Using multiple decrement models to estimate risk and morbidity from specific AIDS illnesses. Multicenter AIDS Cohort Study (MACS).

PubMed

Hoover, D R; Peng, Y; Saah, A J; Detels, R R; Day, R S; Phair, J P

A simple non-parametric approach is developed to simultaneously estimate net incidence and morbidity time from specific AIDS illnesses in populations at high risk for death from these illnesses and other causes. The disease-death process has four-stages that can be recast as two sandwiching three-state multiple decrement processes. Non-parametric estimation of net incidence and morbidity time with error bounds are achieved from these sandwiching models through modification of methods from Aalen and Greenwood, and bootstrapping. An application to immunosuppressed HIV-1 infected homosexual men reveals that cytomegalovirus disease, Kaposi's sarcoma and Pneumocystis pneumonia are likely to occur and cause significant morbidity time.

Noise and analyzer-crystal angular position analysis for analyzer-based phase-contrast imaging

NASA Astrophysics Data System (ADS)

Majidi, Keivan; Li, Jun; Muehleman, Carol; Brankov, Jovan G.

2014-04-01

The analyzer-based phase-contrast x-ray imaging (ABI) method is emerging as a potential alternative to conventional radiography. Like many of the modern imaging techniques, ABI is a computed imaging method (meaning that images are calculated from raw data). ABI can simultaneously generate a number of planar parametric images containing information about absorption, refraction, and scattering properties of an object. These images are estimated from raw data acquired by measuring (sampling) the angular intensity profile of the x-ray beam passed through the object at different angular positions of the analyzer crystal. The noise in the estimated ABI parametric images depends upon imaging conditions like the source intensity (flux), measurements angular positions, object properties, and the estimation method. In this paper, we use the Cramér-Rao lower bound (CRLB) to quantify the noise properties in parametric images and to investigate the effect of source intensity, different analyzer-crystal angular positions and object properties on this bound, assuming a fixed radiation dose delivered to an object. The CRLB is the minimum bound for the variance of an unbiased estimator and defines the best noise performance that one can obtain regardless of which estimation method is used to estimate ABI parametric images. The main result of this paper is that the variance (hence the noise) in parametric images is directly proportional to the source intensity and only a limited number of analyzer-crystal angular measurements (eleven for uniform and three for optimal non-uniform) are required to get the best parametric images. The following angular measurements only spread the total dose to the measurements without improving or worsening CRLB, but the added measurements may improve parametric images by reducing estimation bias. Next, using CRLB we evaluate the multiple-image radiography, diffraction enhanced imaging and scatter diffraction enhanced imaging estimation techniques, though the proposed methodology can be used to evaluate any other ABI parametric image estimation technique.

Noise and Analyzer-Crystal Angular Position Analysis for Analyzer-Based Phase-Contrast Imaging

PubMed Central

Majidi, Keivan; Li, Jun; Muehleman, Carol; Brankov, Jovan G.

2014-01-01

The analyzer-based phase-contrast X-ray imaging (ABI) method is emerging as a potential alternative to conventional radiography. Like many of the modern imaging techniques, ABI is a computed imaging method (meaning that images are calculated from raw data). ABI can simultaneously generate a number of planar parametric images containing information about absorption, refraction, and scattering properties of an object. These images are estimated from raw data acquired by measuring (sampling) the angular intensity profile (AIP) of the X-ray beam passed through the object at different angular positions of the analyzer crystal. The noise in the estimated ABI parametric images depends upon imaging conditions like the source intensity (flux), measurements angular positions, object properties, and the estimation method. In this paper, we use the Cramér-Rao lower bound (CRLB) to quantify the noise properties in parametric images and to investigate the effect of source intensity, different analyzer-crystal angular positions and object properties on this bound, assuming a fixed radiation dose delivered to an object. The CRLB is the minimum bound for the variance of an unbiased estimator and defines the best noise performance that one can obtain regardless of which estimation method is used to estimate ABI parametric images. The main result of this manuscript is that the variance (hence the noise) in parametric images is directly proportional to the source intensity and only a limited number of analyzer-crystal angular measurements (eleven for uniform and three for optimal non-uniform) are required to get the best parametric images. The following angular measurements only spread the total dose to the measurements without improving or worsening CRLB, but the added measurements may improve parametric images by reducing estimation bias. Next, using CRLB we evaluate the Multiple-Image Radiography (MIR), Diffraction Enhanced Imaging (DEI) and Scatter Diffraction Enhanced Imaging (S-DEI) estimation techniques, though the proposed methodology can be used to evaluate any other ABI parametric image estimation technique. PMID:24651402

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Bayesian non-parametric inference for stochastic epidemic models using Gaussian Processes.

PubMed

Xu, Xiaoguang; Kypraios, Theodore; O'Neill, Philip D

2016-10-01

This paper considers novel Bayesian non-parametric methods for stochastic epidemic models. Many standard modeling and data analysis methods use underlying assumptions (e.g. concerning the rate at which new cases of disease will occur) which are rarely challenged or tested in practice. To relax these assumptions, we develop a Bayesian non-parametric approach using Gaussian Processes, specifically to estimate the infection process. The methods are illustrated with both simulated and real data sets, the former illustrating that the methods can recover the true infection process quite well in practice, and the latter illustrating that the methods can be successfully applied in different settings. © The Author 2016. Published by Oxford University Press.

A Nonparametric Geostatistical Method For Estimating Species Importance

Treesearch

Andrew J. Lister; Rachel Riemann; Michael Hoppus

2001-01-01

Parametric statistical methods are not always appropriate for conducting spatial analyses of forest inventory data. Parametric geostatistical methods such as variography and kriging are essentially averaging procedures, and thus can be affected by extreme values. Furthermore, non normal distributions violate the assumptions of analyses in which test statistics are...

Non-parametric methods for cost-effectiveness analysis: the central limit theorem and the bootstrap compared.

PubMed

Nixon, Richard M; Wonderling, David; Grieve, Richard D

2010-03-01

Cost-effectiveness analyses (CEA) alongside randomised controlled trials commonly estimate incremental net benefits (INB), with 95% confidence intervals, and compute cost-effectiveness acceptability curves and confidence ellipses. Two alternative non-parametric methods for estimating INB are to apply the central limit theorem (CLT) or to use the non-parametric bootstrap method, although it is unclear which method is preferable. This paper describes the statistical rationale underlying each of these methods and illustrates their application with a trial-based CEA. It compares the sampling uncertainty from using either technique in a Monte Carlo simulation. The experiments are repeated varying the sample size and the skewness of costs in the population. The results showed that, even when data were highly skewed, both methods accurately estimated the true standard errors (SEs) when sample sizes were moderate to large (n>50), and also gave good estimates for small data sets with low skewness. However, when sample sizes were relatively small and the data highly skewed, using the CLT rather than the bootstrap led to slightly more accurate SEs. We conclude that while in general using either method is appropriate, the CLT is easier to implement, and provides SEs that are at least as accurate as the bootstrap. (c) 2009 John Wiley & Sons, Ltd.

Genetic Algorithm Based Framework for Automation of Stochastic Modeling of Multi-Season Streamflows

NASA Astrophysics Data System (ADS)

Srivastav, R. K.; Srinivasan, K.; Sudheer, K.

2009-05-01

Synthetic streamflow data generation involves the synthesis of likely streamflow patterns that are statistically indistinguishable from the observed streamflow data. The various kinds of stochastic models adopted for multi-season streamflow generation in hydrology are: i) parametric models which hypothesize the form of the periodic dependence structure and the distributional form a priori (examples are PAR, PARMA); disaggregation models that aim to preserve the correlation structure at the periodic level and the aggregated annual level; ii) Nonparametric models (examples are bootstrap/kernel based methods), which characterize the laws of chance, describing the stream flow process, without recourse to prior assumptions as to the form or structure of these laws; (k-nearest neighbor (k-NN), matched block bootstrap (MABB)); non-parametric disaggregation model. iii) Hybrid models which blend both parametric and non-parametric models advantageously to model the streamflows effectively. Despite many of these developments that have taken place in the field of stochastic modeling of streamflows over the last four decades, accurate prediction of the storage and the critical drought characteristics has been posing a persistent challenge to the stochastic modeler. This is partly because, usually, the stochastic streamflow model parameters are estimated by minimizing a statistically based objective function (such as maximum likelihood (MLE) or least squares (LS) estimation) and subsequently the efficacy of the models is being validated based on the accuracy of prediction of the estimates of the water-use characteristics, which requires large number of trial simulations and inspection of many plots and tables. Still accurate prediction of the storage and the critical drought characteristics may not be ensured. In this study a multi-objective optimization framework is proposed to find the optimal hybrid model (blend of a simple parametric model, PAR(1) model and matched block bootstrap (MABB) ) based on the explicit objective functions of minimizing the relative bias and relative root mean square error in estimating the storage capacity of the reservoir. The optimal parameter set of the hybrid model is obtained based on the search over a multi- dimensional parameter space (involving simultaneous exploration of the parametric (PAR(1)) as well as the non-parametric (MABB) components). This is achieved using the efficient evolutionary search based optimization tool namely, non-dominated sorting genetic algorithm - II (NSGA-II). This approach helps in reducing the drudgery involved in the process of manual selection of the hybrid model, in addition to predicting the basic summary statistics dependence structure, marginal distribution and water-use characteristics accurately. The proposed optimization framework is used to model the multi-season streamflows of River Beaver and River Weber of USA. In case of both the rivers, the proposed GA-based hybrid model yields a much better prediction of the storage capacity (where simultaneous exploration of both parametric and non-parametric components is done) when compared with the MLE-based hybrid models (where the hybrid model selection is done in two stages, thus probably resulting in a sub-optimal model). This framework can be further extended to include different linear/non-linear hybrid stochastic models at other temporal and spatial scales as well.

Mixture models for undiagnosed prevalent disease and interval-censored incident disease: applications to a cohort assembled from electronic health records.

PubMed

Cheung, Li C; Pan, Qing; Hyun, Noorie; Schiffman, Mark; Fetterman, Barbara; Castle, Philip E; Lorey, Thomas; Katki, Hormuzd A

2017-09-30

For cost-effectiveness and efficiency, many large-scale general-purpose cohort studies are being assembled within large health-care providers who use electronic health records. Two key features of such data are that incident disease is interval-censored between irregular visits and there can be pre-existing (prevalent) disease. Because prevalent disease is not always immediately diagnosed, some disease diagnosed at later visits are actually undiagnosed prevalent disease. We consider prevalent disease as a point mass at time zero for clinical applications where there is no interest in time of prevalent disease onset. We demonstrate that the naive Kaplan-Meier cumulative risk estimator underestimates risks at early time points and overestimates later risks. We propose a general family of mixture models for undiagnosed prevalent disease and interval-censored incident disease that we call prevalence-incidence models. Parameters for parametric prevalence-incidence models, such as the logistic regression and Weibull survival (logistic-Weibull) model, are estimated by direct likelihood maximization or by EM algorithm. Non-parametric methods are proposed to calculate cumulative risks for cases without covariates. We compare naive Kaplan-Meier, logistic-Weibull, and non-parametric estimates of cumulative risk in the cervical cancer screening program at Kaiser Permanente Northern California. Kaplan-Meier provided poor estimates while the logistic-Weibull model was a close fit to the non-parametric. Our findings support our use of logistic-Weibull models to develop the risk estimates that underlie current US risk-based cervical cancer screening guidelines. Published 2017. This article has been contributed to by US Government employees and their work is in the public domain in the USA. Published 2017. This article has been contributed to by US Government employees and their work is in the public domain in the USA.

A Frequency-Domain Multipath Parameter Estimation and Mitigation Method for BOC-Modulated GNSS Signals

PubMed Central

Sun, Chao; Feng, Wenquan; Du, Songlin

2018-01-01

As multipath is one of the dominating error sources for high accuracy Global Navigation Satellite System (GNSS) applications, multipath mitigation approaches are employed to minimize this hazardous error in receivers. Binary offset carrier modulation (BOC), as a modernized signal structure, is adopted to achieve significant enhancement. However, because of its multi-peak autocorrelation function, conventional multipath mitigation techniques for binary phase shift keying (BPSK) signal would not be optimal. Currently, non-parametric and parametric approaches have been studied specifically aiming at multipath mitigation for BOC signals. Non-parametric techniques, such as Code Correlation Reference Waveforms (CCRW), usually have good feasibility with simple structures, but suffer from low universal applicability for different BOC signals. Parametric approaches can thoroughly eliminate multipath error by estimating multipath parameters. The problems with this category are at the high computation complexity and vulnerability to the noise. To tackle the problem, we present a practical parametric multipath estimation method in the frequency domain for BOC signals. The received signal is transferred to the frequency domain to separate out the multipath channel transfer function for multipath parameter estimation. During this process, we take the operations of segmentation and averaging to reduce both noise effect and computational load. The performance of the proposed method is evaluated and compared with the previous work in three scenarios. Results indicate that the proposed averaging-Fast Fourier Transform (averaging-FFT) method achieves good robustness in severe multipath environments with lower computational load for both low-order and high-order BOC signals. PMID:29495589

Empirical validation of statistical parametric mapping for group imaging of fast neural activity using electrical impedance tomography.

PubMed

Packham, B; Barnes, G; Dos Santos, G Sato; Aristovich, K; Gilad, O; Ghosh, A; Oh, T; Holder, D

2016-06-01

Electrical impedance tomography (EIT) allows for the reconstruction of internal conductivity from surface measurements. A change in conductivity occurs as ion channels open during neural activity, making EIT a potential tool for functional brain imaging. EIT images can have  >10 000 voxels, which means statistical analysis of such images presents a substantial multiple testing problem. One way to optimally correct for these issues and still maintain the flexibility of complicated experimental designs is to use random field theory. This parametric method estimates the distribution of peaks one would expect by chance in a smooth random field of a given size. Random field theory has been used in several other neuroimaging techniques but never validated for EIT images of fast neural activity, such validation can be achieved using non-parametric techniques. Both parametric and non-parametric techniques were used to analyze a set of 22 images collected from 8 rats. Significant group activations were detected using both techniques (corrected p  <  0.05). Both parametric and non-parametric analyses yielded similar results, although the latter was less conservative. These results demonstrate the first statistical analysis of such an image set and indicate that such an analysis is an approach for EIT images of neural activity.

Empirical validation of statistical parametric mapping for group imaging of fast neural activity using electrical impedance tomography

PubMed Central

Packham, B; Barnes, G; dos Santos, G Sato; Aristovich, K; Gilad, O; Ghosh, A; Oh, T; Holder, D

2016-01-01

Abstract Electrical impedance tomography (EIT) allows for the reconstruction of internal conductivity from surface measurements. A change in conductivity occurs as ion channels open during neural activity, making EIT a potential tool for functional brain imaging. EIT images can have  >10 000 voxels, which means statistical analysis of such images presents a substantial multiple testing problem. One way to optimally correct for these issues and still maintain the flexibility of complicated experimental designs is to use random field theory. This parametric method estimates the distribution of peaks one would expect by chance in a smooth random field of a given size. Random field theory has been used in several other neuroimaging techniques but never validated for EIT images of fast neural activity, such validation can be achieved using non-parametric techniques. Both parametric and non-parametric techniques were used to analyze a set of 22 images collected from 8 rats. Significant group activations were detected using both techniques (corrected p  <  0.05). Both parametric and non-parametric analyses yielded similar results, although the latter was less conservative. These results demonstrate the first statistical analysis of such an image set and indicate that such an analysis is an approach for EIT images of neural activity. PMID:27203477

Pilot-based parametric channel estimation algorithm for DCO-OFDM-based visual light communications

NASA Astrophysics Data System (ADS)

Qian, Xuewen; Deng, Honggui; He, Hailang

2017-10-01

Due to wide modulation bandwidth in optical communication, multipath channels may be non-sparse and deteriorate communication performance heavily. Traditional compressive sensing-based channel estimation algorithm cannot be employed in this kind of situation. In this paper, we propose a practical parametric channel estimation algorithm for orthogonal frequency division multiplexing (OFDM)-based visual light communication (VLC) systems based on modified zero correlation code (ZCC) pair that has the impulse-like correlation property. Simulation results show that the proposed algorithm achieves better performances than existing least squares (LS)-based algorithm in both bit error ratio (BER) and frequency response estimation.

A non-parametric automatic blending methodology to estimate rainfall fields from rain gauge and radar data

NASA Astrophysics Data System (ADS)

Velasco-Forero, Carlos A.; Sempere-Torres, Daniel; Cassiraga, Eduardo F.; Jaime Gómez-Hernández, J.

2009-07-01

Quantitative estimation of rainfall fields has been a crucial objective from early studies of the hydrological applications of weather radar. Previous studies have suggested that flow estimations are improved when radar and rain gauge data are combined to estimate input rainfall fields. This paper reports new research carried out in this field. Classical approaches for the selection and fitting of a theoretical correlogram (or semivariogram) model (needed to apply geostatistical estimators) are avoided in this study. Instead, a non-parametric technique based on FFT is used to obtain two-dimensional positive-definite correlograms directly from radar observations, dealing with both the natural anisotropy and the temporal variation of the spatial structure of the rainfall in the estimated fields. Because these correlation maps can be automatically obtained at each time step of a given rainfall event, this technique might easily be used in operational (real-time) applications. This paper describes the development of the non-parametric estimator exploiting the advantages of FFT for the automatic computation of correlograms and provides examples of its application on a case study using six rainfall events. This methodology is applied to three different alternatives to incorporate the radar information (as a secondary variable), and a comparison of performances is provided. In particular, their ability to reproduce in estimated rainfall fields (i) the rain gauge observations (in a cross-validation analysis) and (ii) the spatial patterns of radar fields are analyzed. Results seem to indicate that the methodology of kriging with external drift [KED], in combination with the technique of automatically computing 2-D spatial correlograms, provides merged rainfall fields with good agreement with rain gauges and with the most accurate approach to the spatial tendencies observed in the radar rainfall fields, when compared with other alternatives analyzed.

Assessing statistical differences between parameters estimates in Partial Least Squares path modeling.

PubMed

Rodríguez-Entrena, Macario; Schuberth, Florian; Gelhard, Carsten

2018-01-01

Structural equation modeling using partial least squares (PLS-SEM) has become a main-stream modeling approach in various disciplines. Nevertheless, prior literature still lacks a practical guidance on how to properly test for differences between parameter estimates. Whereas existing techniques such as parametric and non-parametric approaches in PLS multi-group analysis solely allow to assess differences between parameters that are estimated for different subpopulations, the study at hand introduces a technique that allows to also assess whether two parameter estimates that are derived from the same sample are statistically different. To illustrate this advancement to PLS-SEM, we particularly refer to a reduced version of the well-established technology acceptance model.

Comparison of parametric and bootstrap method in bioequivalence test.

PubMed

Ahn, Byung-Jin; Yim, Dong-Seok

2009-10-01

The estimation of 90% parametric confidence intervals (CIs) of mean AUC and Cmax ratios in bioequivalence (BE) tests are based upon the assumption that formulation effects in log-transformed data are normally distributed. To compare the parametric CIs with those obtained from nonparametric methods we performed repeated estimation of bootstrap-resampled datasets. The AUC and Cmax values from 3 archived datasets were used. BE tests on 1,000 resampled datasets from each archived dataset were performed using SAS (Enterprise Guide Ver.3). Bootstrap nonparametric 90% CIs of formulation effects were then compared with the parametric 90% CIs of the original datasets. The 90% CIs of formulation effects estimated from the 3 archived datasets were slightly different from nonparametric 90% CIs obtained from BE tests on resampled datasets. Histograms and density curves of formulation effects obtained from resampled datasets were similar to those of normal distribution. However, in 2 of 3 resampled log (AUC) datasets, the estimates of formulation effects did not follow the Gaussian distribution. Bias-corrected and accelerated (BCa) CIs, one of the nonparametric CIs of formulation effects, shifted outside the parametric 90% CIs of the archived datasets in these 2 non-normally distributed resampled log (AUC) datasets. Currently, the 80~125% rule based upon the parametric 90% CIs is widely accepted under the assumption of normally distributed formulation effects in log-transformed data. However, nonparametric CIs may be a better choice when data do not follow this assumption.

Comparison of Parametric and Bootstrap Method in Bioequivalence Test

PubMed Central

Ahn, Byung-Jin

2009-01-01

The estimation of 90% parametric confidence intervals (CIs) of mean AUC and Cmax ratios in bioequivalence (BE) tests are based upon the assumption that formulation effects in log-transformed data are normally distributed. To compare the parametric CIs with those obtained from nonparametric methods we performed repeated estimation of bootstrap-resampled datasets. The AUC and Cmax values from 3 archived datasets were used. BE tests on 1,000 resampled datasets from each archived dataset were performed using SAS (Enterprise Guide Ver.3). Bootstrap nonparametric 90% CIs of formulation effects were then compared with the parametric 90% CIs of the original datasets. The 90% CIs of formulation effects estimated from the 3 archived datasets were slightly different from nonparametric 90% CIs obtained from BE tests on resampled datasets. Histograms and density curves of formulation effects obtained from resampled datasets were similar to those of normal distribution. However, in 2 of 3 resampled log (AUC) datasets, the estimates of formulation effects did not follow the Gaussian distribution. Bias-corrected and accelerated (BCa) CIs, one of the nonparametric CIs of formulation effects, shifted outside the parametric 90% CIs of the archived datasets in these 2 non-normally distributed resampled log (AUC) datasets. Currently, the 80~125% rule based upon the parametric 90% CIs is widely accepted under the assumption of normally distributed formulation effects in log-transformed data. However, nonparametric CIs may be a better choice when data do not follow this assumption. PMID:19915699

Monitoring waterbird abundance in wetlands: The importance of controlling results for variation in water depth

USGS Publications Warehouse

Bolduc, F.; Afton, A.D.

2008-01-01

Wetland use by waterbirds is highly dependent on water depth, and depth requirements generally vary among species. Furthermore, water depth within wetlands often varies greatly over time due to unpredictable hydrological events, making comparisons of waterbird abundance among wetlands difficult as effects of habitat variables and water depth are confounded. Species-specific relationships between bird abundance and water depth necessarily are non-linear; thus, we developed a methodology to correct waterbird abundance for variation in water depth, based on the non-parametric regression of these two variables. Accordingly, we used the difference between observed and predicted abundances from non-parametric regression (analogous to parametric residuals) as an estimate of bird abundance at equivalent water depths. We scaled this difference to levels of observed and predicted abundances using the formula: ((observed - predicted abundance)/(observed + predicted abundance)) ?? 100. This estimate also corresponds to the observed:predicted abundance ratio, which allows easy interpretation of results. We illustrated this methodology using two hypothetical species that differed in water depth and wetland preferences. Comparisons of wetlands, using both observed and relative corrected abundances, indicated that relative corrected abundance adequately separates the effect of water depth from the effect of wetlands. ?? 2008 Elsevier B.V.

Parametric vs. non-parametric statistics of low resolution electromagnetic tomography (LORETA).

PubMed

Thatcher, R W; North, D; Biver, C

2005-01-01

This study compared the relative statistical sensitivity of non-parametric and parametric statistics of 3-dimensional current sources as estimated by the EEG inverse solution Low Resolution Electromagnetic Tomography (LORETA). One would expect approximately 5% false positives (classification of a normal as abnormal) at the P < .025 level of probability (two tailed test) and approximately 1% false positives at the P < .005 level. EEG digital samples (2 second intervals sampled 128 Hz, 1 to 2 minutes eyes closed) from 43 normal adult subjects were imported into the Key Institute's LORETA program. We then used the Key Institute's cross-spectrum and the Key Institute's LORETA output files (*.lor) as the 2,394 gray matter pixel representation of 3-dimensional currents at different frequencies. The mean and standard deviation *.lor files were computed for each of the 2,394 gray matter pixels for each of the 43 subjects. Tests of Gaussianity and different transforms were computed in order to best approximate a normal distribution for each frequency and gray matter pixel. The relative sensitivity of parametric vs. non-parametric statistics were compared using a "leave-one-out" cross validation method in which individual normal subjects were withdrawn and then statistically classified as being either normal or abnormal based on the remaining subjects. Log10 transforms approximated Gaussian distribution in the range of 95% to 99% accuracy. Parametric Z score tests at P < .05 cross-validation demonstrated an average misclassification rate of approximately 4.25%, and range over the 2,394 gray matter pixels was 27.66% to 0.11%. At P < .01 parametric Z score cross-validation false positives were 0.26% and ranged from 6.65% to 0% false positives. The non-parametric Key Institute's t-max statistic at P < .05 had an average misclassification error rate of 7.64% and ranged from 43.37% to 0.04% false positives. The nonparametric t-max at P < .01 had an average misclassification rate of 6.67% and ranged from 41.34% to 0% false positives of the 2,394 gray matter pixels for any cross-validated normal subject. In conclusion, adequate approximation to Gaussian distribution and high cross-validation can be achieved by the Key Institute's LORETA programs by using a log10 transform and parametric statistics, and parametric normative comparisons had lower false positive rates than the non-parametric tests.

The influence of linear elements on plant species diversity of Mediterranean rural landscapes: assessment of different indices and statistical approaches.

PubMed

García del Barrio, J M; Ortega, M; Vázquez De la Cueva, A; Elena-Rosselló, R

2006-08-01

This paper mainly aims to study the linear element influence on the estimation of vascular plant species diversity in five Mediterranean landscapes modeled as land cover patch mosaics. These landscapes have several core habitats and a different set of linear elements--habitat edges or ecotones, roads or railways, rivers, streams and hedgerows on farm land--whose plant composition were examined. Secondly, it aims to check plant diversity estimation in Mediterranean landscapes using parametric and non-parametric procedures, with two indices: Species richness and Shannon index. Land cover types and landscape linear elements were identified from aerial photographs. Their spatial information was processed using GIS techniques. Field plots were selected using a stratified sampling design according to relieve and tree density of each habitat type. A 50x20 m2 multi-scale sampling plot was designed for the core habitats and across the main landscape linear elements. Richness and diversity of plant species were estimated by comparing the observed field data to ICE (Incidence-based Coverage Estimator) and ACE (Abundance-based Coverage Estimator) non-parametric estimators. The species density, percentage of unique species, and alpha diversity per plot were significantly higher (p < 0.05) in linear elements than in core habitats. ICE estimate of number of species was 32% higher than of ACE estimate, which did not differ significantly from the observed values. Accumulated species richness in core habitats together with linear elements, were significantly higher than those recorded only in the core habitats in all the landscapes. Conversely, Shannon diversity index did not show significant differences.

Accurate Biomass Estimation via Bayesian Adaptive Sampling

NASA Technical Reports Server (NTRS)

Wheeler, Kevin R.; Knuth, Kevin H.; Castle, Joseph P.; Lvov, Nikolay

2005-01-01

The following concepts were introduced: a) Bayesian adaptive sampling for solving biomass estimation; b) Characterization of MISR Rahman model parameters conditioned upon MODIS landcover. c) Rigorous non-parametric Bayesian approach to analytic mixture model determination. d) Unique U.S. asset for science product validation and verification.

Parametric modelling of cost data in medical studies.

PubMed

Nixon, R M; Thompson, S G

2004-04-30

The cost of medical resources used is often recorded for each patient in clinical studies in order to inform decision-making. Although cost data are generally skewed to the right, interest is in making inferences about the population mean cost. Common methods for non-normal data, such as data transformation, assuming asymptotic normality of the sample mean or non-parametric bootstrapping, are not ideal. This paper describes possible parametric models for analysing cost data. Four example data sets are considered, which have different sample sizes and degrees of skewness. Normal, gamma, log-normal, and log-logistic distributions are fitted, together with three-parameter versions of the latter three distributions. Maximum likelihood estimates of the population mean are found; confidence intervals are derived by a parametric BC(a) bootstrap and checked by MCMC methods. Differences between model fits and inferences are explored.Skewed parametric distributions fit cost data better than the normal distribution, and should in principle be preferred for estimating the population mean cost. However for some data sets, we find that models that fit badly can give similar inferences to those that fit well. Conversely, particularly when sample sizes are not large, different parametric models that fit the data equally well can lead to substantially different inferences. We conclude that inferences are sensitive to choice of statistical model, which itself can remain uncertain unless there is enough data to model the tail of the distribution accurately. Investigating the sensitivity of conclusions to choice of model should thus be an essential component of analysing cost data in practice. Copyright 2004 John Wiley & Sons, Ltd.

Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting

PubMed Central

Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip; Zhang, Zheng

2015-01-01

Summary The estimation of average treatment effects based on observational data is extremely important in practice and has been studied by generations of statisticians under different frameworks. Existing globally efficient estimators require non-parametric estimation of a propensity score function, an outcome regression function or both, but their performance can be poor in practical sample sizes. Without explicitly estimating either functions, we consider a wide class calibration weights constructed to attain an exact three-way balance of the moments of observed covariates among the treated, the control, and the combined group. The wide class includes exponential tilting, empirical likelihood and generalized regression as important special cases, and extends survey calibration estimators to different statistical problems and with important distinctions. Global semiparametric efficiency for the estimation of average treatment effects is established for this general class of calibration estimators. The results show that efficiency can be achieved by solely balancing the covariate distributions without resorting to direct estimation of propensity score or outcome regression function. We also propose a consistent estimator for the efficient asymptotic variance, which does not involve additional functional estimation of either the propensity score or the outcome regression functions. The proposed variance estimator outperforms existing estimators that require a direct approximation of the efficient influence function. PMID:27346982

Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting.

PubMed

Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip; Zhang, Zheng

2016-06-01

The estimation of average treatment effects based on observational data is extremely important in practice and has been studied by generations of statisticians under different frameworks. Existing globally efficient estimators require non-parametric estimation of a propensity score function, an outcome regression function or both, but their performance can be poor in practical sample sizes. Without explicitly estimating either functions, we consider a wide class calibration weights constructed to attain an exact three-way balance of the moments of observed covariates among the treated, the control, and the combined group. The wide class includes exponential tilting, empirical likelihood and generalized regression as important special cases, and extends survey calibration estimators to different statistical problems and with important distinctions. Global semiparametric efficiency for the estimation of average treatment effects is established for this general class of calibration estimators. The results show that efficiency can be achieved by solely balancing the covariate distributions without resorting to direct estimation of propensity score or outcome regression function. We also propose a consistent estimator for the efficient asymptotic variance, which does not involve additional functional estimation of either the propensity score or the outcome regression functions. The proposed variance estimator outperforms existing estimators that require a direct approximation of the efficient influence function.

Regional vertical total electron content (VTEC) modeling together with satellite and receiver differential code biases (DCBs) using semi-parametric multivariate adaptive regression B-splines (SP-BMARS)

NASA Astrophysics Data System (ADS)

Durmaz, Murat; Karslioglu, Mahmut Onur

2015-04-01

There are various global and regional methods that have been proposed for the modeling of ionospheric vertical total electron content (VTEC). Global distribution of VTEC is usually modeled by spherical harmonic expansions, while tensor products of compactly supported univariate B-splines can be used for regional modeling. In these empirical parametric models, the coefficients of the basis functions as well as differential code biases (DCBs) of satellites and receivers can be treated as unknown parameters which can be estimated from geometry-free linear combinations of global positioning system observables. In this work we propose a new semi-parametric multivariate adaptive regression B-splines (SP-BMARS) method for the regional modeling of VTEC together with satellite and receiver DCBs, where the parametric part of the model is related to the DCBs as fixed parameters and the non-parametric part adaptively models the spatio-temporal distribution of VTEC. The latter is based on multivariate adaptive regression B-splines which is a non-parametric modeling technique making use of compactly supported B-spline basis functions that are generated from the observations automatically. This algorithm takes advantage of an adaptive scale-by-scale model building strategy that searches for best-fitting B-splines to the data at each scale. The VTEC maps generated from the proposed method are compared numerically and visually with the global ionosphere maps (GIMs) which are provided by the Center for Orbit Determination in Europe (CODE). The VTEC values from SP-BMARS and CODE GIMs are also compared with VTEC values obtained through calibration using local ionospheric model. The estimated satellite and receiver DCBs from the SP-BMARS model are compared with the CODE distributed DCBs. The results show that the SP-BMARS algorithm can be used to estimate satellite and receiver DCBs while adaptively and flexibly modeling the daily regional VTEC.

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

EPA Pesticide Factsheets

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

Comparison of least squares and exponential sine sweep methods for Parallel Hammerstein Models estimation

NASA Astrophysics Data System (ADS)

Rebillat, Marc; Schoukens, Maarten

2018-05-01

Linearity is a common assumption for many real-life systems, but in many cases the nonlinear behavior of systems cannot be ignored and must be modeled and estimated. Among the various existing classes of nonlinear models, Parallel Hammerstein Models (PHM) are interesting as they are at the same time easy to interpret as well as to estimate. One way to estimate PHM relies on the fact that the estimation problem is linear in the parameters and thus that classical least squares (LS) estimation algorithms can be used. In that area, this article introduces a regularized LS estimation algorithm inspired on some of the recently developed regularized impulse response estimation techniques. Another mean to estimate PHM consists in using parametric or non-parametric exponential sine sweeps (ESS) based methods. These methods (LS and ESS) are founded on radically different mathematical backgrounds but are expected to tackle the same issue. A methodology is proposed here to compare them with respect to (i) their accuracy, (ii) their computational cost, and (iii) their robustness to noise. Tests are performed on simulated systems for several values of methods respective parameters and of signal to noise ratio. Results show that, for a given set of data points, the ESS method is less demanding in computational resources than the LS method but that it is also less accurate. Furthermore, the LS method needs parameters to be set in advance whereas the ESS method is not subject to conditioning issues and can be fully non-parametric. In summary, for a given set of data points, ESS method can provide a first, automatic, and quick overview of a nonlinear system than can guide more computationally demanding and precise methods, such as the regularized LS one proposed here.

Can you trust the parametric standard errors in nonlinear least squares? Yes, with provisos.

PubMed

Tellinghuisen, Joel

2018-04-01

Questions about the reliability of parametric standard errors (SEs) from nonlinear least squares (LS) algorithms have led to a general mistrust of these precision estimators that is often unwarranted. The importance of non-Gaussian parameter distributions is illustrated by converting linear models to nonlinear by substituting e A , ln A, and 1/A for a linear parameter a. Monte Carlo (MC) simulations characterize parameter distributions in more complex cases, including when data have varying uncertainty and should be weighted, but weights are neglected. This situation leads to loss of precision and erroneous parametric SEs, as is illustrated for the Lineweaver-Burk analysis of enzyme kinetics data and the analysis of isothermal titration calorimetry data. Non-Gaussian parameter distributions are generally asymmetric and biased. However, when the parametric SE is <10% of the magnitude of the parameter, both the bias and the asymmetry can usually be ignored. Sometimes nonlinear estimators can be redefined to give more normal distributions and better convergence properties. Variable data uncertainty, or heteroscedasticity, can sometimes be handled by data transforms but more generally requires weighted LS, which in turn require knowledge of the data variance. Parametric SEs are rigorously correct in linear LS under the usual assumptions, and are a trustworthy approximation in nonlinear LS provided they are sufficiently small - a condition favored by the abundant, precise data routinely collected in many modern instrumental methods. Copyright © 2018 Elsevier B.V. All rights reserved.

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

PubMed

Hu, Pingsha; Maiti, Tapabrata

2011-01-01

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

A Nonparametric Mean-Variance Smoothing Method to Assess Arabidopsis Cold Stress Transcriptional Regulator CBF2 Overexpression Microarray Data

PubMed Central

Hu, Pingsha; Maiti, Tapabrata

2011-01-01

Microarray is a powerful tool for genome-wide gene expression analysis. In microarray expression data, often mean and variance have certain relationships. We present a non-parametric mean-variance smoothing method (NPMVS) to analyze differentially expressed genes. In this method, a nonlinear smoothing curve is fitted to estimate the relationship between mean and variance. Inference is then made upon shrinkage estimation of posterior means assuming variances are known. Different methods have been applied to simulated datasets, in which a variety of mean and variance relationships were imposed. The simulation study showed that NPMVS outperformed the other two popular shrinkage estimation methods in some mean-variance relationships; and NPMVS was competitive with the two methods in other relationships. A real biological dataset, in which a cold stress transcription factor gene, CBF2, was overexpressed, has also been analyzed with the three methods. Gene ontology and cis-element analysis showed that NPMVS identified more cold and stress responsive genes than the other two methods did. The good performance of NPMVS is mainly due to its shrinkage estimation for both means and variances. In addition, NPMVS exploits a non-parametric regression between mean and variance, instead of assuming a specific parametric relationship between mean and variance. The source code written in R is available from the authors on request. PMID:21611181

Water Residence Time estimation by 1D deconvolution in the form of a l2 -regularized inverse problem with smoothness, positivity and causality constraints

NASA Astrophysics Data System (ADS)

Meresescu, Alina G.; Kowalski, Matthieu; Schmidt, Frédéric; Landais, François

2018-06-01

The Water Residence Time distribution is the equivalent of the impulse response of a linear system allowing the propagation of water through a medium, e.g. the propagation of rain water from the top of the mountain towards the aquifers. We consider the output aquifer levels as the convolution between the input rain levels and the Water Residence Time, starting with an initial aquifer base level. The estimation of Water Residence Time is important for a better understanding of hydro-bio-geochemical processes and mixing properties of wetlands used as filters in ecological applications, as well as protecting fresh water sources for wells from pollutants. Common methods of estimating the Water Residence Time focus on cross-correlation, parameter fitting and non-parametric deconvolution methods. Here we propose a 1D full-deconvolution, regularized, non-parametric inverse problem algorithm that enforces smoothness and uses constraints of causality and positivity to estimate the Water Residence Time curve. Compared to Bayesian non-parametric deconvolution approaches, it has a fast runtime per test case; compared to the popular and fast cross-correlation method, it produces a more precise Water Residence Time curve even in the case of noisy measurements. The algorithm needs only one regularization parameter to balance between smoothness of the Water Residence Time and accuracy of the reconstruction. We propose an approach on how to automatically find a suitable value of the regularization parameter from the input data only. Tests on real data illustrate the potential of this method to analyze hydrological datasets.

Parametric adaptive filtering and data validation in the bar GW detector AURIGA

NASA Astrophysics Data System (ADS)

Ortolan, A.; Baggio, L.; Cerdonio, M.; Prodi, G. A.; Vedovato, G.; Vitale, S.

2002-04-01

We report on our experience gained in the signal processing of the resonant GW detector AURIGA. Signal amplitude and arrival time are estimated by means of a matched-adaptive Wiener filter. The detector noise, entering in the filter set-up, is modelled as a parametric ARMA process; to account for slow non-stationarity of the noise, the ARMA parameters are estimated on an hourly basis. A requirement of the set-up of an unbiased Wiener filter is the separation of time spans with 'almost Gaussian' noise from non-Gaussian and/or strongly non-stationary time spans. The separation algorithm consists basically of a variance estimate with the Chauvenet convergence method and a threshold on the Curtosis index. The subsequent validation of data is strictly connected with the separation procedure: in fact, by injecting a large number of artificial GW signals into the 'almost Gaussian' part of the AURIGA data stream, we have demonstrated that the effective probability distributions of the signal-to-noise ratio χ2 and the time of arrival are those that are expected.

[Age- and sex-specific reference intervals for 10 health examination items: mega-data from a Japanese Health Service Association].

PubMed

Suka, Machi; Yoshida, Katsumi; Kawai, Tadashi; Aoki, Yoshikazu; Yamane, Noriyuki; Yamauchi, Kuniaki

2005-07-01

To determine age- and sex-specific reference intervals for 10 health examination items in Japanese adults. Health examination data were accumulated from 24 different prefectural health service associations affiliated with the Japan Association of Health Service. Those who were non-smokers, drank less than 7 days/week, and had a body mass index of 18.5-24.9kg/m2 were sampled as a reference population (n = 737,538; 224,947 men and 512,591 women). After classified by age and sex, reference intervals for 10 health examination items (systolic blood pressure, diastolic blood pressure, total cholesterol, triglyceride, glucose, uric acid, AST, ALT, gamma-GT, and hemoglobin) were estimated using the parametric and nonparametric methods. In every item except for hemoglobin, men had higher reference intervals than women. Systolic blood pressure, total cholesterol, and glucose showed an upward trend in values with increasing age. Hemoglobin showed a downward trend in values with increasing age. Triglyceride, ALT, and gamma-GT reached a peak in middle age. Overall, parametric estimates showed narrower reference intervals than non-parametric estimates. Reference intervals vary with age and sex. Age- and sex-specific reference intervals may contribute to better assessment of health examination data.

An Optimal Parameterization Framework for Infrasonic Tomography of the Stratospheric Winds Using Non-Local Sources

DOE PAGES

Blom, Philip Stephen; Marcillo, Omar Eduardo

2016-12-05

A method is developed to apply acoustic tomography methods to a localized network of infrasound arrays with intention of monitoring the atmosphere state in the region around the network using non-local sources without requiring knowledge of the precise source location or non-local atmosphere state. Closely spaced arrays provide a means to estimate phase velocities of signals that can provide limiting bounds on certain characteristics of the atmosphere. Larger spacing between such clusters provide a means to estimate celerity from propagation times along multiple unique stratospherically or thermospherically ducted propagation paths and compute more precise estimates of the atmosphere state. Inmore » order to avoid the commonly encountered complex, multimodal distributions for parametric atmosphere descriptions and to maximize the computational efficiency of the method, an optimal parametrization framework is constructed. This framework identifies the ideal combination of parameters for tomography studies in specific regions of the atmosphere and statistical model selection analysis shows that high quality corrections to the middle atmosphere winds can be obtained using as few as three parameters. Lastly, comparison of the resulting estimates for synthetic data sets shows qualitative agreement between the middle atmosphere winds and those estimated from infrasonic traveltime observations.« less

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

PubMed Central

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

2016-01-01

In the clinic, tremor is diagnosed during a time-limited process in which patients are observed and the characteristics of tremor are visually assessed. For some tremor disorders, a more detailed analysis of these characteristics is needed. Accelerometry and electromyography can be used to obtain a better insight into tremor. Typically, routine clinical assessment of accelerometry and electromyography data involves visual inspection by clinicians and occasionally computational analysis to obtain objective characteristics of tremor. However, for some tremor disorders these characteristics may be different during daily activity. This variability in presentation between the clinic and daily life makes a differential diagnosis more difficult. A long-term recording of tremor by accelerometry and/or electromyography in the home environment could help to give a better insight into the tremor disorder. However, an evaluation of such recordings using routine clinical standards would take too much time. We evaluated a range of techniques that automatically detect tremor segments in accelerometer data, as accelerometer data is more easily obtained in the home environment than electromyography data. Time can be saved if clinicians only have to evaluate the tremor characteristics of segments that have been automatically detected in longer daily activity recordings. We tested four non-parametric methods and five parametric methods on clinical accelerometer data from 14 patients with different tremor disorders. The consensus between two clinicians regarding the presence or absence of tremor on 3943 segments of accelerometer data was employed as reference. The nine methods were tested against this reference to identify their optimal parameters. Non-parametric methods generally performed better than parametric methods on our dataset when optimal parameters were used. However, one parametric method, employing the high frequency content of the tremor bandwidth under consideration (High Freq) performed similarly to non-parametric methods, but had the highest recall values, suggesting that this method could be employed for automatic tremor detection. PMID:27258018

Boltzmann sampling for an XY model using a non-degenerate optical parametric oscillator network

NASA Astrophysics Data System (ADS)

Takeda, Y.; Tamate, S.; Yamamoto, Y.; Takesue, H.; Inagaki, T.; Utsunomiya, S.

2018-01-01

We present an experimental scheme of implementing multiple spins in a classical XY model using a non-degenerate optical parametric oscillator (NOPO) network. We built an NOPO network to simulate a one-dimensional XY Hamiltonian with 5000 spins and externally controllable effective temperatures. The XY spin variables in our scheme are mapped onto the phases of multiple NOPO pulses in a single ring cavity and interactions between XY spins are implemented by mutual injections between NOPOs. We show the steady-state distribution of optical phases of such NOPO pulses is equivalent to the Boltzmann distribution of the corresponding XY model. Estimated effective temperatures converged to the setting values, and the estimated temperatures and the mean energy exhibited good agreement with the numerical simulations of the Langevin dynamics of NOPO phases.

Non-linear auto-regressive models for cross-frequency coupling in neural time series

PubMed Central

Tallot, Lucille; Grabot, Laetitia; Doyère, Valérie; Grenier, Yves; Gramfort, Alexandre

2017-01-01

We address the issue of reliably detecting and quantifying cross-frequency coupling (CFC) in neural time series. Based on non-linear auto-regressive models, the proposed method provides a generative and parametric model of the time-varying spectral content of the signals. As this method models the entire spectrum simultaneously, it avoids the pitfalls related to incorrect filtering or the use of the Hilbert transform on wide-band signals. As the model is probabilistic, it also provides a score of the model “goodness of fit” via the likelihood, enabling easy and legitimate model selection and parameter comparison; this data-driven feature is unique to our model-based approach. Using three datasets obtained with invasive neurophysiological recordings in humans and rodents, we demonstrate that these models are able to replicate previous results obtained with other metrics, but also reveal new insights such as the influence of the amplitude of the slow oscillation. Using simulations, we demonstrate that our parametric method can reveal neural couplings with shorter signals than non-parametric methods. We also show how the likelihood can be used to find optimal filtering parameters, suggesting new properties on the spectrum of the driving signal, but also to estimate the optimal delay between the coupled signals, enabling a directionality estimation in the coupling. PMID:29227989

Software Reliability 2002

NASA Technical Reports Server (NTRS)

Wallace, Dolores R.

2003-01-01

In FY01 we learned that hardware reliability models need substantial changes to account for differences in software, thus making software reliability measurements more effective, accurate, and easier to apply. These reliability models are generally based on familiar distributions or parametric methods. An obvious question is 'What new statistical and probability models can be developed using non-parametric and distribution-free methods instead of the traditional parametric method?" Two approaches to software reliability engineering appear somewhat promising. The first study, begin in FY01, is based in hardware reliability, a very well established science that has many aspects that can be applied to software. This research effort has investigated mathematical aspects of hardware reliability and has identified those applicable to software. Currently the research effort is applying and testing these approaches to software reliability measurement, These parametric models require much project data that may be difficult to apply and interpret. Projects at GSFC are often complex in both technology and schedules. Assessing and estimating reliability of the final system is extremely difficult when various subsystems are tested and completed long before others. Parametric and distribution free techniques may offer a new and accurate way of modeling failure time and other project data to provide earlier and more accurate estimates of system reliability.

Estimating and modeling the cure fraction in population-based cancer survival analysis.

PubMed

Lambert, Paul C; Thompson, John R; Weston, Claire L; Dickman, Paul W

2007-07-01

In population-based cancer studies, cure is said to occur when the mortality (hazard) rate in the diseased group of individuals returns to the same level as that expected in the general population. The cure fraction (the proportion of patients cured of disease) is of interest to patients and is a useful measure to monitor trends in survival of curable disease. There are 2 main types of cure fraction model, the mixture cure fraction model and the non-mixture cure fraction model, with most previous work concentrating on the mixture cure fraction model. In this paper, we extend the parametric non-mixture cure fraction model to incorporate background mortality, thus providing estimates of the cure fraction in population-based cancer studies. We compare the estimates of relative survival and the cure fraction between the 2 types of model and also investigate the importance of modeling the ancillary parameters in the selected parametric distribution for both types of model.

Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Peng, E-mail: peng@ices.utexas.edu; Schwab, Christoph, E-mail: christoph.schwab@sam.math.ethz.ch

2016-07-01

We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by themore » so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation and for Bayesian estimation. They also open a perspective for optimal experimental design.« less

Forest Stand Canopy Structure Attribute Estimation from High Resolution Digital Airborne Imagery

Treesearch

Demetrios Gatziolis

2006-01-01

A study of forest stand canopy variable assessment using digital, airborne, multispectral imagery is presented. Variable estimation involves stem density, canopy closure, and mean crown diameter, and it is based on quantification of spatial autocorrelation among pixel digital numbers (DN) using variogram analysis and an alternative, non-parametric approach known as...

Non-Parametric Collision Probability for Low-Velocity Encounters

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

2007-01-01

An implicit, but not necessarily obvious, assumption in all of the current techniques for assessing satellite collision probability is that the relative position uncertainty is perfectly correlated in time. If there is any mis-modeling of the dynamics in the propagation of the relative position error covariance matrix, time-wise de-correlation of the uncertainty will increase the probability of collision over a given time interval. The paper gives some examples that illustrate this point. This paper argues that, for the present, Monte Carlo analysis is the best available tool for handling low-velocity encounters, and suggests some techniques for addressing the issues just described. One proposal is for the use of a non-parametric technique that is widely used in actuarial and medical studies. The other suggestion is that accurate process noise models be used in the Monte Carlo trials to which the non-parametric estimate is applied. A further contribution of this paper is a description of how the time-wise decorrelation of uncertainty increases the probability of collision.

