chapman and Hall. Wu, C.FJ

  15. Robust Estimation and Forecasting of the Capital Asset Pricing Model

    NARCIS (Netherlands)

    G. Bian (Guorui); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

    2013-01-01

    textabstractIn this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more

  16. Robust Estimation and Forecasting of the Capital Asset Pricing Model

    NARCIS (Netherlands)

    G. Bian (Guorui); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

    2010-01-01

    textabstractIn this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more

  17. Efficient estimation of an additive quantile regression model

    NARCIS (Netherlands)

    Cheng, Y.; de Gooijer, J.G.; Zerom, D.

    2009-01-01

    In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the method of De Gooijer and Zerom (2003). By

  18. Efficient estimation of an additive quantile regression model

    NARCIS (Netherlands)

    Cheng, Y.; de Gooijer, J.G.; Zerom, D.

    2010-01-01

    In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the method of De Gooijer and Zerom (2003). By

  19. Performances Of Estimators Of Linear Models With Autocorrelated ...

    African Journals Online (AJOL)

    The performances of five estimators of linear models with Autocorrelated error terms are compared when the independent variable is autoregressive. The results reveal that the properties of the estimators when the sample size is finite is quite similar to the properties of the estimators when the sample size is infinite although ...

  20. Bayesian Modeling for Identification and Estimation of the Learning Effects of Pointing Tasks

    Science.gov (United States)

    Kyo, Koki

    Recently, in the field of human-computer interaction, a model containing the systematic factor and human factor has been proposed to evaluate the performance of the input devices of a computer. This is called the SH-model. In this paper, in order to extend the range of application of the SH-model, we propose some new models based on the Box-Cox transformation and apply a Bayesian modeling method for identification and estimation of the learning effects of pointing tasks. We consider the parameters describing the learning effect as random variables and introduce smoothness priors for them. Illustrative results show that the newly-proposed models work well.

  1. Testing concordance of instrumental variable effects in generalized linear models with application to Mendelian randomization

    Science.gov (United States)

    Dai, James Y.; Chan, Kwun Chuen Gary; Hsu, Li

    2014-01-01

    Instrumental variable regression is one way to overcome unmeasured confounding and estimate causal effect in observational studies. Built on structural mean models, there has been considerale work recently developed for consistent estimation of causal relative risk and causal odds ratio. Such models can sometimes suffer from identification issues for weak instruments. This hampered the applicability of Mendelian randomization analysis in genetic epidemiology. When there are multiple genetic variants available as instrumental variables, and causal effect is defined in a generalized linear model in the presence of unmeasured confounders, we propose to test concordance between instrumental variable effects on the intermediate exposure and instrumental variable effects on the disease outcome, as a means to test the causal effect. We show that a class of generalized least squares estimators provide valid and consistent tests of causality. For causal effect of a continuous exposure on a dichotomous outcome in logistic models, the proposed estimators are shown to be asymptotically conservative. When the disease outcome is rare, such estimators are consistent due to the log-linear approximation of the logistic function. Optimality of such estimators relative to the well-known two-stage least squares estimator and the double-logistic structural mean model is further discussed. PMID:24863158

  2. Maximum likelihood estimation of finite mixture model for economic data

    Science.gov (United States)

    Phoong, Seuk-Yen; Ismail, Mohd Tahir

    2014-06-01

    Finite mixture model is a mixture model with finite-dimension. This models are provides a natural representation of heterogeneity in a finite number of latent classes. In addition, finite mixture models also known as latent class models or unsupervised learning models. Recently, maximum likelihood estimation fitted finite mixture models has greatly drawn statistician's attention. The main reason is because maximum likelihood estimation is a powerful statistical method which provides consistent findings as the sample sizes increases to infinity. Thus, the application of maximum likelihood estimation is used to fit finite mixture model in the present paper in order to explore the relationship between nonlinear economic data. In this paper, a two-component normal mixture model is fitted by maximum likelihood estimation in order to investigate the relationship among stock market price and rubber price for sampled countries. Results described that there is a negative effect among rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia.

  3. Effects of random noise in a dynamical model of love

    Energy Technology Data Exchange (ETDEWEB)

    Xu Yong, E-mail: hsux3@nwpu.edu.cn [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China); Gu Rencai; Zhang Huiqing [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China)

    2011-07-15

    Highlights: > We model the complexity and unpredictability of psychology as Gaussian white noise. > The stochastic system of love is considered including bifurcation and chaos. > We show that noise can both suppress and induce chaos in dynamical models of love. - Abstract: This paper aims to investigate the stochastic model of love and the effects of random noise. We first revisit the deterministic model of love and some basic properties are presented such as: symmetry, dissipation, fixed points (equilibrium), chaotic behaviors and chaotic attractors. Then we construct a stochastic love-triangle model with parametric random excitation due to the complexity and unpredictability of the psychological system, where the randomness is modeled as the standard Gaussian noise. Stochastic dynamics under different three cases of 'Romeo's romantic style', are examined and two kinds of bifurcations versus the noise intensity parameter are observed by the criteria of changes of top Lyapunov exponent and shape of stationary probability density function (PDF) respectively. The phase portraits and time history are carried out to verify the proposed results, and the good agreement can be found. And also the dual roles of the random noise, namely suppressing and inducing chaos are revealed.

  4. Effects of random noise in a dynamical model of love

    International Nuclear Information System (INIS)

    Xu Yong; Gu Rencai; Zhang Huiqing

    2011-01-01

    Highlights: → We model the complexity and unpredictability of psychology as Gaussian white noise. → The stochastic system of love is considered including bifurcation and chaos. → We show that noise can both suppress and induce chaos in dynamical models of love. - Abstract: This paper aims to investigate the stochastic model of love and the effects of random noise. We first revisit the deterministic model of love and some basic properties are presented such as: symmetry, dissipation, fixed points (equilibrium), chaotic behaviors and chaotic attractors. Then we construct a stochastic love-triangle model with parametric random excitation due to the complexity and unpredictability of the psychological system, where the randomness is modeled as the standard Gaussian noise. Stochastic dynamics under different three cases of 'Romeo's romantic style', are examined and two kinds of bifurcations versus the noise intensity parameter are observed by the criteria of changes of top Lyapunov exponent and shape of stationary probability density function (PDF) respectively. The phase portraits and time history are carried out to verify the proposed results, and the good agreement can be found. And also the dual roles of the random noise, namely suppressing and inducing chaos are revealed.

  5. Crash data modeling with a generalized estimator.

    Science.gov (United States)

    Ye, Zhirui; Xu, Yueru; Lord, Dominique

    2018-05-11

    The investigation of relationships between traffic crashes and relevant factors is important in traffic safety management. Various methods have been developed for modeling crash data. In real world scenarios, crash data often display the characteristics of over-dispersion. However, on occasions, some crash datasets have exhibited under-dispersion, especially in cases where the data are conditioned upon the mean. The commonly used models (such as the Poisson and the NB regression models) have associated limitations to cope with various degrees of dispersion. In light of this, a generalized event count (GEC) model, which can be generally used to handle over-, equi-, and under-dispersed data, is proposed in this study. This model was first applied to case studies using data from Toronto, characterized by over-dispersion, and then to crash data from railway-highway crossings in Korea, characterized with under-dispersion. The results from the GEC model were compared with those from the Negative binomial and the hyper-Poisson models. The cases studies show that the proposed model provides good performance for crash data characterized with over- and under-dispersion. Moreover, the proposed model simplifies the modeling process and the prediction of crash data. Copyright © 2018 Elsevier Ltd. All rights reserved.

  6. A Comparison of Three Random Number Generators for Aircraft Dynamic Modeling Applications

    Science.gov (United States)

    Grauer, Jared A.

    2017-01-01

    Three random number generators, which produce Gaussian white noise sequences, were compared to assess their suitability in aircraft dynamic modeling applications. The first generator considered was the MATLAB (registered) implementation of the Mersenne-Twister algorithm. The second generator was a website called Random.org, which processes atmospheric noise measured using radios to create the random numbers. The third generator was based on synthesis of the Fourier series, where the random number sequences are constructed from prescribed amplitude and phase spectra. A total of 200 sequences, each having 601 random numbers, for each generator were collected and analyzed in terms of the mean, variance, normality, autocorrelation, and power spectral density. These sequences were then applied to two problems in aircraft dynamic modeling, namely estimating stability and control derivatives from simulated onboard sensor data, and simulating flight in atmospheric turbulence. In general, each random number generator had good performance and is well-suited for aircraft dynamic modeling applications. Specific strengths and weaknesses of each generator are discussed. For Monte Carlo simulation, the Fourier synthesis method is recommended because it most accurately and consistently approximated Gaussian white noise and can be implemented with reasonable computational effort.

  7. Using Random Forest Models to Predict Organizational Violence

    Science.gov (United States)

    Levine, Burton; Bobashev, Georgly

    2012-01-01

    We present a methodology to access the proclivity of an organization to commit violence against nongovernment personnel. We fitted a Random Forest model using the Minority at Risk Organizational Behavior (MAROS) dataset. The MAROS data is longitudinal; so, individual observations are not independent. We propose a modification to the standard Random Forest methodology to account for the violation of the independence assumption. We present the results of the model fit, an example of predicting violence for an organization; and finally, we present a summary of the forest in a "meta-tree,"

  8. Analyzing indirect effects in cluster randomized trials. The effect of estimation method, number of groups and group sizes on accuracy and power.

    Directory of Open Access Journals (Sweden)

    Joop eHox

    2014-02-01

    Full Text Available Cluster randomized trials assess the effect of an intervention that is carried out at the group or cluster level. Ajzen’s theory of planned behaviour is often used to model the effect of the intervention as an indirect effect mediated in turn by attitude, norms and behavioural intention. Structural equation modelling (SEM is the technique of choice to estimate indirect effects and their significance. However, this is a large sample technique, and its application in a cluster randomized trial assumes a relatively large number of clusters. In practice, the number of clusters in these studies tends to be relatively small, e.g. much less than fifty. This study uses simulation methods to find the lowest number of clusters needed when multilevel SEM is used to estimate the indirect effect. Maximum likelihood estimation is compared to Bayesian analysis, with the central quality criteria being accuracy of the point estimate and the confidence interval. We also investigate the power of the test for the indirect effect. We conclude that Bayes estimation works well with much smaller cluster level sample sizes such as 20 cases than maximum likelihood estimation; although the bias is larger the coverage is much better. When only 5 to 10 clusters are available per treatment condition even with Bayesian estimation problems occur.

  9. Modeling and estimation of measurement errors

    International Nuclear Information System (INIS)

    Neuilly, M.

    1998-01-01

    Any person in charge of taking measures is aware of the inaccuracy of the results however cautiously he may handle. Sensibility, accuracy, reproducibility define the significance of a result. The use of statistical methods is one of the important tools to improve the quality of measurement. The accuracy due to these methods revealed the little difference in the isotopic composition of uranium ore which led to the discovery of Oklo fossil reactor. This book is dedicated to scientists and engineers interested in measurement whatever their investigation interests are. Experimental results are presented as random variables and their laws of probability are approximated by normal law, Poison law or Pearson distribution. The impact of 1 or more parameters on the total error can be evaluated by drawing factorial plans and by using variance analysis methods. This method is also used in intercomparison procedures between laboratories and to detect any abnormal shift in a series of measurement. (A.C.)

  10. Challenges in modelling the random structure correctly in growth mixture models and the impact this has on model mixtures.

    Science.gov (United States)

    Gilthorpe, M S; Dahly, D L; Tu, Y K; Kubzansky, L D; Goodman, E

    2014-06-01

    Lifecourse trajectories of clinical or anthropological attributes are useful for identifying how our early-life experiences influence later-life morbidity and mortality. Researchers often use growth mixture models (GMMs) to estimate such phenomena. It is common to place constrains on the random part of the GMM to improve parsimony or to aid convergence, but this can lead to an autoregressive structure that distorts the nature of the mixtures and subsequent model interpretation. This is especially true if changes in the outcome within individuals are gradual compared with the magnitude of differences between individuals. This is not widely appreciated, nor is its impact well understood. Using repeat measures of body mass index (BMI) for 1528 US adolescents, we estimated GMMs that required variance-covariance constraints to attain convergence. We contrasted constrained models with and without an autocorrelation structure to assess the impact this had on the ideal number of latent classes, their size and composition. We also contrasted model options using simulations. When the GMM variance-covariance structure was constrained, a within-class autocorrelation structure emerged. When not modelled explicitly, this led to poorer model fit and models that differed substantially in the ideal number of latent classes, as well as class size and composition. Failure to carefully consider the random structure of data within a GMM framework may lead to erroneous model inferences, especially for outcomes with greater within-person than between-person homogeneity, such as BMI. It is crucial to reflect on the underlying data generation processes when building such models.

  11. Modeling and Parameter Estimation of a Small Wind Generation System

    Directory of Open Access Journals (Sweden)

    Carlos A. Ramírez Gómez

    2013-11-01

    Full Text Available The modeling and parameter estimation of a small wind generation system is presented in this paper. The system consists of a wind turbine, a permanent magnet synchronous generator, a three phase rectifier, and a direct current load. In order to estimate the parameters wind speed data are registered in a weather station located in the Fraternidad Campus at ITM. Wind speed data were applied to a reference model programed with PSIM software. From that simulation, variables were registered to estimate the parameters. The wind generation system model together with the estimated parameters is an excellent representation of the detailed model, but the estimated model offers a higher flexibility than the programed model in PSIM software.

  12. Applicability of models to estimate traffic noise for urban roads.

    Science.gov (United States)

    Melo, Ricardo A; Pimentel, Roberto L; Lacerda, Diego M; Silva, Wekisley M

    2015-01-01

    Traffic noise is a highly relevant environmental impact in cities. Models to estimate traffic noise, in turn, can be useful tools to guide mitigation measures. In this paper, the applicability of models to estimate noise levels produced by a continuous flow of vehicles on urban roads is investigated. The aim is to identify which models are more appropriate to estimate traffic noise in urban areas since several models available were conceived to estimate noise from highway traffic. First, measurements of traffic noise, vehicle count and speed were carried out in five arterial urban roads of a brazilian city. Together with geometric measurements of width of lanes and distance from noise meter to lanes, these data were input in several models to estimate traffic noise. The predicted noise levels were then compared to the respective measured counterparts for each road investigated. In addition, a chart showing mean differences in noise between estimations and measurements is presented, to evaluate the overall performance of the models. Measured Leq values varied from 69 to 79 dB(A) for traffic flows varying from 1618 to 5220 vehicles/h. Mean noise level differences between estimations and measurements for all urban roads investigated ranged from -3.5 to 5.5 dB(A). According to the results, deficiencies of some models are discussed while other models are identified as applicable to noise estimations on urban roads in a condition of continuous flow. Key issues to apply such models to urban roads are highlighted.

  13. Conditional density estimation using fuzzy GARCH models

    NARCIS (Netherlands)

    Almeida, R.J.; Bastürk, N.; Kaymak, U.; Costa Sousa, da J.M.; Kruse, R.; Berthold, M.R.; Moewes, C.; Gil, M.A.; Grzegorzewski, P.; Hryniewicz, O.

    2013-01-01

    Abstract. Time series data exhibits complex behavior including non-linearity and path-dependency. This paper proposes a flexible fuzzy GARCH model that can capture different properties of data, such as skewness, fat tails and multimodality in one single model. Furthermore, additional information and

  14. GLOBAL RANDOM WALK SIMULATIONS FOR SENSITIVITY AND UNCERTAINTY ANALYSIS OF PASSIVE TRANSPORT MODELS

    Directory of Open Access Journals (Sweden)

    Nicolae Suciu

    2011-07-01

    Full Text Available The Global Random Walk algorithm (GRW performs a simultaneoustracking on a fixed grid of huge numbers of particles at costscomparable to those of a single-trajectory simulation by the traditional Particle Tracking (PT approach. Statistical ensembles of GRW simulations of a typical advection-dispersion process in groundwater systems with randomly distributed spatial parameters are used to obtain reliable estimations of the input parameters for the upscaled transport model and of their correlations, input-output correlations, as well as full probability distributions of the input and output parameters.

  15. Estimation of a multivariate mean under model selection uncertainty

    Directory of Open Access Journals (Sweden)

    Georges Nguefack-Tsague

    2014-05-01

    Full Text Available Model selection uncertainty would occur if we selected a model based on one data set and subsequently applied it for statistical inferences, because the "correct" model would not be selected with certainty.  When the selection and inference are based on the same dataset, some additional problems arise due to the correlation of the two stages (selection and inference. In this paper model selection uncertainty is considered and model averaging is proposed. The proposal is related to the theory of James and Stein of estimating more than three parameters from independent normal observations. We suggest that a model averaging scheme taking into account the selection procedure could be more appropriate than model selection alone. Some properties of this model averaging estimator are investigated; in particular we show using Stein's results that it is a minimax estimator and can outperform Stein-type estimators.

  16. 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.

  17. A simulation of water pollution model parameter estimation

    Science.gov (United States)

    Kibler, J. F.

    1976-01-01

    A parameter estimation procedure for a water pollution transport model is elaborated. A two-dimensional instantaneous-release shear-diffusion model serves as representative of a simple transport process. Pollution concentration levels are arrived at via modeling of a remote-sensing system. The remote-sensed data are simulated by adding Gaussian noise to the concentration level values generated via the transport model. Model parameters are estimated from the simulated data using a least-squares batch processor. Resolution, sensor array size, and number and location of sensor readings can be found from the accuracies of the parameter estimates.

