Nonparametric estimation in random sum models
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Hassan S. Bakouch
2013-05-01
Full Text Available Let X1,X2,…,XN be independent, identically distributed, non-negative, integervalued random variables and let N be a non-negative, integer-valued random variable independent of X1,X2,…,XN . In this paper, we consider two nonparametric estimation problems for the random sum variable. The first is the estimation of the means of Xi and N based on the second-moment assumptions on distributions of Xi and N . The second is the nonparametric estimation of the distribution of Xi given a parametric model for the distribution of N . Some asymptotic properties of the proposed estimators are discussed.
Performance of Random Effects Model Estimators under Complex Sampling Designs
Jia, Yue; Stokes, Lynne; Harris, Ian; Wang, Yan
2011-01-01
In this article, we consider estimation of parameters of random effects models from samples collected via complex multistage designs. Incorporation of sampling weights is one way to reduce estimation bias due to unequal probabilities of selection. Several weighting methods have been proposed in the literature for estimating the parameters of…
RANDOM CLOSED SET MODELS: ESTIMATING AND SIMULATING BINARY IMAGES
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Ángeles M Gallego
2011-05-01
Full Text Available In this paper we show the use of the Boolean model and a class of RACS models that is a generalization of it to obtain simulations of random binary images able to imitate natural textures such as marble or wood. The different tasks required, parameter estimation, goodness-of-fit test and simulation, are reviewed. In addition to a brief review of the theory, simulation studies of each model are included.
Nonparametric Estimation of Distributions in Random Effects Models
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.
Spatially random models, estimation theory, and robot arm dynamics
Rodriguez, G.
1987-01-01
Spatially random models provide an alternative to the more traditional deterministic models used to describe robot arm dynamics. These alternative models can be used to establish a relationship between the methodologies of estimation theory and robot dynamics. A new class of algorithms for many of the fundamental robotics problems of inverse and forward dynamics, inverse kinematics, etc. can be developed that use computations typical in estimation theory. The algorithms make extensive use of the difference equations of Kalman filtering and Bryson-Frazier smoothing to conduct spatial recursions. The spatially random models are very easy to describe and are based on the assumption that all of the inertial (D'Alembert) forces in the system are represented by a spatially distributed white-noise model. The models can also be used to generate numerically the composite multibody system inertia matrix. This is done without resorting to the more common methods of deterministic modeling involving Lagrangian dynamics, Newton-Euler equations, etc. These methods make substantial use of human knowledge in derivation and minipulation of equations of motion for complex mechanical systems.
Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models
Tchumtchoua, Sylvie; Dey, Dipak
2007-01-01
Heterogeneity in choice models is typically assumed to have a normal distribution in both Bayesian and classical setups. In this paper, we propose a semiparametric Bayesian framework for the analysis of random coefficients discrete choice models that can be applied to both individual as well as aggregate data. Heterogeneity is modeled using a Dirichlet process prior which varies with consumers characteristics through covariates. We develop a Markov chain Monte Carlo algorithm for fitting such...
Estimating random-intercept models on data streams
Ippel, L.; Kaptein, M.C.; Vermunt, J.K.
2016-01-01
Multilevel models are often used for the analysis of grouped data. Grouped data occur for instance when estimating the performance of pupils nested within schools or analyzing multiple observations nested within individuals. Currently, multilevel models are mostly fit to static datasets. However,
Estimating Independent Locally Shifted Random Utility Models for Ranking Data
Lam, Kar Yin; Koning, Alex J.; Franses, Philip Hans
2011-01-01
We consider the estimation of probabilistic ranking models in the context of conjoint experiments. By using approximate rather than exact ranking probabilities, we avoided the computation of high-dimensional integrals. We extended the approximation technique proposed by Henery (1981) in the context of the Thurstone-Mosteller-Daniels model to any…
Least squares estimation in a simple random coefficient autoregressive model
DEFF Research Database (Denmark)
Johansen, Søren; Lange, Theis
2013-01-01
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......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...
Estimating Random Regret Minimization models in the route choice context
DEFF Research Database (Denmark)
Prato, Carlo Giacomo
The discrete choice paradigm of random regret minimization (RRM) has been recently proposed in several choice contexts. In the route choice context, the paradigm has been used to model the choice among three routes, to define regret-based equilibrium in risky conditions, and to formulate regret......-based stochastic user equilibrium. However, in the same context the RRM literature has not confronted three major challenges: (i) accounting for similarity across alternative routes, (ii) analyzing choice set composition effects on choice probabilities, and (iii) comparing the RRM model with advanced RUM...... counterparts. This paper looks into RRM-based route choice models from these three perspectives by (i) proposing utility-based and regret-based correction terms to account for similarity across alternatives, (ii) analyzing the variation of choice set probabilities with the choice set composition, and (iii...
Estimating a DIF decomposition model using a random-weights linear logistic test model approach.
Paek, Insu; Fukuhara, Hirotaka
2015-09-01
A differential item functioning (DIF) decomposition model separates a testlet item DIF into two sources: item-specific differential functioning and testlet-specific differential functioning. This article provides an alternative model-building framework and estimation approach for a DIF decomposition model that was proposed by Beretvas and Walker (2012). Although their model is formulated under multilevel modeling with the restricted pseudolikelihood estimation method, our approach illustrates DIF decomposition modeling that is directly built upon the random-weights linear logistic test model framework with the marginal maximum likelihood estimation method. In addition to demonstrating our approach's performance, we provide detailed information on how to implement this new DIF decomposition model using an item response theory software program; using DIF decomposition may be challenging for practitioners, yet practical information on how to implement it has previously been unavailable in the measurement literature.
Wang, Wei; Griswold, Michael E.
2016-01-01
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. PMID:27449636
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...
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......, as a consequence the random field model specification introduces non-stationarity and non-ergodicity in the misspecified model and it becomes non-trivial, relative to the existing literature, to establish the limiting behavior of the estimated parameters. The asymptotic results are obtained by applying some...
A new mean estimator using auxiliary variables for randomized response models
Ozgul, Nilgun; Cingi, Hulya
2013-10-01
Randomized response models are commonly used in surveys dealing with sensitive questions such as abortion, alcoholism, sexual orientation, drug taking, annual income, tax evasion to ensure interviewee anonymity and reduce nonrespondents rates and biased responses. Starting from the pioneering work of Warner [7], many versions of RRM have been developed that can deal with quantitative responses. In this study, new mean estimator is suggested for RRM including quantitative responses. The mean square error is derived and a simulation study is performed to show the efficiency of the proposed estimator to other existing estimators in RRM.
Pu, Xiangke; Gao, Ge; Fan, Yubo; Wang, Mian
2016-01-01
Randomized response is a research method to get accurate answers to sensitive questions in structured sample survey. Simple random sampling is widely used in surveys of sensitive questions but hard to apply on large targeted populations. On the other side, more sophisticated sampling regimes and corresponding formulas are seldom employed to sensitive question surveys. In this work, we developed a series of formulas for parameter estimation in cluster sampling and stratified cluster sampling under two kinds of randomized response models by using classic sampling theories and total probability formulas. The performances of the sampling methods and formulas in the survey of premarital sex and cheating on exams at Soochow University were also provided. The reliability of the survey methods and formulas for sensitive question survey was found to be high.
Directory of Open Access Journals (Sweden)
Xiangke Pu
Full Text Available Randomized response is a research method to get accurate answers to sensitive questions in structured sample survey. Simple random sampling is widely used in surveys of sensitive questions but hard to apply on large targeted populations. On the other side, more sophisticated sampling regimes and corresponding formulas are seldom employed to sensitive question surveys. In this work, we developed a series of formulas for parameter estimation in cluster sampling and stratified cluster sampling under two kinds of randomized response models by using classic sampling theories and total probability formulas. The performances of the sampling methods and formulas in the survey of premarital sex and cheating on exams at Soochow University were also provided. The reliability of the survey methods and formulas for sensitive question survey was found to be high.
Estimation of retinal vessel caliber using model fitting and random forests
Araújo, Teresa; Mendonça, Ana Maria; Campilho, Aurélio
2017-03-01
Retinal vessel caliber changes are associated with several major diseases, such as diabetes and hypertension. These caliber changes can be evaluated using eye fundus images. However, the clinical assessment is tiresome and prone to errors, motivating the development of automatic methods. An automatic method based on vessel crosssection intensity profile model fitting for the estimation of vessel caliber in retinal images is herein proposed. First, vessels are segmented from the image, vessel centerlines are detected and individual segments are extracted and smoothed. Intensity profiles are extracted perpendicularly to the vessel, and the profile lengths are determined. Then, model fitting is applied to the smoothed profiles. A novel parametric model (DoG-L7) is used, consisting on a Difference-of-Gaussians multiplied by a line which is able to describe profile asymmetry. Finally, the parameters of the best-fit model are used for determining the vessel width through regression using ensembles of bagged regression trees with random sampling of the predictors (random forests). The method is evaluated on the REVIEW public dataset. A precision close to the observers is achieved, outperforming other state-of-the-art methods. The method is robust and reliable for width estimation in images with pathologies and artifacts, with performance independent of the range of diameters.
ESTIMATION OF GENETIC PARAMETERS IN TROPICARNE CATTLE WITH RANDOM REGRESSION MODELS USING B-SPLINES
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Joel DomÃnguez 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 â€“ 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.
Estimating safety effects of pavement management factors utilizing Bayesian random effect models.
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
Langbein, John O.
2012-01-01
Recent studies have documented that global positioning system (GPS) time series of position estimates have temporal correlations which have been modeled as a combination of power-law and white noise processes. When estimating quantities such as a constant rate from GPS time series data, the estimated uncertainties on these quantities are more realistic when using a noise model that includes temporal correlations than simply assuming temporally uncorrelated noise. However, the choice of the specific representation of correlated noise can affect the estimate of uncertainty. For many GPS time series, the background noise can be represented by either: (1) a sum of flicker and random-walk noise or, (2) as a power-law noise model that represents an average of the flicker and random-walk noise. For instance, if the underlying noise model is a combination of flicker and random-walk noise, then incorrectly choosing the power-law model could underestimate the rate uncertainty by a factor of two. Distinguishing between the two alternate noise models is difficult since the flicker component can dominate the assessment of the noise properties because it is spread over a significant portion of the measurable frequency band. But, although not necessarily detectable, the random-walk component can be a major constituent of the estimated rate uncertainty. None the less, it is possible to determine the upper bound on the random-walk noise.
Cizek, Pavel; Lei, Jinghua
The identification in a nonseparable single-index models with correlated random effects is considered in panel data with a fixed number of time periods. The identification assumption is based on the correlated random effects structure. Under this assumption, the parameters of interest are identified
Cizek, P.; Lei, J.
2013-01-01
Abstract: The identification of parameters in a nonseparable single-index models with correlated random effects is considered in the context of panel data with a fixed number of time periods. The identification assumption is based on the correlated random-effect structure: the distribution of
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Atenafu Eshetu G
2012-08-01
Full Text Available Abstract Background Intraclass correlation coefficients (ICCs are used in a wide range of applications. However, most commonly used estimators for the ICC are known to be subject to bias. Methods Using second order Taylor series expansion, we propose a new bias-corrected estimator for one type of intraclass correlation coefficient, for the ICC that arises in the context of the balanced one-way random effects model. A simulation study is performed to assess the performance of the proposed estimator. Data have been generated under normal as well as non-normal scenarios. Results Our simulation results show that the new estimator has reduced bias compared to the least square estimator which is often referred to as the conventional or analytical estimator. The results also show marked bias reduction both in normal and non-normal data scenarios. In particular, our estimator outperforms the analytical estimator in a non-normal setting producing estimates that are very close to the true ICC values. Conclusions The proposed bias-corrected estimator for the ICC from a one-way random effects analysis of variance model appears to perform well in the scenarios we considered in this paper and can be used as a motivation to construct bias-corrected estimators for other types of ICCs that arise in more complex scenarios. It would also be interesting to investigate the bias-variance trade-off.
Atenafu, Eshetu G; Hamid, Jemila S; To, Teresa; Willan, Andrew R; Feldman, Brian M; Beyene, Joseph
2012-08-20
Intraclass correlation coefficients (ICCs) are used in a wide range of applications. However, most commonly used estimators for the ICC are known to be subject to bias. Using second order Taylor series expansion, we propose a new bias-corrected estimator for one type of intraclass correlation coefficient, for the ICC that arises in the context of the balanced one-way random effects model. A simulation study is performed to assess the performance of the proposed estimator. Data have been generated under normal as well as non-normal scenarios. Our simulation results show that the new estimator has reduced bias compared to the least square estimator which is often referred to as the conventional or analytical estimator. The results also show marked bias reduction both in normal and non-normal data scenarios. In particular, our estimator outperforms the analytical estimator in a non-normal setting producing estimates that are very close to the true ICC values. The proposed bias-corrected estimator for the ICC from a one-way random effects analysis of variance model appears to perform well in the scenarios we considered in this paper and can be used as a motivation to construct bias-corrected estimators for other types of ICCs that arise in more complex scenarios. It would also be interesting to investigate the bias-variance trade-off.
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
Stemflow estimation in a redwood forest using model-based stratified random sampling
Jack Lewis
2003-01-01
Model-based stratified sampling is illustrated by a case study of stemflow volume in a redwood forest. The approach is actually a model-assisted sampling design in which auxiliary information (tree diameter) is utilized in the design of stratum boundaries to optimize the efficiency of a regression or ratio estimator. The auxiliary information is utilized in both the...
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
-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...... 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...... 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...
Sesana, R C; Bignardi, A B; Borquis, R R A; El Faro, L; Baldi, F; Albuquerque, L G; Tonhati, H
2010-10-01
The objective of this work was to estimate covariance functions for additive genetic and permanent environmental effects and, subsequently, to obtain genetic parameters for buffalo's test-day milk production using random regression models on Legendre polynomials (LPs). A total of 17 935 test-day milk yield (TDMY) from 1433 first lactations of Murrah buffaloes, calving from 1985 to 2005 and belonging to 12 herds located in São Paulo state, Brazil, were analysed. Contemporary groups (CGs) were defined by herd, year and month of milk test. Residual variances were modelled through variance functions, from second to fourth order and also by a step function with 1, 4, 6, 22 and 42 classes. The model of analyses included the fixed effect of CGs, number of milking, age of cow at calving as a covariable (linear and quadratic) and the mean trend of the population. As random effects were included the additive genetic and permanent environmental effects. The additive genetic and permanent environmental random effects were modelled by LP of days in milk from quadratic to seventh degree polynomial functions. The model with additive genetic and animal permanent environmental effects adjusted by quintic and sixth order LP, respectively, and residual variance modelled through a step function with six classes was the most adequate model to describe the covariance structure of the data. Heritability estimates decreased from 0.44 (first week) to 0.18 (fourth week). Unexpected negative genetic correlation estimates were obtained between TDMY records at first weeks with records from middle to the end of lactation, being the values varied from -0.07 (second with eighth week) to -0.34 (1st with 42nd week). TDMY heritability estimates were moderate in the course of the lactation, suggesting that this trait could be applied as selection criteria in milking buffaloes. Copyright 2010 Blackwell Verlag GmbH.
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Pieczyńska-Kozłowska Joanna M.
2015-12-01
Full Text Available 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.
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.
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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.
Dong, Chunjiao; Clarke, David B; Yan, Xuedong; Khattak, Asad; Huang, Baoshan
2014-09-01
Crash data are collected through police reports and integrated with road inventory data for further analysis. Integrated police reports and inventory data yield correlated multivariate data for roadway entities (e.g., segments or intersections). Analysis of such data reveals important relationships that can help focus on high-risk situations and coming up with safety countermeasures. To understand relationships between crash frequencies and associated variables, while taking full advantage of the available data, multivariate random-parameters models are appropriate since they can simultaneously consider the correlation among the specific crash types and account for unobserved heterogeneity. However, a key issue that arises with correlated multivariate data is the number of crash-free samples increases, as crash counts have many categories. In this paper, we describe a multivariate random-parameters zero-inflated negative binomial (MRZINB) regression model for jointly modeling crash counts. The full Bayesian method is employed to estimate the model parameters. Crash frequencies at urban signalized intersections in Tennessee are analyzed. The paper investigates the performance of MZINB and MRZINB regression models in establishing the relationship between crash frequencies, pavement conditions, traffic factors, and geometric design features of roadway intersections. Compared to the MZINB model, the MRZINB model identifies additional statistically significant factors and provides better goodness of fit in developing the relationships. The empirical results show that MRZINB model possesses most of the desirable statistical properties in terms of its ability to accommodate unobserved heterogeneity and excess zero counts in correlated data. Notably, in the random-parameters MZINB model, the estimated parameters vary significantly across intersections for different crash types. Copyright © 2014 Elsevier Ltd. All rights reserved.
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...
Calus, M.P.L.; Veerkamp, R.F.
2003-01-01
The objective of this study was to estimate effects of environmental sensitivity of milk production traits for several environmental parameters and to investigate the impact of combining traits with different environmental sensitivity in an economic index. Variance components and breeding values
Random field estimation approach to robot dynamics
Rodriguez, Guillermo
1990-01-01
The difference equations of Kalman filtering and smoothing recursively factor and invert the covariance of the output of a linear state-space system driven by a white-noise process. Here it is shown that similar recursive techniques factor and invert the inertia matrix of a multibody robot system. The random field models are based on the assumption that all of the inertial (D'Alembert) forces in the system are represented by a spatially distributed white-noise model. They are easier to describe than the models based on classical mechanics, which typically require extensive derivation and manipulation of equations of motion for complex mechanical systems. With the spatially random models, more primitive locally specified computations result in a global collective system behavior equivalent to that obtained with deterministic models. The primary goal of applying random field estimation is to provide a concise analytical foundation for solving robot control and motion planning problems.
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Roberto Mantovani
2010-01-01
Full Text Available This study has aimed to compare Repeatability (RP-TDm and Random-Regression Test Day models (RR-TDm in genetic evaluations of milk (M, fat (F and protein (P yields in Rendena breed. Variance estimations for Milk (M, Fat (F and Protein (P were obtained on a sample of 43,842 TD belonging to 2,692 animals controlled over 15 years (1990-2005. RP-TDm estimates of h2 were of 0.21 for M and 0.17 for both F and P, whereas RR-TDM provided a trend of h2 ranging from 0.15-0.34 for M, 0.15-0.31 for F and 0.10-0.24 for P. Both RP-TDm and RR-TDm results agreed with literature, even though RR-TDm provided a pattern of h2 along the lactation different from other studies, with the lowest h2 at the beginning and at the end of lactation. PSB, MAD and -2Log L parameters revealed lower power of RP-TDm as compare with the RR-TDm.
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.
Dynamic randomization and a randomization model for clinical trials data.
Kaiser, Lee D
2012-12-20
Randomization models are useful in supporting the validity of linear model analyses applied to data from a clinical trial that employed randomization via permuted blocks. Here, a randomization model for clinical trials data with arbitrary randomization methodology is developed, with treatment effect estimators and standard error estimators valid from a randomization perspective. A central limit theorem for the treatment effect estimator is also derived. As with permuted-blocks randomization, a typical linear model analysis provides results similar to the randomization model results when, roughly, unit effects display no pattern over time. A key requirement for the randomization inference is that the unconditional probability that any patient receives active treatment is constant across patients; when this probability condition is violated, the treatment effect estimator is biased from a randomization perspective. Most randomization methods for balanced, 1 to 1, treatment allocation satisfy this condition. However, many dynamic randomization methods for planned unbalanced treatment allocation, like 2 to 1, do not satisfy this constant probability condition, and these methods should be avoided. Copyright © 2012 John Wiley & Sons, Ltd.
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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......–covariance matrix. Results show that indeed MSL suffers from lack of empirical identification as the dimensionality grows while EM deals much better with this estimation problem. On the other hand, the HH method, although not being simulation-based, showed poor performance with large dimensions, principally because......When the dimension of the vector of estimated parameters increases, simulation based methods become impractical, because the number of draws required for estimation grows exponentially with the number of parameters. In simulation methods, the lack of empirical identification when the number...
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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.
Directory of Open Access Journals (Sweden)
Francesca M. Sarti
2015-07-01
Full Text Available The Appenninica breed is an Italian meat sheep; the rams are approved according to a phenotypic index that is based on an average daily gain at performance test. The 8546 live weights of 1930 Appenninica male lambs tested in the performance station of the ASSONAPA (National Sheep Breeders Association, Italy from 1986 to 2010 showed a great variability in age at weighing and in number of records by year. The goal of the study is to verify the feasibility of the estimation of a genetic index for weight in the Appenninica sheep by a mixed model, and to explore the use of random regression to avoid the corrections for weighing at different ages. The heritability and repeatability (mean±SE of the average live weight were 0.27±0.04 and 0.54±0.08 respectively; the heritabilities of weights recorded at different weighing days ranged from 0.27 to 0.58, while the heritabilities of weights at different ages showed a narrower variability (0.29÷0.41. The estimates of live weight heritability by random regressions ranged between 0.34 at 123 d of age and 0.52 at 411 d. The results proved that the random regression model is the most adequate to analyse the data of Appenninica breed.
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
African Journals Online (AJOL)
zlukovi
modelled as a quadratic regression, nested within parity. The previous lactation length was ... This proportion was mainly covered by linear and quadratic coefficients. Results suggest that RRM could .... The multiple trait models in scalar notation are presented by equations (1, 2), while equation. (3) represents the random ...
Gómez, M D; Menendez-Buxadera, A; Valera, M; Molina, A
2010-10-01
A total of 71 522 records (from 3154 horses) with the times per kilometre (TPK), recorded in Spanish Trotter horses (individual races) from racing performances held from 1991 to 2007, were available for this study. The TPK values for the different age groups (young and adult horses) and different distances (1600-2700 m) were considered as different traits, and a bi character random regression model (RRM) was applied to estimate the (co)variance components throughout the trajectory of age groups and distances. The following effects were considered as fixed: the combination of hippodrome-date of race (404 levels); sex of the animals (3 levels); type of start (2 levels) and a fixed regression of Legendre polynomials (order 2). Those considered as random effects were the random regression Legendre polynomial (order 1) for animals (9201 animals in the pedigree); the individual environment permanent (3154 animals with data) and the driver (n = 957 levels). The residual variance was considered as heterogeneous with two classes (ages). The heritability estimated by distance ranged from 0.12 to 0.34, with a different trajectory for the two age groups. Within each age group, the genetic correlations between adjacent distances were high (>0.90), but decreased when the differences between them were over 400 metres for both age groups. The genetic correlations for the same distance across the age groups ranged from 0.47 to 0.78. Accordingly, the analysed trait (TPK) can be considered as positive genetic correlated but as different traits along the trajectory of distance and age. Therefore, some re-ranking should be expected in the breeding value of the horses at different characteristics of the racing. The use of RRM is recommended because it allows us to estimate the breeding value along the whole trajectory of race competition. Copyright 2010 Blackwell Verlag GmbH.
Pan, Shin-Liang; Chen, Hsiu-Hsi
2010-09-01
The rates of functional recovery after stroke tend to decrease with time. Time-varying Markov processes (TVMP) may be more biologically plausible than time-invariant Markov process for modeling such data. However, analysis of such stochastic processes, particularly tackling reversible transitions and the incorporation of random effects into models, can be analytically intractable. We make use of ordinary differential equations to solve continuous-time TVMP with reversible transitions. The proportional hazard form was used to assess the effects of an individual's covariates on multi-state transitions with the incorporation of random effects that capture the residual variation after being explained by measured covariates under the concept of generalized linear model. We further built up Bayesian directed acyclic graphic model to obtain full joint posterior distribution. Markov chain Monte Carlo (MCMC) with Gibbs sampling was applied to estimate parameters based on posterior marginal distributions with multiple integrands. The proposed method was illustrated with empirical data from a study on the functional recovery after stroke. Copyright 2010 Elsevier Inc. All rights reserved.
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...
DEFF Research Database (Denmark)
Siersma, V; Als-Nielsen, B; Chen, Weikeng
2007-01-01
. Therefore, a stable multivariable method that allows for heterogeneity is needed for assessing the 'bias coefficients'. We present two general statistical models for analysis of a study of 523 randomized trials from 48 meta-analyses in a random sample of Cochrane reviews: a logistic regression model uses...
Discriminative parameter estimation for random walks segmentation.
Baudin, Pierre-Yves; Goodman, Danny; Kumrnar, Puneet; Azzabou, Noura; Carlier, Pierre G; Paragios, Nikos; Kumar, M Pawan
2013-01-01
The Random Walks (RW) algorithm is one of the most efficient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner. However, one of the main drawbacks of using the RW algorithm is that its parameters have to be hand-tuned. we propose a novel discriminative learning framework that estimates the parameters using a training dataset. The main challenge we face is that the training samples are not fully supervised. Specifically, they provide a hard segmentation of the images, instead of a probabilistic segmentation. We overcome this challenge by treating the optimal probabilistic segmentation that is compatible with the given hard segmentation as a latent variable. This allows us to employ the latent support vector machine formulation for parameter estimation. We show that our approach significantly outperforms the baseline methods on a challenging dataset consisting of real clinical 3D MRI volumes of skeletal muscles.
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
Directory of Open Access Journals (Sweden)
Chinedu I. Ossai
2017-10-01
Full Text Available Effective prognosis of lithium-ion batteries involves the inclusion of the influences of uncertainties that can be incorporated through random effect parameters in a nonlinear mixed effect degradation model framework. This study is geared towards the estimation of the reliability of lithium-ion batteries, using parametric effects determination involving uncertainty, using a multiphase decay patterned sigmoidal model, experimental data and the Weibull distribution function. The random effect model, which uses Maximum Likelihood Estimation (MLE and Stochastic Approximation Expectation Maximization (SAEM algorithm to predict the parametric values, was found to estimate the remaining useful life (RUL to an accuracy of more than 98%. The State-of-Health (SOH of the batteries was estimated using the Weibull distribution function, which is found to be an appropriate formulation to use.
Optimal state estimation over communication channels with random delays
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.
Linear minimax estimation for random vectors with parametric uncertainty
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).
A Dexterous Optional Randomized Response Model
Tarray, Tanveer A.; Singh, Housila P.; Yan, Zaizai
2017-01-01
This article addresses the problem of estimating the proportion Pi[subscript S] of the population belonging to a sensitive group using optional randomized response technique in stratified sampling based on Mangat model that has proportional and Neyman allocation and larger gain in efficiency. Numerically, it is found that the suggested model is…
Generalized and synthetic regression estimators for randomized branch sampling
David L. R. Affleck; Timothy G. Gregoire
2015-01-01
In felled-tree studies, ratio and regression estimators are commonly used to convert more readily measured branch characteristics to dry crown mass estimates. In some cases, data from multiple trees are pooled to form these estimates. This research evaluates the utility of both tactics in the estimation of crown biomass following randomized branch sampling (...
Random responses inflate statistical estimates in heavily skewed addictions data.
King, Kevin M; Kim, Dale S; McCabe, Connor J
2017-12-09
Some respondents may respond at random to self-report surveys, rather than responding conscientiously (Meade and Craig, 2012), and this has only recently come to the attention of researchers in the addictions field (Godinho et al., 2016). Almost no research in the published addictions literature has reported screening for random responses. We illustrate how random responses can bias statistical estimates using simulated and real data, and how this is especially problematic in skewed data, as is common with substance use outcomes. We first tested the effects of varying amounts and types of random responses on covariance-based statistical estimates in distributions with varying amounts of skew. We replicated these findings in correlations from a real dataset (Add Health) by replacing varying amounts of real data with simulated random responses. Skew and the proportion of random responses influenced the amount and direction of bias. When the data were not skewed, uniformly random responses deflated estimates, while long-string random responses inflated estimates. As the distributions became more skewed, all types of random responses began to inflate estimates, even at very small proportions. We observed similar effects in the Add Health data. Failing to screen for random responses in survey data produces biased statistical estimates, and data with only 2.5% random responses can inflate covariance-based estimates (i.e., correlations, Cronbach's alpha, regression coefficients, factor loadings, etc.) when data are heavily skewed. Screening for random responses can substantially improve data quality, reliability and validity. Copyright © 2017. Published by Elsevier B.V.
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...
Efficient estimation of analytic density under random censorship
Belitser, E.
1996-01-01
The nonparametric minimax estimation of an analytic density at a given point, under random censorship, is considered. Although the problem of estimating density is known to be irregular in a certain sense, we make some connections relating this problem to the problem of estimating smooth
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.
Power Spectrum Estimation of Randomly Sampled Signals
DEFF Research Database (Denmark)
Velte, Clara M.; Buchhave, Preben; K. George, William
2014-01-01
with high data rate and low inherent bias, respectively, while residence time weighting provides non-biased estimates regardless of setting. The free-running processor was also tested and compared to residence time weighting using actual LDA measurements in a turbulent round jet. Power spectra from...... of alternative methods attempting to produce correct power spectra have been invented andtested. The objective of the current study is to create a simple computer generated signal for baseline testing of residence time weighting and some of the most commonly proposed algorithms (or algorithms which most...... modernalgorithms ultimately are based on), sample-and-hold and the direct spectral estimator without residence time weighting, and compare how they perform in relation to power spectra based on the equidistantly sampled reference signal. The computer generated signal is a Poisson process with a sample rate...
Estimation of random bending strain using a scanning laser vibrometer
Miles, R. N.; Xu, Y.; Bao, W.
1993-01-01
Results are presented which were obtained from vibration measurements at discrete locations on a randomly excited structure to estimate the power spectral density of bending strain. The technique is intended to be applied using a scanning laser vibrometer to allow a non-contacting measurement of random bending strain over the surface of a structure. The experimental setup is described along with the data analysis procedure. The results presented here indicate that the method is practical and can lead to reliable estimates.
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.
Estimation of Frequency Response Functions by Random Decrement
DEFF Research Database (Denmark)
Asmussen, J. C.; Brincker, Rune
1996-01-01
A method for estimating frequency response functions by the Random Decrement technique is investigated in this paper. The method is based on the auto and cross Random Decrement functions of the input process and the output process of a linear system. The Fourier transformation of these functions ...... Decrement function. The method is demonstrated by a simulation study....
Power Spectrum Estimation of Randomly Sampled Signals
DEFF Research Database (Denmark)
Velte, C. M.; Buchhave, P.; K. George, W.
. Residence time weighting provides non-biased estimates regardless of setting. The free-running processor was also tested and compared to residence time weighting using actual LDA measurements in a turbulent round jet. Power spectra from measurements on the jet centerline and the outer part of the jet...... sine waves. The primary signal and the corresponding power spectrum are shown in Figure 1. The conventional spectrum shows multiple erroneous mixing frequencies and the peak values are too low. The residence time weighted spectrum is correct. The sample-and-hold spectrum has lower power than...... the correct spectrum, and the f -2-filtering effect appearing for low data densities is evident (Adrian and Yao 1987). The remaining tests also show that sample-and-hold and the free-running processor perform well only under very particular circumstances with high data rate and low inherent bias, respectively...
Particle filters for random set models
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...
Estimation of Correlation Functions by the Random Decrement Technique
DEFF Research Database (Denmark)
Brincker, Rune; Krenk, Steen; Jensen, Jacob Laigaard
1991-01-01
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...... - in some cases up to 100 times faster than the FFT technique. Another important advantage is that if the RDD technique is implemented correctly, the correlation function estimates are unbiased. Comparison with exact solutions for the correlation functions shows that the RDD auto-correlation estimates...... suffer from smaller RDD auto-correlation estimation errors than the corresponding FFT estimates. However, in the case of estimating cross-correlation functions for the stochastic processes with low mutual correlation, the FFT tehcnique might be more accurate....
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.
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.
Estimation of Correlation Functions by the Random Decrement Technique
DEFF Research Database (Denmark)
Brincker, Rune; Krenk, S.; Jensen, Jakob Laigaard
1993-01-01
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...... - in some case up to 100 times faster that the FFT technique. Another important advantage is that if the RDD technique is implemented correctly, the correlation function estimates are unbiased. Comparison with exact solutions for the correlation functions show that the RDD auto-correlation estimates suffer...
Estimation of Correlation Functions by the Random Decrement Technique
DEFF Research Database (Denmark)
Brincker, Rune; Krenk, Steen; Jensen, Jakob Laigaard
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...... - in some case up to 100 times faster that the FFT technique. Another important advantage is that if the RDD technique is implemented correctly, the correlation function estimates are unbiased. Comparison with exact solutions for the correlation functions show that the RDD auto-correlation estimates suffer...
DEFF Research Database (Denmark)
Cherchi, Elisabetta; Guevara, Cristian
2012-01-01
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...... 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...
NASA Software Cost Estimation Model: An Analogy Based Estimation Model
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.
Randomized Item Response Theory Models
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
Software Cost-Estimation Model
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.
Mode choice model parameters estimation
Strnad, Irena
2010-01-01
The present work focuses on parameter estimation of two mode choice models: multinomial logit and EVA 2 model, where four different modes and five different trip purposes are taken into account. Mode choice model discusses the behavioral aspect of mode choice making and enables its application to a traffic model. Mode choice model includes mode choice affecting trip factors by using each mode and their relative importance to choice made. When trip factor values are known, it...