Estimation of a partially linear additive model for data from an outcome-dependent sampling design with a continuous outcome

PubMed Central

Tan, Ziwen; Qin, Guoyou; Zhou, Haibo

2016-01-01

Outcome-dependent sampling (ODS) designs have been well recognized as a cost-effective way to enhance study efficiency in both statistical literature and biomedical and epidemiologic studies. A partially linear additive model (PLAM) is widely applied in real problems because it allows for a flexible specification of the dependence of the response on some covariates in a linear fashion and other covariates in a nonlinear non-parametric fashion. Motivated by an epidemiological study investigating the effect of prenatal polychlorinated biphenyls exposure on children's intelligence quotient (IQ) at age 7 years, we propose a PLAM in this article to investigate a more flexible non-parametric inference on the relationships among the response and covariates under the ODS scheme. We propose the estimation method and establish the asymptotic properties of the proposed estimator. Simulation studies are conducted to show the improved efficiency of the proposed ODS estimator for PLAM compared with that from a traditional simple random sampling design with the same sample size. The data of the above-mentioned study is analyzed to illustrate the proposed method. PMID:27006375

Automatic correction of intensity nonuniformity from sparseness of gradient distribution in medical images.

PubMed

Zheng, Yuanjie; Grossman, Murray; Awate, Suyash P; Gee, James C

2009-01-01

We propose to use the sparseness property of the gradient probability distribution to estimate the intensity nonuniformity in medical images, resulting in two novel automatic methods: a non-parametric method and a parametric method. Our methods are easy to implement because they both solve an iteratively re-weighted least squares problem. They are remarkably accurate as shown by our experiments on images of different imaged objects and from different imaging modalities.

Automatic Correction of Intensity Nonuniformity from Sparseness of Gradient Distribution in Medical Images

PubMed Central

Zheng, Yuanjie; Grossman, Murray; Awate, Suyash P.; Gee, James C.

2013-01-01

We propose to use the sparseness property of the gradient probability distribution to estimate the intensity nonuniformity in medical images, resulting in two novel automatic methods: a non-parametric method and a parametric method. Our methods are easy to implement because they both solve an iteratively re-weighted least squares problem. They are remarkably accurate as shown by our experiments on images of different imaged objects and from different imaging modalities. PMID:20426191

Semiparametric Estimation of the Impacts of Longitudinal Interventions on Adolescent Obesity using Targeted Maximum-Likelihood: Accessible Estimation with the ltmle Package

PubMed Central

Decker, Anna L.; Hubbard, Alan; Crespi, Catherine M.; Seto, Edmund Y.W.; Wang, May C.

2015-01-01

While child and adolescent obesity is a serious public health concern, few studies have utilized parameters based on the causal inference literature to examine the potential impacts of early intervention. The purpose of this analysis was to estimate the causal effects of early interventions to improve physical activity and diet during adolescence on body mass index (BMI), a measure of adiposity, using improved techniques. The most widespread statistical method in studies of child and adolescent obesity is multi-variable regression, with the parameter of interest being the coefficient on the variable of interest. This approach does not appropriately adjust for time-dependent confounding, and the modeling assumptions may not always be met. An alternative parameter to estimate is one motivated by the causal inference literature, which can be interpreted as the mean change in the outcome under interventions to set the exposure of interest. The underlying data-generating distribution, upon which the estimator is based, can be estimated via a parametric or semi-parametric approach. Using data from the National Heart, Lung, and Blood Institute Growth and Health Study, a 10-year prospective cohort study of adolescent girls, we estimated the longitudinal impact of physical activity and diet interventions on 10-year BMI z-scores via a parameter motivated by the causal inference literature, using both parametric and semi-parametric estimation approaches. The parameters of interest were estimated with a recently released R package, ltmle, for estimating means based upon general longitudinal treatment regimes. We found that early, sustained intervention on total calories had a greater impact than a physical activity intervention or non-sustained interventions. Multivariable linear regression yielded inflated effect estimates compared to estimates based on targeted maximum-likelihood estimation and data-adaptive super learning. Our analysis demonstrates that sophisticated, optimal semiparametric estimation of longitudinal treatment-specific means via ltmle provides an incredibly powerful, yet easy-to-use tool, removing impediments for putting theory into practice. PMID:26046009

A Non-Parametric Probability Density Estimator and Some Applications.

DTIC Science & Technology

1984-05-01

distributions, which are assumed to be representa- tive of platykurtic , mesokurtic, and leptokurtic distribu- tions in general. The dissertation is... platykurtic distributions. Consider, for example, the uniform distribution shown in Figure 4. 34 o . 1., Figure 4 -Sensitivity to Support Estimation The...results of the density function comparisons indicate that the new estimator is clearly -Z superior for platykurtic distributions, equal to the best 59

Delineating parameter unidentifiabilities in complex models

NASA Astrophysics Data System (ADS)

Raman, Dhruva V.; Anderson, James; Papachristodoulou, Antonis

2017-03-01

Scientists use mathematical modeling as a tool for understanding and predicting the properties of complex physical systems. In highly parametrized models there often exist relationships between parameters over which model predictions are identical, or nearly identical. These are known as structural or practical unidentifiabilities, respectively. They are hard to diagnose and make reliable parameter estimation from data impossible. They furthermore imply the existence of an underlying model simplification. We describe a scalable method for detecting unidentifiabilities, as well as the functional relations defining them, for generic models. This allows for model simplification, and appreciation of which parameters (or functions thereof) cannot be estimated from data. Our algorithm can identify features such as redundant mechanisms and fast time-scale subsystems, as well as the regimes in parameter space over which such approximations are valid. We base our algorithm on a quantification of regional parametric sensitivity that we call `multiscale sloppiness'. Traditionally, the link between parametric sensitivity and the conditioning of the parameter estimation problem is made locally, through the Fisher information matrix. This is valid in the regime of infinitesimal measurement uncertainty. We demonstrate the duality between multiscale sloppiness and the geometry of confidence regions surrounding parameter estimates made where measurement uncertainty is non-negligible. Further theoretical relationships are provided linking multiscale sloppiness to the likelihood-ratio test. From this, we show that a local sensitivity analysis (as typically done) is insufficient for determining the reliability of parameter estimation, even with simple (non)linear systems. Our algorithm can provide a tractable alternative. We finally apply our methods to a large-scale, benchmark systems biology model of necrosis factor (NF)-κ B , uncovering unidentifiabilities.

Trans-dimensional inversion of microtremor array dispersion data with hierarchical autoregressive error models

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Molnar, Sheri; Steininger, Gavin; Dosso, Stan E.; Cassidy, John F.

2012-02-01

This paper applies a general trans-dimensional Bayesian inference methodology and hierarchical autoregressive data-error models to the inversion of microtremor array dispersion data for shear wave velocity (vs) structure. This approach accounts for the limited knowledge of the optimal earth model parametrization (e.g. the number of layers in the vs profile) and of the data-error statistics in the resulting vs parameter uncertainty estimates. The assumed earth model parametrization influences estimates of parameter values and uncertainties due to different parametrizations leading to different ranges of data predictions. The support of the data for a particular model is often non-unique and several parametrizations may be supported. A trans-dimensional formulation accounts for this non-uniqueness by including a model-indexing parameter as an unknown so that groups of models (identified by the indexing parameter) are considered in the results. The earth model is parametrized in terms of a partition model with interfaces given over a depth-range of interest. In this work, the number of interfaces (layers) in the partition model represents the trans-dimensional model indexing. In addition, serial data-error correlations are addressed by augmenting the geophysical forward model with a hierarchical autoregressive error model that can account for a wide range of error processes with a small number of parameters. Hence, the limited knowledge about the true statistical distribution of data errors is also accounted for in the earth model parameter estimates, resulting in more realistic uncertainties and parameter values. Hierarchical autoregressive error models do not rely on point estimates of the model vector to estimate data-error statistics, and have no requirement for computing the inverse or determinant of a data-error covariance matrix. This approach is particularly useful for trans-dimensional inverse problems, as point estimates may not be representative of the state space that spans multiple subspaces of different dimensionalities. The order of the autoregressive process required to fit the data is determined here by posterior residual-sample examination and statistical tests. Inference for earth model parameters is carried out on the trans-dimensional posterior probability distribution by considering ensembles of parameter vectors. In particular, vs uncertainty estimates are obtained by marginalizing the trans-dimensional posterior distribution in terms of vs-profile marginal distributions. The methodology is applied to microtremor array dispersion data collected at two sites with significantly different geology in British Columbia, Canada. At both sites, results show excellent agreement with estimates from invasive measurements.

An appraisal of statistical procedures used in derivation of reference intervals.

PubMed

Ichihara, Kiyoshi; Boyd, James C

2010-11-01

When conducting studies to derive reference intervals (RIs), various statistical procedures are commonly applied at each step, from the planning stages to final computation of RIs. Determination of the necessary sample size is an important consideration, and evaluation of at least 400 individuals in each subgroup has been recommended to establish reliable common RIs in multicenter studies. Multiple regression analysis allows identification of the most important factors contributing to variation in test results, while accounting for possible confounding relationships among these factors. Of the various approaches proposed for judging the necessity of partitioning reference values, nested analysis of variance (ANOVA) is the likely method of choice owing to its ability to handle multiple groups and being able to adjust for multiple factors. Box-Cox power transformation often has been used to transform data to a Gaussian distribution for parametric computation of RIs. However, this transformation occasionally fails. Therefore, the non-parametric method based on determination of the 2.5 and 97.5 percentiles following sorting of the data, has been recommended for general use. The performance of the Box-Cox transformation can be improved by introducing an additional parameter representing the origin of transformation. In simulations, the confidence intervals (CIs) of reference limits (RLs) calculated by the parametric method were narrower than those calculated by the non-parametric approach. However, the margin of difference was rather small owing to additional variability in parametrically-determined RLs introduced by estimation of parameters for the Box-Cox transformation. The parametric calculation method may have an advantage over the non-parametric method in allowing identification and exclusion of extreme values during RI computation.

Parametric estimates for the receiver operating characteristic curve generalization for non-monotone relationships.

PubMed

Martínez-Camblor, Pablo; Pardo-Fernández, Juan C

2017-01-01

Diagnostic procedures are based on establishing certain conditions and then checking if those conditions are satisfied by a given individual. When the diagnostic procedure is based on a continuous marker, this is equivalent to fix a region or classification subset and then check if the observed value of the marker belongs to that region. Receiver operating characteristic curve is a valuable and popular tool to study and compare the diagnostic ability of a given marker. Besides, the area under the receiver operating characteristic curve is frequently used as an index of the global discrimination ability. This paper revises and widens the scope of the receiver operating characteristic curve definition by setting the classification subsets in which the final decision is based in the spotlight of the analysis. We revise the definition of the receiver operating characteristic curve in terms of particular classes of classification subsets and then focus on a receiver operating characteristic curve generalization for situations in which both low and high values of the marker are associated with more probability of having the studied characteristic. Parametric and non-parametric estimators of the receiver operating characteristic curve generalization are investigated. Monte Carlo studies and real data examples illustrate their practical performance.

Divergences and estimating tight bounds on Bayes error with applications to multivariate Gaussian copula and latent Gaussian copula

NASA Astrophysics Data System (ADS)

Thelen, Brian J.; Xique, Ismael J.; Burns, Joseph W.; Goley, G. Steven; Nolan, Adam R.; Benson, Jonathan W.

2017-04-01

In Bayesian decision theory, there has been a great amount of research into theoretical frameworks and information- theoretic quantities that can be used to provide lower and upper bounds for the Bayes error. These include well-known bounds such as Chernoff, Battacharrya, and J-divergence. Part of the challenge of utilizing these various metrics in practice is (i) whether they are "loose" or "tight" bounds, (ii) how they might be estimated via either parametric or non-parametric methods, and (iii) how accurate the estimates are for limited amounts of data. In general what is desired is a methodology for generating relatively tight lower and upper bounds, and then an approach to estimate these bounds efficiently from data. In this paper, we explore the so-called triangle divergence which has been around for a while, but was recently made more prominent in some recent research on non-parametric estimation of information metrics. Part of this work is motivated by applications for quantifying fundamental information content in SAR/LIDAR data, and to help in this, we have developed a flexible multivariate modeling framework based on multivariate Gaussian copula models which can be combined with the triangle divergence framework to quantify this information, and provide approximate bounds on Bayes error. In this paper we present an overview of the bounds, including those based on triangle divergence and verify that under a number of multivariate models, the upper and lower bounds derived from triangle divergence are significantly tighter than the other common bounds, and often times, dramatically so. We also propose some simple but effective means for computing the triangle divergence using Monte Carlo methods, and then discuss estimation of the triangle divergence from empirical data based on Gaussian Copula models.

Model-based mean square error estimators for k-nearest neighbour predictions and applications using remotely sensed data for forest inventories

Treesearch

Steen Magnussen; Ronald E. McRoberts; Erkki O. Tomppo

2009-01-01

New model-based estimators of the uncertainty of pixel-level and areal k-nearest neighbour (knn) predictions of attribute Y from remotely-sensed ancillary data X are presented. Non-parametric functions predict Y from scalar 'Single Index Model' transformations of X. Variance functions generated...

Building and using a statistical 3D motion atlas for analyzing myocardial contraction in MRI

NASA Astrophysics Data System (ADS)

Rougon, Nicolas F.; Petitjean, Caroline; Preteux, Francoise J.

2004-05-01

We address the issue of modeling and quantifying myocardial contraction from 4D MR sequences, and present an unsupervised approach for building and using a statistical 3D motion atlas for the normal heart. This approach relies on a state-of-the-art variational non rigid registration (NRR) technique using generalized information measures, which allows for robust intra-subject motion estimation and inter-subject anatomical alignment. The atlas is built from a collection of jointly acquired tagged and cine MR exams in short- and long-axis views. Subject-specific non parametric motion estimates are first obtained by incremental NRR of tagged images onto the end-diastolic (ED) frame. Individual motion data are then transformed into the coordinate system of a reference subject using subject-to-reference mappings derived by NRR of cine ED images. Finally, principal component analysis of aligned motion data is performed for each cardiac phase, yielding a mean model and a set of eigenfields encoding kinematic ariability. The latter define an organ-dedicated hierarchical motion basis which enables parametric motion measurement from arbitrary tagged MR exams. To this end, the atlas is transformed into subject coordinates by reference-to-subject NRR of ED cine frames. Atlas-based motion estimation is then achieved by parametric NRR of tagged images onto the ED frame, yielding a compact description of myocardial contraction during diastole.

Determination of the appropriate quarantine period following smallpox exposure: an objective approach using the incubation period distribution.

PubMed

Nishiura, Hiroshi

2009-01-01

Determination of the most appropriate quarantine period for those exposed to smallpox is crucial to the construction of an effective preparedness program against a potential bioterrorist attack. This study reanalyzed data on the incubation period distribution of smallpox to allow the optimal quarantine period to be objectively calculated. In total, 131 cases of smallpox were examined; incubation periods were extracted from four different sets of historical data and only cases arising from exposure for a single day were considered. The mean (median and standard deviation (SD)) incubation period was 12.5 (12.0, 2.2) days. Assuming lognormal and gamma distributions for the incubation period, maximum likelihood estimates (and corresponding 95% confidence interval (CI)) of the 95th percentile were 16.4 (95% CI: 15.6, 17.9) and 16.2 (95% CI: 15.5, 17.4) days, respectively. Using a non-parametric method, the 95th percentile point was estimated as 16 (95% CI: 15, 17) days. The upper 95% CIs of the incubation periods at the 90th, 95th and 99th percentiles were shorter than 17, 18 and 23 days, respectively, using both parametric and non-parametric methods. These results suggest that quarantine measures can ensure non-infection among those exposed to smallpox with probabilities higher than 95-99%, if the exposed individuals are quarantined for 18-23 days after the date of contact tracing.

Comparative study of species sensitivity distributions based on non-parametric kernel density estimation for some transition metals.

PubMed

Wang, Ying; Feng, Chenglian; Liu, Yuedan; Zhao, Yujie; Li, Huixian; Zhao, Tianhui; Guo, Wenjing

2017-02-01

Transition metals in the fourth period of the periodic table of the elements are widely widespread in aquatic environments. They could often occur at certain concentrations to cause adverse effects on aquatic life and human health. Generally, parametric models are mostly used to construct species sensitivity distributions (SSDs), which result in comparison for water quality criteria (WQC) of elements in the same period or group of the periodic table might be inaccurate and the results could be biased. To address this inadequacy, the non-parametric kernel density estimation (NPKDE) with its optimal bandwidths and testing methods were developed for establishing SSDs. The NPKDE was better fit, more robustness and better predicted than conventional normal and logistic parametric density estimations for constructing SSDs and deriving acute HC5 and WQC for transition metals in the fourth period of the periodic table. The decreasing sequence of HC5 values for the transition metals in the fourth period was Ti > Mn > V > Ni > Zn > Cu > Fe > Co > Cr(VI), which were not proportional to atomic number in the periodic table, and for different metals the relatively sensitive species were also different. The results indicated that except for physical and chemical properties there are other factors affecting toxicity mechanisms of transition metals. The proposed method enriched the methodological foundation for WQC. Meanwhile, it also provided a relatively innovative, accurate approach for the WQC derivation and risk assessment of the same group and period metals in aquatic environments to support protection of aquatic organisms. Copyright © 2016 Elsevier Ltd. All rights reserved.

A note on the correlation between circular and linear variables with an application to wind direction and air temperature data in a Mediterranean climate

NASA Astrophysics Data System (ADS)

Lototzis, M.; Papadopoulos, G. K.; Droulia, F.; Tseliou, A.; Tsiros, I. X.

2018-04-01

There are several cases where a circular variable is associated with a linear one. A typical example is wind direction that is often associated with linear quantities such as air temperature and air humidity. The analysis of a statistical relationship of this kind can be tested by the use of parametric and non-parametric methods, each of which has its own advantages and drawbacks. This work deals with correlation analysis using both the parametric and the non-parametric procedure on a small set of meteorological data of air temperature and wind direction during a summer period in a Mediterranean climate. Correlations were examined between hourly, daily and maximum-prevailing values, under typical and non-typical meteorological conditions. Both tests indicated a strong correlation between mean hourly wind directions and mean hourly air temperature, whereas mean daily wind direction and mean daily air temperature do not seem to be correlated. In some cases, however, the two procedures were found to give quite dissimilar levels of significance on the rejection or not of the null hypothesis of no correlation. The simple statistical analysis presented in this study, appropriately extended in large sets of meteorological data, may be a useful tool for estimating effects of wind on local climate studies.

A global goodness-of-fit test for receiver operating characteristic curve analysis via the bootstrap method.

PubMed

Zou, Kelly H; Resnic, Frederic S; Talos, Ion-Florin; Goldberg-Zimring, Daniel; Bhagwat, Jui G; Haker, Steven J; Kikinis, Ron; Jolesz, Ferenc A; Ohno-Machado, Lucila

2005-10-01

Medical classification accuracy studies often yield continuous data based on predictive models for treatment outcomes. A popular method for evaluating the performance of diagnostic tests is the receiver operating characteristic (ROC) curve analysis. The main objective was to develop a global statistical hypothesis test for assessing the goodness-of-fit (GOF) for parametric ROC curves via the bootstrap. A simple log (or logit) and a more flexible Box-Cox normality transformations were applied to untransformed or transformed data from two clinical studies to predict complications following percutaneous coronary interventions (PCIs) and for image-guided neurosurgical resection results predicted by tumor volume, respectively. We compared a non-parametric with a parametric binormal estimate of the underlying ROC curve. To construct such a GOF test, we used the non-parametric and parametric areas under the curve (AUCs) as the metrics, with a resulting p value reported. In the interventional cardiology example, logit and Box-Cox transformations of the predictive probabilities led to satisfactory AUCs (AUC=0.888; p=0.78, and AUC=0.888; p=0.73, respectively), while in the brain tumor resection example, log and Box-Cox transformations of the tumor size also led to satisfactory AUCs (AUC=0.898; p=0.61, and AUC=0.899; p=0.42, respectively). In contrast, significant departures from GOF were observed without applying any transformation prior to assuming a binormal model (AUC=0.766; p=0.004, and AUC=0.831; p=0.03), respectively. In both studies the p values suggested that transformations were important to consider before applying any binormal model to estimate the AUC. Our analyses also demonstrated and confirmed the predictive values of different classifiers for determining the interventional complications following PCIs and resection outcomes in image-guided neurosurgery.

Testing in semiparametric models with interaction, with applications to gene-environment interactions.

PubMed

Maity, Arnab; Carroll, Raymond J; Mammen, Enno; Chatterjee, Nilanjan

2009-01-01

Motivated from the problem of testing for genetic effects on complex traits in the presence of gene-environment interaction, we develop score tests in general semiparametric regression problems that involves Tukey style 1 degree-of-freedom form of interaction between parametrically and non-parametrically modelled covariates. We find that the score test in this type of model, as recently developed by Chatterjee and co-workers in the fully parametric setting, is biased and requires undersmoothing to be valid in the presence of non-parametric components. Moreover, in the presence of repeated outcomes, the asymptotic distribution of the score test depends on the estimation of functions which are defined as solutions of integral equations, making implementation difficult and computationally taxing. We develop profiled score statistics which are unbiased and asymptotically efficient and can be performed by using standard bandwidth selection methods. In addition, to overcome the difficulty of solving functional equations, we give easy interpretations of the target functions, which in turn allow us to develop estimation procedures that can be easily implemented by using standard computational methods. We present simulation studies to evaluate type I error and power of the method proposed compared with a naive test that does not consider interaction. Finally, we illustrate our methodology by analysing data from a case-control study of colorectal adenoma that was designed to investigate the association between colorectal adenoma and the candidate gene NAT2 in relation to smoking history.

Construction of joint confidence regions for the optimal true class fractions of Receiver Operating Characteristic (ROC) surfaces and manifolds.

PubMed

Bantis, Leonidas E; Nakas, Christos T; Reiser, Benjamin; Myall, Daniel; Dalrymple-Alford, John C

2017-06-01

The three-class approach is used for progressive disorders when clinicians and researchers want to diagnose or classify subjects as members of one of three ordered categories based on a continuous diagnostic marker. The decision thresholds or optimal cut-off points required for this classification are often chosen to maximize the generalized Youden index (Nakas et al., Stat Med 2013; 32: 995-1003). The effectiveness of these chosen cut-off points can be evaluated by estimating their corresponding true class fractions and their associated confidence regions. Recently, in the two-class case, parametric and non-parametric methods were investigated for the construction of confidence regions for the pair of the Youden-index-based optimal sensitivity and specificity fractions that can take into account the correlation introduced between sensitivity and specificity when the optimal cut-off point is estimated from the data (Bantis et al., Biomet 2014; 70: 212-223). A parametric approach based on the Box-Cox transformation to normality often works well while for markers having more complex distributions a non-parametric procedure using logspline density estimation can be used instead. The true class fractions that correspond to the optimal cut-off points estimated by the generalized Youden index are correlated similarly to the two-class case. In this article, we generalize these methods to the three- and to the general k-class case which involves the classification of subjects into three or more ordered categories, where ROC surface or ROC manifold methodology, respectively, is typically employed for the evaluation of the discriminatory capacity of a diagnostic marker. We obtain three- and multi-dimensional joint confidence regions for the optimal true class fractions. We illustrate this with an application to the Trail Making Test Part A that has been used to characterize cognitive impairment in patients with Parkinson's disease.

Using genetic algorithms to optimize k-Nearest Neighbors configurations for use with airborne laser scanning data

Treesearch

Ronald E. McRoberts; Grant M. Domke; Qi Chen; Erik Næsset; Terje Gobakken

2016-01-01

The relatively small sampling intensities used by national forest inventories are often insufficient to produce the desired precision for estimates of population parameters unless the estimation process is augmented with auxiliary information, usually in the form of remotely sensed data. The k-Nearest Neighbors (k-NN) technique is a non-parametric,multivariate approach...

Estimating areal means and variances of forest attributes using the k-Nearest Neighbors technique and satellite imagery

Treesearch

Ronald E. McRoberts; Erkki O. Tomppo; Andrew O. Finley; Heikkinen Juha

2007-01-01

The k-Nearest Neighbor (k-NN) technique has become extremely popular for a variety of forest inventory mapping and estimation applications. Much of this popularity may be attributed to the non-parametric, multivariate features of the technique, its intuitiveness, and its ease of use. When used with satellite imagery and forest...

Statistical Theory for the "RCT-YES" Software: Design-Based Causal Inference for RCTs. NCEE 2015-4011

ERIC Educational Resources Information Center

Schochet, Peter Z.

2015-01-01

This report presents the statistical theory underlying the "RCT-YES" software that estimates and reports impacts for RCTs for a wide range of designs used in social policy research. The report discusses a unified, non-parametric design-based approach for impact estimation using the building blocks of the Neyman-Rubin-Holland causal…

Estimating restricted mean treatment effects with stacked survival models

PubMed Central

Wey, Andrew; Vock, David M.; Connett, John; Rudser, Kyle

2016-01-01

The difference in restricted mean survival times between two groups is a clinically relevant summary measure. With observational data, there may be imbalances in confounding variables between the two groups. One approach to account for such imbalances is estimating a covariate-adjusted restricted mean difference by modeling the covariate-adjusted survival distribution, and then marginalizing over the covariate distribution. Since the estimator for the restricted mean difference is defined by the estimator for the covariate-adjusted survival distribution, it is natural to expect that a better estimator of the covariate-adjusted survival distribution is associated with a better estimator of the restricted mean difference. We therefore propose estimating restricted mean differences with stacked survival models. Stacked survival models estimate a weighted average of several survival models by minimizing predicted error. By including a range of parametric, semi-parametric, and non-parametric models, stacked survival models can robustly estimate a covariate-adjusted survival distribution and, therefore, the restricted mean treatment effect in a wide range of scenarios. We demonstrate through a simulation study that better performance of the covariate-adjusted survival distribution often leads to better mean-squared error of the restricted mean difference although there are notable exceptions. In addition, we demonstrate that the proposed estimator can perform nearly as well as Cox regression when the proportional hazards assumption is satisfied and significantly better when proportional hazards is violated. Finally, the proposed estimator is illustrated with data from the United Network for Organ Sharing to evaluate post-lung transplant survival between large and small-volume centers. PMID:26934835

Survival potential of Phytophthora infestans sporangia in relation to meteorological factors

USDA-ARS?s Scientific Manuscript database

Assessment of meteorological factors coupled with sporangia survival curves may enhance effective management of potato late blight, caused by Phytophthora infestans. We utilized a non-parametric density estimation approach to evaluate the cumulative probability of occurrence of temperature and relat...

The performance of sample selection estimators to control for attrition bias.

PubMed

Grasdal, A

2001-07-01

Sample attrition is a potential source of selection bias in experimental, as well as non-experimental programme evaluation. For labour market outcomes, such as employment status and earnings, missing data problems caused by attrition can be circumvented by the collection of follow-up data from administrative registers. For most non-labour market outcomes, however, investigators must rely on participants' willingness to co-operate in keeping detailed follow-up records and statistical correction procedures to identify and adjust for attrition bias. This paper combines survey and register data from a Norwegian randomized field trial to evaluate the performance of parametric and semi-parametric sample selection estimators commonly used to correct for attrition bias. The considered estimators work well in terms of producing point estimates of treatment effects close to the experimental benchmark estimates. Results are sensitive to exclusion restrictions. The analysis also demonstrates an inherent paradox in the 'common support' approach, which prescribes exclusion from the analysis of observations outside of common support for the selection probability. The more important treatment status is as a determinant of attrition, the larger is the proportion of treated with support for the selection probability outside the range, for which comparison with untreated counterparts is possible. Copyright 2001 John Wiley & Sons, Ltd.

Implications of heterogeneous impacts of protected areas on deforestation and poverty

PubMed Central

Hanauer, Merlin M.; Canavire-Bacarreza, Gustavo

2015-01-01

Protected areas are a popular policy instrument in the global fight against loss of biodiversity and ecosystem services. However, the effectiveness of protected areas in preventing deforestation, and their impacts on poverty, are not well understood. Recent studies have found that Bolivia's protected-area system, on average, reduced deforestation and poverty. We implement several non-parametric and semi-parametric econometric estimators to characterize the heterogeneity in Bolivia's protected-area impacts on joint deforestation and poverty outcomes across a number of socioeconomic and biophysical moderators. Like previous studies from Costa Rica and Thailand, we find that Bolivia's protected areas are not associated with poverty traps. Our results also indicate that protection did not have a differential impact on indigenous populations. However, results from new multidimensional non-parametric estimators provide evidence that the biophysical characteristics associated with the greatest avoided deforestation are the characteristics associated with the potential for poverty exacerbation from protection. We demonstrate that these results would not be identified using the methods implemented in previous studies. Thus, this study provides valuable practical information on the impacts of Bolivia's protected areas for conservation practitioners and demonstrates methods that are likely to be valuable to researchers interested in better understanding the heterogeneity in conservation impacts. PMID:26460125

Implications of heterogeneous impacts of protected areas on deforestation and poverty.

PubMed

Hanauer, Merlin M; Canavire-Bacarreza, Gustavo

2015-11-05

Protected areas are a popular policy instrument in the global fight against loss of biodiversity and ecosystem services. However, the effectiveness of protected areas in preventing deforestation, and their impacts on poverty, are not well understood. Recent studies have found that Bolivia's protected-area system, on average, reduced deforestation and poverty. We implement several non-parametric and semi-parametric econometric estimators to characterize the heterogeneity in Bolivia's protected-area impacts on joint deforestation and poverty outcomes across a number of socioeconomic and biophysical moderators. Like previous studies from Costa Rica and Thailand, we find that Bolivia's protected areas are not associated with poverty traps. Our results also indicate that protection did not have a differential impact on indigenous populations. However, results from new multidimensional non-parametric estimators provide evidence that the biophysical characteristics associated with the greatest avoided deforestation are the characteristics associated with the potential for poverty exacerbation from protection. We demonstrate that these results would not be identified using the methods implemented in previous studies. Thus, this study provides valuable practical information on the impacts of Bolivia's protected areas for conservation practitioners and demonstrates methods that are likely to be valuable to researchers interested in better understanding the heterogeneity in conservation impacts. © 2015 The Author(s).

Whole-body PET parametric imaging employing direct 4D nested reconstruction and a generalized non-linear Patlak model

NASA Astrophysics Data System (ADS)

Karakatsanis, Nicolas A.; Rahmim, Arman

2014-03-01

Graphical analysis is employed in the research setting to provide quantitative estimation of PET tracer kinetics from dynamic images at a single bed. Recently, we proposed a multi-bed dynamic acquisition framework enabling clinically feasible whole-body parametric PET imaging by employing post-reconstruction parameter estimation. In addition, by incorporating linear Patlak modeling within the system matrix, we enabled direct 4D reconstruction in order to effectively circumvent noise amplification in dynamic whole-body imaging. However, direct 4D Patlak reconstruction exhibits a relatively slow convergence due to the presence of non-sparse spatial correlations in temporal kinetic analysis. In addition, the standard Patlak model does not account for reversible uptake, thus underestimating the influx rate Ki. We have developed a novel whole-body PET parametric reconstruction framework in the STIR platform, a widely employed open-source reconstruction toolkit, a) enabling accelerated convergence of direct 4D multi-bed reconstruction, by employing a nested algorithm to decouple the temporal parameter estimation from the spatial image update process, and b) enhancing the quantitative performance particularly in regions with reversible uptake, by pursuing a non-linear generalized Patlak 4D nested reconstruction algorithm. A set of published kinetic parameters and the XCAT phantom were employed for the simulation of dynamic multi-bed acquisitions. Quantitative analysis on the Ki images demonstrated considerable acceleration in the convergence of the nested 4D whole-body Patlak algorithm. In addition, our simulated and patient whole-body data in the postreconstruction domain indicated the quantitative benefits of our extended generalized Patlak 4D nested reconstruction for tumor diagnosis and treatment response monitoring.

A tool for the estimation of the distribution of landslide area in R

NASA Astrophysics Data System (ADS)

Rossi, M.; Cardinali, M.; Fiorucci, F.; Marchesini, I.; Mondini, A. C.; Santangelo, M.; Ghosh, S.; Riguer, D. E. L.; Lahousse, T.; Chang, K. T.; Guzzetti, F.

2012-04-01

We have developed a tool in R (the free software environment for statistical computing, http://www.r-project.org/) to estimate the probability density and the frequency density of landslide area. The tool implements parametric and non-parametric approaches to the estimation of the probability density and the frequency density of landslide area, including: (i) Histogram Density Estimation (HDE), (ii) Kernel Density Estimation (KDE), and (iii) Maximum Likelihood Estimation (MLE). The tool is available as a standard Open Geospatial Consortium (OGC) Web Processing Service (WPS), and is accessible through the web using different GIS software clients. We tested the tool to compare Double Pareto and Inverse Gamma models for the probability density of landslide area in different geological, morphological and climatological settings, and to compare landslides shown in inventory maps prepared using different mapping techniques, including (i) field mapping, (ii) visual interpretation of monoscopic and stereoscopic aerial photographs, (iii) visual interpretation of monoscopic and stereoscopic VHR satellite images and (iv) semi-automatic detection and mapping from VHR satellite images. Results show that both models are applicable in different geomorphological settings. In most cases the two models provided very similar results. Non-parametric estimation methods (i.e., HDE and KDE) provided reasonable results for all the tested landslide datasets. For some of the datasets, MLE failed to provide a result, for convergence problems. The two tested models (Double Pareto and Inverse Gamma) resulted in very similar results for large and very large datasets (> 150 samples). Differences in the modeling results were observed for small datasets affected by systematic biases. A distinct rollover was observed in all analyzed landslide datasets, except for a few datasets obtained from landslide inventories prepared through field mapping or by semi-automatic mapping from VHR satellite imagery. The tool can also be used to evaluate the probability density and the frequency density of landslide volume.

A physiology-based parametric imaging method for FDG-PET data

NASA Astrophysics Data System (ADS)

Scussolini, Mara; Garbarino, Sara; Sambuceti, Gianmario; Caviglia, Giacomo; Piana, Michele

2017-12-01

Parametric imaging is a compartmental approach that processes nuclear imaging data to estimate the spatial distribution of the kinetic parameters governing tracer flow. The present paper proposes a novel and efficient computational method for parametric imaging which is potentially applicable to several compartmental models of diverse complexity and which is effective in the determination of the parametric maps of all kinetic coefficients. We consider applications to [18 F]-fluorodeoxyglucose positron emission tomography (FDG-PET) data and analyze the two-compartment catenary model describing the standard FDG metabolization by an homogeneous tissue and the three-compartment non-catenary model representing the renal physiology. We show uniqueness theorems for both models. The proposed imaging method starts from the reconstructed FDG-PET images of tracer concentration and preliminarily applies image processing algorithms for noise reduction and image segmentation. The optimization procedure solves pixel-wise the non-linear inverse problem of determining the kinetic parameters from dynamic concentration data through a regularized Gauss-Newton iterative algorithm. The reliability of the method is validated against synthetic data, for the two-compartment system, and experimental real data of murine models, for the renal three-compartment system.

Design of a completely model free adaptive control in the presence of parametric, non-parametric uncertainties and random control signal delay.

PubMed

Tutsoy, Onder; Barkana, Duygun Erol; Tugal, Harun

2018-05-01

In this paper, an adaptive controller is developed for discrete time linear systems that takes into account parametric uncertainty, internal-external non-parametric random uncertainties, and time varying control signal delay. Additionally, the proposed adaptive control is designed in such a way that it is utterly model free. Even though these properties are studied separately in the literature, they are not taken into account all together in adaptive control literature. The Q-function is used to estimate long-term performance of the proposed adaptive controller. Control policy is generated based on the long-term predicted value, and this policy searches an optimal stabilizing control signal for uncertain and unstable systems. The derived control law does not require an initial stabilizing control assumption as in the ones in the recent literature. Learning error, control signal convergence, minimized Q-function, and instantaneous reward are analyzed to demonstrate the stability and effectiveness of the proposed adaptive controller in a simulation environment. Finally, key insights on parameters convergence of the learning and control signals are provided. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aghamousa, Amir; Shafieloo, Arman; Hamann, Jan, E-mail: amir@aghamousa.com, E-mail: jan.hamann@unsw.edu.au, E-mail: shafieloo@kasi.re.kr

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

Determination of the minimal clinically important difference for seven fatigue measures in rheumatoid arthritis

PubMed Central

Pouchot, Jacques; Kherani, Raheem B.; Brant, Rollin; Lacaille, Diane; Lehman, Allen J.; Ensworth, Stephanie; Kopec, Jacek; Esdaile, John M.; Liang, Matthew H.

2008-01-01

Objective To estimate the minimal clinically important difference (MCID) of seven measures of fatigue in rheumatoid arthritis. Study Design and Setting A cross-sectional study design based on inter-individual comparisons was used. Six to eight subjects participated in a single meeting and completed seven fatigue questionnaires (nine sessions were organized and 61 subjects participated). After completion of the questionnaires, the subjects had five one-on-one 10-minute conversations with different people in the group to discuss their fatigue. After each conversation, each patient compared their fatigue to their conversational partner’s on a global rating. Ratings were compared to the scores of the fatigue measures to estimate the MCID. Both non-parametric and linear regression analyses were used. Results Non-parametric estimates for the MCID relative to “little more fatigue” tended to be smaller than those for “little less fatigue”. The global MCIDs estimated by linear regression were: FSS 20.2, VT 14.8, MAF 18.7, MFI 16.6, FACIT–F 15.9, CFS 9.9, RS 19.7, for normalized scores (0 to 100). The standardized MCIDs for the seven measures were roughly similar (0.67 to 0.76). Conclusion These estimates of MCID will help to interpret changes observed in a fatigue score and will be critical in estimating sample size requirements. PMID:18359189

Estimating and comparing microbial diversity in the presence of sequencing errors

PubMed Central

Chiu, Chun-Huo

2016-01-01

Estimating and comparing microbial diversity are statistically challenging due to limited sampling and possible sequencing errors for low-frequency counts, producing spurious singletons. The inflated singleton count seriously affects statistical analysis and inferences about microbial diversity. Previous statistical approaches to tackle the sequencing errors generally require different parametric assumptions about the sampling model or about the functional form of frequency counts. Different parametric assumptions may lead to drastically different diversity estimates. We focus on nonparametric methods which are universally valid for all parametric assumptions and can be used to compare diversity across communities. We develop here a nonparametric estimator of the true singleton count to replace the spurious singleton count in all methods/approaches. Our estimator of the true singleton count is in terms of the frequency counts of doubletons, tripletons and quadrupletons, provided these three frequency counts are reliable. To quantify microbial alpha diversity for an individual community, we adopt the measure of Hill numbers (effective number of taxa) under a nonparametric framework. Hill numbers, parameterized by an order q that determines the measures’ emphasis on rare or common species, include taxa richness (q = 0), Shannon diversity (q = 1, the exponential of Shannon entropy), and Simpson diversity (q = 2, the inverse of Simpson index). A diversity profile which depicts the Hill number as a function of order q conveys all information contained in a taxa abundance distribution. Based on the estimated singleton count and the original non-singleton frequency counts, two statistical approaches (non-asymptotic and asymptotic) are developed to compare microbial diversity for multiple communities. (1) A non-asymptotic approach refers to the comparison of estimated diversities of standardized samples with a common finite sample size or sample completeness. This approach aims to compare diversity estimates for equally-large or equally-complete samples; it is based on the seamless rarefaction and extrapolation sampling curves of Hill numbers, specifically for q = 0, 1 and 2. (2) An asymptotic approach refers to the comparison of the estimated asymptotic diversity profiles. That is, this approach compares the estimated profiles for complete samples or samples whose size tends to be sufficiently large. It is based on statistical estimation of the true Hill number of any order q ≥ 0. In the two approaches, replacing the spurious singleton count by our estimated count, we can greatly remove the positive biases associated with diversity estimates due to spurious singletons and also make fair comparisons across microbial communities, as illustrated in our simulation results and in applying our method to analyze sequencing data from viral metagenomes. PMID:26855872

Model-based spectral estimation of Doppler signals using parallel genetic algorithms.

PubMed

Solano González, J; Rodríguez Vázquez, K; García Nocetti, D F

2000-05-01

Conventional spectral analysis methods use a fast Fourier transform (FFT) on consecutive or overlapping windowed data segments. For Doppler ultrasound signals, this approach suffers from an inadequate frequency resolution due to the time segment duration and the non-stationarity characteristics of the signals. Parametric or model-based estimators can give significant improvements in the time-frequency resolution at the expense of a higher computational complexity. This work describes an approach which implements in real-time a parametric spectral estimator method using genetic algorithms (GAs) in order to find the optimum set of parameters for the adaptive filter that minimises the error function. The aim is to reduce the computational complexity of the conventional algorithm by using the simplicity associated to GAs and exploiting its parallel characteristics. This will allow the implementation of higher order filters, increasing the spectrum resolution, and opening a greater scope for using more complex methods.

When the Single Matters more than the Group (II): Addressing the Problem of High False Positive Rates in Single Case Voxel Based Morphometry Using Non-parametric Statistics.

PubMed

Scarpazza, Cristina; Nichols, Thomas E; Seramondi, Donato; Maumet, Camille; Sartori, Giuseppe; Mechelli, Andrea

2016-01-01

In recent years, an increasing number of studies have used Voxel Based Morphometry (VBM) to compare a single patient with a psychiatric or neurological condition of interest against a group of healthy controls. However, the validity of this approach critically relies on the assumption that the single patient is drawn from a hypothetical population with a normal distribution and variance equal to that of the control group. In a previous investigation, we demonstrated that family-wise false positive error rate (i.e., the proportion of statistical comparisons yielding at least one false positive) in single case VBM are much higher than expected (Scarpazza et al., 2013). Here, we examine whether the use of non-parametric statistics, which does not rely on the assumptions of normal distribution and equal variance, would enable the investigation of single subjects with good control of false positive risk. We empirically estimated false positive rates (FPRs) in single case non-parametric VBM, by performing 400 statistical comparisons between a single disease-free individual and a group of 100 disease-free controls. The impact of smoothing (4, 8, and 12 mm) and type of pre-processing (Modulated, Unmodulated) was also examined, as these factors have been found to influence FPRs in previous investigations using parametric statistics. The 400 statistical comparisons were repeated using two independent, freely available data sets in order to maximize the generalizability of the results. We found that the family-wise error rate was 5% for increases and 3.6% for decreases in one data set; and 5.6% for increases and 6.3% for decreases in the other data set (5% nominal). Further, these results were not dependent on the level of smoothing and modulation. Therefore, the present study provides empirical evidence that single case VBM studies with non-parametric statistics are not susceptible to high false positive rates. The critical implication of this finding is that VBM can be used to characterize neuroanatomical alterations in individual subjects as long as non-parametric statistics are employed.

Task-based detectability comparison of exponential transformation of free-response operating characteristic (EFROC) curve and channelized Hotelling observer (CHO)

NASA Astrophysics Data System (ADS)

Khobragade, P.; Fan, Jiahua; Rupcich, Franco; Crotty, Dominic J.; Gilat Schmidt, Taly

2016-03-01

This study quantitatively evaluated the performance of the exponential transformation of the free-response operating characteristic curve (EFROC) metric, with the Channelized Hotelling Observer (CHO) as a reference. The CHO has been used for image quality assessment of reconstruction algorithms and imaging systems and often it is applied to study the signal-location-known cases. The CHO also requires a large set of images to estimate the covariance matrix. In terms of clinical applications, this assumption and requirement may be unrealistic. The newly developed location-unknown EFROC detectability metric is estimated from the confidence scores reported by a model observer. Unlike the CHO, EFROC does not require a channelization step and is a non-parametric detectability metric. There are few quantitative studies available on application of the EFROC metric, most of which are based on simulation data. This study investigated the EFROC metric using experimental CT data. A phantom with four low contrast objects: 3mm (14 HU), 5mm (7HU), 7mm (5 HU) and 10 mm (3 HU) was scanned at dose levels ranging from 25 mAs to 270 mAs and reconstructed using filtered backprojection. The area under the curve values for CHO (AUC) and EFROC (AFE) were plotted with respect to different dose levels. The number of images required to estimate the non-parametric AFE metric was calculated for varying tasks and found to be less than the number of images required for parametric CHO estimation. The AFE metric was found to be more sensitive to changes in dose than the CHO metric. This increased sensitivity and the assumption of unknown signal location may be useful for investigating and optimizing CT imaging methods. Future work is required to validate the AFE metric against human observers.

A new approach to evaluate gamma-ray measurements

NASA Technical Reports Server (NTRS)

Dejager, O. C.; Swanepoel, J. W. H.; Raubenheimer, B. C.; Vandervalt, D. J.

1985-01-01

Misunderstandings about the term random samples its implications may easily arise. Conditions under which the phases, obtained from arrival times, do not form a random sample and the dangers involved are discussed. Watson's U sup 2 test for uniformity is recommended for light curves with duty cycles larger than 10%. Under certain conditions, non-parametric density estimation may be used to determine estimates of the true light curve and its parameters.

Nonparametric Fine Tuning of Mixtures: Application to Non-Life Insurance Claims Distribution Estimation

NASA Astrophysics Data System (ADS)

Sardet, Laure; Patilea, Valentin

When pricing a specific insurance premium, actuary needs to evaluate the claims cost distribution for the warranty. Traditional actuarial methods use parametric specifications to model claims distribution, like lognormal, Weibull and Pareto laws. Mixtures of such distributions allow to improve the flexibility of the parametric approach and seem to be quite well-adapted to capture the skewness, the long tails as well as the unobserved heterogeneity among the claims. In this paper, instead of looking for a finely tuned mixture with many components, we choose a parsimonious mixture modeling, typically a two or three-component mixture. Next, we use the mixture cumulative distribution function (CDF) to transform data into the unit interval where we apply a beta-kernel smoothing procedure. A bandwidth rule adapted to our methodology is proposed. Finally, the beta-kernel density estimate is back-transformed to recover an estimate of the original claims density. The beta-kernel smoothing provides an automatic fine-tuning of the parsimonious mixture and thus avoids inference in more complex mixture models with many parameters. We investigate the empirical performance of the new method in the estimation of the quantiles with simulated nonnegative data and the quantiles of the individual claims distribution in a non-life insurance application.

A Comparison of Japan and U.K. SF-6D Health-State Valuations Using a Non-Parametric Bayesian Method.

PubMed

Kharroubi, Samer A

2015-08-01

There is interest in the extent to which valuations of health may differ between different countries and cultures, but few studies have compared preference values of health states obtained in different countries. We sought to estimate and compare two directly elicited valuations for SF-6D health states between the Japan and U.K. general adult populations using Bayesian methods. We analysed data from two SF-6D valuation studies where, using similar standard gamble protocols, values for 241 and 249 states were elicited from representative samples of the Japan and U.K. general adult populations, respectively. We estimate a function applicable across both countries that explicitly accounts for the differences between them, and is estimated using data from both countries. The results suggest that differences in SF-6D health-state valuations between the Japan and U.K. general populations are potentially important. The magnitude of these country-specific differences in health-state valuation depended, however, in a complex way on the levels of individual dimensions. The new Bayesian non-parametric method is a powerful approach for analysing data from multiple nationalities or ethnic groups, to understand the differences between them and potentially to estimate the underlying utility functions more efficiently.

Efficient model reduction of parametrized systems by matrix discrete empirical interpolation

NASA Astrophysics Data System (ADS)

Negri, Federico; Manzoni, Andrea; Amsallem, David

2015-12-01

In this work, we apply a Matrix version of the so-called Discrete Empirical Interpolation (MDEIM) for the efficient reduction of nonaffine parametrized systems arising from the discretization of linear partial differential equations. Dealing with affinely parametrized operators is crucial in order to enhance the online solution of reduced-order models (ROMs). However, in many cases such an affine decomposition is not readily available, and must be recovered through (often) intrusive procedures, such as the empirical interpolation method (EIM) and its discrete variant DEIM. In this paper we show that MDEIM represents a very efficient approach to deal with complex physical and geometrical parametrizations in a non-intrusive, efficient and purely algebraic way. We propose different strategies to combine MDEIM with a state approximation resulting either from a reduced basis greedy approach or Proper Orthogonal Decomposition. A posteriori error estimates accounting for the MDEIM error are also developed in the case of parametrized elliptic and parabolic equations. Finally, the capability of MDEIM to generate accurate and efficient ROMs is demonstrated on the solution of two computationally-intensive classes of problems occurring in engineering contexts, namely PDE-constrained shape optimization and parametrized coupled problems.

Reliable estimates of predictive uncertainty for an Alpine catchment using a non-parametric methodology

NASA Astrophysics Data System (ADS)

Matos, José P.; Schaefli, Bettina; Schleiss, Anton J.

2017-04-01

Uncertainty affects hydrological modelling efforts from the very measurements (or forecasts) that serve as inputs to the more or less inaccurate predictions that are produced. Uncertainty is truly inescapable in hydrology and yet, due to the theoretical and technical hurdles associated with its quantification, it is at times still neglected or estimated only qualitatively. In recent years the scientific community has made a significant effort towards quantifying this hydrologic prediction uncertainty. Despite this, most of the developed methodologies can be computationally demanding, are complex from a theoretical point of view, require substantial expertise to be employed, and are constrained by a number of assumptions about the model error distribution. These assumptions limit the reliability of many methods in case of errors that show particular cases of non-normality, heteroscedasticity, or autocorrelation. The present contribution builds on a non-parametric data-driven approach that was developed for uncertainty quantification in operational (real-time) forecasting settings. The approach is based on the concept of Pareto optimality and can be used as a standalone forecasting tool or as a postprocessor. By virtue of its non-parametric nature and a general operating principle, it can be applied directly and with ease to predictions of streamflow, water stage, or even accumulated runoff. Also, it is a methodology capable of coping with high heteroscedasticity and seasonal hydrological regimes (e.g. snowmelt and rainfall driven events in the same catchment). Finally, the training and operation of the model are very fast, making it a tool particularly adapted to operational use. To illustrate its practical use, the uncertainty quantification method is coupled with a process-based hydrological model to produce statistically reliable forecasts for an Alpine catchment located in Switzerland. Results are presented and discussed in terms of their reliability and resolution.