  18. Statistical properties of a filtered Poisson process with additive random noise: distributions, correlations and moment estimation

    International Nuclear Information System (INIS)

    Theodorsen, A; Garcia, O E; Rypdal, M

    2017-01-01

    Filtered Poisson processes are often used as reference models for intermittent fluctuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical term in a stochastic differential equation. The lowest order moments, probability density function, auto-correlation function and power spectral density are derived and used to identify and compare the effects of the two different noise terms. Monte-Carlo studies of synthetic time series are used to investigate the accuracy of model parameter estimation and to identify methods for distinguishing the noise types. It is shown that the probability density function and the three lowest order moments provide accurate estimations of the model parameters, but are unable to separate the noise types. The auto-correlation function and the power spectral density also provide methods for estimating the model parameters, as well as being capable of identifying the noise type. The number of times the signal crosses a prescribed threshold level in the positive direction also promises to be able to differentiate the noise type. (paper)

  19. Estimating High-Dimensional Time Series Models

    DEFF Research Database (Denmark)

    Medeiros, Marcelo C.; Mendes, Eduardo F.

    We study the asymptotic properties of the Adaptive LASSO (adaLASSO) in sparse, high-dimensional, linear time-series models. We assume both the number of covariates in the model and candidate variables can increase with the number of observations and the number of candidate variables is, possibly......, larger than the number of observations. We show the adaLASSO consistently chooses the relevant variables as the number of observations increases (model selection consistency), and has the oracle property, even when the errors are non-Gaussian and conditionally heteroskedastic. A simulation study shows...

  20. Factorisations for partition functions of random Hermitian matrix models

    International Nuclear Information System (INIS)

    Jackson, D.M.; Visentin, T.I.

    1996-01-01

    The partition function Z N , for Hermitian-complex matrix models can be expressed as an explicit integral over R N , where N is a positive integer. Such an integral also occurs in connection with random surfaces and models of two dimensional quantum gravity. We show that Z N can be expressed as the product of two partition functions, evaluated at translated arguments, for another model, giving an explicit connection between the two models. We also give an alternative computation of the partition function for the φ 4 -model.The approach is an algebraic one and holds for the functions regarded as formal power series in the appropriate ring. (orig.)

  1. Temporal rainfall estimation using input data reduction and model inversion

    Science.gov (United States)

    Wright, A. J.; Vrugt, J. A.; Walker, J. P.; Pauwels, V. R. N.

    2016-12-01

    Floods are devastating natural hazards. To provide accurate, precise and timely flood forecasts there is a need to understand the uncertainties associated with temporal rainfall and model parameters. The estimation of temporal rainfall and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of rainfall input to be considered when estimating model parameters and provides the ability to estimate rainfall from poorly gauged catchments. Current methods to estimate temporal rainfall distributions from streamflow are unable to adequately explain and invert complex non-linear hydrologic systems. This study uses the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia. The reduction of rainfall to DWT coefficients allows the input rainfall time series to be simultaneously estimated along with model parameters. The estimation process is conducted using multi-chain Markov chain Monte Carlo simulation with the DREAMZS algorithm. The use of a likelihood function that considers both rainfall and streamflow error allows for model parameter and temporal rainfall distributions to be estimated. Estimation of the wavelet approximation coefficients of lower order decomposition structures was able to estimate the most realistic temporal rainfall distributions. These rainfall estimates were all able to simulate streamflow that was superior to the results of a traditional calibration approach. It is shown that the choice of wavelet has a considerable impact on the robustness of the inversion. The results demonstrate that streamflow data contains sufficient information to estimate temporal rainfall and model parameter distributions. The extent and variance of rainfall time series that are able to simulate streamflow that is superior to that simulated by a traditional calibration approach is a

  2. Estimating Lead (Pb) Bioavailability In A Mouse Model

    Science.gov (United States)

    Children are exposed to Pb through ingestion of Pb-contaminated soil. Soil Pb bioavailability is estimated using animal models or with chemically defined in vitro assays that measure bioaccessibility. However, bioavailability estimates in a large animal model (e.g., swine) can be...

  3. Estimating Dynamic Equilibrium Models using Macro and Financial Data

    DEFF Research Database (Denmark)

    Christensen, Bent Jesper; Posch, Olaf; van der Wel, Michel

    We show that including financial market data at daily frequency, along with macro series at standard lower frequency, facilitates statistical inference on structural parameters in dynamic equilibrium models. Our continuous-time formulation conveniently accounts for the difference in observation...... of the estimators and estimate the model using 20 years of U.S. macro and financial data....

  4. mathematical models for estimating radio channels utilization

    African Journals Online (AJOL)

    2017-08-08

    Aug 8, 2017 ... Mathematical models for radio channels utilization assessment by real-time flows transfer in ... data transmission networks application having dynamic topology ..... Journal of Applied Mathematics and Statistics, 56(2): 85–90.

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

    Indian Academy of Sciences (India)

    47

    The objective is to minimize the processing time and computer memory required. 10 to carry out inversion .... to the mainland by two long bridges. .... term. In this approach, the model converges when the squared sum of the differences. 143.

  6. Estimating return levels from maxima of non-stationary random sequences using the Generalized PWM method

    Directory of Open Access Journals (Sweden)

    P. Ribereau

    2008-12-01

    Full Text Available Since the pioneering work of Landwehr et al. (1979, Hosking et al. (1985 and their collaborators, the Probability Weighted Moments (PWM method has been very popular, simple and efficient to estimate the parameters of the Generalized Extreme Value (GEV distribution when modeling the distribution of maxima (e.g., annual maxima of precipitations in the Identically and Independently Distributed (IID context. When the IID assumption is not satisfied, a flexible alternative, the Maximum Likelihood Estimation (MLE approach offers an elegant way to handle non-stationarities by letting the GEV parameters to be time dependent. Despite its qualities, the MLE applied to the GEV distribution does not always provide accurate return level estimates, especially for small sample sizes or heavy tails. These drawbacks are particularly true in some non-stationary situations. To reduce these negative effects, we propose to extend the PWM method to a more general framework that enables us to model temporal covariates and provide accurate GEV-based return levels. Theoretical properties of our estimators are discussed. Small and moderate sample sizes simulations in a non-stationary context are analyzed and two brief applications to annual maxima of CO2 and seasonal maxima of cumulated daily precipitations are presented.

  7. An Estimation of Construction and Demolition Debris in Seoul, Korea: Waste Amount, Type, and Estimating Model.

    Science.gov (United States)

    Seo, Seongwon; Hwang, Yongwoo

    1999-08-01

    Construction and demolition (C&D) debris is generated at the site of various construction activities. However, the amount of the debris is usually so large that it is necessary to estimate the amount of C&D debris as accurately as possible for effective waste management and control in urban areas. In this paper, an effective estimation method using a statistical model was proposed. The estimation process was composed of five steps: estimation of the life span of buildings; estimation of the floor area of buildings to be constructed and demolished; calculation of individual intensity units of C&D debris; and estimation of the future C&D debris production. This method was also applied in the city of Seoul as an actual case, and the estimated amount of C&D debris in Seoul in 2021 was approximately 24 million tons. Of this total amount, 98% was generated by demolition, and the main components of debris were concrete and brick.

  8. Accumulator and random-walk models of psychophysical discrimination: a counter-evaluation.

    Science.gov (United States)

    Vickers, D; Smith, P

    1985-01-01

    In a recent assessment of models of psychophysical discrimination, Heath criticises the accumulator model for its reliance on computer simulation and qualitative evidence, and contrasts it unfavourably with a modified random-walk model, which yields exact predictions, is susceptible to critical test, and is provided with simple parameter-estimation techniques. A counter-evaluation is presented, in which the approximations employed in the modified random-walk analysis are demonstrated to be seriously inaccurate, the resulting parameter estimates to be artefactually determined, and the proposed test not critical. It is pointed out that Heath's specific application of the model is not legitimate, his data treatment inappropriate, and his hypothesis concerning confidence inconsistent with experimental results. Evidence from adaptive performance changes is presented which shows that the necessary assumptions for quantitative analysis in terms of the modified random-walk model are not satisfied, and that the model can be reconciled with data at the qualitative level only by making it virtually indistinguishable from an accumulator process. A procedure for deriving exact predictions for an accumulator process is outlined.

  9. On the estimation of multiple random integrals and U-statistics

    CERN Document Server

    Major, Péter

    2013-01-01

    This work starts with the study of those limit theorems in probability theory for which classical methods do not work. In many cases some form of linearization can help to solve the problem, because the linearized version is simpler. But in order to apply such a method we have to show that the linearization causes a negligible error. The estimation of this error leads to some important large deviation type problems, and the main subject of this work is their investigation. We provide sharp estimates of the tail distribution of multiple integrals with respect to a normalized empirical measure and so-called degenerate U-statistics and also of the supremum of appropriate classes of such quantities. The proofs apply a number of useful techniques of modern probability that enable us to investigate the non-linear functionals of independent random variables. This lecture note yields insights into these methods, and may also be useful for those who only want some new tools to help them prove limit theorems when stand...

  10. Statistical properties of several models of fractional random point processes

    Science.gov (United States)

    Bendjaballah, C.

    2011-08-01

    Statistical properties of several models of fractional random point processes have been analyzed from the counting and time interval statistics points of view. Based on the criterion of the reduced variance, it is seen that such processes exhibit nonclassical properties. The conditions for these processes to be treated as conditional Poisson processes are examined. Numerical simulations illustrate part of the theoretical calculations.

  11. Statistical shape model with random walks for inner ear segmentation

    DEFF Research Database (Denmark)

    Pujadas, Esmeralda Ruiz; Kjer, Hans Martin; Piella, Gemma

    2016-01-01

    is required. We propose a new framework for segmentation of micro-CT cochlear images using random walks combined with a statistical shape model (SSM). The SSM allows us to constrain the less contrasted areas and ensures valid inner ear shape outputs. Additionally, a topology preservation method is proposed...

  12. Asthma Self-Management Model: Randomized Controlled Trial

    Science.gov (United States)

    Olivera, Carolina M. X.; Vianna, Elcio Oliveira; Bonizio, Roni C.; de Menezes, Marcelo B.; Ferraz, Erica; Cetlin, Andrea A.; Valdevite, Laura M.; Almeida, Gustavo A.; Araujo, Ana S.; Simoneti, Christian S.; de Freitas, Amanda; Lizzi, Elisangela A.; Borges, Marcos C.; de Freitas, Osvaldo

    2016-01-01

    Information for patients provided by the pharmacist is reflected in adhesion to treatment, clinical results and patient quality of life. The objective of this study was to assess an asthma self-management model for rational medicine use. This was a randomized controlled trial with 60 asthmatic patients assigned to attend five modules presented by…

  13. The dilute random field Ising model by finite cluster approximation

    International Nuclear Information System (INIS)

    Benyoussef, A.; Saber, M.

    1987-09-01

    Using the finite cluster approximation, phase diagrams of bond and site diluted three-dimensional simple cubic Ising models with a random field have been determined. The resulting phase diagrams have the same general features for both bond and site dilution. (author). 7 refs, 4 figs

  14. Model to estimate fractal dimension for ion-bombarded materials

    Energy Technology Data Exchange (ETDEWEB)

    Hu, A., E-mail: hu77@purdue.edu; Hassanein, A.

    2014-03-15

    Comprehensive fractal Monte Carlo model ITMC-F (Hu and Hassanein, 2012 [1]) is developed based on the Monte Carlo ion bombardment simulation code, i.e., Ion Transport in Materials and Compounds (ITMC) code (Hassanein, 1985 [2]). The ITMC-F studies the impact of surface roughness on the angular dependence of sputtering yield. Instead of assuming material surfaces to be flat or composed of exact self-similar fractals in simulation, we developed a new method to describe the surface shapes. Random fractal surfaces which are generated by midpoint displacement algorithm and support vector machine algorithm are combined with ITMC. With this new fractal version of ITMC-F, we successfully simulated the angular dependence of sputtering yield for various ion-target combinations, with the input surface roughness exponent directly depicted from experimental data (Hu and Hassanein, 2012 [1]). The ITMC-F code showed good agreement with the experimental data. In advanced, we compare other experimental sputtering yield with the results from ITMC-F to estimate the surface roughness exponent for ion-bombarded material in this research.

  15. 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 ...

  16. Genetic correlations among body condition score, yield and fertility in multiparous cows using random regression models

    OpenAIRE

    Bastin, Catherine; Gillon, Alain; Massart, Xavier; Bertozzi, Carlo; Vanderick, Sylvie; Gengler, Nicolas

    2010-01-01

    Genetic correlations between body condition score (BCS) in lactation 1 to 3 and four economically important traits (days open, 305-days milk, fat, and protein yields recorded in the first 3 lactations) were estimated on about 12,500 Walloon Holstein cows using 4-trait random regression models. Results indicated moderate favorable genetic correlations between BCS and days open (from -0.46 to -0.62) and suggested the use of BCS for indirect selection on fertility. However, unfavorable genetic c...

  17. GLUE Based Uncertainty Estimation of Urban Drainage Modeling Using Weather Radar Precipitation Estimates

    DEFF Research Database (Denmark)

    Nielsen, Jesper Ellerbæk; Thorndahl, Søren Liedtke; Rasmussen, Michael R.

    2011-01-01

    Distributed weather radar precipitation measurements are used as rainfall input for an urban drainage model, to simulate the runoff from a small catchment of Denmark. It is demonstrated how the Generalized Likelihood Uncertainty Estimation (GLUE) methodology can be implemented and used to estimate...

  18. Ballistic model to estimate microsprinkler droplet distribution

    Directory of Open Access Journals (Sweden)

    Conceição Marco Antônio Fonseca

    2003-01-01

    Full Text Available Experimental determination of microsprinkler droplets is difficult and time-consuming. This determination, however, could be achieved using ballistic models. The present study aimed to compare simulated and measured values of microsprinkler droplet diameters. Experimental measurements were made using the flour method, and simulations using a ballistic model adopted by the SIRIAS computational software. Drop diameters quantified in the experiment varied between 0.30 mm and 1.30 mm, while the simulated between 0.28 mm and 1.06 mm. The greatest differences between simulated and measured values were registered at the highest radial distance from the emitter. The model presented a performance classified as excellent for simulating microsprinkler drop distribution.

  19. Quantum random oracle model for quantum digital signature

    Science.gov (United States)

    Shang, Tao; Lei, Qi; Liu, Jianwei

    2016-10-01

    The goal of this work is to provide a general security analysis tool, namely, the quantum random oracle (QRO), for facilitating the security analysis of quantum cryptographic protocols, especially protocols based on quantum one-way function. QRO is used to model quantum one-way function and different queries to QRO are used to model quantum attacks. A typical application of quantum one-way function is the quantum digital signature, whose progress has been hampered by the slow pace of the experimental realization. Alternatively, we use the QRO model to analyze the provable security of a quantum digital signature scheme and elaborate the analysis procedure. The QRO model differs from the prior quantum-accessible random oracle in that it can output quantum states as public keys and give responses to different queries. This tool can be a test bed for the cryptanalysis of more quantum cryptographic protocols based on the quantum one-way function.

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

    DEFF Research Database (Denmark)

    Holst, René; Jørgensen, Bent

    2015-01-01

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

  1. Covariate adjustments in randomized controlled trials increased study power and reduced biasedness of effect size estimation.

    Science.gov (United States)

    Lee, Paul H

    2016-08-01

    This study aims to show that under several assumptions, in randomized controlled trials (RCTs), unadjusted, crude analysis will underestimate the Cohen's d effect size of the treatment, and an unbiased estimate of effect size can be obtained only by adjusting for all predictors of the outcome. Four simulations were performed to examine the effects of adjustment on the estimated effect size of the treatment and power of the analysis. In addition, we analyzed data from the Advanced Cognitive Training for Independent and Vital Elderly (ACTIVE) study (older adults aged 65-94), an RCT with three treatment arms and one control arm. We showed that (1) the number of unadjusted covariates was associated with the effect size of the treatment; (2) the biasedness of effect size estimation was minimized if all covariates were adjusted for; (3) the power of the statistical analysis slightly decreased with the number of adjusted noise variables; and (4) exhaustively searching the covariates and noise variables adjusted for can lead to exaggeration of the true effect size. Analysis of the ACTIVE study data showed that the effect sizes adjusting for covariates of all three treatments were 7.39-24.70% larger than their unadjusted counterparts, whereas the effect size would be elevated by at most 57.92% by exhaustively searching the variables adjusted for. All covariates of the outcome in RCTs should be adjusted for, and if the effect of a particular variable on the outcome is unknown, adjustment will do more good than harm. Copyright © 2016 Elsevier Inc. All rights reserved.

  2. Estimation of some stochastic models used in reliability engineering

    International Nuclear Information System (INIS)

    Huovinen, T.

    1989-04-01

    The work aims to study the estimation of some stochastic models used in reliability engineering. In reliability engineering continuous probability distributions have been used as models for the lifetime of technical components. We consider here the following distributions: exponential, 2-mixture exponential, conditional exponential, Weibull, lognormal and gamma. Maximum likelihood method is used to estimate distributions from observed data which may be either complete or censored. We consider models based on homogeneous Poisson processes such as gamma-poisson and lognormal-poisson models for analysis of failure intensity. We study also a beta-binomial model for analysis of failure probability. The estimators of the parameters for three models are estimated by the matching moments method and in the case of gamma-poisson and beta-binomial models also by maximum likelihood method. A great deal of mathematical or statistical problems that arise in reliability engineering can be solved by utilizing point processes. Here we consider the statistical analysis of non-homogeneous Poisson processes to describe the failing phenomena of a set of components with a Weibull intensity function. We use the method of maximum likelihood to estimate the parameters of the Weibull model. A common cause failure can seriously reduce the reliability of a system. We consider a binomial failure rate (BFR) model as an application of the marked point processes for modelling common cause failure in a system. The parameters of the binomial failure rate model are estimated with the maximum likelihood method

  3. Cokriging model for estimation of water table elevation

    International Nuclear Information System (INIS)

    Hoeksema, R.J.; Clapp, R.B.; Thomas, A.L.; Hunley, A.E.; Farrow, N.D.; Dearstone, K.C.