Ant-inspired density estimation via random walks.
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.
The weighted random graph model
Garlaschelli, Diego
2009-07-01
We introduce the weighted random graph (WRG) model, which represents the weighted counterpart of the Erdos-Renyi random graph and provides fundamental insights into more complicated weighted networks. We find analytically that the WRG is characterized by a geometric weight distribution, a binomial degree distribution and a negative binomial strength distribution. We also characterize exactly the percolation phase transitions associated with edge removal and with the appearance of weighted subgraphs of any order and intensity. We find that even this completely null model displays a percolation behaviour similar to what is observed in real weighted networks, implying that edge removal cannot be used to detect community structure empirically. By contrast, the analysis of clustering successfully reveals different patterns between the WRG and real networks.
On robust tail index estimation under random censorship | Sayah ...
African Journals Online (AJOL)
type distributions in the framework of randomly censored samples, based on the ideas of Kaplan-Meier integration using the huberized M-estimator of the tail index. We derive their asymptotic results. We illustrate the performance and the ...
Remote optimal state estimation over communication channels with random delays
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.
Parameter estimation in fractional diffusion models
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...
Comparison of Estimation Procedures for Multilevel AR(1 Models
Directory of Open Access Journals (Sweden)
Tanja eKrone
2016-04-01
Full Text Available To estimate a time series model for multiple individuals, a multilevel model may be used.In this paper we compare two estimation methods for the autocorrelation in Multilevel AR(1 models, namely Maximum Likelihood Estimation (MLE and Bayesian Markov Chain Monte Carlo.Furthermore, we examine the difference between modeling fixed and random individual parameters.To this end, we perform a simulation study with a fully crossed design, in which we vary the length of the time series (10 or 25, the number of individuals per sample (10 or 25, the mean of the autocorrelation (-0.6 to 0.6 inclusive, in steps of 0.3 and the standard deviation of the autocorrelation (0.25 or 0.40.We found that the random estimators of the population autocorrelation show less bias and higher power, compared to the fixed estimators. As expected, the random estimators profit strongly from a higher number of individuals, while this effect is small for the fixed estimators.The fixed estimators profit slightly more from a higher number of time points than the random estimators.When possible, random estimation is preferred to fixed estimation.The difference between MLE and Bayesian estimation is nearly negligible. The Bayesian estimation shows a smaller bias, but MLE shows a smaller variability (i.e., standard deviation of the parameter estimates.Finally, better results are found for a higher number of individuals and time points, and for a lower individual variability of the autocorrelation. The effect of the size of the autocorrelation differs between outcome measures.
A Mixed Effects Randomized Item Response Model
Fox, J.-P.; Wyrick, Cheryl
2008-01-01
The randomized response technique ensures that individual item responses, denoted as true item responses, are randomized before observing them and so-called randomized item responses are observed. A relationship is specified between randomized item response data and true item response data. True item response data are modeled with a (non)linear…
Spartan random processes in time series modeling
Žukovič, M.; Hristopulos, D. T.
2008-06-01
A Spartan random process (SRP) is used to estimate the correlation structure of time series and to predict (interpolate and extrapolate) the data values. SRPs are motivated from statistical physics, and they can be viewed as Ginzburg-Landau models. The temporal correlations of the SRP are modeled in terms of ‘interactions’ between the field values. Model parameter inference employs the computationally fast modified method of moments, which is based on matching sample energy moments with the respective stochastic constraints. The parameters thus inferred are then compared with those obtained by means of the maximum likelihood method. The performance of the Spartan predictor (SP) is investigated using real time series of the quarterly S&P 500 index. SP prediction errors are compared with those of the Kolmogorov-Wiener predictor. Two predictors, one of which is explicit, are derived and used for extrapolation. The performance of the predictors is similarly evaluated.
A review of instrumental variable estimators for Mendelian randomization.
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.
Bowden, Jack; Davey Smith, George; Haycock, Philip C; Burgess, Stephen
2016-05-01
Developments in genome-wide association studies and the increasing availability of summary genetic association data have made application of Mendelian randomization relatively straightforward. However, obtaining reliable results from a Mendelian randomization investigation remains problematic, as the conventional inverse-variance weighted method only gives consistent estimates if all of the genetic variants in the analysis are valid instrumental variables. We present a novel weighted median estimator for combining data on multiple genetic variants into a single causal estimate. This estimator is consistent even when up to 50% of the information comes from invalid instrumental variables. In a simulation analysis, it is shown to have better finite-sample Type 1 error rates than the inverse-variance weighted method, and is complementary to the recently proposed MR-Egger (Mendelian randomization-Egger) regression method. In analyses of the causal effects of low-density lipoprotein cholesterol and high-density lipoprotein cholesterol on coronary artery disease risk, the inverse-variance weighted method suggests a causal effect of both lipid fractions, whereas the weighted median and MR-Egger regression methods suggest a null effect of high-density lipoprotein cholesterol that corresponds with the experimental evidence. Both median-based and MR-Egger regression methods should be considered as sensitivity analyses for Mendelian randomization investigations with multiple genetic variants. © 2016 The Authors. *Genetic Epidemiology Published by Wiley Periodicals, Inc.
Multilevel variance estimators in MLMC and application for random obstacle problems
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.
Discrete Choice Models - Estimation of Passenger Traffic
DEFF Research Database (Denmark)
Sørensen, Majken Vildrik
2003-01-01
for data, a literature review follows. Models applied for estimation of discrete choice models are described by properties and limitations, and relations between these are established. Model types are grouped into three classes, Hybrid choice models, Tree models and Latent class models. Relations between...... for estimation of choice models). For application of the method an algorithm is provided with a case. Also for the second issue, estimation of Mixed Logit models, a method was proposed. The most commonly used approach to estimate Mixed Logit models, is to employ the Maximum Simulated Likelihood estimation (MSL...
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.
A General Model For Estimating Macroevolutionary Landscapes.
Boucher, Florian C; Démery, Vincent; Conti, Elena; Harmon, Luke J; Uyeda, Josef
2017-09-22
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. © The Author(s) 2017. Published by Oxford University Press, on behalf of the Society of Systematic Biologists. All rights reserved. For Permissions, please email: journals.permissions@oup.com.
The parabolic Anderson model random walk in random potential
König, Wolfgang
2016-01-01
This is a comprehensive survey on the research on the parabolic Anderson model – the heat equation with random potential or the random walk in random potential – of the years 1990 – 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, variational analysis, e.g.). We explain the background, the applications, the questions and the connections with other models and formulate the most relevant results on the long-time behavior of the solution, like quenched and annealed asymptotics for the total mass, intermittency, confinement and concentration properties and mass flow. Furthermore, we explain the most successful proof methods and give a list of open research problems. Proofs are not detailed, but concisely outlined and commented; the formulations of some theorems are slightly simplified for better comprehension.
Bridges in the random-cluster model
Directory of Open Access Journals (Sweden)
Eren Metin Elçi
2016-02-01
Full Text Available The random-cluster model, a correlated bond percolation model, unifies a range of important models of statistical mechanics in one description, including independent bond percolation, the Potts model and uniform spanning trees. By introducing a classification of edges based on their relevance to the connectivity we study the stability of clusters in this model. We prove several exact relations for general graphs that allow us to derive unambiguously the finite-size scaling behavior of the density of bridges and non-bridges. For percolation, we are also able to characterize the point for which clusters become maximally fragile and show that it is connected to the concept of the bridge load. Combining our exact treatment with further results from conformal field theory, we uncover a surprising behavior of the (normalized variance of the number of (non-bridges, showing that it diverges in two dimensions below the value 4cos2(π/3=0.2315891⋯ of the cluster coupling q. Finally, we show that a partial or complete pruning of bridges from clusters enables estimates of the backbone fractal dimension that are much less encumbered by finite-size corrections than more conventional approaches.
Random graph models for dynamic networks
Zhang, Xiao; Moore, Cristopher; Newman, Mark E. J.
2017-10-01
Recent theoretical work on the modeling of network structure has focused primarily on networks that are static and unchanging, but many real-world networks change their structure over time. There exist natural generalizations to the dynamic case of many static network models, including the classic random graph, the configuration model, and the stochastic block model, where one assumes that the appearance and disappearance of edges are governed by continuous-time Markov processes with rate parameters that can depend on properties of the nodes. Here we give an introduction to this class of models, showing for instance how one can compute their equilibrium properties. We also demonstrate their use in data analysis and statistical inference, giving efficient algorithms for fitting them to observed network data using the method of maximum likelihood. This allows us, for example, to estimate the time constants of network evolution or infer community structure from temporal network data using cues embedded both in the probabilities over time that node pairs are connected by edges and in the characteristic dynamics of edge appearance and disappearance. We illustrate these methods with a selection of applications, both to computer-generated test networks and real-world examples.
Overlap Synchronisation in Multipartite Random Energy Models
Genovese, Giuseppe; Tantari, Daniele
2017-12-01
In a multipartite random energy model, made of a number of coupled generalised random energy models (GREMs), we determine the joint law of the overlaps in terms of the ones of the single GREMs. This provides the simplest example of the so-called overlap synchronisation.
Lui, Kung-Jong
2007-07-20
In a randomized clinical trial (RCT), we often encounter non-compliance with the treatment protocol for a subset of patients. The intention-to-treat (ITT) analysis is probably the most commonly used method in a RCT with non-compliance. However, the ITT analysis estimates 'the programmatic effectiveness' rather than 'the biological efficacy'. In this paper, we focus attention on the latter index and consider use of the risk difference (RD) to measure the effect of a treatment. Based on a simple additive risk model proposed elsewhere, we develop four asymptotic interval estimators of the RD for repeated binary measurements in a RCT with non-compliance. We apply Monte Carlo simulation to evaluate and compare the finite-sample performance of these interval estimators in a variety of situations. We find that all interval estimators considered here can perform well with respect to the coverage probability. We further find that the interval estimator using a tanh(-1)(x) transformation is probably more precise than the others, while the interval estimator derived from a randomization-based approach may cause a slight loss of precision. When the number of patients per treatment is large and the probability of compliance to an assigned treatment is high, we find that all interval estimators discussed here are essentially equivalent. Finally, we illustrate use of these interval estimators with data simulated from a trial of using macrophage colony-stimulating factor to reduce febrile neutropenia incidence in acute myeloid leukaemia patients. (c) 2006 John Wiley & Sons, Ltd.
Estimating Stochastic Volatility Models using Prediction-based Estimating Functions
DEFF Research Database (Denmark)
Lunde, Asger; Brix, Anne Floor
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...
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.
Estimating the Size of a Large Network and its Communities from a Random Sample.
Chen, Lin; Karbasi, Amin; Crawford, Forrest W
2016-01-01
Most real-world networks are too large to be measured or studied directly and there is substantial interest in estimating global network properties from smaller sub-samples. One of the most important global properties is the number of vertices/nodes in the network. Estimating the number of vertices in a large network is a major challenge in computer science, epidemiology, demography, and intelligence analysis. In this paper we consider a population random graph G = (V, E) from the stochastic block model (SBM) with K communities/blocks. A sample is obtained by randomly choosing a subset W ⊆ V and letting G(W) be the induced subgraph in G of the vertices in W. In addition to G(W), we observe the total degree of each sampled vertex and its block membership. Given this partial information, we propose an efficient PopULation Size Estimation algorithm, called PULSE, that accurately estimates the size of the whole population as well as the size of each community. To support our theoretical analysis, we perform an exhaustive set of experiments to study the effects of sample size, K, and SBM model parameters on the accuracy of the estimates. The experimental results also demonstrate that PULSE significantly outperforms a widely-used method called the network scale-up estimator in a wide variety of scenarios.
Directory of Open Access Journals (Sweden)
Nadia Mushtaq
2017-03-01
Full Text Available In this article, a combined general family of estimators is proposed for estimating finite population mean of a sensitive variable in stratified random sampling with non-sensitive auxiliary variable based on randomized response technique. Under stratified random sampling without replacement scheme, the expression of bias and mean square error (MSE up to the first-order approximations are derived. Theoretical and empirical results through a simulation study show that the proposed class of estimators is more efficient than the existing estimators, i.e., usual stratified random sample mean estimator, Sousa et al (2014 ratio and regression estimator of the sensitive variable in stratified sampling.
Modeling fiber type grouping by a binary Markov random field
Venema, H. W.
1992-01-01
A new approach to the quantification of fiber type grouping is presented, in which the distribution of histochemical type in a muscle cross section is regarded as a realization of a binary Markov random field (BMRF). Methods for the estimation of the parameters of this model are discussed. The first
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...... formulation of deformable templates. In the supervised estimation the parameters are estimated using a likelihood and a least squares criterion given a training set. For most deformable template models the supervised estimation provides the opportunity for simulation of the prior model. The unsupervised...
New specifications for exponential random graph models
Snijders, Tom A. B.; Pattison, Philippa E.; Robins, Garry L.; Handcock, Mark S.; Stolzenberg, RM
2006-01-01
The most promising class of statistical models for expressing structural properties of social networks observed atone moment in time is the class of exponential random graph models (ERGMs), also known as p* models. The strong point of these models is that they can represent a variety of structural
Comments on the random Thirring model
Berkooz, Micha; Narayan, Prithvi; Rozali, Moshe; Simón, Joan
2017-09-01
The Thirring model with random couplings is a translationally invariant generalisation of the SYK model to 1+1 dimensions, which is tractable in the large N limit. We compute its two point function, at large distances, for any strength of the random coupling. For a given realisation, the couplings contain both irrelevant and relevant marginal operators, but statistically, in the large N limit, the random couplings are overall always marginally irrelevant, in sharp distinction to the usual Thirring model. We show the leading term to the β function in conformal perturbation theory, which is quadratic in the couplings, vanishes, while its usually subleading cubic term matches our RG flow.
Random matrix model for disordered conductors
Indian Academy of Sciences (India)
Keywords. Disordered conductors; random matrix theory; Dyson's Coulomb gas model. ... An interesting random walk problem associated with the joint probability distribution of the ensuing ensemble is discussed and its connection with level dynamics is brought out. It is further proved that Dyson's Coulomb gas analogy ...
van den Hout, Ardo; Böckenholt, Ulf; van der Heijden, Peter G M
2010-08-01
Randomized response is a misclassification design to estimate the prevalence of sensitive behaviour. Respondents who do not follow the instructions of the design are considered to be cheating. A mixture model is proposed to estimate the prevalence of sensitive behaviour and cheating in the case of a dual sampling scheme with direct questioning and randomized response. The mixing weight is the probability of cheating, where cheating is modelled separately for direct questioning and randomized response. For Bayesian inference, Markov chain Monte Carlo sampling is applied to sample parameter values from the posterior. The model makes it possible to analyse dual sample scheme data in a unified way and to assess cheating for direct questions as well as for randomized response questions. The research is illustrated with randomized response data concerning violations of regulations for social benefit.
Modelling Firm Innovation using Panel Probit Estimators.
Mark N. Harris; Mark Rogers; Anthony Siouclis
2001-01-01
Firm-level innovation is investigated using three probit panel estimators, which control for unobserved heterogeneity, and a standard probit estimator. Results indicate the standard probit model is misspecified and that inter-firm networks are important for innovation.
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.
Van den Hout, A.D.L.; Bockenholt, U.; Van der Heijden, P.G.M.
2010-01-01
Randomized response is a misclassification design to estimate the prevalence of sensitive behaviour.Respondents who do not followthe instructions of the design are considered to be cheating. A mixture model is proposed to estimate the prevalence of sensitive behaviour and cheating in the case of a
DEFF Research Database (Denmark)
Lu, Xiaobing; Liu, Zhigang; Wang, Yanbo
2016-01-01
Active control of pantograph could be performed to decrease the fluctuation in pantograph-catenary contact force (PCCF) in high-speed railway. However, it is difficult to obtain the states of the pantograph when state feedback control is implemented. And the measurements may randomly miss due......, the RRSEM is introduced to estimate the pantograph states based on the dynamic model. The simulation results indicate that the proposed RRSEM is able to accurately estimate the states of the leading pantograph (LP) and the trailing pantograph (TP)....
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.
Model C critical dynamics of random anisotropy magnets
Energy Technology Data Exchange (ETDEWEB)
Dudka, M [Institute for Condensed Matter Physics, National Acad. Sci. of Ukraine, UA-79011 Lviv (Ukraine); Folk, R [Institut fuer Theoretische Physik, Johannes Kepler Universitaet Linz, A-4040 Linz (Austria); Holovatch, Yu [Institute for Condensed Matter Physics, National Acad. Sci. of Ukraine, UA-79011 Lviv (Ukraine); Moser, G [Institut fuer Physik und Biophysik, Universitaet Salzburg, A-5020 Salzburg (Austria)
2007-07-20
We study the relaxational critical dynamics of the three-dimensional random anisotropy magnets with the non-conserved n-component order parameter coupled to a conserved scalar density. In the random anisotropy magnets, the structural disorder is present in the form of local quenched anisotropy axes of random orientation. When the anisotropy axes are randomly distributed along the edges of the n-dimensional hypercube, asymptotical dynamical critical properties coincide with those of the random-site Ising model. However the structural disorder gives rise to considerable effects for non-asymptotic critical dynamics. We investigate this phenomenon by a field-theoretical renormalization group analysis in the two-loop order. We study critical slowing down and obtain quantitative estimates for the effective and asymptotic critical exponents of the order parameter and scalar density. The results predict complex scenarios for the effective critical exponent approaching the asymptotic regime.
Supersymmetric SYK model and random matrix theory
Li, Tianlin; Liu, Junyu; Xin, Yuan; Zhou, Yehao
2017-06-01
In this paper, we investigate the effect of supersymmetry on the symmetry classification of random matrix theory ensembles. We mainly consider the random matrix behaviors in the N=1 supersymmetric generalization of Sachdev-Ye-Kitaev (SYK) model, a toy model for two-dimensional quantum black hole with supersymmetric constraint. Some analytical arguments and numerical results are given to show that the statistics of the supersymmetric SYK model could be interpreted as random matrix theory ensembles, with a different eight-fold classification from the original SYK model and some new features. The time-dependent evolution of the spectral form factor is also investigated, where predictions from random matrix theory are governing the late time behavior of the chaotic hamiltonian with supersymmetry.
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.
Parameter Estimation for a Class of Lifetime Models
Directory of Open Access Journals (Sweden)
Xinyang Ji
2014-01-01
Full Text Available Our purpose in this paper is to present a better method of parametric estimation for a bivariate nonlinear regression model, which takes the performance indicator of rubber aging as the dependent variable and time and temperature as the independent variables. We point out that the commonly used two-step method (TSM, which splits the model and estimate parameters separately, has limitation. Instead, we apply the Marquardt’s method (MM to implement parametric estimation directly for the model and compare these two methods of parametric estimation by random simulation. Our results show that MM has better effect of data fitting, more reasonable parametric estimates, and smaller prediction error compared with TSM.
A new model of Random Regret Minimization
Chorus, C.G.
2010-01-01
A new choice model is derived, rooted in the framework of Random Regret Minimization (RRM). The proposed model postulates that when choosing, people anticipate and aim to minimize regret. Whereas previous regret-based discrete choice-models assume that regret is experienced with respect to only the
A Generalized Random Regret Minimization Model
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
Blind estimation of statistical properties of non-stationary random variables
Mansour, Ali; Mesleh, Raed; Aggoune, el-Hadi M.
2014-12-01
To identify or equalize wireless transmission channels, or alternatively to evaluate the performance of many wireless communication algorithms, coefficients or statistical properties of the used transmission channels are often assumed to be known or can be estimated at the receiver end. For most of the proposed algorithms, the knowledge of transmission channel statistical properties is essential to detect signals and retrieve data. To the best of our knowledge, most proposed approaches assume that transmission channels are static and can be modeled by stationary random variables (uniform, Gaussian, exponential, Weilbul, Rayleigh, etc.). In the majority of sensor networks or cellular systems applications, transmitters and/or receivers are in motion. Therefore, the validity of static transmission channels and the underlying assumptions may not be valid. In this case, coefficients and statistical properties change and therefore the stationary model falls short of making an accurate representation. In order to estimate the statistical properties (represented by the high-order statistics and probability density function, PDF) of dynamic channels, we firstly assume that the dynamic channels can be modeled by short-term stationary but long-term non-stationary random variable (RV), i.e., the RVs are stationary within unknown successive periods but they may suddenly change their statistical properties between two successive periods. Therefore, this manuscript proposes an algorithm to detect the transition phases of non-stationary random variables and introduces an indicator based on high-order statistics for non-stationary transmission which can be used to alter channel properties and initiate the estimation process. Additionally, PDF estimators based on kernel functions are also developed. The first part of the manuscript provides a brief introduction for unbiased estimators of the second and fourth-order cumulants. Then, the non-stationary indicators are formulated
A New Estimator For Population Mean Using Two Auxiliary Variables in Stratified random Sampling
Singh, Rajesh; Malik, Sachin
2014-01-01
In this paper, we suggest an estimator using two auxiliary variables in stratified random sampling. The propose estimator has an improvement over mean per unit estimator as well as some other considered estimators. Expressions for bias and MSE of the estimator are derived up to first degree of approximation. Moreover, these theoretical findings are supported by a numerical example with original data. Key words: Study variable, auxiliary variable, stratified random sampling, bias and mean squa...
Hazard Function Estimation with Cause-of-Death Data Missing at Random
Wang, Qihua; Dinse, Gregg E.; Liu, Chunling
2012-01-01
Hazard function estimation is an important part of survival analysis. Interest often centers on estimating the hazard function associated with a particular cause of death. We propose three nonparametric kernel estimators for the hazard function, all of which are appropriate when death times are subject to random censorship and censoring indicators can be missing at random. Specifically, we present a regression surrogate estimator, an imputation estimator, and an inverse probability weighted e...
PItcHPERFeCT: Primary Intracranial Hemorrhage Probability Estimation using Random Forests on CT.
Muschelli, John; Sweeney, Elizabeth M; Ullman, Natalie L; Vespa, Paul; Hanley, Daniel F; Crainiceanu, Ciprian M
2017-01-01
Intracerebral hemorrhage (ICH), where a blood vessel ruptures into areas of the brain, accounts for approximately 10-15% of all strokes. X-ray computed tomography (CT) scanning is largely used to assess the location and volume of these hemorrhages. Manual segmentation of the CT scan using planimetry by an expert reader is the gold standard for volume estimation, but is time-consuming and has within- and across-reader variability. We propose a fully automated segmentation approach using a random forest algorithm with features extracted from X-ray computed tomography (CT) scans. The Minimally Invasive Surgery plus rt-PA in ICH Evacuation (MISTIE) trial was a multi-site Phase II clinical trial that tested the safety of hemorrhage removal using recombinant-tissue plasminogen activator (rt-PA). For this analysis, we use 112 baseline CT scans from patients enrolled in the MISTE trial, one CT scan per patient. ICH was manually segmented on these CT scans by expert readers. We derived a set of imaging predictors from each scan. Using 10 randomly-selected scans, we used a first-pass voxel selection procedure based on quantiles of a set of predictors and then built 4 models estimating the voxel-level probability of ICH. The models used were: 1) logistic regression, 2) logistic regression with a penalty on the model parameters using LASSO, 3) a generalized additive model (GAM) and 4) a random forest classifier. The remaining 102 scans were used for model validation.For each validation scan, the model predicted the probability of ICH at each voxel. These voxel-level probabilities were then thresholded to produce binary segmentations of the hemorrhage. These masks were compared to the manual segmentations using the Dice Similarity Index (DSI) and the correlation of hemorrhage volume of between the two segmentations. We tested equality of median DSI using the Kruskal-Wallis test across the 4 models. We tested equality of the median DSI from sets of 2 models using a Wilcoxon
Emoto, K.; Saito, T.; Shiomi, K.
2017-12-01
Short-period (seismic waves and randomly distributed small-scale heterogeneities. Statistical properties of the random heterogeneities have been estimated by analysing short-period seismograms. However, generally, the small-scale random heterogeneity is not taken into account for the modelling of long-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
Efficient Estimation in Heteroscedastic Varying Coefficient Models
Directory of Open Access Journals (Sweden)
Chuanhua Wei
2015-07-01
Full Text Available This paper considers statistical inference for the heteroscedastic varying coefficient model. We propose an efficient estimator for coefficient functions that is more efficient than the conventional local-linear estimator. We establish asymptotic normality for the proposed estimator and conduct some simulation to illustrate the performance of the proposed method.
Estimating Canopy Dark Respiration for Crop Models
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.
Cumulative Hazard Ratio Estimation for Treatment Regimes in Sequentially Randomized Clinical Trials.
Tang, Xinyu; Wahed, Abdus S
2015-05-01
The proportional hazards model is widely used in survival analysis to allow adjustment for baseline covariates. The proportional hazard assumption may not be valid for treatment regimes that depend on intermediate responses to prior treatments received, and it is not clear how such a model can be adapted to clinical trials employing more than one randomization. Besides, since treatment is modified post-baseline, the hazards are unlikely to be proportional across treatment regimes. Although Lokhnygina and Helterbrand (Biometrics 63: 422-428, 2007) introduced the Cox regression method for two-stage randomization designs, their method can only be applied to test the equality of two treatment regimes that share the same maintenance therapy. Moreover, their method does not allow auxiliary variables to be included in the model nor does it account for treatment effects that are not constant over time. In this article, we propose a model that assumes proportionality across covariates within each treatment regime but not across treatment regimes. Comparisons among treatment regimes are performed by testing the log ratio of the estimated cumulative hazards. The ratio of the cumulative hazard across treatment regimes is estimated using a weighted Breslow-type statistic. A simulation study was conducted to evaluate the performance of the estimators and proposed tests.
Bouwmeester, Walter; Twisk, Jos W R; Kappen, Teus H; van Klei, Wilton A; Moons, Karel G M; Vergouwe, Yvonne
2013-02-15
When study data are clustered, standard regression analysis is considered inappropriate and analytical techniques for clustered data need to be used. For prediction research in which the interest of predictor effects is on the patient level, random effect regression models are probably preferred over standard regression analysis. It is well known that the random effect parameter estimates and the standard logistic regression parameter estimates are different. Here, we compared random effect and standard logistic regression models for their ability to provide accurate predictions. Using an empirical study on 1642 surgical patients at risk of postoperative nausea and vomiting, who were treated by one of 19 anesthesiologists (clusters), we developed prognostic models either with standard or random intercept logistic regression. External validity of these models was assessed in new patients from other anesthesiologists. We supported our results with simulation studies using intra-class correlation coefficients (ICC) of 5%, 15%, or 30%. Standard performance measures and measures adapted for the clustered data structure were estimated. The model developed with random effect analysis showed better discrimination than the standard approach, if the cluster effects were used for risk prediction (standard c-index of 0.69 versus 0.66). In the external validation set, both models showed similar discrimination (standard c-index 0.68 versus 0.67). The simulation study confirmed these results. For datasets with a high ICC (≥15%), model calibration was only adequate in external subjects, if the used performance measure assumed the same data structure as the model development method: standard calibration measures showed good calibration for the standard developed model, calibration measures adapting the clustered data structure showed good calibration for the prediction model with random intercept. The models with random intercept discriminate better than the standard model only
Bivariate random-effects meta-analysis and the estimation of between-study correlation
Directory of Open Access Journals (Sweden)
Lambert Paul C
2007-01-01
Full Text Available Abstract Background When multiple endpoints are of interest in evidence synthesis, a multivariate meta-analysis can jointly synthesise those endpoints and utilise their correlation. A multivariate random-effects meta-analysis must incorporate and estimate the between-study correlation (ρB. Methods In this paper we assess maximum likelihood estimation of a general normal model and a generalised model for bivariate random-effects meta-analysis (BRMA. We consider two applied examples, one involving a diagnostic marker and the other a surrogate outcome. These motivate a simulation study where estimation properties from BRMA are compared with those from two separate univariate random-effects meta-analyses (URMAs, the traditional approach. Results The normal BRMA model estimates ρB as -1 in both applied examples. Analytically we show this is due to the maximum likelihood estimator sensibly truncating the between-study covariance matrix on the boundary of its parameter space. Our simulations reveal this commonly occurs when the number of studies is small or the within-study variation is relatively large; it also causes upwardly biased between-study variance estimates, which are inflated to compensate for the restriction on ρ^ MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacH8akY=wiFfYdH8Gipec8Eeeu0xXdbba9frFj0=OqFfea0dXdd9vqai=hGuQ8kuc9pgc9s8qqaq=dirpe0xb9q8qiLsFr0=vr0=vr0dc8meaabaqaciaacaGaaeqabaqabeGadaaakeaaiiGacuWFbpGCgaqcaaaa@2E83@B. Importantly, this does not induce any systematic bias in the pooled estimates and produces conservative standard errors and mean-square errors. Furthermore, the normal BRMA is preferable to two normal URMAs; the mean-square error and standard error of pooled estimates is generally smaller in the BRMA, especially given data missing at random. For meta-analysis of proportions we then show that a generalised BRMA model is better still. This correctly uses a binomial
Suliman, Mohamed
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).
Deep space network software cost estimation model
Tausworthe, R. C.
1981-01-01
A parametric software cost estimation model prepared for Jet PRopulsion Laboratory (JPL) Deep Space Network (DSN) Data System implementation tasks is described. The resource estimation mdel modifies and combines a number of existing models. The model calibrates the task magnitude and difficulty, development environment, and software technology effects through prompted responses to a set of approximately 50 questions. Parameters in the model are adjusted to fit JPL software life-cycle statistics.
Modelling complex networks by random hierarchical graphs
Directory of Open Access Journals (Sweden)
M.Wróbel
2008-06-01
Full Text Available Numerous complex networks contain special patterns, called network motifs. These are specific subgraphs, which occur oftener than in randomized networks of Erdős-Rényi type. We choose one of them, the triangle, and build a family of random hierarchical graphs, being Sierpiński gasket-based graphs with random "decorations". We calculate the important characteristics of these graphs - average degree, average shortest path length, small-world graph family characteristics. They depend on probability of decorations. We analyze the Ising model on our graphs and describe its critical properties using a renormalization-group technique.
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 relation to the so-called uniform infinite tree and results on the Hausdorff and spectral dimension of two-dimensional space-time obtained in B. Durhuus, T. Jonsson, J.F. Wheater, J. Stat. Phys. 139, 859 (2010) are briefly outlined. For the latter we discuss results on the absence of spontaneous...
Directory of Open Access Journals (Sweden)
Pretorius Albertus
2003-03-01
Full Text Available Abstract In the case of the mixed linear model the random effects are usually assumed to be normally distributed in both the Bayesian and classical frameworks. In this paper, the Dirichlet process prior was used to provide nonparametric Bayesian estimates for correlated random effects. This goal was achieved by providing a Gibbs sampler algorithm that allows these correlated random effects to have a nonparametric prior distribution. A sampling based method is illustrated. This method which is employed by transforming the genetic covariance matrix to an identity matrix so that the random effects are uncorrelated, is an extension of the theory and the results of previous researchers. Also by using Gibbs sampling and data augmentation a simulation procedure was derived for estimating the precision parameter M associated with the Dirichlet process prior. All needed conditional posterior distributions are given. To illustrate the application, data from the Elsenburg Dormer sheep stud were analysed. A total of 3325 weaning weight records from the progeny of 101 sires were used.
Buffalos milk yield analysis using random regression models
Directory of Open Access Journals (Sweden)
A.S. Schierholt
2010-02-01
Full Text Available Data comprising 1,719 milk yield records from 357 females (predominantly Murrah breed, daughters of 110 sires, with births from 1974 to 2004, obtained from the Programa de Melhoramento Genético de Bubalinos (PROMEBUL and from records of EMBRAPA Amazônia Oriental - EAO herd, located in Belém, Pará, Brazil, were used to compare random regression models for estimating variance components and predicting breeding values of the sires. The data were analyzed by different models using the Legendre’s polynomial functions from second to fourth orders. The random regression models included the effects of herd-year, month of parity date of the control; regression coefficients for age of females (in order to describe the fixed part of the lactation curve and random regression coefficients related to the direct genetic and permanent environment effects. The comparisons among the models were based on the Akaike Infromation Criterion. The random effects regression model using third order Legendre’s polynomials with four classes of the environmental effect were the one that best described the additive genetic variation in milk yield. The heritability estimates varied from 0.08 to 0.40. The genetic correlation between milk yields in younger ages was close to the unit, but in older ages it was low.
Indirect State-of-Health Estimation for Lithium-Ion Batteries under Randomized Use
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Jinsong Yu
2017-12-01
Full Text Available Lithium-ion batteries are widely used in many systems. Because they provide a power source to the whole system, their state-of-health (SOH is very important for a system’s proper operation. A direct way to estimate the SOH is through the measurement of the battery’s capacity; however, this measurement during the battery’s operation is not that easy in practice. Moreover, the battery is always running under randomized loading conditions, which makes the SOH estimation even more difficult. Therefore, this paper proposes an indirect SOH estimation method that relies on indirect health indicators (HIs that can be measured easily during the battery’s operation. These indicators are extracted from the battery’s voltage and current and the number of cycles the battery has been through, which are far easier to measure than the battery’s capacity. An empirical model based on an elastic net is developed to build the quantitative relationship between the SOH and these indirect HIs, considering the possible multi-collinearity between these HIs. To further improve the accuracy of SOH estimation, we introduce a particle filter to automatically update the model when capacity data are obtained occasionally. We use a real dataset to demonstrate our proposed method, showing quite a good performance of the SOH estimation. The results of the SOH estimation in the experiment are quite satisfactory, which indicates that the method is effective and accurate enough to be used in real practice.