A comparative study between nonlinear regression and nonparametric approaches for modelling Phalaris paradoxa seedling emergence

USDA-ARS?s Scientific Manuscript database

Parametric non-linear regression (PNR) techniques commonly are used to develop weed seedling emergence models. Such techniques, however, require statistical assumptions that are difficult to meet. To examine and overcome these limitations, we compared PNR with a nonparametric estimation technique. F...

Multilevel mixed effects parametric survival models using adaptive Gauss-Hermite quadrature with application to recurrent events and individual participant data meta-analysis.

PubMed

Crowther, Michael J; Look, Maxime P; Riley, Richard D

2014-09-28

Multilevel mixed effects survival models are used in the analysis of clustered survival data, such as repeated events, multicenter clinical trials, and individual participant data (IPD) meta-analyses, to investigate heterogeneity in baseline risk and covariate effects. In this paper, we extend parametric frailty models including the exponential, Weibull and Gompertz proportional hazards (PH) models and the log logistic, log normal, and generalized gamma accelerated failure time models to allow any number of normally distributed random effects. Furthermore, we extend the flexible parametric survival model of Royston and Parmar, modeled on the log-cumulative hazard scale using restricted cubic splines, to include random effects while also allowing for non-PH (time-dependent effects). Maximum likelihood is used to estimate the models utilizing adaptive or nonadaptive Gauss-Hermite quadrature. The methods are evaluated through simulation studies representing clinically plausible scenarios of a multicenter trial and IPD meta-analysis, showing good performance of the estimation method. The flexible parametric mixed effects model is illustrated using a dataset of patients with kidney disease and repeated times to infection and an IPD meta-analysis of prognostic factor studies in patients with breast cancer. User-friendly Stata software is provided to implement the methods. Copyright © 2014 John Wiley & Sons, Ltd.

A Robust Step Detection Algorithm and Walking Distance Estimation Based on Daily Wrist Activity Recognition Using a Smart Band.

PubMed

Trong Bui, Duong; Nguyen, Nhan Duc; Jeong, Gu-Min

2018-06-25

Human activity recognition and pedestrian dead reckoning are an interesting field because of their importance utilities in daily life healthcare. Currently, these fields are facing many challenges, one of which is the lack of a robust algorithm with high performance. This paper proposes a new method to implement a robust step detection and adaptive distance estimation algorithm based on the classification of five daily wrist activities during walking at various speeds using a smart band. The key idea is that the non-parametric adaptive distance estimator is performed after two activity classifiers and a robust step detector. In this study, two classifiers perform two phases of recognizing five wrist activities during walking. Then, a robust step detection algorithm, which is integrated with an adaptive threshold, peak and valley correction algorithm, is applied to the classified activities to detect the walking steps. In addition, the misclassification activities are fed back to the previous layer. Finally, three adaptive distance estimators, which are based on a non-parametric model of the average walking speed, calculate the length of each strike. The experimental results show that the average classification accuracy is about 99%, and the accuracy of the step detection is 98.7%. The error of the estimated distance is 2.2⁻4.2% depending on the type of wrist activities.

Multiple Imputation of a Randomly Censored Covariate Improves Logistic Regression Analysis.

PubMed

Atem, Folefac D; Qian, Jing; Maye, Jacqueline E; Johnson, Keith A; Betensky, Rebecca A

2016-01-01

Randomly censored covariates arise frequently in epidemiologic studies. The most commonly used methods, including complete case and single imputation or substitution, suffer from inefficiency and bias. They make strong parametric assumptions or they consider limit of detection censoring only. We employ multiple imputation, in conjunction with semi-parametric modeling of the censored covariate, to overcome these shortcomings and to facilitate robust estimation. We develop a multiple imputation approach for randomly censored covariates within the framework of a logistic regression model. We use the non-parametric estimate of the covariate distribution or the semiparametric Cox model estimate in the presence of additional covariates in the model. We evaluate this procedure in simulations, and compare its operating characteristics to those from the complete case analysis and a survival regression approach. We apply the procedures to an Alzheimer's study of the association between amyloid positivity and maternal age of onset of dementia. Multiple imputation achieves lower standard errors and higher power than the complete case approach under heavy and moderate censoring and is comparable under light censoring. The survival regression approach achieves the highest power among all procedures, but does not produce interpretable estimates of association. Multiple imputation offers a favorable alternative to complete case analysis and ad hoc substitution methods in the presence of randomly censored covariates within the framework of logistic regression.

Comparative Analysis of a Principal Component Analysis-Based and an Artificial Neural Network-Based Method for Baseline Removal.

PubMed

Carvajal, Roberto C; Arias, Luis E; Garces, Hugo O; Sbarbaro, Daniel G

2016-04-01

This work presents a non-parametric method based on a principal component analysis (PCA) and a parametric one based on artificial neural networks (ANN) to remove continuous baseline features from spectra. The non-parametric method estimates the baseline based on a set of sampled basis vectors obtained from PCA applied over a previously composed continuous spectra learning matrix. The parametric method, however, uses an ANN to filter out the baseline. Previous studies have demonstrated that this method is one of the most effective for baseline removal. The evaluation of both methods was carried out by using a synthetic database designed for benchmarking baseline removal algorithms, containing 100 synthetic composed spectra at different signal-to-baseline ratio (SBR), signal-to-noise ratio (SNR), and baseline slopes. In addition to deomonstrating the utility of the proposed methods and to compare them in a real application, a spectral data set measured from a flame radiation process was used. Several performance metrics such as correlation coefficient, chi-square value, and goodness-of-fit coefficient were calculated to quantify and compare both algorithms. Results demonstrate that the PCA-based method outperforms the one based on ANN both in terms of performance and simplicity. © The Author(s) 2016.

Evaluating effects of developmental education for college students using a regression discontinuity design.

PubMed

Moss, Brian G; Yeaton, William H

2013-10-01

Annually, American colleges and universities provide developmental education (DE) to millions of underprepared students; however, evaluation estimates of DE benefits have been mixed. Using a prototypic exemplar of DE, our primary objective was to investigate the utility of a replicative evaluative framework for assessing program effectiveness. Within the context of the regression discontinuity (RD) design, this research examined the effectiveness of a DE program for five, sequential cohorts of first-time college students. Discontinuity estimates were generated for individual terms and cumulatively, across terms. Participants were 3,589 first-time community college students. DE program effects were measured by contrasting both college-level English grades and a dichotomous measure of pass/fail, for DE and non-DE students. Parametric and nonparametric estimates of overall effect were positive for continuous and dichotomous measures of achievement (grade and pass/fail). The variability of program effects over time was determined by tracking results within individual terms and cumulatively, across terms. Applying this replication strategy, DE's overall impact was modest (an effect size of approximately .20) but quite consistent, based on parametric and nonparametric estimation approaches. A meta-analysis of five RD results yielded virtually the same estimate as the overall, parametric findings. Subset analysis, though tentative, suggested that males benefited more than females, while academic gains were comparable for different ethnicities. The cumulative, within-study comparison, replication approach offers considerable potential for the evaluation of new and existing policies, particularly when effects are relatively small, as is often the case in applied settings.

Zero- vs. one-dimensional, parametric vs. non-parametric, and confidence interval vs. hypothesis testing procedures in one-dimensional biomechanical trajectory analysis.

PubMed

Pataky, Todd C; Vanrenterghem, Jos; Robinson, Mark A

2015-05-01

Biomechanical processes are often manifested as one-dimensional (1D) trajectories. It has been shown that 1D confidence intervals (CIs) are biased when based on 0D statistical procedures, and the non-parametric 1D bootstrap CI has emerged in the Biomechanics literature as a viable solution. The primary purpose of this paper was to clarify that, for 1D biomechanics datasets, the distinction between 0D and 1D methods is much more important than the distinction between parametric and non-parametric procedures. A secondary purpose was to demonstrate that a parametric equivalent to the 1D bootstrap exists in the form of a random field theory (RFT) correction for multiple comparisons. To emphasize these points we analyzed six datasets consisting of force and kinematic trajectories in one-sample, paired, two-sample and regression designs. Results showed, first, that the 1D bootstrap and other 1D non-parametric CIs were qualitatively identical to RFT CIs, and all were very different from 0D CIs. Second, 1D parametric and 1D non-parametric hypothesis testing results were qualitatively identical for all six datasets. Last, we highlight the limitations of 1D CIs by demonstrating that they are complex, design-dependent, and thus non-generalizable. These results suggest that (i) analyses of 1D data based on 0D models of randomness are generally biased unless one explicitly identifies 0D variables before the experiment, and (ii) parametric and non-parametric 1D hypothesis testing provide an unambiguous framework for analysis when one׳s hypothesis explicitly or implicitly pertains to whole 1D trajectories. Copyright © 2015 Elsevier Ltd. All rights reserved.

Sci—Fri PM: Topics — 06: The influence of regional dose sensitivity on salivary loss and recovery in the parotid gland

DOE Office of Scientific and Technical Information (OSTI.GOV)

Clark, H; BC Cancer Agency, Surrey, B.C.; BC Cancer Agency, Vancouver, B.C.

Purpose: The Quantitative Analyses of Normal Tissue Effects in the Clinic (QUANTEC 2010) survey of radiation dose-volume effects on salivary gland function has called for improved understanding of intragland dose sensitivity and the effectiveness of partial sparing in salivary glands. Regional dose susceptibility of sagittally- and coronally-sub-segmented parotid gland has been studied. Specifically, we examine whether individual consideration of sub-segments leads to improved prediction of xerostomia compared with whole parotid mean dose. Methods: Data from 102 patients treated for head-and-neck cancers at the BC Cancer Agency were used in this study. Whole mouth stimulated saliva was collected before (baseline), threemore » months, and one year after cessation of radiotherapy. Organ volumes were contoured using treatment planning CT images and sub-segmented into regional portions. Both non-parametric (local regression) and parametric (mean dose exponential fitting) methods were employed. A bootstrap technique was used for reliability estimation and cross-comparison. Results: Salivary loss is described well using non-parametric and mean dose models. Parametric fits suggest a significant distinction in dose response between medial-lateral and anterior-posterior aspects of the parotid (p<0.01). Least-squares and least-median squares estimates differ significantly (p<0.00001), indicating fits may be skewed by noise or outliers. Salivary recovery exhibits a weakly arched dose response: the highest recovery is seen at intermediate doses. Conclusions: Salivary function loss is strongly dose dependent. In contrast no useful dose dependence was observed for function recovery. Regional dose dependence was observed, but may have resulted from a bias in dose distributions.« less

Use of continuous and grab sample data for calculating total maximum daily load (TMDL) in agricultural watersheds.

PubMed

Gulati, Shelly; Stubblefield, Ashley A; Hanlon, Jeremy S; Spier, Chelsea L; Stringfellow, William T

2014-03-01

Measuring the discharge of diffuse pollution from agricultural watersheds presents unique challenges. Flows in agricultural watersheds, particularly in Mediterranean climates, can be predominately irrigation runoff and exhibit large diurnal fluctuation in both volume and concentration. Flow and pollutant concentrations in these smaller watersheds dominated by human activity do not conform to a normal distribution and it is not clear if parametric methods are appropriate or accurate for load calculations. The objective of this study was to compare the accuracy of five load estimation methods to calculate pollutant loads from agricultural watersheds. Calculation of loads using results from discrete (grab) samples was compared with the true-load computed using in situ continuous monitoring measurements. A new method is introduced that uses a non-parametric measure of central tendency (the median) to calculate loads (median-load). The median-load method was compared to more commonly used parametric estimation methods which rely on using the mean as a measure of central tendency (mean-load and daily-load), a method that utilizes the total flow volume (volume-load), and a method that uses measure of flow at the time of sampling (instantaneous-load). Using measurements from ten watersheds in the San Joaquin Valley of California, the average percent error compared to the true-load for total dissolved solids (TDS) was 7.3% for the median-load, 6.9% for the mean-load, 6.9% for the volume-load, 16.9% for the instantaneous-load, and 18.7% for the daily-load methods of calculation. The results of this study show that parametric methods are surprisingly accurate, even for data that have starkly non-normal distributions and are highly skewed. Copyright © 2013 Elsevier Ltd. All rights reserved.

Estimation of option-implied risk-neutral into real-world density by using calibration function

NASA Astrophysics Data System (ADS)

Bahaludin, Hafizah; Abdullah, Mimi Hafizah

2017-04-01

Option prices contain crucial information that can be used as a reflection of future development of an underlying assets' price. The main objective of this study is to extract the risk-neutral density (RND) and the risk-world density (RWD) of option prices. A volatility function technique is applied by using a fourth order polynomial interpolation to obtain the RNDs. Then, a calibration function is used to convert the RNDs into RWDs. There are two types of calibration function which are parametric and non-parametric calibrations. The density is extracted from the Dow Jones Industrial Average (DJIA) index options with a one month constant maturity from January 2009 until December 2015. The performance of RNDs and RWDs extracted are evaluated by using a density forecasting test. This study found out that the RWDs obtain can provide an accurate information regarding the price of the underlying asset in future compared to that of the RNDs. In addition, empirical evidence suggests that RWDs from a non-parametric calibration has a better accuracy than other densities.

Wavelet Filter Banks for Super-Resolution SAR Imaging

NASA Technical Reports Server (NTRS)

Sheybani, Ehsan O.; Deshpande, Manohar; Memarsadeghi, Nargess

2011-01-01

This paper discusses Innovative wavelet-based filter banks designed to enhance the analysis of super resolution Synthetic Aperture Radar (SAR) images using parametric spectral methods and signal classification algorithms, SAR finds applications In many of NASA's earth science fields such as deformation, ecosystem structure, and dynamics of Ice, snow and cold land processes, and surface water and ocean topography. Traditionally, standard methods such as Fast-Fourier Transform (FFT) and Inverse Fast-Fourier Transform (IFFT) have been used to extract Images from SAR radar data, Due to non-parametric features of these methods and their resolution limitations and observation time dependence, use of spectral estimation and signal pre- and post-processing techniques based on wavelets to process SAR radar data has been proposed. Multi-resolution wavelet transforms and advanced spectral estimation techniques have proven to offer efficient solutions to this problem.

Keeping nurses at work: a duration analysis.

PubMed

Holmås, Tor Helge

2002-09-01

A shortage of nurses is currently a problem in several countries, and an important question is therefore how one can increase the supply of nursing labour. In this paper, we focus on the issue of nurses leaving the public health sector by utilising a unique data set containing information on both the supply and demand side of the market. To describe the exit rate from the health sector we apply a semi-parametric hazard rate model. In the estimations, we correct for unobserved heterogeneity by both a parametric (Gamma) and a non-parametric approach. We find that both wages and working conditions have an impact on nurses' decision to quit. Furthermore, failing to correct for the fact that nurses' income partly consists of compensation for inconvenient working hours results in a considerable downward bias of the wage effect. Copyright 2002 John Wiley & Sons, Ltd.

Direct Estimation of Kinetic Parametric Images for Dynamic PET

PubMed Central

Wang, Guobao; Qi, Jinyi

2013-01-01

Dynamic positron emission tomography (PET) can monitor spatiotemporal distribution of radiotracer in vivo. The spatiotemporal information can be used to estimate parametric images of radiotracer kinetics that are of physiological and biochemical interests. Direct estimation of parametric images from raw projection data allows accurate noise modeling and has been shown to offer better image quality than conventional indirect methods, which reconstruct a sequence of PET images first and then perform tracer kinetic modeling pixel-by-pixel. Direct reconstruction of parametric images has gained increasing interests with the advances in computing hardware. Many direct reconstruction algorithms have been developed for different kinetic models. In this paper we review the recent progress in the development of direct reconstruction algorithms for parametric image estimation. Algorithms for linear and nonlinear kinetic models are described and their properties are discussed. PMID:24396500

A comparison of non-parametric techniques to estimate incident photosynthetically active radiation from MODIS for monitoring primary production

NASA Astrophysics Data System (ADS)

Brown, M. G. L.; He, T.; Liang, S.

2016-12-01

Satellite-derived estimates of incident photosynthetically active radiation (PAR) can be used to monitor global change, are required by most terrestrial ecosystem models, and can be used to estimate primary production according to the theory of light use efficiency. Compared with parametric approaches, non-parametric techniques that include an artificial neural network (ANN), support vector machine regression (SVM), an artificial bee colony (ABC), and a look-up table (LUT) do not require many ancillary data as inputs for the estimation of PAR from satellite data. In this study, a selection of machine learning methods to estimate PAR from MODIS top of atmosphere (TOA) radiances are compared to a LUT approach to determine which techniques might best handle the nonlinear relationship between TOA radiance and incident PAR. Evaluation of these methods (ANN, SVM, and LUT) is performed with ground measurements at seven SURFRAD sites. Due to the design of the ANN, it can handle the nonlinear relationship between TOA radiance and PAR better than linearly interpolating between the values in the LUT; however, training the ANN has to be carried out on an angular-bin basis, which results in a LUT of ANNs. The SVM model may be better for incorporating multiple viewing angles than the ANN; however, both techniques require a large amount of training data, which may introduce a regional bias based on where the most training and validation data are available. Based on the literature, the ABC is a promising alternative to an ANN, SVM regression and a LUT, but further development for this application is required before concrete conclusions can be drawn. For now, the LUT method outperforms the machine-learning techniques, but future work should be directed at developing and testing the ABC method. A simple, robust method to estimate direct and diffuse incident PAR, with minimal inputs and a priori knowledge, would be very useful for monitoring global change of primary production, particularly of pastures and rangeland, which have implications for livestock and food security. Future work will delve deeper into the utility of satellite-derived PAR estimation for monitoring primary production in pasture and rangelands.

A Bayesian approach for estimating under-reported dengue incidence with a focus on non-linear associations between climate and dengue in Dhaka, Bangladesh.

PubMed

Sharmin, Sifat; Glass, Kathryn; Viennet, Elvina; Harley, David

2018-04-01

Determining the relation between climate and dengue incidence is challenging due to under-reporting of disease and consequent biased incidence estimates. Non-linear associations between climate and incidence compound this. Here, we introduce a modelling framework to estimate dengue incidence from passive surveillance data while incorporating non-linear climate effects. We estimated the true number of cases per month using a Bayesian generalised linear model, developed in stages to adjust for under-reporting. A semi-parametric thin-plate spline approach was used to quantify non-linear climate effects. The approach was applied to data collected from the national dengue surveillance system of Bangladesh. The model estimated that only 2.8% (95% credible interval 2.7-2.8) of all cases in the capital Dhaka were reported through passive case reporting. The optimal mean monthly temperature for dengue transmission is 29℃ and average monthly rainfall above 15 mm decreases transmission. Our approach provides an estimate of true incidence and an understanding of the effects of temperature and rainfall on dengue transmission in Dhaka, Bangladesh.

Novel Application of Density Estimation Techniques in Muon Ionization Cooling Experiment

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mohayai, Tanaz Angelina; Snopok, Pavel; Neuffer, David

The international Muon Ionization Cooling Experiment (MICE) aims to demonstrate muon beam ionization cooling for the first time and constitutes a key part of the R&D towards a future neutrino factory or muon collider. Beam cooling reduces the size of the phase space volume occupied by the beam. Non-parametric density estimation techniques allow very precise calculation of the muon beam phase-space density and its increase as a result of cooling. These density estimation techniques are investigated in this paper and applied in order to estimate the reduction in muon beam size in MICE under various conditions.

The Bayesian Cramér-Rao lower bound in Astrometry

NASA Astrophysics Data System (ADS)

Mendez, R. A.; Echeverria, A.; Silva, J.; Orchard, M.

2018-01-01

A determination of the highest precision that can be achieved in the measurement of the location of a stellar-like object has been a topic of permanent interest by the astrometric community. The so-called (parametric, or non-Bayesian) Cramér-Rao (CR hereafter) bound provides a lower bound for the variance with which one could estimate the position of a point source. This has been studied recently by Mendez et al. (2013, 2014, 2015). In this work we present a different approach to the same problem (Echeverria et al. 2016), using a Bayesian CR setting which has a number of advantages over the parametric scenario.

The Bayesian Cramér-Rao lower bound in Astrometry

NASA Astrophysics Data System (ADS)

Mendez, R. A.; Echeverria, A.; Silva, J.; Orchard, M.

2017-07-01

A determination of the highest precision that can be achieved in the measurement of the location of a stellar-like object has been a topic of permanent interest by the astrometric community. The so-called (parametric, or non-Bayesian) Cramér-Rao (CR hereafter) bound provides a lower bound for the variance with which one could estimate the position of a point source. This has been studied recently by Mendez and collaborators (2014, 2015). In this work we present a different approach to the same problem (Echeverria et al. 2016), using a Bayesian CR setting which has a number of advantages over the parametric scenario.

Capture-Recapture Estimators in Epidemiology with Applications to Pertussis and Pneumococcal Invasive Disease Surveillance

PubMed Central

Braeye, Toon; Verheagen, Jan; Mignon, Annick; Flipse, Wim; Pierard, Denis; Huygen, Kris; Schirvel, Carole; Hens, Niel

2016-01-01

Introduction Surveillance networks are often not exhaustive nor completely complementary. In such situations, capture-recapture methods can be used for incidence estimation. The choice of estimator and their robustness with respect to the homogeneity and independence assumptions are however not well documented. Methods We investigated the performance of five different capture-recapture estimators in a simulation study. Eight different scenarios were used to detect and combine case-information. The scenarios increasingly violated assumptions of independence of samples and homogeneity of detection probabilities. Belgian datasets on invasive pneumococcal disease (IPD) and pertussis provided motivating examples. Results No estimator was unbiased in all scenarios. Performance of the parametric estimators depended on how much of the dependency and heterogeneity were correctly modelled. Model building was limited by parameter estimability, availability of additional information (e.g. covariates) and the possibilities inherent to the method. In the most complex scenario, methods that allowed for detection probabilities conditional on previous detections estimated the total population size within a 20–30% error-range. Parametric estimators remained stable if individual data sources lost up to 50% of their data. The investigated non-parametric methods were more susceptible to data loss and their performance was linked to the dependence between samples; overestimating in scenarios with little dependence, underestimating in others. Issues with parameter estimability made it impossible to model all suggested relations between samples for the IPD and pertussis datasets. For IPD, the estimates for the Belgian incidence for cases aged 50 years and older ranged from 44 to58/100,000 in 2010. The estimates for pertussis (all ages, Belgium, 2014) ranged from 24.2 to30.8/100,000. Conclusion We encourage the use of capture-recapture methods, but epidemiologists should preferably include datasets for which the underlying dependency structure is not too complex, a priori investigate this structure, compensate for it within the model and interpret the results with the remaining unmodelled heterogeneity in mind. PMID:27529167

A Parametric k-Means Algorithm

PubMed Central

Tarpey, Thaddeus

2007-01-01

Summary The k points that optimally represent a distribution (usually in terms of a squared error loss) are called the k principal points. This paper presents a computationally intensive method that automatically determines the principal points of a parametric distribution. Cluster means from the k-means algorithm are nonparametric estimators of principal points. A parametric k-means approach is introduced for estimating principal points by running the k-means algorithm on a very large simulated data set from a distribution whose parameters are estimated using maximum likelihood. Theoretical and simulation results are presented comparing the parametric k-means algorithm to the usual k-means algorithm and an example on determining sizes of gas masks is used to illustrate the parametric k-means algorithm. PMID:17917692

Empirical study of the dependence of the results of multivariable flexible survival analyses on model selection strategy.

PubMed

Binquet, C; Abrahamowicz, M; Mahboubi, A; Jooste, V; Faivre, J; Bonithon-Kopp, C; Quantin, C

2008-12-30

Flexible survival models, which avoid assumptions about hazards proportionality (PH) or linearity of continuous covariates effects, bring the issues of model selection to a new level of complexity. Each 'candidate covariate' requires inter-dependent decisions regarding (i) its inclusion in the model, and representation of its effects on the log hazard as (ii) either constant over time or time-dependent (TD) and, for continuous covariates, (iii) either loglinear or non-loglinear (NL). Moreover, 'optimal' decisions for one covariate depend on the decisions regarding others. Thus, some efficient model-building strategy is necessary.We carried out an empirical study of the impact of the model selection strategy on the estimates obtained in flexible multivariable survival analyses of prognostic factors for mortality in 273 gastric cancer patients. We used 10 different strategies to select alternative multivariable parametric as well as spline-based models, allowing flexible modeling of non-parametric (TD and/or NL) effects. We employed 5-fold cross-validation to compare the predictive ability of alternative models.All flexible models indicated significant non-linearity and changes over time in the effect of age at diagnosis. Conventional 'parametric' models suggested the lack of period effect, whereas more flexible strategies indicated a significant NL effect. Cross-validation confirmed that flexible models predicted better mortality. The resulting differences in the 'final model' selected by various strategies had also impact on the risk prediction for individual subjects.Overall, our analyses underline (a) the importance of accounting for significant non-parametric effects of covariates and (b) the need for developing accurate model selection strategies for flexible survival analyses. Copyright 2008 John Wiley & Sons, Ltd.

Parametrically Guided Generalized Additive Models with Application to Mergers and Acquisitions Data

PubMed Central

Fan, Jianqing; Maity, Arnab; Wang, Yihui; Wu, Yichao

2012-01-01

Generalized nonparametric additive models present a flexible way to evaluate the effects of several covariates on a general outcome of interest via a link function. In this modeling framework, one assumes that the effect of each of the covariates is nonparametric and additive. However, in practice, often there is prior information available about the shape of the regression functions, possibly from pilot studies or exploratory analysis. In this paper, we consider such situations and propose an estimation procedure where the prior information is used as a parametric guide to fit the additive model. Specifically, we first posit a parametric family for each of the regression functions using the prior information (parametric guides). After removing these parametric trends, we then estimate the remainder of the nonparametric functions using a nonparametric generalized additive model, and form the final estimates by adding back the parametric trend. We investigate the asymptotic properties of the estimates and show that when a good guide is chosen, the asymptotic variance of the estimates can be reduced significantly while keeping the asymptotic variance same as the unguided estimator. We observe the performance of our method via a simulation study and demonstrate our method by applying to a real data set on mergers and acquisitions. PMID:23645976

Parametrically Guided Generalized Additive Models with Application to Mergers and Acquisitions Data.

PubMed

Fan, Jianqing; Maity, Arnab; Wang, Yihui; Wu, Yichao

2013-01-01

Generalized nonparametric additive models present a flexible way to evaluate the effects of several covariates on a general outcome of interest via a link function. In this modeling framework, one assumes that the effect of each of the covariates is nonparametric and additive. However, in practice, often there is prior information available about the shape of the regression functions, possibly from pilot studies or exploratory analysis. In this paper, we consider such situations and propose an estimation procedure where the prior information is used as a parametric guide to fit the additive model. Specifically, we first posit a parametric family for each of the regression functions using the prior information (parametric guides). After removing these parametric trends, we then estimate the remainder of the nonparametric functions using a nonparametric generalized additive model, and form the final estimates by adding back the parametric trend. We investigate the asymptotic properties of the estimates and show that when a good guide is chosen, the asymptotic variance of the estimates can be reduced significantly while keeping the asymptotic variance same as the unguided estimator. We observe the performance of our method via a simulation study and demonstrate our method by applying to a real data set on mergers and acquisitions.

Methods for estimating population density in data-limited areas: evaluating regression and tree-based models in Peru.

PubMed

Anderson, Weston; Guikema, Seth; Zaitchik, Ben; Pan, William

2014-01-01

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.

Methods for Estimating Population Density in Data-Limited Areas: Evaluating Regression and Tree-Based Models in Peru

PubMed Central

Anderson, Weston; Guikema, Seth; Zaitchik, Ben; Pan, William

2014-01-01

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. PMID:24992657

Application of Stein and related parametric empirical Bayes estimators to the nuclear plant reliability data system

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hill, J.R.; Heger, A.S.; Koen, B.V.

1984-04-01

This report is the result of a preliminary feasibility study of the applicability of Stein and related parametric empirical Bayes (PEB) estimators to the Nuclear Plant Reliability Data System (NPRDS). A new estimator is derived for the means of several independent Poisson distributions with different sampling times. This estimator is applied to data from NPRDS in an attempt to improve failure rate estimation. Theoretical and Monte Carlo results indicate that the new PEB estimator can perform significantly better than the standard maximum likelihood estimator if the estimation of the individual means can be combined through the loss function or throughmore » a parametric class of prior distributions.« less

Inference on periodicity of circadian time series.

PubMed

Costa, Maria J; Finkenstädt, Bärbel; Roche, Véronique; Lévi, Francis; Gould, Peter D; Foreman, Julia; Halliday, Karen; Hall, Anthony; Rand, David A

2013-09-01

Estimation of the period length of time-course data from cyclical biological processes, such as those driven by the circadian pacemaker, is crucial for inferring the properties of the biological clock found in many living organisms. We propose a methodology for period estimation based on spectrum resampling (SR) techniques. Simulation studies show that SR is superior and more robust to non-sinusoidal and noisy cycles than a currently used routine based on Fourier approximations. In addition, a simple fit to the oscillations using linear least squares is available, together with a non-parametric test for detecting changes in period length which allows for period estimates with different variances, as frequently encountered in practice. The proposed methods are motivated by and applied to various data examples from chronobiology.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Water quality analysis in rivers with non-parametric probability distributions and fuzzy inference systems: application to the Cauca River, Colombia.

PubMed

Ocampo-Duque, William; Osorio, Carolina; Piamba, Christian; Schuhmacher, Marta; Domingo, José L

2013-02-01

The integration of water quality monitoring variables is essential in environmental decision making. Nowadays, advanced techniques to manage subjectivity, imprecision, uncertainty, vagueness, and variability are required in such complex evaluation process. We here propose a probabilistic fuzzy hybrid model to assess river water quality. Fuzzy logic reasoning has been used to compute a water quality integrative index. By applying a Monte Carlo technique, based on non-parametric probability distributions, the randomness of model inputs was estimated. Annual histograms of nine water quality variables were built with monitoring data systematically collected in the Colombian Cauca River, and probability density estimations using the kernel smoothing method were applied to fit data. Several years were assessed, and river sectors upstream and downstream the city of Santiago de Cali, a big city with basic wastewater treatment and high industrial activity, were analyzed. The probabilistic fuzzy water quality index was able to explain the reduction in water quality, as the river receives a larger number of agriculture, domestic, and industrial effluents. The results of the hybrid model were compared to traditional water quality indexes. The main advantage of the proposed method is that it considers flexible boundaries between the linguistic qualifiers used to define the water status, being the belongingness of water quality to the diverse output fuzzy sets or classes provided with percentiles and histograms, which allows classify better the real water condition. The results of this study show that fuzzy inference systems integrated to stochastic non-parametric techniques may be used as complementary tools in water quality indexing methodologies. Copyright © 2012 Elsevier Ltd. All rights reserved.

A robust semi-parametric warping estimator of the survivor function with an application to two-group comparisons

PubMed Central

Hutson, Alan D

2018-01-01

In this note, we develop a new and novel semi-parametric estimator of the survival curve that is comparable to the product-limit estimator under very relaxed assumptions. The estimator is based on a beta parametrization that warps the empirical distribution of the observed censored and uncensored data. The parameters are obtained using a pseudo-maximum likelihood approach adjusting the survival curve accounting for the censored observations. In the univariate setting, the new estimator tends to better extend the range of the survival estimation given a high degree of censoring. However, the key feature of this paper is that we develop a new two-group semi-parametric exact permutation test for comparing survival curves that is generally superior to the classic log-rank and Wilcoxon tests and provides the best global power across a variety of alternatives. The new test is readily extended to the k group setting. PMID:26988931

Validity Study in Multidimensional Latent Space and Efficient Computerized Adaptive Testing. Final Report.

ERIC Educational Resources Information Center

Samejima, Fumiko

This paper is the final report of a multi-year project sponsored by the Office of Naval Research (ONR) in 1987 through 1990. The main objectives of the research summarized were to: investigate the non-parametric approach to the estimation of the operating characteristics of discrete item responses; revise and strengthen the package computer…

An application of quantile random forests for predictive mapping of forest attributes

Treesearch

E.A. Freeman; G.G. Moisen

2015-01-01

Increasingly, random forest models are used in predictive mapping of forest attributes. Traditional random forests output the mean prediction from the random trees. Quantile regression forests (QRF) is an extension of random forests developed by Nicolai Meinshausen that provides non-parametric estimates of the median predicted value as well as prediction quantiles. It...

Characterization and modelling of the spatially- and spectrally-varying point-spread function in hyperspectral imaging systems for computational correction of axial optical aberrations

NASA Astrophysics Data System (ADS)

Špiclin, Žiga; Bürmen, Miran; Pernuš, Franjo; Likar, Boštjan

2012-03-01

Spatial resolution of hyperspectral imaging systems can vary significantly due to axial optical aberrations that originate from wavelength-induced index-of-refraction variations of the imaging optics. For systems that have a broad spectral range, the spatial resolution will vary significantly both with respect to the acquisition wavelength and with respect to the spatial position within each spectral image. Variations of the spatial resolution can be effectively characterized as part of the calibration procedure by a local image-based estimation of the pointspread function (PSF) of the hyperspectral imaging system. The estimated PSF can then be used in the image deconvolution methods to improve the spatial resolution of the spectral images. We estimated the PSFs from the spectral images of a line grid geometric caliber. From individual line segments of the line grid, the PSF was obtained by a non-parametric estimation procedure that used an orthogonal series representation of the PSF. By using the non-parametric estimation procedure, the PSFs were estimated at different spatial positions and at different wavelengths. The variations of the spatial resolution were characterized by the radius and the fullwidth half-maximum of each PSF and by the modulation transfer function, computed from images of USAF1951 resolution target. The estimation and characterization of the PSFs and the image deconvolution based spatial resolution enhancement were tested on images obtained by a hyperspectral imaging system with an acousto-optic tunable filter in the visible spectral range. The results demonstrate that the spatial resolution of the acquired spectral images can be significantly improved using the estimated PSFs and image deconvolution methods.

Dynamic Human Body Modeling Using a Single RGB Camera.

PubMed

Zhu, Haiyu; Yu, Yao; Zhou, Yu; Du, Sidan

2016-03-18

In this paper, we present a novel automatic pipeline to build personalized parametric models of dynamic people using a single RGB camera. Compared to previous approaches that use monocular RGB images, our system can model a 3D human body automatically and incrementally, taking advantage of human motion. Based on coarse 2D and 3D poses estimated from image sequences, we first perform a kinematic classification of human body parts to refine the poses and obtain reconstructed body parts. Next, a personalized parametric human model is generated by driving a general template to fit the body parts and calculating the non-rigid deformation. Experimental results show that our shape estimation method achieves comparable accuracy with reconstructed models using depth cameras, yet requires neither user interaction nor any dedicated devices, leading to the feasibility of using this method on widely available smart phones.

Dynamic Human Body Modeling Using a Single RGB Camera

PubMed Central

Zhu, Haiyu; Yu, Yao; Zhou, Yu; Du, Sidan

2016-01-01

In this paper, we present a novel automatic pipeline to build personalized parametric models of dynamic people using a single RGB camera. Compared to previous approaches that use monocular RGB images, our system can model a 3D human body automatically and incrementally, taking advantage of human motion. Based on coarse 2D and 3D poses estimated from image sequences, we first perform a kinematic classification of human body parts to refine the poses and obtain reconstructed body parts. Next, a personalized parametric human model is generated by driving a general template to fit the body parts and calculating the non-rigid deformation. Experimental results show that our shape estimation method achieves comparable accuracy with reconstructed models using depth cameras, yet requires neither user interaction nor any dedicated devices, leading to the feasibility of using this method on widely available smart phones. PMID:26999159

A concordance index for matched case-control studies with applications in cancer risk.

PubMed

Brentnall, Adam R; Cuzick, Jack; Field, John; Duffy, Stephen W

2015-02-10

In unmatched case-control studies, the area under the receiver operating characteristic (ROC) curve (AUC) may be used to measure how well a variable discriminates between cases and controls. The AUC is sometimes used in matched case-control studies by ignoring matching, but it lacks interpretation because it is not based on an estimate of the ROC for the population of interest. We introduce an alternative measure of discrimination that is the concordance of risk factors conditional on the matching factors. Parametric and non-parametric estimators are given for different matching scenarios, and applied to real data from breast and lung cancer case-control studies. Diagnostic plots to verify the constancy of discrimination over matching factors are demonstrated. The proposed simple measure is easy to use, interpret, more efficient than unmatched AUC statistics and may be applied to compare the conditional discrimination performance of risk factors. Copyright © 2014 John Wiley & Sons, Ltd.

Comparison of Two Methods for Estimating the Sampling-Related Uncertainty of Satellite Rainfall Averages Based on a Large Radar Data Set

NASA Technical Reports Server (NTRS)

Lau, William K. M. (Technical Monitor); Bell, Thomas L.; Steiner, Matthias; Zhang, Yu; Wood, Eric F.

2002-01-01

The uncertainty of rainfall estimated from averages of discrete samples collected by a satellite is assessed using a multi-year radar data set covering a large portion of the United States. The sampling-related uncertainty of rainfall estimates is evaluated for all combinations of 100 km, 200 km, and 500 km space domains, 1 day, 5 day, and 30 day rainfall accumulations, and regular sampling time intervals of 1 h, 3 h, 6 h, 8 h, and 12 h. These extensive analyses are combined to characterize the sampling uncertainty as a function of space and time domain, sampling frequency, and rainfall characteristics by means of a simple scaling law. Moreover, it is shown that both parametric and non-parametric statistical techniques of estimating the sampling uncertainty produce comparable results. Sampling uncertainty estimates, however, do depend on the choice of technique for obtaining them. They can also vary considerably from case to case, reflecting the great variability of natural rainfall, and should therefore be expressed in probabilistic terms. Rainfall calibration errors are shown to affect comparison of results obtained by studies based on data from different climate regions and/or observation platforms.

The quantile regression approach to efficiency measurement: insights from Monte Carlo simulations.

PubMed

Liu, Chunping; Laporte, Audrey; Ferguson, Brian S

2008-09-01

In the health economics literature there is an ongoing debate over approaches used to estimate the efficiency of health systems at various levels, from the level of the individual hospital - or nursing home - up to that of the health system as a whole. The two most widely used approaches to evaluating the efficiency with which various units deliver care are non-parametric data envelopment analysis (DEA) and parametric stochastic frontier analysis (SFA). Productivity researchers tend to have very strong preferences over which methodology to use for efficiency estimation. In this paper, we use Monte Carlo simulation to compare the performance of DEA and SFA in terms of their ability to accurately estimate efficiency. We also evaluate quantile regression as a potential alternative approach. A Cobb-Douglas production function, random error terms and a technical inefficiency term with different distributions are used to calculate the observed output. The results, based on these experiments, suggest that neither DEA nor SFA can be regarded as clearly dominant, and that, depending on the quantile estimated, the quantile regression approach may be a useful addition to the armamentarium of methods for estimating technical efficiency.

An EM-based semi-parametric mixture model approach to the regression analysis of competing-risks data.

PubMed

Ng, S K; McLachlan, G J

2003-04-15

We consider a mixture model approach to the regression analysis of competing-risks data. Attention is focused on inference concerning the effects of factors on both the probability of occurrence and the hazard rate conditional on each of the failure types. These two quantities are specified in the mixture model using the logistic model and the proportional hazards model, respectively. We propose a semi-parametric mixture method to estimate the logistic and regression coefficients jointly, whereby the component-baseline hazard functions are completely unspecified. Estimation is based on maximum likelihood on the basis of the full likelihood, implemented via an expectation-conditional maximization (ECM) algorithm. Simulation studies are performed to compare the performance of the proposed semi-parametric method with a fully parametric mixture approach. The results show that when the component-baseline hazard is monotonic increasing, the semi-parametric and fully parametric mixture approaches are comparable for mildly and moderately censored samples. When the component-baseline hazard is not monotonic increasing, the semi-parametric method consistently provides less biased estimates than a fully parametric approach and is comparable in efficiency in the estimation of the parameters for all levels of censoring. The methods are illustrated using a real data set of prostate cancer patients treated with different dosages of the drug diethylstilbestrol. Copyright 2003 John Wiley & Sons, Ltd.

International comparisons of the technical efficiency of the hospital sector: panel data analysis of OECD countries using parametric and non-parametric approaches.

PubMed

Varabyova, Yauheniya; Schreyögg, Jonas

2013-09-01

There is a growing interest in the cross-country comparisons of the performance of national health care systems. The present work provides a comparison of the technical efficiency of the hospital sector using unbalanced panel data from OECD countries over the period 2000-2009. The estimation of the technical efficiency of the hospital sector is performed using nonparametric data envelopment analysis (DEA) and parametric stochastic frontier analysis (SFA). Internal and external validity of findings is assessed by estimating the Spearman rank correlations between the results obtained in different model specifications. The panel-data analyses using two-step DEA and one-stage SFA show that countries, which have higher health care expenditure per capita, tend to have a more technically efficient hospital sector. Whether the expenditure is financed through private or public sources is not related to the technical efficiency of the hospital sector. On the other hand, the hospital sector in countries with higher income inequality and longer average hospital length of stay is less technically efficient. Copyright © 2013 The Authors. Published by Elsevier Ireland Ltd.. All rights reserved.

Frequency Analysis Using Bootstrap Method and SIR Algorithm for Prevention of Natural Disasters

NASA Astrophysics Data System (ADS)

Kim, T.; Kim, Y. S.

2017-12-01

The frequency analysis of hydrometeorological data is one of the most important factors in response to natural disaster damage, and design standards for a disaster prevention facilities. In case of frequency analysis of hydrometeorological data, it assumes that observation data have statistical stationarity, and a parametric method considering the parameter of probability distribution is applied. For a parametric method, it is necessary to sufficiently collect reliable data; however, snowfall observations are needed to compensate for insufficient data in Korea, because of reducing the number of days for snowfall observations and mean maximum daily snowfall depth due to climate change. In this study, we conducted the frequency analysis for snowfall using the Bootstrap method and SIR algorithm which are the resampling methods that can overcome the problems of insufficient data. For the 58 meteorological stations distributed evenly in Korea, the probability of snowfall depth was estimated by non-parametric frequency analysis using the maximum daily snowfall depth data. The results show that probabilistic daily snowfall depth by frequency analysis is decreased at most stations, and most stations representing the rate of change were found to be consistent in both parametric and non-parametric frequency analysis. This study shows that the resampling methods can do the frequency analysis of the snowfall depth that has insufficient observed samples, which can be applied to interpretation of other natural disasters such as summer typhoons with seasonal characteristics. Acknowledgment.This research was supported by a grant(MPSS-NH-2015-79) from Disaster Prediction and Mitigation Technology Development Program funded by Korean Ministry of Public Safety and Security(MPSS).

520-µJ mid-infrared femtosecond laser at 2.8 µm by 1-kHz KTA optical parametric amplifier

NASA Astrophysics Data System (ADS)

He, Huijun; Wang, Zhaohua; Hu, Chenyang; Jiang, Jianwang; Qin, Shuang; He, Peng; Zhang, Ninghua; Yang, Peilong; Li, Zhiyuan; Wei, Zhiyi

2018-02-01

We report on a 520-µJ, 1-kHz mid-infrared femtosecond optical parametric amplifier system driven by a Ti:sapphire laser system. The seeding signal was generated from white-light continuum in YAG plate and then amplified in four non-collinear amplification stages and the idler was obtained in the last stage with central wavelength at 2.8 µm and bandwidth of 525 nm. To maximize the bandwidth of the idler, a theoretical method was developed to give an optimum non-collinear angle and estimate the conversion efficiency and output spectrum. As an experimental result, laser pulse energy up to 1.8 mJ for signal wave and 520 µJ for idler wave were obtained in the last stage under 10-mJ pump energy, corresponding to a pump-to-idler conversion efficiency of 5.2%, which meets well with the numerical calculation.

Species richness in soil bacterial communities: a proposed approach to overcome sample size bias.

PubMed

Youssef, Noha H; Elshahed, Mostafa S

2008-09-01

Estimates of species richness based on 16S rRNA gene clone libraries are increasingly utilized to gauge the level of bacterial diversity within various ecosystems. However, previous studies have indicated that regardless of the utilized approach, species richness estimates obtained are dependent on the size of the analyzed clone libraries. We here propose an approach to overcome sample size bias in species richness estimates in complex microbial communities. Parametric (Maximum likelihood-based and rarefaction curve-based) and non-parametric approaches were used to estimate species richness in a library of 13,001 near full-length 16S rRNA clones derived from soil, as well as in multiple subsets of the original library. Species richness estimates obtained increased with the increase in library size. To obtain a sample size-unbiased estimate of species richness, we calculated the theoretical clone library sizes required to encounter the estimated species richness at various clone library sizes, used curve fitting to determine the theoretical clone library size required to encounter the "true" species richness, and subsequently determined the corresponding sample size-unbiased species richness value. Using this approach, sample size-unbiased estimates of 17,230, 15,571, and 33,912 were obtained for the ML-based, rarefaction curve-based, and ACE-1 estimators, respectively, compared to bias-uncorrected values of 15,009, 11,913, and 20,909.

Parametric estimation for reinforced concrete relief shelter for Aceh cases

NASA Astrophysics Data System (ADS)

Atthaillah; Saputra, Eri; Iqbal, Muhammad

2018-05-01

This paper was a work in progress (WIP) to discover a rapid parametric framework for post-disaster permanent shelter’s materials estimation. The intended shelters were reinforced concrete construction with bricks as its wall. Inevitably, in post-disaster cases, design variations were needed to help suited victims condition. It seemed impossible to satisfy a beneficiary with a satisfactory design utilizing the conventional method. This study offered a parametric framework to overcome slow construction-materials estimation issue against design variations. Further, this work integrated parametric tool, which was Grasshopper to establish algorithms that simultaneously model, visualize, calculate and write the calculated data to a spreadsheet in a real-time. Some customized Grasshopper components were created using GHPython scripting for a more optimized algorithm. The result from this study was a partial framework that successfully performed modeling, visualization, calculation and writing the calculated data simultaneously. It meant design alterations did not escalate time needed for modeling, visualization, and material estimation. Further, the future development of the parametric framework will be made open source.

The influence of a time-varying least squares parametric model when estimating SFOAEs evoked with swept-frequency tones

NASA Astrophysics Data System (ADS)

Hajicek, Joshua J.; Selesnick, Ivan W.; Henin, Simon; Talmadge, Carrick L.; Long, Glenis R.

2018-05-01

Stimulus frequency otoacoustic emissions (SFOAEs) were evoked and estimated using swept-frequency tones with and without the use of swept suppressor tones. SFOAEs were estimated using a least-squares fitting procedure. The estimated SFOAEs for the two paradigms (with- and without-suppression) were similar in amplitude and phase. The fitting procedure minimizes the square error between a parametric model of total ear-canal pressure (with unknown amplitudes and phases) and ear-canal pressure acquired during each paradigm. Modifying the parametric model to allow SFOAE amplitude and phase to vary over time revealed additional amplitude and phase fine structure in the without-suppressor, but not the with-suppressor paradigm. The use of a time-varying parametric model to estimate SFOAEs without-suppression may provide additional information about cochlear mechanics not available when using a with-suppressor paradigm.

Spatial hydrological drought characteristics in Karkheh River basin, southwest Iran using copulas

NASA Astrophysics Data System (ADS)

Dodangeh, Esmaeel; Shahedi, Kaka; Shiau, Jenq-Tzong; MirAkbari, Maryam

2017-08-01

Investigation on drought characteristics such as severity, duration, and frequency is crucial for water resources planning and management in a river basin. While the methodology for multivariate drought frequency analysis is well established by applying the copulas, the estimation on the associated parameters by various parameter estimation methods and the effects on the obtained results have not yet been investigated. This research aims at conducting a comparative analysis between the maximum likelihood parametric and non-parametric method of the Kendall τ estimation method for copulas parameter estimation. The methods were employed to study joint severity-duration probability and recurrence intervals in Karkheh River basin (southwest Iran) which is facing severe water-deficit problems. Daily streamflow data at three hydrological gauging stations (Tang Sazbon, Huleilan and Polchehr) near the Karkheh dam were used to draw flow duration curves (FDC) of these three stations. The Q_{75} index extracted from the FDC were set as threshold level to abstract drought characteristics such as drought duration and severity on the basis of the run theory. Drought duration and severity were separately modeled using the univariate probabilistic distributions and gamma-GEV, LN2-exponential, and LN2-gamma were selected as the best paired drought severity-duration inputs for copulas according to the Akaike Information Criteria (AIC), Kolmogorov-Smirnov and chi-square tests. Archimedean Clayton, Frank, and extreme value Gumbel copulas were employed to construct joint cumulative distribution functions (JCDF) of droughts for each station. Frank copula at Tang Sazbon and Gumbel at Huleilan and Polchehr stations were identified as the best copulas based on the performance evaluation criteria including AIC, BIC, log-likelihood and root mean square error (RMSE) values. Based on the RMSE values, nonparametric Kendall-τ is preferred to the parametric maximum likelihood estimation method. The results showed greater drought return periods by the parametric ML method in comparison to the nonparametric Kendall τ estimation method. The results also showed that stations located in tributaries (Huleilan and Polchehr) have close return periods, while the station along the main river (Tang Sazbon) has the smaller return periods for the drought events with identical drought duration and severity.