    1989-01-01

    In geological settings where the water table is a subdued replica of the ground surface, cokriging can be used to estimate the water table elevation at unsampled locations on the basis of values of water table elevation and ground surface elevation measured at wells and at points along flowing streams. The ground surface elevation at the estimation point must also be determined. In the proposed method, separate models are generated for the spatial variability of the water table and ground surface elevation and for the dependence between these variables. After the models have been validated, cokriging or minimum variance unbiased estimation is used to obtain the estimated water table elevations and their estimation variances. For the Pits and Trenches area (formerly a liquid radioactive waste disposal facility) near Oak Ridge National Laboratory, water table estimation along a linear section, both with and without the inclusion of ground surface elevation as a statistical predictor, illustrate the advantages of the cokriging model

  4. Weibull Parameters Estimation Based on Physics of Failure Model

    DEFF Research Database (Denmark)

    Kostandyan, Erik; Sørensen, John Dalsgaard

    2012-01-01

    Reliability estimation procedures are discussed for the example of fatigue development in solder joints using a physics of failure model. The accumulated damage is estimated based on a physics of failure model, the Rainflow counting algorithm and the Miner’s rule. A threshold model is used...... for degradation modeling and failure criteria determination. The time dependent accumulated damage is assumed linearly proportional to the time dependent degradation level. It is observed that the deterministic accumulated damage at the level of unity closely estimates the characteristic fatigue life of Weibull...

  5. A Dynamic Travel Time Estimation Model Based on Connected Vehicles

    Directory of Open Access Journals (Sweden)

    Daxin Tian

    2015-01-01

    Full Text Available With advances in connected vehicle technology, dynamic vehicle route guidance models gradually become indispensable equipment for drivers. Traditional route guidance models are designed to direct a vehicle along the shortest path from the origin to the destination without considering the dynamic traffic information. In this paper a dynamic travel time estimation model is presented which can collect and distribute traffic data based on the connected vehicles. To estimate the real-time travel time more accurately, a road link dynamic dividing algorithm is proposed. The efficiency of the model is confirmed by simulations, and the experiment results prove the effectiveness of the travel time estimation method.

  6. Model-based Small Area Estimates of Cancer Risk Factors and Screening Behaviors - Small Area Estimates

    Science.gov (United States)

    These model-based estimates use two surveys, the Behavioral Risk Factor Surveillance System (BRFSS) and the National Health Interview Survey (NHIS). The two surveys are combined using novel statistical methodology.

  7. Parameters Estimation of Geographically Weighted Ordinal Logistic Regression (GWOLR) Model

    Science.gov (United States)

    Zuhdi, Shaifudin; Retno Sari Saputro, Dewi; Widyaningsih, Purnami

    2017-06-01

    A regression model is the representation of relationship between independent variable and dependent variable. The dependent variable has categories used in the logistic regression model to calculate odds on. The logistic regression model for dependent variable has levels in the logistics regression model is ordinal. GWOLR model is an ordinal logistic regression model influenced the geographical location of the observation site. Parameters estimation in the model needed to determine the value of a population based on sample. The purpose of this research is to parameters estimation of GWOLR model using R software. Parameter estimation uses the data amount of dengue fever patients in Semarang City. Observation units used are 144 villages in Semarang City. The results of research get GWOLR model locally for each village and to know probability of number dengue fever patient categories.

  8. Estimating filtration coefficients for straining from percolation and random walk theories

    DEFF Research Database (Denmark)

    Yuan, Hao; Shapiro, Alexander; You, Zhenjiang

    2012-01-01

    In this paper, laboratory challenge tests are carried out under unfavorable attachment conditions, so that size exclusion or straining is the only particle capture mechanism. The experimental results show that far above the percolation threshold the filtration coefficients are not proportional...... size exclusion theory or the model of parallel tubes with mixing chambers, where the filtration coefficients are proportional to the flux through smaller pores, and the predicted penetration depths are much lower. A special capture mechanism is proposed, which makes it possible to explain...... the experimentally observed power law dependencies of filtration coefficients and large penetration depths of particles. Such a capture mechanism is realized in a 2D pore network model with periodical boundaries with the random walk of particles on the percolation lattice. Geometries of infinite and finite clusters...

  9. Studies in astronomical time series analysis. IV - Modeling chaotic and random processes with linear filters

    Science.gov (United States)

    Scargle, Jeffrey D.

    1990-01-01

    While chaos arises only in nonlinear systems, standard linear time series models are nevertheless useful for analyzing data from chaotic processes. This paper introduces such a model, the chaotic moving average. This time-domain model is based on the theorem that any chaotic process can be represented as the convolution of a linear filter with an uncorrelated process called the chaotic innovation. A technique, minimum phase-volume deconvolution, is introduced to estimate the filter and innovation. The algorithm measures the quality of a model using the volume covered by the phase-portrait of the innovation process. Experiments on synthetic data demonstrate that the algorithm accurately recovers the parameters of simple chaotic processes. Though tailored for chaos, the algorithm can detect both chaos and randomness, distinguish them from each other, and separate them if both are present. It can also recover nonminimum-delay pulse shapes in non-Gaussian processes, both random and chaotic.

  10. Stochastic geometry, spatial statistics and random fields models and algorithms

    CERN Document Server

    2015-01-01

    Providing a graduate level introduction to various aspects of stochastic geometry, spatial statistics and random fields, this volume places a special emphasis on fundamental classes of models and algorithms as well as on their applications, for example in materials science, biology and genetics. This book has a strong focus on simulations and includes extensive codes in Matlab and R, which are widely used in the mathematical community. It can be regarded as a continuation of the recent volume 2068 of Lecture Notes in Mathematics, where other issues of stochastic geometry, spatial statistics and random fields were considered, with a focus on asymptotic methods.

  11. Estimation methods for nonlinear state-space models in ecology

    DEFF Research Database (Denmark)

    Pedersen, Martin Wæver; Berg, Casper Willestofte; Thygesen, Uffe Høgsbro

    2011-01-01

    The use of nonlinear state-space models for analyzing ecological systems is increasing. A wide range of estimation methods for such models are available to ecologists, however it is not always clear, which is the appropriate method to choose. To this end, three approaches to estimation in the theta...... logistic model for population dynamics were benchmarked by Wang (2007). Similarly, we examine and compare the estimation performance of three alternative methods using simulated data. The first approach is to partition the state-space into a finite number of states and formulate the problem as a hidden...... Markov model (HMM). The second method uses the mixed effects modeling and fast numerical integration framework of the AD Model Builder (ADMB) open-source software. The third alternative is to use the popular Bayesian framework of BUGS. The study showed that state and parameter estimation performance...

  12. Extreme gust wind estimation using mesoscale modeling

    DEFF Research Database (Denmark)

    Larsén, Xiaoli Guo; Kruger, Andries

    2014-01-01

    , surface turbulence characteristics. In this study, we follow a theory that is different from the local gust concept as described above. In this theory, the gust at the surface is non-local; it is produced by the deflection of air parcels flowing in the boundary layer and brought down to the surface...... from the Danish site Høvsøre help us to understand the limitation of the traditional method. Good agreement was found between the extreme gust atlases for South Africa and the existing map made from a limited number of measurements across the country. Our study supports the non-local gust theory. While...... through turbulent eddies. This process is modeled using the mesoscale Weather Forecasting and Research (WRF) model. The gust at the surface is calculated as the largest winds over a layer where the averaged turbulence kinetic energy is greater than the averaged buoyancy force. The experiments have been...

  13. Model-based estimation for dynamic cardiac studies using ECT

    International Nuclear Information System (INIS)

    Chiao, P.C.; Rogers, W.L.; Clinthorne, N.H.; Fessler, J.A.; Hero, A.O.

    1994-01-01

    In this paper, the authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (Emission Computed Tomography). The authors construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. The authors also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performance to the Cramer-Rao lower bound. Finally, model assumptions and potential uses of the joint estimation strategy are discussed

  14. Model-based estimation for dynamic cardiac studies using ECT.

    Science.gov (United States)

    Chiao, P C; Rogers, W L; Clinthorne, N H; Fessler, J A; Hero, A O

    1994-01-01

    The authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (emission computed tomography). They construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. They also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performance to the Cramer-Rao lower bound. Finally, the authors discuss model assumptions and potential uses of the joint estimation strategy.

  15. Dispersal and habitat connectivity in complex heterogeneous landscapes: an analysis with a GIS based random walk model

    NARCIS (Netherlands)

    Schippers, P.; Verboom, J.; Knaapen, J.P.; Apeldoorn, van R.

    1996-01-01

    A grid-based random walk model has been developed to simulate animal dispersal, taking landscape heterogeneity and linear barriers such as roads and rivers into account. The model can be used to estimate connectivity and has been parameterized for thebadger in the central part of the Netherlands.

  16. Parameter estimation in stochastic rainfall-runoff models

    DEFF Research Database (Denmark)

    Jonsdottir, Harpa; Madsen, Henrik; Palsson, Olafur Petur

    2006-01-01

    A parameter estimation method for stochastic rainfall-runoff models is presented. The model considered in the paper is a conceptual stochastic model, formulated in continuous-discrete state space form. The model is small and a fully automatic optimization is, therefore, possible for estimating all...... the parameter values are optimal for simulation or prediction. The data originates from Iceland and the model is designed for Icelandic conditions, including a snow routine for mountainous areas. The model demands only two input data series, precipitation and temperature and one output data series...

  17. Errors and parameter estimation in precipitation-runoff modeling: 1. Theory

    Science.gov (United States)

    Troutman, Brent M.

    1985-01-01

    Errors in complex conceptual precipitation-runoff models may be analyzed by placing them into a statistical framework. This amounts to treating the errors as random variables and defining the probabilistic structure of the errors. By using such a framework, a large array of techniques, many of which have been presented in the statistical literature, becomes available to the modeler for quantifying and analyzing the various sources of error. A number of these techniques are reviewed in this paper, with special attention to the peculiarities of hydrologic models. Known methodologies for parameter estimation (calibration) are particularly applicable for obtaining physically meaningful estimates and for explaining how bias in runoff prediction caused by model error and input error may contribute to bias in parameter estimation.

  18. Bayesian informative dropout model for longitudinal binary data with random effects using conditional and joint modeling approaches.

    Science.gov (United States)

    Chan, Jennifer S K

    2016-05-01

    Dropouts are common in longitudinal study. If the dropout probability depends on the missing observations at or after dropout, this type of dropout is called informative (or nonignorable) dropout (ID). Failure to accommodate such dropout mechanism into the model will bias the parameter estimates. We propose a conditional autoregressive model for longitudinal binary data with an ID model such that the probabilities of positive outcomes as well as the drop-out indicator in each occasion are logit linear in some covariates and outcomes. This model adopting a marginal model for outcomes and a conditional model for dropouts is called a selection model. To allow for the heterogeneity and clustering effects, the outcome model is extended to incorporate mixture and random effects. Lastly, the model is further extended to a novel model that models the outcome and dropout jointly such that their dependency is formulated through an odds ratio function. Parameters are estimated by a Bayesian approach implemented using the user-friendly Bayesian software WinBUGS. A methadone clinic dataset is analyzed to illustrate the proposed models. Result shows that the treatment time effect is still significant but weaker after allowing for an ID process in the data. Finally the effect of drop-out on parameter estimates is evaluated through simulation studies. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  19. A generalized model via random walks for information filtering

    Science.gov (United States)

    Ren, Zhuo-Ming; Kong, Yixiu; Shang, Ming-Sheng; Zhang, Yi-Cheng

    2016-08-01

    There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation.

  20. Creating, generating and comparing random network models with NetworkRandomizer.

    Science.gov (United States)

    Tosadori, Gabriele; Bestvina, Ivan; Spoto, Fausto; Laudanna, Carlo; Scardoni, Giovanni

    2016-01-01

    Biological networks are becoming a fundamental tool for the investigation of high-throughput data in several fields of biology and biotechnology. With the increasing amount of information, network-based models are gaining more and more interest and new techniques are required in order to mine the information and to validate the results. To fill the validation gap we present an app, for the Cytoscape platform, which aims at creating randomised networks and randomising existing, real networks. Since there is a lack of tools that allow performing such operations, our app aims at enabling researchers to exploit different, well known random network models that could be used as a benchmark for validating real, biological datasets. We also propose a novel methodology for creating random weighted networks, i.e. the multiplication algorithm, starting from real, quantitative data. Finally, the app provides a statistical tool that compares real versus randomly computed attributes, in order to validate the numerical findings. In summary, our app aims at creating a standardised methodology for the validation of the results in the context of the Cytoscape platform.

  1. Twice random, once mixed: applying mixed models to simultaneously analyze random effects of language and participants.

    Science.gov (United States)

    Janssen, Dirk P

    2012-03-01

    Psychologists, psycholinguists, and other researchers using language stimuli have been struggling for more than 30 years with the problem of how to analyze experimental data that contain two crossed random effects (items and participants). The classical analysis of variance does not apply; alternatives have been proposed but have failed to catch on, and a statistically unsatisfactory procedure of using two approximations (known as F(1) and F(2)) has become the standard. A simple and elegant solution using mixed model analysis has been available for 15 years, and recent improvements in statistical software have made mixed models analysis widely available. The aim of this article is to increase the use of mixed models by giving a concise practical introduction and by giving clear directions for undertaking the analysis in the most popular statistical packages. The article also introduces the DJMIXED: add-on package for SPSS, which makes entering the models and reporting their results as straightforward as possible.

  2. Model improves oil field operating cost estimates

    International Nuclear Information System (INIS)

    Glaeser, J.L.

    1996-01-01

    A detailed operating cost model that forecasts operating cost profiles toward the end of a field's life should be constructed for testing depletion strategies and plans for major oil fields. Developing a good understanding of future operating cost trends is important. Incorrectly forecasting the trend can result in bad decision making regarding investments and reservoir operating strategies. Recent projects show that significant operating expense reductions can be made in the latter stages o field depletion without significantly reducing the expected ultimate recoverable reserves. Predicting future operating cost trends is especially important for operators who are currently producing a field and must forecast the economic limit of the property. For reasons presented in this article, it is usually not correct to either assume that operating expense stays fixed in dollar terms throughout the lifetime of a field, nor is it correct to assume that operating costs stay fixed on a dollar per barrel basis

  3. Explicit estimating equations for semiparametric generalized linear latent variable models

    KAUST Repository

    Ma, Yanyuan

    2010-07-05

    We study generalized linear latent variable models without requiring a distributional assumption of the latent variables. Using a geometric approach, we derive consistent semiparametric estimators. We demonstrate that these models have a property which is similar to that of a sufficient complete statistic, which enables us to simplify the estimating procedure and explicitly to formulate the semiparametric estimating equations. We further show that the explicit estimators have the usual root n consistency and asymptotic normality. We explain the computational implementation of our method and illustrate the numerical performance of the estimators in finite sample situations via extensive simulation studies. The advantage of our estimators over the existing likelihood approach is also shown via numerical comparison. We employ the method to analyse a real data example from economics. © 2010 Royal Statistical Society.

  4. Fundamental Frequency and Model Order Estimation Using Spatial Filtering

    DEFF Research Database (Denmark)

    Karimian-Azari, Sam; Jensen, Jesper Rindom; Christensen, Mads Græsbøll

    2014-01-01

    extend this procedure to account for inharmonicity using unconstrained model order estimation. The simulations show that beamforming improves the performance of the joint estimates of fundamental frequency and the number of harmonics in low signal to interference (SIR) levels, and an experiment......In signal processing applications of harmonic-structured signals, estimates of the fundamental frequency and number of harmonics are often necessary. In real scenarios, a desired signal is contaminated by different levels of noise and interferers, which complicate the estimation of the signal...... parameters. In this paper, we present an estimation procedure for harmonic-structured signals in situations with strong interference using spatial filtering, or beamforming. We jointly estimate the fundamental frequency and the constrained model order through the output of the beamformers. Besides that, we...

  5. Estimating varying coefficients for partial differential equation models.

    Science.gov (United States)

    Zhang, Xinyu; Cao, Jiguo; Carroll, Raymond J

    2017-09-01

    Partial differential equations (PDEs) are used to model complex dynamical systems in multiple dimensions, and their parameters often have important scientific interpretations. In some applications, PDE parameters are not constant but can change depending on the values of covariates, a feature that we call varying coefficients. We propose a parameter cascading method to estimate varying coefficients in PDE models from noisy data. Our estimates of the varying coefficients are shown to be consistent and asymptotically normally distributed. The performance of our method is evaluated by a simulation study and by an empirical study estimating three varying coefficients in a PDE model arising from LIDAR data. © 2017, The International Biometric Society.

  6. Estimativas de parâmetros genéticos para produção de leite e persistência da lactação em vacas Gir, aplicando modelos de regressão aleatória Estimates of genetic parameters for milk yield and persistency of lactation of Gyr cows, applying random regression models

    Directory of Open Access Journals (Sweden)

    Luis Gabriel González Herrera

    2008-09-01

    of Gyr cows calving between 1990 and 2005 were used to estimate genetic parameters of monthly test-day milk yield (TDMY. Records were analyzed by random regression models (MRA that included the additive genetic and permanent environmental random effects and the contemporary group, age of cow at calving (linear and quadratic components and the average trend of the population as fixed effects. Random trajectories were fitted by Wilmink's (WIL and Ali & Schaeffer's (AS parametric functions. Residual variances were fitted by step functions with 1, 4, 6 or 10 classes. The contemporary group was defined by herd-year-season of test-day and included at least three animals. Models were compared by Akaike's and Schwarz's Bayesian (BIC information criterion. The AS function used for modeling the additive genetic and permanent environmental effects with heterogeneous residual variances adjusted with a step function with four classes was the best fitted model. Heritability estimates ranged from 0.21 to 0.33 for the AS function and from 0.17 to 0.30 for WIL function and were larger in the first half of the lactation period. Genetic correlations between TDMY were high and positive for adjacent test-days and decreased as days between records increased. Predicted breeding values for total 305-day milk yield (MRA305 and specific periods of lactation (obtained by the mean of all breeding values in the periods using the AS function were compared with that predicted by a standard model using accumulated 305-day milk yield (PTA305 by rank correlation. The magnitude of correlations suggested differences may be observed in ranking animals by using the different criteria which were compared in this study.