National Research Council Canada - National Science Library
Nadia Mushtaq; Noor Ul Amin; Muhammad Hanif
2017-01-01
In this article, a combined general family of estimators is proposed for estimating finite population mean of a sensitive variable in stratified random sampling with non-sensitive auxiliary variable...
Food models for portion size estimation of Asian foods.
Lanerolle, P; Thoradeniya, T; de Silva, A
2013-08-01
Novel portion size estimation aids relevant to the cognitive potential of children are necessary for an improved accuracy in dietary recall. We developed graduated realistic food models for Asian foods and tested their accuracy and precision in children. Food models were constructed for nine commonly consumed food items using a range of low cost materials. These were tested among a random sample of 80 school children (aged 10-16 years). A total of 719 estimations were made. A high percentage (68%) of correct estimations and high correlation (r > 0.95, P foods. Portion size estimation using realistic food models is found to be accurate and precise and is suitable for use in children. © 2013 The Authors Journal of Human Nutrition and Dietetics © 2013 The British Dietetic Association Ltd.
Estimate of damage area due to a random optical wave
Kragh, Frank E.; Phillips, Ronald L.
1990-09-01
The light intensity of a laser beam which has propagated through the atmosphere will be irregular due to inhomogeneities in the atmosphere. Thus the intensity falling on a target is higher on some target areas and lower in others leading to damaged areas randomly distributed over the illuminated area. This study predicts the average area, A, of a single damaged area using a mathematical treatment, focusing largely on the concepts of two dimensional level crossings and excursion areas. After developing a solution for A for arbitrary probability density function (pdf), a solution for gamma distributed intensity is developed. This solution is then applied to several models for the spectral distribution of the intensity, including graphs illustrating the results. To reduce the problem to a manageable task, several assumptions and approximations are made. First, the pdf for the intensity is assumed to be the gamma distribution. This gamma distribution is applicable for the intensity of a gaussian field, a sum of gaussian fields, and therefore thermal light'. Second, the covariance function of the intensity is assumed to be isotropic. Furthermore, the intensity required to damage an area, Icrit, is assumed to be sufficiently high so that the probability of a damaged area containing an island of undamaged area is small. Although this assumption makes the calculated results approximate, these results become a better approximation for larger values of Icrit. Lastly, the variations in intensity are assumed to be spacially ergodic.
Estimation of the Randomized Complete Block Design Parameters with Fuzzy Goal Programming
Kula, Kamile; Apaydin, Ayşen
2011-01-01
Since goal programming was introduced by Charnes, Cooper and Ferguson (1955), goal programming has been widely studied and applied in various areas. Parameter estimation is quite important in many areas. Recently, many researches have been studied in fuzzy estimation. In this study, fuzzy goal programming was proposed by Hannan (1981) adapted to estimation of randomized complete block design parameters. Suggested fuzzy goal programming is used for estimation of randomized complete block desig...
Parameter Estimation of Partial Differential Equation Models.
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.
On Optimal Data Split for Generalization Estimation and Model Selection
DEFF Research Database (Denmark)
Larsen, Jan; Goutte, Cyril
1999-01-01
The paper is concerned with studying the very different behavior of the two data splits using hold-out cross-validation, K-fold cross-validation and randomized permutation cross-validation. First we describe the theoretical basics of various cross-validation techniques with the purpose of reliabl...... for the more complex AR-models and neural networks....... estimating the generalization error and optimizing the model structure. The paper deals with the simple problem of estimating a single location parameter. This problem is tractable as non-asymptotic theoretical analysis is possible, whereas mainly asymptotic analysis and simulation studies are viable...
A Bayesian Generative Model for Surface Template Estimation
Directory of Open Access Journals (Sweden)
Jun Ma
2010-01-01
Full Text Available 3D surfaces are important geometric models for many objects of interest in image analysis and Computational Anatomy. In this paper, we describe a Bayesian inference scheme for estimating a template surface from a set of observed surface data. In order to achieve this, we use the geodesic shooting approach to construct a statistical model for the generation and the observations of random surfaces. We develop a mode approximation EM algorithm to infer the maximum a posteriori estimation of initial momentum μ, which determines the template surface. Experimental results of caudate, thalamus, and hippocampus data are presented.
An inventory model with random demand
Mitsel, A. A.; Kritski, O. L.; Stavchuk, LG
2017-01-01
The article describes a three-product inventory model with random demand at equal frequencies of delivery. A feature of this model is that the additional purchase of resources required is carried out within the scope of their deficit. This fact allows reducing their storage costs. A simulation based on the data on arrival of raw and materials at an enterprise in Kazakhstan has been prepared. The proposed model is shown to enable savings up to 40.8% of working capital.
Estimating the Size of a Large Network and its Communities from a Random Sample
Chen, Lin; Crawford, Forrest W
2016-01-01
Most real-world networks are too large to be measured or studied directly and there is substantial interest in estimating global network properties from smaller sub-samples. One of the most important global properties is the number of vertices/nodes in the network. Estimating the number of vertices in a large network is a major challenge in computer science, epidemiology, demography, and intelligence analysis. In this paper we consider a population random graph G = (V;E) from the stochastic block model (SBM) with K communities/blocks. A sample is obtained by randomly choosing a subset W and letting G(W) be the induced subgraph in G of the vertices in W. In addition to G(W), we observe the total degree of each sampled vertex and its block membership. Given this partial information, we propose an efficient PopULation Size Estimation algorithm, called PULSE, that correctly estimates the size of the whole population as well as the size of each community. To support our theoretical analysis, we perform an exhausti...
Start-up designs for response-adaptive randomization procedures with sequential estimation.
Haines, Linda M; Sadiq, Hassan
2015-09-20
Response-adaptive randomization procedures are appropriate for clinical trials in which two or more treatments are to be compared, patients arrive sequentially and the response of each patient is recorded before the next patient arrives. However, for those procedures that involve sequential estimation of model parameters, start-up designs are commonly required in order to provide initial estimates of the parameters. In this paper, a suite of such start-up designs for two treatments and binary patient responses are considered and compared in terms of the numbers of patients required in order to give meaningful parameters estimates, the number of patients allocated to the better treatment, and the bias in the parameter estimates. It is shown that permuted block designs with blocks of size 4 are to be preferred over a wide range of parameter values. For the case of two treatments, normal responses and selected start-up procedures, a design incorporating complete randomization followed appropriately by repeats of one of the treatments yields the minimum expected number of patients and is to be preferred. Copyright © 2015 John Wiley & Sons, Ltd.
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.
Singh, Rajesh; Sharma, Prayas; Smarandache, Florentin
2014-01-01
Singh et al (20009) introduced a family of exponential ratio and product type estimators in stratified random sampling. Under stratified random sampling without replacement scheme, the expressions of bias and mean square error (MSE) of Singh et al (2009) and some other estimators, up to the first- and second-order approximations are derived. Also, the theoretical findings are supported by a numerical example.
Evolution of the concentration PDF in random environments modeled by global random walk
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
Gulati, Roman; Feuer, Eric J; Etzioni, Ruth
2016-07-15
Cancer overdiagnosis is frequently estimated using the excess incidence in a screened group relative to that in an unscreened group. However, conditions for unbiased estimation are poorly understood. We developed a mathematical framework to project the effects of screening on the incidence of relevant cancers-that is, cancers that would present clinically without screening. Screening advances the date of diagnosis for a fraction of preclinical relevant cancers. Which diagnoses are advanced and by how much depends on the preclinical detectable period, test sensitivity, and screening patterns. Using the model, we projected incidence in common trial designs and population settings and compared excess incidence with true overdiagnosis. In trials with no control arm screening, unbiased estimates are available using cumulative incidence if the screen arm stops screening and using annual incidence if the screen arm continues screening. In both designs, unbiased estimation requires waiting until screening stabilizes plus the maximum preclinical period. In continued-screen trials and population settings, excess cumulative incidence is persistently biased. We investigated this bias in published estimates from the European Randomized Study of Screening for Prostate Cancer after 9-13 years. In conclusion, no trial or population setting automatically permits unbiased estimation of overdiagnosis; sufficient follow-up and appropriate analysis remain crucial. © The Author 2016. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Improved estimator of finite population mean using auxiliary attribute in stratified random sampling
Verma, Hemant K.; Sharma, Prayas; Singh, Rajesh
2014-01-01
The present study discuss the problem of estimating the finite population mean using auxiliary attribute in stratified random sampling. In this paper taking the advantage of point bi-serial correlation between the study variable and auxiliary attribute, we have improved the estimation of population mean in stratified random sampling. The expressions for Bias and Mean square error have been derived under stratified random sampling. In addition, an empirical study has been carried out to examin...
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.
Efficiently adapting graphical models for selectivity estimation
DEFF Research Database (Denmark)
Tzoumas, Kostas; Deshpande, Amol; Jensen, Christian S.
2013-01-01
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...
Bayesian estimation of the network autocorrelation model
Dittrich, D.; Leenders, R.T.A.J.; Mulder, J.
2017-01-01
The network autocorrelation model has been extensively used by researchers interested modeling social influence effects in social networks. The most common inferential method in the model is classical maximum likelihood estimation. This approach, however, has known problems such as negative bias of
Optimal Allocation in Stratified Randomized Response Model
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Javid Shabbir
2005-07-01
Full Text Available A Warner (1965 randomized response model based on stratification is used to determine the allocation of samples. Both linear and log-linear cost functions are discussed under uni and double stratification. It observed that by using a log-linear cost function, one can get better allocations.
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 ...
Maneuver Estimation Model for Geostationary Orbit Determination
National Research Council Canada - National Science Library
Hirsch, Brian J
2006-01-01
.... The Clohessy-Wiltshire equations were used to model the relative motion of a geostationary satellite about its intended location, and a nonlinear least squares algorithm was developed to estimate the satellite trajectories.
Improving randomness characterization through Bayesian model selection.
Díaz Hernández Rojas, Rafael; Solís, Aldo; Angulo Martínez, Alí M; U'Ren, Alfred B; Hirsch, Jorge G; Marsili, Matteo; Pérez Castillo, Isaac
2017-06-08
Random number generation plays an essential role in technology with important applications in areas ranging from cryptography to Monte Carlo methods, and other probabilistic algorithms. All such applications require high-quality sources of random numbers, yet effective methods for assessing whether a source produce truly random sequences are still missing. Current methods either do not rely on a formal description of randomness (NIST test suite) on the one hand, or are inapplicable in principle (the characterization derived from the Algorithmic Theory of Information), on the other, for they require testing all the possible computer programs that could produce the sequence to be analysed. Here we present a rigorous method that overcomes these problems based on Bayesian model selection. We derive analytic expressions for a model's likelihood which is then used to compute its posterior distribution. Our method proves to be more rigorous than NIST's suite and Borel-Normality criterion and its implementation is straightforward. We applied our method to an experimental device based on the process of spontaneous parametric downconversion to confirm it behaves as a genuine quantum random number generator. As our approach relies on Bayesian inference our scheme transcends individual sequence analysis, leading to a characterization of the source itself.
Model error estimation in ensemble data assimilation
Directory of Open Access Journals (Sweden)
S. Gillijns
2007-01-01
Full Text Available A new methodology is proposed to estimate and account for systematic model error in linear filtering as well as in nonlinear ensemble based filtering. Our results extend the work of Dee and Todling (2000 on constant bias errors to time-varying model errors. In contrast to existing methodologies, the new filter can also deal with the case where no dynamical model for the systematic error is available. In the latter case, the applicability is limited by a matrix rank condition which has to be satisfied in order for the filter to exist. The performance of the filter developed in this paper is limited by the availability and the accuracy of observations and by the variance of the stochastic model error component. The effect of these aspects on the estimation accuracy is investigated in several numerical experiments using the Lorenz (1996 model. Experimental results indicate that the availability of a dynamical model for the systematic error significantly reduces the variance of the model error estimates, but has only minor effect on the estimates of the system state. The filter is able to estimate additive model error of any type, provided that the rank condition is satisfied and that the stochastic errors and measurement errors are significantly smaller than the systematic errors. The results of this study are encouraging. However, it remains to be seen how the filter performs in more realistic applications.
Penalized likelihood estimation of a trivariate additive probit model.
Filippou, Panagiota; Marra, Giampiero; Radice, Rosalba
2017-07-01
This article proposes a penalized likelihood method to estimate a trivariate probit model, which accounts for several types of covariate effects (such as linear, nonlinear, random, and spatial effects), as well as error correlations. The proposed approach also addresses the difficulty in estimating accurately the correlation coefficients, which characterize the dependence of binary responses conditional on covariates. The parameters of the model are estimated within a penalized likelihood framework based on a carefully structured trust region algorithm with integrated automatic multiple smoothing parameter selection. The relevant numerical computation can be easily carried out using the SemiParTRIV() function in a freely available R package. The proposed method is illustrated through a case study whose aim is to model jointly adverse birth binary outcomes in North Carolina. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Scott, JoAnna M; deCamp, Allan; Juraska, Michal; Fay, Michael P; Gilbert, Peter B
2017-04-01
Stepped wedge designs are increasingly commonplace and advantageous for cluster randomized trials when it is both unethical to assign placebo, and it is logistically difficult to allocate an intervention simultaneously to many clusters. We study marginal mean models fit with generalized estimating equations for assessing treatment effectiveness in stepped wedge cluster randomized trials. This approach has advantages over the more commonly used mixed models that (1) the population-average parameters have an important interpretation for public health applications and (2) they avoid untestable assumptions on latent variable distributions and avoid parametric assumptions about error distributions, therefore, providing more robust evidence on treatment effects. However, cluster randomized trials typically have a small number of clusters, rendering the standard generalized estimating equation sandwich variance estimator biased and highly variable and hence yielding incorrect inferences. We study the usual asymptotic generalized estimating equation inferences (i.e., using sandwich variance estimators and asymptotic normality) and four small-sample corrections to generalized estimating equation for stepped wedge cluster randomized trials and for parallel cluster randomized trials as a comparison. We show by simulation that the small-sample corrections provide improvement, with one correction appearing to provide at least nominal coverage even with only 10 clusters per group. These results demonstrate the viability of the marginal mean approach for both stepped wedge and parallel cluster randomized trials. We also study the comparative performance of the corrected methods for stepped wedge and parallel designs, and describe how the methods can accommodate interval censoring of individual failure times and incorporate semiparametric efficient estimators.
BEST FIT MODEL FOR YIELD CURVE ESTIMATION
Directory of Open Access Journals (Sweden)
Zdravka Aljinović
2012-12-01
Full Text Available Yield curve represents a relationship between the rate of return and maturity of certain securities. A range of activities on the market is determined by the abovementioned relationship; therefore its significance is unquestionable. Besides that, its shape reflects the shape of the economy, i.e. it can predict recession. These are the reasons why it is very important to properly and accurately estimate the yield curve. There are various models evolved for its estimation; however the most used are parametric models: Nelson-Siegel model and Svensson model. In this paper the yield curves are estimated on Croatian financial market, based on weekly data in years 2011 and 2012 both with Nelson-Siegel and Svensson model, and the obtained results are compared.
A random walk model to evaluate autism
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.
Parameter Estimation of Partial Differential Equation Models
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.
Random regression models in the evaluation of the growth curve of Simbrasil beef cattle
Mota, M.; Marques, F.A.; Lopes, P.S.; Hidalgo, A.M.
2013-01-01
Random regression models were used to estimate the types and orders of random effects of (co)variance functions in the description of the growth trajectory of the Simbrasil cattle breed. Records for 7049 animals totaling 18,677 individual weighings were submitted to 15 models from the third to the
Marginal and Random Intercepts Models for Longitudinal Binary Data With Examples From Criminology.
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 individual-level information including information about heterogeneity of growth. It is shown how a type of numerical averaging can be used with the random intercepts model to obtain group-level information, thus approximating individual and marginal aspects of the LMM. The types of inferences associated with each model are illustrated with longitudinal criminal offending data based on N = 506 males followed over a 22-year period. Violent offending indexed by official records and self-report were analyzed, with the marginal model estimated using generalized estimating equations and the random intercepts model estimated using maximum likelihood. The results show that the numerical averaging based on the random intercepts can produce prediction curves almost identical to those obtained directly from the marginal model parameter estimates. The results provide a basis for contrasting the models and the estimation procedures and key features are discussed to aid in selecting a method for empirical analysis.
Jeffrey T. Walton
2008-01-01
Three machine learning subpixel estimation methods (Cubist, Random Forests, and support vector regression) were applied to estimate urban cover. Urban forest canopy cover and impervious surface cover were estimated from Landsat-7 ETM+ imagery using a higher resolution cover map resampled to 30 m as training and reference data. Three different band combinations (...
Hazard Function Estimation with Cause-of-Death Data Missing at Random.
Wang, Qihua; Dinse, Gregg E; Liu, Chunling
2012-04-01
Hazard function estimation is an important part of survival analysis. Interest often centers on estimating the hazard function associated with a particular cause of death. We propose three nonparametric kernel estimators for the hazard function, all of which are appropriate when death times are subject to random censorship and censoring indicators can be missing at random. Specifically, we present a regression surrogate estimator, an imputation estimator, and an inverse probability weighted estimator. All three estimators are uniformly strongly consistent and asymptotically normal. We derive asymptotic representations of the mean squared error and the mean integrated squared error for these estimators and we discuss a data-driven bandwidth selection method. A simulation study, conducted to assess finite sample behavior, demonstrates that the proposed hazard estimators perform relatively well. We illustrate our methods with an analysis of some vascular disease data.
Model-based estimation for official statistics
van den Brakel, J.; Bethlehem, J.
2008-01-01
Design-based and model-assisted estimation procedures are widely applied by most of the European national statistical institutes. There are, however, situations were model-based approaches can have additional value in the production of official statistics, e.g. to deal with small sample sizes,
Automatic Pain Intensity Estimation using Heteroscedastic Conditional Ordinal Random Fields
Rudovic, Ognjen; Pavlovic, Vladimir; Pantic, Maja
Automatic pain intensity estimation from facial images is challenging mainly because of high variability in subject-specific pain expressiveness. This heterogeneity in the subjects causes their facial appearance to vary significantly when experiencing the same pain level. The standard classification
ESTIMATION OF FINITE POPULATION MEAN USING RANDOM NON–RESPONSE IN SURVEY SAMPLING
Directory of Open Access Journals (Sweden)
Housila P. Singh
2010-12-01
Full Text Available This paper consider the problem of estimating the population mean under three different situations of random non–response envisaged by Singh et al (2000. Some ratio and product type estimators have been proposed and their properties are studied under an assumption that the number of sampling units on which information can not be obtained owing to random non–response follows some distribution. The suggested estimators are compared with the usual ratio and product estimators. An empirical study is carried out to show the performance of the suggested estimators over usual unbiased estimator, ratio and product estimators. A generalized version of the proposed ratio and product estimators is also given.
Estimating empirical codon hidden Markov models.
De Maio, Nicola; Holmes, Ian; Schlötterer, Christian; Kosiol, Carolin
2013-03-01
Empirical codon models (ECMs) estimated from a large number of globular protein families outperformed mechanistic codon models in their description of the general process of protein evolution. Among other factors, ECMs implicitly model the influence of amino acid properties and multiple nucleotide substitutions (MNS). However, the estimation of ECMs requires large quantities of data, and until recently, only few suitable data sets were available. Here, we take advantage of several new Drosophila species genomes to estimate codon models from genome-wide data. The availability of large numbers of genomes over varying phylogenetic depths in the Drosophila genus allows us to explore various divergence levels. In consequence, we can use these data to determine the appropriate level of divergence for the estimation of ECMs, avoiding overestimation of MNS rates caused by saturation. To account for variation in evolutionary rates along the genome, we develop new empirical codon hidden Markov models (ecHMMs). These models significantly outperform previous ones with respect to maximum likelihood values, suggesting that they provide a better fit to the evolutionary process. Using ECMs and ecHMMs derived from genome-wide data sets, we devise new likelihood ratio tests (LRTs) of positive selection. We found classical LRTs very sensitive to the presence of MNSs, showing high false-positive rates, especially with small phylogenies. The new LRTs are more conservative than the classical ones, having acceptable false-positive rates and reduced power.
Developing Physician Migration Estimates for Workforce Models.
Holmes, George M; Fraher, Erin P
2017-02-01
To understand factors affecting specialty heterogeneity in physician migration. Physicians in the 2009 American Medical Association Masterfile data were matched to those in the 2013 file. Office locations were geocoded in both years to one of 293 areas of the country. Estimated utilization, calculated for each specialty, was used as the primary predictor of migration. Physician characteristics (e.g., specialty, age, sex) were obtained from the 2009 file. Area characteristics and other factors influencing physician migration (e.g., rurality, presence of teaching hospital) were obtained from various sources. We modeled physician location decisions as a two-part process: First, the physician decides whether to move. Second, conditional on moving, a conditional logit model estimates the probability a physician moved to a particular area. Separate models were estimated by specialty and whether the physician was a resident. Results differed between specialties and according to whether the physician was a resident in 2009, indicating heterogeneity in responsiveness to policies. Physician migration was higher between geographically proximate states with higher utilization for that specialty. Models can be used to estimate specialty-specific migration patterns for more accurate workforce modeling, including simulations to model the effect of policy changes. © Health Research and Educational Trust.
Error estimation and adaptive chemical transport modeling
Directory of Open Access Journals (Sweden)
Malte Braack
2014-09-01
Full Text Available We present a numerical method to use several chemical transport models of increasing accuracy and complexity in an adaptive way. In largest parts of the domain, a simplified chemical model may be used, whereas in certain regions a more complex model is needed for accuracy reasons. A mathematically derived error estimator measures the modeling error and provides information where to use more accurate models. The error is measured in terms of output functionals. Therefore, one has to consider adjoint problems which carry sensitivity information. This concept is demonstrated by means of ozone formation and pollution emission.
Özel, Gamze
2015-01-01
In this paper, a new exponential type estimator is developed in the stratified random sampling for the population mean using auxiliary variable information. In order to evaluate efﬁciency of the introduced estimator, we ﬁrst review some estimators and study the optimum property of the suggested strategy. To judge the merits of the suggested class of estimators over others under the optimal condition, simulation study and real data applications are conducted. The results show that the introduc...
DEFF Research Database (Denmark)
Nielsen, Søren R.K.; Sørensen, John Dalsgaard; Thoft-Christensen, Palle
1983-01-01
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...... to be the outcome of identically distributed, independent stochastic variables,for which a model is suggested. Further assuming the interarrival times of the elementary loading histories to be specified by a Poisson process, and the duration of these to be small compared to the designed life-time, the accumulated...... 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....
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.
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 ...... 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....
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....
DYNAMIC STRAIN MAPPING AND REAL-TIME DAMAGE STATE ESTIMATION UNDER BIAXIAL RANDOM FATIGUE LOADING
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...
Constrained Perturbation Regularization Approach for Signal Estimation Using Random Matrix Theory
Suliman, Mohamed; Ballal, Tarig; Kammoun, Abla; Al-Naffouri, Tareq Y.
2016-12-01
In this supplementary appendix we provide proofs and additional extensive simulations that complement the analysis of the main paper (constrained perturbation regularization approach for signal estimation using random matrix theory).
A random utility based estimation framework for the household activity pattern problem.
2016-06-01
This paper develops a random utility based estimation framework for the Household Activity : Pattern Problem (HAPP). Based on the realization that output of complex activity-travel decisions : form a continuous pattern in space-time dimension, the es...
Martínez-Camblor, Pablo
2017-02-01
Meta-analyses, broadly defined as the quantitative review and synthesis of the results of related but independent comparable studies, allow to know the state of the art of one considered topic. Since the amount of available bibliography has enhanced in almost all fields and, specifically, in biomedical research, its popularity has drastically increased during the last decades. In particular, different methodologies have been developed in order to perform meta-analytic studies of diagnostic tests for both fixed- and random-effects models. From a parametric point of view, these techniques often compute a bivariate estimation for the sensitivity and the specificity by using only one threshold per included study. Frequently, an overall receiver operating characteristic curve based on a bivariate normal distribution is also provided. In this work, the author deals with the problem of estimating an overall receiver operating characteristic curve from a fully non-parametric approach when the data come from a meta-analysis study i.e. only certain information about the diagnostic capacity is available. Both fixed- and random-effects models are considered. In addition, the proposed methodology lets to use the information of all cut-off points available (not only one of them) in the selected original studies. The performance of the method is explored through Monte Carlo simulations. The observed results suggest that the proposed estimator is better than the reference one when the reported information is related to a threshold based on the Youden index and when information for two or more points are provided. Real data illustrations are included.
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
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...
Parameter and Uncertainty Estimation in Groundwater Modelling
DEFF Research Database (Denmark)
Jensen, Jacob Birk
The data basis on which groundwater models are constructed is in general very incomplete, and this leads to uncertainty in model outcome. Groundwater models form the basis for many, often costly decisions and if these are to be made on solid grounds, the uncertainty attached to model results must...... be quantified. This study was motivated by the need to estimate the uncertainty involved in groundwater models.Chapter 2 presents an integrated surface/subsurface unstructured finite difference model that was developed and applied to a synthetic case study.The following two chapters concern calibration...... was applied.Capture zone modelling was conducted on a synthetic stationary 3-dimensional flow problem involving river, surface and groundwater flow. Simulated capture zones were illustrated as likelihood maps and compared with a deterministic capture zones derived from a reference model. The results showed...
Robust Model-Free Multiclass Probability Estimation
Wu, Yichao; Zhang, Hao Helen; Liu, Yufeng
2010-01-01
Classical statistical approaches for multiclass probability estimation are typically based on regression techniques such as multiple logistic regression, or density estimation approaches such as linear discriminant analysis (LDA) and quadratic discriminant analysis (QDA). These methods often make certain assumptions on the form of probability functions or on the underlying distributions of subclasses. In this article, we develop a model-free procedure to estimate multiclass probabilities based on large-margin classifiers. In particular, the new estimation scheme is employed by solving a series of weighted large-margin classifiers and then systematically extracting the probability information from these multiple classification rules. A main advantage of the proposed probability estimation technique is that it does not impose any strong parametric assumption on the underlying distribution and can be applied for a wide range of large-margin classification methods. A general computational algorithm is developed for class probability estimation. Furthermore, we establish asymptotic consistency of the probability estimates. Both simulated and real data examples are presented to illustrate competitive performance of the new approach and compare it with several other existing methods. PMID:21113386
Estimating Model Evidence Using Data Assimilation
Carrassi, Alberto; Bocquet, Marc; Hannart, Alexis; Ghil, Michael
2017-04-01
We review the field of data assimilation (DA) from a Bayesian perspective and show that, in addition to its by now common application to state estimation, DA may be used for model selection. An important special case of the latter is the discrimination between a factual model - which corresponds, to the best of the modeller's knowledge, to the situation in the actual world in which a sequence of events has occurred-and a counterfactual model, in which a particular forcing or process might be absent or just quantitatively different from the actual world. Three different ensemble-DA methods are reviewed for this purpose: the ensemble Kalman filter (EnKF), the ensemble four-dimensional variational smoother (En-4D-Var), and the iterative ensemble Kalman smoother (IEnKS). An original contextual formulation of model evidence (CME) is introduced. It is shown how to apply these three methods to compute CME, using the approximated time-dependent probability distribution functions (pdfs) each of them provide in the process of state estimation. The theoretical formulae so derived are applied to two simplified nonlinear and chaotic models: (i) the Lorenz three-variable convection model (L63), and (ii) the Lorenz 40- variable midlatitude atmospheric dynamics model (L95). The numerical results of these three DA-based methods and those of an integration based on importance sampling are compared. It is found that better CME estimates are obtained by using DA, and the IEnKS method appears to be best among the DA methods. Differences among the performance of the three DA-based methods are discussed as a function of model properties. Finally, the methodology is implemented for parameter estimation and for event attribution.
Lubbers, Miranda J.; Snijders, Tom A. B.
2007-01-01
This paper describes an empirical comparison of four specifications of the exponential family of random graph models (ERGM), distinguished by model specification (dyadic independence, Markov, partial conditional dependence) and, for the Markov model, by estimation method (Maximum Pseudolikelihood,
Structural Estimation of Continuous Choice Models
DEFF Research Database (Denmark)
Jørgensen, Thomas Høgholm
2013-01-01
In this paper, I evaluate the performance of two recently proposed approaches to solving and estimating structural models: The Endogenous Grid Method (EGM) and Mathematical Programming with Equilibrium Constraints (MPEC). Monte Carlo simulations confirm that both EGM and MPEC have advantages...... relative to standard methods. EGM proved particularly robust, fast and straight forward to implement. Approaches trying to avoid solving the model numerically, therefore, seem to be dominated by these approaches....
Estimating the Multilevel Rasch Model: With the lme4 Package
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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.
Multilevel Autoregressive Mediation Models: Specification, Estimation, and Applications.
Zhang, Qian; Wang, Lijuan; Bergeman, C S
2017-11-27
In the current study, extending from the cross-lagged panel models (CLPMs) in Cole and Maxwell (2003), we proposed the multilevel autoregressive mediation models (MAMMs) by allowing the coefficients to differ across individuals. In addition, Level-2 covariates can be included to explain the interindividual differences of mediation effects. Given the complexity of the proposed models, Bayesian estimation was used. Both a CLPM and an unconditional MAMM were fitted to daily diary data. The 2 models yielded different statistical conclusions regarding the average mediation effect. A simulation study was conducted to examine the estimation accuracy of Bayesian estimation for MAMMs and consequences of model mis-specifications. Factors considered included the sample size (N), number of time points (T), fixed indirect and direct effect sizes, and Level-2 variances and covariances. Results indicated that the fixed effect estimates for the indirect effect components (a and b) and the fixed effects of Level-2 covariates were accurate when N ≥ 50 and T ≥ 5. For estimating Level-2 variances and covariances, they were accurate provided a sufficiently large N and T (e.g., N ≥ 500 and T ≥ 50). Estimates of the average mediation effect were generally accurate when N ≥ 100 and T ≥ 10, or N ≥ 50 and T ≥ 20. Furthermore, we found that when Level-2 variances were zero, MAMMs yielded valid inferences about the fixed effects, whereas when random effects existed, CLPMs had low coverage rates for fixed effects. DIC can be used for model selection. Limitations and future directions were discussed. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
DEFF Research Database (Denmark)
Strathe, Anders B; Mark, Thomas; Nielsen, Bjarne
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. Ba...
High-dimensional model estimation and model selection
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.
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.
Ghienne, Martin; Blanzé, Claude; Laurent, Luc
2017-12-01
In this paper, we characterize random eigenspaces with a non-intrusive method based on the decoupling of random eigenvalues from their corresponding random eigenvectors. This method allows us to estimate the first statistical moments of the random eigenvalues of the system with a reduced number of deterministic finite element computations. The originality of this work is to adapt the method used to estimate each random eigenvalue depending on a global accuracy requirement. This allows us to ensure a minimal computational cost. The stochastic model of the structure is thus reduced by exploiting specific properties of random eigenvectors associated with the random eigenfrequencies being sought. An indicator with no additional computation cost is proposed to identify when the method needs to be enhanced. Finally, a simple three-beam frame and an industrial structure illustrate the proposed approach.
Adaptation of the projection-slice theorem for stock valuation estimation using random Markov fields
Riasati, Vahid R.
2009-04-01
The Projection-Slice Synthetic Discriminant function filter is utilized with Random Markov Fields, RMF to estimate trends that may be used as prediction for stock valuation through the representation of the market behavior as a hidden Markov Model, HMM. In this work, we utilize a set of progressive and contiguous time segments of a given stock, and treat the set as a two dimensional object that has been represented by its one-d projections. The abstract two-D object is thus an incarnation of N-temporal projections. The HMM is then utilized to generate N+1 projections that maximizes the two-dimensional correlation peak between the data and the HMM-generated stochastic processes. This application of the PSDF provides a method of stock valuation prediction via the market stochastic behavior utilized in the filter.
Kinetic Models with Randomly Perturbed Binary Collisions
Bassetti, Federico; Ladelli, Lucia; Toscani, Giuseppe
2011-02-01
We introduce a class of Kac-like kinetic equations on the real line, with general random collisional rules which, in some special cases, identify models for granular gases with a background heat bath (Carrillo et al. in Discrete Contin. Dyn. Syst. 24(1):59-81, 2009), and models for wealth redistribution in an agent-based market (Bisi et al. in Commun. Math. Sci. 7:901-916, 2009). Conditions on these collisional rules which guarantee both the existence and uniqueness of equilibrium profiles and their main properties are found. The characterization of these stationary states is of independent interest, since we show that they are stationary solutions of different evolution problems, both in the kinetic theory of rarefied gases (Cercignani et al. in J. Stat. Phys. 105:337-352, 2001; Villani in J. Stat. Phys. 124:781-822, 2006) and in the econophysical context (Bisi et al. in Commun. Math. Sci. 7:901-916, 2009).