Estimation for coefficient of variation of an extension of the exponential distribution under type-II censoring scheme

NASA Astrophysics Data System (ADS)

Bakoban, Rana A.

2017-08-01

The coefficient of variation [CV] has several applications in applied statistics. So in this paper, we adopt Bayesian and non-Bayesian approaches for the estimation of CV under type-II censored data from extension exponential distribution [EED]. The point and interval estimate of the CV are obtained for each of the maximum likelihood and parametric bootstrap techniques. Also the Bayesian approach with the help of MCMC method is presented. A real data set is presented and analyzed, hence the obtained results are used to assess the obtained theoretical results.

The Rasch Model and Missing Data, with an Emphasis on Tailoring Test Items.

ERIC Educational Resources Information Center

de Gruijter, Dato N. M.

Many applications of educational testing have a missing data aspect (MDA). This MDA is perhaps most pronounced in item banking, where each examinee responds to a different subtest of items from a large item pool and where both person and item parameter estimates are needed. The Rasch model is emphasized, and its non-parametric counterpart (the…

Characterization of Changes in Gene Expression and Biochemical Pathways at Low Levels of Benzene Exposure

PubMed Central

Thomas, Reuben; Hubbard, Alan E.; McHale, Cliona M.; Zhang, Luoping; Rappaport, Stephen M.; Lan, Qing; Rothman, Nathaniel; Vermeulen, Roel; Guyton, Kathryn Z.; Jinot, Jennifer; Sonawane, Babasaheb R.; Smith, Martyn T.

2014-01-01

Benzene, a ubiquitous environmental pollutant, causes acute myeloid leukemia (AML). Recently, through transcriptome profiling of peripheral blood mononuclear cells (PBMC), we reported dose-dependent effects of benzene exposure on gene expression and biochemical pathways in 83 workers exposed across four airborne concentration ranges (from <1 ppm to >10 ppm) compared with 42 subjects with non-workplace ambient exposure levels. Here, we further characterize these dose-dependent effects with continuous benzene exposure in all 125 study subjects. We estimated air benzene exposure levels in the 42 environmentally-exposed subjects from their unmetabolized urinary benzene levels. We used a novel non-parametric, data-adaptive model selection method to estimate the change with dose in the expression of each gene. We describe non-parametric approaches to model pathway responses and used these to estimate the dose responses of the AML pathway and 4 other pathways of interest. The response patterns of majority of genes as captured by mean estimates of the first and second principal components of the dose-response for the five pathways and the profiles of 6 AML pathway response-representative genes (identified by clustering) exhibited similar apparent supra-linear responses. Responses at or below 0.1 ppm benzene were observed for altered expression of AML pathway genes and CYP2E1. Together, these data show that benzene alters disease-relevant pathways and genes in a dose-dependent manner, with effects apparent at doses as low as 100 ppb in air. Studies with extensive exposure assessment of subjects exposed in the low-dose range between 10 ppb and 1 ppm are needed to confirm these findings. PMID:24786086

Non-parametric wall model and methods of identifying boundary conditions for moments in gas flow equations

NASA Astrophysics Data System (ADS)

Liao, Meng; To, Quy-Dong; Léonard, Céline; Monchiet, Vincent

2018-03-01

In this paper, we use the molecular dynamics simulation method to study gas-wall boundary conditions. Discrete scattering information of gas molecules at the wall surface is obtained from collision simulations. The collision data can be used to identify the accommodation coefficients for parametric wall models such as Maxwell and Cercignani-Lampis scattering kernels. Since these scattering kernels are based on a limited number of accommodation coefficients, we adopt non-parametric statistical methods to construct the kernel to overcome these issues. Different from parametric kernels, the non-parametric kernels require no parameter (i.e. accommodation coefficients) and no predefined distribution. We also propose approaches to derive directly the Navier friction and Kapitza thermal resistance coefficients as well as other interface coefficients associated with moment equations from the non-parametric kernels. The methods are applied successfully to systems composed of CH4 or CO2 and graphite, which are of interest to the petroleum industry.

Smooth centile curves for skew and kurtotic data modelled using the Box-Cox power exponential distribution.

PubMed

Rigby, Robert A; Stasinopoulos, D Mikis

2004-10-15

The Box-Cox power exponential (BCPE) distribution, developed in this paper, provides a model for a dependent variable Y exhibiting both skewness and kurtosis (leptokurtosis or platykurtosis). The distribution is defined by a power transformation Y(nu) having a shifted and scaled (truncated) standard power exponential distribution with parameter tau. The distribution has four parameters and is denoted BCPE (mu,sigma,nu,tau). The parameters, mu, sigma, nu and tau, may be interpreted as relating to location (median), scale (approximate coefficient of variation), skewness (transformation to symmetry) and kurtosis (power exponential parameter), respectively. Smooth centile curves are obtained by modelling each of the four parameters of the distribution as a smooth non-parametric function of an explanatory variable. A Fisher scoring algorithm is used to fit the non-parametric model by maximizing a penalized likelihood. The first and expected second and cross derivatives of the likelihood, with respect to mu, sigma, nu and tau, required for the algorithm, are provided. The centiles of the BCPE distribution are easy to calculate, so it is highly suited to centile estimation. This application of the BCPE distribution to smooth centile estimation provides a generalization of the LMS method of the centile estimation to data exhibiting kurtosis (as well as skewness) different from that of a normal distribution and is named here the LMSP method of centile estimation. The LMSP method of centile estimation is applied to modelling the body mass index of Dutch males against age. 2004 John Wiley & Sons, Ltd.

Estimating and modelling cure in population-based cancer studies within the framework of flexible parametric survival models.

PubMed

Andersson, Therese M L; Dickman, Paul W; Eloranta, Sandra; Lambert, Paul C

2011-06-22

When the mortality among a cancer patient group returns to the same level as in the general population, that is, the patients no longer experience excess mortality, the patients still alive are considered "statistically cured". Cure models can be used to estimate the cure proportion as well as the survival function of the "uncured". One limitation of parametric cure models is that the functional form of the survival of the "uncured" has to be specified. It can sometimes be hard to find a survival function flexible enough to fit the observed data, for example, when there is high excess hazard within a few months from diagnosis, which is common among older age groups. This has led to the exclusion of older age groups in population-based cancer studies using cure models. Here we have extended the flexible parametric survival model to incorporate cure as a special case to estimate the cure proportion and the survival of the "uncured". Flexible parametric survival models use splines to model the underlying hazard function, and therefore no parametric distribution has to be specified. We have compared the fit from standard cure models to our flexible cure model, using data on colon cancer patients in Finland. This new method gives similar results to a standard cure model, when it is reliable, and better fit when the standard cure model gives biased estimates. Cure models within the framework of flexible parametric models enables cure modelling when standard models give biased estimates. These flexible cure models enable inclusion of older age groups and can give stage-specific estimates, which is not always possible from parametric cure models. © 2011 Andersson et al; licensee BioMed Central Ltd.

Estimating and modelling cure in population-based cancer studies within the framework of flexible parametric survival models

PubMed Central

2011-01-01

Background When the mortality among a cancer patient group returns to the same level as in the general population, that is, the patients no longer experience excess mortality, the patients still alive are considered "statistically cured". Cure models can be used to estimate the cure proportion as well as the survival function of the "uncured". One limitation of parametric cure models is that the functional form of the survival of the "uncured" has to be specified. It can sometimes be hard to find a survival function flexible enough to fit the observed data, for example, when there is high excess hazard within a few months from diagnosis, which is common among older age groups. This has led to the exclusion of older age groups in population-based cancer studies using cure models. Methods Here we have extended the flexible parametric survival model to incorporate cure as a special case to estimate the cure proportion and the survival of the "uncured". Flexible parametric survival models use splines to model the underlying hazard function, and therefore no parametric distribution has to be specified. Results We have compared the fit from standard cure models to our flexible cure model, using data on colon cancer patients in Finland. This new method gives similar results to a standard cure model, when it is reliable, and better fit when the standard cure model gives biased estimates. Conclusions Cure models within the framework of flexible parametric models enables cure modelling when standard models give biased estimates. These flexible cure models enable inclusion of older age groups and can give stage-specific estimates, which is not always possible from parametric cure models. PMID:21696598

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

PubMed

Du, Pang; Tang, Liansheng

2009-01-30

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

Detecting and correcting for publication bias in meta-analysis - A truncated normal distribution approach.

PubMed

Zhu, Qiaohao; Carriere, K C

2016-01-01

Publication bias can significantly limit the validity of meta-analysis when trying to draw conclusion about a research question from independent studies. Most research on detection and correction for publication bias in meta-analysis focus mainly on funnel plot-based methodologies or selection models. In this paper, we formulate publication bias as a truncated distribution problem, and propose new parametric solutions. We develop methodologies of estimating the underlying overall effect size and the severity of publication bias. We distinguish the two major situations, in which publication bias may be induced by: (1) small effect size or (2) large p-value. We consider both fixed and random effects models, and derive estimators for the overall mean and the truncation proportion. These estimators will be obtained using maximum likelihood estimation and method of moments under fixed- and random-effects models, respectively. We carried out extensive simulation studies to evaluate the performance of our methodology, and to compare with the non-parametric Trim and Fill method based on funnel plot. We find that our methods based on truncated normal distribution perform consistently well, both in detecting and correcting publication bias under various situations.

Independent Assessment of ITRF Site Velocities using GPS Imaging

NASA Astrophysics Data System (ADS)

Blewitt, G.; Hammond, W. C.; Kreemer, C.; Altamimi, Z.

2015-12-01

The long-term stability of ITRF is critical to the most challenging scientific applications such as the slow variation of sea level, and of ice sheet loading in Greenland and Antarctica. In 2010, the National Research Council recommended aiming for stability at the level of 1 mm/decade in the ITRF origin and scale. This requires that the ITRF include many globally-distributed sites with motions that are predictable to within a few mm/decade, with a significant number of sites having collocated stations of multiple techniques. Quantifying the stability of ITRF stations can be useful to understand stability of ITRF parameters, and to help the selection and weighting of ITRF stations. Here we apply a new suite of techniques for an independent assessment of ITRF site velocities. Our "GPS Imaging" suite is founded on the principle that, for the case of large numbers of data, the trend can be estimated objectively, automatically, robustly, and accurately by applying non-parametric techniques, which use quantile statistics (e.g., the median). At the foundation of GPS Imaging is the estimator "MIDAS" (Median Interannual Difference Adjusted for Skewness). MIDAS estimates the velocity with a realistic error bar based on sub-sampling the coordinate time series. MIDAS is robust to step discontinuities, outliers, seasonality, and heteroscedasticity. Common-mode noise filters enhance regional- to continental-scale precision in MIDAS estimates, just as they do for standard estimation techniques. Secondly, in regions where there is sufficient spatial sampling, GPS Imaging uses MIDAS velocity estimates to generate a regionally-representative velocity map. For this we apply a median spatial filter to despeckle the maps. We use GPS Imaging to address two questions: (1) How well do the ITRF site velocities derived by parametric estimation agree with non-parametric techniques? (2) Are ITRF site velocities regionally representative? These questions aim to get a handle on (1) the accuracy of ITRF site velocities as a function of characteristics of contributing station data, such as number of step parameters and total time span; and (2) evidence of local processes affecting site velocity, which may impact site stability. Such quantification can be used to rank stations in terms the risk that they may pose to the stability of ITRF.

Developmental models for estimating ecological responses to environmental variability: structural, parametric, and experimental issues.

PubMed

Moore, Julia L; Remais, Justin V

2014-03-01

Developmental models that account for the metabolic effect of temperature variability on poikilotherms, such as degree-day models, have been widely used to study organism emergence, range and development, particularly in agricultural and vector-borne disease contexts. Though simple and easy to use, structural and parametric issues can influence the outputs of such models, often substantially. Because the underlying assumptions and limitations of these models have rarely been considered, this paper reviews the structural, parametric, and experimental issues that arise when using degree-day models, including the implications of particular structural or parametric choices, as well as assumptions that underlie commonly used models. Linear and non-linear developmental functions are compared, as are common methods used to incorporate temperature thresholds and calculate daily degree-days. Substantial differences in predicted emergence time arose when using linear versus non-linear developmental functions to model the emergence time in a model organism. The optimal method for calculating degree-days depends upon where key temperature threshold parameters fall relative to the daily minimum and maximum temperatures, as well as the shape of the daily temperature curve. No method is shown to be universally superior, though one commonly used method, the daily average method, consistently provides accurate results. The sensitivity of model projections to these methodological issues highlights the need to make structural and parametric selections based on a careful consideration of the specific biological response of the organism under study, and the specific temperature conditions of the geographic regions of interest. When degree-day model limitations are considered and model assumptions met, the models can be a powerful tool for studying temperature-dependent development.

Combined non-parametric and parametric approach for identification of time-variant systems

NASA Astrophysics Data System (ADS)

Dziedziech, Kajetan; Czop, Piotr; Staszewski, Wieslaw J.; Uhl, Tadeusz

2018-03-01

Identification of systems, structures and machines with variable physical parameters is a challenging task especially when time-varying vibration modes are involved. The paper proposes a new combined, two-step - i.e. non-parametric and parametric - modelling approach in order to determine time-varying vibration modes based on input-output measurements. Single-degree-of-freedom (SDOF) vibration modes from multi-degree-of-freedom (MDOF) non-parametric system representation are extracted in the first step with the use of time-frequency wavelet-based filters. The second step involves time-varying parametric representation of extracted modes with the use of recursive linear autoregressive-moving-average with exogenous inputs (ARMAX) models. The combined approach is demonstrated using system identification analysis based on the experimental mass-varying MDOF frame-like structure subjected to random excitation. The results show that the proposed combined method correctly captures the dynamics of the analysed structure, using minimum a priori information on the model.

An approach to trial design and analysis in the era of non-proportional hazards of the treatment effect.

PubMed

Royston, Patrick; Parmar, Mahesh K B

2014-08-07

Most randomized controlled trials with a time-to-event outcome are designed and analysed under the proportional hazards assumption, with a target hazard ratio for the treatment effect in mind. However, the hazards may be non-proportional. We address how to design a trial under such conditions, and how to analyse the results. We propose to extend the usual approach, a logrank test, to also include the Grambsch-Therneau test of proportional hazards. We test the resulting composite null hypothesis using a joint test for the hazard ratio and for time-dependent behaviour of the hazard ratio. We compute the power and sample size for the logrank test under proportional hazards, and from that we compute the power of the joint test. For the estimation of relevant quantities from the trial data, various models could be used; we advocate adopting a pre-specified flexible parametric survival model that supports time-dependent behaviour of the hazard ratio. We present the mathematics for calculating the power and sample size for the joint test. We illustrate the methodology in real data from two randomized trials, one in ovarian cancer and the other in treating cellulitis. We show selected estimates and their uncertainty derived from the advocated flexible parametric model. We demonstrate in a small simulation study that when a treatment effect either increases or decreases over time, the joint test can outperform the logrank test in the presence of both patterns of non-proportional hazards. Those designing and analysing trials in the era of non-proportional hazards need to acknowledge that a more complex type of treatment effect is becoming more common. Our method for the design of the trial retains the tools familiar in the standard methodology based on the logrank test, and extends it to incorporate a joint test of the null hypothesis with power against non-proportional hazards. For the analysis of trial data, we propose the use of a pre-specified flexible parametric model that can represent a time-dependent hazard ratio if one is present.

Brittleness estimation from seismic measurements in unconventional reservoirs: Application to the Barnett shale

NASA Astrophysics Data System (ADS)

Perez Altimar, Roderick

Brittleness is a key characteristic for effective reservoir stimulation and is mainly controlled by mineralogy in unconventional reservoirs. Unfortunately, there is no universally accepted means of predicting brittleness from measures made in wells or from surface seismic data. Brittleness indices (BI) are based on mineralogy, while brittleness average estimations are based on Young's modulus and Poisson's ratio. I evaluate two of the more popular brittleness estimation techniques and apply them to a Barnett Shale seismic survey in order to estimate its geomechanical properties. Using specialized logging tools such as elemental capture tool, density, and P- and S wave sonic logs calibrated to previous core descriptions and laboratory measurements, I create a survey-specific BI template in Young's modulus versus Poisson's ratio or alternatively lambdarho versus murho space. I use this template to predict BI from elastic parameters computed from surface seismic data, providing a continuous estimate of BI estimate in the Barnett Shale survey. Extracting lambdarho-murho values from microseismic event locations, I compute brittleness index from the template and find that most microsemic events occur in the more brittle part of the reservoir. My template is validated through a suite of microseismic experiments that shows most events occurring in brittle zones, fewer events in the ductile shale, and fewer events still in the limestone fracture barriers. Estimated ultimate recovery (EUR) is an estimate of the expected total production of oil and/or gas for the economic life of a well and is widely used in the evaluation of resource play reserves. In the literature it is possible to find several approaches for forecasting purposes and economic analyses. However, the extension to newer infill wells is somewhat challenging because production forecasts in unconventional reservoirs are a function of both completion effectiveness and reservoir quality. For shale gas reservoirs, completion effectiveness is a function not only of the length of the horizontal wells, but also of the number and size of the hydraulic fracture treatments in a multistage completion. These considerations also include the volume of proppant placed, proppant concentration, total perforation length, and number of clusters, while reservoir quality is dependent on properties such as the spatial variations in permeability, porosity, stress, and mechanical properties. I evaluate parametric methods such as multi-linear regression, and compare it to a non-parameteric ACE to better correlate production to engineering attributes for two datasets in the Haynesville Shale play and the Barnett Shale. I find that the parametric methods are useful for an exploratory analysis of the relationship among several variables and are useful to guide the selection of a more sophisticated parametric functional form, when the underlying functional relationship is unknown. Non-parametric regression, on the other hand, is entirely data-driven and does not rely on a pre-specified functional forms. The transformations generated by the ACE algorithm facilitate the identification of appropriate, and possibly meaningful, functional forms.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Murphy, L.T.; Hickey, M.

This paper summarizes the progress to date by CH2M HILL and the UKAEA in development of a parametric modelling capability for estimating the costs of large nuclear decommissioning projects in the United Kingdom (UK) and Europe. The ability to successfully apply parametric cost estimating techniques will be a key factor to commercial success in the UK and European multi-billion dollar waste management, decommissioning and environmental restoration markets. The most useful parametric models will be those that incorporate individual components representing major elements of work: reactor decommissioning, fuel cycle facility decommissioning, waste management facility decommissioning and environmental restoration. Models must bemore » sufficiently robust to estimate indirect costs and overheads, permit pricing analysis and adjustment, and accommodate the intricacies of international monetary exchange, currency fluctuations and contingency. The development of a parametric cost estimating capability is also a key component in building a forward estimating strategy. The forward estimating strategy will enable the preparation of accurate and cost-effective out-year estimates, even when work scope is poorly defined or as yet indeterminate. Preparation of cost estimates for work outside the organizations current sites, for which detailed measurement is not possible and historical cost data does not exist, will also be facilitated. (authors)« less

Optimal methods for fitting probability distributions to propagule retention time in studies of zoochorous dispersal.

PubMed

Viana, Duarte S; Santamaría, Luis; Figuerola, Jordi

2016-02-01

Propagule retention time is a key factor in determining propagule dispersal distance and the shape of "seed shadows". Propagules dispersed by animal vectors are either ingested and retained in the gut until defecation or attached externally to the body until detachment. Retention time is a continuous variable, but it is commonly measured at discrete time points, according to pre-established sampling time-intervals. Although parametric continuous distributions have been widely fitted to these interval-censored data, the performance of different fitting methods has not been evaluated. To investigate the performance of five different fitting methods, we fitted parametric probability distributions to typical discretized retention-time data with known distribution using as data-points either the lower, mid or upper bounds of sampling intervals, as well as the cumulative distribution of observed values (using either maximum likelihood or non-linear least squares for parameter estimation); then compared the estimated and original distributions to assess the accuracy of each method. We also assessed the robustness of these methods to variations in the sampling procedure (sample size and length of sampling time-intervals). Fittings to the cumulative distribution performed better for all types of parametric distributions (lognormal, gamma and Weibull distributions) and were more robust to variations in sample size and sampling time-intervals. These estimated distributions had negligible deviations of up to 0.045 in cumulative probability of retention times (according to the Kolmogorov-Smirnov statistic) in relation to original distributions from which propagule retention time was simulated, supporting the overall accuracy of this fitting method. In contrast, fitting the sampling-interval bounds resulted in greater deviations that ranged from 0.058 to 0.273 in cumulative probability of retention times, which may introduce considerable biases in parameter estimates. We recommend the use of cumulative probability to fit parametric probability distributions to propagule retention time, specifically using maximum likelihood for parameter estimation. Furthermore, the experimental design for an optimal characterization of unimodal propagule retention time should contemplate at least 500 recovered propagules and sampling time-intervals not larger than the time peak of propagule retrieval, except in the tail of the distribution where broader sampling time-intervals may also produce accurate fits.

A Nonparametric Approach to Estimate Classification Accuracy and Consistency

ERIC Educational Resources Information Center

Lathrop, Quinn N.; Cheng, Ying

2014-01-01

When cut scores for classifications occur on the total score scale, popular methods for estimating classification accuracy (CA) and classification consistency (CC) require assumptions about a parametric form of the test scores or about a parametric response model, such as item response theory (IRT). This article develops an approach to estimate CA…

Efficient Characterization of Parametric Uncertainty of Complex (Bio)chemical Networks.

PubMed

Schillings, Claudia; Sunnåker, Mikael; Stelling, Jörg; Schwab, Christoph

2015-08-01

Parametric uncertainty is a particularly challenging and relevant aspect of systems analysis in domains such as systems biology where, both for inference and for assessing prediction uncertainties, it is essential to characterize the system behavior globally in the parameter space. However, current methods based on local approximations or on Monte-Carlo sampling cope only insufficiently with high-dimensional parameter spaces associated with complex network models. Here, we propose an alternative deterministic methodology that relies on sparse polynomial approximations. We propose a deterministic computational interpolation scheme which identifies most significant expansion coefficients adaptively. We present its performance in kinetic model equations from computational systems biology with several hundred parameters and state variables, leading to numerical approximations of the parametric solution on the entire parameter space. The scheme is based on adaptive Smolyak interpolation of the parametric solution at judiciously and adaptively chosen points in parameter space. As Monte-Carlo sampling, it is "non-intrusive" and well-suited for massively parallel implementation, but affords higher convergence rates. This opens up new avenues for large-scale dynamic network analysis by enabling scaling for many applications, including parameter estimation, uncertainty quantification, and systems design.

Efficient Characterization of Parametric Uncertainty of Complex (Bio)chemical Networks

PubMed Central

Schillings, Claudia; Sunnåker, Mikael; Stelling, Jörg; Schwab, Christoph

2015-01-01

Parametric uncertainty is a particularly challenging and relevant aspect of systems analysis in domains such as systems biology where, both for inference and for assessing prediction uncertainties, it is essential to characterize the system behavior globally in the parameter space. However, current methods based on local approximations or on Monte-Carlo sampling cope only insufficiently with high-dimensional parameter spaces associated with complex network models. Here, we propose an alternative deterministic methodology that relies on sparse polynomial approximations. We propose a deterministic computational interpolation scheme which identifies most significant expansion coefficients adaptively. We present its performance in kinetic model equations from computational systems biology with several hundred parameters and state variables, leading to numerical approximations of the parametric solution on the entire parameter space. The scheme is based on adaptive Smolyak interpolation of the parametric solution at judiciously and adaptively chosen points in parameter space. As Monte-Carlo sampling, it is “non-intrusive” and well-suited for massively parallel implementation, but affords higher convergence rates. This opens up new avenues for large-scale dynamic network analysis by enabling scaling for many applications, including parameter estimation, uncertainty quantification, and systems design. PMID:26317784

A quasi-Monte-Carlo comparison of parametric and semiparametric regression methods for heavy-tailed and non-normal data: an application to healthcare costs.

PubMed

Jones, Andrew M; Lomas, James; Moore, Peter T; Rice, Nigel

2016-10-01

We conduct a quasi-Monte-Carlo comparison of the recent developments in parametric and semiparametric regression methods for healthcare costs, both against each other and against standard practice. The population of English National Health Service hospital in-patient episodes for the financial year 2007-2008 (summed for each patient) is randomly divided into two equally sized subpopulations to form an estimation set and a validation set. Evaluating out-of-sample using the validation set, a conditional density approximation estimator shows considerable promise in forecasting conditional means, performing best for accuracy of forecasting and among the best four for bias and goodness of fit. The best performing model for bias is linear regression with square-root-transformed dependent variables, whereas a generalized linear model with square-root link function and Poisson distribution performs best in terms of goodness of fit. Commonly used models utilizing a log-link are shown to perform badly relative to other models considered in our comparison.

A Conceptual Wing Flutter Analysis Tool for Systems Analysis and Parametric Design Study

NASA Technical Reports Server (NTRS)

Mukhopadhyay, Vivek

2003-01-01

An interactive computer program was developed for wing flutter analysis in the conceptual design stage. The objective was to estimate flutt er instability boundaries of a typical wing, when detailed structural and aerodynamic data are not available. Effects of change in key flu tter parameters can also be estimated in order to guide the conceptual design. This userfriendly software was developed using MathCad and M atlab codes. The analysis method was based on non-dimensional paramet ric plots of two primary flutter parameters, namely Regier number and Flutter number, with normalization factors based on wing torsion stiffness, sweep, mass ratio, taper ratio, aspect ratio, center of gravit y location and pitch-inertia radius of gyration. These parametric plo ts were compiled in a Chance-Vought Corporation report from database of past experiments and wind tunnel test results. An example was prese nted for conceptual flutter analysis of outer-wing of a Blended-Wing- Body aircraft.

Acceleration of the direct reconstruction of linear parametric images using nested algorithms.

PubMed

Wang, Guobao; Qi, Jinyi

2010-03-07

Parametric imaging using dynamic positron emission tomography (PET) provides important information for biological research and clinical diagnosis. Indirect and direct methods have been developed for reconstructing linear parametric images from dynamic PET data. Indirect methods are relatively simple and easy to implement because the image reconstruction and kinetic modeling are performed in two separate steps. Direct methods estimate parametric images directly from raw PET data and are statistically more efficient. However, the convergence rate of direct algorithms can be slow due to the coupling between the reconstruction and kinetic modeling. Here we present two fast gradient-type algorithms for direct reconstruction of linear parametric images. The new algorithms decouple the reconstruction and linear parametric modeling at each iteration by employing the principle of optimization transfer. Convergence speed is accelerated by running more sub-iterations of linear parametric estimation because the computation cost of the linear parametric modeling is much less than that of the image reconstruction. Computer simulation studies demonstrated that the new algorithms converge much faster than the traditional expectation maximization (EM) and the preconditioned conjugate gradient algorithms for dynamic PET.

Novel non-parametric models to estimate evolutionary rates and divergence times from heterochronous sequence data.

PubMed

Fourment, Mathieu; Holmes, Edward C

2014-07-24

Early methods for estimating divergence times from gene sequence data relied on the assumption of a molecular clock. More sophisticated methods were created to model rate variation and used auto-correlation of rates, local clocks, or the so called "uncorrelated relaxed clock" where substitution rates are assumed to be drawn from a parametric distribution. In the case of Bayesian inference methods the impact of the prior on branching times is not clearly understood, and if the amount of data is limited the posterior could be strongly influenced by the prior. We develop a maximum likelihood method--Physher--that uses local or discrete clocks to estimate evolutionary rates and divergence times from heterochronous sequence data. Using two empirical data sets we show that our discrete clock estimates are similar to those obtained by other methods, and that Physher outperformed some methods in the estimation of the root age of an influenza virus data set. A simulation analysis suggests that Physher can outperform a Bayesian method when the real topology contains two long branches below the root node, even when evolution is strongly clock-like. These results suggest it is advisable to use a variety of methods to estimate evolutionary rates and divergence times from heterochronous sequence data. Physher and the associated data sets used here are available online at http://code.google.com/p/physher/.

GEE-Smoothing Spline in Semiparametric Model with Correlated Nominal Data

NASA Astrophysics Data System (ADS)

Ibrahim, Noor Akma; Suliadi

2010-11-01

In this paper we propose GEE-Smoothing spline in the estimation of semiparametric models with correlated nominal data. The method can be seen as an extension of parametric generalized estimating equation to semiparametric models. The nonparametric component is estimated using smoothing spline specifically the natural cubic spline. We use profile algorithm in the estimation of both parametric and nonparametric components. The properties of the estimators are evaluated using simulation studies.

Comparison of methods for non-stationary hydrologic frequency analysis: Case study using annual maximum daily precipitation in Taiwan

NASA Astrophysics Data System (ADS)

Chen, Po-Chun; Wang, Yuan-Heng; You, Gene Jiing-Yun; Wei, Chih-Chiang

2017-02-01

Future climatic conditions likely will not satisfy stationarity assumption. To address this concern, this study applied three methods to analyze non-stationarity in hydrologic conditions. Based on the principle of identifying distribution and trends (IDT) with time-varying moments, we employed the parametric weighted least squares (WLS) estimation in conjunction with the non-parametric discrete wavelet transform (DWT) and ensemble empirical mode decomposition (EEMD). Our aim was to evaluate the applicability of non-parameter approaches, compared with traditional parameter-based methods. In contrast to most previous studies, which analyzed the non-stationarity of first moments, we incorporated second-moment analysis. Through the estimation of long-term risk, we were able to examine the behavior of return periods under two different definitions: the reciprocal of the exceedance probability of occurrence and the expected recurrence time. The proposed framework represents an improvement over stationary frequency analysis for the design of hydraulic systems. A case study was performed using precipitation data from major climate stations in Taiwan to evaluate the non-stationarity of annual maximum daily precipitation. The results demonstrate the applicability of these three methods in the identification of non-stationarity. For most cases, no significant differences were observed with regard to the trends identified using WLS, DWT, and EEMD. According to the results, a linear model should be able to capture time-variance in either the first or second moment while parabolic trends should be used with caution due to their characteristic rapid increases. It is also observed that local variations in precipitation tend to be overemphasized by DWT and EEMD. The two definitions provided for the concept of return period allows for ambiguous interpretation. With the consideration of non-stationarity, the return period is relatively small under the definition of expected recurrence time comparing to the estimation using the reciprocal of the exceedance probability of occurrence. However, the calculation of expected recurrence time is based on the assumption of perfect knowledge of long-term risk, which involves high uncertainty. When the risk is decreasing with time, the expected recurrence time will lead to the divergence of return period and make this definition inapplicable for engineering purposes.

Technical Topic 3.2.2.d Bayesian and Non-Parametric Statistics: Integration of Neural Networks with Bayesian Networks for Data Fusion and Predictive Modeling

DTIC Science & Technology

2016-05-31

and included explosives such as TATP, HMTD, RDX, RDX, ammonium nitrate , potassium perchlorate, potassium nitrate , sugar, and TNT. The approach...Distribution Unlimited UU UU UU UU 31-05-2016 15-Apr-2014 14-Jan-2015 Final Report: Technical Topic 3.2.2. d Bayesian and Non- parametric Statistics...of Papers published in non peer-reviewed journals: Final Report: Technical Topic 3.2.2. d Bayesian and Non-parametric Statistics: Integration of Neural

Age-dependent biochemical quantities: an approach for calculating reference intervals.

PubMed

Bjerner, J

2007-01-01

A parametric method is often preferred when calculating reference intervals for biochemical quantities, as non-parametric methods are less efficient and require more observations/study subjects. Parametric methods are complicated, however, because of three commonly encountered features. First, biochemical quantities seldom display a Gaussian distribution, and there must either be a transformation procedure to obtain such a distribution or a more complex distribution has to be used. Second, biochemical quantities are often dependent on a continuous covariate, exemplified by rising serum concentrations of MUC1 (episialin, CA15.3) with increasing age. Third, outliers often exert substantial influence on parametric estimations and therefore need to be excluded before calculations are made. The International Federation of Clinical Chemistry (IFCC) currently recommends that confidence intervals be calculated for the reference centiles obtained. However, common statistical packages allowing for the adjustment of a continuous covariate do not make this calculation. In the method described in the current study, Tukey's fence is used to eliminate outliers and two-stage transformations (modulus-exponential-normal) in order to render Gaussian distributions. Fractional polynomials are employed to model functions for mean and standard deviations dependent on a covariate, and the model is selected by maximum likelihood. Confidence intervals are calculated for the fitted centiles by combining parameter estimation and sampling uncertainties. Finally, the elimination of outliers was made dependent on covariates by reiteration. Though a good knowledge of statistical theory is needed when performing the analysis, the current method is rewarding because the results are of practical use in patient care.

Evaluation of species richness estimators based on quantitative performance measures and sensitivity to patchiness and sample grain size

NASA Astrophysics Data System (ADS)

Willie, Jacob; Petre, Charles-Albert; Tagg, Nikki; Lens, Luc

2012-11-01

Data from forest herbaceous plants in a site of known species richness in Cameroon were used to test the performance of rarefaction and eight species richness estimators (ACE, ICE, Chao1, Chao2, Jack1, Jack2, Bootstrap and MM). Bias, accuracy, precision and sensitivity to patchiness and sample grain size were the evaluation criteria. An evaluation of the effects of sampling effort and patchiness on diversity estimation is also provided. Stems were identified and counted in linear series of 1-m2 contiguous square plots distributed in six habitat types. Initially, 500 plots were sampled in each habitat type. The sampling process was monitored using rarefaction and a set of richness estimator curves. Curves from the first dataset suggested adequate sampling in riparian forest only. Additional plots ranging from 523 to 2143 were subsequently added in the undersampled habitats until most of the curves stabilized. Jack1 and ICE, the non-parametric richness estimators, performed better, being more accurate and less sensitive to patchiness and sample grain size, and significantly reducing biases that could not be detected by rarefaction and other estimators. This study confirms the usefulness of non-parametric incidence-based estimators, and recommends Jack1 or ICE alongside rarefaction while describing taxon richness and comparing results across areas sampled using similar or different grain sizes. As patchiness varied across habitat types, accurate estimations of diversity did not require the same number of plots. The number of samples needed to fully capture diversity is not necessarily the same across habitats, and can only be known when taxon sampling curves have indicated adequate sampling. Differences in observed species richness between habitats were generally due to differences in patchiness, except between two habitats where they resulted from differences in abundance. We suggest that communities should first be sampled thoroughly using appropriate taxon sampling curves before explaining differences in diversity.

Space transfer vehicle concepts and requirements study. Volume 3, book 1: Program cost estimates

NASA Technical Reports Server (NTRS)

Peffley, Al F.

1991-01-01

The Space Transfer Vehicle (STV) Concepts and Requirements Study cost estimate and program planning analysis is presented. The cost estimating technique used to support STV system, subsystem, and component cost analysis is a mixture of parametric cost estimating and selective cost analogy approaches. The parametric cost analysis is aimed at developing cost-effective aerobrake, crew module, tank module, and lander designs with the parametric cost estimates data. This is accomplished using cost as a design parameter in an iterative process with conceptual design input information. The parametric estimating approach segregates costs by major program life cycle phase (development, production, integration, and launch support). These phases are further broken out into major hardware subsystems, software functions, and tasks according to the STV preliminary program work breakdown structure (WBS). The WBS is defined to a low enough level of detail by the study team to highlight STV system cost drivers. This level of cost visibility provided the basis for cost sensitivity analysis against various design approaches aimed at achieving a cost-effective design. The cost approach, methodology, and rationale are described. A chronological record of the interim review material relating to cost analysis is included along with a brief summary of the study contract tasks accomplished during that period of review and the key conclusions or observations identified that relate to STV program cost estimates. The STV life cycle costs are estimated on the proprietary parametric cost model (PCM) with inputs organized by a project WBS. Preliminary life cycle schedules are also included.

Incorporating parametric uncertainty into population viability analysis models

USGS Publications Warehouse

McGowan, Conor P.; Runge, Michael C.; Larson, Michael A.

2011-01-01

Uncertainty in parameter estimates from sampling variation or expert judgment can introduce substantial uncertainty into ecological predictions based on those estimates. However, in standard population viability analyses, one of the most widely used tools for managing plant, fish and wildlife populations, parametric uncertainty is often ignored in or discarded from model projections. We present a method for explicitly incorporating this source of uncertainty into population models to fully account for risk in management and decision contexts. Our method involves a two-step simulation process where parametric uncertainty is incorporated into the replication loop of the model and temporal variance is incorporated into the loop for time steps in the model. Using the piping plover, a federally threatened shorebird in the USA and Canada, as an example, we compare abundance projections and extinction probabilities from simulations that exclude and include parametric uncertainty. Although final abundance was very low for all sets of simulations, estimated extinction risk was much greater for the simulation that incorporated parametric uncertainty in the replication loop. Decisions about species conservation (e.g., listing, delisting, and jeopardy) might differ greatly depending on the treatment of parametric uncertainty in population models.

Further Empirical Results on Parametric Versus Non-Parametric IRT Modeling of Likert-Type Personality Data

ERIC Educational Resources Information Center

Maydeu-Olivares, Albert

2005-01-01

Chernyshenko, Stark, Chan, Drasgow, and Williams (2001) investigated the fit of Samejima's logistic graded model and Levine's non-parametric MFS model to the scales of two personality questionnaires and found that the graded model did not fit well. We attribute the poor fit of the graded model to small amounts of multidimensionality present in…

Joint confidence region estimation for area under ROC curve and Youden index.

PubMed

Yin, Jingjing; Tian, Lili

2014-03-15

In the field of diagnostic studies, the area under the ROC curve (AUC) serves as an overall measure of a biomarker/diagnostic test's accuracy. Youden index, defined as the overall correct classification rate minus one at the optimal cut-off point, is another popular index. For continuous biomarkers of binary disease status, although researchers mainly evaluate the diagnostic accuracy using AUC, for the purpose of making diagnosis, Youden index provides an important and direct measure of the diagnostic accuracy at the optimal threshold and hence should be taken into consideration in addition to AUC. Furthermore, AUC and Youden index are generally correlated. In this paper, we initiate the idea of evaluating diagnostic accuracy based on AUC and Youden index simultaneously. As the first step toward this direction, this paper only focuses on the confidence region estimation of AUC and Youden index for a single marker. We present both parametric and non-parametric approaches for estimating joint confidence region of AUC and Youden index. We carry out extensive simulation study to evaluate the performance of the proposed methods. In the end, we apply the proposed methods to a real data set. Copyright © 2013 John Wiley & Sons, Ltd.

Comparison Between Linear and Non-parametric Regression Models for Genome-Enabled Prediction in Wheat

PubMed Central

Pérez-Rodríguez, Paulino; Gianola, Daniel; González-Camacho, Juan Manuel; Crossa, José; Manès, Yann; Dreisigacker, Susanne

2012-01-01

In genome-enabled prediction, parametric, semi-parametric, and non-parametric regression models have been used. This study assessed the predictive ability of linear and non-linear models using dense molecular markers. The linear models were linear on marker effects and included the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B. The non-linear models (this refers to non-linearity on markers) were reproducing kernel Hilbert space (RKHS) regression, Bayesian regularized neural networks (BRNN), and radial basis function neural networks (RBFNN). These statistical models were compared using 306 elite wheat lines from CIMMYT genotyped with 1717 diversity array technology (DArT) markers and two traits, days to heading (DTH) and grain yield (GY), measured in each of 12 environments. It was found that the three non-linear models had better overall prediction accuracy than the linear regression specification. Results showed a consistent superiority of RKHS and RBFNN over the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B models. PMID:23275882

Comparison between linear and non-parametric regression models for genome-enabled prediction in wheat.

PubMed

Pérez-Rodríguez, Paulino; Gianola, Daniel; González-Camacho, Juan Manuel; Crossa, José; Manès, Yann; Dreisigacker, Susanne

2012-12-01

In genome-enabled prediction, parametric, semi-parametric, and non-parametric regression models have been used. This study assessed the predictive ability of linear and non-linear models using dense molecular markers. The linear models were linear on marker effects and included the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B. The non-linear models (this refers to non-linearity on markers) were reproducing kernel Hilbert space (RKHS) regression, Bayesian regularized neural networks (BRNN), and radial basis function neural networks (RBFNN). These statistical models were compared using 306 elite wheat lines from CIMMYT genotyped with 1717 diversity array technology (DArT) markers and two traits, days to heading (DTH) and grain yield (GY), measured in each of 12 environments. It was found that the three non-linear models had better overall prediction accuracy than the linear regression specification. Results showed a consistent superiority of RKHS and RBFNN over the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B models.

Estimating survival of radio-tagged birds

USGS Publications Warehouse

Bunck, C.M.; Pollock, K.H.; Lebreton, J.-D.; North, P.M.

1993-01-01

Parametric and nonparametric methods for estimating survival of radio-tagged birds are described. The general assumptions of these methods are reviewed. An estimate based on the assumption of constant survival throughout the period is emphasized in the overview of parametric methods. Two nonparametric methods, the Kaplan-Meier estimate of the survival funcrion and the log rank test, are explained in detail The link between these nonparametric methods and traditional capture-recapture models is discussed aloag with considerations in designing studies that use telemetry techniques to estimate survival.

A mixture model for robust registration in Kinect sensor

NASA Astrophysics Data System (ADS)

Peng, Li; Zhou, Huabing; Zhu, Shengguo

2018-03-01

The Microsoft Kinect sensor has been widely used in many applications, but it suffers from the drawback of low registration precision between color image and depth image. In this paper, we present a robust method to improve the registration precision by a mixture model that can handle multiply images with the nonparametric model. We impose non-parametric geometrical constraints on the correspondence, as a prior distribution, in a reproducing kernel Hilbert space (RKHS).The estimation is performed by the EM algorithm which by also estimating the variance of the prior model is able to obtain good estimates. We illustrate the proposed method on the public available dataset. The experimental results show that our approach outperforms the baseline methods.

Direct Parametric Reconstruction With Joint Motion Estimation/Correction for Dynamic Brain PET Data.

PubMed

Jiao, Jieqing; Bousse, Alexandre; Thielemans, Kris; Burgos, Ninon; Weston, Philip S J; Schott, Jonathan M; Atkinson, David; Arridge, Simon R; Hutton, Brian F; Markiewicz, Pawel; Ourselin, Sebastien

2017-01-01

Direct reconstruction of parametric images from raw photon counts has been shown to improve the quantitative analysis of dynamic positron emission tomography (PET) data. However it suffers from subject motion which is inevitable during the typical acquisition time of 1-2 hours. In this work we propose a framework to jointly estimate subject head motion and reconstruct the motion-corrected parametric images directly from raw PET data, so that the effects of distorted tissue-to-voxel mapping due to subject motion can be reduced in reconstructing the parametric images with motion-compensated attenuation correction and spatially aligned temporal PET data. The proposed approach is formulated within the maximum likelihood framework, and efficient solutions are derived for estimating subject motion and kinetic parameters from raw PET photon count data. Results from evaluations on simulated [ 11 C]raclopride data using the Zubal brain phantom and real clinical [ 18 F]florbetapir data of a patient with Alzheimer's disease show that the proposed joint direct parametric reconstruction motion correction approach can improve the accuracy of quantifying dynamic PET data with large subject motion.

Resampling methods in Microsoft Excel® for estimating reference intervals

PubMed Central

Theodorsson, Elvar

2015-01-01

Computer- intensive resampling/bootstrap methods are feasible when calculating reference intervals from non-Gaussian or small reference samples. Microsoft Excel® in version 2010 or later includes natural functions, which lend themselves well to this purpose including recommended interpolation procedures for estimating 2.5 and 97.5 percentiles.
The purpose of this paper is to introduce the reader to resampling estimation techniques in general and in using Microsoft Excel® 2010 for the purpose of estimating reference intervals in particular.
Parametric methods are preferable to resampling methods when the distributions of observations in the reference samples is Gaussian or can transformed to that distribution even when the number of reference samples is less than 120. Resampling methods are appropriate when the distribution of data from the reference samples is non-Gaussian and in case the number of reference individuals and corresponding samples are in the order of 40. At least 500-1000 random samples with replacement should be taken from the results of measurement of the reference samples. PMID:26527366

Resampling methods in Microsoft Excel® for estimating reference intervals.

PubMed

Theodorsson, Elvar

2015-01-01

Computer-intensive resampling/bootstrap methods are feasible when calculating reference intervals from non-Gaussian or small reference samples. Microsoft Excel® in version 2010 or later includes natural functions, which lend themselves well to this purpose including recommended interpolation procedures for estimating 2.5 and 97.5 percentiles. 
The purpose of this paper is to introduce the reader to resampling estimation techniques in general and in using Microsoft Excel® 2010 for the purpose of estimating reference intervals in particular.
 Parametric methods are preferable to resampling methods when the distributions of observations in the reference samples is Gaussian or can transformed to that distribution even when the number of reference samples is less than 120. Resampling methods are appropriate when the distribution of data from the reference samples is non-Gaussian and in case the number of reference individuals and corresponding samples are in the order of 40. At least 500-1000 random samples with replacement should be taken from the results of measurement of the reference samples.

A note on the IQ of monozygotic twins raised apart and the order of their birth.

PubMed

Pencavel, J H

1976-10-01

This note examines James Shields' sample of monozygotic twins raised apart to entertain the hypothesis that there is a significant association between the measured IQ of these twins and the order of their birth. A non-parametric test supports this hypothesis and then a linear probability function is estimated that discriminates the effects on IQ of birth order from the effects of birth weight.

Efficient Regressions via Optimally Combining Quantile Information*

PubMed Central

Zhao, Zhibiao; Xiao, Zhijie

2014-01-01

We develop a generally applicable framework for constructing efficient estimators of regression models via quantile regressions. The proposed method is based on optimally combining information over multiple quantiles and can be applied to a broad range of parametric and nonparametric settings. When combining information over a fixed number of quantiles, we derive an upper bound on the distance between the efficiency of the proposed estimator and the Fisher information. As the number of quantiles increases, this upper bound decreases and the asymptotic variance of the proposed estimator approaches the Cramér-Rao lower bound under appropriate conditions. In the case of non-regular statistical estimation, the proposed estimator leads to super-efficient estimation. We illustrate the proposed method for several widely used regression models. Both asymptotic theory and Monte Carlo experiments show the superior performance over existing methods. PMID:25484481

Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions

NASA Astrophysics Data System (ADS)

Chen, Nan; Majda, Andrew J.

2018-02-01

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing the fat tailed highly intermittent probability density functions (PDFs) of complex systems in turbulence, neuroscience and excitable media. In this article, efficient statistically accurate algorithms are developed for solving both the transient and the equilibrium solutions of Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures. The algorithms involve a hybrid strategy that requires only a small number of ensembles. Here, a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious non-parametric Gaussian kernel density estimation in the remaining low-dimensional subspace. Particularly, the parametric method provides closed analytical formulae for determining the conditional Gaussian distributions in the high-dimensional subspace and is therefore computationally efficient and accurate. The full non-Gaussian PDF of the system is then given by a Gaussian mixture. Different from traditional particle methods, each conditional Gaussian distribution here covers a significant portion of the high-dimensional PDF. Therefore a small number of ensembles is sufficient to recover the full PDF, which overcomes the curse of dimensionality. Notably, the mixture distribution has significant skill in capturing the transient behavior with fat tails of the high-dimensional non-Gaussian PDFs, and this facilitates the algorithms in accurately describing the intermittency and extreme events in complex turbulent systems. It is shown in a stringent set of test problems that the method only requires an order of O (100) ensembles to successfully recover the highly non-Gaussian transient PDFs in up to 6 dimensions with only small errors.

BROCCOLI: Software for fast fMRI analysis on many-core CPUs and GPUs

PubMed Central

Eklund, Anders; Dufort, Paul; Villani, Mattias; LaConte, Stephen

2014-01-01

Analysis of functional magnetic resonance imaging (fMRI) data is becoming ever more computationally demanding as temporal and spatial resolutions improve, and large, publicly available data sets proliferate. Moreover, methodological improvements in the neuroimaging pipeline, such as non-linear spatial normalization, non-parametric permutation tests and Bayesian Markov Chain Monte Carlo approaches, can dramatically increase the computational burden. Despite these challenges, there do not yet exist any fMRI software packages which leverage inexpensive and powerful graphics processing units (GPUs) to perform these analyses. Here, we therefore present BROCCOLI, a free software package written in OpenCL (Open Computing Language) that can be used for parallel analysis of fMRI data on a large variety of hardware configurations. BROCCOLI has, for example, been tested with an Intel CPU, an Nvidia GPU, and an AMD GPU. These tests show that parallel processing of fMRI data can lead to significantly faster analysis pipelines. This speedup can be achieved on relatively standard hardware, but further, dramatic speed improvements require only a modest investment in GPU hardware. BROCCOLI (running on a GPU) can perform non-linear spatial normalization to a 1 mm3 brain template in 4–6 s, and run a second level permutation test with 10,000 permutations in about a minute. These non-parametric tests are generally more robust than their parametric counterparts, and can also enable more sophisticated analyses by estimating complicated null distributions. Additionally, BROCCOLI includes support for Bayesian first-level fMRI analysis using a Gibbs sampler. The new software is freely available under GNU GPL3 and can be downloaded from github (https://github.com/wanderine/BROCCOLI/). PMID:24672471

Intervening on risk factors for coronary heart disease: an application of the parametric g-formula.