  7. Comparing estimates of genetic variance across different relationship models.

    Science.gov (United States)

    Legarra, Andres

    2016-02-01

    Use of relationships between individuals to estimate genetic variances and heritabilities via mixed models is standard practice in human, plant and livestock genetics. Different models or information for relationships may give different estimates of genetic variances. However, comparing these estimates across different relationship models is not straightforward as the implied base populations differ between relationship models. In this work, I present a method to compare estimates of variance components across different relationship models. I suggest referring genetic variances obtained using different relationship models to the same reference population, usually a set of individuals in the population. Expected genetic variance of this population is the estimated variance component from the mixed model times a statistic, Dk, which is the average self-relationship minus the average (self- and across-) relationship. For most typical models of relationships, Dk is close to 1. However, this is not true for very deep pedigrees, for identity-by-state relationships, or for non-parametric kernels, which tend to overestimate the genetic variance and the heritability. Using mice data, I show that heritabilities from identity-by-state and kernel-based relationships are overestimated. Weighting these estimates by Dk scales them to a base comparable to genomic or pedigree relationships, avoiding wrong comparisons, for instance, "missing heritabilities". Copyright © 2015 Elsevier Inc. All rights reserved.

  8. Scaling of coercivity in a 3d random anisotropy model

    Energy Technology Data Exchange (ETDEWEB)

    Proctor, T.C., E-mail: proctortc@gmail.com; Chudnovsky, E.M., E-mail: EUGENE.CHUDNOVSKY@lehman.cuny.edu; Garanin, D.A.

    2015-06-15

    The random-anisotropy Heisenberg model is numerically studied on lattices containing over ten million spins. The study is focused on hysteresis and metastability due to topological defects, and is relevant to magnetic properties of amorphous and sintered magnets. We are interested in the limit when ferromagnetic correlations extend beyond the size of the grain inside which the magnetic anisotropy axes are correlated. In that limit the coercive field computed numerically roughly scales as the fourth power of the random anisotropy strength and as the sixth power of the grain size. Theoretical arguments are presented that provide an explanation of numerical results. Our findings should be helpful for designing amorphous and nanosintered materials with desired magnetic properties. - Highlights: • We study the random-anisotropy model on lattices containing up to ten million spins. • Irreversible behavior due to topological defects (hedgehogs) is elucidated. • Hysteresis loop area scales as the fourth power of the random anisotropy strength. • In nanosintered magnets the coercivity scales as the six power of the grain size.

  9. Modeling random combustion of lycopodium particles and gas

    Directory of Open Access Journals (Sweden)

    M Bidabadi

    2016-06-01

    Full Text Available The random modeling combustion of lycopodium particles has been researched by many authors. In this paper, we extend this model and we also generate a different method by analyzing the effect of random distributed sources of combustible mixture. The flame structure is assumed to consist of a preheat-vaporization zone, a reaction zone and finally a post flame zone. We divide the preheat zone to different parts. We assumed that there is different distribution of particles in sections which are really random. Meanwhile, it is presumed that the fuel particles vaporize first to yield gaseous fuel. In other words, most of the fuel particles are vaporized at the end of the preheat zone. It is assumed that the Zel’dovich number is large; therefore, the reaction term in preheat zone is negligible. In this work, the effect of random distribution of particles in the preheat zone on combustion characteristics such as burning velocity, flame temperature for different particle radius is obtained.

  10. Emergent randomness in the Jaynes-Cummings model

    International Nuclear Information System (INIS)

    Garraway, B M; Stenholm, S

    2008-01-01

    We consider the well-known Jaynes-Cummings model and ask if it can display randomness. As a solvable Hamiltonian system, it does not display chaotic behaviour in the ordinary sense. Here, however, we look at the distribution of values taken up during the total time evolution. This evolution is determined by the eigenvalues distributed as the square roots of integers and leads to a seemingly erratic behaviour. That this may display a random Gaussian value distribution is suggested by an exactly provable result by Kac. In order to reach our conclusion we use the Kac model to develop tests for the emergence of a Gaussian. Even if the consequent double limits are difficult to evaluate numerically, we find definite indications that the Jaynes-Cummings case also produces a randomness in its value distributions. Numerical methods do not establish such a result beyond doubt, but our conclusions are definite enough to suggest strongly an unexpected randomness emerging in a dynamic time evolution

  11. Information matrix estimation procedures for cognitive diagnostic models.

    Science.gov (United States)

    Liu, Yanlou; Xin, Tao; Andersson, Björn; Tian, Wei

    2018-03-06

    Two new methods to estimate the asymptotic covariance matrix for marginal maximum likelihood estimation of cognitive diagnosis models (CDMs), the inverse of the observed information matrix and the sandwich-type estimator, are introduced. Unlike several previous covariance matrix estimators, the new methods take into account both the item and structural parameters. The relationships between the observed information matrix, the empirical cross-product information matrix, the sandwich-type covariance matrix and the two approaches proposed by de la Torre (2009, J. Educ. Behav. Stat., 34, 115) are discussed. Simulation results show that, for a correctly specified CDM and Q-matrix or with a slightly misspecified probability model, the observed information matrix and the sandwich-type covariance matrix exhibit good performance with respect to providing consistent standard errors of item parameter estimates. However, with substantial model misspecification only the sandwich-type covariance matrix exhibits robust performance. © 2018 The British Psychological Society.

  12. The Compound Binomial Risk Model with Randomly Charging Premiums and Paying Dividends to Shareholders

    Directory of Open Access Journals (Sweden)

    Xiong Wang

    2013-01-01

    Full Text Available Based on characteristics of the nonlife joint-stock insurance company, this paper presents a compound binomial risk model that randomizes the premium income on unit time and sets the threshold for paying dividends to shareholders. In this model, the insurance company obtains the insurance policy in unit time with probability and pays dividends to shareholders with probability when the surplus is no less than . We then derive the recursive formulas of the expected discounted penalty function and the asymptotic estimate for it. And we will derive the recursive formulas and asymptotic estimates for the ruin probability and the distribution function of the deficit at ruin. The numerical examples have been shown to illustrate the accuracy of the asymptotic estimations.

  13. Estimating cardiovascular disease incidence from prevalence: a spreadsheet based model

    Directory of Open Access Journals (Sweden)

    Xue Feng Hu

    2017-01-01

    Full Text Available Abstract Background Disease incidence and prevalence are both core indicators of population health. Incidence is generally not as readily accessible as prevalence. Cohort studies and electronic health record systems are two major way to estimate disease incidence. The former is time-consuming and expensive; the latter is not available in most developing countries. Alternatively, mathematical models could be used to estimate disease incidence from prevalence. Methods We proposed and validated a method to estimate the age-standardized incidence of cardiovascular disease (CVD, with prevalence data from successive surveys and mortality data from empirical studies. Hallett’s method designed for estimating HIV infections in Africa was modified to estimate the incidence of myocardial infarction (MI in the U.S. population and incidence of heart disease in the Canadian population. Results Model-derived estimates were in close agreement with observed incidence from cohort studies and population surveillance systems. This method correctly captured the trend in incidence given sufficient waves of cross-sectional surveys. The estimated MI declining rate in the U.S. population was in accordance with the literature. This method was superior to closed cohort, in terms of the estimating trend of population cardiovascular disease incidence. Conclusion It is possible to estimate CVD incidence accurately at the population level from cross-sectional prevalence data. This method has the potential to be used for age- and sex- specific incidence estimates, or to be expanded to other chronic conditions.

  14. Estimating the demand for drop-off recycling sites: a random utility travel cost approach.

    Science.gov (United States)

    Sidique, Shaufique F; Lupi, Frank; Joshi, Satish V

    2013-09-30

    Drop-off recycling is one of the most widely adopted recycling programs in the United States. Despite its wide implementation, relatively little literature addresses the demand for drop-off recycling. This study examines the demand for drop-off recycling sites as a function of travel costs and various site characteristics using the random utility model (RUM). The findings of this study indicate that increased travel costs significantly reduce the frequency of visits to drop-off sites implying that the usage pattern of a site is influenced by its location relative to where people live. This study also demonstrates that site specific characteristics such as hours of operation, the number of recyclables accepted, acceptance of commingled recyclables, and acceptance of yard-waste affect the frequency of visits to drop-off sites. Copyright © 2013 Elsevier Ltd. All rights reserved.

  15. Criticality of the random-site Ising model: Metropolis, Swendsen-Wang and Wolff Monte Carlo algorithms

    Directory of Open Access Journals (Sweden)

    D.Ivaneyko

    2005-01-01

    Full Text Available We apply numerical simulations to study of the criticality of the 3D Ising model with random site quenched dilution. The emphasis is given to the issues not being discussed in detail before. In particular, we attempt a comparison of different Monte Carlo techniques, discussing regions of their applicability and advantages/disadvantages depending on the aim of a particular simulation set. Moreover, besides evaluation of the critical indices we estimate the universal ratio Γ+/Γ- for the magnetic susceptibility critical amplitudes. Our estimate Γ+/Γ- = 1.67 ± 0.15 is in a good agreement with the recent MC analysis of the random-bond Ising model giving further support that both random-site and random-bond dilutions lead to the same universality class.

  16. Bayesian analysis for exponential random graph models using the adaptive exchange sampler

    KAUST Repository

    Jin, Ick Hoon

    2013-01-01

    Exponential random graph models have been widely used in social network analysis. However, these models are extremely difficult to handle from a statistical viewpoint, because of the existence of intractable normalizing constants. In this paper, we consider a fully Bayesian analysis for exponential random graph models using the adaptive exchange sampler, which solves the issue of intractable normalizing constants encountered in Markov chain Monte Carlo (MCMC) simulations. The adaptive exchange sampler can be viewed as a MCMC extension of the exchange algorithm, and it generates auxiliary networks via an importance sampling procedure from an auxiliary Markov chain running in parallel. The convergence of this algorithm is established under mild conditions. The adaptive exchange sampler is illustrated using a few social networks, including the Florentine business network, molecule synthetic network, and dolphins network. The results indicate that the adaptive exchange algorithm can produce more accurate estimates than approximate exchange algorithms, while maintaining the same computational efficiency.

  17. LED Lighting System Reliability Modeling and Inference via Random Effects Gamma Process and Copula Function

    Directory of Open Access Journals (Sweden)

    Huibing Hao

    2015-01-01

    Full Text Available Light emitting diode (LED lamp has attracted increasing interest in the field of lighting systems due to its low energy and long lifetime. For different functions (i.e., illumination and color, it may have two or more performance characteristics. When the multiple performance characteristics are dependent, it creates a challenging problem to accurately analyze the system reliability. In this paper, we assume that the system has two performance characteristics, and each performance characteristic is governed by a random effects Gamma process where the random effects can capture the unit to unit differences. The dependency of performance characteristics is described by a Frank copula function. Via the copula function, the reliability assessment model is proposed. Considering the model is so complicated and analytically intractable, the Markov chain Monte Carlo (MCMC method is used to estimate the unknown parameters. A numerical example about actual LED lamps data is given to demonstrate the usefulness and validity of the proposed model and method.

  18. Asymptotics for Estimating Equations in Hidden Markov Models

    DEFF Research Database (Denmark)

    Hansen, Jørgen Vinsløv; Jensen, Jens Ledet

    Results on asymptotic normality for the maximum likelihood estimate in hidden Markov models are extended in two directions. The stationarity assumption is relaxed, which allows for a covariate process influencing the hidden Markov process. Furthermore a class of estimating equations is considered...

  19. Online State Space Model Parameter Estimation in Synchronous Machines

    Directory of Open Access Journals (Sweden)

    Z. Gallehdari

    2014-06-01

    The suggested approach is evaluated for a sample synchronous machine model. Estimated parameters are tested for different inputs at different operating conditions. The effect of noise is also considered in this study. Simulation results show that the proposed approach provides good accuracy for parameter estimation.

  20. Parameter Estimation for a Computable General Equilibrium Model

    DEFF Research Database (Denmark)

    Arndt, Channing; Robinson, Sherman; Tarp, Finn

    2002-01-01

    We introduce a maximum entropy approach to parameter estimation for computable general equilibrium (CGE) models. The approach applies information theory to estimating a system of non-linear simultaneous equations. It has a number of advantages. First, it imposes all general equilibrium constraints...

  1. Parameter Estimation for a Computable General Equilibrium Model

    DEFF Research Database (Denmark)

    Arndt, Channing; Robinson, Sherman; Tarp, Finn

    We introduce a maximum entropy approach to parameter estimation for computable general equilibrium (CGE) models. The approach applies information theory to estimating a system of nonlinear simultaneous equations. It has a number of advantages. First, it imposes all general equilibrium constraints...

  2. Person Appearance Modeling and Orientation Estimation using Spherical Harmonics

    NARCIS (Netherlands)

    Liem, M.C.; Gavrila, D.M.

    2013-01-01

    We present a novel approach for the joint estimation of a person's overall body orientation, 3D shape and texture, from overlapping cameras. Overall body orientation (i.e. rotation around torso major axis) is estimated by minimizing the difference between a learned texture model in a canonical

  3. Inverse Gaussian model for small area estimation via Gibbs sampling

    African Journals Online (AJOL)

    We present a Bayesian method for estimating small area parameters under an inverse Gaussian model. The method is extended to estimate small area parameters for finite populations. The Gibbs sampler is proposed as a mechanism for implementing the Bayesian paradigm. We illustrate the method by application to ...

  4. Performances of estimators of linear auto-correlated error model ...

    African Journals Online (AJOL)

    The performances of five estimators of linear models with autocorrelated disturbance terms are compared when the independent variable is exponential. The results reveal that for both small and large samples, the Ordinary Least Squares (OLS) compares favourably with the Generalized least Squares (GLS) estimators in ...

  5. Nonparametric volatility density estimation for discrete time models

    NARCIS (Netherlands)

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

    2005-01-01

    We consider discrete time models for asset prices with a stationary volatility process. We aim at estimating the multivariate density of this process at a set of consecutive time instants. A Fourier-type deconvolution kernel density estimator based on the logarithm of the squared process is proposed

  6. Estimating the health benefit of reducing indoor air pollution in a randomized environmental intervention.

    Science.gov (United States)

    Peng, Roger D; Butz, Arlene M; Hackstadt, Amber J; Williams, D'Ann L; Diette, Gregory B; Breysse, Patrick N; Matsui, Elizabeth C

    2015-02-01

    Recent intervention studies targeted at reducing indoor air pollution have demonstrated both the ability to improve respiratory health outcomes and to reduce particulate matter (PM) levels in the home. However, these studies generally do not address whether it is the reduction of PM levels specifically that improves respiratory health. In this paper we apply the method of principal stratification to data from a randomized air cleaner intervention designed to reduce indoor PM in homes of children with asthma. We estimate the health benefit of the intervention amongst study subjects who would experience a substantial reduction in PM in response to the intervention. For those subjects we find an increase in symptom-free days that is almost three times as large as the overall intention-to-treat effect. We also explore the presence of treatment effects amongst those subjects whose PM levels would not respond to the air cleaner. This analysis demonstrates the usefulness of principal stratification for environmental intervention trials and its potential for much broader application in this area.

  7. Empirical methods for the estimation of Southern Ocean CO2: support vector and random forest regression

    CSIR Research Space (South Africa)

    Gregor, Luke

    2017-12-01

    Full Text Available understanding with spatially integrated air–sea flux estimates (Fay and McKinley, 2014). Conversely, ocean biogeochemical process models are good tools for mechanis- tic understanding, but fail to represent the seasonality of CO2 fluxes in the Southern Ocean... of including coordinate variables as proxies of 1pCO2 in the empirical methods. In the inter- comparison study by Rödenbeck et al. (2015) proxies typi- cally include, but are not limited to, sea surface temperature (SST), chlorophyll a (Chl a), mixed layer...

  8. Parameter Estimates in Differential Equation Models for Population Growth

    Science.gov (United States)

    Winkel, Brian J.

    2011-01-01

    We estimate the parameters present in several differential equation models of population growth, specifically logistic growth models and two-species competition models. We discuss student-evolved strategies and offer "Mathematica" code for a gradient search approach. We use historical (1930s) data from microbial studies of the Russian biologist,…

  9. Review Genetic prediction models and heritability estimates for ...

    African Journals Online (AJOL)

    edward

    2015-05-09

    May 9, 2015 ... Instead, through stepwise inclusion of type traits in the PH model, the .... Great Britain uses a bivariate animal model for all breeds, ... Štípková, 2012) and then applying linear models to the combined datasets with the ..... multivariate analyses, it is difficult to use indicator traits to estimate longevity early in life ...

  10. Parameter estimation of electricity spot models from futures prices

    NARCIS (Netherlands)

    Aihara, ShinIchi; Bagchi, Arunabha; Imreizeeq, E.S.N.; Walter, E.

    We consider a slight perturbation of the Schwartz-Smith model for the electricity futures prices and the resulting modified spot model. Using the martingale property of the modified price under the risk neutral measure, we derive the arbitrage free model for the spot and futures prices. We estimate

  11. Estimating the Competitive Storage Model with Trending Commodity Prices

    OpenAIRE

    Gouel , Christophe; LEGRAND , Nicolas

    2017-01-01

    We present a method to estimate jointly the parameters of a standard commodity storage model and the parameters characterizing the trend in commodity prices. This procedure allows the influence of a possible trend to be removed without restricting the model specification, and allows model and trend selection based on statistical criteria. The trend is modeled deterministically using linear or cubic spline functions of time. The results show that storage models with trend are always preferred ...