Estimating probit models with self-selected treatments.
Bhattacharya, Jay; Goldman, Dana; McCaffrey, Daniel
2006-02-15
Outcomes research often requires estimating the impact of a binary treatment on a binary outcome in a non-randomized setting, such as the effect of taking a drug on mortality. The data often come from self-selected samples, leading to a spurious correlation between the treatment and outcome when standard binary dependent variable techniques, like logit or probit, are used. Intuition suggests that a two-step procedure (analogous to two-stage least squares) might be sufficient to deal with this problem if variables are available that are correlated with the treatment choice but not the outcome. This paper demonstrates the limitations of such a two-step procedure. We show that such estimators will not generally be consistent. We conduct a Monte Carlo exercise to compare the performance of the two-step probit estimator, the two-stage least squares linear probability model estimator, and the multivariate probit. The results from this exercise argue in favour of using the multivariate probit rather than the two-step or linear probability model estimators, especially when there is more than one treatment, when the average probability of the dependent variable is close to 0 or 1, or when the data generating process is not normal. We demonstrate how these different methods perform in an empirical example examining the effect of private and public insurance coverage on the mortality of HIV+ patients.
Extreme gust wind estimation using mesoscale modeling
DEFF Research Database (Denmark)
Larsén, Xiaoli Guo; Kruger, Andries
2014-01-01
Currently, the existing estimation of the extreme gust wind, e.g. the 50-year winds of 3 s values, in the IEC standard, is based on a statistical model to convert the 1:50-year wind values from the 10 min resolution. This statistical model assumes a Gaussian process that satisfies the classical...... 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...... done for Denmark and two areas in South Africa. For South Africa, the extreme gust atlases from South Africa were created from the output of the mesoscale modelling using Climate Forecasting System Reanalysis (CFSR) forcing for the period 1998 – 2010. The extensive measurements including turbulence...
Calibration of stormwater quality regression models: a random process?
Dembélé, A; Bertrand-Krajewski, J-L; Barillon, B
2010-01-01
Regression models are among the most frequently used models to estimate pollutants event mean concentrations (EMC) in wet weather discharges in urban catchments. Two main questions dealing with the calibration of EMC regression models are investigated: i) the sensitivity of models to the size and the content of data sets used for their calibration, ii) the change of modelling results when models are re-calibrated when data sets grow and change with time when new experimental data are collected. Based on an experimental data set of 64 rain events monitored in a densely urbanised catchment, four TSS EMC regression models (two log-linear and two linear models) with two or three explanatory variables have been derived and analysed. Model calibration with the iterative re-weighted least squares method is less sensitive and leads to more robust results than the ordinary least squares method. Three calibration options have been investigated: two options accounting for the chronological order of the observations, one option using random samples of events from the whole available data set. Results obtained with the best performing non linear model clearly indicate that the model is highly sensitive to the size and the content of the data set used for its calibration.
Measurement Data Modeling and Parameter Estimation
Wang, Zhengming; Yao, Jing; Gu, Defeng
2011-01-01
Measurement Data Modeling and Parameter Estimation integrates mathematical theory with engineering practice in the field of measurement data processing. Presenting the first-hand insights and experiences of the authors and their research group, it summarizes cutting-edge research to facilitate the application of mathematical theory in measurement and control engineering, particularly for those interested in aeronautics, astronautics, instrumentation, and economics. Requiring a basic knowledge of linear algebra, computing, and probability and statistics, the book illustrates key lessons with ta
A dynamic model for airframe cost estimation
Brown, Ronald L.
1986-01-01
Approved for public release; distribution is unlimited The Department of Defense has historically favored a relatively simple parametric approach to cost estimation. Economic theory has largely been ignored and the learning curve has become the customary analytical tool for relating production quantities to airframe costs. This research examines an effort to synthesize neoclassical economic theory with the traditional learning curve methodology. The proposed model impl...
Social aggregation in pea aphids: experiment and random walk modeling.
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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.
Independence Model estimation using Artificial Evolution
Barrière, Olivier; Lutton, Evelyne; Wuillemin, Pierre-Henri
2010-01-01
Cet article est une version condensée d'une précédente publication présentée dans une conférence sur les algorithmes génétiques, il n'est donc pas éligible pour publication dans une revue.; National audience; In this paper, we consider a Bayesian network structure estimation problem as a two step problem based on an independence model representation. We first perform an evolutionary search for an approximation of an independence model. A deterministic algorithm is then used to deduce a Bayesi...
Hidden Markov models estimation and control
Elliott, Robert J; Moore, John B
1995-01-01
As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filte
Systematic Angle Random Walk Estimation of the Constant Rate Biased Ring Laser Gyro
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Guohu Feng
2013-02-01
Full Text Available An actual account of the angle random walk (ARW coefficients of gyros in the constant rate biased rate ring laser gyro (RLG inertial navigation system (INS is very important in practical engineering applications. However, no reported experimental work has dealt with the issue of characterizing the ARW of the constant rate biased RLG in the INS. To avoid the need for high cost precise calibration tables and complex measuring set-ups, the objective of this study is to present a cost-effective experimental approach to characterize the ARW of the gyros in the constant rate biased RLG INS. In the system, turntable dynamics and other external noises would inevitably contaminate the measured RLG data, leading to the question of isolation of such disturbances. A practical observation model of the gyros in the constant rate biased RLG INS was discussed, and an experimental method based on the fast orthogonal search (FOS for the practical observation model to separate ARW error from the RLG measured data was proposed. Validity of the FOS-based method was checked by estimating the ARW coefficients of the mechanically dithered RLG under stationary and turntable rotation conditions. By utilizing the FOS-based method, the average ARW coefficient of the constant rate biased RLG in the postulate system is estimated. The experimental results show that the FOS-based method can achieve high denoising ability. This method estimate the ARW coefficients of the constant rate biased RLG in the postulate system accurately. The FOS-based method does not need precise calibration table with high cost and complex measuring set-up, and Statistical results of the tests will provide us references in engineering application of the constant rate biased RLG INS.
Time-to-Compromise Model for Cyber Risk Reduction Estimation
Energy Technology Data Exchange (ETDEWEB)
Miles A. McQueen; Wayne F. Boyer; Mark A. Flynn; George A. Beitel
2005-09-01
We propose a new model for estimating the time to compromise a system component that is visible to an attacker. The model provides an estimate of the expected value of the time-to-compromise as a function of known and visible vulnerabilities, and attacker skill level. The time-to-compromise random process model is a composite of three subprocesses associated with attacker actions aimed at the exploitation of vulnerabilities. In a case study, the model was used to aid in a risk reduction estimate between a baseline Supervisory Control and Data Acquisition (SCADA) system and the baseline system enhanced through a specific set of control system security remedial actions. For our case study, the total number of system vulnerabilities was reduced by 86% but the dominant attack path was through a component where the number of vulnerabilities was reduced by only 42% and the time-to-compromise of that component was increased by only 13% to 30% depending on attacker skill level.
Flood damage estimation of companies: A comparison of Stage-Damage-Functions and Random Forests
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.
Nonparametric model assisted model calibrated estimation in two ...
African Journals Online (AJOL)
Nonparametric model assisted model calibrated estimation in two stage survey sampling. RO Otieno, PN Mwita, PN Kihara. Abstract. No Abstract > East African Journal of Statistics Vol. 1 (3) 2007: pp.261-281. Full Text: EMAIL FULL TEXT EMAIL FULL TEXT · DOWNLOAD FULL TEXT DOWNLOAD FULL TEXT.
Bayes Estimation of Two-Phase Linear Regression Model
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Mayuri Pandya
2011-01-01
Full Text Available Let the regression model be Yi=β1Xi+εi, where εi are i. i. d. N (0,σ2 random errors with variance σ2>0 but later it was found that there was a change in the system at some point of time m and it is reflected in the sequence after Xm by change in slope, regression parameter β2. The problem of study is when and where this change has started occurring. This is called change point inference problem. The estimators of m, β1,β2 are derived under asymmetric loss functions, namely, Linex loss & General Entropy loss functions. The effects of correct and wrong prior information on the Bayes estimates are studied.
A note on the maximum likelihood estimator in the gamma regression model
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Jerzy P. Rydlewski
2009-01-01
Full Text Available This paper considers a nonlinear regression model, in which the dependent variable has the gamma distribution. A model is considered in which the shape parameter of the random variable is the sum of continuous and algebraically independent functions. The paper proves that there is exactly one maximum likelihood estimator for the gamma regression model.
Notes on interval estimation of the generalized odds ratio under stratified random sampling.
Lui, Kung-Jong; Chang, Kuang-Chao
2013-05-01
It is not rare to encounter the patient response on the ordinal scale in a randomized clinical trial (RCT). Under the assumption that the generalized odds ratio (GOR) is homogeneous across strata, we consider four asymptotic interval estimators for the GOR under stratified random sampling. These include the interval estimator using the weighted-least-squares (WLS) approach with the logarithmic transformation (WLSL), the interval estimator using the Mantel-Haenszel (MH) type of estimator with the logarithmic transformation (MHL), the interval estimator using Fieller's theorem with the MH weights (FTMH) and the interval estimator using Fieller's theorem with the WLS weights (FTWLS). We employ Monte Carlo simulation to evaluate the performance of these interval estimators by calculating the coverage probability and the average length. To study the bias of these interval estimators, we also calculate and compare the noncoverage probabilities in the two tails of the resulting confidence intervals. We find that WLSL and MHL can generally perform well, while FTMH and FTWLS can lose either precision or accuracy. We further find that MHL is likely the least biased. Finally, we use the data taken from a study of smoking status and breathing test among workers in certain industrial plants in Houston, Texas, during 1974 to 1975 to illustrate the use of these interval estimators.
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Severino Cavalcante de Sousa Júnior
2010-05-01
Full Text Available Foram utilizados 35.732 registros de peso do nascimento aos 660 dias de idade de 8.458 animais da raça Tabapuã para estimar funções de covariância utilizando modelos de regressão aleatória sobre polinômios de Legendre. Os modelos incluíram: como aleatórios, os efeitos genético aditivo direto, materno, de ambiente permanente de animal e materno; como fixos, os efeitos de grupo de contemporâneo; como covariáveis, a idade do animal à pesagem e a idade da vaca ao parto (linear e quadrática; e sobre a idade à pesagem, polinômio ortogonal de Legendre (regressão cúbica foi considerado para modelar a curva média da população. O resíduo foi modelado considerando sete classes de variância e os modelos foram comparados pelos critérios de informação Bayesiano de Schwarz e Akaike. O melhor modelo apresentou ordens 4, 3, 6, 3 para os efeitos genético aditivo direto e materno, de ambiente permanente de animal e materno, respectivamente. As estimativas de covariância e herdabilidades, obtidas utilizando modelo bicaracter, e de regressão aleatória foram semelhantes. As estimativas de herdabilidade para o efeito genético aditivo direto, obtidas com o modelo de regressão aleatória, aumentaram do nascimento (0,15 aos 660 dias de idade (0,45. Maiores estimativas de herdabilidade materna foram obtidas para pesos medidos logo após o nascimento. As correlações genéticas variaram de moderadas a altas e diminuíram com o aumento da distância entre as pesagens. A seleção para maiores pesos em qualquer idade promove maior ganho de peso do nascimento aos 660 dias de idade.In order to estimate covariance functions by using random regression models on Legendre polynomials, 35,732 weight records from birth to 660 days of age of 8,458 animals of Tabapuã cattle were used. The models included: as random effects, direct additive genetic effect, maternal effect, and animal and maternal permanent environmental effets; contemporary groups
Tian, Lu; Cai, Tianxi; Zhao, Lihui; Wei, Lee-Jen
2012-04-01
To estimate an overall treatment difference with data from a randomized comparative clinical study, baseline covariates are often utilized to increase the estimation precision. Using the standard analysis of covariance technique for making inferences about such an average treatment difference may not be appropriate, especially when the fitted model is nonlinear. On the other hand, the novel augmentation procedure recently studied, for example, by Zhang and others (2008. Improving efficiency of inferences in randomized clinical trials using auxiliary covariates. Biometrics 64, 707-715) is quite flexible. However, in general, it is not clear how to select covariates for augmentation effectively. An overly adjusted estimator may inflate the variance and in some cases be biased. Furthermore, the results from the standard inference procedure by ignoring the sampling variation from the variable selection process may not be valid. In this paper, we first propose an estimation procedure, which augments the simple treatment contrast estimator directly with covariates. The new proposal is asymptotically equivalent to the aforementioned augmentation method. To select covariates, we utilize the standard lasso procedure. Furthermore, to make valid inference from the resulting lasso-type estimator, a cross validation method is used. The validity of the new proposal is justified theoretically and empirically. We illustrate the procedure extensively with a well-known primary biliary cirrhosis clinical trial data set.
PARAMETER ESTIMATION IN BREAD BAKING MODEL
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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
Estimation of Sensitive Proportion by Randomized Response Data in Successive Sampling
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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.
Auxiliary Parameter MCMC for Exponential Random Graph Models
Byshkin, Maksym; Stivala, Alex; Mira, Antonietta; Krause, Rolf; Robins, Garry; Lomi, Alessandro
2016-11-01
Exponential random graph models (ERGMs) are a well-established family of statistical models for analyzing social networks. Computational complexity has so far limited the appeal of ERGMs for the analysis of large social networks. Efficient computational methods are highly desirable in order to extend the empirical scope of ERGMs. In this paper we report results of a research project on the development of snowball sampling methods for ERGMs. We propose an auxiliary parameter Markov chain Monte Carlo (MCMC) algorithm for sampling from the relevant probability distributions. The method is designed to decrease the number of allowed network states without worsening the mixing of the Markov chains, and suggests a new approach for the developments of MCMC samplers for ERGMs. We demonstrate the method on both simulated and actual (empirical) network data and show that it reduces CPU time for parameter estimation by an order of magnitude compared to current MCMC methods.
Adaptive Estimation of Heteroscedastic Money Demand Model of Pakistan
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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.
Huang, Lei
2015-09-30
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.
Stratified random sampling for estimating billing accuracy in health care systems.
Buddhakulsomsiri, Jirachai; Parthanadee, Parthana
2008-03-01
This paper presents a stratified random sampling plan for estimating accuracy of bill processing performance for the health care bills submitted to third party payers in health care systems. Bill processing accuracy is estimated with two measures: percent accuracy and total dollar accuracy. Difficulties in constructing a sampling plan arise when the population strata structure is unknown, and when the two measures require different sampling schemes. To efficiently utilize sample resource, the sampling plan is designed to effectively estimate both measures from the same sample. The sampling plan features a simple but efficient strata construction method, called rectangular method, and two accuracy estimation methods, one for each measure. The sampling plan is tested on actual populations from an insurance company. Accuracy estimates obtained are then used to compare the rectangular method to other potential clustering methods for strata construction, and compare the accuracy estimation methods to other eligible methods. Computational study results show effectiveness of the proposed sampling plan.
A unifying framework for marginalized random intercept models of correlated binary outcomes
Swihart, Bruce J.; Caffo, Brian S.; Crainiceanu, Ciprian M.
2013-01-01
We demonstrate that many current approaches for marginal modeling of correlated binary outcomes produce likelihoods that are equivalent to the copula-based models herein. These general copula models of underlying latent threshold random variables yield likelihood-based models for marginal fixed effects estimation and interpretation in the analysis of correlated binary data with exchangeable correlation structures. Moreover, we propose a nomenclature and set of model relationships that substantially elucidates the complex area of marginalized random intercept models for binary data. A diverse collection of didactic mathematical and numerical examples are given to illustrate concepts. PMID:25342871
A unifying framework for marginalized random intercept models of correlated binary outcomes.
Swihart, Bruce J; Caffo, Brian S; Crainiceanu, Ciprian M
2014-08-01
We demonstrate that many current approaches for marginal modeling of correlated binary outcomes produce likelihoods that are equivalent to the copula-based models herein. These general copula models of underlying latent threshold random variables yield likelihood-based models for marginal fixed effects estimation and interpretation in the analysis of correlated binary data with exchangeable correlation structures. Moreover, we propose a nomenclature and set of model relationships that substantially elucidates the complex area of marginalized random intercept models for binary data. A diverse collection of didactic mathematical and numerical examples are given to illustrate concepts.
Estimation of Stochastic Frontier Models with Fixed Effects through Monte Carlo Maximum Likelihood
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Grigorios Emvalomatis
2011-01-01
Full Text Available Estimation of nonlinear fixed-effects models is plagued by the incidental parameters problem. This paper proposes a procedure for choosing appropriate densities for integrating the incidental parameters from the likelihood function in a general context. The densities are based on priors that are updated using information from the data and are robust to possible correlation of the group-specific constant terms with the explanatory variables. Monte Carlo experiments are performed in the specific context of stochastic frontier models to examine and compare the sampling properties of the proposed estimator with those of the random-effects and correlated random-effects estimators. The results suggest that the estimator is unbiased even in short panels. An application to a cross-country panel of EU manufacturing industries is presented as well. The proposed estimator produces a distribution of efficiency scores suggesting that these industries are highly efficient, while the other estimators suggest much poorer performance.
Pfarr, Christian; Schmid, Andreas; Schneider, Udo
2010-01-01
Estimation procedures for ordered categories usually assume that the estimated coefficients of independent variables do not vary between the categories (parallel-lines assumption). This view neglects possible heterogeneous effects of some explaining factors. This paper describes the use of an autofit option for identifying variables that meet the parallel-lines assumption when estimating a random effects generalized ordered probit model. We combine the test procedure developed by Richard Will...
A random effects meta-analysis model with Box-Cox transformation.
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
The influence of random element displacement on DOA estimates obtained with (Khatri-Rao-)root-MUSIC.
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.
The Influence of Random Element Displacement on DOA Estimates Obtained with (Khatri–Rao-)Root-MUSIC
Inghelbrecht, Veronique; Verhaevert, Jo; van Hecke, Tanja; Rogier, Hendrik
2014-01-01
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. PMID:25393783
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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
Simondon, F; Khodja, H
1999-02-01
The measure of efficacy is optimally performed by randomized controlled trials. However, low specificity of the judgement criteria is known to bias toward lower estimation, while low sensitivity increases the required sample size. A common technique for ensuring good specificity without a drop in sensitivity is to use several diagnostic tests in parallel, with each of them being specific. This approach is similar to the more general situation of case-counting from multiple data sources, and this paper explores the application of the capture-recapture method for the analysis of the estimates of efficacy. An illustration of this application is derived from a study on the efficacy of pertussis vaccines where the outcome was based on > or =21 days of cough confirmed by at least one of three criteria performed independently for each subject: bacteriology, serology, or epidemiological link. Log-linear methods were applied to these data considered as three sources of information. The best model considered the three simple effects and an interaction term between bacteriology and epidemiological linkage. Among the 801 children experiencing > or =21 days of cough, it was estimated that 93 cases were missed, leading to a corrected total of 413 confirmed cases. The relative vaccine efficacy estimated from the same model was 1.50 (95% confidence interval: 1.24-1.82), similar to the crude estimate of 1.59 and confirming better protection afforded by one of the two vaccines. This method allows supporting analysis to interpret primary estimates of vaccine efficacy.
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...
Leaf area index uncertainty estimates for model-data fusion applications
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...
Avoiding Boundary Estimates in Hierarchical Linear Models through Weakly Informative Priors
Chung, Yeojin; Rabe-Hesketh, Sophia; Gelman, Andrew; Dorie, Vincent; Liu, Jinchen
2012-01-01
Hierarchical or multilevel linear models are widely used for longitudinal or cross-sectional data on students nested in classes and schools, and are particularly important for estimating treatment effects in cluster-randomized trials, multi-site trials, and meta-analyses. The models can allow for variation in treatment effects, as well as…
The Impact of Sample Size and Other Factors When Estimating Multilevel Logistic Models
Schoeneberger, Jason A.
2016-01-01
The design of research studies utilizing binary multilevel models must necessarily incorporate knowledge of multiple factors, including estimation method, variance component size, or number of predictors, in addition to sample sizes. This Monte Carlo study examined the performance of random effect binary outcome multilevel models under varying…
Dixon, Padraig; Davey Smith, George; von Hinke, Stephanie; Davies, Neil M; Hollingworth, William
2016-11-01
Accurate measurement of the marginal healthcare costs associated with different diseases and health conditions is important, especially for increasingly prevalent conditions such as obesity. However, existing observational study designs cannot identify the causal impact of disease on healthcare costs. This paper explores the possibilities for causal inference offered by Mendelian randomization, a form of instrumental variable analysis that uses genetic variation as a proxy for modifiable risk exposures, to estimate the effect of health conditions on cost. Well-conducted genome-wide association studies provide robust evidence of the associations of genetic variants with health conditions or disease risk factors. The subsequent causal effects of these health conditions on cost can be estimated using genetic variants as instruments for the health conditions. This is because the approximately random allocation of genotypes at conception means that many genetic variants are orthogonal to observable and unobservable confounders. Datasets with linked genotypic and resource use information obtained from electronic medical records or from routinely collected administrative data are now becoming available and will facilitate this form of analysis. We describe some of the methodological issues that arise in this type of analysis, which we illustrate by considering how Mendelian randomization could be used to estimate the causal impact of obesity, a complex trait, on healthcare costs. We describe some of the data sources that could be used for this type of analysis. We conclude by considering the challenges and opportunities offered by Mendelian randomization for economic evaluation.
Burgess, Stephen; Thompson, Simon G
2015-02-15
A conventional Mendelian randomization analysis assesses the causal effect of a risk factor on an outcome by using genetic variants that are solely associated with the risk factor of interest as instrumental variables. However, in some cases, such as the case of triglyceride level as a risk factor for cardiovascular disease, it may be difficult to find a relevant genetic variant that is not also associated with related risk factors, such as other lipid fractions. Such a variant is known as pleiotropic. In this paper, we propose an extension of Mendelian randomization that uses multiple genetic variants associated with several measured risk factors to simultaneously estimate the causal effect of each of the risk factors on the outcome. This "multivariable Mendelian randomization" approach is similar to the simultaneous assessment of several treatments in a factorial randomized trial. In this paper, methods for estimating the causal effects are presented and compared using real and simulated data, and the assumptions necessary for a valid multivariable Mendelian randomization analysis are discussed. Subject to these assumptions, we demonstrate that triglyceride-related pathways have a causal effect on the risk of coronary heart disease independent of the effects of low-density lipoprotein cholesterol and high-density lipoprotein cholesterol. © The Author 2015. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health.
Directory of Open Access Journals (Sweden)
Diego Augusto Campos da Cruz
2012-12-01
Full Text Available The electrical conductivity of milk is an indirect method of mastitis diagnosis and can be used as selection criterion in breeding programs to obtain resistant animals to infection. For the present study data from 9,302 milk electrical conductivity measurements in the morning (ECM, from 1,129 Holstein cows in first lactation, calving between 2001 and 2011, belonging to eight herds in the Southeast of Brazil, obtained from automated milking equipment WESTFALIA® with system management "Dairyplan" was utilized. Classes of ECM were formed at weekly intervals, representing a total of 42 classes. The model included direct additive genetic, permanent environmental and residual effects as random and the fixed effects of contemporary group (herd - year and season of the control, age at calving as a covariate (linear and quadratic. Mean trends were modeled by an orthogonal Legendre polynomial with three coefficients of days in milk. The residual variance was considered homogeneous throughout lactation. Variance components were estimated by restricted maximum likelihood method (REML, using the statistical package Wombat (Meyer, 2006. The mean and standard deviation of the electrical conductivity of milk were 4.799 ± 0.543 ms/cm. The heritability for ECM were increased from the beginning to the middle of lactation (154 days, when it reached the maximum value (0.44, decreasing thereafter and reaching its minimum value at 300 days (0.17. Genetic correlations between the ECM at different periods of lactation were high and positive across the course of lactation, ranging from 0.73 to 0.99. It was observed that the correlation estimates were considerably lower when compared to the ECM 300 days with those of other periods. The data suggest that significant gains can be obtained via selection when using the ECM as selection criterion aimed at resistance to mastitis. It was verified also, that the selection for this trait in the early period of lactation, to
PItcHPERFeCT: Primary Intracranial Hemorrhage Probability Estimation using Random Forests on CT
Directory of Open Access Journals (Sweden)
John Muschelli
2017-01-01
Results: All results presented are for the 102 scans in the validation set. The median DSI for each model was: 0.89 (logistic, 0.885 (LASSO, 0.88 (GAM, and 0.899 (random forest. Using the random forest results in a slightly higher median DSI compared to the other models. After Bonferroni correction, the hypothesis of equality of median DSI was rejected only when comparing the random forest DSI to the DSI from the logistic (p < 0.001, LASSO (p < 0.001, or GAM (p < 0.001 models. In practical terms the difference between the random forest and the logistic regression is quite small. The correlation (95% CI between the volume from manual segmentation and the predicted volume was 0.93 (0.9,0.95 for the random forest model. These results indicate that random forest approach can achieve accurate segmentation of ICH in a population of patients from a variety of imaging centers. We provide an R package (https://github.com/muschellij2/ichseg and a Shiny R application online (http://johnmuschelli.com/ich_segment_all.html for implementing and testing the proposed approach.
Gaussian random bridges and a geometric model for information equilibrium
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.
Directory of Open Access Journals (Sweden)
J. J. Rath
2014-01-01
Full Text Available The estimation of road excitation profile is important for evaluation of vehicle stability and vehicle suspension performance for autonomous vehicle control systems. In this work, the nonlinear dynamics of the active automotive system that is excited by the unknown road excitation profile are considered for modeling. To address the issue of estimation of road profile, we develop an adaptive supertwisting observer for state and unknown road profile estimation. Under Lipschitz conditions for the nonlinear functions, the convergence of the estimation error is proven. Simulation results with Ford Fiesta MK2 demonstrate the effectiveness of the proposed observer for state and unknown input estimation for nonlinear active suspension system.
Directory of Open Access Journals (Sweden)
Hyungsuk Tak
2017-06-01
Full Text Available Rgbp is an R package that provides estimates and verifiable confidence intervals for random effects in two-level conjugate hierarchical models for overdispersed Gaussian, Poisson, and binomial data. Rgbp models aggregate data from k independent groups summarized by observed sufficient statistics for each random effect, such as sample means, possibly with covariates. Rgbp uses approximate Bayesian machinery with unique improper priors for the hyper-parameters, which leads to good repeated sampling coverage properties for random effects. A special feature of Rgbp is an option that generates synthetic data sets to check whether the interval estimates for random effects actually meet the nominal confidence levels. Additionally, Rgbp provides inference statistics for the hyper-parameters, e.g., regression coefficients.
Bowden, Jack; Davey Smith, George; Burgess, Stephen
2015-04-01
The number of Mendelian randomization analyses including large numbers of genetic variants is rapidly increasing. This is due to the proliferation of genome-wide association studies, and the desire to obtain more precise estimates of causal effects. However, some genetic variants may not be valid instrumental variables, in particular due to them having more than one proximal phenotypic correlate (pleiotropy). We view Mendelian randomization with multiple instruments as a meta-analysis, and show that bias caused by pleiotropy can be regarded as analogous to small study bias. Causal estimates using each instrument can be displayed visually by a funnel plot to assess potential asymmetry. Egger regression, a tool to detect small study bias in meta-analysis, can be adapted to test for bias from pleiotropy, and the slope coefficient from Egger regression provides an estimate of the causal effect. Under the assumption that the association of each genetic variant with the exposure is independent of the pleiotropic effect of the variant (not via the exposure), Egger's test gives a valid test of the null causal hypothesis and a consistent causal effect estimate even when all the genetic variants are invalid instrumental variables. We illustrate the use of this approach by re-analysing two published Mendelian randomization studies of the causal effect of height on lung function, and the causal effect of blood pressure on coronary artery disease risk. The conservative nature of this approach is illustrated with these examples. An adaption of Egger regression (which we call MR-Egger) can detect some violations of the standard instrumental variable assumptions, and provide an effect estimate which is not subject to these violations. The approach provides a sensitivity analysis for the robustness of the findings from a Mendelian randomization investigation. © The Author 2015; Published by Oxford University Press on behalf of the International Epidemiological Association.
Benefit Estimation Model for Tourist Spaceflights
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.
Estimation of Spatial Influence Models Using Mixed-Integer Programming
Billionnet, A.
Estimation of ecosystem models is an important task and many studies have been carried out on the problem. However, estimating some models may be difficult. Here, we want to estimate two nonlinear spatial influence models by using the classical least-squares method, and that requires the solution of
The Analysis of Random Effects in Modeling Studies.
Scheirer, C. James; Geller, Sanford E.
1979-01-01
Argues that in research on the effects of modeling, models must be analyzed as a random factor in order to avoid a positive bias in the results. The concept of a random factor is discussed, worked examples are provided, and a practical solution to the problem is proposed. (JMB)
Compensatory and non-compensatory multidimensional randomized item response models
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
A random energy model for size dependence : recurrence vs. transience
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
MESH FREE ESTIMATION OF THE STRUCTURE MODEL INDEX
Directory of Open Access Journals (Sweden)
Joachim Ohser
2011-05-01
Full Text Available The structure model index (SMI is a means of subsuming the topology of a homogeneous random closed set under just one number, similar to the isoperimetric shape factors used for compact sets. Originally, the SMI is defined as a function of volume fraction, specific surface area and first derivative of the specific surface area, where the derivative is defined and computed using a surface meshing. The generalised Steiner formula yields however a derivative of the specific surface area that is – up to a constant – the density of the integral of mean curvature. Consequently, an SMI can be defined without referring to a discretisation and it can be estimated from 3D image data without need to mesh the surface but using the number of occurrences of 2×2×2 pixel configurations, only. Obviously, it is impossible to completely describe a random closed set by one number. In this paper, Boolean models of balls and infinite straight cylinders serve as cautionary examples pointing out the limitations of the SMI. Nevertheless, shape factors like the SMI can be valuable tools for comparing similar structures. This is illustrated on real microstructures of ice, foams, and paper.
Random Forests as a tool for estimating uncertainty at pixel-level in SAR image classification
DEFF Research Database (Denmark)
Loosvelt, Lien; Peters, Jan; Skriver, Henning
2012-01-01
, we introduce Random Forests for the probabilistic mapping of vegetation from high-dimensional remote sensing data and present a comprehensive methodology to assess and analyze classification uncertainty based on the local probabilities of class membership. We apply this method to SAR image data......It is widely acknowledged that model inputs can cause considerable errors in the model output. Since land cover maps obtained from the classification of remote sensing data are frequently used as input to spatially explicit environmental models, it is important to provide information regarding...... be easily assessed when using the Random Forests algorithm....
Scholefield, P. A.; Arnscheidt, J.; Jordan, P.; Beven, K.; Heathwaite, L.
2007-12-01
The uncertainties associated with stream nutrient transport estimates are frequently overlooked and the sampling strategy is rarely if ever investigated. Indeed, the impact of sampling strategy and estimation method on the bias and precision of stream phosphorus (P) transport calculations is little understood despite the use of such values in the calibration and testing of models of phosphorus transport. The objectives of this research were to investigate the variability and uncertainty in the estimates of total phosphorus transfers at an intensively monitored agricultural catchment. The Oona Water which is located in the Irish border region, is part of a long term monitoring program focusing on water quality. The Oona Water is a rural river catchment with grassland agriculture and scattered dwelling houses and has been monitored for total phosphorus (TP) at 10 min resolution for several years (Jordan et al, 2007). Concurrent sensitive measurements of discharge are also collected. The water quality and discharge data were provided at 1 hour resolution (averaged) and this meant that a robust estimate of the annual flow weighted concentration could be obtained by simple interpolation between points. A two-strata approach (Kronvang and Bruhn, 1996) was used to estimate flow weighted concentrations using randomly sampled storm events from the 400 identified within the time series and also base flow concentrations. Using a random stratified sampling approach for the selection of events, a series ranging from 10 through to the full 400 were used, each time generating a flow weighted mean using a load-discharge relationship identified through log-log regression and monte-carlo simulation. These values were then compared to the observed total phosphorus concentration for the catchment. Analysis of these results show the impact of sampling strategy, the inherent bias in any estimate of phosphorus concentrations and the uncertainty associated with such estimates. The
On the Inference of Spatial Continuity using Spartan Random Field Models
Elogne, Samuel; Hristopulos, Dionisis
2006-01-01
This paper addresses the inference of spatial dependence in the context of a recently proposed framework. More specifically, the paper focuses on the estimation of model parameters for a class of generalized Gibbs random fields, i.e., Spartan Spatial Random Fields (SSRFs). The problem of parameter inference is based on the minimization of a distance metric. The latter involves a specifically designed distance between sample constraints (variance, generalized ``gradient'' and ``curvature'') an...