PubMed

Taubman, Sarah L; Robins, James M; Mittleman, Murray A; Hernán, Miguel A

2009-12-01

Estimating the population risk of disease under hypothetical interventions--such as the population risk of coronary heart disease (CHD) were everyone to quit smoking and start exercising or to start exercising if diagnosed with diabetes--may not be possible using standard analytic techniques. The parametric g-formula, which appropriately adjusts for time-varying confounders affected by prior exposures, is especially well suited to estimating effects when the intervention involves multiple factors (joint interventions) or when the intervention involves decisions that depend on the value of evolving time-dependent factors (dynamic interventions). We describe the parametric g-formula, and use it to estimate the effect of various hypothetical lifestyle interventions on the risk of CHD using data from the Nurses' Health Study. Over the period 1982-2002, the 20-year risk of CHD in this cohort was 3.50%. Under a joint intervention of no smoking, increased exercise, improved diet, moderate alcohol consumption and reduced body mass index, the estimated risk was 1.89% (95% confidence interval: 1.46-2.41). We discuss whether the assumptions required for the validity of the parametric g-formula hold in the Nurses' Health Study data. This work represents the first large-scale application of the parametric g-formula in an epidemiologic cohort study.

Fuzzy C-mean clustering on kinetic parameter estimation with generalized linear least square algorithm in SPECT

NASA Astrophysics Data System (ADS)

Choi, Hon-Chit; Wen, Lingfeng; Eberl, Stefan; Feng, Dagan

2006-03-01

Dynamic Single Photon Emission Computed Tomography (SPECT) has the potential to quantitatively estimate physiological parameters by fitting compartment models to the tracer kinetics. The generalized linear least square method (GLLS) is an efficient method to estimate unbiased kinetic parameters and parametric images. However, due to the low sensitivity of SPECT, noisy data can cause voxel-wise parameter estimation by GLLS to fail. Fuzzy C-Mean (FCM) clustering and modified FCM, which also utilizes information from the immediate neighboring voxels, are proposed to improve the voxel-wise parameter estimation of GLLS. Monte Carlo simulations were performed to generate dynamic SPECT data with different noise levels and processed by general and modified FCM clustering. Parametric images were estimated by Logan and Yokoi graphical analysis and GLLS. The influx rate (K I), volume of distribution (V d) were estimated for the cerebellum, thalamus and frontal cortex. Our results show that (1) FCM reduces the bias and improves the reliability of parameter estimates for noisy data, (2) GLLS provides estimates of micro parameters (K I-k 4) as well as macro parameters, such as volume of distribution (Vd) and binding potential (BP I & BP II) and (3) FCM clustering incorporating neighboring voxel information does not improve the parameter estimates, but improves noise in the parametric images. These findings indicated that it is desirable for pre-segmentation with traditional FCM clustering to generate voxel-wise parametric images with GLLS from dynamic SPECT data.

An Application of Semi-parametric Estimator with Weighted Matrix of Data Depth in Variance Component Estimation

NASA Astrophysics Data System (ADS)

Pan, X. G.; Wang, J. Q.; Zhou, H. Y.

2013-05-01

The variance component estimation (VCE) based on semi-parametric estimator with weighted matrix of data depth has been proposed, because the coupling system model error and gross error exist in the multi-source heterogeneous measurement data of space and ground combined TT&C (Telemetry, Tracking and Command) technology. The uncertain model error has been estimated with the semi-parametric estimator model, and the outlier has been restrained with the weighted matrix of data depth. On the basis of the restriction of the model error and outlier, the VCE can be improved and used to estimate weighted matrix for the observation data with uncertain model error or outlier. Simulation experiment has been carried out under the circumstance of space and ground combined TT&C. The results show that the new VCE based on the model error compensation can determine the rational weight of the multi-source heterogeneous data, and restrain the outlier data.

A novel SURE-based criterion for parametric PSF estimation.

PubMed

Xue, Feng; Blu, Thierry

2015-02-01

We propose an unbiased estimate of a filtered version of the mean squared error--the blur-SURE (Stein's unbiased risk estimate)--as a novel criterion for estimating an unknown point spread function (PSF) from the degraded image only. The PSF is obtained by minimizing this new objective functional over a family of Wiener processings. Based on this estimated blur kernel, we then perform nonblind deconvolution using our recently developed algorithm. The SURE-based framework is exemplified with a number of parametric PSF, involving a scaling factor that controls the blur size. A typical example of such parametrization is the Gaussian kernel. The experimental results demonstrate that minimizing the blur-SURE yields highly accurate estimates of the PSF parameters, which also result in a restoration quality that is very similar to the one obtained with the exact PSF, when plugged into our recent multi-Wiener SURE-LET deconvolution algorithm. The highly competitive results obtained outline the great potential of developing more powerful blind deconvolution algorithms based on SURE-like estimates.

An artificial neural network architecture for non-parametric visual odometry in wireless capsule endoscopy

NASA Astrophysics Data System (ADS)

Dimas, George; Iakovidis, Dimitris K.; Karargyris, Alexandros; Ciuti, Gastone; Koulaouzidis, Anastasios

2017-09-01

Wireless capsule endoscopy is a non-invasive screening procedure of the gastrointestinal (GI) tract performed with an ingestible capsule endoscope (CE) of the size of a large vitamin pill. Such endoscopes are equipped with a usually low-frame-rate color camera which enables the visualization of the GI lumen and the detection of pathologies. The localization of the commercially available CEs is performed in the 3D abdominal space using radio-frequency (RF) triangulation from external sensor arrays, in combination with transit time estimation. State-of-the-art approaches, such as magnetic localization, which have been experimentally proved more accurate than the RF approach, are still at an early stage. Recently, we have demonstrated that CE localization is feasible using solely visual cues and geometric models. However, such approaches depend on camera parameters, many of which are unknown. In this paper the authors propose a novel non-parametric visual odometry (VO) approach to CE localization based on a feed-forward neural network architecture. The effectiveness of this approach in comparison to state-of-the-art geometric VO approaches is validated using a robotic-assisted in vitro experimental setup.

Estimating the Area Under ROC Curve When the Fitted Binormal Curves Demonstrate Improper Shape.

PubMed

Bandos, Andriy I; Guo, Ben; Gur, David

2017-02-01

The "binormal" model is the most frequently used tool for parametric receiver operating characteristic (ROC) analysis. The binormal ROC curves can have "improper" (non-concave) shapes that are unrealistic in many practical applications, and several tools (eg, PROPROC) have been developed to address this problem. However, due to the general robustness of binormal ROCs, the improperness of the fitted curves might carry little consequence for inferences about global summary indices, such as the area under the ROC curve (AUC). In this work, we investigate the effect of severe improperness of fitted binormal ROC curves on the reliability of AUC estimates when the data arise from an actually proper curve. We designed theoretically proper ROC scenarios that induce severely improper shape of fitted binormal curves in the presence of well-distributed empirical ROC points. The binormal curves were fitted using maximum likelihood approach. Using simulations, we estimated the frequency of severely improper fitted curves, bias of the estimated AUC, and coverage of 95% confidence intervals (CIs). In Appendix S1, we provide additional information on percentiles of the distribution of AUC estimates and bias when estimating partial AUCs. We also compared the results to a reference standard provided by empirical estimates obtained from continuous data. We observed up to 96% of severely improper curves depending on the scenario in question. The bias in the binormal AUC estimates was very small and the coverage of the CIs was close to nominal, whereas the estimates of partial AUC were biased upward in the high specificity range and downward in the low specificity range. Compared to a non-parametric approach, the binormal model led to slightly more variable AUC estimates, but at the same time to CIs with more appropriate coverage. The improper shape of the fitted binormal curve, by itself, ie, in the presence of a sufficient number of well-distributed points, does not imply unreliable AUC-based inferences. Copyright © 2017 The Association of University Radiologists. Published by Elsevier Inc. All rights reserved.

Joint reconstruction of dynamic PET activity and kinetic parametric images using total variation constrained dictionary sparse coding

NASA Astrophysics Data System (ADS)

Yu, Haiqing; Chen, Shuhang; Chen, Yunmei; Liu, Huafeng

2017-05-01

Dynamic positron emission tomography (PET) is capable of providing both spatial and temporal information of radio tracers in vivo. In this paper, we present a novel joint estimation framework to reconstruct temporal sequences of dynamic PET images and the coefficients characterizing the system impulse response function, from which the associated parametric images of the system macro parameters for tracer kinetics can be estimated. The proposed algorithm, which combines statistical data measurement and tracer kinetic models, integrates a dictionary sparse coding (DSC) into a total variational minimization based algorithm for simultaneous reconstruction of the activity distribution and parametric map from measured emission sinograms. DSC, based on the compartmental theory, provides biologically meaningful regularization, and total variation regularization is incorporated to provide edge-preserving guidance. We rely on techniques from minimization algorithms (the alternating direction method of multipliers) to first generate the estimated activity distributions with sub-optimal kinetic parameter estimates, and then recover the parametric maps given these activity estimates. These coupled iterative steps are repeated as necessary until convergence. Experiments with synthetic, Monte Carlo generated data, and real patient data have been conducted, and the results are very promising.

JDINAC: joint density-based non-parametric differential interaction network analysis and classification using high-dimensional sparse omics data.

PubMed

Ji, Jiadong; He, Di; Feng, Yang; He, Yong; Xue, Fuzhong; Xie, Lei

2017-10-01

A complex disease is usually driven by a number of genes interwoven into networks, rather than a single gene product. Network comparison or differential network analysis has become an important means of revealing the underlying mechanism of pathogenesis and identifying clinical biomarkers for disease classification. Most studies, however, are limited to network correlations that mainly capture the linear relationship among genes, or rely on the assumption of a parametric probability distribution of gene measurements. They are restrictive in real application. We propose a new Joint density based non-parametric Differential Interaction Network Analysis and Classification (JDINAC) method to identify differential interaction patterns of network activation between two groups. At the same time, JDINAC uses the network biomarkers to build a classification model. The novelty of JDINAC lies in its potential to capture non-linear relations between molecular interactions using high-dimensional sparse data as well as to adjust confounding factors, without the need of the assumption of a parametric probability distribution of gene measurements. Simulation studies demonstrate that JDINAC provides more accurate differential network estimation and lower classification error than that achieved by other state-of-the-art methods. We apply JDINAC to a Breast Invasive Carcinoma dataset, which includes 114 patients who have both tumor and matched normal samples. The hub genes and differential interaction patterns identified were consistent with existing experimental studies. Furthermore, JDINAC discriminated the tumor and normal sample with high accuracy by virtue of the identified biomarkers. JDINAC provides a general framework for feature selection and classification using high-dimensional sparse omics data. R scripts available at https://github.com/jijiadong/JDINAC. lxie@iscb.org. Supplementary data are available at Bioinformatics online. © The Author (2017). Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com

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

NASA Astrophysics Data System (ADS)

Constantinescu, C. C.; Yoder, K. K.; Kareken, D. A.; Bouman, C. A.; O'Connor, S. J.; Normandin, M. D.; Morris, E. D.

2008-03-01

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

New approaches to the analysis of population trends in land birds: Comment

USGS Publications Warehouse

Link, W.A.; Sauer, J.R.

1997-01-01

James et al. (1996, Ecology 77:13-27) used data from the North American Breeding Bird Survey (BBS) to examine geographic variability in patterns of population change for 26 species of wood warblers. They emphasized the importance of evaluating nonlinear patterns of change in bird populations, proposed LOESS-based non-parametric and semi-parametric analyses of BBS data, and contrasted their results with other analyses, including those of Robbins et al. (1989, Proceedings of the National Academy of Sciences 86: 7658-7662) and Peterjohn et al. (1995, Pages 3-39 in T. E. Martin and D. M. Finch, eds. Ecology and management of Neotropical migratory birds: a synthesis and review of critical issues. Oxford University Press, New York.). In this note, we briefly comment on some of the issues that arose from their analysis of BBS data, suggest a few aspects of the survey that should inspire caution in analysts, and review the differences between the LOESS-based procedures and other procedures (e.g., Link and Sauer 1994). We strongly discourage the use of James et al.'s completely non-parametric procedure, which fails to account for observer effects. Our comparisons of estimators adds to the evidence already present in the literature of the bias associated with omitting observer information in analyses of BBS data. Bias resulting from change in observer abilities should be a consideration in any analysis of BBS data.

Convergence optimization of parametric MLEM reconstruction for estimation of Patlak plot parameters.

PubMed

Angelis, Georgios I; Thielemans, Kris; Tziortzi, Andri C; Turkheimer, Federico E; Tsoumpas, Charalampos

2011-07-01

In dynamic positron emission tomography data many researchers have attempted to exploit kinetic models within reconstruction such that parametric images are estimated directly from measurements. This work studies a direct parametric maximum likelihood expectation maximization algorithm applied to [(18)F]DOPA data using reference-tissue input function. We use a modified version for direct reconstruction with a gradually descending scheme of subsets (i.e. 18-6-1) initialized with the FBP parametric image for faster convergence and higher accuracy. The results compared with analytic reconstructions show quantitative robustness (i.e. minimal bias) and clinical reproducibility within six human acquisitions in the region of clinical interest. Bland-Altman plots for all the studies showed sufficient quantitative agreement between the direct reconstructed parametric maps and the indirect FBP (--0.035x+0.48E--5). Copyright © 2011 Elsevier Ltd. All rights reserved.

Parametric and Nonparametric Statistical Methods for Genomic Selection of Traits with Additive and Epistatic Genetic Architectures

PubMed Central

Howard, Réka; Carriquiry, Alicia L.; Beavis, William D.

2014-01-01

Parametric and nonparametric methods have been developed for purposes of predicting phenotypes. These methods are based on retrospective analyses of empirical data consisting of genotypic and phenotypic scores. Recent reports have indicated that parametric methods are unable to predict phenotypes of traits with known epistatic genetic architectures. Herein, we review parametric methods including least squares regression, ridge regression, Bayesian ridge regression, least absolute shrinkage and selection operator (LASSO), Bayesian LASSO, best linear unbiased prediction (BLUP), Bayes A, Bayes B, Bayes C, and Bayes Cπ. We also review nonparametric methods including Nadaraya-Watson estimator, reproducing kernel Hilbert space, support vector machine regression, and neural networks. We assess the relative merits of these 14 methods in terms of accuracy and mean squared error (MSE) using simulated genetic architectures consisting of completely additive or two-way epistatic interactions in an F2 population derived from crosses of inbred lines. Each simulated genetic architecture explained either 30% or 70% of the phenotypic variability. The greatest impact on estimates of accuracy and MSE was due to genetic architecture. Parametric methods were unable to predict phenotypic values when the underlying genetic architecture was based entirely on epistasis. Parametric methods were slightly better than nonparametric methods for additive genetic architectures. Distinctions among parametric methods for additive genetic architectures were incremental. Heritability, i.e., proportion of phenotypic variability, had the second greatest impact on estimates of accuracy and MSE. PMID:24727289

Why preferring parametric forecasting to nonparametric methods?

PubMed

Jabot, Franck

2015-05-07

A recent series of papers by Charles T. Perretti and collaborators have shown that nonparametric forecasting methods can outperform parametric methods in noisy nonlinear systems. Such a situation can arise because of two main reasons: the instability of parametric inference procedures in chaotic systems which can lead to biased parameter estimates, and the discrepancy between the real system dynamics and the modeled one, a problem that Perretti and collaborators call "the true model myth". Should ecologists go on using the demanding parametric machinery when trying to forecast the dynamics of complex ecosystems? Or should they rely on the elegant nonparametric approach that appears so promising? It will be here argued that ecological forecasting based on parametric models presents two key comparative advantages over nonparametric approaches. First, the likelihood of parametric forecasting failure can be diagnosed thanks to simple Bayesian model checking procedures. Second, when parametric forecasting is diagnosed to be reliable, forecasting uncertainty can be estimated on virtual data generated with the fitted to data parametric model. In contrast, nonparametric techniques provide forecasts with unknown reliability. This argumentation is illustrated with the simple theta-logistic model that was previously used by Perretti and collaborators to make their point. It should convince ecologists to stick to standard parametric approaches, until methods have been developed to assess the reliability of nonparametric forecasting. Copyright © 2015 Elsevier Ltd. All rights reserved.

Confidence interval estimation of the difference between two sensitivities to the early disease stage.

PubMed

Dong, Tuochuan; Kang, Le; Hutson, Alan; Xiong, Chengjie; Tian, Lili

2014-03-01

Although most of the statistical methods for diagnostic studies focus on disease processes with binary disease status, many diseases can be naturally classified into three ordinal diagnostic categories, that is normal, early stage, and fully diseased. For such diseases, the volume under the ROC surface (VUS) is the most commonly used index of diagnostic accuracy. Because the early disease stage is most likely the optimal time window for therapeutic intervention, the sensitivity to the early diseased stage has been suggested as another diagnostic measure. For the purpose of comparing the diagnostic abilities on early disease detection between two markers, it is of interest to estimate the confidence interval of the difference between sensitivities to the early diseased stage. In this paper, we present both parametric and non-parametric methods for this purpose. An extensive simulation study is carried out for a variety of settings for the purpose of evaluating and comparing the performance of the proposed methods. A real example of Alzheimer's disease (AD) is analyzed using the proposed approaches. © 2013 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

A Comparison of Distribution Free and Non-Distribution Free Factor Analysis Methods

ERIC Educational Resources Information Center

Ritter, Nicola L.

2012-01-01

Many researchers recognize that factor analysis can be conducted on both correlation matrices and variance-covariance matrices. Although most researchers extract factors from non-distribution free or parametric methods, researchers can also extract factors from distribution free or non-parametric methods. The nature of the data dictates the method…

Numerical investigations of non-collinear optical parametric chirped pulse amplification for Laguerre-Gaussian vortex beam

NASA Astrophysics Data System (ADS)

Xu, Lu; Yu, Lianghong; Liang, Xiaoyan

2016-04-01

We present for the first time a scheme to amplify a Laguerre-Gaussian vortex beam based on non-collinear optical parametric chirped pulse amplification (OPCPA). In addition, a three-dimensional numerical model of non-collinear optical parametric amplification was deduced in the frequency domain, in which the effects of non-collinear configuration, temporal and spatial walk-off, group-velocity dispersion and diffraction were also taken into account, to trace the dynamics of the Laguerre-Gaussian vortex beam and investigate its critical parameters in the non-collinear OPCPA process. Based on the numerical simulation results, the scheme shows promise for implementation in a relativistic twisted laser pulse system, which will diversify the light-matter interaction field.

Direct adaptive robust tracking control for 6 DOF industrial robot with enhanced accuracy.

PubMed

Yin, Xiuxing; Pan, Li

2018-01-01

A direct adaptive robust tracking control is proposed for trajectory tracking of 6 DOF industrial robot in the presence of parametric uncertainties, external disturbances and uncertain nonlinearities. The controller is designed based on the dynamic characteristics in the working space of the end-effector of the 6 DOF robot. The controller includes robust control term and model compensation term that is developed directly based on the input reference or desired motion trajectory. A projection-type parametric adaptation law is also designed to compensate for parametric estimation errors for the adaptive robust control. The feasibility and effectiveness of the proposed direct adaptive robust control law and the associated projection-type parametric adaptation law have been comparatively evaluated based on two 6 DOF industrial robots. The test results demonstrate that the proposed control can be employed to better maintain the desired trajectory tracking even in the presence of large parametric uncertainties and external disturbances as compared with PD controller and nonlinear controller. The parametric estimates also eventually converge to the real values along with the convergence of tracking errors, which further validate the effectiveness of the proposed parametric adaption law. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Local polynomial estimation of heteroscedasticity in a multivariate linear regression model and its applications in economics.

PubMed

Su, Liyun; Zhao, Yanyong; Yan, Tianshun; Li, Fenglan

2012-01-01

Multivariate local polynomial fitting is applied to the multivariate linear heteroscedastic regression model. Firstly, the local polynomial fitting is applied to estimate heteroscedastic function, then the coefficients of regression model are obtained by using generalized least squares method. One noteworthy feature of our approach is that we avoid the testing for heteroscedasticity by improving the traditional two-stage method. Due to non-parametric technique of local polynomial estimation, it is unnecessary to know the form of heteroscedastic function. Therefore, we can improve the estimation precision, when the heteroscedastic function is unknown. Furthermore, we verify that the regression coefficients is asymptotic normal based on numerical simulations and normal Q-Q plots of residuals. Finally, the simulation results and the local polynomial estimation of real data indicate that our approach is surely effective in finite-sample situations.

Summarizing techniques that combine three non-parametric scores to detect disease-associated 2-way SNP-SNP interactions.

PubMed

Sengupta Chattopadhyay, Amrita; Hsiao, Ching-Lin; Chang, Chien Ching; Lian, Ie-Bin; Fann, Cathy S J

2014-01-01

Identifying susceptibility genes that influence complex diseases is extremely difficult because loci often influence the disease state through genetic interactions. Numerous approaches to detect disease-associated SNP-SNP interactions have been developed, but none consistently generates high-quality results under different disease scenarios. Using summarizing techniques to combine a number of existing methods may provide a solution to this problem. Here we used three popular non-parametric methods-Gini, absolute probability difference (APD), and entropy-to develop two novel summary scores, namely principle component score (PCS) and Z-sum score (ZSS), with which to predict disease-associated genetic interactions. We used a simulation study to compare performance of the non-parametric scores, the summary scores, the scaled-sum score (SSS; used in polymorphism interaction analysis (PIA)), and the multifactor dimensionality reduction (MDR). The non-parametric methods achieved high power, but no non-parametric method outperformed all others under a variety of epistatic scenarios. PCS and ZSS, however, outperformed MDR. PCS, ZSS and SSS displayed controlled type-I-errors (<0.05) compared to GS, APDS, ES (>0.05). A real data study using the genetic-analysis-workshop 16 (GAW 16) rheumatoid arthritis dataset identified a number of interesting SNP-SNP interactions. © 2013 Elsevier B.V. All rights reserved.

Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators: Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators

DOE PAGES

Staid, Andrea; Watson, Jean -Paul; Wets, Roger J. -B.; ...

2017-07-11

Forecasts of available wind power are critical in key electric power systems operations planning problems, including economic dispatch and unit commitment. Such forecasts are necessarily uncertain, limiting the reliability and cost effectiveness of operations planning models based on a single deterministic or “point” forecast. A common approach to address this limitation involves the use of a number of probabilistic scenarios, each specifying a possible trajectory of wind power production, with associated probability. We present and analyze a novel method for generating probabilistic wind power scenarios, leveraging available historical information in the form of forecasted and corresponding observed wind power timemore » series. We estimate non-parametric forecast error densities, specifically using epi-spline basis functions, allowing us to capture the skewed and non-parametric nature of error densities observed in real-world data. We then describe a method to generate probabilistic scenarios from these basis functions that allows users to control for the degree to which extreme errors are captured.We compare the performance of our approach to the current state-of-the-art considering publicly available data associated with the Bonneville Power Administration, analyzing aggregate production of a number of wind farms over a large geographic region. Finally, we discuss the advantages of our approach in the context of specific power systems operations planning problems: stochastic unit commitment and economic dispatch. Here, our methodology is embodied in the joint Sandia – University of California Davis Prescient software package for assessing and analyzing stochastic operations strategies.« less

Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators: Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators

DOE Office of Scientific and Technical Information (OSTI.GOV)

Staid, Andrea; Watson, Jean -Paul; Wets, Roger J. -B.

Forecasts of available wind power are critical in key electric power systems operations planning problems, including economic dispatch and unit commitment. Such forecasts are necessarily uncertain, limiting the reliability and cost effectiveness of operations planning models based on a single deterministic or “point” forecast. A common approach to address this limitation involves the use of a number of probabilistic scenarios, each specifying a possible trajectory of wind power production, with associated probability. We present and analyze a novel method for generating probabilistic wind power scenarios, leveraging available historical information in the form of forecasted and corresponding observed wind power timemore » series. We estimate non-parametric forecast error densities, specifically using epi-spline basis functions, allowing us to capture the skewed and non-parametric nature of error densities observed in real-world data. We then describe a method to generate probabilistic scenarios from these basis functions that allows users to control for the degree to which extreme errors are captured.We compare the performance of our approach to the current state-of-the-art considering publicly available data associated with the Bonneville Power Administration, analyzing aggregate production of a number of wind farms over a large geographic region. Finally, we discuss the advantages of our approach in the context of specific power systems operations planning problems: stochastic unit commitment and economic dispatch. Here, our methodology is embodied in the joint Sandia – University of California Davis Prescient software package for assessing and analyzing stochastic operations strategies.« less

Cross-validation and Peeling Strategies for Survival Bump Hunting using Recursive Peeling Methods

PubMed Central

Dazard, Jean-Eudes; Choe, Michael; LeBlanc, Michael; Rao, J. Sunil

2015-01-01

We introduce a framework to build a survival/risk bump hunting model with a censored time-to-event response. Our Survival Bump Hunting (SBH) method is based on a recursive peeling procedure that uses a specific survival peeling criterion derived from non/semi-parametric statistics such as the hazards-ratio, the log-rank test or the Nelson--Aalen estimator. To optimize the tuning parameter of the model and validate it, we introduce an objective function based on survival or prediction-error statistics, such as the log-rank test and the concordance error rate. We also describe two alternative cross-validation techniques adapted to the joint task of decision-rule making by recursive peeling and survival estimation. Numerical analyses show the importance of replicated cross-validation and the differences between criteria and techniques in both low and high-dimensional settings. Although several non-parametric survival models exist, none addresses the problem of directly identifying local extrema. We show how SBH efficiently estimates extreme survival/risk subgroups unlike other models. This provides an insight into the behavior of commonly used models and suggests alternatives to be adopted in practice. Finally, our SBH framework was applied to a clinical dataset. In it, we identified subsets of patients characterized by clinical and demographic covariates with a distinct extreme survival outcome, for which tailored medical interventions could be made. An R package PRIMsrc (Patient Rule Induction Method in Survival, Regression and Classification settings) is available on CRAN (Comprehensive R Archive Network) and GitHub. PMID:27034730

Hyperbolic and semi-parametric models in finance

NASA Astrophysics Data System (ADS)

Bingham, N. H.; Kiesel, Rüdiger

2001-02-01

The benchmark Black-Scholes-Merton model of mathematical finance is parametric, based on the normal/Gaussian distribution. Its principal parametric competitor, the hyperbolic model of Barndorff-Nielsen, Eberlein and others, is briefly discussed. Our main theme is the use of semi-parametric models, incorporating the mean vector and covariance matrix as in the Markowitz approach, plus a non-parametric part, a scalar function incorporating features such as tail-decay. Implementation is also briefly discussed.

Parametric versus Cox's model: an illustrative analysis of divorce in Canada.

PubMed

Balakrishnan, T R; Rao, K V; Krotki, K J; Lapierre-adamcyk, E

1988-06-01

Recent demographic literature clearly recognizes the importance of survival modes in the analysis of cross-sectional event histories. Of the various survival models, Cox's (1972) partial parametric model has been very popular due to its simplicity, and readily available computer software for estimation, sometimes at the cost of precision and parsimony of the model. This paper focuses on parametric failure time models for event history analysis such as Weibell, lognormal, loglogistic, and exponential models. The authors also test the goodness of fit of these parametric models versus the Cox's proportional hazards model taking Kaplan-Meier estimate as base. As an illustration, the authors reanalyze the Canadian Fertility Survey data on 1st marriage dissolution with parametric models. Though these parametric model estimates were not very different from each other, there seemed to be a slightly better fit with loglogistic. When 8 covariates were used in the analysis, it was found that the coefficients were similar in the models, and the overall conclusions about the relative risks would not have been different. The findings reveal that in marriage dissolution, the differences according to demographic and socioeconomic characteristics may be far more important than is generally found in many studies. Therefore, one should not treat the population as homogeneous in analyzing survival probabilities of marriages, other than for cursory analysis of overall trends.

Parametric Cost Models for Space Telescopes

NASA Technical Reports Server (NTRS)

Stahl, H. Philip

2010-01-01

A study is in-process to develop a multivariable parametric cost model for space telescopes. Cost and engineering parametric data has been collected on 30 different space telescopes. Statistical correlations have been developed between 19 variables of 59 variables sampled. Single Variable and Multi-Variable Cost Estimating Relationships have been developed. Results are being published.

Benchmark dose analysis via nonparametric regression modeling

PubMed Central

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

2013-01-01

Estimation of benchmark doses (BMDs) in quantitative risk assessment traditionally is based upon parametric dose-response modeling. It is a well-known concern, however, that if the chosen parametric model is uncertain and/or misspecified, inaccurate and possibly unsafe low-dose inferences can result. We describe a nonparametric approach for estimating BMDs with quantal-response data based on an isotonic regression method, and also study use of corresponding, nonparametric, bootstrap-based confidence limits for the BMD. We explore the confidence limits’ small-sample properties via a simulation study, and illustrate the calculations with an example from cancer risk assessment. It is seen that this nonparametric approach can provide a useful alternative for BMD estimation when faced with the problem of parametric model uncertainty. PMID:23683057

Parametric excitation of tire-wheel assemblies by a stiffness non-uniformity

NASA Astrophysics Data System (ADS)

Stutts, D. S.; Krousgrill, C. M.; Soedel, W.

1995-01-01

A simple model of the effect of a concentrated radial stiffness non-uniformity in a passenger car tire is presented. The model treats the tread band of the tire as a rigid ring supported on a viscoelastic foundation. The distributed radial stiffness is lumped into equivalent horizontal (fore-and-aft) and vertical stiffnesses. The concentrated radial stiffness non-uniformity is modeled by treating the tread band as fixed, and the stiffness non-uniformity as rotating around it at the nominal angular velocity of the wheel. Due to loading, the center of mass of the tread band ring model is displaced upward with respect to the wheel spindle and, therefore, the rotating stiffness non-uniformity is alternately compressed and stretched through one complete rotation. This stretching and compressing of the stiffness non-uniformity results in force transmission to the wheel spindle at twice the nominal angular velocity in frequency, and therefore, would excite a given resonance at one-half the nominal angular wheel velocity that a mass unbalance would. The forcing produced by the stiffness non-uniformity is parametric in nature, thus creating the possibility of parametric resonance. The basic theory of the parametric resonance is explained, and a parameter study using derived lumped parameters based on a typical passenger car tire is performed. This study revealed that parametric resonance in passenger car tires, although possible, is unlikely at normal highway speeds as predicted by this model unless the tire is partially deflated.

Determining prescription durations based on the parametric waiting time distribution.

PubMed

Støvring, Henrik; Pottegård, Anton; Hallas, Jesper

2016-12-01

The purpose of the study is to develop a method to estimate the duration of single prescriptions in pharmacoepidemiological studies when the single prescription duration is not available. We developed an estimation algorithm based on maximum likelihood estimation of a parametric two-component mixture model for the waiting time distribution (WTD). The distribution component for prevalent users estimates the forward recurrence density (FRD), which is related to the distribution of time between subsequent prescription redemptions, the inter-arrival density (IAD), for users in continued treatment. We exploited this to estimate percentiles of the IAD by inversion of the estimated FRD and defined the duration of a prescription as the time within which 80% of current users will have presented themselves again. Statistical properties were examined in simulation studies, and the method was applied to empirical data for four model drugs: non-steroidal anti-inflammatory drugs (NSAIDs), warfarin, bendroflumethiazide, and levothyroxine. Simulation studies found negligible bias when the data-generating model for the IAD coincided with the FRD used in the WTD estimation (Log-Normal). When the IAD consisted of a mixture of two Log-Normal distributions, but was analyzed with a single Log-Normal distribution, relative bias did not exceed 9%. Using a Log-Normal FRD, we estimated prescription durations of 117, 91, 137, and 118 days for NSAIDs, warfarin, bendroflumethiazide, and levothyroxine, respectively. Similar results were found with a Weibull FRD. The algorithm allows valid estimation of single prescription durations, especially when the WTD reliably separates current users from incident users, and may replace ad-hoc decision rules in automated implementations. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

A comparison of methods for estimating the random effects distribution of a linear mixed model.

PubMed

Ghidey, Wendimagegn; Lesaffre, Emmanuel; Verbeke, Geert

2010-12-01

This article reviews various recently suggested approaches to estimate the random effects distribution in a linear mixed model, i.e. (1) the smoothing by roughening approach of Shen and Louis,(1) (2) the semi-non-parametric approach of Zhang and Davidian,(2) (3) the heterogeneity model of Verbeke and Lesaffre( 3) and (4) a flexible approach of Ghidey et al. (4) These four approaches are compared via an extensive simulation study. We conclude that for the considered cases, the approach of Ghidey et al. (4) often shows to have the smallest integrated mean squared error for estimating the random effects distribution. An analysis of a longitudinal dental data set illustrates the performance of the methods in a practical example.

Mathematical models for non-parametric inferences from line transect data

USGS Publications Warehouse

Burnham, K.P.; Anderson, D.R.

1976-01-01

A general mathematical theory of line transects is developed which supplies a framework for nonparametric density estimation based on either right angle or sighting distances. The probability of observing a point given its right angle distance (y) from the line is generalized to an arbitrary function g(y). Given only that g(0) = 1, it is shown there are nonparametric approaches to density estimation using the observed right angle distances. The model is then generalized to include sighting distances (r). Let f(y I r) be the conditional distribution of right angle distance given sighting distance. It is shown that nonparametric estimation based only on sighting distances requires we know the transformation of r given by f(0 I r).

A multi-instrument non-parametric reconstruction of the electron pressure profile in the galaxy cluster CLJ1226.9+3332

NASA Astrophysics Data System (ADS)

Romero, C.; McWilliam, M.; Macías-Pérez, J.-F.; Adam, R.; Ade, P.; André, P.; Aussel, H.; Beelen, A.; Benoît, A.; Bideaud, A.; Billot, N.; Bourrion, O.; Calvo, M.; Catalano, A.; Coiffard, G.; Comis, B.; de Petris, M.; Désert, F.-X.; Doyle, S.; Goupy, J.; Kramer, C.; Lagache, G.; Leclercq, S.; Lestrade, J.-F.; Mauskopf, P.; Mayet, F.; Monfardini, A.; Pascale, E.; Perotto, L.; Pisano, G.; Ponthieu, N.; Revéret, V.; Ritacco, A.; Roussel, H.; Ruppin, F.; Schuster, K.; Sievers, A.; Triqueneaux, S.; Tucker, C.; Zylka, R.

2018-04-01

Context. In the past decade, sensitive, resolved Sunyaev-Zel'dovich (SZ) studies of galaxy clusters have become common. Whereas many previous SZ studies have parameterized the pressure profiles of galaxy clusters, non-parametric reconstructions will provide insights into the thermodynamic state of the intracluster medium. Aim. We seek to recover the non-parametric pressure profiles of the high redshift (z = 0.89) galaxy cluster CLJ 1226.9+3332 as inferred from SZ data from the MUSTANG, NIKA, Bolocam, and Planck instruments, which all probe different angular scales. Methods: Our non-parametric algorithm makes use of logarithmic interpolation, which under the assumption of ellipsoidal symmetry is analytically integrable. For MUSTANG, NIKA, and Bolocam we derive a non-parametric pressure profile independently and find good agreement among the instruments. In particular, we find that the non-parametric profiles are consistent with a fitted generalized Navaro-Frenk-White (gNFW) profile. Given the ability of Planck to constrain the total signal, we include a prior on the integrated Compton Y parameter as determined by Planck. Results: For a given instrument, constraints on the pressure profile diminish rapidly beyond the field of view. The overlap in spatial scales probed by these four datasets is therefore critical in checking for consistency between instruments. By using multiple instruments, our analysis of CLJ 1226.9+3332 covers a large radial range, from the central regions to the cluster outskirts: 0.05 R500 < r < 1.1 R500. This is a wider range of spatial scales than is typically recovered by SZ instruments. Similar analyses will be possible with the new generation of SZ instruments such as NIKA2 and MUSTANG2.

Nonparametric autocovariance estimation from censored time series by Gaussian imputation.

PubMed

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

2009-02-01

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

Comparison of Parametric and Nonparametric Bootstrap Methods for Estimating Random Error in Equipercentile Equating

ERIC Educational Resources Information Center

Cui, Zhongmin; Kolen, Michael J.

2008-01-01

This article considers two methods of estimating standard errors of equipercentile equating: the parametric bootstrap method and the nonparametric bootstrap method. Using a simulation study, these two methods are compared under three sample sizes (300, 1,000, and 3,000), for two test content areas (the Iowa Tests of Basic Skills Maps and Diagrams…

Accuracy and variability of tumor burden measurement on multi-parametric MRI

NASA Astrophysics Data System (ADS)

Salarian, Mehrnoush; Gibson, Eli; Shahedi, Maysam; Gaed, Mena; Gómez, José A.; Moussa, Madeleine; Romagnoli, Cesare; Cool, Derek W.; Bastian-Jordan, Matthew; Chin, Joseph L.; Pautler, Stephen; Bauman, Glenn S.; Ward, Aaron D.

2014-03-01

Measurement of prostate tumour volume can inform prognosis and treatment selection, including an assessment of the suitability and feasibility of focal therapy, which can potentially spare patients the deleterious side effects of radical treatment. Prostate biopsy is the clinical standard for diagnosis but provides limited information regarding tumour volume due to sparse tissue sampling. A non-invasive means for accurate determination of tumour burden could be of clinical value and an important step toward reduction of overtreatment. Multi-parametric magnetic resonance imaging (MPMRI) is showing promise for prostate cancer diagnosis. However, the accuracy and inter-observer variability of prostate tumour volume estimation based on separate expert contouring of T2-weighted (T2W), dynamic contrastenhanced (DCE), and diffusion-weighted (DW) MRI sequences acquired using an endorectal coil at 3T is currently unknown. We investigated this question using a histologic reference standard based on a highly accurate MPMRIhistology image registration and a smooth interpolation of planimetric tumour measurements on histology. Our results showed that prostate tumour volumes estimated based on MPMRI consistently overestimated histological reference tumour volumes. The variability of tumour volume estimates across the different pulse sequences exceeded interobserver variability within any sequence. Tumour volume estimates on DCE MRI provided the lowest inter-observer variability and the highest correlation with histology tumour volumes, whereas the apparent diffusion coefficient (ADC) maps provided the lowest volume estimation error. If validated on a larger data set, the observed correlations could support the development of automated prostate tumour volume segmentation algorithms as well as correction schemes for tumour burden estimation on MPMRI.

A simple randomisation procedure for validating discriminant analysis: a methodological note.

PubMed

Wastell, D G

1987-04-01

Because the goal of discriminant analysis (DA) is to optimise classification, it designedly exaggerates between-group differences. This bias complicates validation of DA. Jack-knifing has been used for validation but is inappropriate when stepwise selection (SWDA) is employed. A simple randomisation test is presented which is shown to give correct decisions for SWDA. The general superiority of randomisation tests over orthodox significance tests is discussed. Current work on non-parametric methods of estimating the error rates of prediction rules is briefly reviewed.

Evaluating Technical Efficiency of Nursing Care Using Data Envelopment Analysis and Multilevel Modeling.

PubMed

Min, Ari; Park, Chang Gi; Scott, Linda D

2016-05-23

Data envelopment analysis (DEA) is an advantageous non-parametric technique for evaluating relative efficiency of performance. This article describes use of DEA to estimate technical efficiency of nursing care and demonstrates the benefits of using multilevel modeling to identify characteristics of efficient facilities in the second stage of analysis. Data were drawn from LTCFocUS.org, a secondary database including nursing home data from the Online Survey Certification and Reporting System and Minimum Data Set. In this example, 2,267 non-hospital-based nursing homes were evaluated. Use of DEA with nurse staffing levels as inputs and quality of care as outputs allowed estimation of the relative technical efficiency of nursing care in these facilities. In the second stage, multilevel modeling was applied to identify organizational factors contributing to technical efficiency. Use of multilevel modeling avoided biased estimation of findings for nested data and provided comprehensive information on differences in technical efficiency among counties and states. © The Author(s) 2016.

Quantitative estimation of source complexity in tsunami-source inversion

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Cummins, Phil R.; Hawkins, Rhys; Jakir Hossen, M.

2016-04-01

This work analyses tsunami waveforms to infer the spatiotemporal evolution of sea-surface displacement (the tsunami source) caused by earthquakes or other sources. Since the method considers sea-surface displacement directly, no assumptions about the fault or seafloor deformation are required. While this approach has no ability to study seismic aspects of rupture, it greatly simplifies the tsunami source estimation, making it much less dependent on subjective fault and deformation assumptions. This results in a more accurate sea-surface displacement evolution in the source region. The spatial discretization is by wavelet decomposition represented by a trans-D Bayesian tree structure. Wavelet coefficients are sampled by a reversible jump algorithm and additional coefficients are only included when required by the data. Therefore, source complexity is consistent with data information (parsimonious) and the method can adapt locally in both time and space. Since the source complexity is unknown and locally adapts, no regularization is required, resulting in more meaningful displacement magnitudes. By estimating displacement uncertainties in a Bayesian framework we can study the effect of parametrization choice on the source estimate. Uncertainty arises from observation errors and limitations in the parametrization to fully explain the observations. As a result, parametrization choice is closely related to uncertainty estimation and profoundly affects inversion results. Therefore, parametrization selection should be included in the inference process. Our inversion method is based on Bayesian model selection, a process which includes the choice of parametrization in the inference process and makes it data driven. A trans-dimensional (trans-D) model for the spatio-temporal discretization is applied here to include model selection naturally and efficiently in the inference by sampling probabilistically over parameterizations. The trans-D process results in better uncertainty estimates since the parametrization adapts parsimoniously (in both time and space) according to the local data resolving power and the uncertainty about the parametrization choice is included in the uncertainty estimates. We apply the method to the tsunami waveforms recorded for the great 2011 Japan tsunami. All data are recorded on high-quality sensors (ocean-bottom pressure sensors, GPS gauges, and DART buoys). The sea-surface Green's functions are computed by JAGURS and include linear dispersion effects. By treating the noise level at each gauge as unknown, individual gauge contributions to the source estimate are appropriately and objectively weighted. The results show previously unreported detail of the source, quantify uncertainty spatially, and produce excellent data fits. The source estimate shows an elongated peak trench-ward from the hypo centre that closely follows the trench, indicating significant sea-floor deformation near the trench. Also notable is a bi-modal (negative to positive) displacement feature in the northern part of the source near the trench. The feature has ~2 m amplitude and is clearly resolved by the data with low uncertainties.

Approximation Model Building for Reliability & Maintainability Characteristics of Reusable Launch Vehicles

NASA Technical Reports Server (NTRS)

Unal, Resit; Morris, W. Douglas; White, Nancy H.; Lepsch, Roger A.; Brown, Richard W.

2000-01-01

This paper describes the development of parametric models for estimating operational reliability and maintainability (R&M) characteristics for reusable vehicle concepts, based on vehicle size and technology support level. A R&M analysis tool (RMAT) and response surface methods are utilized to build parametric approximation models for rapidly estimating operational R&M characteristics such as mission completion reliability. These models that approximate RMAT, can then be utilized for fast analysis of operational requirements, for lifecycle cost estimating and for multidisciplinary sign optimization.

Parametric study of modern airship productivity

NASA Technical Reports Server (NTRS)

Ardema, M. D.; Flaig, K.

1980-01-01

A method for estimating the specific productivity of both hybrid and fully buoyant airships is developed. Various methods of estimating structural weight of deltoid hybrids are discussed and a derived weight estimating relationship is presented. Specific productivity is used as a figure of merit in a parametric study of fully buoyant ellipsoidal and deltoid hybrid semi-buoyant vehicles. The sensitivity of results as a function of assumptions is also determined. No airship configurations were found to have superior specific productivity to transport airplanes.

Bayesian estimation of the discrete coefficient of determination.

PubMed

Chen, Ting; Braga-Neto, Ulisses M

2016-12-01

The discrete coefficient of determination (CoD) measures the nonlinear interaction between discrete predictor and target variables and has had far-reaching applications in Genomic Signal Processing. Previous work has addressed the inference of the discrete CoD using classical parametric and nonparametric approaches. In this paper, we introduce a Bayesian framework for the inference of the discrete CoD. We derive analytically the optimal minimum mean-square error (MMSE) CoD estimator, as well as a CoD estimator based on the Optimal Bayesian Predictor (OBP). For the latter estimator, exact expressions for its bias, variance, and root-mean-square (RMS) are given. The accuracy of both Bayesian CoD estimators with non-informative and informative priors, under fixed or random parameters, is studied via analytical and numerical approaches. We also demonstrate the application of the proposed Bayesian approach in the inference of gene regulatory networks, using gene-expression data from a previously published study on metastatic melanoma.

Rapid Non-Gaussian Uncertainty Quantification of Seismic Velocity Models and Images

NASA Astrophysics Data System (ADS)

Ely, G.; Malcolm, A. E.; Poliannikov, O. V.

2017-12-01

Conventional seismic imaging typically provides a single estimate of the subsurface without any error bounds. Noise in the observed raw traces as well as the uncertainty of the velocity model directly impact the uncertainty of the final seismic image and its resulting interpretation. We present a Bayesian inference framework to quantify uncertainty in both the velocity model and seismic images, given noise statistics of the observed data.To estimate velocity model uncertainty, we combine the field expansion method, a fast frequency domain wave equation solver, with the adaptive Metropolis-Hastings algorithm. The speed of the field expansion method and its reduced parameterization allows us to perform the tens or hundreds of thousands of forward solves needed for non-parametric posterior estimations. We then migrate the observed data with the distribution of velocity models to generate uncertainty estimates of the resulting subsurface image. This procedure allows us to create both qualitative descriptions of seismic image uncertainty and put error bounds on quantities of interest such as the dip angle of a subduction slab or thickness of a stratigraphic layer.

CHRONOBIOLOGY OF HIGH BLOOD PRESSURE

PubMed Central

Cornélissen, G.; Halberg, F.; Bakken, E. E.; Wang, Z.; Tarquini, R.; Perfetto, F.; Laffi, G.; Maggioni, C.; Kumagai, Y.; Homolka, P.; Havelková, A.; Dušek, J.; Svačinová, H.; Siegelová, J.; Fišer, B.

2008-01-01

BIOCOS, the project aimed at studying BIOlogical systems in their COSmos, has obtained a great deal of expertise in the fields of blood pressure (BP) and heart rate (HR) monitoring and of marker rhythmometry for the purposes of screening, diagnosis, treatment, and prognosis. Prolonging the monitoring reduces the uncertainty in the estimation of circadian parameters; the current recommendation of BIOCOS requires monitoring for at least 7 days. The BIOCOS approach consists of a parametric and a non-parametric analysis of the data, in which the results from the individual subject are being compared with gender- and age-specified reference values in health. Chronobiological designs can offer important new information regarding the optimization of treatment by timing its administration as a function of circadian and other rhythms. New technological developments are needed to close the loop between the monitoring of blood pressure and the administration of antihypertensive drugs. PMID:19122770

Variable selection in a flexible parametric mixture cure model with interval-censored data.

PubMed

Scolas, Sylvie; El Ghouch, Anouar; Legrand, Catherine; Oulhaj, Abderrahim

2016-03-30

In standard survival analysis, it is generally assumed that every individual will experience someday the event of interest. However, this is not always the case, as some individuals may not be susceptible to this event. Also, in medical studies, it is frequent that patients come to scheduled interviews and that the time to the event is only known to occur between two visits. That is, the data are interval-censored with a cure fraction. Variable selection in such a setting is of outstanding interest. Covariates impacting the survival are not necessarily the same as those impacting the probability to experience the event. The objective of this paper is to develop a parametric but flexible statistical model to analyze data that are interval-censored and include a fraction of cured individuals when the number of potential covariates may be large. We use the parametric mixture cure model with an accelerated failure time regression model for the survival, along with the extended generalized gamma for the error term. To overcome the issue of non-stable and non-continuous variable selection procedures, we extend the adaptive LASSO to our model. By means of simulation studies, we show good performance of our method and discuss the behavior of estimates with varying cure and censoring proportion. Lastly, our proposed method is illustrated with a real dataset studying the time until conversion to mild cognitive impairment, a possible precursor of Alzheimer's disease. © 2015 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

A question of separation: disentangling tracer bias and gravitational non-linearity with counts-in-cells statistics

NASA Astrophysics Data System (ADS)

Uhlemann, C.; Feix, M.; Codis, S.; Pichon, C.; Bernardeau, F.; L'Huillier, B.; Kim, J.; Hong, S. E.; Laigle, C.; Park, C.; Shin, J.; Pogosyan, D.