  12. Estimation of uncertainties in predictions of environmental transfer models: evaluation of methods and application to CHERPAC

    International Nuclear Information System (INIS)

    Koch, J.; Peterson, S-R.

    1995-10-01

    Models used to simulate environmental transfer of radionuclides typically include many parameters, the values of which are uncertain. An estimation of the uncertainty associated with the predictions is therefore essential. Difference methods to quantify the uncertainty in the prediction parameter uncertainties are reviewed. A statistical approach using random sampling techniques is recommended for complex models with many uncertain parameters. In this approach, the probability density function of the model output is obtained from multiple realizations of the model according to a multivariate random sample of the different input parameters. Sampling efficiency can be improved by using a stratified scheme (Latin Hypercube Sampling). Sample size can also be restricted when statistical tolerance limits needs to be estimated. Methods to rank parameters according to their contribution to uncertainty in the model prediction are also reviewed. Recommended are measures of sensitivity, correlation and regression coefficients that can be calculated on values of input and output variables generated during the propagation of uncertainties through the model. A parameter uncertainty analysis is performed for the CHERPAC food chain model which estimates subjective confidence limits and intervals on the predictions at a 95% confidence level. A sensitivity analysis is also carried out using partial rank correlation coefficients. This identified and ranks the parameters which are the main contributors to uncertainty in the predictions, thereby guiding further research efforts. (author). 44 refs., 2 tabs., 4 figs

  13. Estimation of uncertainties in predictions of environmental transfer models: evaluation of methods and application to CHERPAC

    Energy Technology Data Exchange (ETDEWEB)

    Koch, J. [Israel Atomic Energy Commission, Yavne (Israel). Soreq Nuclear Research Center; Peterson, S-R.

    1995-10-01

    Models used to simulate environmental transfer of radionuclides typically include many parameters, the values of which are uncertain. An estimation of the uncertainty associated with the predictions is therefore essential. Difference methods to quantify the uncertainty in the prediction parameter uncertainties are reviewed. A statistical approach using random sampling techniques is recommended for complex models with many uncertain parameters. In this approach, the probability density function of the model output is obtained from multiple realizations of the model according to a multivariate random sample of the different input parameters. Sampling efficiency can be improved by using a stratified scheme (Latin Hypercube Sampling). Sample size can also be restricted when statistical tolerance limits needs to be estimated. Methods to rank parameters according to their contribution to uncertainty in the model prediction are also reviewed. Recommended are measures of sensitivity, correlation and regression coefficients that can be calculated on values of input and output variables generated during the propagation of uncertainties through the model. A parameter uncertainty analysis is performed for the CHERPAC food chain model which estimates subjective confidence limits and intervals on the predictions at a 95% confidence level. A sensitivity analysis is also carried out using partial rank correlation coefficients. This identified and ranks the parameters which are the main contributors to uncertainty in the predictions, thereby guiding further research efforts. (author). 44 refs., 2 tabs., 4 figs.

  14. A comparison of observation-level random effect and Beta-Binomial models for modelling overdispersion in Binomial data in ecology & evolution

    Directory of Open Access Journals (Sweden)

    Xavier A. Harrison

    2015-07-01

    Full Text Available Overdispersion is a common feature of models of biological data, but researchers often fail to model the excess variation driving the overdispersion, resulting in biased parameter estimates and standard errors. Quantifying and modeling overdispersion when it is present is therefore critical for robust biological inference. One means to account for overdispersion is to add an observation-level random effect (OLRE to a model, where each data point receives a unique level of a random effect that can absorb the extra-parametric variation in the data. Although some studies have investigated the utility of OLRE to model overdispersion in Poisson count data, studies doing so for Binomial proportion data are scarce. Here I use a simulation approach to investigate the ability of both OLRE models and Beta-Binomial models to recover unbiased parameter estimates in mixed effects models of Binomial data under various degrees of overdispersion. In addition, as ecologists often fit random intercept terms to models when the random effect sample size is low (<5 levels, I investigate the performance of both model types under a range of random effect sample sizes when overdispersion is present. Simulation results revealed that the efficacy of OLRE depends on the process that generated the overdispersion; OLRE failed to cope with overdispersion generated from a Beta-Binomial mixture model, leading to biased slope and intercept estimates, but performed well for overdispersion generated by adding random noise to the linear predictor. Comparison of parameter estimates from an OLRE model with those from its corresponding Beta-Binomial model readily identified when OLRE were performing poorly due to disagreement between effect sizes, and this strategy should be employed whenever OLRE are used for Binomial data to assess their reliability. Beta-Binomial models performed well across all contexts, but showed a tendency to underestimate effect sizes when modelling non

  15. The transverse spin-1 Ising model with random interactions

    Energy Technology Data Exchange (ETDEWEB)

    Bouziane, Touria [Department of Physics, Faculty of Sciences, University of Moulay Ismail, B.P. 11201 Meknes (Morocco)], E-mail: touria582004@yahoo.fr; Saber, Mohammed [Department of Physics, Faculty of Sciences, University of Moulay Ismail, B.P. 11201 Meknes (Morocco); Dpto. Fisica Aplicada I, EUPDS (EUPDS), Plaza Europa, 1, San Sebastian 20018 (Spain)

    2009-01-15

    The phase diagrams of the transverse spin-1 Ising model with random interactions are investigated using a new technique in the effective field theory that employs a probability distribution within the framework of the single-site cluster theory based on the use of exact Ising spin identities. A model is adopted in which the nearest-neighbor exchange couplings are independent random variables distributed according to the law P(J{sub ij})=p{delta}(J{sub ij}-J)+(1-p){delta}(J{sub ij}-{alpha}J). General formulae, applicable to lattices with coordination number N, are given. Numerical results are presented for a simple cubic lattice. The possible reentrant phenomenon displayed by the system due to the competitive effects between exchange interactions occurs for the appropriate range of the parameter {alpha}.

  16. Random unitary evolution model of quantum Darwinism with pure decoherence

    Science.gov (United States)

    Balanesković, Nenad

    2015-10-01

    We study the behavior of Quantum Darwinism [W.H. Zurek, Nat. Phys. 5, 181 (2009)] within the iterative, random unitary operations qubit-model of pure decoherence [J. Novotný, G. Alber, I. Jex, New J. Phys. 13, 053052 (2011)]. We conclude that Quantum Darwinism, which describes the quantum mechanical evolution of an open system S from the point of view of its environment E, is not a generic phenomenon, but depends on the specific form of input states and on the type of S-E-interactions. Furthermore, we show that within the random unitary model the concept of Quantum Darwinism enables one to explicitly construct and specify artificial input states of environment E that allow to store information about an open system S of interest with maximal efficiency.

  17. Development of simple kinetic models and parameter estimation for ...

    African Journals Online (AJOL)

    PANCHIGA

    2016-09-28

    Sep 28, 2016 ... estimation for simulation of recombinant human serum albumin ... and recombinant protein production by P. pastoris without requiring complex models. Key words: ..... SDS-PAGE and showed the same molecular size as.

  18. COPS model estimates of LLEA availability near selected reactor sites

    International Nuclear Information System (INIS)

    Berkbigler, K.P.

    1979-11-01

    The COPS computer model has been used to estimate local law enforcement agency (LLEA) officer availability in the neighborhood of selected nuclear reactor sites. The results of these analyses are presented both in graphic and tabular form in this report

  19. Censored rainfall modelling for estimation of fine-scale extremes

    Science.gov (United States)

    Cross, David; Onof, Christian; Winter, Hugo; Bernardara, Pietro

    2018-01-01

    Reliable estimation of rainfall extremes is essential for drainage system design, flood mitigation, and risk quantification. However, traditional techniques lack physical realism and extrapolation can be highly uncertain. In this study, we improve the physical basis for short-duration extreme rainfall estimation by simulating the heavy portion of the rainfall record mechanistically using the Bartlett-Lewis rectangular pulse (BLRP) model. Mechanistic rainfall models have had a tendency to underestimate rainfall extremes at fine temporal scales. Despite this, the simple process representation of rectangular pulse models is appealing in the context of extreme rainfall estimation because it emulates the known phenomenology of rainfall generation. A censored approach to Bartlett-Lewis model calibration is proposed and performed for single-site rainfall from two gauges in the UK and Germany. Extreme rainfall estimation is performed for each gauge at the 5, 15, and 60 min resolutions, and considerations for censor selection discussed.

  20. Empirical model for estimating the surface roughness of machined ...

    African Journals Online (AJOL)

    Empirical model for estimating the surface roughness of machined ... as well as surface finish is one of the most critical quality measure in mechanical products. ... various cutting speed have been developed using regression analysis software.

  1. Calculating radiotherapy margins based on Bayesian modelling of patient specific random errors

    International Nuclear Information System (INIS)

    Herschtal, A; Te Marvelde, L; Mengersen, K; Foroudi, F; Ball, D; Devereux, T; Pham, D; Greer, P B; Pichler, P; Eade, T; Kneebone, A; Bell, L; Caine, H; Hindson, B; Kron, T; Hosseinifard, Z

    2015-01-01

    Collected real-life clinical target volume (CTV) displacement data show that some patients undergoing external beam radiotherapy (EBRT) demonstrate significantly more fraction-to-fraction variability in their displacement (‘random error’) than others. This contrasts with the common assumption made by historical recipes for margin estimation for EBRT, that the random error is constant across patients. In this work we present statistical models of CTV displacements in which random errors are characterised by an inverse gamma (IG) distribution in order to assess the impact of random error variability on CTV-to-PTV margin widths, for eight real world patient cohorts from four institutions, and for different sites of malignancy. We considered a variety of clinical treatment requirements and penumbral widths. The eight cohorts consisted of a total of 874 patients and 27 391 treatment sessions. Compared to a traditional margin recipe that assumes constant random errors across patients, for a typical 4 mm penumbral width, the IG based margin model mandates that in order to satisfy the common clinical requirement that 90% of patients receive at least 95% of prescribed RT dose to the entire CTV, margins be increased by a median of 10% (range over the eight cohorts −19% to +35%). This substantially reduces the proportion of patients for whom margins are too small to satisfy clinical requirements. (paper)

  2. Gravitational lensing by eigenvalue distributions of random matrix models

    Science.gov (United States)

    Martínez Alonso, Luis; Medina, Elena

    2018-05-01

    We propose to use eigenvalue densities of unitary random matrix ensembles as mass distributions in gravitational lensing. The corresponding lens equations reduce to algebraic equations in the complex plane which can be treated analytically. We prove that these models can be applied to describe lensing by systems of edge-on galaxies. We illustrate our analysis with the Gaussian and the quartic unitary matrix ensembles.

  3. Random resistor network model of minimal conductivity in graphene.

    Science.gov (United States)

    Cheianov, Vadim V; Fal'ko, Vladimir I; Altshuler, Boris L; Aleiner, Igor L

    2007-10-26

    Transport in undoped graphene is related to percolating current patterns in the networks of n- and p-type regions reflecting the strong bipolar charge density fluctuations. Finite transparency of the p-n junctions is vital in establishing the macroscopic conductivity. We propose a random resistor network model to analyze scaling dependencies of the conductance on the doping and disorder, the quantum magnetoresistance and the corresponding dephasing rate.

  4. Levy Random Bridges and the Modelling of Financial Information

    OpenAIRE

    Hoyle, Edward; Hughston, Lane P.; Macrina, Andrea

    2009-01-01

    The information-based asset-pricing framework of Brody, Hughston and Macrina (BHM) is extended to include a wider class of models for market information. In the BHM framework, each asset is associated with a collection of random cash flows. The price of the asset is the sum of the discounted conditional expectations of the cash flows. The conditional expectations are taken with respect to a filtration generated by a set of "information processes". The information processes carry imperfect inf...

  5. A random sampling approach for robust estimation of tissue-to-plasma ratio from extremely sparse data.

    Science.gov (United States)

    Chu, Hui-May; Ette, Ene I

    2005-09-02

    his study was performed to develop a new nonparametric approach for the estimation of robust tissue-to-plasma ratio from extremely sparsely sampled paired data (ie, one sample each from plasma and tissue per subject). Tissue-to-plasma ratio was estimated from paired/unpaired experimental data using independent time points approach, area under the curve (AUC) values calculated with the naïve data averaging approach, and AUC values calculated using sampling based approaches (eg, the pseudoprofile-based bootstrap [PpbB] approach and the random sampling approach [our proposed approach]). The random sampling approach involves the use of a 2-phase algorithm. The convergence of the sampling/resampling approaches was investigated, as well as the robustness of the estimates produced by different approaches. To evaluate the latter, new data sets were generated by introducing outlier(s) into the real data set. One to 2 concentration values were inflated by 10% to 40% from their original values to produce the outliers. Tissue-to-plasma ratios computed using the independent time points approach varied between 0 and 50 across time points. The ratio obtained from AUC values acquired using the naive data averaging approach was not associated with any measure of uncertainty or variability. Calculating the ratio without regard to pairing yielded poorer estimates. The random sampling and pseudoprofile-based bootstrap approaches yielded tissue-to-plasma ratios with uncertainty and variability. However, the random sampling approach, because of the 2-phase nature of its algorithm, yielded more robust estimates and required fewer replications. Therefore, a 2-phase random sampling approach is proposed for the robust estimation of tissue-to-plasma ratio from extremely sparsely sampled data.

  6. Context Tree Estimation in Variable Length Hidden Markov Models

    OpenAIRE

    Dumont, Thierry

    2011-01-01

    We address the issue of context tree estimation in variable length hidden Markov models. We propose an estimator of the context tree of the hidden Markov process which needs no prior upper bound on the depth of the context tree. We prove that the estimator is strongly consistent. This uses information-theoretic mixture inequalities in the spirit of Finesso and Lorenzo(Consistent estimation of the order for Markov and hidden Markov chains(1990)) and E.Gassiat and S.Boucheron (Optimal error exp...

  7. Bayesian hierarchical models for smoothing in two-phase studies, with application to small area estimation.

    Science.gov (United States)

    Ross, Michelle; Wakefield, Jon

    2015-10-01

    Two-phase study designs are appealing since they allow for the oversampling of rare sub-populations which improves efficiency. In this paper we describe a Bayesian hierarchical model for the analysis of two-phase data. Such a model is particularly appealing in a spatial setting in which random effects are introduced to model between-area variability. In such a situation, one may be interested in estimating regression coefficients or, in the context of small area estimation, in reconstructing the population totals by strata. The efficiency gains of the two-phase sampling scheme are compared to standard approaches using 2011 birth data from the research triangle area of North Carolina. We show that the proposed method can overcome small sample difficulties and improve on existing techniques. We conclude that the two-phase design is an attractive approach for small area estimation.

  8. Estimation of Model's Marginal likelihood Using Adaptive Sparse Grid Surrogates in Bayesian Model Averaging

    Science.gov (United States)

    Zeng, X.

    2015-12-01

    A large number of model executions are required to obtain alternative conceptual models' predictions and their posterior probabilities in Bayesian model averaging (BMA). The posterior model probability is estimated through models' marginal likelihood and prior probability. The heavy computation burden hinders the implementation of BMA prediction, especially for the elaborated marginal likelihood estimator. For overcoming the computation burden of BMA, an adaptive sparse grid (SG) stochastic collocation method is used to build surrogates for alternative conceptual models through the numerical experiment of a synthetical groundwater model. BMA predictions depend on model posterior weights (or marginal likelihoods), and this study also evaluated four marginal likelihood estimators, including arithmetic mean estimator (AME), harmonic mean estimator (HME), stabilized harmonic mean estimator (SHME), and thermodynamic integration estimator (TIE). The results demonstrate that TIE is accurate in estimating conceptual models' marginal likelihoods. The BMA-TIE has better predictive performance than other BMA predictions. TIE has high stability for estimating conceptual model's marginal likelihood. The repeated estimated conceptual model's marginal likelihoods by TIE have significant less variability than that estimated by other estimators. In addition, the SG surrogates are efficient to facilitate BMA predictions, especially for BMA-TIE. The number of model executions needed for building surrogates is 4.13%, 6.89%, 3.44%, and 0.43% of the required model executions of BMA-AME, BMA-HME, BMA-SHME, and BMA-TIE, respectively.

  9. Optimal difference-based estimation for partially linear models

    KAUST Repository

    Zhou, Yuejin; Cheng, Yebin; Dai, Wenlin; Tong, Tiejun

    2017-01-01

    Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.

  10. Optimal difference-based estimation for partially linear models

    KAUST Repository

    Zhou, Yuejin

    2017-12-16

    Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.

  11. Estimates of Intraclass Correlation Coefficients from Longitudinal Group-Randomized Trials of Adolescent HIV/STI/Pregnancy Prevention Programs

    Science.gov (United States)

    Glassman, Jill R.; Potter, Susan C.; Baumler, Elizabeth R.; Coyle, Karin K.

    2015-01-01

    Introduction: Group-randomized trials (GRTs) are one of the most rigorous methods for evaluating the effectiveness of group-based health risk prevention programs. Efficiently designing GRTs with a sample size that is sufficient for meeting the trial's power and precision goals while not wasting resources exceeding them requires estimates of the…

  12. Random walk in degree space and the time-dependent Watts-Strogatz model

    Science.gov (United States)

    Casa Grande, H. L.; Cotacallapa, M.; Hase, M. O.

    2017-01-01

    In this work, we propose a scheme that provides an analytical estimate for the time-dependent degree distribution of some networks. This scheme maps the problem into a random walk in degree space, and then we choose the paths that are responsible for the dominant contributions. The method is illustrated on the dynamical versions of the Erdős-Rényi and Watts-Strogatz graphs, which were introduced as static models in the original formulation. We have succeeded in obtaining an analytical form for the dynamics Watts-Strogatz model, which is asymptotically exact for some regimes.