Lidauer, M H; Emmerling, R; Mäntysaari, E A
2008-06-01
A multiplicative random regression (M-RRM) test-day (TD) model was used to analyse daily milk yields from all available parities of German and Austrian Simmental dairy cattle. The method to account for heterogeneous variance (HV) was based on the multiplicative mixed model approach of Meuwissen. The variance model for the heterogeneity parameters included a fixed region x year x month x parity effect and a random herd x test-month effect with a within-herd first-order autocorrelation between test-months. Acceleration of variance model solutions after each multiplicative model cycle enabled fast convergence of adjustment factors and reduced total computing time significantly. Maximum Likelihood estimation of within-strata residual variances was enhanced by inclusion of approximated information on loss in degrees of freedom due to estimation of location parameters. This improved heterogeneity estimates for very small herds. The multiplicative model was compared with a model that assumed homogeneous variance. Re-estimated genetic variances, based on Mendelian sampling deviations, were homogeneous for the M-RRM TD model but heterogeneous for the homogeneous random regression TD model. Accounting for HV had large effect on cow ranking but moderate effect on bull ranking.
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.
Estimating the conditional extreme-value index under random right-censoring
Stupfler, Gilles
2015-01-01
In extreme value theory, the extreme-value index is a parameter that controls the behavior of a cumulative distribution function in its right tail. Estimating this parameter is thus the first step when tackling a number of problems related to extreme events. In this paper, we introduce an estimator of the extreme-value index in the presence of a random covariate when the response variable is right-censored, whether its conditional distribution belongs to the Fréchet, Weibull or Gumbel max-dom...
The Ising model on random lattices in arbitrary dimensions
Energy Technology Data Exchange (ETDEWEB)
Bonzom, Valentin, E-mail: vbonzom@perimeterinstitute.ca [Perimeter Institute for Theoretical Physics, 31 Caroline St. N, ON N2L 2Y5, Waterloo (Canada); Gurau, Razvan, E-mail: rgurau@perimeterinstitute.ca [Perimeter Institute for Theoretical Physics, 31 Caroline St. N, ON N2L 2Y5, Waterloo (Canada); Rivasseau, Vincent, E-mail: vincent.rivasseau@gmail.com [Laboratoire de Physique Theorique, CNRS UMR 8627, Universite Paris XI, F-91405 Orsay Cedex (France)
2012-05-01
We study analytically the Ising model coupled to random lattices in dimension three and higher. The family of random lattices we use is generated by the large N limit of a colored tensor model generalizing the two-matrix model for Ising spins on random surfaces. We show that, in the continuum limit, the spin system does not exhibit a phase transition at finite temperature, in agreement with numerical investigations. Furthermore we outline a general method to study critical behavior in colored tensor models.
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.
Directory of Open Access Journals (Sweden)
Ridi Ferdiana
2011-01-01
Full Text Available Software estimation is an area of software engineering concerned with the identification, classification and measurement of features of software that affect the cost of developing and sustaining computer programs [19]. Measuring the software through software estimation has purpose to know the complexity of the software, estimate the human resources, and get better visibility of execution and process model. There is a lot of software estimation that work sufficiently in certain conditions or step in software engineering for example measuring line of codes, function point, COCOMO, or use case points. This paper proposes another estimation technique called Distributed eXtreme Programming Estimation (DXP Estimation. DXP estimation provides a basic technique for the team that using eXtreme Programming method in onsite or distributed development. According to writer knowledge this is a first estimation technique that applied into agile method in eXtreme Programming.
Estimation of Wind Turbulence Using Spectral Models
DEFF Research Database (Denmark)
Soltani, Mohsen; Knudsen, Torben; Bak, Thomas
2011-01-01
The production and loading of wind farms are significantly influenced by the turbulence of the flowing wind field. Estimation of turbulence allows us to optimize the performance of the wind farm. Turbulence estimation is; however, highly challenging due to the chaotic behavior of the wind...... speed outside the wind field. The results show that the method is able to provide estimations which explain more than 50% of the wind turbulence from the distance of about 300 meters....
UAV State Estimation Modeling Techniques in AHRS
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.
Spatial random field models inspired from statistical physics with applications in the geosciences
Hristopulos, Dionissios T.
2006-06-01
The spatial structure of fluctuations in spatially inhomogeneous processes can be modeled in terms of Gibbs random fields. A local low energy estimator (LLEE) is proposed for the interpolation (prediction) of such processes at points where observations are not available. The LLEE approximates the spatial dependence of the data and the unknown values at the estimation points by low-lying excitations of a suitable energy functional. It is shown that the LLEE is a linear, unbiased, non-exact estimator. In addition, an expression for the uncertainty (standard deviation) of the estimate is derived.
Additive and subtractive scrambling in optional randomized response modeling.
Directory of Open Access Journals (Sweden)
Zawar Hussain
Full Text Available This article considers unbiased estimation of mean, variance and sensitivity level of a sensitive variable via scrambled response modeling. In particular, we focus on estimation of the mean. The idea of using additive and subtractive scrambling has been suggested under a recent scrambled response model. Whether it is estimation of mean, variance or sensitivity level, the proposed scheme of estimation is shown relatively more efficient than that recent model. As far as the estimation of mean is concerned, the proposed estimators perform relatively better than the estimators based on recent additive scrambling models. Relative efficiency comparisons are also made in order to highlight the performance of proposed estimators under suggested scrambling technique.
Efficient estimation of an additive quantile regression model
Cheng, Y.; de Gooijer, J.G.; Zerom, D.
2011-01-01
In this paper, two non-parametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a more viable alternative to existing kernel-based approaches. The second estimator
A spatial error model with continuous random effects and an application to growth convergence
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.
Extended models for nosocomial infection: parameter estimation and model selection.
Thomas, Alun; Khader, Karim; Redd, Andrew; Leecaster, Molly; Zhang, Yue; Jones, Makoto; Greene, Tom; Samore, Matthew
2017-10-12
We consider extensions to previous models for patient level nosocomial infection in several ways, provide a specification of the likelihoods for these new models, specify new update steps required for stochastic integration, and provide programs that implement these methods to obtain parameter estimates and model choice statistics. Previous susceptible-infected models are extended to allow for a latent period between initial exposure to the pathogen and the patient becoming themselves infectious, and the possibility of decolonization. We allow for multiple facilities, such as acute care hospitals or long-term care facilities and nursing homes, and for multiple units or wards within a facility. Patient transfers between units and facilities are tracked and accounted for in the models so that direct importation of a colonized individual from one facility or unit to another might be inferred. We allow for constant transmission rates, rates that depend on the number of colonized individuals in a unit or facility, or rates that depend on the proportion of colonized individuals. Statistical analysis is done in a Bayesian framework using Markov chain Monte Carlo methods to obtain a sample of parameter values from their joint posterior distribution. Cross validation, deviance information criterion and widely applicable information criterion approaches to model choice fit very naturally into this framework and we have implemented all three. We illustrate our methods by considering model selection issues and parameter estimation for data on methicilin-resistant Staphylococcus aureus surveillance tests over 1 year at a Veterans Administration hospital comprising seven wards. © The authors 2017. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.
Spatial Random Field Models Inspired from Statistical Physics with Applications in the Geosciences
Hristopulos, D. T.
2005-01-01
The spatial structure of fluctuations in spatially inhomogeneous processes can be modeled in terms of Gibbs random fields. A local low energy estimator (LLEE) is proposed for the interpolation (prediction) of such processes at points where observations are not available. The LLEE approximates the spatial dependence of the data and the unknown values at the estimation points by low-lying excitations of a suitable energy functional. It is shown that the LLEE is a linear, unbiased, non-exact est...
The effect of vertical scaling on the estimation of the fractal dimension of randomly rough surfaces
Schouwenaars, Rafael; Jacobo, Víctor H.; Ortiz, Armando
2017-12-01
Fractal analysis of randomly rough surface is an interesting tool to establish relationships between surface geometry and properties. Nonetheless, the observation that different methods to determine the fractal dimension D yield different results has raised questions about its physical meaning. This work shows that such variations are caused by the mathematical details of the methods used, particularly by the effect of vertical scaling. For the triangular prism method (TPM), applied to fractional Brownian motion, the effect of vertical scaling on the numerical estimation of D can be addressed through analytic calculations. The analytic approach was compared to simulations of surface topography obtained by the random midpoint algorithm (RMA) using TPM, box count method (BCM), differential box count (DBC) and detrended fluctuation analysis (DFA). The effect of scaling for TPM is considerable and coincides with the mathematical predictions. BCM and DBC show no effect of scaling but provide poor estimates at high D. A small effect was found for DFA. It is concluded that TPM provides a precise estimate of D which is independent of vertical scaling for infinite image resolution. At finite resolutions, the estimation error on D can be minimised by choosing an optimal vertical scaling factor.
Parameter Estimates in Differential Equation Models for Chemical Kinetics
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…
Radiation risk estimation based on measurement error models
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.
A Derivative Based Estimator for Semiparametric Index Models
Donkers, A.C.D.; Schafgans, M.
2003-01-01
This paper proposes a semiparametric estimator for single- and multiple index models.It provides an extension of the average derivative estimator to the multiple index model setting.The estimator uses the average of the outer product of derivatives and is shown to be root-N consistent and
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 ...
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 statio...
Comparing risk attitudes of organic and non-organic farmers with a Bayesian random coefficient model
Gardebroek, C.
2006-01-01
Organic farming is usually considered to be more risky than conventional farming, but the risk aversion of organic farmers compared with that of conventional farmers has not been studied. Using a non-structural approach to risk estimation, a Bayesian random coefficient model is used to obtain
Firm-Related Training Tracks: A Random Effects Ordered Probit Model
Groot, Wim; van den Brink, Henriette Maassen
2003-01-01
A random effects ordered response model of training is estimated to analyze the existence of training tracks and time varying coefficients in training frequency. Two waves of a Dutch panel survey of workers are used covering the period 1992-1996. The amount of training received by workers increased during the period 1994-1996 compared to…
Efficient estimation of semiparametric copula models for bivariate survival data
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.
A discrete random effects probit model with application to the demand for preventive care.
Deb, P
2001-07-01
I have developed a random effects probit model in which the distribution of the random intercept is approximated by a discrete density. Monte Carlo results show that only three to four points of support are required for the discrete density to closely mimic normal and chi-squared densities and provide unbiased estimates of the structural parameters and the variance of the random intercept. The empirical application shows that both observed family characteristics and unobserved family-level heterogeneity are important determinants of the demand for preventive care. Copyright 2001 John Wiley & Sons, Ltd.
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.
Efficient estimation of the partly linear additive Cox model
Huang, Jian
1999-01-01
The partly linear additive Cox model is an extension of the (linear) Cox model and allows flexible modeling of covariate effects semiparametrically. We study asymptotic properties of the maximum partial likelihood estimator of this model with right-censored data using polynomial splines. We show that, with a range of choices of the smoothing parameter (the number of spline basis functions) required for estimation of the nonparametric components, the estimator of the finite-d...
Random cascades on wavelet trees and their use in analyzing and modeling natural images
Wainwright, Martin J.; Simoncelli, Eero P.; Willsky, Alan S.
2000-12-01
We develop a new class of non-Gaussian multiscale stochastic processes defined by random cascades on trees of wavelet or other multiresolution coefficients. These cascades reproduce a rich semi-parametric class of random variables known as Gaussian scale mixtures. We demonstrate that this model class can accurately capture the remarkably regular and non- Gaussian features of natural images in a parsimonious fashion, involving only a small set of parameters. In addition, this model structure leads to efficient algorithms for image processing. In particular, we develop a Newton- like algorithm for MAP estimation that exploits very fast algorithm for linear-Gaussian estimation on trees, and hence is efficient. On the basis of this MAP estimator, we develop and illustrate a denoising technique that is based on a global prior model, and preserves the structure of natural images.
ESTIMATION OF SURVIVAL FUNCTION BASED ON MODELING OF CENSORING PATTERN
Akio, Suzukawa; Nobuhiro, Taneichi; Department of Animal Production and Agricultural Economics, Obihiro University
2000-01-01
The Kaplan-Meier estimator(KM-estimator)is an important tool in the analysis of right censored data. It is a non-parametric estimator of an unknown survival function of a lifetime random variable. The purpose of this paper is to obtain a semi-parametric estimator of the survival function. In many practical data, there are several patterns of censoring, for example, censoring is apt to occur for the larger observable time. Such a pattern can be expressed by a function defined by conditional pr...
Efficient and robust estimation for longitudinal mixed models for binary data
DEFF Research Database (Denmark)
Holst, René
2009-01-01
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......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...
Directory of Open Access Journals (Sweden)
Milad Haghani
2016-06-01
Further investigations with respect to the relative importance of STA model estimation (or equivalently, parameter calibration and model specification (or equivalently, error term formulation are also conducted. A paired combinatorial logit (PCL assignment model with an origin–destination-specific-parameter, along with a heuristic method of model estimation (calibration, is proposed. The proposed model cannot only accommodate the correlation between path utilities, but also accounts for the fact that travelling between different origin–destination (O–D pairs can correspond to different levels of stochasticity and choice randomness. Results suggest that the estimation of the stochastic user equilibrium (SUE models can affect the outcome of the flow prediction far more meaningfully than the complexity of the choice model (i.e., model specification.
Ibrahim Fayad; Nicolas Baghdadi; Jean-Stéphane Bailly; Nicolas Barbier; Valéry Gond; Mahmoud El Hajj; Frédéric Fabre; Bernard Bourgine
2014-01-01
International audience; Estimating forest canopy height from large-footprint satellite LiDAR waveforms is challenging given the complex interaction between LiDAR waveforms, terrain, and vegetation, especially in dense tropical and equatorial forests. In this study, canopy height in French Guiana was estimated using multiple linear regression models and the Random Forest technique (RF). This analysis was either based on LiDAR waveform metrics extracted from the GLAS (Geoscience Laser Altimeter...
Estimating filtration coefficients for straining from percolation and random walk theories
DEFF Research Database (Denmark)
Yuan, Hao; Shapiro, Alexander; You, Zhenjiang
2012-01-01
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...
Degeneracy estimation in interference models on wireless networks
McBride, Neal; Bulava, John; Galiotto, Carlo; Marchetti, Nicola; Macaluso, Irene; Doyle, Linda
2017-03-01
We present a Monte Carlo study of interference in real-world wireless networks using the Potts model. Our approach maps the Potts energy to discrete interference levels. These levels depend on the configurations of radio frequency allocation in the network. For the first time, we estimate the degeneracy of these interference levels using the Wang-Landau algorithm. The cumulative distribution function of the resulting density of states is found to increase rapidly at a critical interference value. We compare these critical values for several different real-world interference networks and Potts models. Our results show that models with a greater number of available frequency channels and less dense interference networks result in the majority of configurations having lower interference levels. Consequently, their critical interference levels occur at lower values. Furthermore, the area under the density of states increases and shifts to lower interference values. Therefore, the probability of randomly sampling low interference configurations is higher under these conditions. This result can be used to consider dynamic and distributed spectrum allocation in future wireless networks.
Zur, Richard M; Pesce, Lorenzo L; Jiang, Yulei
2015-05-01
To evaluate stratified random sampling (SRS) of screening mammograms by (1) Breast Imaging Reporting and Data System (BI-RADS) assessment categories, and (2) the presence of breast cancer in mammograms, for estimation of screening-mammography receiver operating characteristic (ROC) curves in retrospective observer studies. We compared observer study case sets constructed by (1) random sampling (RS); (2) SRS with proportional allocation (SRS-P) with BI-RADS 1 and 2 noncancer cases accounting for 90.6% of all noncancer cases; (3) SRS with disproportional allocation (SRS-D) with BI-RADS 1 and 2 noncancer cases accounting for 10%-80%; and (4) SRS-D and multiple imputation (SRS-D + MI) with missing BI-RADS 1 and 2 noncancer cases imputed to recover the 90.6% proportion. Monte Carlo simulated case sets were drawn from a large case population modeled after published Digital Mammography Imaging Screening Trial data. We compared the bias, root-mean-square error, and coverage of 95% confidence intervals of area under the ROC curve (AUC) estimates from the sampling methods (200-2000 cases, of which 25% were cancer cases) versus from the large case population. AUC estimates were unbiased from RS, SRS-P, and SRS-D + MI, but biased from SRS-D. AUC estimates from SRS-P and SRS-D + MI had 10% smaller root-mean-square error than RS. Both SRS-P and SRS-D + MI can be used to obtain unbiased and 10% more efficient estimate of screening-mammography ROC curves. Copyright © 2015 AUR. Published by Elsevier Inc. All rights reserved.
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.
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....... It should, however, be noted that the level of state dependence is considerably larger for households with single car ownership as compared with multiple car ownership. This suggests that the holding of a second car will be more affected by changes in the socioeconomic conditions of the household...
Modeling Gene Regulation in Liver Hepatocellular Carcinoma with Random Forests
National Research Council Canada - National Science Library
Hilal Kazan
2016-01-01
.... We developed a random forest model that incorporates copy-number variation, DNA methylation, transcription factor, and microRNA binding information as features to predict gene expression in HCC...
Regressor and random-effects dependencies in multilevel models
Ebbes, P.; Bockenholt, U; Wedel, M.
The objectives of this paper are (1) to review methods that can be used to test for different types of random effects and regressor dependencies, (2) to present results from Monte Carlo studies designed to investigate the performance of these methods, and (3) to discuss estimation methods that can
Notes on interval estimation of the gamma correlation under stratified random sampling.
Lui, Kung-Jong; Chang, Kuang-Chao
2012-07-01
We have developed four asymptotic interval estimators in closed forms for the gamma correlation under stratified random sampling, including the confidence interval based on the most commonly used weighted-least-squares (WLS) approach (CIWLS), the confidence interval calculated from the Mantel-Haenszel (MH) type estimator with the Fisher-type transformation (CIMHT), the confidence interval using the fundamental idea of Fieller's Theorem (CIFT) and the confidence interval derived from a monotonic function of the WLS estimator of Agresti's α with the logarithmic transformation (MWLSLR). To evaluate the finite-sample performance of these four interval estimators and note the possible loss of accuracy in application of both Wald's confidence interval and MWLSLR using pooled data without accounting for stratification, we employ Monte Carlo simulation. We use the data taken from a general social survey studying the association between the income level and job satisfaction with strata formed by genders in black Americans published elsewhere to illustrate the practical use of these interval estimators. © 2012 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Superstatistical analysis and modelling of heterogeneous random walks
Metzner, Claus; Mark, Christoph; Steinwachs, Julian; Lautscham, Lena; Stadler, Franz; Fabry, Ben
2015-06-01
Stochastic time series are ubiquitous in nature. In particular, random walks with time-varying statistical properties are found in many scientific disciplines. Here we present a superstatistical approach to analyse and model such heterogeneous random walks. The time-dependent statistical parameters can be extracted from measured random walk trajectories with a Bayesian method of sequential inference. The distributions and correlations of these parameters reveal subtle features of the random process that are not captured by conventional measures, such as the mean-squared displacement or the step width distribution. We apply our new approach to migration trajectories of tumour cells in two and three dimensions, and demonstrate the superior ability of the superstatistical method to discriminate cell migration strategies in different environments. Finally, we show how the resulting insights can be used to design simple and meaningful models of the underlying random processes.
MCMC estimation and some fit analysis of multidimensional IRT models
Beguin, Anton; Glas, Cornelis A.W.
2001-01-01
A Bayesian procedure to estimate the three-parameter normal ogive model and a generalization of the procedure to a model with multidimensional ability parameters are presented. The procedure is a generalization of a procedure by Albert (1992) for estimating the two-parameter normal ogive model. The
A Prototypical Model for Estimating High Tech Navy Recruiting Markets
1991-12-01
Probability, Logit, and Probit Models, New York, New York 1990, p. 73. 37 Gujarati , D., ibid, p. 500. 31 V. MODELS ESTIMATION A. MODEL I ESTIMATION OF...Company, New York, N.Y., 1990. Gujarati , Damodar N., Basic Econometrics, Second Edition, McGraw-Hill Book Company, New York, N.Y., 1988. Jehn, Christopher
Groeneboom, P.; Jongbloed, G.; Witte, B.I.
2010-01-01
We consider the problem of estimating the distribution function, the density and the hazard rate of the (unobservable) event time in the current status model. A well studied and natural nonparametric estimator for the distribution function in this model is the nonparametric maximum likelihood
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
Directory of Open Access Journals (Sweden)
Luciele Cristina Pelicioni
2009-01-01
permanent environmental effects, using random regression models. The random effects included were modeled by regression on Legendre Polynomials with orders ranging from linear to quartic. The models were compared through the likelihood ratio test, Akaike's information criterion and the Schwarz's Bayesian information criterion. The model with 18 heterogeneous classes was the one that best fitted the residual variances, according to the statistical tests; however, the model with variance function of 5th order also showed to be appropriate. The direct heritability estimates were higher than those found in literature, ranging from 0.04 to 0.53, showing similar trends when compared to those estimated using univariate models. Selection on body weight in any age should improve the body weight in all ages in the studied interval.
On Frequency Domain Models for TDOA Estimation
DEFF Research Database (Denmark)
Jensen, Jesper Rindom; Nielsen, Jesper Kjær; Christensen, Mads Græsbøll
2015-01-01
of a much more general method. In this connection, we establish the conditions under which the cross-correlation method is a statistically efficient estimator. One of the conditions is that the source signal is periodic with a known fundamental frequency of 2π/N radians per sample, where N is the number...
Modeling observation error and its effects in a random walk/extinction model.
Buonaccorsi, John P; Staudenmayer, John; Carreras, Maximo
2006-11-01
This paper examines the consequences of observation errors for the "random walk with drift", a model that incorporates density independence and is frequently used in population viability analysis. Exact expressions are given for biases in estimates of the mean, variance and growth parameters under very general models for the observation errors. For other quantities, such as the finite rate of increase, and probabilities about population size in the future we provide and evaluate approximate expressions. These expressions explain the biases induced by observation error without relying exclusively on simulations, and also suggest ways to correct for observation error. A secondary contribution is a careful discussion of observation error models, presented in terms of either log-abundance or abundance. This discussion recognizes that the bias and variance in observation errors may change over time, the result of changing sampling effort or dependence on the underlying population being sampled.
Student Models for Prior Knowledge Estimation
Nižnan, Juraj; Pelánek, Radek; Rihák, Jirí
2015-01-01
Intelligent behavior of adaptive educational systems is based on student models. Most research in student modeling focuses on student learning (acquisition of skills). We focus on prior knowledge, which gets much less attention in modeling and yet can be highly varied and have important consequences for the use of educational systems. We describe…
NEW MODEL FOR SOLAR RADIATION ESTIMATION FROM ...
African Journals Online (AJOL)
Air temperature of monthly mean minimum temperature, maximum temperature and relative humidity obtained from Nigerian Meteorological Agency (NIMET) were used as inputs to the ANFIS model and monthly mean global solar radiation was used as out of the model. Statistical evaluation of the model was done based on ...
Obtaining Diagnostic Classification Model Estimates Using Mplus
Templin, Jonathan; Hoffman, Lesa
2013-01-01
Diagnostic classification models (aka cognitive or skills diagnosis models) have shown great promise for evaluating mastery on a multidimensional profile of skills as assessed through examinee responses, but continued development and application of these models has been hindered by a lack of readily available software. In this article we…
Efficient estimation of an additive quantile regression model
Cheng, Y.; de Gooijer, J.G.; Zerom, D.
2010-01-01
In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the method of De Gooijer and Zerom (2003). By
Efficient estimation of an additive quantile regression model
Cheng, Y.; de Gooijer, J.G.; Zerom, D.
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
Random-Field Model of a Cooper Pair Insulator
Proctor, Thomas; Chudnovsky, Eugene; Garanin, Dmitry
2013-03-01
The model of a disordered superconducting film with quantum phase fluctuations is mapped on a random-field XY spin model in 2+1 dimensions. Analytical studies within continuum field theory, supported by our recent numerical calculations on discrete lattices, show the onset of the low-temperature Cooper pair insulator phase. The constant external field in the random-field spin model maps on the Josephson coupling between the disordered film and a bulk superconductor. Such a coupling, if sufficiently strong, restores superconductivity in the film. This provides an experimental test for the quantum fluctuation model of a superinsulator.
Restoration of dimensional reduction in the random-field Ising model at five dimensions.
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≤DIsing model at D-2 dimensions, and we provide a clear verification of the Rushbrooke equality at all studied dimensions.
Yu, Xiaolin; Zhang, Shaoqing; Lin, Xiaopei; Li, Mingkui
2017-03-01
The uncertainties in values of coupled model parameters are an important source of model bias that causes model climate drift. The values can be calibrated by a parameter estimation procedure that projects observational information onto model parameters. The signal-to-noise ratio of error covariance between the model state and the parameter being estimated directly determines whether the parameter estimation succeeds or not. With a conceptual climate model that couples the stochastic atmosphere and slow-varying ocean, this study examines the sensitivity of state-parameter covariance on the accuracy of estimated model states in different model components of a coupled system. Due to the interaction of multiple timescales, the fast-varying atmosphere with a chaotic nature is the major source of the inaccuracy of estimated state-parameter covariance. Thus, enhancing the estimation accuracy of atmospheric states is very important for the success of coupled model parameter estimation, especially for the parameters in the air-sea interaction processes. The impact of chaotic-to-periodic ratio in state variability on parameter estimation is also discussed. This simple model study provides a guideline when real observations are used to optimize model parameters in a coupled general circulation model for improving climate analysis and predictions.
A Spatio-Temporally Explicit Random Encounter Model for Large-Scale Population Surveys.
Directory of Open Access Journals (Sweden)
Jussi Jousimo
Full Text Available Random encounter models can be used to estimate population abundance from indirect data collected by non-invasive sampling methods, such as track counts or camera-trap data. The classical Formozov-Malyshev-Pereleshin (FMP estimator converts track counts into an estimate of mean population density, assuming that data on the daily movement distances of the animals are available. We utilize generalized linear models with spatio-temporal error structures to extend the FMP estimator into a flexible Bayesian modelling approach that estimates not only total population size, but also spatio-temporal variation in population density. We also introduce a weighting scheme to estimate density on habitats that are not covered by survey transects, assuming that movement data on a subset of individuals is available. We test the performance of spatio-temporal and temporal approaches by a simulation study mimicking the Finnish winter track count survey. The results illustrate how the spatio-temporal modelling approach is able to borrow information from observations made on neighboring locations and times when estimating population density, and that spatio-temporal and temporal smoothing models can provide improved estimates of total population size compared to the FMP method.
Bayesian Modeling for Identification and Estimation of the Learning Effects of Pointing Tasks
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.
Estimating Reliability with Discrete Growth Models.
1988-03-01
assoclated -~ with this es timate t emained high at a relatil clV conlStant value oC (1. 2o. So, %0hi,2 the mecan estimate of svsteni reliability was very...VerilVing high reliability in- herently requires sigificantlv more testing than does verifying relatively moderate reli- abilitv since items are tested...limitations. This limitation typically manifiested itself at relatively high systcni reliability. If a hailure cause with a very low probability of
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.
Maximum penalized likelihood estimation in a gamma-frailty model.
Rondeau, Virginie; Commenges, Daniel; Joly, Pierre
2003-06-01
The shared frailty models allow for unobserved heterogeneity or for statistical dependence between observed survival data. The most commonly used estimation procedure in frailty models is the EM algorithm, but this approach yields a discrete estimator of the distribution and consequently does not allow direct estimation of the hazard function. We show how maximum penalized likelihood estimation can be applied to nonparametric estimation of a continuous hazard function in a shared gamma-frailty model withright-censored and left-truncated data. We examine the problem of obtaining variance estimators for regression coefficients, the frailty parameter and baseline hazard functions. Some simulations for the proposed estimation procedure are presented. A prospective cohort (Paquid) with grouped survival data serves to illustrate the method which was used to analyze the relationship between environmental factors and the risk of dementia.
Mixture Rasch Models with Joint Maximum Likelihood Estimation
Willse, John T.
2011-01-01
This research provides a demonstration of the utility of mixture Rasch models. Specifically, a model capable of estimating a mixture partial credit model using joint maximum likelihood is presented. Like the partial credit model, the mixture partial credit model has the beneficial feature of being appropriate for analysis of assessment data…
Genetic Prediction Models and Heritability Estimates for Functional ...
African Journals Online (AJOL)
Longevity is a major component of the breeding objective for dairy cattle in many countries because of its high economic value. The trait has been recommended for inclusion in the breeding objective for dairy cattle in South Africa. Linear models, random regression (RR) models, threshold models (TMs) and proportional ...
Poisson-Lognormal Mixed Model Based Estimation in Clustered ...
African Journals Online (AJOL)
Poisson mixed models are useful for accommodating the overdispersion and correlations often observed among count data. These models are generated from the well-known independent Poisson model by adding normally distributed random effects to the linear predictor, and they are known as Poisson-log-normal mixed ...
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.
Force Limited Random Vibration Test of TESS Camera Mass Model
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.
A simulation of water pollution model parameter estimation
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.
Random matrix model for disordered conductors
Indian Academy of Sciences (India)
1. Introduction. Matrix models are being successfully employed in a variety of domains of physics includ- ing studies on heavy nuclei [1], mesoscopic disordered conductors [2,3], two-dimensional quantum gravity [4], and chaotic quantum systems [5]. Universal conductance fluctuations in metals [6] and spectral fluctuations in ...
Directory of Open Access Journals (Sweden)
Zhuo Qi Lee
Full Text Available Biased random walk has been studied extensively over the past decade especially in the transport and communication networks communities. The mean first passage time (MFPT of a biased random walk is an important performance indicator in those domains. While the fundamental matrix approach gives precise solution to MFPT, the computation is expensive and the solution lacks interpretability. Other approaches based on the Mean Field Theory relate MFPT to the node degree alone. However, nodes with the same degree may have very different local weight distribution, which may result in vastly different MFPT. We derive an approximate bound to the MFPT of biased random walk with short relaxation time on complex network where the biases are controlled by arbitrarily assigned node weights. We show that the MFPT of a node in this general case is closely related to not only its node degree, but also its local weight distribution. The MFPTs obtained from computer simulations also agree with the new theoretical analysis. Our result enables fast estimation of MFPT, which is useful especially to differentiate between nodes that have very different local node weight distribution even though they share the same node degrees.
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....
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
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....
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.
ESTIMATION DU MODELE LINEAIRE GENERALISE ET APPLICATION
Directory of Open Access Journals (Sweden)
Malika CHIKHI
2012-06-01
Full Text Available Cet article présente le modèle linéaire généralisé englobant les techniques de modélisation telles que la régression linéaire, la régression logistique, la régression log linéaire et la régression de Poisson . On Commence par la présentation des modèles des lois exponentielles pour ensuite estimer les paramètres du modèle par la méthode du maximum de vraisemblance. Par la suite on teste les coefficients du modèle pour voir leurs significations et leurs intervalles de confiances, en utilisant le test de Wald qui porte sur la signification de la vraie valeur du paramètre basé sur l'estimation de l'échantillon.
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...... distribution. Methods from structural reliability analysis are used to model the uncertainties and to assess the reliability for fatigue failure. Maximum Likelihood and Least Square estimation techniques are used to estimate fatigue life distribution parameters....... 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...
Single-cluster dynamics for the random-cluster model
Deng, Y.; Qian, X.; Blöte, H.W.J.
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
Single-cluster dynamics for the random-cluster model
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
An Evaluation of Software Cost Estimating Models.
1981-06-01
and Model Outputs - Wolverton 5-15 Table 7 4s a summary comparison of the model outputs with the needs described in Sectin 3. A liberal interpretation...Computer Program Development Costs, Tecolote Research, Inc., TM-7, Dec. 1974. A-82 LUJO = 4j 1o -(AI V; L/- c- - I Iun 00. Ln uI 0e V.0 / I) 0o I- t
Dynamic factor models in estimation and forecasting
Bystrov, Victor
2008-01-01
Defence date: 6 March 2008 Examining Board: Supervisor: Anindya Banerjee Second reader: Helmut Luetkepohl First made available online 2 June 2015. This thesis addresses the issue of the relative performance of dynamic factor models in finite samples in the presence of structural breaks. It extends an existing literature by considering new data sets and evaluating finite sample properties of dynamic factor models and factor-augmented VARs and VECMs in Monte Carlo exercises. C...
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...
Application of Poisson random effect models for highway network screening.
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.
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
DEFF Research Database (Denmark)
Vacca, Alessandro; Prato, Carlo Giacomo; Meloni, Italo
2015-01-01
is the dependency of the parameter estimates from the choice set generation technique. Bias introduced in model estimation has been corrected only for the random walk algorithm, which has problematic applicability to large-scale networks. This study proposes a correction term for the sampling probability of routes...