2018-02-01

Starting from a very accurate model for density-in-cells statistics of dark matter based on large deviation theory, a bias model for the tracer density in spheres is formulated. It adopts a mean bias relation based on a quadratic bias model to relate the log-densities of dark matter to those of mass-weighted dark haloes in real and redshift space. The validity of the parametrized bias model is established using a parametrization-independent extraction of the bias function. This average bias model is then combined with the dark matter PDF, neglecting any scatter around it: it nevertheless yields an excellent model for densities-in-cells statistics of mass tracers that is parametrized in terms of the underlying dark matter variance and three bias parameters. The procedure is validated on measurements of both the one- and two-point statistics of subhalo densities in the state-of-the-art Horizon Run 4 simulation showing excellent agreement for measured dark matter variance and bias parameters. Finally, it is demonstrated that this formalism allows for a joint estimation of the non-linear dark matter variance and the bias parameters using solely the statistics of subhaloes. Having verified that galaxy counts in hydrodynamical simulations sampled on a scale of 10 Mpc h-1 closely resemble those of subhaloes, this work provides important steps towards making theoretical predictions for density-in-cells statistics applicable to upcoming galaxy surveys like Euclid or WFIRST.

Does partial Granger causality really eliminate the influence of exogenous inputs and latent variables?

PubMed

Roelstraete, Bjorn; Rosseel, Yves

2012-04-30

Partial Granger causality was introduced by Guo et al. (2008) who showed that it could better eliminate the influence of latent variables and exogenous inputs than conditional G-causality. In the recent literature we can find some reviews and applications of this type of Granger causality (e.g. Smith et al., 2011; Bressler and Seth, 2010; Barrett et al., 2010). These articles apparently do not take into account a serious flaw in the original work on partial G-causality, being the negative F values that were reported and even proven to be plausible. In our opinion, this undermines the credibility of the obtained results and thus the validity of the approach. Our study is aimed to further validate partial G-causality and to find an answer why negative partial Granger causality estimates were reported. Time series were simulated from the same toy model as used in the original paper and partial and conditional causal measures were compared in the presence of confounding variables. Inference was done parametrically and using non-parametric block bootstrapping. We counter the proof that partial Granger F values can be negative, but the main conclusion of the original article remains. In the presence of unknown latent and exogenous influences, it appears that partial G-causality will better eliminate their influence than conditional G-causality, at least when non-parametric inference is used. Copyright © 2012 Elsevier B.V. All rights reserved.

Clustering of longitudinal data by using an extended baseline: A new method for treatment efficacy clustering in longitudinal data.

PubMed

Schramm, Catherine; Vial, Céline; Bachoud-Lévi, Anne-Catherine; Katsahian, Sandrine

2018-01-01

Heterogeneity in treatment efficacy is a major concern in clinical trials. Clustering may help to identify the treatment responders and the non-responders. In the context of longitudinal cluster analyses, sample size and variability of the times of measurements are the main issues with the current methods. Here, we propose a new two-step method for the Clustering of Longitudinal data by using an Extended Baseline. The first step relies on a piecewise linear mixed model for repeated measurements with a treatment-time interaction. The second step clusters the random predictions and considers several parametric (model-based) and non-parametric (partitioning, ascendant hierarchical clustering) algorithms. A simulation study compares all options of the clustering of longitudinal data by using an extended baseline method with the latent-class mixed model. The clustering of longitudinal data by using an extended baseline method with the two model-based algorithms was the more robust model. The clustering of longitudinal data by using an extended baseline method with all the non-parametric algorithms failed when there were unequal variances of treatment effect between clusters or when the subgroups had unbalanced sample sizes. The latent-class mixed model failed when the between-patients slope variability is high. Two real data sets on neurodegenerative disease and on obesity illustrate the clustering of longitudinal data by using an extended baseline method and show how clustering may help to identify the marker(s) of the treatment response. The application of the clustering of longitudinal data by using an extended baseline method in exploratory analysis as the first stage before setting up stratified designs can provide a better estimation of treatment effect in future clinical trials.

Genome-wide scan for genes involved in bipolar affective disorder in 70 European families ascertained through a bipolar type I early-onset proband: supportive evidence for linkage at 3p14

PubMed Central

Etain, Bruno; Mathieu, Flavie; Rietschel, Marcella; Maier, Wolfgang; Albus, Margot; Mckeon, Patrick; Roche, S.; Kealey, Carmel; Blackwood, Douglas; Muir, Walter; Bellivier, Franc; Henry, C.; Dina, Christian; Gallina, Sophie; Gurling, H.; Malafosse, Alain; Preisig, Martin; Ferrero, François; Cichon, Sven; Schumacher, J.; Ohlraun, Stéphanie; Borrmann-Hassenbach, M.; Propping, Peter; Abou Jamra, Rami; Schulze, Thomas G.; Marusic, Andrej; Dernovsek, Mojca Z.; Giros, Bruno; Bourgeron, Thomas; Lemainque, Arnaud; Bacq, Delphine; Betard, Christine; Charon, Céline; Nöthen, Markus M.; Lathrop, Mark; Leboyer, Marion

2006-01-01

Summary Preliminary studies suggested that age at onset (AAO) may help to define homogeneous bipolar affective disorder (BPAD) subtypes. This candidate symptom approach might be useful to identify vulnerability genes. Thus, the probability of detecting major disease-causing genes might be increased by focusing on families with early-onset BPAD type I probands. This study was conducted as part of the European Collaborative Study of Early Onset BPAD (France, Germany, Ireland, Scotland, Switzerland, England, Slovenia). We performed a genome-wide search with 384 microsatellite markers using non parametric linkage analysis in 87 sib-pairs ascertained through an early-onset BPAD type I proband (age at onset of 21 years or below). Non parametric multi-point analysis suggested eight regions of linkage with p-values <0.01 (2p21, 2q14.3, 3p14, 5q33, 7q36, 10q23, 16q23 and 20p12). The 3p14 region showed the most significant linkage (genome-wide p-value estimated over 10.000 simulated replicates of 0.015 [0.01–0.02]). After genome-wide search analysis, we performed additional linkage analyses with increase marker density using markers in four regions suggestive for linkage and having an information contents lower than 75% (3p14, 10q23, 16q23 and 20p12). For these regions, the information content improved by about 10%. In chromosome 3, the non parametric linkage score increased from 3.51 to 3.83. This study is the first to use early onset bipolar type I probands in an attempt to increase sample homogeneity. These preliminary findings require confirmation in independent panels of families. PMID:16534504

EEG Correlates of Fluctuation in Cognitive Performance in an Air Traffic Control Task

DTIC Science & Technology

2014-11-01

using non-parametric statistical analysis to identify neurophysiological patterns due to the time-on-task effect. Significant changes in EEG power...EEG, Cognitive Performance, Power Spectral Analysis , Non-Parametric Analysis Document is available to the public through the Internet...3 Performance Data Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 EEG

Bayesian deconvolution of [corrected] fMRI data using bilinear dynamical systems.

PubMed

Makni, Salima; Beckmann, Christian; Smith, Steve; Woolrich, Mark

2008-10-01

In Penny et al. [Penny, W., Ghahramani, Z., Friston, K.J. 2005. Bilinear dynamical systems. Philos. Trans. R. Soc. Lond. B Biol. Sci. 360(1457) 983-993], a particular case of the Linear Dynamical Systems (LDSs) was used to model the dynamic behavior of the BOLD response in functional MRI. This state-space model, called bilinear dynamical system (BDS), is used to deconvolve the fMRI time series in order to estimate the neuronal response induced by the different stimuli of the experimental paradigm. The BDS model parameters are estimated using an expectation-maximization (EM) algorithm proposed by Ghahramani and Hinton [Ghahramani, Z., Hinton, G.E. 1996. Parameter Estimation for Linear Dynamical Systems. Technical Report, Department of Computer Science, University of Toronto]. In this paper we introduce modifications to the BDS model in order to explicitly model the spatial variations of the haemodynamic response function (HRF) in the brain using a non-parametric approach. While in Penny et al. [Penny, W., Ghahramani, Z., Friston, K.J. 2005. Bilinear dynamical systems. Philos. Trans. R. Soc. Lond. B Biol. Sci. 360(1457) 983-993] the relationship between neuronal activation and fMRI signals is formulated as a first-order convolution with a kernel expansion using basis functions (typically two or three), in this paper, we argue in favor of a spatially adaptive GLM in which a local non-parametric estimation of the HRF is performed. Furthermore, in order to overcome the overfitting problem typically associated with simple EM estimates, we propose a full Variational Bayes (VB) solution to infer the BDS model parameters. We demonstrate the usefulness of our model which is able to estimate both the neuronal activity and the haemodynamic response function in every voxel of the brain. We first examine the behavior of this approach when applied to simulated data with different temporal and noise features. As an example we will show how this method can be used to improve interpretability of estimates from an independent component analysis (ICA) analysis of fMRI data. We finally demonstrate its use on real fMRI data in one slice of the brain.

Parametric resonance in the early Universe—a fitting analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Figueroa, Daniel G.; Torrentí, Francisco, E-mail: daniel.figueroa@cern.ch, E-mail: f.torrenti@csic.es

Particle production via parametric resonance in the early Universe, is a non-perturbative, non-linear and out-of-equilibrium phenomenon. Although it is a well studied topic, whenever a new scenario exhibits parametric resonance, a full re-analysis is normally required. To avoid this tedious task, many works present often only a simplified linear treatment of the problem. In order to surpass this circumstance in the future, we provide a fitting analysis of parametric resonance through all its relevant stages: initial linear growth, non-linear evolution, and relaxation towards equilibrium. Using lattice simulations in an expanding grid in 3+1 dimensions, we parametrize the dynamics' outcome scanningmore » over the relevant ingredients: role of the oscillatory field, particle coupling strength, initial conditions, and background expansion rate. We emphasize the inaccuracy of the linear calculation of the decay time of the oscillatory field, and propose a more appropriate definition of this scale based on the subsequent non-linear dynamics. We provide simple fits to the relevant time scales and particle energy fractions at each stage. Our fits can be applied to post-inflationary preheating scenarios, where the oscillatory field is the inflaton, or to spectator-field scenarios, where the oscillatory field can be e.g. a curvaton, or the Standard Model Higgs.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ray, Jaideep; Lee, Jina; Lefantzi, Sophia

The estimation of fossil-fuel CO2 emissions (ffCO2) from limited ground-based and satellite measurements of CO2 concentrations will form a key component of the monitoring of treaties aimed at the abatement of greenhouse gas emissions. To that end, we construct a multiresolution spatial parametrization for fossil-fuel CO2 emissions (ffCO2), to be used in atmospheric inversions. Such a parametrization does not currently exist. The parametrization uses wavelets to accurately capture the multiscale, nonstationary nature of ffCO2 emissions and employs proxies of human habitation, e.g., images of lights at night and maps of built-up areas to reduce the dimensionality of the multiresolution parametrization.more » The parametrization is used in a synthetic data inversion to test its suitability for use in atmospheric inverse problem. This linear inverse problem is predicated on observations of ffCO2 concentrations collected at measurement towers. We adapt a convex optimization technique, commonly used in the reconstruction of compressively sensed images, to perform sparse reconstruction of the time-variant ffCO2 emission field. We also borrow concepts from compressive sensing to impose boundary conditions i.e., to limit ffCO2 emissions within an irregularly shaped region (the United States, in our case). We find that the optimization algorithm performs a data-driven sparsification of the spatial parametrization and retains only of those wavelets whose weights could be estimated from the observations. Further, our method for the imposition of boundary conditions leads to a 10computational saving over conventional means of doing so. We conclude with a discussion of the accuracy of the estimated emissions and the suitability of the spatial parametrization for use in inverse problems with a significant degree of regularization.« less

A Comparison of Kernel Equating and Traditional Equipercentile Equating Methods and the Parametric Bootstrap Methods for Estimating Standard Errors in Equipercentile Equating

ERIC Educational Resources Information Center

Choi, Sae Il

2009-01-01

This study used simulation (a) to compare the kernel equating method to traditional equipercentile equating methods under the equivalent-groups (EG) design and the nonequivalent-groups with anchor test (NEAT) design and (b) to apply the parametric bootstrap method for estimating standard errors of equating. A two-parameter logistic item response…

Estimation and confidence intervals for empirical mixing distributions

USGS Publications Warehouse

Link, W.A.; Sauer, J.R.

1995-01-01

Questions regarding collections of parameter estimates can frequently be expressed in terms of an empirical mixing distribution (EMD). This report discusses empirical Bayes estimation of an EMD, with emphasis on the construction of interval estimates. Estimation of the EMD is accomplished by substitution of estimates of prior parameters in the posterior mean of the EMD. This procedure is examined in a parametric model (the normal-normal mixture) and in a semi-parametric model. In both cases, the empirical Bayes bootstrap of Laird and Louis (1987, Journal of the American Statistical Association 82, 739-757) is used to assess the variability of the estimated EMD arising from the estimation of prior parameters. The proposed methods are applied to a meta-analysis of population trend estimates for groups of birds.

Experimental determination of frequency response function estimates for flexible joint industrial manipulators with serial kinematics

NASA Astrophysics Data System (ADS)

Saupe, Florian; Knoblach, Andreas

2015-02-01

Two different approaches for the determination of frequency response functions (FRFs) are used for the non-parametric closed loop identification of a flexible joint industrial manipulator with serial kinematics. The two applied experiment designs are based on low power multisine and high power chirp excitations. The main challenge is to eliminate disturbances of the FRF estimates caused by the numerous nonlinearities of the robot. For the experiment design based on chirp excitations, a simple iterative procedure is proposed which allows exploiting the good crest factor of chirp signals in a closed loop setup. An interesting synergy of the two approaches, beyond validation purposes, is pointed out.

Historical HIV incidence modelling in regional subgroups: use of flexible discrete models with penalized splines based on prior curves.

PubMed

Greenland, S

1996-03-15

This paper presents an approach to back-projection (back-calculation) of human immunodeficiency virus (HIV) person-year infection rates in regional subgroups based on combining a log-linear model for subgroup differences with a penalized spline model for trends. The penalized spline approach allows flexible trend estimation but requires far fewer parameters than fully non-parametric smoothers, thus saving parameters that can be used in estimating subgroup effects. Use of reasonable prior curve to construct the penalty function minimizes the degree of smoothing needed beyond model specification. The approach is illustrated in application to acquired immunodeficiency syndrome (AIDS) surveillance data from Los Angeles County.

Sign realized jump risk and the cross-section of stock returns: Evidence from China's stock market.

PubMed

Chao, Youcong; Liu, Xiaoqun; Guo, Shijun

2017-01-01

Using 5-minute high frequency data from the Chinese stock market, we employ a non-parametric method to estimate Fama-French portfolio realized jumps and investigate whether the estimated positive, negative and sign realized jumps could forecast or explain the cross-sectional stock returns. The Fama-MacBeth regression results show that not only have the realized jump components and the continuous volatility been compensated with risk premium, but also that the negative jump risk, the positive jump risk and the sign jump risk, to some extent, could explain the return of the stock portfolios. Therefore, we should pay high attention to the downside tail risk and the upside tail risk.

[Developmental amnesia and early brain damage: neuropsychology and neuroimaging].

PubMed

Crespo-Eguilaz, N; Dominguez, P D; Vaquero, M; Narbona, J

2018-03-01

To contribute to neuropsychological profiling of developmental amnesia subsequent to bilateral damage to both hippocampi in early age. The total sample of 24 schoolchildren from both sexes is distributed in three groups: perinatal hypoxic-ischaemic encephalopathy and everyday complaints of memory in school age (n = 8); perinatal hypoxic-ischaemic encephalopathy without memory complaints (n = 7); and a group of typically developing (n = 9). All participants in every groups did have normal general intelligence and attention. Both clinical groups had, as another clinical consequence, spastic cerebral palsy (diplegia). Neuropsychological exam consisted on tests of general intelligence, attentional abilities, declarative memory and semantic knowledge. All participants had a brain magnetic resonance image and spectroscopy of hippocampi. Scheltens criteria were used for visual estimation of hippocampal atrophy. Parametric and non-parametric statistical contrasts were made. Despite preservation of semantic and procedural learning, declarative-episodic memory is impaired in the first group versus the other two groups. A significant proportion of bilateral hippocampal atrophy is only present in the first group versus the other two non-amnesic groups using Scheltens estimation on MRI. Two cases without evident atrophy did have diminished NAA/(Cho + Cr) index in both hippocampi. Taken together, these results contribute to delineate developmental amnesia as an specific impairment due to early partial bihippocampal damage, in agreement with previous studies. After diagnosis of developmental amnesia, a specific psychoeducational intervention must be made; also this impairment could be candidate for pharmacological trials in the future.

Parametric and Non-Parametric Vibration-Based Structural Identification Under Earthquake Excitation

NASA Astrophysics Data System (ADS)

Pentaris, Fragkiskos P.; Fouskitakis, George N.

2014-05-01

The problem of modal identification in civil structures is of crucial importance, and thus has been receiving increasing attention in recent years. Vibration-based methods are quite promising as they are capable of identifying the structure's global characteristics, they are relatively easy to implement and they tend to be time effective and less expensive than most alternatives [1]. This paper focuses on the off-line structural/modal identification of civil (concrete) structures subjected to low-level earthquake excitations, under which, they remain within their linear operating regime. Earthquakes and their details are recorded and provided by the seismological network of Crete [2], which 'monitors' the broad region of south Hellenic arc, an active seismic region which functions as a natural laboratory for earthquake engineering of this kind. A sufficient number of seismic events are analyzed in order to reveal the modal characteristics of the structures under study, that consist of the two concrete buildings of the School of Applied Sciences, Technological Education Institute of Crete, located in Chania, Crete, Hellas. Both buildings are equipped with high-sensitivity and accuracy seismographs - providing acceleration measurements - established at the basement (structure's foundation) presently considered as the ground's acceleration (excitation) and at all levels (ground floor, 1st floor, 2nd floor and terrace). Further details regarding the instrumentation setup and data acquisition may be found in [3]. The present study invokes stochastic, both non-parametric (frequency-based) and parametric methods for structural/modal identification (natural frequencies and/or damping ratios). Non-parametric methods include Welch-based spectrum and Frequency response Function (FrF) estimation, while parametric methods, include AutoRegressive (AR), AutoRegressive with eXogeneous input (ARX) and Autoregressive Moving-Average with eXogeneous input (ARMAX) models[4, 5]. Preliminary results indicate that parametric methods are capable of sufficiently providing the structural/modal characteristics such as natural frequencies and damping ratios. The study also aims - at a further level of investigation - to provide a reliable statistically-based methodology for structural health monitoring after major seismic events which potentially cause harming consequences in structures. Acknowledgments This work was supported by the State Scholarships Foundation of Hellas. References [1] J. S. Sakellariou and S. D. Fassois, "Stochastic output error vibration-based damage detection and assessment in structures under earthquake excitation," Journal of Sound and Vibration, vol. 297, pp. 1048-1067, 2006. [2] G. Hloupis, I. Papadopoulos, J. P. Makris, and F. Vallianatos, "The South Aegean seismological network - HSNC," Adv. Geosci., vol. 34, pp. 15-21, 2013. [3] F. P. Pentaris, J. Stonham, and J. P. Makris, "A review of the state-of-the-art of wireless SHM systems and an experimental set-up towards an improved design," presented at the EUROCON, 2013 IEEE, Zagreb, 2013. [4] S. D. Fassois, "Parametric Identification of Vibrating Structures," in Encyclopedia of Vibration, S. G. Braun, D. J. Ewins, and S. S. Rao, Eds., ed London: Academic Press, London, 2001. [5] S. D. Fassois and J. S. Sakellariou, "Time-series methods for fault detection and identification in vibrating structures," Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, vol. 365, pp. 411-448, February 15 2007.

Efficient Statistically Accurate Algorithms for the Fokker-Planck Equation in Large Dimensions

NASA Astrophysics Data System (ADS)

Chen, N.; Majda, A.

2017-12-01

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing the fat tailed highly intermittent probability density functions (PDFs) of complex systems in turbulence, neuroscience and excitable media. In this article, efficient statistically accurate algorithms are developed for solving both the transient and the equilibrium solutions of Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures. The algorithms involve a hybrid strategy that requires only a small number of ensembles. Here, a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious non-parametric Gaussian kernel density estimation in the remaining low-dimensional subspace. Particularly, the parametric method, which is based on an effective data assimilation framework, provides closed analytical formulae for determining the conditional Gaussian distributions in the high-dimensional subspace. Therefore, it is computationally efficient and accurate. The full non-Gaussian PDF of the system is then given by a Gaussian mixture. Different from the traditional particle methods, each conditional Gaussian distribution here covers a significant portion of the high-dimensional PDF. Therefore a small number of ensembles is sufficient to recover the full PDF, which overcomes the curse of dimensionality. Notably, the mixture distribution has a significant skill in capturing the transient behavior with fat tails of the high-dimensional non-Gaussian PDFs, and this facilitates the algorithms in accurately describing the intermittency and extreme events in complex turbulent systems. It is shown in a stringent set of test problems that the method only requires an order of O(100) ensembles to successfully recover the highly non-Gaussian transient PDFs in up to 6 dimensions with only small errors.

A framework for multivariate data-based at-site flood frequency analysis: Essentiality of the conjugal application of parametric and nonparametric approaches

NASA Astrophysics Data System (ADS)

Vittal, H.; Singh, Jitendra; Kumar, Pankaj; Karmakar, Subhankar

2015-06-01

In watershed management, flood frequency analysis (FFA) is performed to quantify the risk of flooding at different spatial locations and also to provide guidelines for determining the design periods of flood control structures. The traditional FFA was extensively performed by considering univariate scenario for both at-site and regional estimation of return periods. However, due to inherent mutual dependence of the flood variables or characteristics [i.e., peak flow (P), flood volume (V) and flood duration (D), which are random in nature], analysis has been further extended to multivariate scenario, with some restrictive assumptions. To overcome the assumption of same family of marginal density function for all flood variables, the concept of copula has been introduced. Although, the advancement from univariate to multivariate analyses drew formidable attention to the FFA research community, the basic limitation was that the analyses were performed with the implementation of only parametric family of distributions. The aim of the current study is to emphasize the importance of nonparametric approaches in the field of multivariate FFA; however, the nonparametric distribution may not always be a good-fit and capable of replacing well-implemented multivariate parametric and multivariate copula-based applications. Nevertheless, the potential of obtaining best-fit using nonparametric distributions might be improved because such distributions reproduce the sample's characteristics, resulting in more accurate estimations of the multivariate return period. Hence, the current study shows the importance of conjugating multivariate nonparametric approach with multivariate parametric and copula-based approaches, thereby results in a comprehensive framework for complete at-site FFA. Although the proposed framework is designed for at-site FFA, this approach can also be applied to regional FFA because regional estimations ideally include at-site estimations. The framework is based on the following steps: (i) comprehensive trend analysis to assess nonstationarity in the observed data; (ii) selection of the best-fit univariate marginal distribution with a comprehensive set of parametric and nonparametric distributions for the flood variables; (iii) multivariate frequency analyses with parametric, copula-based and nonparametric approaches; and (iv) estimation of joint and various conditional return periods. The proposed framework for frequency analysis is demonstrated using 110 years of observed data from Allegheny River at Salamanca, New York, USA. The results show that for both univariate and multivariate cases, the nonparametric Gaussian kernel provides the best estimate. Further, we perform FFA for twenty major rivers over continental USA, which shows for seven rivers, all the flood variables followed nonparametric Gaussian kernel; whereas for other rivers, parametric distributions provide the best-fit either for one or two flood variables. Thus the summary of results shows that the nonparametric method cannot substitute the parametric and copula-based approaches, but should be considered during any at-site FFA to provide the broadest choices for best estimation of the flood return periods.

Trends and Correlation Estimation in Climate Sciences: Effects of Timescale Errors

NASA Astrophysics Data System (ADS)

Mudelsee, M.; Bermejo, M. A.; Bickert, T.; Chirila, D.; Fohlmeister, J.; Köhler, P.; Lohmann, G.; Olafsdottir, K.; Scholz, D.

2012-12-01

Trend describes time-dependence in the first moment of a stochastic process, and correlation measures the linear relation between two random variables. Accurately estimating the trend and correlation, including uncertainties, from climate time series data in the uni- and bivariate domain, respectively, allows first-order insights into the geophysical process that generated the data. Timescale errors, ubiquitious in paleoclimatology, where archives are sampled for proxy measurements and dated, poses a problem to the estimation. Statistical science and the various applied research fields, including geophysics, have almost completely ignored this problem due to its theoretical almost-intractability. However, computational adaptations or replacements of traditional error formulas have become technically feasible. This contribution gives a short overview of such an adaptation package, bootstrap resampling combined with parametric timescale simulation. We study linear regression, parametric change-point models and nonparametric smoothing for trend estimation. We introduce pairwise-moving block bootstrap resampling for correlation estimation. Both methods share robustness against autocorrelation and non-Gaussian distributional shape. We shortly touch computing-intensive calibration of bootstrap confidence intervals and consider options to parallelize the related computer code. Following examples serve not only to illustrate the methods but tell own climate stories: (1) the search for climate drivers of the Agulhas Current on recent timescales, (2) the comparison of three stalagmite-based proxy series of regional, western German climate over the later part of the Holocene, and (3) trends and transitions in benthic oxygen isotope time series from the Cenozoic. Financial support by Deutsche Forschungsgemeinschaft (FOR 668, FOR 1070, MU 1595/4-1) and the European Commission (MC ITN 238512, MC ITN 289447) is acknowledged.

Latent component-based gear tooth fault detection filter using advanced parametric modeling

NASA Astrophysics Data System (ADS)

Ettefagh, M. M.; Sadeghi, M. H.; Rezaee, M.; Chitsaz, S.

2009-10-01

In this paper, a new parametric model-based filter is proposed for gear tooth fault detection. The designing of the filter consists of identifying the most proper latent component (LC) of the undamaged gearbox signal by analyzing the instant modules (IMs) and instant frequencies (IFs) and then using the component with lowest IM as the proposed filter output for detecting fault of the gearbox. The filter parameters are estimated by using the LC theory in which an advanced parametric modeling method has been implemented. The proposed method is applied on the signals, extracted from simulated gearbox for detection of the simulated gear faults. In addition, the method is used for quality inspection of the produced Nissan-Junior vehicle gearbox by gear profile error detection in an industrial test bed. For evaluation purpose, the proposed method is compared with the previous parametric TAR/AR-based filters in which the parametric model residual is considered as the filter output and also Yule-Walker and Kalman filter are implemented for estimating the parameters. The results confirm the high performance of the new proposed fault detection method.

Parametric Model Based On Imputations Techniques for Partly Interval Censored Data

NASA Astrophysics Data System (ADS)

Zyoud, Abdallah; Elfaki, F. A. M.; Hrairi, Meftah

2017-12-01

The term ‘survival analysis’ has been used in a broad sense to describe collection of statistical procedures for data analysis. In this case, outcome variable of interest is time until an event occurs where the time to failure of a specific experimental unit might be censored which can be right, left, interval, and Partly Interval Censored data (PIC). In this paper, analysis of this model was conducted based on parametric Cox model via PIC data. Moreover, several imputation techniques were used, which are: midpoint, left & right point, random, mean, and median. Maximum likelihood estimate was considered to obtain the estimated survival function. These estimations were then compared with the existing model, such as: Turnbull and Cox model based on clinical trial data (breast cancer data), for which it showed the validity of the proposed model. Result of data set indicated that the parametric of Cox model proved to be more superior in terms of estimation of survival functions, likelihood ratio tests, and their P-values. Moreover, based on imputation techniques; the midpoint, random, mean, and median showed better results with respect to the estimation of survival function.

Marginal Space Deep Learning: Efficient Architecture for Volumetric Image Parsing.

PubMed

Ghesu, Florin C; Krubasik, Edward; Georgescu, Bogdan; Singh, Vivek; Yefeng Zheng; Hornegger, Joachim; Comaniciu, Dorin

2016-05-01

Robust and fast solutions for anatomical object detection and segmentation support the entire clinical workflow from diagnosis, patient stratification, therapy planning, intervention and follow-up. Current state-of-the-art techniques for parsing volumetric medical image data are typically based on machine learning methods that exploit large annotated image databases. Two main challenges need to be addressed, these are the efficiency in scanning high-dimensional parametric spaces and the need for representative image features which require significant efforts of manual engineering. We propose a pipeline for object detection and segmentation in the context of volumetric image parsing, solving a two-step learning problem: anatomical pose estimation and boundary delineation. For this task we introduce Marginal Space Deep Learning (MSDL), a novel framework exploiting both the strengths of efficient object parametrization in hierarchical marginal spaces and the automated feature design of Deep Learning (DL) network architectures. In the 3D context, the application of deep learning systems is limited by the very high complexity of the parametrization. More specifically 9 parameters are necessary to describe a restricted affine transformation in 3D, resulting in a prohibitive amount of billions of scanning hypotheses. The mechanism of marginal space learning provides excellent run-time performance by learning classifiers in clustered, high-probability regions in spaces of gradually increasing dimensionality. To further increase computational efficiency and robustness, in our system we learn sparse adaptive data sampling patterns that automatically capture the structure of the input. Given the object localization, we propose a DL-based active shape model to estimate the non-rigid object boundary. Experimental results are presented on the aortic valve in ultrasound using an extensive dataset of 2891 volumes from 869 patients, showing significant improvements of up to 45.2% over the state-of-the-art. To our knowledge, this is the first successful demonstration of the DL potential to detection and segmentation in full 3D data with parametrized representations.

SHIPS: Spectral Hierarchical Clustering for the Inference of Population Structure in Genetic Studies

PubMed Central

Bouaziz, Matthieu; Paccard, Caroline; Guedj, Mickael; Ambroise, Christophe

2012-01-01

Inferring the structure of populations has many applications for genetic research. In addition to providing information for evolutionary studies, it can be used to account for the bias induced by population stratification in association studies. To this end, many algorithms have been proposed to cluster individuals into genetically homogeneous sub-populations. The parametric algorithms, such as Structure, are very popular but their underlying complexity and their high computational cost led to the development of faster parametric alternatives such as Admixture. Alternatives to these methods are the non-parametric approaches. Among this category, AWclust has proven efficient but fails to properly identify population structure for complex datasets. We present in this article a new clustering algorithm called Spectral Hierarchical clustering for the Inference of Population Structure (SHIPS), based on a divisive hierarchical clustering strategy, allowing a progressive investigation of population structure. This method takes genetic data as input to cluster individuals into homogeneous sub-populations and with the use of the gap statistic estimates the optimal number of such sub-populations. SHIPS was applied to a set of simulated discrete and admixed datasets and to real SNP datasets, that are data from the HapMap and Pan-Asian SNP consortium. The programs Structure, Admixture, AWclust and PCAclust were also investigated in a comparison study. SHIPS and the parametric approach Structure were the most accurate when applied to simulated datasets both in terms of individual assignments and estimation of the correct number of clusters. The analysis of the results on the real datasets highlighted that the clusterings of SHIPS were the more consistent with the population labels or those produced by the Admixture program. The performances of SHIPS when applied to SNP data, along with its relatively low computational cost and its ease of use make this method a promising solution to infer fine-scale genetic patterns. PMID:23077494

Modeling gene expression measurement error: a quasi-likelihood approach

PubMed Central

Strimmer, Korbinian

2003-01-01

Background Using suitable error models for gene expression measurements is essential in the statistical analysis of microarray data. However, the true probabilistic model underlying gene expression intensity readings is generally not known. Instead, in currently used approaches some simple parametric model is assumed (usually a transformed normal distribution) or the empirical distribution is estimated. However, both these strategies may not be optimal for gene expression data, as the non-parametric approach ignores known structural information whereas the fully parametric models run the risk of misspecification. A further related problem is the choice of a suitable scale for the model (e.g. observed vs. log-scale). Results Here a simple semi-parametric model for gene expression measurement error is presented. In this approach inference is based an approximate likelihood function (the extended quasi-likelihood). Only partial knowledge about the unknown true distribution is required to construct this function. In case of gene expression this information is available in the form of the postulated (e.g. quadratic) variance structure of the data. As the quasi-likelihood behaves (almost) like a proper likelihood, it allows for the estimation of calibration and variance parameters, and it is also straightforward to obtain corresponding approximate confidence intervals. Unlike most other frameworks, it also allows analysis on any preferred scale, i.e. both on the original linear scale as well as on a transformed scale. It can also be employed in regression approaches to model systematic (e.g. array or dye) effects. Conclusions The quasi-likelihood framework provides a simple and versatile approach to analyze gene expression data that does not make any strong distributional assumptions about the underlying error model. For several simulated as well as real data sets it provides a better fit to the data than competing models. In an example it also improved the power of tests to identify differential expression. PMID:12659637

Improved estimation of parametric images of cerebral glucose metabolic rate from dynamic FDG-PET using volume-wise principle component analysis

NASA Astrophysics Data System (ADS)

Dai, Xiaoqian; Tian, Jie; Chen, Zhe

2010-03-01

Parametric images can represent both spatial distribution and quantification of the biological and physiological parameters of tracer kinetics. The linear least square (LLS) method is a well-estimated linear regression method for generating parametric images by fitting compartment models with good computational efficiency. However, bias exists in LLS-based parameter estimates, owing to the noise present in tissue time activity curves (TTACs) that propagates as correlated error in the LLS linearized equations. To address this problem, a volume-wise principal component analysis (PCA) based method is proposed. In this method, firstly dynamic PET data are properly pre-transformed to standardize noise variance as PCA is a data driven technique and can not itself separate signals from noise. Secondly, the volume-wise PCA is applied on PET data. The signals can be mostly represented by the first few principle components (PC) and the noise is left in the subsequent PCs. Then the noise-reduced data are obtained using the first few PCs by applying 'inverse PCA'. It should also be transformed back according to the pre-transformation method used in the first step to maintain the scale of the original data set. Finally, the obtained new data set is used to generate parametric images using the linear least squares (LLS) estimation method. Compared with other noise-removal method, the proposed method can achieve high statistical reliability in the generated parametric images. The effectiveness of the method is demonstrated both with computer simulation and with clinical dynamic FDG PET study.

Alternative evaluation metrics for risk adjustment methods.

PubMed

Park, Sungchul; Basu, Anirban

2018-06-01

Risk adjustment is instituted to counter risk selection by accurately equating payments with expected expenditures. Traditional risk-adjustment methods are designed to estimate accurate payments at the group level. However, this generates residual risks at the individual level, especially for high-expenditure individuals, thereby inducing health plans to avoid those with high residual risks. To identify an optimal risk-adjustment method, we perform a comprehensive comparison of prediction accuracies at the group level, at the tail distributions, and at the individual level across 19 estimators: 9 parametric regression, 7 machine learning, and 3 distributional estimators. Using the 2013-2014 MarketScan database, we find that no one estimator performs best in all prediction accuracies. Generally, machine learning and distribution-based estimators achieve higher group-level prediction accuracy than parametric regression estimators. However, parametric regression estimators show higher tail distribution prediction accuracy and individual-level prediction accuracy, especially at the tails of the distribution. This suggests that there is a trade-off in selecting an appropriate risk-adjustment method between estimating accurate payments at the group level and lower residual risks at the individual level. Our results indicate that an optimal method cannot be determined solely on the basis of statistical metrics but rather needs to account for simulating plans' risk selective behaviors. Copyright © 2018 John Wiley & Sons, Ltd.

Temperature modifies the health effects of particulate matter in Brisbane, Australia

NASA Astrophysics Data System (ADS)

Ren, Cizao; Tong, Shilu

2006-11-01

A few epidemiological studies have examined whether there was an interactive effect between temperature and ambient particulate matter on cardiorespiratory morbidity and mortality, but the results were inconsistent. The present study used three time-series approaches to explore whether maximum temperature modified the impact of ambient particulate matter less than 10 μm in diameter (PM10) on daily respiratory hospital admissions, cardiovascular hospital admissions, respiratory emergency visits, cardiovascular emergency visits, non-external cause mortality and cardiovascular mortality in Brisbane between 1996 and 2001. The analytical approaches included a bivariate response surface model, a non-stratification parametric model and a stratification parametric model. Results show that there existed a statistically significant interaction between PM10 and temperature on most health outcomes at various lags. PM10 exhibited more adverse health effects on warm days than cold days. The choice of the degree of freedom for smoothers to adjust for confounders and the selection of arbitrary cut-offs for temperature affected the interaction estimates to a certain extent, but did not change the overall conclusion. The results imply that it is important to control and reduce the emission of air particles in Brisbane, particularly when temperature increases.

Maternal and child mortality indicators across 187 countries of the world: converging or diverging.

PubMed

Goli, Srinivas; Arokiasamy, Perianayagam

2014-01-01

This study reassessed the progress achieved since 1990 in maternal and child mortality indicators to test whether the progress is converging or diverging across countries worldwide. The convergence process is examined using standard parametric and non-parametric econometric models of convergence. The results of absolute convergence estimates reveal that progress in maternal and child mortality indicators is diverging for the entire period of 1990-2010 [maternal mortality ratio (MMR) - β = .00033, p < .574; neonatal mortality rate (NNMR) - β = .04367, p < .000; post-neonatal mortality rate (PNMR) - β = .02677, p < .000; under-five mortality rate (U5MR) - β = .00828, p < .000)]. In the recent period, such divergence is replaced with convergence for MMR but diverged for all the child mortality indicators. The results of Kernel density estimate reveal considerable reduction in divergence of MMR for the recent period; however, the Kernel density distribution plots show more than one 'peak' which indicates the emergence of convergence clubs based on their mortality levels. For child mortality indicators, the Kernel estimates suggest that divergence is in progress across the countries worldwide but tended to converge for countries with low mortality levels. A mere progress in global averages of maternal and child mortality indicators among a global cross-section of countries does not warranty convergence unless there is a considerable reduction in variance, skewness and range of change.

Estimating the expected value of partial perfect information in health economic evaluations using integrated nested Laplace approximation.

PubMed

Heath, Anna; Manolopoulou, Ioanna; Baio, Gianluca

2016-10-15

The Expected Value of Perfect Partial Information (EVPPI) is a decision-theoretic measure of the 'cost' of parametric uncertainty in decision making used principally in health economic decision making. Despite this decision-theoretic grounding, the uptake of EVPPI calculations in practice has been slow. This is in part due to the prohibitive computational time required to estimate the EVPPI via Monte Carlo simulations. However, recent developments have demonstrated that the EVPPI can be estimated by non-parametric regression methods, which have significantly decreased the computation time required to approximate the EVPPI. Under certain circumstances, high-dimensional Gaussian Process (GP) regression is suggested, but this can still be prohibitively expensive. Applying fast computation methods developed in spatial statistics using Integrated Nested Laplace Approximations (INLA) and projecting from a high-dimensional into a low-dimensional input space allows us to decrease the computation time for fitting these high-dimensional GP, often substantially. We demonstrate that the EVPPI calculated using our method for GP regression is in line with the standard GP regression method and that despite the apparent methodological complexity of this new method, R functions are available in the package BCEA to implement it simply and efficiently. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

Application of multivariate Gaussian detection theory to known non-Gaussian probability density functions

NASA Astrophysics Data System (ADS)

Schwartz, Craig R.; Thelen, Brian J.; Kenton, Arthur C.

1995-06-01

A statistical parametric multispectral sensor performance model was developed by ERIM to support mine field detection studies, multispectral sensor design/performance trade-off studies, and target detection algorithm development. The model assumes target detection algorithms and their performance models which are based on data assumed to obey multivariate Gaussian probability distribution functions (PDFs). The applicability of these algorithms and performance models can be generalized to data having non-Gaussian PDFs through the use of transforms which convert non-Gaussian data to Gaussian (or near-Gaussian) data. An example of one such transform is the Box-Cox power law transform. In practice, such a transform can be applied to non-Gaussian data prior to the introduction of a detection algorithm that is formally based on the assumption of multivariate Gaussian data. This paper presents an extension of these techniques to the case where the joint multivariate probability density function of the non-Gaussian input data is known, and where the joint estimate of the multivariate Gaussian statistics, under the Box-Cox transform, is desired. The jointly estimated multivariate Gaussian statistics can then be used to predict the performance of a target detection algorithm which has an associated Gaussian performance model.

Linkage mapping of beta 2 EEG waves via non-parametric regression.

PubMed

Ghosh, Saurabh; Begleiter, Henri; Porjesz, Bernice; Chorlian, David B; Edenberg, Howard J; Foroud, Tatiana; Goate, Alison; Reich, Theodore

2003-04-01

Parametric linkage methods for analyzing quantitative trait loci are sensitive to violations in trait distributional assumptions. Non-parametric methods are relatively more robust. In this article, we modify the non-parametric regression procedure proposed by Ghosh and Majumder [2000: Am J Hum Genet 66:1046-1061] to map Beta 2 EEG waves using genome-wide data generated in the COGA project. Significant linkage findings are obtained on chromosomes 1, 4, 5, and 15 with findings at multiple regions on chromosomes 4 and 15. We analyze the data both with and without incorporating alcoholism as a covariate. We also test for epistatic interactions between regions of the genome exhibiting significant linkage with the EEG phenotypes and find evidence of epistatic interactions between a region each on chromosome 1 and chromosome 4 with one region on chromosome 15. While regressing out the effect of alcoholism does not affect the linkage findings, the epistatic interactions become statistically insignificant. Copyright 2003 Wiley-Liss, Inc.

Generation and parametric amplification of broadband chirped pulses in the near-infrared

NASA Astrophysics Data System (ADS)

Marcinkevičiūtė, A.; Michailovas, K.; Butkus, R.

2018-05-01

We demonstrate generation and optical parametric amplification of broadband chirped pulses in the range of 1.8- 2 . 5 μm. The setup is built around Ti:sapphire oscillator as a seed source and 1 kHz Nd:YAG laser system as a pump source. Visible broadband seed pulses are temporally stretched and amplified in a non-collinear optical parametric amplifier before being mixed with fundamental harmonic of the pump laser. Difference frequency generation between positively-chirped broadband pulses centered at 0 . 7 μm and non-chirped narrowband pulses at 1064 nm produces negatively-chirped wide spectral bandwidth pulses in the infrared. After subsequent parametric amplification, pulses with more than 0.5 mJ energy were obtained with spectral bandwidth supporting transform-limited pulse durations as short as 23 fs.

Efficient bootstrap estimates for tail statistics

NASA Astrophysics Data System (ADS)

Breivik, Øyvind; Aarnes, Ole Johan

2017-03-01

Bootstrap resamples can be used to investigate the tail of empirical distributions as well as return value estimates from the extremal behaviour of the sample. Specifically, the confidence intervals on return value estimates or bounds on in-sample tail statistics can be obtained using bootstrap techniques. However, non-parametric bootstrapping from the entire sample is expensive. It is shown here that it suffices to bootstrap from a small subset consisting of the highest entries in the sequence to make estimates that are essentially identical to bootstraps from the entire sample. Similarly, bootstrap estimates of confidence intervals of threshold return estimates are found to be well approximated by using a subset consisting of the highest entries. This has practical consequences in fields such as meteorology, oceanography and hydrology where return values are calculated from very large gridded model integrations spanning decades at high temporal resolution or from large ensembles of independent and identically distributed model fields. In such cases the computational savings are substantial.

Parametrically excited non-linear multidegree-of-freedom systems with repeated natural frequencies

NASA Astrophysics Data System (ADS)

Tezak, E. G.; Nayfeh, A. H.; Mook, D. T.

1982-12-01

A method for analyzing multidegree-of-freedom systems having a repeated natural frequency subjected to a parametric excitation is presented. Attention is given to the ordering of the various terms (linear and non-linear) in the governing equations. The analysis is based on the method of multiple scales. As a numerical example involving a parametric resonance, panel flutter is discussed in detail in order to illustrate the type of results one can expect to obtain with this analysis. Some of the analytical results are verified by a numerical integration of the governing equations.

Stress Recovery and Error Estimation for Shell Structures

NASA Technical Reports Server (NTRS)

Yazdani, A. A.; Riggs, H. R.; Tessler, A.

2000-01-01

The Penalized Discrete Least-Squares (PDLS) stress recovery (smoothing) technique developed for two dimensional linear elliptic problems is adapted here to three-dimensional shell structures. The surfaces are restricted to those which have a 2-D parametric representation, or which can be built-up of such surfaces. The proposed strategy involves mapping the finite element results to the 2-D parametric space which describes the geometry, and smoothing is carried out in the parametric space using the PDLS-based Smoothing Element Analysis (SEA). Numerical results for two well-known shell problems are presented to illustrate the performance of SEA/PDLS for these problems. The recovered stresses are used in the Zienkiewicz-Zhu a posteriori error estimator. The estimated errors are used to demonstrate the performance of SEA-recovered stresses in automated adaptive mesh refinement of shell structures. The numerical results are encouraging. Further testing involving more complex, practical structures is necessary.

Determining the multi-scale hedge ratios of stock index futures using the lower partial moments method

NASA Astrophysics Data System (ADS)

Dai, Jun; Zhou, Haigang; Zhao, Shaoquan

2017-01-01

This paper considers a multi-scale future hedge strategy that minimizes lower partial moments (LPM). To do this, wavelet analysis is adopted to decompose time series data into different components. Next, different parametric estimation methods with known distributions are applied to calculate the LPM of hedged portfolios, which is the key to determining multi-scale hedge ratios over different time scales. Then these parametric methods are compared with the prevailing nonparametric kernel metric method. Empirical results indicate that in the China Securities Index 300 (CSI 300) index futures and spot markets, hedge ratios and hedge efficiency estimated by the nonparametric kernel metric method are inferior to those estimated by parametric hedging model based on the features of sequence distributions. In addition, if minimum-LPM is selected as a hedge target, the hedging periods, degree of risk aversion, and target returns can affect the multi-scale hedge ratios and hedge efficiency, respectively.

Injection-seeded optical parametric oscillator and system

DOEpatents

Lucht, Robert P.; Kulatilaka, Waruna D.; Anderson, Thomas N.; Bougher, Thomas L.

2007-10-09

Optical parametric oscillators (OPO) and systems are provided. The OPO has a non-linear optical material located between two optical elements where the product of the reflection coefficients of the optical elements are higher at the output wavelength than at either the pump or idler wavelength. The OPO output may be amplified using an additional optical parametric amplifier (OPA) stage.

Entity Recognition Via Multimodal Sensor Fusion With Smart Phones

DTIC Science & Technology

2015-03-26

Xs ,t|Et = 1] P[ Xs ,t|Et = 0] ≥ τ However, an event such as an earthquake, due to its’ rarity, does not have suffi- cient data to obtain good...Faulkner et al. develop a methodology to estimate the distribution of normal observations over time L̂0( Xs ,t) = P̂[ Xs ,t|Et = 0] for non-events. This is done...by using a parametric 37 approach: P[ Xs ,t|Et0] = φ( Xs ,t, θ) This model improves when the time span of sensing increases and thus the availability of

Covariate analysis of bivariate survival data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bennett, L.E.

1992-01-01

The methods developed are used to analyze the effects of covariates on bivariate survival data when censoring and ties are present. The proposed method provides models for bivariate survival data that include differential covariate effects and censored observations. The proposed models are based on an extension of the univariate Buckley-James estimators which replace censored data points by their expected values, conditional on the censoring time and the covariates. For the bivariate situation, it is necessary to determine the expectation of the failure times for one component conditional on the failure or censoring time of the other component. Two different methodsmore » have been developed to estimate these expectations. In the semiparametric approach these expectations are determined from a modification of Burke's estimate of the bivariate empirical survival function. In the parametric approach censored data points are also replaced by their conditional expected values where the expected values are determined from a specified parametric distribution. The model estimation will be based on the revised data set, comprised of uncensored components and expected values for the censored components. The variance-covariance matrix for the estimated covariate parameters has also been derived for both the semiparametric and parametric methods. Data from the Demographic and Health Survey was analyzed by these methods. The two outcome variables are post-partum amenorrhea and breastfeeding; education and parity were used as the covariates. Both the covariate parameter estimates and the variance-covariance estimates for the semiparametric and parametric models will be compared. In addition, a multivariate test statistic was used in the semiparametric model to examine contrasts. The significance of the statistic was determined from a bootstrap distribution of the test statistic.« less

Temporal clustering of floods in Germany: Do flood-rich and flood-poor periods exist?

NASA Astrophysics Data System (ADS)

Merz, Bruno; Nguyen, Viet Dung; Vorogushyn, Sergiy

2016-10-01

The repeated occurrence of exceptional floods within a few years, such as the Rhine floods in 1993 and 1995 and the Elbe and Danube floods in 2002 and 2013, suggests that floods in Central Europe may be organized in flood-rich and flood-poor periods. This hypothesis is studied by testing the significance of temporal clustering in flood occurrence (peak-over-threshold) time series for 68 catchments across Germany for the period 1932-2005. To assess the robustness of the results, different methods are used: Firstly, the index of dispersion, which quantifies the departure from a homogeneous Poisson process, is investigated. Further, the time-variation of the flood occurrence rate is derived by non-parametric kernel implementation and the significance of clustering is evaluated via parametric and non-parametric tests. Although the methods give consistent overall results, the specific results differ considerably. Hence, we recommend applying different methods when investigating flood clustering. For flood estimation and risk management, it is of relevance to understand whether clustering changes with flood severity and time scale. To this end, clustering is assessed for different thresholds and time scales. It is found that the majority of catchments show temporal clustering at the 5% significance level for low thresholds and time scales of one to a few years. However, clustering decreases substantially with increasing threshold and time scale. We hypothesize that flood clustering in Germany is mainly caused by catchment memory effects along with intra- to inter-annual climate variability, and that decadal climate variability plays a minor role.