  13. Estimation and prediction under local volatility jump-diffusion model

    Science.gov (United States)

    Kim, Namhyoung; Lee, Younhee

    2018-02-01

    Volatility is an important factor in operating a company and managing risk. In the portfolio optimization and risk hedging using the option, the value of the option is evaluated using the volatility model. Various attempts have been made to predict option value. Recent studies have shown that stochastic volatility models and jump-diffusion models reflect stock price movements accurately. However, these models have practical limitations. Combining them with the local volatility model, which is widely used among practitioners, may lead to better performance. In this study, we propose a more effective and efficient method of estimating option prices by combining the local volatility model with the jump-diffusion model and apply it using both artificial and actual market data to evaluate its performance. The calibration process for estimating the jump parameters and local volatility surfaces is divided into three stages. We apply the local volatility model, stochastic volatility model, and local volatility jump-diffusion model estimated by the proposed method to KOSPI 200 index option pricing. The proposed method displays good estimation and prediction performance.

  14. Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

    Science.gov (United States)

    Campbell, D A; Chkrebtii, O

    2013-12-01

    Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

  15. High-temperature series expansions for random Potts models

    Directory of Open Access Journals (Sweden)

    M.Hellmund

    2005-01-01

    Full Text Available We discuss recently generated high-temperature series expansions for the free energy and the susceptibility of random-bond q-state Potts models on hypercubic lattices. Using the star-graph expansion technique, quenched disorder averages can be calculated exactly for arbitrary uncorrelated coupling distributions while keeping the disorder strength p as well as the dimension d as symbolic parameters. We present analyses of the new series for the susceptibility of the Ising (q=2 and 4-state Potts model in three dimensions up to the order 19 and 18, respectively, and compare our findings with results from field-theoretical renormalization group studies and Monte Carlo simulations.

  16. On a Stochastic Failure Model under Random Shocks

    Science.gov (United States)

    Cha, Ji Hwan

    2013-02-01

    In most conventional settings, the events caused by an external shock are initiated at the moments of its occurrence. In this paper, we study a new classes of shock model, where each shock from a nonhomogeneous Poisson processes can trigger a failure of a system not immediately, as in classical extreme shock models, but with delay of some random time. We derive the corresponding survival and failure rate functions. Furthermore, we study the limiting behaviour of the failure rate function where it is applicable.

  17. Estimation of Nonlinear Dynamic Panel Data Models with Individual Effects

    Directory of Open Access Journals (Sweden)

    Yi Hu

    2014-01-01

    Full Text Available This paper suggests a generalized method of moments (GMM based estimation for dynamic panel data models with individual specific fixed effects and threshold effects simultaneously. We extend Hansen’s (Hansen, 1999 original setup to models including endogenous regressors, specifically, lagged dependent variables. To address the problem of endogeneity of these nonlinear dynamic panel data models, we prove that the orthogonality conditions proposed by Arellano and Bond (1991 are valid. The threshold and slope parameters are estimated by GMM, and asymptotic distribution of the slope parameters is derived. Finite sample performance of the estimation is investigated through Monte Carlo simulations. It shows that the threshold and slope parameter can be estimated accurately and also the finite sample distribution of slope parameters is well approximated by the asymptotic distribution.

  18. A Correlated Random Effects Model for Non-homogeneous Markov Processes with Nonignorable Missingness.

    Science.gov (United States)

    Chen, Baojiang; Zhou, Xiao-Hua

    2013-05-01

    Life history data arising in clusters with prespecified assessment time points for patients often feature incomplete data since patients may choose to visit the clinic based on their needs. Markov process models provide a useful tool describing disease progression for life history data. The literature mainly focuses on time homogeneous process. In this paper we develop methods to deal with non-homogeneous Markov process with incomplete clustered life history data. A correlated random effects model is developed to deal with the nonignorable missingness, and a time transformation is employed to address the non-homogeneity in the transition model. Maximum likelihood estimate based on the Monte-Carlo EM algorithm is advocated for parameter estimation. Simulation studies demonstrate that the proposed method works well in many situations. We also apply this method to an Alzheimer's disease study.

  19. Random-Effects Models for Meta-Analytic Structural Equation Modeling: Review, Issues, and Illustrations

    Science.gov (United States)

    Cheung, Mike W.-L.; Cheung, Shu Fai

    2016-01-01

    Meta-analytic structural equation modeling (MASEM) combines the techniques of meta-analysis and structural equation modeling for the purpose of synthesizing correlation or covariance matrices and fitting structural equation models on the pooled correlation or covariance matrix. Both fixed-effects and random-effects models can be defined in MASEM.…

  20. Assessing robustness of designs for random effects parameters for nonlinear mixed-effects models.

    Science.gov (United States)

    Duffull, Stephen B; Hooker, Andrew C

    2017-12-01

    Optimal designs for nonlinear models are dependent on the choice of parameter values. Various methods have been proposed to provide designs that are robust to uncertainty in the prior choice of parameter values. These methods are generally based on estimating the expectation of the determinant (or a transformation of the determinant) of the information matrix over the prior distribution of the parameter values. For high dimensional models this can be computationally challenging. For nonlinear mixed-effects models the question arises as to the importance of accounting for uncertainty in the prior value of the variances of the random effects parameters. In this work we explore the influence of the variance of the random effects parameters on the optimal design. We find that the method for approximating the expectation and variance of the likelihood is of potential importance for considering the influence of random effects. The most common approximation to the likelihood, based on a first-order Taylor series approximation, yields designs that are relatively insensitive to the prior value of the variance of the random effects parameters and under these conditions it appears to be sufficient to consider uncertainty on the fixed-effects parameters only.

  1. Genetic analysis of partial egg production records in Japanese quail using random regression models.

    Science.gov (United States)

    Abou Khadiga, G; Mahmoud, B Y F; Farahat, G S; Emam, A M; El-Full, E A

    2017-08-01

    The main objectives of this study were to detect the most appropriate random regression model (RRM) to fit the data of monthly egg production in 2 lines (selected and control) of Japanese quail and to test the consistency of different criteria of model choice. Data from 1,200 female Japanese quails for the first 5 months of egg production from 4 consecutive generations of an egg line selected for egg production in the first month (EP1) was analyzed. Eight RRMs with different orders of Legendre polynomials were compared to determine the proper model for analysis. All criteria of model choice suggested that the adequate model included the second-order Legendre polynomials for fixed effects, and the third-order for additive genetic effects and permanent environmental effects. Predictive ability of the best model was the highest among all models (ρ = 0.987). According to the best model fitted to the data, estimates of heritability were relatively low to moderate (0.10 to 0.17) showed a descending pattern from the first to the fifth month of production. A similar pattern was observed for permanent environmental effects with greater estimates in the first (0.36) and second (0.23) months of production than heritability estimates. Genetic correlations between separate production periods were higher (0.18 to 0.93) than their phenotypic counterparts (0.15 to 0.87). The superiority of the selected line over the control was observed through significant (P egg production in earlier ages (first and second months) than later ones. A methodology based on random regression animal models can be recommended for genetic evaluation of egg production in Japanese quail. © 2017 Poultry Science Association Inc.

  2. Representing Degree Distributions, Clustering, and Homophily in Social Networks With Latent Cluster Random Effects Models.

    Science.gov (United States)

    Krivitsky, Pavel N; Handcock, Mark S; Raftery, Adrian E; Hoff, Peter D

    2009-07-01

    Social network data often involve transitivity, homophily on observed attributes, clustering, and heterogeneity of actor degrees. We propose a latent cluster random effects model to represent all of these features, and we describe a Bayesian estimation method for it. The model is applicable to both binary and non-binary network data. We illustrate the model using two real datasets. We also apply it to two simulated network datasets with the same, highly skewed, degree distribution, but very different network behavior: one unstructured and the other with transitivity and clustering. Models based on degree distributions, such as scale-free, preferential attachment and power-law models, cannot distinguish between these very different situations, but our model does.

  3. Discrete random walk models for space-time fractional diffusion

    International Nuclear Information System (INIS)

    Gorenflo, Rudolf; Mainardi, Francesco; Moretti, Daniele; Pagnini, Gianni; Paradisi, Paolo

    2002-01-01

    A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. By space-time fractional diffusion equation we mean an evolution equation obtained from the standard linear diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order α is part of (0,2] and skewness θ (moduleθ≤{α,2-α}), and the first-order time derivative with a Caputo derivative of order β is part of (0,1]. Such evolution equation implies for the flux a fractional Fick's law which accounts for spatial and temporal non-locality. The fundamental solution (for the Cauchy problem) of the fractional diffusion equation can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process that we view as a generalized diffusion process. By adopting appropriate finite-difference schemes of solution, we generate models of random walk discrete in space and time suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation

  4. Bayesian estimation of parameters in a regional hydrological model

    Directory of Open Access Journals (Sweden)

    K. Engeland

    2002-01-01

    Full Text Available This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC analysis. The Bayesian method requires formulation of a likelihood function for the parameters and three alternative formulations are used. The first is a subjectively chosen objective function that describes the goodness of fit between the simulated and observed streamflow, as defined in the GLUE framework. The second and third formulations are more statistically correct likelihood models that describe the simulation errors. The full statistical likelihood model describes the simulation errors as an AR(1 process, whereas the simple model excludes the auto-regressive part. The statistical parameters depend on the catchments and the hydrological processes and the statistical and the hydrological parameters are estimated simultaneously. The results show that the simple likelihood model gives the most robust parameter estimates. The simulation error may be explained to a large extent by the catchment characteristics and climatic conditions, so it is possible to transfer knowledge about them to ungauged catchments. The statistical models for the simulation errors indicate that structural errors in the model are more important than parameter uncertainties. Keywords: regional hydrological model, model uncertainty, Bayesian analysis, Markov Chain Monte Carlo analysis

  5. 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.

  6. Random matrices and the six-vertex model

    CERN Document Server

    Bleher, Pavel

    2013-01-01

    This book provides a detailed description of the Riemann-Hilbert approach (RH approach) to the asymptotic analysis of both continuous and discrete orthogonal polynomials, and applications to random matrix models as well as to the six-vertex model. The RH approach was an important ingredient in the proofs of universality in unitary matrix models. This book gives an introduction to the unitary matrix models and discusses bulk and edge universality. The six-vertex model is an exactly solvable two-dimensional model in statistical physics, and thanks to the Izergin-Korepin formula for the model with domain wall boundary conditions, its partition function matches that of a unitary matrix model with nonpolynomial interaction. The authors introduce in this book the six-vertex model and include a proof of the Izergin-Korepin formula. Using the RH approach, they explicitly calculate the leading and subleading terms in the thermodynamic asymptotic behavior of the partition function of the six-vertex model with domain wa...

  7. Marginal and Random Intercepts Models for Longitudinal Binary Data with Examples from Criminology

    Science.gov (United States)

    Long, Jeffrey D.; Loeber, Rolf; Farrington, David P.

    2009-01-01

    Two models for the analysis of longitudinal binary data are discussed: the marginal model and the random intercepts model. In contrast to the linear mixed model (LMM), the two models for binary data are not subsumed under a single hierarchical model. The marginal model provides group-level information whereas the random intercepts model provides…

  8. Universality of correlation functions in random matrix models of QCD

    International Nuclear Information System (INIS)

    Jackson, A.D.; Sener, M.K.; Verbaarschot, J.J.M.

    1997-01-01

    We demonstrate the universality of the spectral correlation functions of a QCD inspired random matrix model that consists of a random part having the chiral structure of the QCD Dirac operator and a deterministic part which describes a schematic temperature dependence. We calculate the correlation functions analytically using the technique of Itzykson-Zuber integrals for arbitrary complex supermatrices. An alternative exact calculation for arbitrary matrix size is given for the special case of zero temperature, and we reproduce the well-known Laguerre kernel. At finite temperature, the microscopic limit of the correlation functions are calculated in the saddle-point approximation. The main result of this paper is that the microscopic universality of correlation functions is maintained even though unitary invariance is broken by the addition of a deterministic matrix to the ensemble. (orig.)

  9. Prediction of Geological Subsurfaces Based on Gaussian Random Field Models

    Energy Technology Data Exchange (ETDEWEB)

    Abrahamsen, Petter

    1997-12-31

    During the sixties, random functions became practical tools for predicting ore reserves with associated precision measures in the mining industry. This was the start of the geostatistical methods called kriging. These methods are used, for example, in petroleum exploration. This thesis reviews the possibilities for using Gaussian random functions in modelling of geological subsurfaces. It develops methods for including many sources of information and observations for precise prediction of the depth of geological subsurfaces. The simple properties of Gaussian distributions make it possible to calculate optimal predictors in the mean square sense. This is done in a discussion of kriging predictors. These predictors are then extended to deal with several subsurfaces simultaneously. It is shown how additional velocity observations can be used to improve predictions. The use of gradient data and even higher order derivatives are also considered and gradient data are used in an example. 130 refs., 44 figs., 12 tabs.

  10. Hydrological model uncertainty due to spatial evapotranspiration estimation methods

    Science.gov (United States)

    Yu, Xuan; Lamačová, Anna; Duffy, Christopher; Krám, Pavel; Hruška, Jakub

    2016-05-01

    Evapotranspiration (ET) continues to be a difficult process to estimate in seasonal and long-term water balances in catchment models. Approaches to estimate ET typically use vegetation parameters (e.g., leaf area index [LAI], interception capacity) obtained from field observation, remote sensing data, national or global land cover products, and/or simulated by ecosystem models. In this study we attempt to quantify the uncertainty that spatial evapotranspiration estimation introduces into hydrological simulations when the age of the forest is not precisely known. The Penn State Integrated Hydrologic Model (PIHM) was implemented for the Lysina headwater catchment, located 50°03‧N, 12°40‧E in the western part of the Czech Republic. The spatial forest patterns were digitized from forest age maps made available by the Czech Forest Administration. Two ET methods were implemented in the catchment model: the Biome-BGC forest growth sub-model (1-way coupled to PIHM) and with the fixed-seasonal LAI method. From these two approaches simulation scenarios were developed. We combined the estimated spatial forest age maps and two ET estimation methods to drive PIHM. A set of spatial hydrologic regime and streamflow regime indices were calculated from the modeling results for each method. Intercomparison of the hydrological responses to the spatial vegetation patterns suggested considerable variation in soil moisture and recharge and a small uncertainty in the groundwater table elevation and streamflow. The hydrologic modeling with ET estimated by Biome-BGC generated less uncertainty due to the plant physiology-based method. The implication of this research is that overall hydrologic variability induced by uncertain management practices was reduced by implementing vegetation models in the catchment models.

  11. Marginal Maximum Likelihood Estimation of Item Response Models in R

    Directory of Open Access Journals (Sweden)

    Matthew S. Johnson

    2007-02-01

    Full Text Available Item response theory (IRT models are a class of statistical models used by researchers to describe the response behaviors of individuals to a set of categorically scored items. The most common IRT models can be classified as generalized linear fixed- and/or mixed-effect models. Although IRT models appear most often in the psychological testing literature, researchers in other fields have successfully utilized IRT-like models in a wide variety of applications. This paper discusses the three major methods of estimation in IRT and develops R functions utilizing the built-in capabilities of the R environment to find the marginal maximum likelihood estimates of the generalized partial credit model. The currently available R packages ltm is also discussed.

  12. Estimation of the Thurstonian model for the 2-AC protocol

    DEFF Research Database (Denmark)

    Christensen, Rune Haubo Bojesen; Lee, Hye-Seong; Brockhoff, Per B.

    2012-01-01

    . This relationship makes it possible to extract estimates and standard errors of δ and τ from general statistical software, and furthermore, it makes it possible to combine standard regression modelling with the Thurstonian model for the 2-AC protocol. A model for replicated 2-AC data is proposed using cumulative......The 2-AC protocol is a 2-AFC protocol with a “no-difference” option and is technically identical to the paired preference test with a “no-preference” option. The Thurstonian model for the 2-AC protocol is parameterized by δ and a decision parameter τ, the estimates of which can be obtained...... by fairly simple well-known methods. In this paper we describe how standard errors of the parameters can be obtained and how exact power computations can be performed. We also show how the Thurstonian model for the 2-AC protocol is closely related to a statistical model known as a cumulative probit model...

  13. Bayesian analysis for uncertainty estimation of a canopy transpiration model

    Science.gov (United States)

    Samanta, S.; Mackay, D. S.; Clayton, M. K.; Kruger, E. L.; Ewers, B. E.

    2007-04-01

    A Bayesian approach was used to fit a conceptual transpiration model to half-hourly transpiration rates for a sugar maple (Acer saccharum) stand collected over a 5-month period and probabilistically estimate its parameter and prediction uncertainties. The model used the Penman-Monteith equation with the Jarvis model for canopy conductance. This deterministic model was extended by adding a normally distributed error term. This extension enabled using Markov chain Monte Carlo simulations to sample the posterior parameter distributions. The residuals revealed approximate conformance to the assumption of normally distributed errors. However, minor systematic structures in the residuals at fine timescales suggested model changes that would potentially improve the modeling of transpiration. Results also indicated considerable uncertainties in the parameter and transpiration estimates. This simple methodology of uncertainty analysis would facilitate the deductive step during the development cycle of deterministic conceptual models by accounting for these uncertainties while drawing inferences from data.

  14. Comparing interval estimates for small sample ordinal CFA models.

    Science.gov (United States)

    Natesan, Prathiba

    2015-01-01

    Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading

  15. [Using log-binomial model for estimating the prevalence ratio].