Estimator of a non-Gaussian parameter in multiplicative log-normal models
Kiyono, Ken; Struzik, Zbigniew R.; Yamamoto, Yoshiharu
2007-10-01
We study non-Gaussian probability density functions (PDF’s) of multiplicative log-normal models in which the multiplication of Gaussian and log-normally distributed random variables is considered. To describe the PDF of the velocity difference between two points in fully developed turbulent flows, the non-Gaussian PDF model was originally introduced by Castaing [Physica D 46, 177 (1990)]. In practical applications, an experimental PDF is approximated with Castaing’s model by tuning a single non-Gaussian parameter, which corresponds to the logarithmic variance of the log-normally distributed variable in the model. In this paper, we propose an estimator of the non-Gaussian parameter based on the q th order absolute moments. To test the estimator, we introduce two types of stochastic processes within the framework of the multiplicative log-normal model. One is a sequence of independent and identically distributed random variables. The other is a log-normal cascade-type multiplicative process. By analyzing the numerically generated time series, we demonstrate that the estimator can reliably determine the theoretical value of the non-Gaussian parameter. Scale dependence of the non-Gaussian parameter in multiplicative log-normal models is also studied, both analytically and numerically. As an application of the estimator, we demonstrate that non-Gaussian PDF’s observed in the S&P500 index fluctuations are well described by the multiplicative log-normal model.
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.
Estimation of population size using open capture-recapture models
McDonald, T.L.; Amstrup, Steven C.
2001-01-01
One of the most important needs for wildlife managers is an accurate estimate of population size. Yet, for many species, including most marine species and large mammals, accurate and precise estimation of numbers is one of the most difficult of all research challenges. Open-population capture-recapture models have proven useful in many situations to estimate survival probabilities but typically have not been used to estimate population size. We show that open-population models can be used to estimate population size by developing a Horvitz-Thompson-type estimate of population size and an estimator of its variance. Our population size estimate keys on the probability of capture at each trap occasion and therefore is quite general and can be made a function of external covariates measured during the study. Here we define the estimator and investigate its bias, variance, and variance estimator via computer simulation. Computer simulations make extensive use of real data taken from a study of polar bears (Ursus maritimus) in the Beaufort Sea. The population size estimator is shown to be useful because it was negligibly biased in all situations studied. The variance estimator is shown to be useful in all situations, but caution is warranted in cases of extreme capture heterogeneity.
Flux, Glenn D.; Guy, Matthew J.; Beddows, Ruth; Pryor, Matthew; Flower, Maggie A.
2002-09-01
For targeted radionuclide therapy, the level of activity to be administered is often determined from whole-body dosimetry performed on a pre-therapy tracer study. The largest potential source of error in this method is due to inconsistent or inaccurate activity retention measurements. The main aim of this study was to develop a simple method to quantify the uncertainty in the absorbed dose due to these inaccuracies. A secondary aim was to assess the effect of error propagation from the results of the tracer study to predictive absorbed dose estimates for the therapy as a result of using different radionuclides for each. Standard error analysis was applied to the MIRD schema for absorbed dose calculations. An equation was derived to describe the uncertainty in the absorbed dose estimate due solely to random errors in activity-time data, requiring only these data as input. Two illustrative examples are given. It is also shown that any errors present in the dosimetry calculations following the tracer study will propagate to errors in predictions made for the therapy study according to the ratio of the respective effective half-lives. If the therapy isotope has a much longer physical half-life than the tracer isotope (as is the case, for example, when using 123I as a tracer for 131I therapy) the propagation of errors can be significant. The equations derived provide a simple means to estimate two potentially large sources of error in whole-body absorbed dose calculations.
Parameters Estimation of Geographically Weighted Ordinal Logistic Regression (GWOLR) Model
Zuhdi, Shaifudin; Retno Sari Saputro, Dewi; Widyaningsih, Purnami
2017-06-01
A regression model is the representation of relationship between independent variable and dependent variable. The dependent variable has categories used in the logistic regression model to calculate odds on. The logistic regression model for dependent variable has levels in the logistics regression model is ordinal. GWOLR model is an ordinal logistic regression model influenced the geographical location of the observation site. Parameters estimation in the model needed to determine the value of a population based on sample. The purpose of this research is to parameters estimation of GWOLR model using R software. Parameter estimation uses the data amount of dengue fever patients in Semarang City. Observation units used are 144 villages in Semarang City. The results of research get GWOLR model locally for each village and to know probability of number dengue fever patient categories.
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.
Satellite servicing mission preliminary cost estimation model
1987-01-01
The cost model presented is a preliminary methodology for determining a rough order-of-magnitude cost for implementing a satellite servicing mission. Mission implementation, in this context, encompassess all activities associated with mission design and planning, including both flight and ground crew training and systems integration (payload processing) of servicing hardward with the Shuttle. A basic assumption made in developing this cost model is that a generic set of servicing hardware was developed and flight tested, is inventoried, and is maintained by NASA. This implies that all hardware physical and functional interfaces are well known and therefore recurring CITE testing is not required. The development of the cost model algorithms and examples of their use are discussed.
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.
Semi-nonparametric estimation of extended ordered probit models
Mark Stewart
2002-01-01
This paper presents a semi-nonparametric estimator for a series of generalized models that nest the ordered probit model and thereby relax the distributional assumption in that model. It describes a new Stata command for fitting such models and presents an illustration of the approach. Copyright 2004 by StataCorp LP.
Local Intrinsic Dimension Estimation by Generalized Linear Modeling.
Hino, Hideitsu; Fujiki, Jun; Akaho, Shotaro; Murata, Noboru
2017-07-01
We propose a method for intrinsic dimension estimation. By fitting the power of distance from an inspection point and the number of samples included inside a ball with a radius equal to the distance, to a regression model, we estimate the goodness of fit. Then, by using the maximum likelihood method, we estimate the local intrinsic dimension around the inspection point. The proposed method is shown to be comparable to conventional methods in global intrinsic dimension estimation experiments. Furthermore, we experimentally show that the proposed method outperforms a conventional local dimension estimation method.
Linear Regression Models for Estimating True Subsurface ...
Indian Academy of Sciences (India)
47
For the fact that subsurface resistivity is nonlinear, the datasets were first. 14 transformed into logarithmic scale to satisfy the basic regression assumptions. Three. 15 models, one each for the three array types, are thus developed based on simple linear. 16 relationships between the dependent and independent variables.
Estimating High-Dimensional Time Series Models
DEFF Research Database (Denmark)
Medeiros, Marcelo C.; Mendes, Eduardo F.
, 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...
FUZZY MODELING BY SUCCESSIVE ESTIMATION OF RULES ...
African Journals Online (AJOL)
Journal of Modeling, Design and Management of Engineering Systems. Journal Home · ABOUT THIS JOURNAL · Advanced Search · Current Issue · Archives · Journal Home > Vol 2, No 1 (2003) >. Log in or Register to get access to full text downloads.
Grieve, Richard; Nixon, Richard; Thompson, Simon G
2010-01-01
Cost-effectiveness analyses (CEA) may be undertaken alongside cluster randomized trials (CRTs) where randomization is at the level of the cluster (for example, the hospital or primary care provider) rather than the individual. Costs (and outcomes) within clusters may be correlated so that the assumption made by standard bivariate regression models, that observations are independent, is incorrect. This study develops a flexible modeling framework to acknowledge the clustering in CEA that use CRTs. The authors extend previous Bayesian bivariate models for CEA of multicenter trials to recognize the specific form of clustering in CRTs. They develop new Bayesian hierarchical models (BHMs) that allow mean costs and outcomes, and also variances, to differ across clusters. They illustrate how each model can be applied using data from a large (1732 cases, 70 primary care providers) CRT evaluating alternative interventions for reducing postnatal depression. The analyses compare cost-effectiveness estimates from BHMs with standard bivariate regression models that ignore the data hierarchy. The BHMs show high levels of cost heterogeneity across clusters (intracluster correlation coefficient, 0.17). Compared with standard regression models, the BHMs yield substantially increased uncertainty surrounding the cost-effectiveness estimates, and altered point estimates. The authors conclude that ignoring clustering can lead to incorrect inferences. The BHMs that they present offer a flexible modeling framework that can be applied more generally to CEA that use CRTs.
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
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...... 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...
Modelling mesoporous alumina microstructure with 3D random models of platelets.
Wang, H; Pietrasanta, A; Jeulin, D; Willot, F; Faessel, M; Sorbier, L; Moreaud, M
2015-12-01
This work focuses on a mesoporous material made up of nanometric alumina 'platelets' of unknown shape. We develope a 3D random microstructure to model the porous material, based on 2D transmission electron microscopy (TEM) images, without prior knowledge on the spatial distribution of alumina inside the material. The TEM images, acquired on samples with thickness 300 nm, a scale much larger than the platelets's size, are too blurry and noisy to allow one to distinguish platelets or platelets aggregates individually. In a first step, the TEM images correlation function and integral range are estimated. The presence of long-range fluctuations, due to the TEM inhomogeneous detection, is detected and corrected by filtering. The corrected correlation function is used as a morphological descriptor for the model. After testing a Boolean model of platelets, a two-scale model of microstructure is introduced to replicate the statistical dispersion of platelets observed on TEM images. Accordingly, a set of two-scale Boolean models with varying physically admissible platelets shapes is proposed. Upon optimization, the model takes into account the dispersion of platelets in the microstructure as observed on TEM images. Comparing it to X-ray diffraction and nitrogen porosimetry data, the model is found to be in good agreement with the material in terms of specific surface area. © 2015 The Authors Journal of Microscopy © 2015 Royal Microscopical Society.
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...
A Comparison of Three Random Number Generators for Aircraft Dynamic Modeling Applications
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.
LCN: a random graph mixture model for community detection in functional brain networks.
Bryant, Christopher; Zhu, Hongtu; Ahn, Mihye; Ibrahim, Joseph
2017-01-01
The aim of this article is to develop a Bayesian random graph mixture model (RGMM) to detect the latent class network (LCN) structure of brain connectivity networks and estimate the parameters governing this structure. The use of conjugate priors for unknown parameters leads to efficient estimation, and a well-known nonidentifiability issue is avoided by a particular parameterization of the stochastic block model (SBM). Posterior computation proceeds via an efficient Markov Chain Monte Carlo algorithm. Simulations demonstrate that LCN outperforms several other competing methods for community detection in weighted networks, and we apply our RGMM to estimate the latent community structures in the functional resting brain networks of 185 subjects from the ADHD-200 sample. We find overlap in the estimated community structure across subjects, but also heterogeneity even within a given diagnosis group.
Strategies for estimating the parameters needed for different test-day models.
Misztal, I; Strabel, T; Jamrozik, J; Mäntysaari, E A; Meuwissen, T H
2000-05-01
Currently, most analyses of parameters in test-day models involve two types of models: random regression, where various functions describe variability of (co)variances with regard to days in milk, and multiple traits, where observations in adjacent days in milk are treated as one trait. The methodologies used for estimation of parameters included Bayesian via Gibbs sampling, and REML in the form of derivative-free, expectation-maximization, or average-information algorithms. The first method is simpler and uses less memory but may need many rounds to produce posterior samples. In REML, however, the stopping point is well established. Because of computing limitations, the largest estimations of parameters were on fewer than 20,000 animals. The magnitude and pattern of heritabilities varied widely, which could be caused by simplifications in the model, overparameterization, small sample size, and unrepresentative samples. Patterns of heritability differ among random regression and multiple-trait models. Accurate parameters for large multi-trait random regression models may be difficult to obtain at the present time. Parameters that are sufficiently accurate in practice may be obtained outside the complete prediction model by a constructive approach, where parameters averaged over the lactation would be combined with several typical curves for (co)variances for days in milk. Obtained parameters could be used for any model, and could also aid in comparison of models.
Random Multi-Hopper Model. Super-Fast Random Walks on Graphs
Estrada, Ernesto; Delvenne, Jean-Charles; Hatano, Naomichi; Mateos, José L.; Metzler, Ralf; Riascos ( Universidad Mariana, Pasto, Colombia), Alejandro P; Schaub, Michael T.
2016-01-01
We develop a model for a random walker with long-range hops on general graphs. This random multi-hopper jumps from a node to any other node in the graph with a probability that decays as a function of the shortest-path distance between the two nodes. We consider here two decaying functions in the form of the Laplace and Mellin transforms of the shortest-path distances. Remarkably, when the parameters of these transforms approach zero asymptotically, the multi-hopper's hitting times between an...
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.
Positive random fields for modeling material stiffness and compliance
DEFF Research Database (Denmark)
Hasofer, Abraham Michael; Ditlevsen, Ove Dalager; Tarp-Johansen, Niels Jacob
1998-01-01
with material properties modeled in terms of the considered random fields.The paper addsthe gamma field, the Fisher field, the beta field, and their reciprocal fields to the catalogue. These fields are all defined on the basis of sums of squares of independent standard Gaussian random variables.All the existing......Positive random fields with known marginal properties and known correlation function are not numerous in the literature. The most prominent example is the log\\-normal field for which the complete distribution is known and for which the reciprocal field is also lognormal. It is of interest...... to supplement the catalogue of positive fields beyond the class of those obtained by simple marginal transformation of a Gaussian field, this class containing the lognormal field.As a minimum for a random field to be included in the catalogue itis required that an algorithm for simulation of realizations can...
Using Random Forest Models to Predict Organizational Violence
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,"
Assessment of model accuracy estimations in CASP12.
Kryshtafovych, Andriy; Monastyrskyy, Bohdan; Fidelis, Krzysztof; Schwede, Torsten; Tramontano, Anna
2017-08-17
The record high 42 model accuracy estimation methods were tested in CASP12. The paper presents results of the assessment of these methods in the whole-model and per-residue accuracy modes. Scores from four different model evaluation packages were used as the "ground truth" for assessing accuracy of methods' estimates. They include a rigid-body score-GDT_TS, and three local-structure based scores-LDDT, CAD and SphereGrinder. The ability of methods to identify best models from among several available, predict model's absolute accuracy score, distinguish between good and bad models, predict accuracy of the coordinate error self-estimates, and discriminate between reliable and unreliable regions in the models was assessed. Single-model methods advanced to the point where they are better than clustering methods in picking the best models from decoy sets. On the other hand, consensus methods, taking advantage of the availability of large number of models for the same target protein, are still better in distinguishing between good and bad models and predicting local accuracy of models. The best accuracy estimation methods were shown to perform better with respect to the frozen in time reference clustering method and the results of the best method in the corresponding class of methods from the previous CASP. Top performing single-model methods were shown to do better than all but three CASP12 tertiary structure predictors when evaluated as model selectors. © 2017 Wiley Periodicals, Inc.
Explicit estimating equations for semiparametric generalized linear latent variable models
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.
Directory of Open Access Journals (Sweden)
Yongjie Luo
2016-05-01
Full Text Available Approximate Message Passing (AMP and Generalized AMP (GAMP algorithms usually suffer from serious convergence issues when the elements of the sensing matrix do not exactly match the zero-mean Gaussian assumption. To stabilize AMP/GAMP in these contexts, we have proposed a new sparse reconstruction algorithm, termed the Random regularized Matching pursuit GAMP (RrMpGAMP. It utilizes a random splitting support operation and some dropout/replacement support operations to make the matching pursuit steps regularized and uses a new GAMP-like algorithm to estimate the non-zero elements in a sparse vector. Moreover, our proposed algorithm can save much memory, be equipped with a comparable computational complexity as GAMP and support parallel computing in some steps. We have analyzed the convergence of this GAMP-like algorithm by the replica method and provided the convergence conditions of it. The analysis also gives an explanation about the broader variance range of the elements of the sensing matrix for this GAMP-like algorithm. Experiments using simulation data and real-world synthetic aperture radar tomography (TomoSAR data show that our method provides the expected performance for scenarios where AMP/GAMP diverges.
Estimating varying coefficients for partial differential equation models.
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.
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...
Are Discrepancies in RANS Modeled Reynolds Stresses Random?
Xiao, Heng; Wang, Jian-xun; Paterson, Eric G
2016-01-01
In the turbulence modeling community, significant efforts have been made to quantify the uncertainties in the Reynolds-Averaged Navier--Stokes (RANS) models and to improve their predictive capabilities. Of crucial importance in these efforts is the understanding of the discrepancies in the RANS modeled Reynolds stresses. However, to what extent these discrepancies can be predicted or whether they are completely random remains a fundamental open question. In this work we used a machine learning algorithm based on random forest regression to predict the discrepancies. The success of the regression--prediction procedure indicates that, to a large extent, the discrepancies in the modeled Reynolds stresses can be explained by the mean flow feature, and thus they are universal quantities that can be extrapolated from one flow to another, at least among different flows sharing the same characteristics such as separation. This finding has profound implications to the future development of RANS models, opening up new ...
Battery Calendar Life Estimator Manual Modeling and Simulation
Energy Technology Data Exchange (ETDEWEB)
Jon P. Christophersen; Ira Bloom; Ed Thomas; Vince Battaglia
2012-10-01
The Battery Life Estimator (BLE) Manual has been prepared to assist developers in their efforts to estimate the calendar life of advanced batteries for automotive applications. Testing requirements and procedures are defined by the various manuals previously published under the United States Advanced Battery Consortium (USABC). The purpose of this manual is to describe and standardize a method for estimating calendar life based on statistical models and degradation data acquired from typical USABC battery testing.
A Conditional Density Estimation Partition Model Using Logistic Gaussian Processes
Payne, Richard D.; Guha, Nilabja; Ding, Yu; Mallick, Bani K.
2017-01-01
Conditional density estimation (density regression) estimates the distribution of a response variable y conditional on covariates x. Utilizing a partition model framework, a conditional density estimation method is proposed using logistic Gaussian processes. The partition is created using a Voronoi tessellation and is learned from the data using a reversible jump Markov chain Monte Carlo algorithm. The Markov chain Monte Carlo algorithm is made possible through a Laplace approximation on the ...
Application of Bayesian Hierarchical Prior Modeling to Sparse Channel Estimation
DEFF Research Database (Denmark)
Pedersen, Niels Lovmand; Manchón, Carles Navarro; Shutin, Dmitriy
2012-01-01
terms have proven to have strong sparsity-inducing properties. In this work, we design pilot assisted channel estimators for OFDM wireless receivers within the framework of sparse Bayesian learning by defining hierarchical Bayesian prior models that lead to sparsity-inducing penalization terms......Existing methods for sparse channel estimation typically provide an estimate computed as the solution maximizing an objective function defined as the sum of the log-likelihood function and a penalization term proportional to the l1-norm of the parameter of interest. However, other penalization....... The estimators result as an application of the variational message-passing algorithm on the factor graph representing the signal model extended with the hierarchical prior models. Numerical results demonstrate the superior performance of our channel estimators as compared to traditional and state...
Model for estimating of population abundance using line transect sampling
Abdulraqeb Abdullah Saeed, Gamil; Muhammad, Noryanti; Zun Liang, Chuan; Yusoff, Wan Nur Syahidah Wan; Zuki Salleh, Mohd
2017-09-01
Today, many studies use the nonparametric methods for estimating objects abundance, for the simplicity, the parametric methods are widely used by biometricians. This paper is designed to present the proposed model for estimating of population abundance using line transect technique. The proposed model is appealing because it is strictly monotonically decreasing with perpendicular distance and it satisfies the shoulder conditions. The statistical properties and inference of the proposed model are discussed. In the presented detection function, theoretically, the proposed model is satisfied the line transect assumption, that leads us to study the performance of this model. We use this model as a reference for the future research of density estimation. In this paper we also study the assumption of the detection function and introduce the corresponding model in order to apply the simulation in future work.
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....
Comparison of two intelligent models to estimate the instantaneous ...
Indian Academy of Sciences (India)
Mostafa Zamani Mohiabadi
2017-07-25
Jul 25, 2017 ... Due to the high cost of the measuring instruments of solar radiation, many researchers have suggested different empirical methods to estimate this essential parameter. In this study, with the help of fuzzy systems and neural networks, two models have been designed to estimate the instantaneous.
Consistent estimation of linear panel data models with measurement error
Meijer, Erik; Spierdijk, Laura; Wansbeek, Thomas
2017-01-01
Measurement error causes a bias towards zero when estimating a panel data linear regression model. The panel data context offers various opportunities to derive instrumental variables allowing for consistent estimation. We consider three sources of moment conditions: (i) restrictions on the
ESTIMATION OF TRIP MODE PROBABILITY CHOICE USING MULTINOMIAL LOGISTIC MODEL
Directory of Open Access Journals (Sweden)
Bilous, A.
2012-06-01
Full Text Available The step of modal split of the four step model for determination of urban travel demand is analyzed. Utility functions are composed, their coefficients are calibrated in TransCAD. Equations for estimation of trip mode choice probability are shown and the numerical illustration of estimation is given.
Performances of estimators of linear model with auto-correlated ...
African Journals Online (AJOL)
A Monte Carlo Study of the small sampling properties of five estimators of a linear model with Autocorrelated error terms is discussed. The independent variable was specified as standard normal data. The estimators of the slop coefficients β with the help of Ordinary Least Squares (OLS), increased with increased ...
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 ...
A Framework for Non-Gaussian Signal Modeling and Estimation
1999-06-01
the minimum entropy estimator," Trabajos de Estadistica , vol. 19, pp. 55-65, 1968. XI_ ILlllgl_____l)___11-_11^· -^_X II- _ -- _ _ . III·III...Nonparametric Function Estimation, Modeling, and Simulation. Philadelphia: Society for Industrial and Applied Mathematics, 1990. [200] D. M. Titterington
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...
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...
The Development of an Empirical Model for Estimation of the ...
African Journals Online (AJOL)
Nassiri P
rate, daily water consumption, smoking habits, drugs that interfere with the thermoregulatory processes, and exposure to other harmful agents. Conclusions: Eventually, based on the criteria, a model for estimation of the workers' sensitivity to heat stress was presented for the first time, by which the sensitivity is estimated in ...
On the estimation of multiple random integrals and U-statistics
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...
Stochastic magnetic measurement model for relative position and orientation estimation
Schepers, H. Martin; Veltink, Petrus H.
2010-01-01
This study presents a stochastic magnetic measurement model that can be used to estimate relative position and orientation. The model predicts the magnetic field generated by a single source coil at the location of the sensor. The model was used in a fusion filter that predicts the change of
Standard surface-reflectance model and illuminant estimation
Tominaga, Shoji; Wandell, Brian A.
1989-01-01
A vector analysis technique was adopted to test the standard reflectance model. A computational model was developed to determine the components of the observed spectra and an estimate of the illuminant was obtained without using a reference white standard. The accuracy of the standard model is evaluated.
Parameter Estimates in Differential Equation Models for Population Growth
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,…
Parameter estimation of electricity spot models from futures prices
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
On mixture model complexity estimation for music recommender systems
Balkema, W.; van der Heijden, Ferdinand; Meijerink, B.
2006-01-01
Content-based music navigation systems are in need of robust music similarity measures. Current similarity measures model each song with the same model parameters. We propose methods to efficiently estimate the required number of model parameters of each individual song. First results of a study on
A Simple Model for Estimating Total and Merchantable Tree Heights
Alan R. Ek; Earl T. Birdsall; Rebecca J. Spears
1984-01-01
A model is described for estimating total and merchantable tree heights for Lake States tree species. It is intended to be used for compiling forest survey data and in conjunction with growth models for developing projections of tree product yield. Model coefficients are given for 25 species along with fit statistics. Supporting data sets are also described.
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...
Censored rainfall modelling for estimation of fine-scale extremes
Directory of Open Access Journals (Sweden)
D. Cross
2018-01-01
Full Text Available 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.
New model to estimate and evaluate the solar radiation
Directory of Open Access Journals (Sweden)
Y. El Mghouchi
2014-12-01
The results indicate that the proposed model can be successfully used to estimate the solar radiation during all the seasons of year for studied position and for considered day, using as input the altitude (degrees, longitude (degrees and latitude (m.
El-Melegy, Moumen T
2013-07-01
This paper addresses the problem of fitting a functional model to data corrupted with outliers using a multilayered feed-forward neural network. Although it is of high importance in practical applications, this problem has not received careful attention from the neural network research community. One recent approach to solving this problem is to use a neural network training algorithm based on the random sample consensus (RANSAC) framework. This paper proposes a new algorithm that offers two enhancements over the original RANSAC algorithm. The first one improves the algorithm accuracy and robustness by employing an M-estimator cost function to decide on the best estimated model from the randomly selected samples. The other one improves the time performance of the algorithm by utilizing a statistical pretest based on Wald's sequential probability ratio test. The proposed algorithm is successfully evaluated on synthetic and real data, contaminated with varying degrees of outliers, and compared with existing neural network training algorithms.
Application of Random-Effects Probit Regression Models.
Gibbons, Robert D.; Hedeker, Donald
1994-01-01
Develops random-effects probit model for case in which outcome of interest is series of correlated binary responses, obtained as product of longitudinal response process where individual is repeatedly classified on binary outcome variable or in multilevel or clustered problems in which individuals within groups are considered to share…
Asthma Self-Management Model: Randomized Controlled Trial
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…
First principles modeling of magnetic random access memory devices (invited)
Energy Technology Data Exchange (ETDEWEB)
Butler, W.H.; Zhang, X.; Schulthess, T.C.; Nicholson, D.M.; Oparin, A.B. [Metals and Ceramics Division, Oak Ridge National Laboratory, Oak Ridge, Tennessee 37831 (United States); MacLaren, J.M. [Department of Physics, Tulane University, New Orleans, Louisiana 70018 (United States)
1999-04-01
Giant magnetoresistance (GMR) and spin-dependent tunneling may be used to make magnetic random access memory devices. We have applied first-principles based electronic structure techniques to understand these effects and in the case of GMR to model the transport properties of the devices. {copyright} {ital 1999 American Institute of Physics.}
Scale-free random graphs and Potts model
Indian Academy of Sciences (India)
real-world networks such as the world-wide web, the Internet, the coauthorship, the protein interaction networks and so on display power-law behaviors in the degree ... in this paper, we study the evolution of SF random graphs from the perspective of equilibrium statistical physics. The formulation in terms of the spin model ...
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.
Estimation models of variance components for farrowing interval in swine
Directory of Open Access Journals (Sweden)
Aderbal Cavalcante Neto
2009-02-01
Full Text Available The main objective of this study was to evaluate the importance of including maternal genetic, common litter environmental and permanent environmental effects in estimation models of variance components for the farrowing interval trait in swine. Data consisting of 1,013 farrowing intervals of Dalland (C-40 sows recorded in two herds were analyzed. Variance components were obtained by the derivative-free restricted maximum likelihood method. Eight models were tested which contained the fixed effects(contemporary group and covariables and the direct genetic additive and residual effects, and varied regarding the inclusion of the maternal genetic, common litter environmental, and/or permanent environmental random effects. The likelihood-ratio test indicated that the inclusion of these effects in the model was unnecessary, but the inclusion of the permanent environmental effect caused changes in the estimates of heritability, which varied from 0.00 to 0.03. In conclusion, the heritability values obtained indicated that this trait appears to present no genetic gain as response to selection. The common litter environmental and the maternal genetic effects did not present any influence on this trait. The permanent environmental effect, however, should be considered in the genetic models for this trait in swine, because its presence caused changes in the additive genetic variance estimates.Este trabalho teve como objetivo principal avaliar a importância da inclusão dos efeitos genético materno, comum de leitegada e de ambiente permanente no modelo de estimação de componentes de variância para a característica intervalo de parto em fêmeas suínas. Foram utilizados dados que consistiam de 1.013 observações de fêmeas Dalland (C-40, registradas em dois rebanhos. As estimativas dos componentes de variância foram realizadas pelo método da máxima verossimilhança restrita livre de derivadas. Foram testados oito modelos, que continham os efeitos
Quantum random oracle model for quantum digital signature
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.
Model Averaging Software for Dichotomous Dose Response Risk Estimation
Directory of Open Access Journals (Sweden)
Matthew W. Wheeler
2008-02-01
Full Text Available Model averaging has been shown to be a useful method for incorporating model uncertainty in quantitative risk estimation. In certain circumstances this technique is computationally complex, requiring sophisticated software to carry out the computation. We introduce software that implements model averaging for risk assessment based upon dichotomous dose-response data. This software, which we call Model Averaging for Dichotomous Response Benchmark Dose (MADr-BMD, ﬁts the quantal response models, which are also used in the US Environmental Protection Agency benchmark dose software suite, and generates a model-averaged dose response model to generate benchmark dose and benchmark dose lower bound estimates. The software fulﬁlls a need for risk assessors, allowing them to go beyond one single model in their risk assessments based on quantal data by focusing on a set of models that describes the experimental data.
Buckley-James Estimator of AFT Models with Auxiliary Covariates
Granville, Kevin; Fan, Zhaozhi
2014-01-01
In this paper we study the Buckley-James estimator of accelerated failure time models with auxiliary covariates. Instead of postulating distributional assumptions on the auxiliary covariates, we use a local polynomial approximation method to accommodate them into the Buckley-James estimating equations. The regression parameters are obtained iteratively by minimizing a consecutive distance of the estimates. Asymptotic properties of the proposed estimator are investigated. Simulation studies show that the efficiency gain of using auxiliary information is remarkable when compared to just using the validation sample. The method is applied to the PBC data from the Mayo Clinic trial in primary biliary cirrhosis as an illustration. PMID:25127479
Ratilal, Purnima; Andrews, Mark; Donabed, Ninos; Galinde, Ameya; Rappaport, Carey; Fenneman, Douglas
2007-02-01
An analytic model is developed for the time-dependent ultrasound field reflected off a randomly rough vibrating surface for a continuously scanning ultrasound vibrometer system in bistatic configuration. Kirchhoff's approximation to Green's theorem is applied to model the three-dimensional scattering interaction of the ultrasound wave field with the vibrating rough surface. The model incorporates the beam patterns of both the transmitting and receiving ultrasound transducers and the statistical properties of the rough surface. Two methods are applied to the ultrasound system for estimating displacement and velocity amplitudes of an oscillating surface: incoherent Doppler shift spectra and coherent interferometry. Motion of the vibrometer over the randomly rough surface leads to time-dependent scattering noise that causes a randomization of the received signal spectrum. Simulations with the model indicate that surface displacement and velocity estimation are highly dependent upon the scan velocity and projected wavelength of the ultrasound vibrometer relative to the roughness height standard deviation and correlation length scales of the rough surface. The model is applied to determine limiting scan speeds for ultrasound vibrometer measuring ground displacements arising from acoustic or seismic excitation to be used in acoustic landmine confirmation sensing.
Hidden Markov model for dependent mark loss and survival estimation
Laake, Jeffrey L.; Johnson, Devin S.; Diefenbach, Duane R.; Ternent, Mark A.
2014-01-01
Mark-recapture estimators assume no loss of marks to provide unbiased estimates of population parameters. We describe a hidden Markov model (HMM) framework that integrates a mark loss model with a Cormack–Jolly–Seber model for survival estimation. Mark loss can be estimated with single-marked animals as long as a sub-sample of animals has a permanent mark. Double-marking provides an estimate of mark loss assuming independence but dependence can be modeled with a permanently marked sub-sample. We use a log-linear approach to include covariates for mark loss and dependence which is more flexible than existing published methods for integrated models. The HMM approach is demonstrated with a dataset of black bears (Ursus americanus) with two ear tags and a subset of which were permanently marked with tattoos. The data were analyzed with and without the tattoo. Dropping the tattoos resulted in estimates of survival that were reduced by 0.005–0.035 due to tag loss dependence that could not be modeled. We also analyzed the data with and without the tattoo using a single tag. By not using.
Penalized estimation for proportional hazards models with current status data.
Lu, Minggen; Li, Chin-Shang
2017-12-30
We provide a simple and practical, yet flexible, penalized estimation method for a Cox proportional hazards model with current status data. We approximate the baseline cumulative hazard function by monotone B-splines and use a hybrid approach based on the Fisher-scoring algorithm and the isotonic regression to compute the penalized estimates. We show that the penalized estimator of the nonparametric component achieves the optimal rate of convergence under some smooth conditions and that the estimators of the regression parameters are asymptotically normal and efficient. Moreover, a simple variance estimation method is considered for inference on the regression parameters. We perform 2 extensive Monte Carlo studies to evaluate the finite-sample performance of the penalized approach and compare it with the 3 competing R packages: C1.coxph, intcox, and ICsurv. A goodness-of-fit test and model diagnostics are also discussed. The methodology is illustrated with 2 real applications. Copyright © 2017 John Wiley & Sons, Ltd.
Estimation of the Human Absorption Cross Section Via Reverberation Models
DEFF Research Database (Denmark)
Steinböck, Gerhard; Pedersen, Troels; Fleury, Bernard Henri
2018-01-01
Since the presence of persons affects the reverberation time observed for in-room channels, the absorption cross section of a person can be estimated from measurements via Sabine's and Eyring's models for the reverberation time. We propose an estimator relying on the more accurate model by Eyring...... in the literature. We also suggest the use of controlled environments with low average absorption coefficients to obtain more reliable estimates. The obtained values can be used to predict the change of reverberation time with persons in the propagation environment. This allows prediction of channel characteristics...
A monoecious and diploid Moran model of random mating.