Uncertainty in determining extreme precipitation thresholds

NASA Astrophysics Data System (ADS)

Liu, Bingjun; Chen, Junfan; Chen, Xiaohong; Lian, Yanqing; Wu, Lili

2013-10-01

Extreme precipitation events are rare and occur mostly on a relatively small and local scale, which makes it difficult to set the thresholds for extreme precipitations in a large basin. Based on the long term daily precipitation data from 62 observation stations in the Pearl River Basin, this study has assessed the applicability of the non-parametric, parametric, and the detrended fluctuation analysis (DFA) methods in determining extreme precipitation threshold (EPT) and the certainty to EPTs from each method. Analyses from this study show the non-parametric absolute critical value method is easy to use, but unable to reflect the difference of spatial rainfall distribution. The non-parametric percentile method can account for the spatial distribution feature of precipitation, but the problem with this method is that the threshold value is sensitive to the size of rainfall data series and is subjected to the selection of a percentile thus make it difficult to determine reasonable threshold values for a large basin. The parametric method can provide the most apt description of extreme precipitations by fitting extreme precipitation distributions with probability distribution functions; however, selections of probability distribution functions, the goodness-of-fit tests, and the size of the rainfall data series can greatly affect the fitting accuracy. In contrast to the non-parametric and the parametric methods which are unable to provide information for EPTs with certainty, the DFA method although involving complicated computational processes has proven to be the most appropriate method that is able to provide a unique set of EPTs for a large basin with uneven spatio-temporal precipitation distribution. The consistency between the spatial distribution of DFA-based thresholds with the annual average precipitation, the coefficient of variation (CV), and the coefficient of skewness (CS) for the daily precipitation further proves that EPTs determined by the DFA method are more reasonable and applicable for the Pearl River Basin.

Nonparametric functional data estimation applied to ozone data: prediction and extreme value analysis.

PubMed

Quintela-del-Río, Alejandro; Francisco-Fernández, Mario

2011-02-01

The study of extreme values and prediction of ozone data is an important topic of research when dealing with environmental problems. Classical extreme value theory is usually used in air-pollution studies. It consists in fitting a parametric generalised extreme value (GEV) distribution to a data set of extreme values, and using the estimated distribution to compute return levels and other quantities of interest. Here, we propose to estimate these values using nonparametric functional data methods. Functional data analysis is a relatively new statistical methodology that generally deals with data consisting of curves or multi-dimensional variables. In this paper, we use this technique, jointly with nonparametric curve estimation, to provide alternatives to the usual parametric statistical tools. The nonparametric estimators are applied to real samples of maximum ozone values obtained from several monitoring stations belonging to the Automatic Urban and Rural Network (AURN) in the UK. The results show that nonparametric estimators work satisfactorily, outperforming the behaviour of classical parametric estimators. Functional data analysis is also used to predict stratospheric ozone concentrations. We show an application, using the data set of mean monthly ozone concentrations in Arosa, Switzerland, and the results are compared with those obtained by classical time series (ARIMA) analysis. Copyright © 2010 Elsevier Ltd. All rights reserved.

Examining the Feasibility and Utility of Estimating Partial Expected Value of Perfect Information (via a Nonparametric Approach) as Part of the Reimbursement Decision-Making Process in Ireland: Application to Drugs for Cancer.

PubMed

McCullagh, Laura; Schmitz, Susanne; Barry, Michael; Walsh, Cathal

2017-11-01

In Ireland, all new drugs for which reimbursement by the healthcare payer is sought undergo a health technology assessment by the National Centre for Pharmacoeconomics. The National Centre for Pharmacoeconomics estimate expected value of perfect information but not partial expected value of perfect information (owing to computational expense associated with typical methodologies). The objective of this study was to examine the feasibility and utility of estimating partial expected value of perfect information via a computationally efficient, non-parametric regression approach. This was a retrospective analysis of evaluations on drugs for cancer that had been submitted to the National Centre for Pharmacoeconomics (January 2010 to December 2014 inclusive). Drugs were excluded if cost effective at the submitted price. Drugs were excluded if concerns existed regarding the validity of the applicants' submission or if cost-effectiveness model functionality did not allow required modifications to be made. For each included drug (n = 14), value of information was estimated at the final reimbursement price, at a threshold equivalent to the incremental cost-effectiveness ratio at that price. The expected value of perfect information was estimated from probabilistic analysis. Partial expected value of perfect information was estimated via a non-parametric approach. Input parameters with a population value at least €1 million were identified as potential targets for research. All partial estimates were determined within minutes. Thirty parameters (across nine models) each had a value of at least €1 million. These were categorised. Collectively, survival analysis parameters were valued at €19.32 million, health state utility parameters at €15.81 million and parameters associated with the cost of treating adverse effects at €6.64 million. Those associated with drug acquisition costs and with the cost of care were valued at €6.51 million and €5.71 million, respectively. This research demonstrates that the estimation of partial expected value of perfect information via this computationally inexpensive approach could be considered feasible as part of the health technology assessment process for reimbursement purposes within the Irish healthcare system. It might be a useful tool in prioritising future research to decrease decision uncertainty.

On the validation of cloud parametrization schemes in numerical atmospheric models with satellite data from ISCCP

NASA Astrophysics Data System (ADS)

Meinke, I.

2003-04-01

A new method is presented to validate cloud parametrization schemes in numerical atmospheric models with satellite data of scanning radiometers. This method is applied to the regional atmospheric model HRM (High Resolution Regional Model) using satellite data from ISCCP (International Satellite Cloud Climatology Project). Due to the limited reliability of former validations there has been a need for developing a new validation method: Up to now differences between simulated and measured cloud properties are mostly declared as deficiencies of the cloud parametrization scheme without further investigation. Other uncertainties connected with the model or with the measurements have not been taken into account. Therefore changes in the cloud parametrization scheme based on such kind of validations might not be realistic. The new method estimates uncertainties of the model and the measurements. Criteria for comparisons of simulated and measured data are derived to localize deficiencies in the model. For a better specification of these deficiencies simulated clouds are classified regarding their parametrization. With this classification the localized model deficiencies are allocated to a certain parametrization scheme. Applying this method to the regional model HRM the quality of forecasting cloud properties is estimated in detail. The overestimation of simulated clouds in low emissivity heights especially during the night is localized as model deficiency. This is caused by subscale cloudiness. As the simulation of subscale clouds in the regional model HRM is described by a relative humidity parametrization these deficiencies are connected with this parameterization.

40 CFR Appendix C to Part 75 - Missing Data Estimation Procedures

Code of Federal Regulations, 2010 CFR

2010-07-01

... certification of a parametric, empirical, or process simulation method or model for calculating substitute data... available process simulation methods and models. 1.2Petition Requirements Continuously monitor, determine... desulfurization, a corresponding empirical correlation or process simulation parametric method using appropriate...

Sign realized jump risk and the cross-section of stock returns: Evidence from China's stock market

PubMed Central

Chao, Youcong; Liu, Xiaoqun; Guo, Shijun

2017-01-01

Using 5-minute high frequency data from the Chinese stock market, we employ a non-parametric method to estimate Fama-French portfolio realized jumps and investigate whether the estimated positive, negative and sign realized jumps could forecast or explain the cross-sectional stock returns. The Fama-MacBeth regression results show that not only have the realized jump components and the continuous volatility been compensated with risk premium, but also that the negative jump risk, the positive jump risk and the sign jump risk, to some extent, could explain the return of the stock portfolios. Therefore, we should pay high attention to the downside tail risk and the upside tail risk. PMID:28771514

Non-classical Signature of Parametric Fluorescence and its Application in Metrology

NASA Astrophysics Data System (ADS)

Hamar, M.; Michálek, V.; Pathak, A.

2014-08-01

The article provides a short theoretical background of what the non-classical light means. We applied the criterion for the existence of non-classical effects derived by C.T. Lee on parametric fluorescence. The criterion was originally derived for the study of two light beams with one mode per beam. We checked if the criterion is still working for two multimode beams of parametric down-conversion through numerical simulations. The theoretical results were tested by measurement of photon number statistics of twin beams emitted by nonlinear BBO crystal pumped by intense femtoseconds UV pulse. We used ICCD camera as the detector of photons in both beams. It appears that the criterion can be used for the measurement of the quantum efficiencies of the ICCD cameras.

Comparison of four approaches to a rock facies classification problem

USGS Publications Warehouse

Dubois, M.K.; Bohling, Geoffrey C.; Chakrabarti, S.

2007-01-01

In this study, seven classifiers based on four different approaches were tested in a rock facies classification problem: classical parametric methods using Bayes' rule, and non-parametric methods using fuzzy logic, k-nearest neighbor, and feed forward-back propagating artificial neural network. Determining the most effective classifier for geologic facies prediction in wells without cores in the Panoma gas field, in Southwest Kansas, was the objective. Study data include 3600 samples with known rock facies class (from core) with each sample having either four or five measured properties (wire-line log curves), and two derived geologic properties (geologic constraining variables). The sample set was divided into two subsets, one for training and one for testing the ability of the trained classifier to correctly assign classes. Artificial neural networks clearly outperformed all other classifiers and are effective tools for this particular classification problem. Classical parametric models were inadequate due to the nature of the predictor variables (high dimensional and not linearly correlated), and feature space of the classes (overlapping). The other non-parametric methods tested, k-nearest neighbor and fuzzy logic, would need considerable improvement to match the neural network effectiveness, but further work, possibly combining certain aspects of the three non-parametric methods, may be justified. ?? 2006 Elsevier Ltd. All rights reserved.

Can the Direct Medical Cost of Chronic Disease Be Transferred across Different Countries? Using Cost-of-Illness Studies on Type 2 Diabetes, Epilepsy and Schizophrenia as Examples

PubMed Central

Gao, Lan; Hu, Hao; Zhao, Fei-Li; Li, Shu-Chuen

2016-01-01

Objectives To systematically review cost of illness studies for schizophrenia (SC), epilepsy (EP) and type 2 diabetes mellitus (T2DM) and explore the transferability of direct medical cost across countries. Methods A comprehensive literature search was performed to yield studies that estimated direct medical costs. A generalized linear model (GLM) with gamma distribution and log link was utilized to explore the variation in costs that accounted by the included factors. Both parametric (Random-effects model) and non-parametric (Boot-strapping) meta-analyses were performed to pool the converted raw cost data (expressed as percentage of GDP/capita of the country where the study was conducted). Results In total, 93 articles were included (40 studies were for T2DM, 34 studies for EP and 19 studies for SC). Significant variances were detected inter- and intra-disease classes for the direct medical costs. Multivariate analysis identified that GDP/capita (p<0.05) was a significant factor contributing to the large variance in the cost results. Bootstrapping meta-analysis generated more conservative estimations with slightly wider 95% confidence intervals (CI) than the parametric meta-analysis, yielding a mean (95%CI) of 16.43% (11.32, 21.54) for T2DM, 36.17% (22.34, 50.00) for SC and 10.49% (7.86, 13.41) for EP. Conclusions Converting the raw cost data into percentage of GDP/capita of individual country was demonstrated to be a feasible approach to transfer the direct medical cost across countries. The approach from our study to obtain an estimated direct cost value along with the size of specific disease population from each jurisdiction could be used for a quick check on the economic burden of particular disease for countries without such data. PMID:26814959

Filtering high resolution hyperspectral imagery and analyzing it for quantification of water quality parameters and aquatic vegetation

NASA Astrophysics Data System (ADS)

Pande-Chhetri, Roshan

High resolution hyperspectral imagery (airborne or ground-based) is gaining momentum as a useful analytical tool in various fields including agriculture and aquatic systems. These images are often contaminated with stripes and noise resulting in lower signal-to-noise ratio, especially in aquatic regions where signal is naturally low. This research investigates effective methods for filtering high spatial resolution hyperspectral imagery and use of the imagery in water quality parameter estimation and aquatic vegetation classification. The striping pattern of the hyperspectral imagery is non-parametric and difficult to filter. In this research, a de-striping algorithm based on wavelet analysis and adaptive Fourier domain normalization was examined. The result of this algorithm was found superior to other available algorithms and yielded highest Peak Signal to Noise Ratio improvement. The algorithm was implemented on individual image bands and on selected bands of the Maximum Noise Fraction (MNF) transformed images. The results showed that image filtering in the MNF domain was efficient and produced best results. The study investigated methods of analyzing hyperspectral imagery to estimate water quality parameters and to map aquatic vegetation in case-2 waters. Ground-based hyperspectral imagery was analyzed to determine chlorophyll-a (Chl-a) concentrations in aquaculture ponds. Two-band and three-band indices were implemented and the effect of using submerged reflectance targets was evaluated. Laboratory measured values were found to be in strong correlation with two-band and three-band spectral indices computed from the hyperspectral image. Coefficients of determination (R2) values were found to be 0.833 and 0.862 without submerged targets and stronger values of 0.975 and 0.982 were obtained using submerged targets. Airborne hyperspectral images were used to detect and classify aquatic vegetation in a black river estuarine system. Image normalization for water surface reflectance and water depths was conducted and non-parametric classifiers such as ANN, SVM and SAM were tested and compared. Quality assessment indicated better classification and detection when non-parametric classifiers were applied to normalized or depth invariant transform images. Best classification accuracy of 73% was achieved when ANN is applied on normalized image and best detection accuracy of around 92% was obtained when SVM or SAM was applied on depth invariant images.

Heating and thermal squeezing in parametrically driven oscillators with added noise.

PubMed

Batista, Adriano A

2012-11-01

In this paper we report a theoretical model based on Green's functions, Floquet theory, and averaging techniques up to second order that describes the dynamics of parametrically driven oscillators with added thermal noise. Quantitative estimates for heating and quadrature thermal noise squeezing near and below the transition line of the first parametric instability zone of the oscillator are given. Furthermore, we give an intuitive explanation as to why heating and thermal squeezing occur. For small amplitudes of the parametric pump the Floquet multipliers are complex conjugate of each other with a constant magnitude. As the pump amplitude is increased past a threshold value in the stable zone near the first parametric instability, the two Floquet multipliers become real and have different magnitudes. This creates two different effective dissipation rates (one smaller and the other larger than the real dissipation rate) along the stable manifolds of the first-return Poincaré map. We also show that the statistical average of the input power due to thermal noise is constant and independent of the pump amplitude and frequency. The combination of these effects causes most of heating and thermal squeezing. Very good agreement between analytical and numerical estimates of the thermal fluctuations is achieved.

An Interactive Software for Conceptual Wing Flutter Analysis and Parametric Study

NASA Technical Reports Server (NTRS)

Mukhopadhyay, Vivek

1996-01-01

An interactive computer program was developed for wing flutter analysis in the conceptual design stage. The objective was to estimate the flutter instability boundary of a flexible cantilever wing, when well-defined structural and aerodynamic data are not available, and then study the effect of change in Mach number, dynamic pressure, torsional frequency, sweep, mass ratio, aspect ratio, taper ratio, center of gravity, and pitch inertia, to guide the development of the concept. The software was developed for Macintosh or IBM compatible personal computers, on MathCad application software with integrated documentation, graphics, data base and symbolic mathematics. The analysis method was based on non-dimensional parametric plots of two primary flutter parameters, namely Regier number and Flutter number, with normalization factors based on torsional stiffness, sweep, mass ratio, taper ratio, aspect ratio, center of gravity location and pitch inertia radius of gyration. The parametric plots were compiled in a Vought Corporation report from a vast data base of past experiments and wind-tunnel tests. The computer program was utilized for flutter analysis of the outer wing of a Blended-Wing-Body concept, proposed by McDonnell Douglas Corp. Using a set of assumed data, preliminary flutter boundary and flutter dynamic pressure variation with altitude, Mach number and torsional stiffness were determined.

PARAMETRIC DISTANCE WEIGHTING OF LANDSCAPE INFLUENCE ON STREAMS

EPA Science Inventory

We present a parametric model for estimating the areas within watersheds whose land use best predicts indicators of stream ecological condition. We regress a stream response variable on the distance-weighted proportion of watershed area that has a specific land use, such as agric...

Parametric Cost Models for Space Telescopes

NASA Technical Reports Server (NTRS)

Stahl, H. Philip; Henrichs, Todd; Dollinger, Courtney

2010-01-01

Multivariable parametric cost models for space telescopes provide several benefits to designers and space system project managers. They identify major architectural cost drivers and allow high-level design trades. They enable cost-benefit analysis for technology development investment. And, they provide a basis for estimating total project cost. A survey of historical models found that there is no definitive space telescope cost model. In fact, published models vary greatly [1]. Thus, there is a need for parametric space telescopes cost models. An effort is underway to develop single variable [2] and multi-variable [3] parametric space telescope cost models based on the latest available data and applying rigorous analytical techniques. Specific cost estimating relationships (CERs) have been developed which show that aperture diameter is the primary cost driver for large space telescopes; technology development as a function of time reduces cost at the rate of 50% per 17 years; it costs less per square meter of collecting aperture to build a large telescope than a small telescope; and increasing mass reduces cost.

Estimating population diversity with CatchAll

PubMed Central

Bunge, John; Woodard, Linda; Böhning, Dankmar; Foster, James A.; Connolly, Sean; Allen, Heather K.

2012-01-01

Motivation: The massive data produced by next-generation sequencing require advanced statistical tools. We address estimating the total diversity or species richness in a population. To date, only relatively simple methods have been implemented in available software. There is a need for software employing modern, computationally intensive statistical analyses including error, goodness-of-fit and robustness assessments. Results: We present CatchAll, a fast, easy-to-use, platform-independent program that computes maximum likelihood estimates for finite-mixture models, weighted linear regression-based analyses and coverage-based non-parametric methods, along with outlier diagnostics. Given sample ‘frequency count’ data, CatchAll computes 12 different diversity estimates and applies a model-selection algorithm. CatchAll also derives discounted diversity estimates to adjust for possibly uncertain low-frequency counts. It is accompanied by an Excel-based graphics program. Availability: Free executable downloads for Linux, Windows and Mac OS, with manual and source code, at www.northeastern.edu/catchall. Contact: jab18@cornell.edu PMID:22333246

Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates

NASA Astrophysics Data System (ADS)

Garcin, Matthieu

2017-10-01

Hurst exponents depict the long memory of a time series. For human-dependent phenomena, as in finance, this feature may vary in the time. It justifies modelling dynamics by multifractional Brownian motions, which are consistent with time-dependent Hurst exponents. We improve the existing literature on estimating time-dependent Hurst exponents by proposing a smooth estimate obtained by variational calculus. This method is very general and not restricted to the sole Hurst framework. It is globally more accurate and easier than other existing non-parametric estimation techniques. Besides, in the field of Hurst exponents, it makes it possible to make forecasts based on the estimated multifractional Brownian motion. The application to high-frequency foreign exchange markets (GBP, CHF, SEK, USD, CAD, AUD, JPY, CNY and SGD, all against EUR) shows significantly good forecasts. When the Hurst exponent is higher than 0.5, what depicts a long-memory feature, the accuracy is higher.

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

PubMed

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

2017-06-06

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

Navigation d'un vehicule autonome autour d'un asteroide

NASA Astrophysics Data System (ADS)

Dionne, Karine

Les missions d'exploration planetaire utilisent des vehicules spatiaux pour acquerir les donnees scientifiques qui font avancer notre connaissance du systeme solaire. Depuis les annees 90, ces missions ciblent non seulement les planetes, mais aussi les corps celestes de plus petite taille comme les asteroides. Ces astres representent un defi particulier du point de vue des systemes de navigation, car leur environnement dynamique est complexe. Une sonde spatiale doit reagir rapidement face aux perturbations gravitationnelles en presence, sans quoi sa securite pourrait etre compromise. Les delais de communication avec la Terre pouvant souvent atteindre plusieurs dizaines de minutes, il est necessaire de developper des logiciels permettant une plus grande autonomie d'operation pour ce type de mission. Ce memoire presente un systeme de navigation autonome qui determine la position et la vitesse d'un satellite en orbite autour d'un asteroide. Il s'agit d'un filtre de Kalman etendu adaptatif a trois degres de liberte. Le systeme propose se base sur l'imagerie optique pour detecter des " points de reperes " qui ont ete prealablement cartographies. Il peut s'agir de crateres, de rochers ou de n'importe quel trait physique discernable a la camera. Les travaux de recherche realises se concentrent sur les techniques d'estimation d'etat propres a la navigation autonome. Ainsi, on suppose l'existence d'un logiciel approprie qui realise les fonctions de traitement d'image. La principale contribution de recherche consiste en l'inclusion, a chaque cycle d'estimation, d'une mesure de distance afin d'ameliorer les performances de navigation. Un estimateur d'etat de type adaptatif est necessaire pour le traitement de ces mesures, car leur precision varie dans le temps en raison de l'erreur de pointage. Les contributions secondaires de recherche sont liees a l'analyse de l'observabilite du systeme ainsi qu'a une analyse de sensibilite pour six parametres principaux de conception. Les resultats de simulation montrent que l'ajout d'une mesure de distance par cycle de mise a jour entraine une amelioration significative des performances de navigation. Ce procede reduit l'erreur d'estimation ainsi que les periodes de non-observabilite en plus de contrer la dilution de precision des mesures. Les analyses de sensibilite confirment quant a elles la contribution des mesures de distance a la diminution globale de l'erreur d'estimation et ce pour une large gamme de parametres de conception. Elles indiquent egalement que l'erreur de cartographie est un parametre critique pour les performances du systeme de navigation developpe. Mots cles : Estimation d'etat, filtre de Kalman adaptatif, navigation optique, lidar, asteroide, simulations numeriques

Linkage analysis of alternative anxiety phenotypes in multiply affected panic disorder families

PubMed Central

Fyer, Abby J.; Costa, Ramiro; Haghighi, Fatemeh; Logue, Mark W.; Knowles, James A.; Weissman, Myrna M.; Hodge, Susan E.; Hamilton, Steven P.

2013-01-01

Background The choice of phenotype definitions for genetic studies of panic and phobic disorders is complicated by family, twin and neurobiological data indicating both distinct and shared risk factors as well as heterogeneity within categories. We previously reported a genome scan in 120 multiplex panic disorder (PD) families using a phenotype that closely adhered to the DSM IV PD definition. Here we extend this work by conducting exploratory linkage analyses in this same pedigree set using ten additional literature- based panic and phobia-related phenotypes that take into account aspects of these hypothesized complexities. Methods Multiply affected families (> 2 individuals with PD) were recruited from clinical and non-clinical sources, evaluated by clinician administered semi-structured interview and subsequent blind consensus best estimate procedure. Each phenotype was analyzed under dominant and recessive models using parametric 2-point (homogeneity and heterogeneity), multipoint, and non-parametric methods. Empirically based permutations were used to estimate model specific and global (across all phenotypes) p-values. Results The highest score was a 2-point lod (4.27, global p < 0.08) on chromosome 13 (D13S793, 76cM) for the phenotype “specific or social phobia” under a recessive model and conditions of homogeneity. There was minimal support for linkage to any of the remaining nine phenotypes. Conclusions Though interpretation of findings is limited by sample size and the large number of phenotypes and models analyzed these data suggest a region on chromosome 13 as a potential site for further exploration in relation to risk for specific and social phobias. PMID:22525237

Parametric Studies for Scenario Earthquakes: Site Effects and Differential Motion

NASA Astrophysics Data System (ADS)

Panza, G. F.; Panza, G. F.; Romanelli, F.

2001-12-01

In presence of strong lateral heterogeneities, the generation of local surface waves and local resonance can give rise to a complicated pattern in the spatial groundshaking scenario. For any object of the built environment with dimensions greater than the characteristic length of the ground motion, different parts of its foundations can experience severe non-synchronous seismic input. In order to perform an accurate estimate of the site effects, and of differential motion, in realistic geometries, it is necessary to make a parametric study that takes into account the complex combination of the source and propagation parameters. The computation of a wide set of time histories and spectral information, corresponding to possible seismotectonic scenarios for different source and structural models, allows us the construction of damage scenarios that are out of reach of stochastic models. Synthetic signals, to be used as seismic input in a subsequent engineering analysis, e.g. for the design of earthquake-resistant structures or for the estimation of differential motion, can be produced at a very low cost/benefit ratio. We illustrate the work done in the framework of a large international cooperation following the guidelines of the UNESCO IUGS IGCP Project 414 "Realistic Modeling of Seismic Input for Megacities and Large Urban Areas" and show the very recent numerical experiments carried out within the EC project "Advanced methods for assessing the seismic vulnerability of existing motorway bridges" (VAB) to assess the importance of non-synchronous seismic excitation of long structures. >http://www.ictp.trieste.it/www_users/sand/projects.html

Assessment and Selection of Competing Models for Zero-Inflated Microbiome Data

PubMed Central

Xu, Lizhen; Paterson, Andrew D.; Turpin, Williams; Xu, Wei

2015-01-01

Typical data in a microbiome study consist of the operational taxonomic unit (OTU) counts that have the characteristic of excess zeros, which are often ignored by investigators. In this paper, we compare the performance of different competing methods to model data with zero inflated features through extensive simulations and application to a microbiome study. These methods include standard parametric and non-parametric models, hurdle models, and zero inflated models. We examine varying degrees of zero inflation, with or without dispersion in the count component, as well as different magnitude and direction of the covariate effect on structural zeros and the count components. We focus on the assessment of type I error, power to detect the overall covariate effect, measures of model fit, and bias and effectiveness of parameter estimations. We also evaluate the abilities of model selection strategies using Akaike information criterion (AIC) or Vuong test to identify the correct model. The simulation studies show that hurdle and zero inflated models have well controlled type I errors, higher power, better goodness of fit measures, and are more accurate and efficient in the parameter estimation. Besides that, the hurdle models have similar goodness of fit and parameter estimation for the count component as their corresponding zero inflated models. However, the estimation and interpretation of the parameters for the zero components differs, and hurdle models are more stable when structural zeros are absent. We then discuss the model selection strategy for zero inflated data and implement it in a gut microbiome study of > 400 independent subjects. PMID:26148172

Assessment and Selection of Competing Models for Zero-Inflated Microbiome Data.

PubMed

Xu, Lizhen; Paterson, Andrew D; Turpin, Williams; Xu, Wei

2015-01-01

Typical data in a microbiome study consist of the operational taxonomic unit (OTU) counts that have the characteristic of excess zeros, which are often ignored by investigators. In this paper, we compare the performance of different competing methods to model data with zero inflated features through extensive simulations and application to a microbiome study. These methods include standard parametric and non-parametric models, hurdle models, and zero inflated models. We examine varying degrees of zero inflation, with or without dispersion in the count component, as well as different magnitude and direction of the covariate effect on structural zeros and the count components. We focus on the assessment of type I error, power to detect the overall covariate effect, measures of model fit, and bias and effectiveness of parameter estimations. We also evaluate the abilities of model selection strategies using Akaike information criterion (AIC) or Vuong test to identify the correct model. The simulation studies show that hurdle and zero inflated models have well controlled type I errors, higher power, better goodness of fit measures, and are more accurate and efficient in the parameter estimation. Besides that, the hurdle models have similar goodness of fit and parameter estimation for the count component as their corresponding zero inflated models. However, the estimation and interpretation of the parameters for the zero components differs, and hurdle models are more stable when structural zeros are absent. We then discuss the model selection strategy for zero inflated data and implement it in a gut microbiome study of > 400 independent subjects.

Cost and efficiency of disaster waste disposal: A case study of the Great East Japan Earthquake.

PubMed

Sasao, Toshiaki

2016-12-01

This paper analyzes the cost and efficiency of waste disposal associated with the Great East Japan Earthquake. The following two analyses were performed: (1) a popular parametric approach, which is an ordinary least squares (OLS) method to estimate the factors that affect the disposal costs; (2) a non-parametric approach, which is a two-stage data envelopment analysis (DEA) to analyze the efficiency of each municipality and clarify the best performance of the disaster waste management. Our results indicate that a higher recycling rate of disaster waste and a larger amount of tsunami sediments decrease the average disposal costs. Our results also indicate that area-wide management increases the average cost. In addition, the efficiency scores were observed to vary widely by municipality, and more temporary incinerators and secondary waste stocks improve the efficiency scores. However, it is likely that the radioactive contamination from the Fukushima Daiichi nuclear power station influenced the results. Copyright © 2016 Elsevier Ltd. All rights reserved.

Dynamic whole body PET parametric imaging: II. Task-oriented statistical estimation

PubMed Central

Karakatsanis, Nicolas A.; Lodge, Martin A.; Zhou, Y.; Wahl, Richard L.; Rahmim, Arman

2013-01-01

In the context of oncology, dynamic PET imaging coupled with standard graphical linear analysis has been previously employed to enable quantitative estimation of tracer kinetic parameters of physiological interest at the voxel level, thus, enabling quantitative PET parametric imaging. However, dynamic PET acquisition protocols have been confined to the limited axial field-of-view (~15–20cm) of a single bed position and have not been translated to the whole-body clinical imaging domain. On the contrary, standardized uptake value (SUV) PET imaging, considered as the routine approach in clinical oncology, commonly involves multi-bed acquisitions, but is performed statically, thus not allowing for dynamic tracking of the tracer distribution. Here, we pursue a transition to dynamic whole body PET parametric imaging, by presenting, within a unified framework, clinically feasible multi-bed dynamic PET acquisition protocols and parametric imaging methods. In a companion study, we presented a novel clinically feasible dynamic (4D) multi-bed PET acquisition protocol as well as the concept of whole body PET parametric imaging employing Patlak ordinary least squares (OLS) regression to estimate the quantitative parameters of tracer uptake rate Ki and total blood distribution volume V. In the present study, we propose an advanced hybrid linear regression framework, driven by Patlak kinetic voxel correlations, to achieve superior trade-off between contrast-to-noise ratio (CNR) and mean squared error (MSE) than provided by OLS for the final Ki parametric images, enabling task-based performance optimization. Overall, whether the observer's task is to detect a tumor or quantitatively assess treatment response, the proposed statistical estimation framework can be adapted to satisfy the specific task performance criteria, by adjusting the Patlak correlation-coefficient (WR) reference value. The multi-bed dynamic acquisition protocol, as optimized in the preceding companion study, was employed along with extensive Monte Carlo simulations and an initial clinical FDG patient dataset to validate and demonstrate the potential of the proposed statistical estimation methods. Both simulated and clinical results suggest that hybrid regression in the context of whole-body Patlak Ki imaging considerably reduces MSE without compromising high CNR. Alternatively, for a given CNR, hybrid regression enables larger reductions than OLS in the number of dynamic frames per bed, allowing for even shorter acquisitions of ~30min, thus further contributing to the clinical adoption of the proposed framework. Compared to the SUV approach, whole body parametric imaging can provide better tumor quantification, and can act as a complement to SUV, for the task of tumor detection. PMID:24080994

Dynamic whole-body PET parametric imaging: II. Task-oriented statistical estimation.

PubMed

Karakatsanis, Nicolas A; Lodge, Martin A; Zhou, Y; Wahl, Richard L; Rahmim, Arman

2013-10-21

In the context of oncology, dynamic PET imaging coupled with standard graphical linear analysis has been previously employed to enable quantitative estimation of tracer kinetic parameters of physiological interest at the voxel level, thus, enabling quantitative PET parametric imaging. However, dynamic PET acquisition protocols have been confined to the limited axial field-of-view (~15-20 cm) of a single-bed position and have not been translated to the whole-body clinical imaging domain. On the contrary, standardized uptake value (SUV) PET imaging, considered as the routine approach in clinical oncology, commonly involves multi-bed acquisitions, but is performed statically, thus not allowing for dynamic tracking of the tracer distribution. Here, we pursue a transition to dynamic whole-body PET parametric imaging, by presenting, within a unified framework, clinically feasible multi-bed dynamic PET acquisition protocols and parametric imaging methods. In a companion study, we presented a novel clinically feasible dynamic (4D) multi-bed PET acquisition protocol as well as the concept of whole-body PET parametric imaging employing Patlak ordinary least squares (OLS) regression to estimate the quantitative parameters of tracer uptake rate Ki and total blood distribution volume V. In the present study, we propose an advanced hybrid linear regression framework, driven by Patlak kinetic voxel correlations, to achieve superior trade-off between contrast-to-noise ratio (CNR) and mean squared error (MSE) than provided by OLS for the final Ki parametric images, enabling task-based performance optimization. Overall, whether the observer's task is to detect a tumor or quantitatively assess treatment response, the proposed statistical estimation framework can be adapted to satisfy the specific task performance criteria, by adjusting the Patlak correlation-coefficient (WR) reference value. The multi-bed dynamic acquisition protocol, as optimized in the preceding companion study, was employed along with extensive Monte Carlo simulations and an initial clinical (18)F-deoxyglucose patient dataset to validate and demonstrate the potential of the proposed statistical estimation methods. Both simulated and clinical results suggest that hybrid regression in the context of whole-body Patlak Ki imaging considerably reduces MSE without compromising high CNR. Alternatively, for a given CNR, hybrid regression enables larger reductions than OLS in the number of dynamic frames per bed, allowing for even shorter acquisitions of ~30 min, thus further contributing to the clinical adoption of the proposed framework. Compared to the SUV approach, whole-body parametric imaging can provide better tumor quantification, and can act as a complement to SUV, for the task of tumor detection.

Online Detection of Broken Rotor Bar Fault in Induction Motors by Combining Estimation of Signal Parameters via Min-norm Algorithm and Least Square Method

NASA Astrophysics Data System (ADS)

Wang, Pan-Pan; Yu, Qiang; Hu, Yong-Jun; Miao, Chang-Xin

2017-11-01

Current research in broken rotor bar (BRB) fault detection in induction motors is primarily focused on a high-frequency resolution analysis of the stator current. Compared with a discrete Fourier transformation, the parametric spectrum estimation technique has a higher frequency accuracy and resolution. However, the existing detection methods based on parametric spectrum estimation cannot realize online detection, owing to the large computational cost. To improve the efficiency of BRB fault detection, a new detection method based on the min-norm algorithm and least square estimation is proposed in this paper. First, the stator current is filtered using a band-pass filter and divided into short overlapped data windows. The min-norm algorithm is then applied to determine the frequencies of the fundamental and fault characteristic components with each overlapped data window. Next, based on the frequency values obtained, a model of the fault current signal is constructed. Subsequently, a linear least squares problem solved through singular value decomposition is designed to estimate the amplitudes and phases of the related components. Finally, the proposed method is applied to a simulated current and an actual motor, the results of which indicate that, not only parametric spectrum estimation technique.

Parametric mediational g-formula approach to mediation analysis with time-varying exposures, mediators, and confounders

PubMed Central

Lin, Sheng-Hsuan; Young, Jessica; Logan, Roger; Tchetgen Tchetgen, Eric J.; VanderWeele, Tyler J.

2016-01-01

The assessment of direct and indirect effects with time-varying mediators and confounders is a common but challenging problem, and standard mediation analysis approaches are generally not applicable in this context. The mediational g-formula was recently proposed to address this problem, paired with a semi-parametric estimation approach to evaluate longitudinal mediation effects empirically. In this paper, we develop a parametric estimation approach to the mediational g-formula, including a feasible algorithm implemented in a freely available SAS macro. In the Framingham Heart Study data, we apply this method to estimate the interventional analogues of natural direct and indirect effects of smoking behaviors sustained over a 10-year period on blood pressure when considering weight change as a time-varying mediator. Compared with not smoking, smoking 20 cigarettes per day for 10 years was estimated to increase blood pressure by 1.2 (95 % CI: −0.7, 2.7) mm-Hg. The direct effect was estimated to increase blood pressure by 1.5 (95 % CI: −0.3, 2.9) mm-Hg, and the indirect effect was −0.3 (95% CI: −0.5, −0.1) mm-Hg, which is negative because smoking which is associated with lower weight is associated in turn with lower blood pressure. These results provide evidence that weight change in fact partially conceals the detrimental effects of cigarette smoking on blood pressure. Our work represents, to our knowledge, the first application of the parametric mediational g-formula in an epidemiologic cohort study. PMID:27984420

Nonparametric tests for equality of psychometric functions.

PubMed

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

2017-12-07

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

Videopanorama Frame Rate Requirements Derived from Visual Discrimination of Deceleration During Simulated Aircraft Landing

NASA Technical Reports Server (NTRS)

Furnstenau, Norbert; Ellis, Stephen R.

2015-01-01

In order to determine the required visual frame rate (FR) for minimizing prediction errors with out-the-window video displays at remote/virtual airport towers, thirteen active air traffic controllers viewed high dynamic fidelity simulations of landing aircraft and decided whether aircraft would stop as if to be able to make a turnoff or whether a runway excursion would be expected. The viewing conditions and simulation dynamics replicated visual rates and environments of transport aircraft landing at small commercial airports. The required frame rate was estimated using Bayes inference on prediction errors by linear FRextrapolation of event probabilities conditional on predictions (stop, no-stop). Furthermore estimates were obtained from exponential model fits to the parametric and non-parametric perceptual discriminabilities d' and A (average area under ROC-curves) as dependent on FR. Decision errors are biased towards preference of overshoot and appear due to illusionary increase in speed at low frames rates. Both Bayes and A - extrapolations yield a framerate requirement of 35 < FRmin < 40 Hz. When comparing with published results [12] on shooter game scores the model based d'(FR)-extrapolation exhibits the best agreement and indicates even higher FRmin > 40 Hz for minimizing decision errors. Definitive recommendations require further experiments with FR > 30 Hz.

On the calculation of puckering free energy surfaces

NASA Astrophysics Data System (ADS)

Sega, M.; Autieri, E.; Pederiva, F.

2009-06-01

Cremer-Pople puckering coordinates appear to be the natural candidate variables to explore the conformational space of cyclic compounds and in literature different parametrizations have been used to this end. However, while every parametrization is equivalent in identifying conformations, it is not obvious that they can also act as proper collective variables for the exploration of the puckered conformations free energy surface. It is shown that only the polar parametrization is fit to produce an unbiased estimate of the free energy landscape. As an example, the case of a six-membered ring, glucuronic acid, is presented, showing the artifacts that are generated when a wrong parametrization is used.

On the calculation of puckering free energy surfaces.

PubMed

Sega, M; Autieri, E; Pederiva, F

2009-06-14

Cremer-Pople puckering coordinates appear to be the natural candidate variables to explore the conformational space of cyclic compounds and in literature different parametrizations have been used to this end. However, while every parametrization is equivalent in identifying conformations, it is not obvious that they can also act as proper collective variables for the exploration of the puckered conformations free energy surface. It is shown that only the polar parametrization is fit to produce an unbiased estimate of the free energy landscape. As an example, the case of a six-membered ring, glucuronic acid, is presented, showing the artifacts that are generated when a wrong parametrization is used.

Accounting for parameter uncertainty in the definition of parametric distributions used to describe individual patient variation in health economic models.

PubMed

Degeling, Koen; IJzerman, Maarten J; Koopman, Miriam; Koffijberg, Hendrik

2017-12-15

Parametric distributions based on individual patient data can be used to represent both stochastic and parameter uncertainty. Although general guidance is available on how parameter uncertainty should be accounted for in probabilistic sensitivity analysis, there is no comprehensive guidance on reflecting parameter uncertainty in the (correlated) parameters of distributions used to represent stochastic uncertainty in patient-level models. This study aims to provide this guidance by proposing appropriate methods and illustrating the impact of this uncertainty on modeling outcomes. Two approaches, 1) using non-parametric bootstrapping and 2) using multivariate Normal distributions, were applied in a simulation and case study. The approaches were compared based on point-estimates and distributions of time-to-event and health economic outcomes. To assess sample size impact on the uncertainty in these outcomes, sample size was varied in the simulation study and subgroup analyses were performed for the case-study. Accounting for parameter uncertainty in distributions that reflect stochastic uncertainty substantially increased the uncertainty surrounding health economic outcomes, illustrated by larger confidence ellipses surrounding the cost-effectiveness point-estimates and different cost-effectiveness acceptability curves. Although both approaches performed similar for larger sample sizes (i.e. n = 500), the second approach was more sensitive to extreme values for small sample sizes (i.e. n = 25), yielding infeasible modeling outcomes. Modelers should be aware that parameter uncertainty in distributions used to describe stochastic uncertainty needs to be reflected in probabilistic sensitivity analysis, as it could substantially impact the total amount of uncertainty surrounding health economic outcomes. If feasible, the bootstrap approach is recommended to account for this uncertainty.

Theory and Simulation of Gain-Guided Noncollinear Modes in Chirped Quasi-Phase-Matched Optical Parametric Amplifiers

DOE Office of Scientific and Technical Information (OSTI.GOV)

Charbonneau-Lefort, Mathieu; Afeyan, Bedros; Fejer, Martin

Chirped quasi-phase-matched (QPM) gratings offer essentially constant gain over wide bandwidths, making them promising candidates for short-pulse optical parametric amplifiers. However, experiments have shown that high-gain non-collinear processes exist in spite of the dephasing caused by the non-uniformity of the QPM grating and compete with the desired collinear broadband gain of the amplifier. In this paper, these non-collinear gain-guided modes are investigated numerically and analytically in a model that includes longitudinal non-uniformity of the phase-matching profile, lateral localization of the pump beam and non-collinear propagation of the interacting waves.

Estimating solar ultraviolet irradiance (290-385 nm) by means of the spectral parametric models: SPCTRAL2 and SMARTS2

NASA Astrophysics Data System (ADS)

Foyo-Moreno, I.; Vida, J.; Olmo, F. J.; Alados-Arboledas, L.

2000-11-01

Since the discovery of the ozone depletion in Antarctic and the globally declining trend of stratospheric ozone concentration, public and scientific concern has been raised in the last decades. A very important consequence of this fact is the increased broadband and spectral UV radiation in the environment and the biological effects and heath risks that may take place in the near future. The absence of widespread measurements of this radiometric flux has lead to the development and use of alternative estimation procedures such as the parametric approaches. Parametric models compute the radiant energy using available atmospheric parameters. Some parametric models compute the global solar irradiance at surface level by addition of its direct beam and diffuse components. In the present work, we have developed a comparison between two cloudless sky parametrization schemes. Both methods provide an estimation of the solar spectral irradiance that can be integrated spectrally within the limits of interest. For this test we have used data recorded in a radiometric station located at Granada (37.180°N, 3.580°W, 660 m a.m.s.l.), an inland location. The database includes hourly values of the relevant variables covering the years 1994-95. The performance of the models has been tested in relation to their predictive capability of global solar irradiance in the UV range (290-385 nm). After our study, it appears that information concerning the aerosol radiative effects is fundamental in order to obtain a good estimation. The original version of SPCTRAL2 provides estimates of the experimental values with negligible mean bias deviation. This suggests not only the appropriateness of the model but also the convenience of the aerosol features fixed in it to Granada conditions. SMARTS2 model offers increased flexibility concerning the selection of different aerosol models included in the code and provides the best results when the selected models are those considered as urban. Although SMARTS2 provide slightly worse results, both models give estimates of solar ultraviolet irradiance with mean bias deviation below 5%, and root mean square deviation close to experimental errors.

Flexible and structured survival model for a simultaneous estimation of non-linear and non-proportional effects and complex interactions between continuous variables: Performance of this multidimensional penalized spline approach in net survival trend analysis.

PubMed

Remontet, Laurent; Uhry, Zoé; Bossard, Nadine; Iwaz, Jean; Belot, Aurélien; Danieli, Coraline; Charvat, Hadrien; Roche, Laurent

2018-01-01

Cancer survival trend analyses are essential to describe accurately the way medical practices impact patients' survival according to the year of diagnosis. To this end, survival models should be able to account simultaneously for non-linear and non-proportional effects and for complex interactions between continuous variables. However, in the statistical literature, there is no consensus yet on how to build such models that should be flexible but still provide smooth estimates of survival. In this article, we tackle this challenge by smoothing the complex hypersurface (time since diagnosis, age at diagnosis, year of diagnosis, and mortality hazard) using a multidimensional penalized spline built from the tensor product of the marginal bases of time, age, and year. Considering this penalized survival model as a Poisson model, we assess the performance of this approach in estimating the net survival with a comprehensive simulation study that reflects simple and complex realistic survival trends. The bias was generally small and the root mean squared error was good and often similar to that of the true model that generated the data. This parametric approach offers many advantages and interesting prospects (such as forecasting) that make it an attractive and efficient tool for survival trend analyses.

A Life-Cycle Cost Estimating Methodology for NASA-Developed Air Traffic Control Decision Support Tools

NASA Technical Reports Server (NTRS)

Wang, Jianzhong Jay; Datta, Koushik; Landis, Michael R. (Technical Monitor)

2002-01-01

This paper describes the development of a life-cycle cost (LCC) estimating methodology for air traffic control Decision Support Tools (DSTs) under development by the National Aeronautics and Space Administration (NASA), using a combination of parametric, analogy, and expert opinion methods. There is no one standard methodology and technique that is used by NASA or by the Federal Aviation Administration (FAA) for LCC estimation of prospective Decision Support Tools. Some of the frequently used methodologies include bottom-up, analogy, top-down, parametric, expert judgement, and Parkinson's Law. The developed LCC estimating methodology can be visualized as a three-dimensional matrix where the three axes represent coverage, estimation, and timing. This paper focuses on the three characteristics of this methodology that correspond to the three axes.

Hybrid pathwise sensitivity methods for discrete stochastic models of chemical reaction systems.

PubMed

Wolf, Elizabeth Skubak; Anderson, David F

2015-01-21

Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations of model output quantities with respect to model parameters, are useful in this setting for a variety of applications. In this paper, we introduce a class of hybrid pathwise differentiation methods for the numerical estimation of parametric sensitivities. The new hybrid methods combine elements from the three main classes of procedures for sensitivity estimation and have a number of desirable qualities. First, the new methods are unbiased for a broad class of problems. Second, the methods are applicable to nearly any physically relevant biochemical CTMC model. Third, and as we demonstrate on several numerical examples, the new methods are quite efficient, particularly if one wishes to estimate the full gradient of parametric sensitivities. The methods are rather intuitive and utilize the multilevel Monte Carlo philosophy of splitting an expectation into separate parts and handling each in an efficient manner.

Super learning to hedge against incorrect inference from arbitrary parametric assumptions in marginal structural modeling.

PubMed

Neugebauer, Romain; Fireman, Bruce; Roy, Jason A; Raebel, Marsha A; Nichols, Gregory A; O'Connor, Patrick J

2013-08-01

Clinical trials are unlikely to ever be launched for many comparative effectiveness research (CER) questions. Inferences from hypothetical randomized trials may however be emulated with marginal structural modeling (MSM) using observational data, but success in adjusting for time-dependent confounding and selection bias typically relies on parametric modeling assumptions. If these assumptions are violated, inferences from MSM may be inaccurate. In this article, we motivate the application of a data-adaptive estimation approach called super learning (SL) to avoid reliance on arbitrary parametric assumptions in CER. Using the electronic health records data from adults with new-onset type 2 diabetes, we implemented MSM with inverse probability weighting (IPW) estimation to evaluate the effect of three oral antidiabetic therapies on the worsening of glomerular filtration rate. Inferences from IPW estimation were noticeably sensitive to the parametric assumptions about the associations between both the exposure and censoring processes and the main suspected source of confounding, that is, time-dependent measurements of hemoglobin A1c. SL was successfully implemented to harness flexible confounding and selection bias adjustment from existing machine learning algorithms. Erroneous IPW inference about clinical effectiveness because of arbitrary and incorrect modeling decisions may be avoided with SL. Copyright © 2013 Elsevier Inc. All rights reserved.

Propagation of population pharmacokinetic information using a Bayesian approach: comparison with meta-analysis.

PubMed

Dokoumetzidis, Aristides; Aarons, Leon

2005-08-01

We investigated the propagation of population pharmacokinetic information across clinical studies by applying Bayesian techniques. The aim was to summarize the population pharmacokinetic estimates of a study in appropriate statistical distributions in order to use them as Bayesian priors in consequent population pharmacokinetic analyses. Various data sets of simulated and real clinical data were fitted with WinBUGS, with and without informative priors. The posterior estimates of fittings with non-informative priors were used to build parametric informative priors and the whole procedure was carried on in a consecutive manner. The posterior distributions of the fittings with informative priors where compared to those of the meta-analysis fittings of the respective combinations of data sets. Good agreement was found, for the simulated and experimental datasets when the populations were exchangeable, with the posterior distribution from the fittings with the prior to be nearly identical to the ones estimated with meta-analysis. However, when populations were not exchangeble an alternative parametric form for the prior, the natural conjugate prior, had to be used in order to have consistent results. In conclusion, the results of a population pharmacokinetic analysis may be summarized in Bayesian prior distributions that can be used consecutively with other analyses. The procedure is an alternative to meta-analysis and gives comparable results. It has the advantage that it is faster than the meta-analysis, due to the large datasets used with the latter and can be performed when the data included in the prior are not actually available.

A probabilistic method for computing quantitative risk indexes from medical injuries compensation claims.