    Science.gov (United States)

    Ye, Rong; Gao, Yan-hui; Yang, Yi; Chen, Yue

    2010-05-01

    To estimate the prevalence ratios, using a log-binomial model with or without continuous covariates. Prevalence ratios for individuals' attitude towards smoking-ban legislation associated with smoking status, estimated by using a log-binomial model were compared with odds ratios estimated by logistic regression model. In the log-binomial modeling, maximum likelihood method was used when there were no continuous covariates and COPY approach was used if the model did not converge, for example due to the existence of continuous covariates. We examined the association between individuals' attitude towards smoking-ban legislation and smoking status in men and women. Prevalence ratio and odds ratio estimation provided similar results for the association in women since smoking was not common. In men however, the odds ratio estimates were markedly larger than the prevalence ratios due to a higher prevalence of outcome. The log-binomial model did not converge when age was included as a continuous covariate and COPY method was used to deal with the situation. All analysis was performed by SAS. Prevalence ratio seemed to better measure the association than odds ratio when prevalence is high. SAS programs were provided to calculate the prevalence ratios with or without continuous covariates in the log-binomial regression analysis.

  16. Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models

    DEFF Research Database (Denmark)

    Gørgens, Tue; Skeels, Christopher L.; Wurtz, Allan

    This paper explores estimation of a class of non-linear dynamic panel data models with additive unobserved individual-specific effects. The models are specified by moment restrictions. The class includes the panel data AR(p) model and panel smooth transition models. We derive an efficient set...... of moment restrictions for estimation and apply the results to estimation of panel smooth transition models with fixed effects, where the transition may be determined endogenously. The performance of the GMM estimator, both in terms of estimation precision and forecasting performance, is examined in a Monte...

  17. On the Estimation of Standard Errors in Cognitive Diagnosis Models

    Science.gov (United States)

    Philipp, Michel; Strobl, Carolin; de la Torre, Jimmy; Zeileis, Achim

    2018-01-01

    Cognitive diagnosis models (CDMs) are an increasingly popular method to assess mastery or nonmastery of a set of fine-grained abilities in educational or psychological assessments. Several inference techniques are available to quantify the uncertainty of model parameter estimates, to compare different versions of CDMs, or to check model…

  18. Estimation of pure autoregressive vector models for revenue series ...

    African Journals Online (AJOL)

    This paper aims at applying multivariate approach to Box and Jenkins univariate time series modeling to three vector series. General Autoregressive Vector Models with time varying coefficients are estimated. The first vector is a response vector, while others are predictor vectors. By matrix expansion each vector, whether ...

  19. Vacuum expectation values for four-fermion operators. Model estimates

    International Nuclear Information System (INIS)

    Zhitnitskij, A.R.

    1985-01-01

    Some simple models (a system with a heavy quark, the rarefied insatanton gas) are used to investigate the problem of factorizability. Characteristics of vacuum fluctuations responsible for saturation of four-fermion vacuum expectation values which are known phenomenologically are discussed. A qualitative agreement between the model and phenomenologic;l estimates has been noted

  20. Vacuum expectation values of four-fermion operators. Model estimates

    International Nuclear Information System (INIS)

    Zhitnitskii, A.R.

    1985-01-01

    Simple models (a system with a heavy quark, a rarefied instanton gas) are used to study problems of factorizability. A discussion is given of the characteristics of the vacuum fluctuations responsible for saturation of the phenomenologically known four-fermion vacuum expectation values. Qualitative agreement between the model and phenomenological estimates is observed

  1. Estimation of pump operational state with model-based methods

    International Nuclear Information System (INIS)

    Ahonen, Tero; Tamminen, Jussi; Ahola, Jero; Viholainen, Juha; Aranto, Niina; Kestilae, Juha

    2010-01-01

    Pumps are widely used in industry, and they account for 20% of the industrial electricity consumption. Since the speed variation is often the most energy-efficient method to control the head and flow rate of a centrifugal pump, frequency converters are used with induction motor-driven pumps. Although a frequency converter can estimate the operational state of an induction motor without external measurements, the state of a centrifugal pump or other load machine is not typically considered. The pump is, however, usually controlled on the basis of the required flow rate or output pressure. As the pump operational state can be estimated with a general model having adjustable parameters, external flow rate or pressure measurements are not necessary to determine the pump flow rate or output pressure. Hence, external measurements could be replaced with an adjustable model for the pump that uses estimates of the motor operational state. Besides control purposes, modelling the pump operation can provide useful information for energy auditing and optimization purposes. In this paper, two model-based methods for pump operation estimation are presented. Factors affecting the accuracy of the estimation methods are analyzed. The applicability of the methods is verified by laboratory measurements and tests in two pilot installations. Test results indicate that the estimation methods can be applied to the analysis and control of pump operation. The accuracy of the methods is sufficient for auditing purposes, and the methods can inform the user if the pump is driven inefficiently.

  2. Simplification of an MCNP model designed for dose rate estimation

    Science.gov (United States)

    Laptev, Alexander; Perry, Robert

    2017-09-01

    A study was made to investigate the methods of building a simplified MCNP model for radiological dose estimation. The research was done using an example of a complicated glovebox with extra shielding. The paper presents several different calculations for neutron and photon dose evaluations where glovebox elements were consecutively excluded from the MCNP model. The analysis indicated that to obtain a fast and reasonable estimation of dose, the model should be realistic in details that are close to the tally. Other details may be omitted.

  3. Simplification of an MCNP model designed for dose rate estimation

    Directory of Open Access Journals (Sweden)

    Laptev Alexander

    2017-01-01

    Full Text Available A study was made to investigate the methods of building a simplified MCNP model for radiological dose estimation. The research was done using an example of a complicated glovebox with extra shielding. The paper presents several different calculations for neutron and photon dose evaluations where glovebox elements were consecutively excluded from the MCNP model. The analysis indicated that to obtain a fast and reasonable estimation of dose, the model should be realistic in details that are close to the tally. Other details may be omitted.

  4. Estimating the State of Aerodynamic Flows in the Presence of Modeling Errors

    Science.gov (United States)

    da Silva, Andre F. C.; Colonius, Tim

    2017-11-01

    The ensemble Kalman filter (EnKF) has been proven to be successful in fields such as meteorology, in which high-dimensional nonlinear systems render classical estimation techniques impractical. When the model used to forecast state evolution misrepresents important aspects of the true dynamics, estimator performance may degrade. In this work, parametrization and state augmentation are used to track misspecified boundary conditions (e.g., free stream perturbations). The resolution error is modeled as a Gaussian-distributed random variable with the mean (bias) and variance to be determined. The dynamics of the flow past a NACA 0009 airfoil at high angles of attack and moderate Reynolds number is represented by a Navier-Stokes equations solver with immersed boundaries capabilities. The pressure distribution on the airfoil or the velocity field in the wake, both randomized by synthetic noise, are sampled as measurement data and incorporated into the estimated state and bias following Kalman's analysis scheme. Insights about how to specify the modeling error covariance matrix and its impact on the estimator performance are conveyed. This work has been supported in part by a Grant from AFOSR (FA9550-14-1-0328) with Dr. Douglas Smith as program manager, and by a Science without Borders scholarship from the Ministry of Education of Brazil (Capes Foundation - BEX 12966/13-4).

  5. Pervasive randomness in physics: an introduction to its modelling and spectral characterisation

    Science.gov (United States)

    Howard, Roy

    2017-10-01

    An introduction to the modelling and spectral characterisation of random phenomena is detailed at a level consistent with a first exposure to the subject at an undergraduate level. A signal framework for defining a random process is provided and this underpins an introduction to common random processes including the Poisson point process, the random walk, the random telegraph signal, shot noise, information signalling random processes, jittered pulse trains, birth-death random processes and Markov chains. An introduction to the spectral characterisation of signals and random processes, via either an energy spectral density or a power spectral density, is detailed. The important case of defining a white noise random process concludes the paper.

  6. Application of random number generators in genetic algorithms to improve rainfall-runoff modelling

    Science.gov (United States)

    Chlumecký, Martin; Buchtele, Josef; Richta, Karel

    2017-10-01

    The efficient calibration of rainfall-runoff models is a difficult issue, even for experienced hydrologists. Therefore, fast and high-quality model calibration is a valuable improvement. This paper describes a novel methodology and software for the optimisation of a rainfall-runoff modelling using a genetic algorithm (GA) with a newly prepared concept of a random number generator (HRNG), which is the core of the optimisation. The GA estimates model parameters using evolutionary principles, which requires a quality number generator. The new HRNG generates random numbers based on hydrological information and it provides better numbers compared to pure software generators. The GA enhances the model calibration very well and the goal is to optimise the calibration of the model with a minimum of user interaction. This article focuses on improving the internal structure of the GA, which is shielded from the user. The results that we obtained indicate that the HRNG provides a stable trend in the output quality of the model, despite various configurations of the GA. In contrast to previous research, the HRNG speeds up the calibration of the model and offers an improvement of rainfall-runoff modelling.

  7. Performance of models for estimating absolute risk difference in multicenter trials with binary outcome

    Directory of Open Access Journals (Sweden)

    Claudia Pedroza

    2016-08-01

    Full Text Available Abstract Background Reporting of absolute risk difference (RD is recommended for clinical and epidemiological prospective studies. In analyses of multicenter studies, adjustment for center is necessary when randomization is stratified by center or when there is large variation in patients outcomes across centers. While regression methods are used to estimate RD adjusted for baseline predictors and clustering, no formal evaluation of their performance has been previously conducted. Methods We performed a simulation study to evaluate 6 regression methods fitted under a generalized estimating equation framework: binomial identity, Poisson identity, Normal identity, log binomial, log Poisson, and logistic regression model. We compared the model estimates to unadjusted estimates. We varied the true response function (identity or log, number of subjects per center, true risk difference, control outcome rate, effect of baseline predictor, and intracenter correlation. We compared the models in terms of convergence, absolute bias and coverage of 95 % confidence intervals for RD. Results The 6 models performed very similar to each other for the majority of scenarios. However, the log binomial model did not converge for a large portion of the scenarios including a baseline predictor. In scenarios with outcome rate close to the parameter boundary, the binomial and Poisson identity models had the best performance, but differences from other models were negligible. The unadjusted method introduced little bias to the RD estimates, but its coverage was larger than the nominal value in some scenarios with an identity response. Under the log response, coverage from the unadjusted method was well below the nominal value (<80 % for some scenarios. Conclusions We recommend the use of a binomial or Poisson GEE model with identity link to estimate RD for correlated binary outcome data. If these models fail to run, then either a logistic regression, log Poisson

  8. Improved air ventilation rate estimation based on a statistical model

    International Nuclear Information System (INIS)

    Brabec, M.; Jilek, K.

    2004-01-01

    A new approach to air ventilation rate estimation from CO measurement data is presented. The approach is based on a state-space dynamic statistical model, allowing for quick and efficient estimation. Underlying computations are based on Kalman filtering, whose practical software implementation is rather easy. The key property is the flexibility of the model, allowing various artificial regimens of CO level manipulation to be treated. The model is semi-parametric in nature and can efficiently handle time-varying ventilation rate. This is a major advantage, compared to some of the methods which are currently in practical use. After a formal introduction of the statistical model, its performance is demonstrated on real data from routine measurements. It is shown how the approach can be utilized in a more complex situation of major practical relevance, when time-varying air ventilation rate and radon entry rate are to be estimated simultaneously from concurrent radon and CO measurements

  9. Statistical Downscaling of Temperature with the Random Forest Model

    Directory of Open Access Journals (Sweden)

    Bo Pang

    2017-01-01

    Full Text Available The issues with downscaling the outputs of a global climate model (GCM to a regional scale that are appropriate to hydrological impact studies are investigated using the random forest (RF model, which has been shown to be superior for large dataset analysis and variable importance evaluation. The RF is proposed for downscaling daily mean temperature in the Pearl River basin in southern China. Four downscaling models were developed and validated by using the observed temperature series from 61 national stations and large-scale predictor variables derived from the National Center for Environmental Prediction–National Center for Atmospheric Research reanalysis dataset. The proposed RF downscaling model was compared to multiple linear regression, artificial neural network, and support vector machine models. Principal component analysis (PCA and partial correlation analysis (PAR were used in the predictor selection for the other models for a comprehensive study. It was shown that the model efficiency of the RF model was higher than that of the other models according to five selected criteria. By evaluating the predictor importance, the RF could choose the best predictor combination without using PCA and PAR. The results indicate that the RF is a feasible tool for the statistical downscaling of temperature.

  10. Randomizing growing networks with a time-respecting null model

    Science.gov (United States)

    Ren, Zhuo-Ming; Mariani, Manuel Sebastian; Zhang, Yi-Cheng; Medo, Matúš

    2018-05-01

    Complex networks are often used to represent systems that are not static but grow with time: People make new friendships, new papers are published and refer to the existing ones, and so forth. To assess the statistical significance of measurements made on such networks, we propose a randomization methodology—a time-respecting null model—that preserves both the network's degree sequence and the time evolution of individual nodes' degree values. By preserving the temporal linking patterns of the analyzed system, the proposed model is able to factor out the effect of the system's temporal patterns on its structure. We apply the model to the citation network of Physical Review scholarly papers and the citation network of US movies. The model reveals that the two data sets are strikingly different with respect to their degree-degree correlations, and we discuss the important implications of this finding on the information provided by paradigmatic node centrality metrics such as indegree and Google's PageRank. The randomization methodology proposed here can be used to assess the significance of any structural property in growing networks, which could bring new insights into the problems where null models play a critical role, such as the detection of communities and network motifs.

  11. Spatial Distribution of Hydrologic Ecosystem Service Estimates: Comparing Two Models

    Science.gov (United States)

    Dennedy-Frank, P. J.; Ghile, Y.; Gorelick, S.; Logsdon, R. A.; Chaubey, I.; Ziv, G.

    2014-12-01

    We compare estimates of the spatial distribution of water quantity provided (annual water yield) from two ecohydrologic models: the widely-used Soil and Water Assessment Tool (SWAT) and the much simpler water models from the Integrated Valuation of Ecosystem Services and Tradeoffs (InVEST) toolbox. These two models differ significantly in terms of complexity, timescale of operation, effort, and data required for calibration, and so are often used in different management contexts. We compare two study sites in the US: the Wildcat Creek Watershed (2083 km2) in Indiana, a largely agricultural watershed in a cold aseasonal climate, and the Upper Upatoi Creek Watershed (876 km2) in Georgia, a mostly forested watershed in a temperate aseasonal climate. We evaluate (1) quantitative estimates of water yield to explore how well each model represents this process, and (2) ranked estimates of water yield to indicate how useful the models are for management purposes where other social and financial factors may play significant roles. The SWAT and InVEST models provide very similar estimates of the water yield of individual subbasins in the Wildcat Creek Watershed (Pearson r = 0.92, slope = 0.89), and a similar ranking of the relative water yield of those subbasins (Spearman r = 0.86). However, the two models provide relatively different estimates of the water yield of individual subbasins in the Upper Upatoi Watershed (Pearson r = 0.25, slope = 0.14), and very different ranking of the relative water yield of those subbasins (Spearman r = -0.10). The Upper Upatoi watershed has a significant baseflow contribution due to its sandy, well-drained soils. InVEST's simple seasonality terms, which assume no change in storage over the time of the model run, may not accurately estimate water yield processes when baseflow provides such a strong contribution. Our results suggest that InVEST users take care in situations where storage changes are significant.

  12. Unemployment estimation: Spatial point referenced methods and models

    KAUST Repository

    Pereira, Soraia

    2017-06-26

    Portuguese Labor force survey, from 4th quarter of 2014 onwards, started geo-referencing the sampling units, namely the dwellings in which the surveys are carried. This opens new possibilities in analysing and estimating unemployment and its spatial distribution across any region. The labor force survey choose, according to an preestablished sampling criteria, a certain number of dwellings across the nation and survey the number of unemployed in these dwellings. Based on this survey, the National Statistical Institute of Portugal presently uses direct estimation methods to estimate the national unemployment figures. Recently, there has been increased interest in estimating these figures in smaller areas. Direct estimation methods, due to reduced sampling sizes in small areas, tend to produce fairly large sampling variations therefore model based methods, which tend to

  13. Parameter Estimation in Stochastic Grey-Box Models

    DEFF Research Database (Denmark)

    Kristensen, Niels Rode; Madsen, Henrik; Jørgensen, Sten Bay

    2004-01-01

    An efficient and flexible parameter estimation scheme for grey-box models in the sense of discretely, partially observed Ito stochastic differential equations with measurement noise is presented along with a corresponding software implementation. The estimation scheme is based on the extended...... Kalman filter and features maximum likelihood as well as maximum a posteriori estimation on multiple independent data sets, including irregularly sampled data sets and data sets with occasional outliers and missing observations. The software implementation is compared to an existing software tool...... and proves to have better performance both in terms of quality of estimates for nonlinear systems with significant diffusion and in terms of reproducibility. In particular, the new tool provides more accurate and more consistent estimates of the parameters of the diffusion term....

  14. Parametric level correlations in random-matrix models

    International Nuclear Information System (INIS)

    Weidenmueller, Hans A

    2005-01-01

    We show that parametric level correlations in random-matrix theories are closely related to a breaking of the symmetry between the advanced and the retarded Green functions. The form of the parametric level correlation function is the same as for the disordered case considered earlier by Simons and Altshuler and is given by the graded trace of the commutator of the saddle-point solution with the particular matrix that describes the symmetry breaking in the actual case of interest. The strength factor differs from the case of disorder. It is determined solely by the Goldstone mode. It is essentially given by the number of levels that are strongly mixed as the external parameter changes. The factor can easily be estimated in applications

  15. The problematic estimation of "imitation effects" in multilevel models

    Directory of Open Access Journals (Sweden)

    2003-09-01

    Full Text Available It seems plausible that a person's demographic behaviour may be influenced by that among other people in the community, for example because of an inclination to imitate. When estimating multilevel models from clustered individual data, some investigators might perhaps feel tempted to try to capture this effect by simply including on the right-hand side the average of the dependent variable, constructed by aggregation within the clusters. However, such modelling must be avoided. According to simulation experiments based on real fertility data from India, the estimated effect of this obviously endogenous variable can be very different from the true effect. Also the other community effect estimates can be strongly biased. An "imitation effect" can only be estimated under very special assumptions that in practice will be hard to defend.