Hössjer, Ola; Tyvand, Peder A
2016-04-07
An exact Markov chain is developed for a Moran model of random mating for monoecious diploid individuals with a given probability of self-fertilization. The model captures the dynamics of genetic variation at a biallelic locus. We compare the model with the corresponding diploid Wright-Fisher (WF) model. We also develop a novel diffusion approximation of both models, where the genotype frequency distribution dynamics is described by two partial differential equations, on different time scales. The first equation captures the more slowly varying allele frequencies, and it is the same for the Moran and WF models. The other equation captures departures of the fraction of heterozygous genotypes from a large population equilibrium curve that equals Hardy-Weinberg proportions in the absence of selfing. It is the distribution of a continuous time Ornstein-Uhlenbeck process for the Moran model and a discrete time autoregressive process for the WF model. One application of our results is to capture dynamics of the degree of non-random mating of both models, in terms of the fixation index fIS. Although fIS has a stable fixed point that only depends on the degree of selfing, the normally distributed oscillations around this fixed point are stochastically larger for the Moran than for the WF model. Copyright © 2016 Elsevier Ltd. All rights reserved.
Optimal difference-based estimation for partially linear models
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.
Theodorsen, Audun; Rypdal, Martin
2016-01-01
The filtered Poisson process is often used as a reference model for intermittent fluctuations in physical systems. Here, this process is 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 moments, probability density function, auto- correlation function and power spectral density are derived and used to compare the effects of the different noise terms. Monte-Carlo studies of synthetic time series are used to investigate the accuracy of parameter estimation and to identify methods for separating the noise types. It is shown that the probability density function and the three lowest moments provide accurate estimations of the 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 determining the noise type. The number of times the signal passes a prescribed threshold in t...
Estimation and prediction under local volatility jump-diffusion model
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.
Random matrices as models for the statistics of quantum mechanics
Casati, Giulio; Guarneri, Italo; Mantica, Giorgio
1986-05-01
Random matrices from the Gaussian unitary ensemble generate in a natural way unitary groups of evolution in finite-dimensional spaces. The statistical properties of this time evolution can be investigated by studying the time autocorrelation functions of dynamical variables. We prove general results on the decay properties of such autocorrelation functions in the limit of infinite-dimensional matrices. We discuss the relevance of random matrices as models for the dynamics of quantum systems that are chaotic in the classical limit. Permanent address: Dipartimento di Fisica, Via Celoria 16, 20133 Milano, Italy.
Stochastic geometry, spatial statistics and random fields models and algorithms
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.
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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.
Estimation of Nonlinear Dynamic Panel Data Models with Individual Effects
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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.
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Ibrahim Fayad
2014-11-01
Full Text Available Estimating forest canopy height from large-footprint satellite LiDAR waveforms is challenging given the complex interaction between LiDAR waveforms, terrain, and vegetation, especially in dense tropical and equatorial forests. In this study, canopy height in French Guiana was estimated using multiple linear regression models and the Random Forest technique (RF. This analysis was either based on LiDAR waveform metrics extracted from the GLAS (Geoscience Laser Altimeter System spaceborne LiDAR data and terrain information derived from the SRTM (Shuttle Radar Topography Mission DEM (Digital Elevation Model or on Principal Component Analysis (PCA of GLAS waveforms. Results show that the best statistical model for estimating forest height based on waveform metrics and digital elevation data is a linear regression of waveform extent, trailing edge extent, and terrain index (RMSE of 3.7 m. For the PCA based models, better canopy height estimation results were observed using a regression model that incorporated both the first 13 principal components (PCs and the waveform extent (RMSE = 3.8 m. Random Forest regressions revealed that the best configuration for canopy height estimation used all the following metrics: waveform extent, leading edge, trailing edge, and terrain index (RMSE = 3.4 m. Waveform extent was the variable that best explained canopy height, with an importance factor almost three times higher than those for the other three metrics (leading edge, trailing edge, and terrain index. Furthermore, the Random Forest regression incorporating the first 13 PCs and the waveform extent had a slightly-improved canopy height estimation in comparison to the linear model, with an RMSE of 3.6 m. In conclusion, multiple linear regressions and RF regressions provided canopy height estimations with similar precision using either LiDAR metrics or PCs. However, a regression model (linear regression or RF based on the PCA of waveform samples with waveform
Improving the realism of hydrologic model through multivariate parameter estimation
Rakovec, Oldrich; Kumar, Rohini; Attinger, Sabine; Samaniego, Luis
2017-04-01
Increased availability and quality of near real-time observations should improve understanding of predictive skills of hydrological models. Recent studies have shown the limited capability of river discharge data alone to adequately constrain different components of distributed model parameterizations. In this study, the GRACE satellite-based total water storage (TWS) anomaly is used to complement the discharge data with an aim to improve the fidelity of mesoscale hydrologic model (mHM) through multivariate parameter estimation. The study is conducted in 83 European basins covering a wide range of hydro-climatic regimes. The model parameterization complemented with the TWS anomalies leads to statistically significant improvements in (1) discharge simulations during low-flow period, and (2) evapotranspiration estimates which are evaluated against independent (FLUXNET) data. Overall, there is no significant deterioration in model performance for the discharge simulations when complemented by information from the TWS anomalies. However, considerable changes in the partitioning of precipitation into runoff components are noticed by in-/exclusion of TWS during the parameter estimation. A cross-validation test carried out to assess the transferability and robustness of the calibrated parameters to other locations further confirms the benefit of complementary TWS data. In particular, the evapotranspiration estimates show more robust performance when TWS data are incorporated during the parameter estimation, in comparison with the benchmark model constrained against discharge only. This study highlights the value for incorporating multiple data sources during parameter estimation to improve the overall realism of hydrologic model and its applications over large domains. Rakovec, O., Kumar, R., Attinger, S. and Samaniego, L. (2016): Improving the realism of hydrologic model functioning through multivariate parameter estimation. Water Resour. Res., 52, http://dx.doi.org/10
OPTIMAL ESTIMATION OF RANDOM PROCESSES ON THE CRITERION OF MAXIMUM A POSTERIORI PROBABILITY
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A. A. Lobaty
2016-01-01
Full Text Available The problem of obtaining the equations for the a posteriori probability density of a stochastic Markov process with a linear measurement model. Unlike common approaches based on consideration as a criterion for optimization of the minimum mean square error of estimation, in this case, the optimization criterion is considered the maximum a posteriori probability density of the process being evaluated.The a priori probability density estimated Gaussian process originally considered a differentiable function that allows us to expand it in a Taylor series without use of intermediate transformations characteristic functions and harmonic decomposition. For small time intervals the probability density measurement error vector, by definition, as given by a Gaussian with zero expectation. This makes it possible to obtain a mathematical expression for the residual function, which characterizes the deviation of the actual measurement process from its mathematical model.To determine the optimal a posteriori estimation of the state vector is given by the assumption that this estimate is consistent with its expectation – the maximum a posteriori probability density. This makes it possible on the basis of Bayes’ formula for the a priori and a posteriori probability density of an equation Stratonovich-Kushner.Using equation Stratonovich-Kushner in different types and values of the vector of drift and diffusion matrix of a Markov stochastic process can solve a variety of filtration tasks, identify, smoothing and system status forecast for continuous and for discrete systems. Discrete continuous implementation of the developed algorithms posteriori assessment provides a specific, discrete algorithms for the implementation of the on-board computer, a mobile robot system.
Transient Recharge Estimability Through Field-Scale Groundwater Model Calibration.
Knowling, Matthew J; Werner, Adrian D
2017-11-01
The estimation of recharge through groundwater model calibration is hampered by the nonuniqueness of recharge and aquifer parameter values. It has been shown recently that the estimability of spatially distributed recharge through calibration of steady-state models for practical situations (i.e., real-world, field-scale aquifer settings) is limited by the need for excessive amounts of hydraulic-parameter and groundwater-level data. However, the extent to which temporal recharge variability can be informed through transient model calibration, which involves larger water-level datasets, but requires the additional consideration of storage parameters, is presently unknown for practical situations. In this study, time-varying recharge estimates, inferred through calibration of a field-scale highly parameterized groundwater model, are systematically investigated subject to changes in (1) the degree to which hydraulic parameters including hydraulic conductivity (K) and specific yield (S y ) are constrained, (2) the number of water-level calibration targets, and (3) the temporal resolution (up to monthly time steps) at which recharge is estimated. The analysis involves the use of a synthetic reality (a reference model) based on a groundwater model of Uley South Basin, South Australia. Identifiability statistics are used to evaluate the ability of recharge and hydraulic parameters to be estimated uniquely. Results show that reasonable estimates of monthly recharge (recharge root-mean-squared error) require a considerable amount of transient water-level data, and that the spatial distribution of K is known. Joint estimation of recharge, S y and K, however, precludes reasonable inference of recharge and hydraulic parameter values. We conclude that the estimation of temporal recharge variability through calibration may be impractical for real-world settings. © 2017, National Ground Water Association.
A generalized model via random walks for information filtering
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.
Connectivity properties of the random-cluster model
Weigel, Martin; Metin Elci, Eren; Fytas, Nikolaos G.
2016-02-01
We investigate the connectivity properties of the random-cluster model mediated by bridge bonds that, if removed, lead to the generation of new connected components. We study numerically the density of bridges and the fragmentation kernel, i.e., the relative sizes of the generated fragments, and find that these quantities follow a scaling description. The corresponding scaling exponents are related to well known equilibrium critical exponents of the model. Using the Russo-Margulis formalism, we derive an exact relation between the expected density of bridges and the number of active edges. The same approach allows us to study the fluctuations in the numbers of bridges, thereby uncovering a new singularity in the random- cluster model as q clusters connected by bridges and candidate-bridges play a pivotal role. We discuss several different implementations of the necessary connectivity algorithms and assess their relative performance.
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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.
Generalized random sign and alert delay models for imperfect maintenance.
Dijoux, Yann; Gaudoin, Olivier
2014-04-01
This paper considers the modelling of the process of Corrective and condition-based Preventive Maintenance, for complex repairable systems. In order to take into account the dependency between both types of maintenance and the possibility of imperfect maintenance, Generalized Competing Risks models have been introduced in "Doyen and Gaudoin (J Appl Probab 43:825-839, 2006)". In this paper, we study two classes of these models, the Generalized Random Sign and Generalized Alert Delay models. A Generalized Competing Risks model can be built as a generalization of a particular Usual Competing Risks model, either by using a virtual age framework or not. The models properties are studied and their parameterizations are discussed. Finally, simulation results and an application to real data are presented.
Gebregziabher, Mulugeta; Egede, Leonard; Gilbert, Gregory E; Hunt, Kelly; Nietert, Paul J; Mauldin, Patrick
2012-10-24
With the current focus on personalized medicine, patient/subject level inference is often of key interest in translational research. As a result, random effects models (REM) are becoming popular for patient level inference. However, for very large data sets that are characterized by large sample size, it can be difficult to fit REM using commonly available statistical software such as SAS since they require inordinate amounts of computer time and memory allocations beyond what are available preventing model convergence. For example, in a retrospective cohort study of over 800,000 Veterans with type 2 diabetes with longitudinal data over 5 years, fitting REM via generalized linear mixed modeling using currently available standard procedures in SAS (e.g. PROC GLIMMIX) was very difficult and same problems exist in Stata's gllamm or R's lme packages. Thus, this study proposes and assesses the performance of a meta regression approach and makes comparison with methods based on sampling of the full data. We use both simulated and real data from a national cohort of Veterans with type 2 diabetes (n=890,394) which was created by linking multiple patient and administrative files resulting in a cohort with longitudinal data collected over 5 years. The outcome of interest was mean annual HbA1c measured over a 5 years period. Using this outcome, we compared parameter estimates from the proposed random effects meta regression (REMR) with estimates based on simple random sampling and VISN (Veterans Integrated Service Networks) based stratified sampling of the full data. Our results indicate that REMR provides parameter estimates that are less likely to be biased with tighter confidence intervals when the VISN level estimates are homogenous. When the interest is to fit REM in repeated measures data with very large sample size, REMR can be used as a good alternative. It leads to reasonable inference for both Gaussian and non-Gaussian responses if parameter estimates are
Random regression models for milk, fat and protein in Colombian Buffaloes
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Naudin Hurtado-Lugo
2015-01-01
Full Text Available Objective. Covariance functions for additive genetic and permanent environmental effects and, subsequently, genetic parameters for test-day milk (MY, fat (FY protein (PY yields and mozzarella cheese (MP in buffaloes from Colombia were estimate by using Random regression models (RRM with Legendre polynomials (LP. Materials and Methods. Test-day records of MY, FY, PY and MP from 1884 first lactations of buffalo cows from 228 sires were analyzed. The animals belonged to 14 herds in Colombia between 1995 and 2011. Ten monthly classes of days in milk were considered for test-day yields. The contemporary groups were defined as herd-year-month of milk test-day. Random additive genetic, permanent environmental and residual effects were included in the model. Fixed effects included the contemporary group, linear and quadratic effects of age at calving, and the average lactation curve of the population, which was modeled by third-order LP. Random additive genetic and permanent environmental effects were estimated by RRM using third- to- sixth-order LP. Residual variances were modeled using homogeneous and heterogeneous structures. Results. The heritabilities for MY, FY, PY and MP ranged from 0.38 to 0.05, 0.67 to 0.11, 0.50 to 0.07 and 0.50 to 0.11, respectively. Conclusions. In general, the RRM are adequate to describe the genetic variation in test-day of MY, FY, PY and MP in Colombian buffaloes.
Tsai, C.; Hung, R. J.
2015-12-01
This study attempts to apply queueing theory to develop a stochastic framework that could account for the random-sized batch arrivals of incoming sediment particles into receiving waters. Sediment particles, control volume, mechanics of sediment transport (such as mechanics of suspension, deposition and resuspension) are treated as the customers, service facility and the server respectively in queueing theory. In the framework, the stochastic diffusion particle tracking model (SD-PTM) and resuspension of particles are included to simulate the random transport trajectories of suspended particles. The most distinguished characteristic of queueing theory is that customers come to the service facility in a random manner. In analogy to sediment transport, this characteristic is adopted to model the random-sized batch arrival process of sediment particles including the random occurrences and random magnitude of incoming sediment particles. The random occurrences of arrivals are simulated by Poisson process while the number of sediment particles in each arrival can be simulated by a binominal distribution. Simulations of random arrivals and random magnitude are proposed individually to compare with the random-sized batch arrival simulations. Simulation results are a probabilistic description for discrete sediment transport through ensemble statistics (i.e. ensemble means and ensemble variances) of sediment concentrations and transport rates. Results reveal the different mechanisms of incoming particles will result in differences in the ensemble variances of concentrations and transport rates under the same mean incoming rate of sediment particles.
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Roberto Gismondi
2014-01-01
Full Text Available In this context, supposing a sampling survey framework and a model-based approach, the attention has been focused on the main features of the optimal prediction strategy for a population mean, which implies knowledge of some model parameters and functions, normally unknown. In particular, a wrong specification of the model individual variances may lead to a serious loss of efficiency of estimates. For this reason, we have proposed some techniques for the estimation of model variances, which instead of being put equal to given a priori functions, can be estimated through historical data concerning past survey occasions. A time series of past observations is almost always available, especially in a longitudinal survey context. Usefulness of the technique proposed has been tested through an empirical attempt, concerning the quarterly wholesale trade survey carried out by ISTAT (Italian National Statistical Institute in the period 2005-2010. In this framework, the problem consists in minimising magnitude of revisions, given by the differences between preliminary estimates (based on the sub-sample of quick respondents and final estimates (which take into account late respondents as well. Main results show that modelvariances estimation through historical data lead to efficiency gains which cannot be neglected. This outcome was confirmed by a further exercise, based on 1000 random replications of late responses.
Marginal Maximum Likelihood Estimation of Item Response Models in R
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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.
Application of variance components estimation to calibrate geoid error models.
Guo, Dong-Mei; Xu, Hou-Ze
2015-01-01
The method of using Global Positioning System-leveling data to obtain orthometric heights has been well studied. A simple formulation for the weighted least squares problem has been presented in an earlier work. This formulation allows one directly employing the errors-in-variables models which completely descript the covariance matrices of the observables. However, an important question that what accuracy level can be achieved has not yet to be satisfactorily solved by this traditional formulation. One of the main reasons for this is the incorrectness of the stochastic models in the adjustment, which in turn allows improving the stochastic models of measurement noises. Therefore the issue of determining the stochastic modeling of observables in the combined adjustment with heterogeneous height types will be a main focus point in this paper. Firstly, the well-known method of variance component estimation is employed to calibrate the errors of heterogeneous height data in a combined least square adjustment of ellipsoidal, orthometric and gravimetric geoid. Specifically, the iterative algorithms of minimum norm quadratic unbiased estimation are used to estimate the variance components for each of heterogeneous observations. Secondly, two different statistical models are presented to illustrate the theory. The first method directly uses the errors-in-variables as a priori covariance matrices and the second method analyzes the biases of variance components and then proposes bias-corrected variance component estimators. Several numerical test results show the capability and effectiveness of the variance components estimation procedure in combined adjustment for calibrating geoid error model.
Comparing interval estimates for small sample ordinal CFA models.
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
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Seiji Hashimoto
2016-06-01
Full Text Available Traffic accident frequency has been decreasing in Japan in recent years. Nevertheless, many accidents still occur on residential roads. Area-wide traffic calming measures including Zone 30, which discourages traffic by setting a speed limit of 30 km/h in residential areas, have been implemented. However, no objective implementation method has been established. Development of a model for traffic accident density estimation explained by GIS data can enable the determination of dangerous areas objectively and easily, indicating where area-wide traffic calming can be implemented preferentially. This study examined the relations between traffic accidents and city characteristics, such as population, road factors, and spatial factors. A model was developed to estimate traffic accident density. Kernel density estimation (KDE techniques were used to assess the relations efficiently. Besides, 16 models were developed by combining accident locations, accident types, and data types. By using them, the applicability of traffic accident density estimation models was examined. Results obtained using Spearman rank correlation show high coefficients between the predicted number and the actual number. The model can indicate the relative accident risk in cities. Results of this study can be used for objective determination of areas where area-wide traffic calming can be implemented preferentially, even if sufficient traffic accident data are not available.
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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.
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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.
Bayesian analysis for exponential random graph models using the adaptive exchange sampler
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.
Procedures for parameter estimates of computational models for localized failure
Iacono, C.
2007-01-01
In the last years, many computational models have been developed for tensile fracture in concrete. However, their reliability is related to the correct estimate of the model parameters, not all directly measurable during laboratory tests. Hence, the development of inverse procedures is needed, that
GMM estimation in panel data models with measurement error
Wansbeek, T.J.
Griliches and Hausman (J. Econom. 32 (1986) 93) have introduced GMM estimation in panel data models with measurement error. We present a simple, systematic approach to derive moment conditions for such models under a variety of assumptions. (C) 2001 Elsevier Science S.A. All rights reserved.
Tube-Load Model Parameter Estimation for Monitoring Arterial Hemodynamics
Zhang, Guanqun; Hahn, Jin-Oh; Mukkamala, Ramakrishna
2011-01-01
A useful model of the arterial system is the uniform, lossless tube with parametric load. This tube-load model is able to account for wave propagation and reflection (unlike lumped-parameter models such as the Windkessel) while being defined by only a few parameters (unlike comprehensive distributed-parameter models). As a result, the parameters may be readily estimated by accurate fitting of the model to available arterial pressure and flow waveforms so as to permit improved monitoring of arterial hemodynamics. In this paper, we review tube-load model parameter estimation techniques that have appeared in the literature for monitoring wave reflection, large artery compliance, pulse transit time, and central aortic pressure. We begin by motivating the use of the tube-load model for parameter estimation. We then describe the tube-load model, its assumptions and validity, and approaches for estimating its parameters. We next summarize the various techniques and their experimental results while highlighting their advantages over conventional techniques. We conclude the review by suggesting future research directions and describing potential applications. PMID:22053157
Dual to Ratio-Cum-Product Estimator in Simple and Stratified Random Sampling
Yunusa Olufadi
2013-01-01
New estimators for estimating the finite population mean using two auxiliary variables under simple and stratified sampling design is proposed. Their properties (e.g., mean square error) are studied to the first order of approximation. More so, some estimators are shown to be a particular member of this estimator. Furthermore, comparison of the proposed estimator with the usual unbiased estimator and other estimators considered in this paper reveals interesting results. These results are fur...
Shape modelling using Markov random field restoration of point correspondences.
Paulsen, Rasmus R; Hilger, Klaus B
2003-07-01
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 shapes and improves the capability of reconstruction of the training data. Furthermore, the method leads to an overall reduction in the total variance of the point distribution model. Thus, it finds correspondence between semi-landmarks that are highly correlated in the shape tangent space. The method is demonstrated on a set of human ear canals extracted from 3D-laser scans.
Many-body localization in the quantum random energy model
Laumann, Chris; Pal, Arijeet
2014-03-01
The quantum random energy model is a canonical toy model for a quantum spin glass with a well known phase diagram. We show that the model exhibits a many-body localization-delocalization transition at finite energy density which significantly alters the interpretation of the statistical ``frozen'' phase at lower temperature in isolated quantum systems. The transition manifests in many-body level statistics as well as the long time dynamics of on-site observables. CRL thanks the Perimeter Institute for hospitality and support.
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...... shapes and improves the capability of reconstruction of the training data. Furthermore, the method leads to an overall reduction in the total variance of the point distribution model. Thus, it finds correspondence between semilandmarks that are highly correlated in the shape tangent space. The method...
A Random Dot Product Model for Weighted Networks
DeFord, Daryl R
2016-01-01
This paper presents a generalization of the random dot product model for networks whose edge weights are drawn from a parametrized probability distribution. We focus on the case of integer weight edges and show that many previously studied models can be recovered as special cases of this generalization. Our model also determines a dimension--reducing embedding process that gives geometric interpretations of community structure and centrality. The dimension of the embedding has consequences for the derived community structure and we exhibit a stress function for determining appropriate dimensions. We use this approach to analyze a coauthorship network and voting data from the U.S. Senate.
Estimating classification images with generalized linear and additive models.
Knoblauch, Kenneth; Maloney, Laurence T
2008-12-22
Conventional approaches to modeling classification image data can be described in terms of a standard linear model (LM). We show how the problem can be characterized as a Generalized Linear Model (GLM) with a Bernoulli distribution. We demonstrate via simulation that this approach is more accurate in estimating the underlying template in the absence of internal noise. With increasing internal noise, however, the advantage of the GLM over the LM decreases and GLM is no more accurate than LM. We then introduce the Generalized Additive Model (GAM), an extension of GLM that can be used to estimate smooth classification images adaptively. We show that this approach is more robust to the presence of internal noise, and finally, we demonstrate that GAM is readily adapted to estimation of higher order (nonlinear) classification images and to testing their significance.
Model-based approach for elevator performance estimation
Esteban, E.; Salgado, O.; Iturrospe, A.; Isasa, I.
2016-02-01
In this paper, a dynamic model for an elevator installation is presented in the state space domain. The model comprises both the mechanical and the electrical subsystems, including the electrical machine and a closed-loop field oriented control. The proposed model is employed for monitoring the condition of the elevator installation. The adopted model-based approach for monitoring employs the Kalman filter as an observer. A Kalman observer estimates the elevator car acceleration, which determines the elevator ride quality, based solely on the machine control signature and the encoder signal. Finally, five elevator key performance indicators are calculated based on the estimated car acceleration. The proposed procedure is experimentally evaluated, by comparing the key performance indicators calculated based on the estimated car acceleration and the values obtained from actual acceleration measurements in a test bench. Finally, the proposed procedure is compared with the sliding mode observer.
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
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.
Nakagami Markov random field as texture model for ultrasound RF envelope image.
Bouhlel, N; Sevestre-Ghalila, S
2009-06-01
The aim of this paper is to propose a new Markov random field (MRF) model for the backscattered ultrasonic echo in order to get information about backscatter characteristics, such as the scatterer density, amplitude and spacing. The model combines the Nakagami distribution that describes the envelope of backscattered echo with spatial interaction using MRF. In this paper, the parameters of the model and the estimation parameter method are introduced. Computer simulation using ultrasound radio-frequency (RF) simulator and experiments on choroidal malignant melanoma have been undertaken to test the validity of the model. The relationship between the parameters of MRF model and the backscatter characteristics has been established. Furthermore, the ability of the model to distinguish between normal and abnormal tissue has been proved. All the results can show the success of the model.
Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas
2015-01-01
We discuss nonparametric estimation of the distribution function $G(x)$ of the autoregressive coefficient $a \\in (-1,1)$ from a panel of $N$ random-coefficient AR(1) data, each of length $n$, by the empirical distribution function of lag 1 sample autocorrelations of individual AR(1) processes. Consistency and asymptotic normality of the empirical distribution function and a class of kernel density estimators is established under some regularity conditions on $G(x)$ as $N$ and $n$ increase to ...
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.
Spatial Distribution of Hydrologic Ecosystem Service Estimates: Comparing Two Models
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.
The Federal Highway Administration Gasohol Consumption Estimation Model
Energy Technology Data Exchange (ETDEWEB)
Hwang, HL
2003-08-28
The Federal Highway Administration (FHWA) is responsible for estimating the portion of Federal highway funds attributable to each State. The process involves use of State-reported data (gallons) and a set of estimation models when accurate State data is unavailable. To ensure that the distribution of funds is equitable, FHWA periodically reviews the estimation models. Estimation of the use of gasohol is difficult because of State differences in the definition of gasohol, inability of many States to separate and report gasohol usage from other fuel types, changes in fuel composition in nonattainment areas to address concerns over the use of certain fuel additives, and the lack of a valid State-level surrogate data set for gasohol use. Under the sponsorship of FHWA, Oak Ridge National Laboratory (ORNL) reviewed the regression-based gasohol estimation model that has been in use for several years. Based on an analytical assessment of that model and an extensive review of potential data sets, ORNL developed an improved rule-based model. The new model uses data from Internal Revenue Service, Energy Information Administration, Environmental Protection Agency, Department of Energy, ORNL, and FHWA sources. The model basically consists of three parts: (1) development of a controlled total of national gasohol usage, (2) determination of reliable State gasohol consumption data, and (3) estimation of gasohol usage for all other States. The new model will be employed for the 2004 attribution process. FHWA is currently soliciting comments and inputs from interested parties. Relevant data, as identified, will be pursued and refinements will be made by the research team if warranted.
Unemployment estimation: Spatial point referenced methods and models
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
Combined Estimation of Hydrogeologic Conceptual Model and Parameter Uncertainty
Energy Technology Data Exchange (ETDEWEB)
Meyer, Philip D.; Ye, Ming; Neuman, Shlomo P.; Cantrell, Kirk J.
2004-03-01
The objective of the research described in this report is the development and application of a methodology for comprehensively assessing the hydrogeologic uncertainties involved in dose assessment, including uncertainties associated with conceptual models, parameters, and scenarios. This report describes and applies a statistical method to quantitatively estimate the combined uncertainty in model predictions arising from conceptual model and parameter uncertainties. The method relies on model averaging to combine the predictions of a set of alternative models. Implementation is driven by the available data. When there is minimal site-specific data the method can be carried out with prior parameter estimates based on generic data and subjective prior model probabilities. For sites with observations of system behavior (and optionally data characterizing model parameters), the method uses model calibration to update the prior parameter estimates and model probabilities based on the correspondence between model predictions and site observations. The set of model alternatives can contain both simplified and complex models, with the requirement that all models be based on the same set of data. The method was applied to the geostatistical modeling of air permeability at a fractured rock site. Seven alternative variogram models of log air permeability were considered to represent data from single-hole pneumatic injection tests in six boreholes at the site. Unbiased maximum likelihood estimates of variogram and drift parameters were obtained for each model. Standard information criteria provided an ambiguous ranking of the models, which would not justify selecting one of them and discarding all others as is commonly done in practice. Instead, some of the models were eliminated based on their negligibly small updated probabilities and the rest were used to project the measured log permeabilities by kriging onto a rock volume containing the six boreholes. These four
Depth Estimation for Magnetic/Gravity Anomaly Using Model Correction
Liu, Pengfei; Liu, Tianyou; Zhu, Peimin; Yang, Yushan; Zhou, Qiaoli; Zhang, Henglei; Chen, Guoxiong
2017-04-01
The Tilt-depth method has been widely used to determinate the source depth of a magnetic anomaly. In the present study, we deduce similar Tilt-depth methods for both magnetic and gravity data based on the contact and sphere models and obtain the same equation for a gravity anomaly as that for a magnetic anomaly. The theoretical equations and the model tests show that the routine Tilt-depth method would result in unreliable depth estimation for deep sources. This is due to that the contact model is no longer valid for causative sources under the condition in which the depths of causative sources are significantly larger than their horizontal lengths. Accordingly, we suggest that the Tilt-depth derived from the contact model can be used to detect a shallow source, whereas the Tilt-depth derived from the sphere model can be used to detect a deep source. We propose a weighting method based on the estimated depths from both the contact model and the sphere model to estimate the depth for real data. The model tests suggest that the determined depths from the contact model and the sphere model are shallower and deeper, respectively, than the real depth, while the estimated depth from the proposed method is more close to the actual depth. In the application to the Weigang iron ore located in Jiangsu province, China, the routine Tilt-depth method results in -76% relative error, whereas the proposed method obtains the reliable depth estimation compared with the drill holes. In addition, the proposed method works well in the application for the Shijiaquan iron ore located in Shandong province, China. These results indicate that the proposed weighting equation is a general improvement.
Model for Estimation Urban Transportation Supply-Demand Ratio
Directory of Open Access Journals (Sweden)
Chaoqun Wu
2015-01-01
Full Text Available The paper establishes an estimation model of urban transportation supply-demand ratio (TSDR to quantitatively describe the conditions of an urban transport system and to support a theoretical basis for transport policy-making. This TSDR estimation model is supported by the system dynamic principle and the VENSIM (an application that simulates the real system. It was accomplished by long-term observation of eight cities’ transport conditions and by analyzing the estimated results of TSDR from fifteen sets of refined data. The estimated results indicate that an urban TSDR can be classified into four grades representing four transport conditions: “scarce supply,” “short supply,” “supply-demand balance,” and “excess supply.” These results imply that transport policies or measures can be quantified to facilitate the process of ordering and screening them.
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.
Calculating radiotherapy margins based on Bayesian modelling of patient specific random errors
Herschtal, A.; te Marvelde, L.; Mengersen, K.; Hosseinifard, Z.; Foroudi, F.; Devereux, T.; Pham, D.; Ball, D.; Greer, P. B.; Pichler, P.; Eade, T.; Kneebone, A.; Bell, L.; Caine, H.; Hindson, B.; Kron, T.
2015-02-01
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.
Natural interpretations in Tobit regression models using marginal estimation methods.
Wang, Wei; Griswold, Michael E
2015-09-01
The Tobit model, also known as a censored regression model to account for left- and/or right-censoring in the dependent variable, has been used in many areas of applications, including dental health, medical research and economics. The reported Tobit model coefficient allows estimation and inference of an exposure effect on the latent dependent variable. However, this model does not directly provide overall exposure effects estimation on the original outcome scale. We propose a direct-marginalization approach using a reparameterized link function to model exposure and covariate effects directly on the truncated dependent variable mean. We also discuss an alternative average-predicted-value, post-estimation approach which uses model-predicted values for each person in a designated reference group under different exposure statuses to estimate covariate-adjusted overall exposure effects. Simulation studies were conducted to show the unbiasedness and robustness properties for both approaches under various scenarios. Robustness appears to diminish when covariates with substantial effects are imbalanced between exposure groups; we outline an approach for model choice based on information criterion fit statistics. The methods are applied to the Genetic Epidemiology Network of Arteriopathy (GENOA) cohort study to assess associations between obesity and cognitive function in the non-Hispanic white participants. © The Author(s) 2015.
Estimation of a four-parameter item response theory model.
Loken, Eric; Rulison, Kelly L
2010-11-01
We explore the justification and formulation of a four-parameter item response theory model (4PM) and employ a Bayesian approach to recover successfully parameter estimates for items and respondents. For data generated using a 4PM item response model, overall fit is improved when using the 4PM rather than the 3PM or the 2PM. Furthermore, although estimated trait scores under the various models correlate almost perfectly, inferences at the high and low ends of the trait continuum are compromised, with poorer coverage of the confidence intervals when the wrong model is used. We also show in an empirical example that the 4PM can yield new insights into the properties of a widely used delinquency scale. We discuss the implications for building appropriate measurement models in education and psychology to model more accurately the underlying response process.
The Optimal Selection for Restricted Linear Models with Average Estimator
Directory of Open Access Journals (Sweden)
Qichang Xie
2014-01-01
Full Text Available The essential task of risk investment is to select an optimal tracking portfolio among various portfolios. Statistically, this process can be achieved by choosing an optimal restricted linear model. This paper develops a statistical procedure to do this, based on selecting appropriate weights for averaging approximately restricted models. The method of weighted average least squares is adopted to estimate the approximately restricted models under dependent error setting. The optimal weights are selected by minimizing a k-class generalized information criterion (k-GIC, which is an estimate of the average squared error from the model average fit. This model selection procedure is shown to be asymptotically optimal in the sense of obtaining the lowest possible average squared error. Monte Carlo simulations illustrate that the suggested method has comparable efficiency to some alternative model selection techniques.