  16. Development on electromagnetic impedance function modeling and its estimation

    Energy Technology Data Exchange (ETDEWEB)

    Sutarno, D., E-mail: Sutarno@fi.itb.ac.id [Earth Physics and Complex System Division Faculty of Mathematics and Natural Sciences Institut Teknologi Bandung (Indonesia)

    2015-09-30

    Today the Electromagnetic methods such as magnetotellurics (MT) and controlled sources audio MT (CSAMT) is used in a broad variety of applications. Its usefulness in poor seismic areas and its negligible environmental impact are integral parts of effective exploration at minimum cost. As exploration was forced into more difficult areas, the importance of MT and CSAMT, in conjunction with other techniques, has tended to grow continuously. However, there are obviously important and difficult problems remaining to be solved concerning our ability to collect process and interpret MT as well as CSAMT in complex 3D structural environments. This talk aim at reviewing and discussing the recent development on MT as well as CSAMT impedance functions modeling, and also some improvements on estimation procedures for the corresponding impedance functions. In MT impedance modeling, research efforts focus on developing numerical method for computing the impedance functions of three dimensionally (3-D) earth resistivity models. On that reason, 3-D finite elements numerical modeling for the impedances is developed based on edge element method. Whereas, in the CSAMT case, the efforts were focused to accomplish the non-plane wave problem in the corresponding impedance functions. Concerning estimation of MT and CSAMT impedance functions, researches were focused on improving quality of the estimates. On that objective, non-linear regression approach based on the robust M-estimators and the Hilbert transform operating on the causal transfer functions, were used to dealing with outliers (abnormal data) which are frequently superimposed on a normal ambient MT as well as CSAMT noise fields. As validated, the proposed MT impedance modeling method gives acceptable results for standard three dimensional resistivity models. Whilst, the full solution based modeling that accommodate the non-plane wave effect for CSAMT impedances is applied for all measurement zones, including near-, transition

  17. A Bayesian framework for parameter estimation in dynamical models.

    Directory of Open Access Journals (Sweden)

    Flávio Codeço Coelho

    Full Text Available Mathematical models in biology are powerful tools for the study and exploration of complex dynamics. Nevertheless, bringing theoretical results to an agreement with experimental observations involves acknowledging a great deal of uncertainty intrinsic to our theoretical representation of a real system. Proper handling of such uncertainties is key to the successful usage of models to predict experimental or field observations. This problem has been addressed over the years by many tools for model calibration and parameter estimation. In this article we present a general framework for uncertainty analysis and parameter estimation that is designed to handle uncertainties associated with the modeling of dynamic biological systems while remaining agnostic as to the type of model used. We apply the framework to fit an SIR-like influenza transmission model to 7 years of incidence data in three European countries: Belgium, the Netherlands and Portugal.

  18. Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model

    Directory of Open Access Journals (Sweden)

    Qingwu Gao

    2012-01-01

    Full Text Available We discuss the uniformly asymptotic estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model, where the interarrival times of successive accidents and all the claim sizes caused by an accident are two sequences of random variables following a wide dependence structure. This wide dependence structure allows random variables to be either negatively dependent or positively dependent.

  19. Bayesian hierarchical model for large-scale covariance matrix estimation.

    Science.gov (United States)

    Zhu, Dongxiao; Hero, Alfred O

    2007-12-01

    Many bioinformatics problems implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy due to "overfitting." We cast the large-scale covariance matrix estimation problem into the Bayesian hierarchical model framework, and introduce dependency between covariance parameters. We demonstrate the advantages of our approaches over the traditional approaches using simulations and OMICS data analysis.

  20. Advanced empirical estimate of information value for credit scoring models

    Directory of Open Access Journals (Sweden)

    Martin Řezáč

    2011-01-01

    Full Text Available Credit scoring, it is a term for a wide spectrum of predictive models and their underlying techniques that aid financial institutions in granting credits. These methods decide who will get credit, how much credit they should get, and what further strategies will enhance the profitability of the borrowers to the lenders. Many statistical tools are avaiable for measuring quality, within the meaning of the predictive power, of credit scoring models. Because it is impossible to use a scoring model effectively without knowing how good it is, quality indexes like Gini, Kolmogorov-Smirnov statisic and Information value are used to assess quality of given credit scoring model. The paper deals primarily with the Information value, sometimes called divergency. Commonly it is computed by discretisation of data into bins using deciles. One constraint is required to be met in this case. Number of cases have to be nonzero for all bins. If this constraint is not fulfilled there are some practical procedures for preserving finite results. As an alternative method to the empirical estimates one can use the kernel smoothing theory, which allows to estimate unknown densities and consequently, using some numerical method for integration, to estimate value of the Information value. The main contribution of this paper is a proposal and description of the empirical estimate with supervised interval selection. This advanced estimate is based on requirement to have at least k, where k is a positive integer, observations of socres of both good and bad client in each considered interval. A simulation study shows that this estimate outperform both the empirical estimate using deciles and the kernel estimate. Furthermore it shows high dependency on choice of the parameter k. If we choose too small value, we get overestimated value of the Information value, and vice versa. Adjusted square root of number of bad clients seems to be a reasonable compromise.

  1. Perspectives on Modelling BIM-enabled Estimating Practices

    Directory of Open Access Journals (Sweden)

    Willy Sher

    2014-12-01

    Full Text Available BIM-enabled estimating processes do not replace or provide a substitute for the traditional approaches used in the architecture, engineering and construction industries. This paper explores the impact of BIM on these traditional processes.  It identifies differences between the approaches used with BIM and other conventional methods, and between the various construction professionals that prepare estimates. We interviewed 17 construction professionals from client organizations, contracting organizations, consulting practices and specialist-project firms. Our analyses highlight several logical relationships between estimating processes and BIM attributes. Estimators need to respond to the challenges BIM poses to traditional estimating practices. BIM-enabled estimating circumvents long-established conventions and traditional approaches, and focuses on data management.  Consideration needs to be given to the model data required for estimating, to the means by which these data may be harnessed when exported, to the means by which the integrity of model data are protected, to the creation and management of tools that work effectively and efficiently in multi-disciplinary settings, and to approaches that narrow the gap between virtual reality and actual reality.  Areas for future research are also identified in the paper.

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

    KAUST Repository

    Wang, Li

    2011-08-01

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

  3. Line impedance estimation using model based identification technique

    DEFF Research Database (Denmark)

    Ciobotaru, Mihai; Agelidis, Vassilios; Teodorescu, Remus

    2011-01-01

    The estimation of the line impedance can be used by the control of numerous grid-connected systems, such as active filters, islanding detection techniques, non-linear current controllers, detection of the on/off grid operation mode. Therefore, estimating the line impedance can add extra functions...... into the operation of the grid-connected power converters. This paper describes a quasi passive method for estimating the line impedance of the distribution electricity network. The method uses the model based identification technique to obtain the resistive and inductive parts of the line impedance. The quasi...

  4. Model Year 2017 Fuel Economy Guide: EPA Fuel Economy Estimates

    Energy Technology Data Exchange (ETDEWEB)

    None

    2016-11-01

    The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles.

  5. Model Year 2012 Fuel Economy Guide: EPA Fuel Economy Estimates

    Energy Technology Data Exchange (ETDEWEB)

    None

    2011-11-01

    The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles.

  6. Model Year 2013 Fuel Economy Guide: EPA Fuel Economy Estimates

    Energy Technology Data Exchange (ETDEWEB)

    None

    2012-12-01

    The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles.

  7. Model Year 2011 Fuel Economy Guide: EPA Fuel Economy Estimates

    Energy Technology Data Exchange (ETDEWEB)

    None

    2010-11-01

    The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles.

  8. Model Year 2018 Fuel Economy Guide: EPA Fuel Economy Estimates

    Energy Technology Data Exchange (ETDEWEB)

    None

    2017-12-07

    The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles.

  9. Models of economic geography: dynamics, estimation and policy evaluation

    OpenAIRE

    Knaap, Thijs

    2004-01-01

    In this thesis we look at economic geography models from a number of angles. We started by placing the theory in a context of preceding theories, both earlier work on spatial economics and other children of the monopolistic competition ‘revolution.’ Next, we looked at the theoretical properties of these models, especially when we allow firms to have different demand functions for intermediate goods. We estimated the model using a dataset on US states, and computed a number of counterfactuals....

  10. Zero temperature landscape of the random sine-Gordon model

    International Nuclear Information System (INIS)

    Sanchez, A.; Bishop, A.R.; Cai, D.

    1997-01-01

    We present a preliminary summary of the zero temperature properties of the two-dimensional random sine-Gordon model of surface growth on disordered substrates. We found that the properties of this model can be accurately computed by using lattices of moderate size as the behavior of the model turns out to be independent of the size above certain length (∼ 128 x 128 lattices). Subsequently, we show that the behavior of the height difference correlation function is of (log r) 2 type up to a certain correlation length (ξ ∼ 20), which rules out predictions of log r behavior for all temperatures obtained by replica-variational techniques. Our results open the way to a better understanding of the complex landscape presented by this system, which has been the subject of very many (contradictory) analysis

  11. Exponential random graph models for networks with community structure.

    Science.gov (United States)

    Fronczak, Piotr; Fronczak, Agata; Bujok, Maksymilian

    2013-09-01

    Although the community structure organization is an important characteristic of real-world networks, most of the traditional network models fail to reproduce the feature. Therefore, the models are useless as benchmark graphs for testing community detection algorithms. They are also inadequate to predict various properties of real networks. With this paper we intend to fill the gap. We develop an exponential random graph approach to networks with community structure. To this end we mainly built upon the idea of blockmodels. We consider both the classical blockmodel and its degree-corrected counterpart and study many of their properties analytically. We show that in the degree-corrected blockmodel, node degrees display an interesting scaling property, which is reminiscent of what is observed in real-world fractal networks. A short description of Monte Carlo simulations of the models is also given in the hope of being useful to others working in the field.

  12. The Little-Hopfield model on a sparse random graph

    International Nuclear Information System (INIS)

    Castillo, I Perez; Skantzos, N S

    2004-01-01

    We study the Hopfield model on a random graph in scaling regimes where the average number of connections per neuron is a finite number and the spin dynamics is governed by a synchronous execution of the microscopic update rule (Little-Hopfield model). We solve this model within replica symmetry, and by using bifurcation analysis we prove that the spin-glass/paramagnetic and the retrieval/paramagnetic transition lines of our phase diagram are identical to those of sequential dynamics. The first-order retrieval/spin-glass transition line follows by direct evaluation of our observables using population dynamics. Within the accuracy of numerical precision and for sufficiently small values of the connectivity parameter we find that this line coincides with the corresponding sequential one. Comparison with simulation experiments shows excellent agreement

  13. Pedestrian Walking Behavior Revealed through a Random Walk Model

    Directory of Open Access Journals (Sweden)

    Hui Xiong

    2012-01-01

    Full Text Available This paper applies method of continuous-time random walks for pedestrian flow simulation. In the model, pedestrians can walk forward or backward and turn left or right if there is no block. Velocities of pedestrian flow moving forward or diffusing are dominated by coefficients. The waiting time preceding each jump is assumed to follow an exponential distribution. To solve the model, a second-order two-dimensional partial differential equation, a high-order compact scheme with the alternating direction implicit method, is employed. In the numerical experiments, the walking domain of the first one is two-dimensional with two entrances and one exit, and that of the second one is two-dimensional with one entrance and one exit. The flows in both scenarios are one way. Numerical results show that the model can be used for pedestrian flow simulation.

  14. Random isotropic one-dimensional XY-model

    Science.gov (United States)

    Gonçalves, L. L.; Vieira, A. P.

    1998-01-01

    The 1D isotropic s = ½XY-model ( N sites), with random exchange interaction in a transverse random field is considered. The random variables satisfy bimodal quenched distributions. The solution is obtained by using the Jordan-Wigner fermionization and a canonical transformation, reducing the problem to diagonalizing an N × N matrix, corresponding to a system of N noninteracting fermions. The calculations are performed numerically for N = 1000, and the field-induced magnetization at T = 0 is obtained by averaging the results for the different samples. For the dilute case, in the uniform field limit, the magnetization exhibits various discontinuities, which are the consequence of the existence of disconnected finite clusters distributed along the chain. Also in this limit, for finite exchange constants J A and J B, as the probability of J A varies from one to zero, the saturation field is seen to vary from Γ A to Γ B, where Γ A(Γ B) is the value of the saturation field for the pure case with exchange constant equal to J A(J B) .

  15. Genetic analyses of partial egg production in Japanese quail using multi-trait random regression models.

    Science.gov (United States)

    Karami, K; Zerehdaran, S; Barzanooni, B; Lotfi, E

    2017-12-01

    1. The aim of the present study was to estimate genetic parameters for average egg weight (EW) and egg number (EN) at different ages in Japanese quail using multi-trait random regression (MTRR) models. 2. A total of 8534 records from 900 quail, hatched between 2014 and 2015, were used in the study. Average weekly egg weights and egg numbers were measured from second until sixth week of egg production. 3. Nine random regression models were compared to identify the best order of the Legendre polynomials (LP). The most optimal model was identified by the Bayesian Information Criterion. A model with second order of LP for fixed effects, second order of LP for additive genetic effects and third order of LP for permanent environmental effects (MTRR23) was found to be the best. 4. According to the MTRR23 model, direct heritability for EW increased from 0.26 in the second week to 0.53 in the sixth week of egg production, whereas the ratio of permanent environment to phenotypic variance decreased from 0.48 to 0.1. Direct heritability for EN was low, whereas the ratio of permanent environment to phenotypic variance decreased from 0.57 to 0.15 during the production period. 5. For each trait, estimated genetic correlations among weeks of egg production were high (from 0.85 to 0.98). Genetic correlations between EW and EN were low and negative for the first two weeks, but they were low and positive for the rest of the egg production period. 6. In conclusion, random regression models can be used effectively for analysing egg production traits in Japanese quail. Response to selection for increased egg weight would be higher at older ages because of its higher heritability and such a breeding program would have no negative genetic impact on egg production.

  16. A single model procedure for estimating tank calibration equations

    International Nuclear Information System (INIS)

    Liebetrau, A.M.

    1997-10-01

    A fundamental component of any accountability system for nuclear materials is a tank calibration equation that relates the height of liquid in a tank to its volume. Tank volume calibration equations are typically determined from pairs of height and volume measurements taken in a series of calibration runs. After raw calibration data are standardized to a fixed set of reference conditions, the calibration equation is typically fit by dividing the data into several segments--corresponding to regions in the tank--and independently fitting the data for each segment. The estimates obtained for individual segments must then be combined to obtain an estimate of the entire calibration function. This process is tedious and time-consuming. Moreover, uncertainty estimates may be misleading because it is difficult to properly model run-to-run variability and between-segment correlation. In this paper, the authors describe a model whose parameters can be estimated simultaneously for all segments of the calibration data, thereby eliminating the need for segment-by-segment estimation. The essence of the proposed model is to define a suitable polynomial to fit to each segment and then extend its definition to the domain of the entire calibration function, so that it (the entire calibration function) can be expressed as the sum of these extended polynomials. The model provides defensible estimates of between-run variability and yields a proper treatment of between-segment correlations. A portable software package, called TANCS, has been developed to facilitate the acquisition, standardization, and analysis of tank calibration data. The TANCS package was used for the calculations in an example presented to illustrate the unified modeling approach described in this paper. With TANCS, a trial calibration function can be estimated and evaluated in a matter of minutes

  17. The random cluster model and a new integration identity

    International Nuclear Information System (INIS)

    Chen, L C; Wu, F Y

    2005-01-01

    We evaluate the free energy of the random cluster model at its critical point for 0 -1 (√q/2) is a rational number. As a by-product, our consideration leads to a closed-form evaluation of the integral 1/(4π 2 ) ∫ 0 2π dΘ ∫ 0 2π dΦ ln[A+B+C - AcosΘ - BcosΦ - Ccos(Θ+Φ)] = -ln(2S) + (2/π)[Ti 2 (AS) + Ti 2 (BS) + Ti 2 (CS)], which arises in lattice statistics, where A, B, C ≥ 0 and S=1/√(AB + BC + CA)

  18. Universality in random-walk models with birth and death

    International Nuclear Information System (INIS)

    Bender, C.M.; Boettcher, S.; Meisinger, P.N.

    1995-01-01

    Models of random walks are considered in which walkers are born at one site and die at all other sites. Steady-state distributions of walkers exhibit dimensionally dependent critical behavior as a function of the birth rate. Exact analytical results for a hyperspherical lattice yield a second-order phase transition with a nontrivial critical exponent for all positive dimensions D≠2, 4. Numerical studies of hypercubic and fractal lattices indicate that these exact results are universal. This work elucidates the adsorption transition of polymers at curved interfaces. copyright 1995 The American Physical Society

  19. Permeability of model porous medium formed by random discs

    Science.gov (United States)

    Gubaidullin, A. A.; Gubkin, A. S.; Igoshin, D. E.; Ignatev, P. A.

    2018-03-01

    Two-dimension model of the porous medium with skeleton of randomly located overlapping discs is proposed. The geometry and computational grid are built in open package Salome. Flow of Newtonian liquid in longitudinal and transverse directions is calculated and its flow rate is defined. The numerical solution of the Navier-Stokes equations for a given pressure drop at the boundaries of the area is realized in the open package OpenFOAM. Calculated value of flow rate is used for defining of permeability coefficient on the base of Darcy law. For evaluating of representativeness of computational domain the permeability coefficients in longitudinal and transverse directions are compered.

  20. Interpreting parameters in the logistic regression model with random effects

    DEFF Research Database (Denmark)

    Larsen, Klaus; Petersen, Jørgen Holm; Budtz-Jørgensen, Esben

    2000-01-01

    interpretation, interval odds ratio, logistic regression, median odds ratio, normally distributed random effects......interpretation, interval odds ratio, logistic regression, median odds ratio, normally distributed random effects...