Directory of Open Access Journals (Sweden)
Weston Anderson
Full Text Available Obtaining accurate small area estimates of population is essential for policy and health planning but is often difficult in countries with limited data. In lieu of available population data, small area estimate models draw information from previous time periods or from similar areas. This study focuses on model-based methods for estimating population when no direct samples are available in the area of interest. To explore the efficacy of tree-based models for estimating population density, we compare six different model structures including Random Forest and Bayesian Additive Regression Trees. Results demonstrate that without information from prior time periods, non-parametric tree-based models produced more accurate predictions than did conventional regression methods. Improving estimates of population density in non-sampled areas is important for regions with incomplete census data and has implications for economic, health and development policies.
Non-Parametric Identification and Estimation of Truncated Regression Models
Songnian Chen
2010-01-01
In this paper, we consider non-parametric identification and estimation of truncated regression models in both cross-sectional and panel data settings. For the cross-sectional case, Lewbel and Linton (2002) considered non-parametric identification and estimation through continuous variation under a log-concavity condition on the error distribution. We obtain non-parametric identification under weaker conditions. In particular, we obtain non-parametric identification through discrete variation...
Random unitary evolution model of quantum Darwinism with pure decoherence
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.
Statistical Modeling of Robotic Random Walks on Different Terrain
Naylor, Austin; Kinnaman, Laura
Issues of public safety, especially with crowd dynamics and pedestrian movement, have been modeled by physicists using methods from statistical mechanics over the last few years. Complex decision making of humans moving on different terrains can be modeled using random walks (RW) and correlated random walks (CRW). The effect of different terrains, such as a constant increasing slope, on RW and CRW was explored. LEGO robots were programmed to make RW and CRW with uniform step sizes. Level ground tests demonstrated that the robots had the expected step size distribution and correlation angles (for CRW). The mean square displacement was calculated for each RW and CRW on different terrains and matched expected trends. The step size distribution was determined to change based on the terrain; theoretical predictions for the step size distribution were made for various simple terrains. It's Dr. Laura Kinnaman, not sure where to put the Prefix.
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.
Estimating Energy Expenditure With Multiple Models Using Different Wearable Sensors.
Cvetkovic, Bozidara; Milic, Radoje; Lustrek, Mitja
2016-07-01
This paper presents an approach to designing a method for the estimation of human energy expenditure (EE). The approach first evaluates different sensors and their combinations. After that, multiple regression models are trained utilizing data from different sensors. The EE estimation method designed in this way was evaluated on a dataset containing a wide range of activities. It was compared against three competing state-of-the-art approaches, including the BodyMedia Fit armband, the leading consumer EE estimation device. The results show that the proposed method outperforms the competition by up to 10.2 percentage points.
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.
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.
Estimation and variable selection for generalized additive partial linear models
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.
Estimation of Kinetic Parameters in an Automotive SCR Catalyst Model
DEFF Research Database (Denmark)
Åberg, Andreas; Widd, Anders; Abildskov, Jens
2016-01-01
A challenge during the development of models for simulation of the automotive Selective Catalytic Reduction catalyst is the parameter estimation of the kinetic parameters, which can be time consuming and problematic. The parameter estimation is often carried out on small-scale reactor tests......, or powder samples of the catalyst, which leads to problems when upscaling is done to the full-scale application. This contribution presents a methodology to sequentially estimate the kinetic parameters in 2 steps using steady-state limited small-scale reactor data, with the goal that the parameters should...
Transferring model uncertainty estimates from gauged to ungauged catchments
Bourgin, F.; Andréassian, V.; Perrin, C.; Oudin, L.
2014-07-01
Predicting streamflow hydrographs in ungauged catchments is a challenging issue, and accompanying the estimates with realistic uncertainty bounds is an even more complex task. In this paper, we present a method to transfer model uncertainty estimates from gauged to ungauged catchments and we test it over a set of 907 catchments located in France. We evaluate the quality of the uncertainty estimates based on three expected qualities: reliability, sharpness, and overall skill. Our results show that the method holds interesting perspectives, providing in most cases reliable and sharp uncertainty bounds at ungauged locations.
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.
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.
Estimating Failure Propagation in Models of Cascading Blackouts
Energy Technology Data Exchange (ETDEWEB)
Dobson, Ian [University of Wisconsin, Madison; Carreras, Benjamin A [ORNL; Lynch, Vickie E [ORNL; Nkei, Bertrand [ORNL; Newman, David E [University of Alaska
2005-09-01
We compare and test statistical estimates of failure propagation in data from versions of a probabilistic model of loading-dependent cascading failure and a power systems blackout model of cascading transmission line overloads. The comparisons suggest mechanisms affecting failure propagation and are an initial step towards monitoring failure propagation from practical system data. Approximations to the probabilistic model describe the forms of probability distributions of cascade sizes.
Estimation in second order dependency model for multivariate binary data
Energy Technology Data Exchange (ETDEWEB)
Ip, E.H.S.
1995-04-01
This paper proposes a normal model for multivariate binary data. The normal model is an extension to the bivariate normal model for 2{times}2 contingency table proposed by Pearson. A stochastic algorithm using Gibbs sampler is developed to estimate the parameters for high dimensional binary data. The method is compared to the second order dependency Bahadur-Lazarsfeld representation of binary density. Two examples, one from psychological testing and one from medical science, are used to substantiate the above ideas.
Parameter Estimation in Multivariate Logit models with Many Binary Choices
Bel, Koen; Fok, Dennis; Paap, Richard
2014-01-01
markdownabstract__Abstract__ The multivariate choice problem with correlated binary choices is investigated. The Multivariate Logit [MVL] model is a convenient model to describe such choices as it provides a closed-form likelihood function. The disadvantage of the MVL model is that the computation time required for the calculation of choice probabilities increases exponentially with the number of binary choices under consideration. This makes maximum likelihood-based estimation infeasible in ...
A Model of Mental Effort and Endogenous Estimation Risk
Diego Nocetti
2005-01-01
I present a simple model that formalizes Kahneman's (1973) ideas and experimental work on attention limitations. In addition, I extend his framework to account for the interaction between attention and memory deficits. In particular, I propose that individuals optimally allocate their divisible, but limited, attention to estimate parameters of an economic model, by retrieving observations from a stock of memories, by means of a cognition technology. I speculate that the model might help expla...
Elenchezhiyan, M; Prakash, J
2015-09-01
In this work, state estimation schemes for non-linear hybrid dynamic systems subjected to stochastic state disturbances and random errors in measurements using interacting multiple-model (IMM) algorithms are formulated. In order to compute both discrete modes and continuous state estimates of a hybrid dynamic system either an IMM extended Kalman filter (IMM-EKF) or an IMM based derivative-free Kalman filters is proposed in this study. The efficacy of the proposed IMM based state estimation schemes is demonstrated by conducting Monte-Carlo simulation studies on the two-tank hybrid system and switched non-isothermal continuous stirred tank reactor system. Extensive simulation studies reveal that the proposed IMM based state estimation schemes are able to generate fairly accurate continuous state estimates and discrete modes. In the presence and absence of sensor bias, the simulation studies reveal that the proposed IMM unscented Kalman filter (IMM-UKF) based simultaneous state and parameter estimation scheme outperforms multiple-model UKF (MM-UKF) based simultaneous state and parameter estimation scheme. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.
Parameter estimation and model selection in computational biology.
Lillacci, Gabriele; Khammash, Mustafa
2010-03-05
A central challenge in computational modeling of biological systems is the determination of the model parameters. Typically, only a fraction of the parameters (such as kinetic rate constants) are experimentally measured, while the rest are often fitted. The fitting process is usually based on experimental time course measurements of observables, which are used to assign parameter values that minimize some measure of the error between these measurements and the corresponding model prediction. The measurements, which can come from immunoblotting assays, fluorescent markers, etc., tend to be very noisy and taken at a limited number of time points. In this work we present a new approach to the problem of parameter selection of biological models. We show how one can use a dynamic recursive estimator, known as extended Kalman filter, to arrive at estimates of the model parameters. The proposed method follows. First, we use a variation of the Kalman filter that is particularly well suited to biological applications to obtain a first guess for the unknown parameters. Secondly, we employ an a posteriori identifiability test to check the reliability of the estimates. Finally, we solve an optimization problem to refine the first guess in case it should not be accurate enough. The final estimates are guaranteed to be statistically consistent with the measurements. Furthermore, we show how the same tools can be used to discriminate among alternate models of the same biological process. We demonstrate these ideas by applying our methods to two examples, namely a model of the heat shock response in E. coli, and a model of a synthetic gene regulation system. The methods presented are quite general and may be applied to a wide class of biological systems where noisy measurements are used for parameter estimation or model selection.
Parameter estimation and model selection in computational biology.
Directory of Open Access Journals (Sweden)
Gabriele Lillacci
2010-03-01
Full Text Available A central challenge in computational modeling of biological systems is the determination of the model parameters. Typically, only a fraction of the parameters (such as kinetic rate constants are experimentally measured, while the rest are often fitted. The fitting process is usually based on experimental time course measurements of observables, which are used to assign parameter values that minimize some measure of the error between these measurements and the corresponding model prediction. The measurements, which can come from immunoblotting assays, fluorescent markers, etc., tend to be very noisy and taken at a limited number of time points. In this work we present a new approach to the problem of parameter selection of biological models. We show how one can use a dynamic recursive estimator, known as extended Kalman filter, to arrive at estimates of the model parameters. The proposed method follows. First, we use a variation of the Kalman filter that is particularly well suited to biological applications to obtain a first guess for the unknown parameters. Secondly, we employ an a posteriori identifiability test to check the reliability of the estimates. Finally, we solve an optimization problem to refine the first guess in case it should not be accurate enough. The final estimates are guaranteed to be statistically consistent with the measurements. Furthermore, we show how the same tools can be used to discriminate among alternate models of the same biological process. We demonstrate these ideas by applying our methods to two examples, namely a model of the heat shock response in E. coli, and a model of a synthetic gene regulation system. The methods presented are quite general and may be applied to a wide class of biological systems where noisy measurements are used for parameter estimation or model selection.
Information inefficiency in a random linear economy model
Jerico, Joao Pedro
2016-01-01
We study the effects of introducing information inefficiency in a model for a random linear economy with a representative consumer. This is done by considering statistical, instead of classical, economic general equilibria. Employing two different approaches we show that inefficiency increases the consumption set of a consumer but decreases her expected utility. In this scenario economic activity grows while welfare shrinks, that is the opposite of the behavior obtained by considering a rational consumer.
Weight evaluation of Tabapuã cattle raised in northeastern Brazil using random-regression models
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M.R. Oliveira
Full Text Available ABSTRACT The objective of this study is to compare random-regression models used to describe changes in evaluation parameters for growth in Tabapuã bovine raised in the Northeast of Brazilian. The M4532-5 random-regression model was found to be best for estimating the variation and heritability of growth characteristics in the animals evaluated. Estimates of direct additive genetic variance increased with age, while the maternal additive genetic variance demonstrated growth from birth to up to nearly 420 days of age. The genetic correlations between the first four characteristics were positive with moderate to large ranges. The greatest genetic correlation was observed between birth weight and at 240 days of age (0.82. The phenotypic correlation between birth weight and other characteristics was low. The M4532-5 random-regression model with 39 parameters was found to be best for describing the growth curve of the animals evaluated providing improved selection for heavier animals when performed after weaning. The interpretation of genetic parameters to predict the growth curve of cattle may allow the selection of animals to accelerate slaughter procedures.
Iterative Parameter Estimation Algorithms for Dual-Frequency Signal Models
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Siyu Liu
2017-10-01
Full Text Available This paper focuses on the iterative parameter estimation algorithms for dual-frequency signal models that are disturbed by stochastic noise. The key of the work is to overcome the difficulty that the signal model is a highly nonlinear function with respect to frequencies. A gradient-based iterative (GI algorithm is presented based on the gradient search. In order to improve the estimation accuracy of the GI algorithm, a Newton iterative algorithm and a moving data window gradient-based iterative algorithm are proposed based on the moving data window technique. Comparative simulation results are provided to illustrate the effectiveness of the proposed approaches for estimating the parameters of signal models.
Dong, Nianbo; Lipsey, Mark W.
2011-01-01
Attrition occurs when study participants who were assigned to the treatment and control conditions do not provide outcome data and thus do not contribute to the estimation of the treatment effects. It is very common in experimental studies in education as illustrated, for instance, in a meta-analysis studying "the effects of attrition on baseline…
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…
Missing Data Estimation in FMRI Dynamic Causal Modeling
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Shaza eZaghlool
2014-07-01
Full Text Available Dynamic Causal Modeling (DCM can be used to quantify cognitive function in individuals as effective connectivity. However, ambiguity among subjects in the number and location of discernible active regions prevents all candidate models from being compared in all subjects, preventing the use of DCM as an individual cognitive phenotyping tool. This paper proposes a solution to this problem by treating missing regions in the first-level analysis as missing data, and performing estimation of the time course associated with any missing region using one of four candidate methods: zero-filling, average-filling, noise-filling using a fixed stochastic process, or one estimated using expectation-maximization. The effect of this estimation scheme was analyzed by treating it as a preprocessing step to DCM and observing the resulting effects on model evidence. Simulation studies show that estimation using expectation-maximization yields the highest classification accuracy using a simple loss function and highest model evidence, relative to other methods. This result held for various dataset sizes and varying numbers of model choice. In real data, application to Go/No-Go and Simon tasks allowed computation of signals from the missing nodes and the consequent computation of model evidence in all subjects compared to 62 and 48 percent respectively if no preprocessing was performed. These results demonstrate the face validity of the preprocessing scheme and open the possibility of using single-subject DCM as an individual cognitive phenotyping tool.
Impacts of Stochastic Modeling on GPS-derived ZTD Estimations
Jin, Shuanggen
2010-01-01
GPS-derived ZTD (Zenith Tropospheric Delay) plays a key role in near real-time weather forecasting, especially in improving the precision of Numerical Weather Prediction (NWP) models. The ZTD is usually estimated using the first-order Gauss-Markov process with a fairly large correlation, and under the assumption that all the GPS measurements, carrier phases or pseudo-ranges, have the same accuracy. However, these assumptions are unrealistic. This paper aims to investigate the impact of several stochastic modeling methods on GPS-derived ZTD estimations using Australian IGS data. The results show that the accuracy of GPS-derived ZTD can be improved using a suitable stochastic model for the GPS measurements. The stochastic model using satellite elevation angle-based cosine function is better than other investigated stochastic models. It is noted that, when different stochastic modeling strategies are used, the variations in estimated ZTD can reach as much as 1cm. This improvement of ZTD estimation is certainly c...
Synchronous Generator Model Parameter Estimation Based on Noisy Dynamic Waveforms
Berhausen, Sebastian; Paszek, Stefan
2016-01-01
In recent years, there have occurred system failures in many power systems all over the world. They have resulted in a lack of power supply to a large number of recipients. To minimize the risk of occurrence of power failures, it is necessary to perform multivariate investigations, including simulations, of power system operating conditions. To conduct reliable simulations, the current base of parameters of the models of generating units, containing the models of synchronous generators, is necessary. In the paper, there is presented a method for parameter estimation of a synchronous generator nonlinear model based on the analysis of selected transient waveforms caused by introducing a disturbance (in the form of a pseudorandom signal) in the generator voltage regulation channel. The parameter estimation was performed by minimizing the objective function defined as a mean square error for deviations between the measurement waveforms and the waveforms calculated based on the generator mathematical model. A hybrid algorithm was used for the minimization of the objective function. In the paper, there is described a filter system used for filtering the noisy measurement waveforms. The calculation results of the model of a 44 kW synchronous generator installed on a laboratory stand of the Institute of Electrical Engineering and Computer Science of the Silesian University of Technology are also given. The presented estimation method can be successfully applied to parameter estimation of different models of high-power synchronous generators operating in a power system.
DEFF Research Database (Denmark)
Kaplan, Sigal; Prato, Carlo Giacomo
2012-01-01
This study explores the plausibility of regret minimization as behavioral paradigm underlying the choice of crash avoidance maneuvers. Alternatively to previous studies that considered utility maximization, this study applies the random regret minimization (RRM) model while assuming that drivers...... seek to minimize their anticipated regret from their corrective actions. The model accounts for driver attributes and behavior, critical events that made the crash imminent, vehicle and road characteristics, and environmental conditions. Analyzed data are retrieved from the General Estimates System...... (GES) crash database for the period between 2005 and 2009. The predictive ability of the RRM-based model is slightly superior to its RUM-based counterpart, namely the multinomial logit model (MNL) model. The marginal effects predicted by the RRM-based model are greater than those predicted by the RUM...
DEFF Research Database (Denmark)
Kaplan, Sigal; Prato, Carlo Giacomo
This study explores the plausibility of regret minimization as behavioral paradigm underlying the choice of crash avoidance maneuvers. Alternatively to previous studies that considered utility maximization, this study applies the random regret minimization (RRM) model while assuming that drivers...... seek to minimize their anticipated regret from their corrective actions. The model accounts for driver attributes and behavior, critical events that made the crash imminent, vehicle and road characteristics, and environmental conditions. Analyzed data are retrieved from the General Estimates System...... (GES) crash database for the period between 2005 and 2009. The predictive ability of the RRM-based model is slightly superior to its RUM-based counterpart, namely the multinomial logit model (MNL) model. The marginal effects predicted by the RRM-based model are greater than those predicted by the RUM...
Man power/cost estimation model: Automated planetary projects
Kitchen, L. D.
1975-01-01
A manpower/cost estimation model is developed which is based on a detailed level of financial analysis of over 30 million raw data points which are then compacted by more than three orders of magnitude to the level at which the model is applicable. The major parameter of expenditure is manpower (specifically direct labor hours) for all spacecraft subsystem and technical support categories. The resultant model is able to provide a mean absolute error of less than fifteen percent for the eight programs comprising the model data base. The model includes cost saving inheritance factors, broken down in four levels, for estimating follow-on type programs where hardware and design inheritance are evident or expected.
Richly parameterized linear models additive, time series, and spatial models using random effects
Hodges, James S
2013-01-01
A First Step toward a Unified Theory of Richly Parameterized Linear ModelsUsing mixed linear models to analyze data often leads to results that are mysterious, inconvenient, or wrong. Further compounding the problem, statisticians lack a cohesive resource to acquire a systematic, theory-based understanding of models with random effects.Richly Parameterized Linear Models: Additive, Time Series, and Spatial Models Using Random Effects takes a first step in developing a full theory of richly parameterized models, which would allow statisticians to better understand their analysis results. The aut
An Approach to Quality Estimation in Model-Based Development
DEFF Research Database (Denmark)
Holmegaard, Jens Peter; Koch, Peter; Ravn, Anders Peter
2004-01-01
We present an approach to estimation of parameters for design space exploration in Model-Based Development, where synthesis of a system is done in two stages. Component qualities like space, execution time or power consumption are defined in a repository by platform dependent values. Connectors...... are treated as special components; they have platform dependent overhead values for the qualities and composition functions, defining how qualities are computed from the values of connected components. The approach is exemplified with a prototype estimation tool applied to an OFDM-decoding module modelled...
High-temperature series expansions for random Potts models
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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.
Joint Estimation of Multiple Conditional Gaussian Graphical Models.
Huang, Feihu; Chen, Songcan; Huang, Sheng-Jun
2017-06-28
In this paper, we propose a joint conditional graphical Lasso to learn multiple conditional Gaussian graphical models, also known as Gaussian conditional random fields, with some similar structures. Our model builds on the maximum likelihood method with the convex sparse group Lasso penalty. Moreover, our model is able to model multiple multivariate linear regressions with unknown noise covariances via a convex formulation. In addition, we develop an efficient approximated Newton's method for optimizing our model. Theoretically, we establish the asymptotic properties of our model on consistency and sparsistency under the high-dimensional settings. Finally, extensive numerical results on simulations and real data sets demonstrate that our method outperforms the compared methods on structure recovery and structured output prediction. To the best of our knowledge, the joint learning of multiple multivariate regressions with unknown covariance is first studied.
Marginal and Random Intercepts Models for Longitudinal Binary Data with Examples from Criminology
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…
Directory of Open Access Journals (Sweden)
Carson eIngo
2015-03-01
Full Text Available In this paper, we provide a context for the modeling approaches that have been developed to describe non-Gaussian diffusion behavior, which is ubiquitous in diffusion weighted magnetic resonance imaging of water in biological tissue. Subsequently, we focus on the formalism of the continuous time random walk theory to extract properties of subdiffusion and superdiffusionthrough novel simplifications of the Mittag-Leffler function. For the case of time-fractional subdiffusion, we compute the kurtosis for the Mittag-Leffler function, which provides both a connection and physical context to the much-used approach of diffusional kurtosis imaging. We provide Monte Carlo simulations to illustrate the concepts of anomalous diffusion as stochastic processes of the random walk. Finally, we demonstrate the clinical utility of the Mittag-Leffler function as a model to describe tissue microstructure through estimations of subdiffusion and kurtosis with diffusion MRI measurements in the brain of a chronic ischemic stroke patient.
Joint random field model for all-weather moving vehicle detection.
Wang, Yang
2010-09-01
This paper proposes a joint random field (JRF) model for moving vehicle detection in video sequences. The JRF model extends the conditional random field (CRF) by introducing auxiliary latent variables to characterize the structure and evolution of visual scene. Hence, detection labels (e.g., vehicle/roadway) and hidden variables (e.g., pixel intensity under shadow) are jointly estimated to enhance vehicle segmentation in video sequences. Data-dependent contextual constraints among both detection labels and latent variables are integrated during the detection process. The proposed method handles both moving cast shadows/lights and various weather conditions. Computationally efficient algorithm has been developed for real-time vehicle detection in video streams. Experimental results show that the approach effectively deals with various illumination conditions and robustly detects moving vehicles even in grayscale video.
Ingo, Carson; Sui, Yi; Chen, Yufen; Parrish, Todd B; Webb, Andrew G; Ronen, Itamar
2015-03-01
In this paper, we provide a context for the modeling approaches that have been developed to describe non-Gaussian diffusion behavior, which is ubiquitous in diffusion weighted magnetic resonance imaging of water in biological tissue. Subsequently, we focus on the formalism of the continuous time random walk theory to extract properties of subdiffusion and superdiffusion through novel simplifications of the Mittag-Leffler function. For the case of time-fractional subdiffusion, we compute the kurtosis for the Mittag-Leffler function, which provides both a connection and physical context to the much-used approach of diffusional kurtosis imaging. We provide Monte Carlo simulations to illustrate the concepts of anomalous diffusion as stochastic processes of the random walk. Finally, we demonstrate the clinical utility of the Mittag-Leffler function as a model to describe tissue microstructure through estimations of subdiffusion and kurtosis with diffusion MRI measurements in the brain of a chronic ischemic stroke patient.
Ingo, Carson; Sui, Yi; Chen, Yufen; Parrish, Todd; Webb, Andrew; Ronen, Itamar
2015-03-01
In this paper, we provide a context for the modeling approaches that have been developed to describe non-Gaussian diffusion behavior, which is ubiquitous in diffusion weighted magnetic resonance imaging of water in biological tissue. Subsequently, we focus on the formalism of the continuous time random walk theory to extract properties of subdiffusion and superdiffusion through novel simplifications of the Mittag-Leffler function. For the case of time-fractional subdiffusion, we compute the kurtosis for the Mittag-Leffler function, which provides both a connection and physical context to the much-used approach of diffusional kurtosis imaging. We provide Monte Carlo simulations to illustrate the concepts of anomalous diffusion as stochastic processes of the random walk. Finally, we demonstrate the clinical utility of the Mittag-Leffler function as a model to describe tissue microstructure through estimations of subdiffusion and kurtosis with diffusion MRI measurements in the brain of a chronic ischemic stroke patient.
Random Predictor Models for Rigorous Uncertainty Quantification: Part 1
Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.
2015-01-01
This and a companion paper propose techniques for constructing parametric mathematical models describing key features of the distribution of an output variable given input-output data. By contrast to standard models, which yield a single output value at each value of the input, Random Predictors Models (RPMs) yield a random variable at each value of the input. Optimization-based strategies for calculating RPMs having a polynomial dependency on the input and a linear dependency on the parameters are proposed. These formulations yield RPMs having various levels of fidelity in which the mean and the variance of the model's parameters, thus of the predicted output, are prescribed. As such they encompass all RPMs conforming to these prescriptions. The RPMs are optimal in the sense that they yield the tightest predictions for which all (or, depending on the formulation, most) of the observations are less than a fixed number of standard deviations from the mean prediction. When the data satisfies mild stochastic assumptions, and the optimization problem(s) used to calculate the RPM is convex (or, when its solution coincides with the solution to an auxiliary convex problem), the model's reliability, which is the probability that a future observation would be within the predicted ranges, can be bounded tightly and rigorously.
Biomass models to estimate carbon stocks for hardwood tree species
Energy Technology Data Exchange (ETDEWEB)
Ruiz-Peinado, R.; Montero, G.; Rio, M. del
2012-11-01
To estimate forest carbon pools from forest inventories it is necessary to have biomass models or biomass expansion factors. In this study, tree biomass models were developed for the main hardwood forest species in Spain: Alnus glutinosa, Castanea sativa, Ceratonia siliqua, Eucalyptus globulus, Fagus sylvatica, Fraxinus angustifolia, Olea europaea var. sylvestris, Populus x euramericana, Quercus canariensis, Quercus faginea, Quercus ilex, Quercus pyrenaica and Quercus suber. Different tree biomass components were considered: stem with bark, branches of different sizes, above and belowground biomass. For each species, a system of equations was fitted using seemingly unrelated regression, fulfilling the additivity property between biomass components. Diameter and total height were explored as independent variables. All models included tree diameter whereas for the majority of species, total height was only considered in the stem biomass models and in some of the branch models. The comparison of the new biomass models with previous models fitted separately for each tree component indicated an improvement in the accuracy of the models. A mean reduction of 20% in the root mean square error and a mean increase in the model efficiency of 7% in comparison with recently published models. So, the fitted models allow estimating more accurately the biomass stock in hardwood species from the Spanish National Forest Inventory data. (Author) 45 refs.
Global parameter estimation for thermodynamic models of transcriptional regulation.
Suleimenov, Yerzhan; Ay, Ahmet; Samee, Md Abul Hassan; Dresch, Jacqueline M; Sinha, Saurabh; Arnosti, David N
2013-07-15
Deciphering the mechanisms involved in gene regulation holds the key to understanding the control of central biological processes, including human disease, population variation, and the evolution of morphological innovations. New experimental techniques including whole genome sequencing and transcriptome analysis have enabled comprehensive modeling approaches to study gene regulation. In many cases, it is useful to be able to assign biological significance to the inferred model parameters, but such interpretation should take into account features that affect these parameters, including model construction and sensitivity, the type of fitness calculation, and the effectiveness of parameter estimation. This last point is often neglected, as estimation methods are often selected for historical reasons or for computational ease. Here, we compare the performance of two parameter estimation techniques broadly representative of local and global approaches, namely, a quasi-Newton/Nelder-Mead simplex (QN/NMS) method and a covariance matrix adaptation-evolutionary strategy (CMA-ES) method. The estimation methods were applied to a set of thermodynamic models of gene transcription applied to regulatory elements active in the Drosophila embryo. Measuring overall fit, the global CMA-ES method performed significantly better than the local QN/NMS method on high quality data sets, but this difference was negligible on lower quality data sets with increased noise or on data sets simplified by stringent thresholding. Our results suggest that the choice of parameter estimation technique for evaluation of gene expression models depends both on quality of data, the nature of the models [again, remains to be established] and the aims of the modeling effort. Copyright © 2013 Elsevier Inc. All rights reserved.
Parameter Estimation for Single Diode Models of Photovoltaic Modules
Energy Technology Data Exchange (ETDEWEB)
Hansen, Clifford [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States). Photovoltaic and Distributed Systems Integration Dept.
2015-03-01
Many popular models for photovoltaic system performance employ a single diode model to compute the I - V curve for a module or string of modules at given irradiance and temperature conditions. A single diode model requires a number of parameters to be estimated from measured I - V curves. Many available parameter estimation methods use only short circuit, o pen circuit and maximum power points for a single I - V curve at standard test conditions together with temperature coefficients determined separately for individual cells. In contrast, module testing frequently records I - V curves over a wide range of irradi ance and temperature conditions which, when available , should also be used to parameterize the performance model. We present a parameter estimation method that makes use of a fu ll range of available I - V curves. We verify the accuracy of the method by recov ering known parameter values from simulated I - V curves . We validate the method by estimating model parameters for a module using outdoor test data and predicting the outdoor performance of the module.
Local digital estimators of intrinsic volumes for Boolean models and in the design based setting
DEFF Research Database (Denmark)
Svane, Anne Marie
In order to estimate the specific intrinsic volumes of a planar Boolean model from a binary image, we consider local digital algorithms based on weigted sums of 2×2 configuration counts. For Boolean models with balls as grains, explicit formulas for the bias of such algorithms are derived......, resulting in a set of linear equations that the weights must satisfy in order to minimize the bias in high resolution. These results generalize to larger classes of random sets, as well as to the design based situation, where a fixed set is observed on a stationary isotropic lattice. Finally, the formulas...
Random matrices and the six-vertex model
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...
Application of random number generators in genetic algorithms to improve rainfall-runoff modelling
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.
Ding, Jimin; Wang, Jane-Ling
2008-06-01
In clinical studies, longitudinal biomarkers are often used to monitor disease progression and failure time. Joint modeling of longitudinal and survival data has certain advantages and has emerged as an effective way to mutually enhance information. Typically, a parametric longitudinal model is assumed to facilitate the likelihood approach. However, the choice of a proper parametric model turns out to be more elusive than models for standard longitudinal studies in which no survival endpoint occurs. In this article, we propose a nonparametric multiplicative random effects model for the longitudinal process, which has many applications and leads to a flexible yet parsimonious nonparametric random effects model. A proportional hazards model is then used to link the biomarkers and event time. We use B-splines to represent the nonparametric longitudinal process, and select the number of knots and degrees based on a version of the Akaike information criterion (AIC). Unknown model parameters are estimated through maximizing the observed joint likelihood, which is iteratively maximized by the Monte Carlo Expectation Maximization (MCEM) algorithm. Due to the simplicity of the model structure, the proposed approach has good numerical stability and compares well with the competing parametric longitudinal approaches. The new approach is illustrated with primary biliary cirrhosis (PBC) data, aiming to capture nonlinear patterns of serum bilirubin time courses and their relationship with survival time of PBC patients.
Groundwater Modelling For Recharge Estimation Using Satellite Based Evapotranspiration
Soheili, Mahmoud; (Tom) Rientjes, T. H. M.; (Christiaan) van der Tol, C.
2017-04-01
Groundwater movement is influenced by several factors and processes in the hydrological cycle, from which, recharge is of high relevance. Since the amount of aquifer extractable water directly relates to the recharge amount, estimation of recharge is a perquisite of groundwater resources management. Recharge is highly affected by water loss mechanisms the major of which is actual evapotranspiration (ETa). It is, therefore, essential to have detailed assessment of ETa impact on groundwater recharge. The objective of this study was to evaluate how recharge was affected when satellite-based evapotranspiration was used instead of in-situ based ETa in the Salland area, the Netherlands. The Methodology for Interactive Planning for Water Management (MIPWA) model setup which includes a groundwater model for the northern part of the Netherlands was used for recharge estimation. The Surface Energy Balance Algorithm for Land (SEBAL) based actual evapotranspiration maps from Waterschap Groot Salland were also used. Comparison of SEBAL based ETa estimates with in-situ abased estimates in the Netherlands showed that these SEBAL estimates were not reliable. As such results could not serve for calibrating root zone parameters in the CAPSIM model. The annual cumulative ETa map produced by the model showed that the maximum amount of evapotranspiration occurs in mixed forest areas in the northeast and a portion of central parts. Estimates ranged from 579 mm to a minimum of 0 mm in the highest elevated areas with woody vegetation in the southeast of the region. Variations in mean seasonal hydraulic head and groundwater level for each layer showed that the hydraulic gradient follows elevation in the Salland area from southeast (maximum) to northwest (minimum) of the region which depicts the groundwater flow direction. The mean seasonal water balance in CAPSIM part was evaluated to represent recharge estimation in the first layer. The highest recharge estimated flux was for autumn
Model-Based Estimation of Ankle Joint Stiffness
Directory of Open Access Journals (Sweden)
Berno J. E. Misgeld
2017-03-01
Full Text Available We address the estimation of biomechanical parameters with wearable measurement technologies. In particular, we focus on the estimation of sagittal plane ankle joint stiffness in dorsiflexion/plantar flexion. For this estimation, a novel nonlinear biomechanical model of the lower leg was formulated that is driven by electromyographic signals. The model incorporates a two-dimensional kinematic description in the sagittal plane for the calculation of muscle lever arms and torques. To reduce estimation errors due to model uncertainties, a filtering algorithm is necessary that employs segmental orientation sensor measurements. Because of the model’s inherent nonlinearities and nonsmooth dynamics, a square-root cubature Kalman filter was developed. The performance of the novel estimation approach was evaluated in silico and in an experimental procedure. The experimental study was conducted with body-worn sensors and a test-bench that was specifically designed to obtain reference angle and torque measurements for a single joint. Results show that the filter is able to reconstruct joint angle positions, velocities and torque, as well as, joint stiffness during experimental test bench movements.