PubMed

Dalle Carbonare, S; Folli, F; Patrini, E; Giudici, P; Bellazzi, R

2013-01-01

The increasing demand of health care services and the complexity of health care delivery require Health Care Organizations (HCOs) to approach clinical risk management through proper methods and tools. An important aspect of risk management is to exploit the analysis of medical injuries compensation claims in order to reduce adverse events and, at the same time, to optimize the costs of health insurance policies. This work provides a probabilistic method to estimate the risk level of a HCO by computing quantitative risk indexes from medical injury compensation claims. Our method is based on the estimate of a loss probability distribution from compensation claims data through parametric and non-parametric modeling and Monte Carlo simulations. The loss distribution can be estimated both on the whole dataset and, thanks to the application of a Bayesian hierarchical model, on stratified data. The approach allows to quantitatively assessing the risk structure of the HCO by analyzing the loss distribution and deriving its expected value and percentiles. We applied the proposed method to 206 cases of injuries with compensation requests collected from 1999 to the first semester of 2007 by the HCO of Lodi, in the Northern part of Italy. We computed the risk indexes taking into account the different clinical departments and the different hospitals involved. The approach proved to be useful to understand the HCO risk structure in terms of frequency, severity, expected and unexpected loss related to adverse events.

Using Multivariate Adaptive Regression Spline and Artificial Neural Network to Simulate Urbanization in Mumbai, India

NASA Astrophysics Data System (ADS)

Ahmadlou, M.; Delavar, M. R.; Tayyebi, A.; Shafizadeh-Moghadam, H.

2015-12-01

Land use change (LUC) models used for modelling urban growth are different in structure and performance. Local models divide the data into separate subsets and fit distinct models on each of the subsets. Non-parametric models are data driven and usually do not have a fixed model structure or model structure is unknown before the modelling process. On the other hand, global models perform modelling using all the available data. In addition, parametric models have a fixed structure before the modelling process and they are model driven. Since few studies have compared local non-parametric models with global parametric models, this study compares a local non-parametric model called multivariate adaptive regression spline (MARS), and a global parametric model called artificial neural network (ANN) to simulate urbanization in Mumbai, India. Both models determine the relationship between a dependent variable and multiple independent variables. We used receiver operating characteristic (ROC) to compare the power of the both models for simulating urbanization. Landsat images of 1991 (TM) and 2010 (ETM+) were used for modelling the urbanization process. The drivers considered for urbanization in this area were distance to urban areas, urban density, distance to roads, distance to water, distance to forest, distance to railway, distance to central business district, number of agricultural cells in a 7 by 7 neighbourhoods, and slope in 1991. The results showed that the area under the ROC curve for MARS and ANN was 94.77% and 95.36%, respectively. Thus, ANN performed slightly better than MARS to simulate urban areas in Mumbai, India.

Empirical estimation of a distribution function with truncated and doubly interval-censored data and its application to AIDS studies.

PubMed

Sun, J

1995-09-01

In this paper we discuss the non-parametric estimation of a distribution function based on incomplete data for which the measurement origin of a survival time or the date of enrollment in a study is known only to belong to an interval. Also the survival time of interest itself is observed from a truncated distribution and is known only to lie in an interval. To estimate the distribution function, a simple self-consistency algorithm, a generalization of Turnbull's (1976, Journal of the Royal Statistical Association, Series B 38, 290-295) self-consistency algorithm, is proposed. This method is then used to analyze two AIDS cohort studies, for which direct use of the EM algorithm (Dempster, Laird and Rubin, 1976, Journal of the Royal Statistical Association, Series B 39, 1-38), which is computationally complicated, has previously been the usual method of the analysis.

kruX: matrix-based non-parametric eQTL discovery.

PubMed

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

2014-01-14

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

Relativistic inverse Compton scattering of photons from the early universe.

PubMed

Malu, Siddharth; Datta, Abhirup; Colafrancesco, Sergio; Marchegiani, Paolo; Subrahmanyan, Ravi; Narasimha, D; Wieringa, Mark H

2017-12-05

Electrons at relativistic speeds, diffusing in magnetic fields, cause copious emission at radio frequencies in both clusters of galaxies and radio galaxies through non-thermal radiation emission called synchrotron. However, the total power radiated through this mechanism is ill constrained, as the lower limit of the electron energy distribution, or low-energy cutoffs, for radio emission in galaxy clusters and radio galaxies, have not yet been determined. This lower limit, parametrized by the lower limit of the electron momentum - p min - is critical for estimating the total energetics of non-thermal electrons produced by cluster mergers or injected by radio galaxy jets, which impacts the formation of large-scale structure in the universe, as well as the evolution of local structures inside galaxy clusters. The total pressure due to the relativistic, non-thermal population of electrons can be measured using the Sunyaev-Zel'dovich Effect, and is critically dependent on p min , making the measurement of this non-thermal pressure a promising technique to estimate the electron low-energy cutoff. We present here the first unambiguous detection of this Sunyaev-Zel'dovich Effect for a non-thermal population of electrons in a radio galaxy jet/lobe, located at a significant distance away from the center of the Bullet cluster of galaxies.

Quantum Lidar - Remote Sensing at the Ultimate Limit

DTIC Science & Technology

2009-07-01

of Lossy Propaga- tion of Non-Classical Dual-Mode Entangled Photon States 57 34 Decay of Coherence for a N00N State (N=10) as a Function of...resolution could be beaten by exploiting entangled photons [Boto2000, Kok2001]. This effect is now universally known as quantum super-resolution. We...spontaneous parametric down conversion (SPDC), optical parametric amplifier (OPA), optical parametric oscillator (OPO), and entangled - photon Laser (EPL

Robust, automatic GPS station velocities and velocity time series

NASA Astrophysics Data System (ADS)

Blewitt, G.; Kreemer, C.; Hammond, W. C.

2014-12-01

Automation in GPS coordinate time series analysis makes results more objective and reproducible, but not necessarily as robust as the human eye to detect problems. Moreover, it is not a realistic option to manually scan our current load of >20,000 time series per day. This motivates us to find an automatic way to estimate station velocities that is robust to outliers, discontinuities, seasonality, and noise characteristics (e.g., heteroscedasticity). Here we present a non-parametric method based on the Theil-Sen estimator, defined as the median of velocities vij=(xj-xi)/(tj-ti) computed between all pairs (i, j). Theil-Sen estimators produce statistically identical solutions to ordinary least squares for normally distributed data, but they can tolerate up to 29% of data being problematic. To mitigate seasonality, our proposed estimator only uses pairs approximately separated by an integer number of years (N-δt)<(tj-ti )<(N+δt), where δt is chosen to be small enough to capture seasonality, yet large enough to reduce random error. We fix N=1 to maximally protect against discontinuities. In addition to estimating an overall velocity, we also use these pairs to estimate velocity time series. To test our methods, we process real data sets that have already been used with velocities published in the NA12 reference frame. Accuracy can be tested by the scatter of horizontal velocities in the North American plate interior, which is known to be stable to ~0.3 mm/yr. This presents new opportunities for time series interpretation. For example, the pattern of velocity variations at the interannual scale can help separate tectonic from hydrological processes. Without any step detection, velocity estimates prove to be robust for stations affected by the Mw7.2 2010 El Mayor-Cucapah earthquake, and velocity time series show a clear change after the earthquake, without any of the usual parametric constraints, such as relaxation of postseismic velocities to their preseismic values.

Non-parametric causality detection: An application to social media and financial data

NASA Astrophysics Data System (ADS)

Tsapeli, Fani; Musolesi, Mirco; Tino, Peter

2017-10-01

According to behavioral finance, stock market returns are influenced by emotional, social and psychological factors. Several recent works support this theory by providing evidence of correlation between stock market prices and collective sentiment indexes measured using social media data. However, a pure correlation analysis is not sufficient to prove that stock market returns are influenced by such emotional factors since both stock market prices and collective sentiment may be driven by a third unmeasured factor. Controlling for factors that could influence the study by applying multivariate regression models is challenging given the complexity of stock market data. False assumptions about the linearity or non-linearity of the model and inaccuracies on model specification may result in misleading conclusions. In this work, we propose a novel framework for causal inference that does not require any assumption about a particular parametric form of the model expressing statistical relationships among the variables of the study and can effectively control a large number of observed factors. We apply our method in order to estimate the causal impact that information posted in social media may have on stock market returns of four big companies. Our results indicate that social media data not only correlate with stock market returns but also influence them.

The laminar organization of the motor cortex in monodactylous mammals: a comparative assessment based on horse, chimpanzee, and macaque.

PubMed

Cozzi, Bruno; De Giorgio, Andrea; Peruffo, A; Montelli, S; Panin, M; Bombardi, C; Grandis, A; Pirone, A; Zambenedetti, P; Corain, L; Granato, Alberto

2017-08-01

The architecture of the neocortex classically consists of six layers, based on cytological criteria and on the layout of intra/interlaminar connections. Yet, the comparison of cortical cytoarchitectonic features across different species proves overwhelmingly difficult, due to the lack of a reliable model to analyze the connection patterns of neuronal ensembles forming the different layers. We first defined a set of suitable morphometric cell features, obtained in digitized Nissl-stained sections of the motor cortex of the horse, chimpanzee, and crab-eating macaque. We then modeled them using a quite general non-parametric data representation model, showing that the assessment of neuronal cell complexity (i.e., how a given cell differs from its neighbors) can be performed using a suitable measure of statistical dispersion such as the mean absolute deviation-mean absolute deviation (MAD). Along with the non-parametric combination and permutation methodology, application of MAD allowed not only to estimate, but also to compare and rank the motor cortical complexity across different species. As to the instances presented in this paper, we show that the pyramidal layers of the motor cortex of the horse are far more irregular than those of primates. This feature could be related to the different organizations of the motor system in monodactylous mammals.

Empirically Estimable Classification Bounds Based on a Nonparametric Divergence Measure

PubMed Central

Berisha, Visar; Wisler, Alan; Hero, Alfred O.; Spanias, Andreas

2015-01-01

Information divergence functions play a critical role in statistics and information theory. In this paper we show that a non-parametric f-divergence measure can be used to provide improved bounds on the minimum binary classification probability of error for the case when the training and test data are drawn from the same distribution and for the case where there exists some mismatch between training and test distributions. We confirm the theoretical results by designing feature selection algorithms using the criteria from these bounds and by evaluating the algorithms on a series of pathological speech classification tasks. PMID:26807014

Long-time Dynamics of Stochastic Wave Breaking

NASA Astrophysics Data System (ADS)

Restrepo, J. M.; Ramirez, J. M.; Deike, L.; Melville, K.

2017-12-01

A stochastic parametrization is proposed for the dynamics of wave breaking of progressive water waves. The model is shown to agree with transport estimates, derived from the Lagrangian path of fluid parcels. These trajectories are obtained numerically and are shown to agree well with theory in the non-breaking regime. Of special interest is the impact of wave breaking on transport, momentum exchanges and energy dissipation, as well as dispersion of trajectories. The proposed model, ensemble averaged to larger time scales, is compared to ensemble averages of the numerically generated parcel dynamics, and is then used to capture energy dissipation and path dispersion.

A novel JEAnS analysis of the Fornax dwarf using evolutionary algorithms: mass follows light with signs of an off-centre merger

NASA Astrophysics Data System (ADS)

Diakogiannis, Foivos I.; Lewis, Geraint F.; Ibata, Rodrigo A.; Guglielmo, Magda; Kafle, Prajwal R.; Wilkinson, Mark I.; Power, Chris

2017-09-01

Dwarf galaxies, among the most dark matter dominated structures of our Universe, are excellent test-beds for dark matter theories. Unfortunately, mass modelling of these systems suffers from the well-documented mass-velocity anisotropy degeneracy. For the case of spherically symmetric systems, we describe a method for non-parametric modelling of the radial and tangential velocity moments. The method is a numerical velocity anisotropy 'inversion', with parametric mass models, where the radial velocity dispersion profile, σrr2, is modelled as a B-spline, and the optimization is a three-step process that consists of (I) an evolutionary modelling to determine the mass model form and the best B-spline basis to represent σrr2; (II) an optimization of the smoothing parameters and (III) a Markov chain Monte Carlo analysis to determine the physical parameters. The mass-anisotropy degeneracy is reduced into mass model inference, irrespective of kinematics. We test our method using synthetic data. Our algorithm constructs the best kinematic profile and discriminates between competing dark matter models. We apply our method to the Fornax dwarf spheroidal galaxy. Using a King brightness profile and testing various dark matter mass models, our model inference favours a simple mass-follows-light system. We find that the anisotropy profile of Fornax is tangential (β(r) < 0) and we estimate a total mass of M_{tot} = 1.613^{+0.050}_{-0.075} × 10^8 M_{⊙}, and a mass-to-light ratio of Υ_V = 8.93 ^{+0.32}_{-0.47} (M_{⊙}/L_{⊙}). The algorithm we present is a robust and computationally inexpensive method for non-parametric modelling of spherical clusters independent of the mass-anisotropy degeneracy.

Non-planar vibrations of slightly curved pipes conveying fluid in simple and combination parametric resonances

NASA Astrophysics Data System (ADS)

Czerwiński, Andrzej; Łuczko, Jan

2018-01-01

The paper summarises the experimental investigations and numerical simulations of non-planar parametric vibrations of a statically deformed pipe. Underpinning the theoretical analysis is a 3D dynamic model of curved pipe. The pipe motion is governed by four non-linear partial differential equations with periodically varying coefficients. The Galerkin method was applied, the shape function being that governing the beam's natural vibrations. Experiments were conducted in the range of simple and combination parametric resonances, evidencing the possibility of in-plane and out-of-plane vibrations as well as fully non-planar vibrations in the combination resonance range. It is demonstrated that sub-harmonic and quasi-periodic vibrations are likely to be excited. The method suggested allows the spatial modes to be determined basing on results registered at selected points in the pipe. Results are summarised in the form of time histories, phase trajectory plots and spectral diagrams. Dedicated video materials give us a better insight into the investigated phenomena.

Parametric cost estimation for space science missions

NASA Astrophysics Data System (ADS)

Lillie, Charles F.; Thompson, Bruce E.

2008-07-01

Cost estimation for space science missions is critically important in budgeting for successful missions. The process requires consideration of a number of parameters, where many of the values are only known to a limited accuracy. The results of cost estimation are not perfect, but must be calculated and compared with the estimates that the government uses for budgeting purposes. Uncertainties in the input parameters result from evolving requirements for missions that are typically the "first of a kind" with "state-of-the-art" instruments and new spacecraft and payload technologies that make it difficult to base estimates on the cost histories of previous missions. Even the cost of heritage avionics is uncertain due to parts obsolescence and the resulting redesign work. Through experience and use of industry best practices developed in participation with the Aerospace Industries Association (AIA), Northrop Grumman has developed a parametric modeling approach that can provide a reasonably accurate cost range and most probable cost for future space missions. During the initial mission phases, the approach uses mass- and powerbased cost estimating relationships (CER)'s developed with historical data from previous missions. In later mission phases, when the mission requirements are better defined, these estimates are updated with vendor's bids and "bottoms- up", "grass-roots" material and labor cost estimates based on detailed schedules and assigned tasks. In this paper we describe how we develop our CER's for parametric cost estimation and how they can be applied to estimate the costs for future space science missions like those presented to the Astronomy & Astrophysics Decadal Survey Study Committees.

Quantification of HTLV-1 Clonality and TCR Diversity

PubMed Central

Laydon, Daniel J.; Melamed, Anat; Sim, Aaron; Gillet, Nicolas A.; Sim, Kathleen; Darko, Sam; Kroll, J. Simon; Douek, Daniel C.; Price, David A.; Bangham, Charles R. M.; Asquith, Becca

2014-01-01

Estimation of immunological and microbiological diversity is vital to our understanding of infection and the immune response. For instance, what is the diversity of the T cell repertoire? These questions are partially addressed by high-throughput sequencing techniques that enable identification of immunological and microbiological “species” in a sample. Estimators of the number of unseen species are needed to estimate population diversity from sample diversity. Here we test five widely used non-parametric estimators, and develop and validate a novel method, DivE, to estimate species richness and distribution. We used three independent datasets: (i) viral populations from subjects infected with human T-lymphotropic virus type 1; (ii) T cell antigen receptor clonotype repertoires; and (iii) microbial data from infant faecal samples. When applied to datasets with rarefaction curves that did not plateau, existing estimators systematically increased with sample size. In contrast, DivE consistently and accurately estimated diversity for all datasets. We identify conditions that limit the application of DivE. We also show that DivE can be used to accurately estimate the underlying population frequency distribution. We have developed a novel method that is significantly more accurate than commonly used biodiversity estimators in microbiological and immunological populations. PMID:24945836

Component isolation for multi-component signal analysis using a non-parametric gaussian latent feature model

NASA Astrophysics Data System (ADS)

Yang, Yang; Peng, Zhike; Dong, Xingjian; Zhang, Wenming; Clifton, David A.

2018-03-01

A challenge in analysing non-stationary multi-component signals is to isolate nonlinearly time-varying signals especially when they are overlapped in time and frequency plane. In this paper, a framework integrating time-frequency analysis-based demodulation and a non-parametric Gaussian latent feature model is proposed to isolate and recover components of such signals. The former aims to remove high-order frequency modulation (FM) such that the latter is able to infer demodulated components while simultaneously discovering the number of the target components. The proposed method is effective in isolating multiple components that have the same FM behavior. In addition, the results show that the proposed method is superior to generalised demodulation with singular-value decomposition-based method, parametric time-frequency analysis with filter-based method and empirical model decomposition base method, in recovering the amplitude and phase of superimposed components.

Estimating extreme losses for the Florida Public Hurricane Model—part II

NASA Astrophysics Data System (ADS)

Gulati, Sneh; George, Florence; Hamid, Shahid

2018-02-01

Rising global temperatures are leading to an increase in the number of extreme events and losses (http://www.epa.gov/climatechange/science/indicators/). Accurate estimation of these extreme losses with the intention of protecting themselves against them is critical to insurance companies. In a previous paper, Gulati et al. (2014) discussed probable maximum loss (PML) estimation for the Florida Public Hurricane Loss Model (FPHLM) using parametric and nonparametric methods. In this paper, we investigate the use of semi-parametric methods to do the same. Detailed analysis of the data shows that the annual losses from FPHLM do not tend to be very heavy tailed, and therefore, neither the popular Hill's method nor the moment's estimator work well. However, Pickand's estimator with threshold around the 84th percentile provides a good fit for the extreme quantiles for the losses.

Model and parametric uncertainty in source-based kinematic models of earthquake ground motion

USGS Publications Warehouse

Hartzell, Stephen; Frankel, Arthur; Liu, Pengcheng; Zeng, Yuehua; Rahman, Shariftur

2011-01-01

Four independent ground-motion simulation codes are used to model the strong ground motion for three earthquakes: 1994 Mw 6.7 Northridge, 1989 Mw 6.9 Loma Prieta, and 1999 Mw 7.5 Izmit. These 12 sets of synthetics are used to make estimates of the variability in ground-motion predictions. In addition, ground-motion predictions over a grid of sites are used to estimate parametric uncertainty for changes in rupture velocity. We find that the combined model uncertainty and random variability of the simulations is in the same range as the variability of regional empirical ground-motion data sets. The majority of the standard deviations lie between 0.5 and 0.7 natural-log units for response spectra and 0.5 and 0.8 for Fourier spectra. The estimate of model epistemic uncertainty, based on the different model predictions, lies between 0.2 and 0.4, which is about one-half of the estimates for the standard deviation of the combined model uncertainty and random variability. Parametric uncertainty, based on variation of just the average rupture velocity, is shown to be consistent in amplitude with previous estimates, showing percentage changes in ground motion from 50% to 300% when rupture velocity changes from 2.5 to 2.9 km/s. In addition, there is some evidence that mean biases can be reduced by averaging ground-motion estimates from different methods.

Anisotropic tensor power spectrum at interferometer scales induced by tensor squeezed non-Gaussianity

NASA Astrophysics Data System (ADS)

Ricciardone, Angelo; Tasinato, Gianmassimo

2018-02-01

We develop a scenario of inflation with spontaneously broken time and space diffeomorphisms, with distinctive features for the primordial tensor modes. Inflationary tensor fluctuations are not conserved outside the horizon, and can acquire a mass during the inflationary epoch. They can evade the Higuchi bound around de Sitter space, thanks to interactions with the fields driving expansion. Correspondingly, the primordial stochastic gravitational wave background (SGWB) is characterised by a tuneable scale dependence, and can be detectable at interferometer scales. In this set-up, tensor non-Gaussianity can be parametrically enhanced in the squeezed limit. This induces a coupling between long and short tensor modes, leading to a specific quadrupolar anisotropy in the primordial SGWB spectrum, which can be used to build estimators for tensor non-Gaussianity. We analyse how our inflationary system can be tested with interferometers, also discussing how an interferometer can be sensitive to a primordial anisotropic SGWB.

Applications of quantum entropy to statistics

NASA Astrophysics Data System (ADS)

Silver, R. N.; Martz, H. F.

This paper develops two generalizations of the maximum entropy (ME) principle. First, Shannon classical entropy is replaced by von Neumann quantum entropy to yield a broader class of information divergences (or penalty functions) for statistics applications. Negative relative quantum entropy enforces convexity, positivity, non-local extensivity and prior correlations such as smoothness. This enables the extension of ME methods from their traditional domain of ill-posed in-verse problems to new applications such as non-parametric density estimation. Second, given a choice of information divergence, a combination of ME and Bayes rule is used to assign both prior and posterior probabilities. Hyperparameters are interpreted as Lagrange multipliers enforcing constraints. Conservation principles are proposed to act statistical regularization and other hyperparameters, such as conservation of information and smoothness. ME provides an alternative to hierarchical Bayes methods.

Measuring multi-joint stiffness during single movements: numerical validation of a novel time-frequency approach.

PubMed

Piovesan, Davide; Pierobon, Alberto; DiZio, Paul; Lackner, James R

2012-01-01

This study presents and validates a Time-Frequency technique for measuring 2-dimensional multijoint arm stiffness throughout a single planar movement as well as during static posture. It is proposed as an alternative to current regressive methods which require numerous repetitions to obtain average stiffness on a small segment of the hand trajectory. The method is based on the analysis of the reassigned spectrogram of the arm's response to impulsive perturbations and can estimate arm stiffness on a trial-by-trial basis. Analytic and empirical methods are first derived and tested through modal analysis on synthetic data. The technique's accuracy and robustness are assessed by modeling the estimation of stiffness time profiles changing at different rates and affected by different noise levels. Our method obtains results comparable with two well-known regressive techniques. We also test how the technique can identify the viscoelastic component of non-linear and higher than second order systems with a non-parametrical approach. The technique proposed here is very impervious to noise and can be used easily for both postural and movement tasks. Estimations of stiffness profiles are possible with only one perturbation, making our method a useful tool for estimating limb stiffness during motor learning and adaptation tasks, and for understanding the modulation of stiffness in individuals with neurodegenerative diseases.

Economic policy optimization based on both one stochastic model and the parametric control theory

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

A nonlinear dynamic stochastic general equilibrium model with financial frictions is developed to describe two interacting national economies in the environment of the rest of the world. Parameters of nonlinear model are estimated based on its log-linearization by the Bayesian approach. The nonlinear model is verified by retroprognosis, estimation of stability indicators of mappings specified by the model, and estimation the degree of coincidence for results of internal and external shocks' effects on macroeconomic indicators on the basis of the estimated nonlinear model and its log-linearization. On the base of the nonlinear model, the parametric control problems of economic growth and volatility of macroeconomic indicators of Kazakhstan are formulated and solved for two exchange rate regimes (free floating and managed floating exchange rates)

Results of a SNP genome screen in a large Costa Rican pedigree segregating for severe bipolar disorder.

PubMed

Service, Susan; Molina, Julio; Deyoung, Joseph; Jawaheer, Damini; Aldana, Ileana; Vu, Thuy; Araya, Carmen; Araya, Xinia; Bejarano, Julio; Fournier, Eduardo; Ramirez, Magui; Mathews, Carol A; Davanzo, Pablo; Macaya, Gabriel; Sandkuijl, Lodewijk; Sabatti, Chiara; Reus, Victor; Freimer, Nelson

2006-06-05

We have ascertained in the Central Valley of Costa Rica a new kindred (CR201) segregating for severe bipolar disorder (BP-I). The family was identified by tracing genealogical connections among eight persons initially independently ascertained for a genome wide association study of BP-I. For the genome screen in CR201, we trimmed the family down to 168 persons (82 of whom are genotyped), containing 25 individuals with a best-estimate diagnosis of BP-I. A total of 4,690 SNP markers were genotyped. Analysis of the data was hampered by the size and complexity of the pedigree, which prohibited using exact multipoint methods on the entire kindred. Two-point parametric linkage analysis, using a conservative model of transmission, produced a maximum LOD score of 2.78 on chromosome 6, and a total of 39 loci with LOD scores >1.0. Multipoint parametric and non-parametric linkage analysis was performed separately on four sections of CR201, and interesting (nominal P-value from either analysis <0.01), although not statistically significant, regions were highlighted on chromosomes 1, 2, 3, 12, 16, 19, and 22, in at least one section of the pedigree, or when considering all sections together. The difficulties of analyzing genome wide SNP data for complex disorders in large, potentially informative, kindreds are discussed.

A program for the Bayesian Neural Network in the ROOT framework

NASA Astrophysics Data System (ADS)

Zhong, Jiahang; Huang, Run-Sheng; Lee, Shih-Chang

2011-12-01

We present a Bayesian Neural Network algorithm implemented in the TMVA package (Hoecker et al., 2007 [1]), within the ROOT framework (Brun and Rademakers, 1997 [2]). Comparing to the conventional utilization of Neural Network as discriminator, this new implementation has more advantages as a non-parametric regression tool, particularly for fitting probabilities. It provides functionalities including cost function selection, complexity control and uncertainty estimation. An example of such application in High Energy Physics is shown. The algorithm is available with ROOT release later than 5.29. Program summaryProgram title: TMVA-BNN Catalogue identifier: AEJX_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJX_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: BSD license No. of lines in distributed program, including test data, etc.: 5094 No. of bytes in distributed program, including test data, etc.: 1,320,987 Distribution format: tar.gz Programming language: C++ Computer: Any computer system or cluster with C++ compiler and UNIX-like operating system Operating system: Most UNIX/Linux systems. The application programs were thoroughly tested under Fedora and Scientific Linux CERN. Classification: 11.9 External routines: ROOT package version 5.29 or higher ( http://root.cern.ch) Nature of problem: Non-parametric fitting of multivariate distributions Solution method: An implementation of Neural Network following the Bayesian statistical interpretation. Uses Laplace approximation for the Bayesian marginalizations. Provides the functionalities of automatic complexity control and uncertainty estimation. Running time: Time consumption for the training depends substantially on the size of input sample, the NN topology, the number of training iterations, etc. For the example in this manuscript, about 7 min was used on a PC/Linux with 2.0 GHz processors.

Trial-dependent psychometric functions accounting for perceptual learning in 2-AFC discrimination tasks.

PubMed

Kattner, Florian; Cochrane, Aaron; Green, C Shawn

2017-09-01

The majority of theoretical models of learning consider learning to be a continuous function of experience. However, most perceptual learning studies use thresholds estimated by fitting psychometric functions to independent blocks, sometimes then fitting a parametric function to these block-wise estimated thresholds. Critically, such approaches tend to violate the basic principle that learning is continuous through time (e.g., by aggregating trials into large "blocks" for analysis that each assume stationarity, then fitting learning functions to these aggregated blocks). To address this discrepancy between base theory and analysis practice, here we instead propose fitting a parametric function to thresholds from each individual trial. In particular, we implemented a dynamic psychometric function whose parameters were allowed to change continuously with each trial, thus parameterizing nonstationarity. We fit the resulting continuous time parametric model to data from two different perceptual learning tasks. In nearly every case, the quality of the fits derived from the continuous time parametric model outperformed the fits derived from a nonparametric approach wherein separate psychometric functions were fit to blocks of trials. Because such a continuous trial-dependent model of perceptual learning also offers a number of additional advantages (e.g., the ability to extrapolate beyond the observed data; the ability to estimate performance on individual critical trials), we suggest that this technique would be a useful addition to each psychophysicist's analysis toolkit.

Quantifying parametric uncertainty in the Rothermel model

Treesearch

S. Goodrick

2008-01-01

The purpose of the present work is to quantify parametric uncertainty in the Rothermel wildland fire spreadmodel (implemented in software such as fire spread models in the United States. This model consists of a non-linear system of equations that relates environmentalvariables (input parameter groups...

Current-driven non-linear magnetodynamics in exchange-biased spin valves

DOE Office of Scientific and Technical Information (OSTI.GOV)

Seinige, Heidi; Wang, Cheng; Tsoi, Maxim, E-mail: tsoi@physics.utexas.edu

2015-05-07

This work investigates the excitation of parametric resonance in exchange-biased spin valves (EBSVs). Using a mechanical point contact, high density dc and microwave currents were injected into the EBSV sample. Observing the reflected microwave power and the small rectification voltage that develops across the contact allows detecting the current-driven magnetodynamics not only in the bulk sample but originating exclusively from the small contact region. In addition to ferromagnetic resonance (FMR), parametric resonance at twice the natural FMR frequency was observed. In contrast to FMR, this non-linear resonance was excited only in the vicinity of the point contact where current densitiesmore » are high. Power-dependent measurements displayed a typical threshold-like behavior of parametric resonance and a broadening of the instability region with increasing power. Parametric resonance showed a linear shift as a function of applied dc bias which is consistent with the field-like spin-transfer torque induced by current on magnetic moments in EBSV.« less

kruX: matrix-based non-parametric eQTL discovery

PubMed Central

2014-01-01

Background The Kruskal-Wallis test is a popular non-parametric statistical test for identifying expression quantitative trait loci (eQTLs) from genome-wide data due to its robustness against variations in the underlying genetic model and expression trait distribution, but testing billions of marker-trait combinations one-by-one can become computationally prohibitive. Results We developed kruX, an algorithm implemented in Matlab, Python and R that uses matrix multiplications to simultaneously calculate the Kruskal-Wallis test statistic for several millions of marker-trait combinations at once. KruX is more than ten thousand times faster than computing associations one-by-one on a typical human dataset. We used kruX and a dataset of more than 500k SNPs and 20k expression traits measured in 102 human blood samples to compare eQTLs detected by the Kruskal-Wallis test to eQTLs detected by the parametric ANOVA and linear model methods. We found that the Kruskal-Wallis test is more robust against data outliers and heterogeneous genotype group sizes and detects a higher proportion of non-linear associations, but is more conservative for calling additive linear associations. Conclusion kruX enables the use of robust non-parametric methods for massive eQTL mapping without the need for a high-performance computing infrastructure and is freely available from http://krux.googlecode.com. PMID:24423115

Establishment of Biological Reference Intervals and Reference Curve for Urea by Exploratory Parametric and Non-Parametric Quantile Regression Models.

PubMed

Sarkar, Rajarshi

2013-07-01

The validity of the entire renal function tests as a diagnostic tool depends substantially on the Biological Reference Interval (BRI) of urea. Establishment of BRI of urea is difficult partly because exclusion criteria for selection of reference data are quite rigid and partly due to the compartmentalization considerations regarding age and sex of the reference individuals. Moreover, construction of Biological Reference Curve (BRC) of urea is imperative to highlight the partitioning requirements. This a priori study examines the data collected by measuring serum urea of 3202 age and sex matched individuals, aged between 1 and 80 years, by a kinetic UV Urease/GLDH method on a Roche Cobas 6000 auto-analyzer. Mann-Whitney U test of the reference data confirmed the partitioning requirement by both age and sex. Further statistical analysis revealed the incompatibility of the data for a proposed parametric model. Hence the data was non-parametrically analysed. BRI was found to be identical for both sexes till the 2(nd) decade, and the BRI for males increased progressively 6(th) decade onwards. Four non-parametric models were postulated for construction of BRC: Gaussian kernel, double kernel, local mean and local constant, of which the last one generated the best-fitting curves. Clinical decision making should become easier and diagnostic implications of renal function tests should become more meaningful if this BRI is followed and the BRC is used as a desktop tool in conjunction with similar data for serum creatinine.

A Bayesian goodness of fit test and semiparametric generalization of logistic regression with measurement data.

PubMed

Schörgendorfer, Angela; Branscum, Adam J; Hanson, Timothy E

2013-06-01

Logistic regression is a popular tool for risk analysis in medical and population health science. With continuous response data, it is common to create a dichotomous outcome for logistic regression analysis by specifying a threshold for positivity. Fitting a linear regression to the nondichotomized response variable assuming a logistic sampling model for the data has been empirically shown to yield more efficient estimates of odds ratios than ordinary logistic regression of the dichotomized endpoint. We illustrate that risk inference is not robust to departures from the parametric logistic distribution. Moreover, the model assumption of proportional odds is generally not satisfied when the condition of a logistic distribution for the data is violated, leading to biased inference from a parametric logistic analysis. We develop novel Bayesian semiparametric methodology for testing goodness of fit of parametric logistic regression with continuous measurement data. The testing procedures hold for any cutoff threshold and our approach simultaneously provides the ability to perform semiparametric risk estimation. Bayes factors are calculated using the Savage-Dickey ratio for testing the null hypothesis of logistic regression versus a semiparametric generalization. We propose a fully Bayesian and a computationally efficient empirical Bayesian approach to testing, and we present methods for semiparametric estimation of risks, relative risks, and odds ratios when parametric logistic regression fails. Theoretical results establish the consistency of the empirical Bayes test. Results from simulated data show that the proposed approach provides accurate inference irrespective of whether parametric assumptions hold or not. Evaluation of risk factors for obesity shows that different inferences are derived from an analysis of a real data set when deviations from a logistic distribution are permissible in a flexible semiparametric framework. © 2013, The International Biometric Society.

Model-free estimation of the psychometric function

PubMed Central

Żychaluk, Kamila; Foster, David H.

2009-01-01

A subject's response to the strength of a stimulus is described by the psychometric function, from which summary measures, such as a threshold or slope, may be derived. Traditionally, this function is estimated by fitting a parametric model to the experimental data, usually the proportion of successful trials at each stimulus level. Common models include the Gaussian and Weibull cumulative distribution functions. This approach works well if the model is correct, but it can mislead if not. In practice, the correct model is rarely known. Here, a nonparametric approach based on local linear fitting is advocated. No assumption is made about the true model underlying the data, except that the function is smooth. The critical role of the bandwidth is identified, and its optimum value estimated by a cross-validation procedure. As a demonstration, seven vision and hearing data sets were fitted by the local linear method and by several parametric models. The local linear method frequently performed better and never worse than the parametric ones. Supplemental materials for this article can be downloaded from app.psychonomic-journals.org/content/supplemental. PMID:19633355

Uncertainty importance analysis using parametric moment ratio functions.

PubMed

Wei, Pengfei; Lu, Zhenzhou; Song, Jingwen

2014-02-01

This article presents a new importance analysis framework, called parametric moment ratio function, for measuring the reduction of model output uncertainty when the distribution parameters of inputs are changed, and the emphasis is put on the mean and variance ratio functions with respect to the variances of model inputs. The proposed concepts efficiently guide the analyst to achieve a targeted reduction on the model output mean and variance by operating on the variances of model inputs. The unbiased and progressive unbiased Monte Carlo estimators are also derived for the parametric mean and variance ratio functions, respectively. Only a set of samples is needed for implementing the proposed importance analysis by the proposed estimators, thus the computational cost is free of input dimensionality. An analytical test example with highly nonlinear behavior is introduced for illustrating the engineering significance of the proposed importance analysis technique and verifying the efficiency and convergence of the derived Monte Carlo estimators. Finally, the moment ratio function is applied to a planar 10-bar structure for achieving a targeted 50% reduction of the model output variance. © 2013 Society for Risk Analysis.

Hybrid pathwise sensitivity methods for discrete stochastic models of chemical reaction systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wolf, Elizabeth Skubak, E-mail: ewolf@saintmarys.edu; Anderson, David F., E-mail: anderson@math.wisc.edu

2015-01-21

Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations of model output quantities with respect to model parameters, are useful in this setting for a variety of applications. In this paper, we introduce a class of hybrid pathwise differentiation methods for the numerical estimation of parametric sensitivities. The new hybrid methods combine elements from the three main classes of procedures for sensitivity estimation and have a number of desirable qualities. First, the new methods are unbiased formore » a broad class of problems. Second, the methods are applicable to nearly any physically relevant biochemical CTMC model. Third, and as we demonstrate on several numerical examples, the new methods are quite efficient, particularly if one wishes to estimate the full gradient of parametric sensitivities. The methods are rather intuitive and utilize the multilevel Monte Carlo philosophy of splitting an expectation into separate parts and handling each in an efficient manner.« less

Quantification of variability and uncertainty for air toxic emission inventories with censored emission factor data.

PubMed

Frey, H Christopher; Zhao, Yuchao

2004-11-15

Probabilistic emission inventories were developed for urban air toxic emissions of benzene, formaldehyde, chromium, and arsenic for the example of Houston. Variability and uncertainty in emission factors were quantified for 71-97% of total emissions, depending upon the pollutant and data availability. Parametric distributions for interunit variability were fit using maximum likelihood estimation (MLE), and uncertainty in mean emission factors was estimated using parametric bootstrap simulation. For data sets containing one or more nondetected values, empirical bootstrap simulation was used to randomly sample detection limits for nondetected values and observations for sample values, and parametric distributions for variability were fit using MLE estimators for censored data. The goodness-of-fit for censored data was evaluated by comparison of cumulative distributions of bootstrap confidence intervals and empirical data. The emission inventory 95% uncertainty ranges are as small as -25% to +42% for chromium to as large as -75% to +224% for arsenic with correlated surrogates. Uncertainty was dominated by only a few source categories. Recommendations are made for future improvements to the analysis.

A Backward-Lagrangian-Stochastic Footprint Model for the Urban Environment

NASA Astrophysics Data System (ADS)

Wang, Chenghao; Wang, Zhi-Hua; Yang, Jiachuan; Li, Qi

2018-02-01

Built terrains, with their complexity in morphology, high heterogeneity, and anthropogenic impact, impose substantial challenges in Earth-system modelling. In particular, estimation of the source areas and footprints of atmospheric measurements in cities requires realistic representation of the landscape characteristics and flow physics in urban areas, but has hitherto been heavily reliant on large-eddy simulations. In this study, we developed physical parametrization schemes for estimating urban footprints based on the backward-Lagrangian-stochastic algorithm, with the built environment represented by street canyons. The vertical profile of mean streamwise velocity is parametrized for the urban canopy and boundary layer. Flux footprints estimated by the proposed model show reasonable agreement with analytical predictions over flat surfaces without roughness elements, and with experimental observations over sparse plant canopies. Furthermore, comparisons of canyon flow and turbulence profiles and the subsequent footprints were made between the proposed model and large-eddy simulation data. The results suggest that the parametrized canyon wind and turbulence statistics, based on the simple similarity theory used, need to be further improved to yield more realistic urban footprint modelling.

GPU Acceleration of Mean Free Path Based Kernel Density Estimators for Monte Carlo Neutronics Simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Burke, TImothy P.; Kiedrowski, Brian C.; Martin, William R.

Kernel Density Estimators (KDEs) are a non-parametric density estimation technique that has recently been applied to Monte Carlo radiation transport simulations. Kernel density estimators are an alternative to histogram tallies for obtaining global solutions in Monte Carlo tallies. With KDEs, a single event, either a collision or particle track, can contribute to the score at multiple tally points with the uncertainty at those points being independent of the desired resolution of the solution. Thus, KDEs show potential for obtaining estimates of a global solution with reduced variance when compared to a histogram. Previously, KDEs have been applied to neutronics formore » one-group reactor physics problems and fixed source shielding applications. However, little work was done to obtain reaction rates using KDEs. This paper introduces a new form of the MFP KDE that is capable of handling general geometries. Furthermore, extending the MFP KDE to 2-D problems in continuous energy introduces inaccuracies to the solution. An ad-hoc solution to these inaccuracies is introduced that produces errors smaller than 4% at material interfaces.« less

An overall strategy based on regression models to estimate relative survival and model the effects of prognostic factors in cancer survival studies.

PubMed

Remontet, L; Bossard, N; Belot, A; Estève, J

2007-05-10

Relative survival provides a measure of the proportion of patients dying from the disease under study without requiring the knowledge of the cause of death. We propose an overall strategy based on regression models to estimate the relative survival and model the effects of potential prognostic factors. The baseline hazard was modelled until 10 years follow-up using parametric continuous functions. Six models including cubic regression splines were considered and the Akaike Information Criterion was used to select the final model. This approach yielded smooth and reliable estimates of mortality hazard and allowed us to deal with sparse data taking into account all the available information. Splines were also used to model simultaneously non-linear effects of continuous covariates and time-dependent hazard ratios. This led to a graphical representation of the hazard ratio that can be useful for clinical interpretation. Estimates of these models were obtained by likelihood maximization. We showed that these estimates could be also obtained using standard algorithms for Poisson regression. Copyright 2006 John Wiley & Sons, Ltd.

An ROC-type measure of diagnostic accuracy when the gold standard is continuous-scale.

PubMed

Obuchowski, Nancy A

2006-02-15

ROC curves and summary measures of accuracy derived from them, such as the area under the ROC curve, have become the standard for describing and comparing the accuracy of diagnostic tests. Methods for estimating ROC curves rely on the existence of a gold standard which dichotomizes patients into disease present or absent. There are, however, many examples of diagnostic tests whose gold standards are not binary-scale, but rather continuous-scale. Unnatural dichotomization of these gold standards leads to bias and inconsistency in estimates of diagnostic accuracy. In this paper, we propose a non-parametric estimator of diagnostic test accuracy which does not require dichotomization of the gold standard. This estimator has an interpretation analogous to the area under the ROC curve. We propose a confidence interval for test accuracy and a statistical test for comparing accuracies of tests from paired designs. We compare the performance (i.e. CI coverage, type I error rate, power) of the proposed methods with several alternatives. An example is presented where the accuracies of two quick blood tests for measuring serum iron concentrations are estimated and compared.

Output-only modal parameter estimator of linear time-varying structural systems based on vector TAR model and least squares support vector machine

NASA Astrophysics Data System (ADS)

Zhou, Si-Da; Ma, Yuan-Chen; Liu, Li; Kang, Jie; Ma, Zhi-Sai; Yu, Lei

2018-01-01

Identification of time-varying modal parameters contributes to the structural health monitoring, fault detection, vibration control, etc. of the operational time-varying structural systems. However, it is a challenging task because there is not more information for the identification of the time-varying systems than that of the time-invariant systems. This paper presents a vector time-dependent autoregressive model and least squares support vector machine based modal parameter estimator for linear time-varying structural systems in case of output-only measurements. To reduce the computational cost, a Wendland's compactly supported radial basis function is used to achieve the sparsity of the Gram matrix. A Gamma-test-based non-parametric approach of selecting the regularization factor is adapted for the proposed estimator to replace the time-consuming n-fold cross validation. A series of numerical examples have illustrated the advantages of the proposed modal parameter estimator on the suppression of the overestimate and the short data. A laboratory experiment has further validated the proposed estimator.

Propagation of stage measurement uncertainties to streamflow time series

NASA Astrophysics Data System (ADS)

Horner, Ivan; Le Coz, Jérôme; Renard, Benjamin; Branger, Flora; McMillan, Hilary

2016-04-01

Streamflow uncertainties due to stage measurements errors are generally overlooked in the promising probabilistic approaches that have emerged in the last decade. We introduce an original error model for propagating stage uncertainties through a stage-discharge rating curve within a Bayesian probabilistic framework. The method takes into account both rating curve (parametric errors and structural errors) and stage uncertainty (systematic and non-systematic errors). Practical ways to estimate the different types of stage errors are also presented: (1) non-systematic errors due to instrument resolution and precision and non-stationary waves and (2) systematic errors due to gauge calibration against the staff gauge. The method is illustrated at a site where the rating-curve-derived streamflow can be compared with an accurate streamflow reference. The agreement between the two time series is overall satisfying. Moreover, the quantification of uncertainty is also satisfying since the streamflow reference is compatible with the streamflow uncertainty intervals derived from the rating curve and the stage uncertainties. Illustrations from other sites are also presented. Results are much contrasted depending on the site features. In some cases, streamflow uncertainty is mainly due to stage measurement errors. The results also show the importance of discriminating systematic and non-systematic stage errors, especially for long term flow averages. Perspectives for improving and validating the streamflow uncertainty estimates are eventually discussed.

Crustal attenuation characteristics in western Turkey

NASA Astrophysics Data System (ADS)

Kurtulmuş, Tevfik Özgür; Akyol, Nihal

2013-11-01

We analysed 1764 records produced by 322 micro- and moderate-size local earthquakes in western Turkey to estimate crustal attenuation characteristics in the frequency range of 1.0 ≤ f ≤ 10 Hz. In the first step, we obtained non-parametric attenuation functions and they show that seismic recordings of transverse and radial S waves exhibit different characteristics at short and long hypocentral distances. Applying a two-step inversion, we parametrized Q( f ) and geometrical spreading exponent b( f ) for the entire distance range between 10 and 200 km and then we estimated separately Q and b values for short (10-70 km) and large (120-200 km) distance ranges. We could not observe significant frequency dependencies of b for short distance range, whereas the significant frequency dependence of b was observed for large distances. Low Q0 values (˜60) with strong frequency dependence of Q (˜1.4) for short distances suggest that scattering might be an important factor contributing to the attenuation of body waves in the region, which could be associated to a high degree of fracturing, fluid filled cracks, young volcanism and geothermal activity in the crust. Weak Q frequency dependence and higher Q0 values for large distances manifest more homogenous medium because of increasing pressure and enhanced healing of cracks with increasing temperature and depth. Q anisotropy was also observed for large hypocentral distance ranges.

Galaxy cluster lensing masses in modified lensing potentials

DOE PAGES

Barreira, Alexandre; Li, Baojiu; Jennings, Elise; ...

2015-10-28

In this study, we determine the concentration–mass relation of 19 X-ray selected galaxy clusters from the Cluster Lensing and Supernova Survey with Hubble survey in theories of gravity that directly modify the lensing potential. We model the clusters as Navarro–Frenk–White haloes and fit their lensing signal, in the Cubic Galileon and Nonlocal gravity models, to the lensing convergence profiles of the clusters. We discuss a number of important issues that need to be taken into account, associated with the use of non-parametric and parametric lensing methods, as well as assumptions about the background cosmology. Our results show that the concentrationmore » and mass estimates in the modified gravity models are, within the error bars, the same as in Λ cold dark matter. This result demonstrates that, for the Nonlocal model, the modifications to gravity are too weak at the cluster redshifts, and for the Galileon model, the screening mechanism is very efficient inside the cluster radius. However, at distances ~ [2–20] Mpc/h from the cluster centre, we find that the surrounding force profiles are enhanced by ~ 20–40% in the Cubic Galileon model. This has an impact on dynamical mass estimates, which means that tests of gravity based on comparisons between lensing and dynamical masses can also be applied to the Cubic Galileon model.« less

Theoretical Analysis of Penalized Maximum-Likelihood Patlak Parametric Image Reconstruction in Dynamic PET for Lesion Detection.

PubMed

Yang, Li; Wang, Guobao; Qi, Jinyi

2016-04-01

Detecting cancerous lesions is a major clinical application of emission tomography. In a previous work, we studied penalized maximum-likelihood (PML) image reconstruction for lesion detection in static PET. Here we extend our theoretical analysis of static PET reconstruction to dynamic PET. We study both the conventional indirect reconstruction and direct reconstruction for Patlak parametric image estimation. In indirect reconstruction, Patlak parametric images are generated by first reconstructing a sequence of dynamic PET images, and then performing Patlak analysis on the time activity curves (TACs) pixel-by-pixel. In direct reconstruction, Patlak parametric images are estimated directly from raw sinogram data by incorporating the Patlak model into the image reconstruction procedure. PML reconstruction is used in both the indirect and direct reconstruction methods. We use a channelized Hotelling observer (CHO) to assess lesion detectability in Patlak parametric images. Simplified expressions for evaluating the lesion detectability have been derived and applied to the selection of the regularization parameter value to maximize detection performance. The proposed method is validated using computer-based Monte Carlo simulations. Good agreements between the theoretical predictions and the Monte Carlo results are observed. Both theoretical predictions and Monte Carlo simulation results show the benefit of the indirect and direct methods under optimized regularization parameters in dynamic PET reconstruction for lesion detection, when compared with the conventional static PET reconstruction.

Comparison of Threshold Detection Methods for the Generalized Pareto Distribution (GPD): Application to the NOAA-NCDC Daily Rainfall Dataset

NASA Astrophysics Data System (ADS)

Deidda, Roberto; Mamalakis, Antonis; Langousis, Andreas

2015-04-01

One of the most crucial issues in statistical hydrology is the estimation of extreme rainfall from data. To that extent, based on asymptotic arguments from Extreme Excess (EE) theory, several studies have focused on developing new, or improving existing methods to fit a Generalized Pareto Distribution (GPD) model to rainfall excesses above a properly selected threshold u. The latter is generally determined using various approaches that can be grouped into three basic classes: a) non-parametric methods that locate the changing point between extreme and non-extreme regions of the data, b) graphical methods where one studies the dependence of the GPD parameters (or related metrics) to the threshold level u, and c) Goodness of Fit (GoF) metrics that, for a certain level of significance, locate the lowest threshold u that a GPD model is applicable. In this work, we review representative methods for GPD threshold detection, discuss fundamental differences in their theoretical bases, and apply them to daily rainfall records from the NOAA-NCDC open-access database (http://www.ncdc.noaa.gov/oa/climate/ghcn-daily/). We find that non-parametric methods that locate the changing point between extreme and non-extreme regions of the data are generally not reliable, while graphical methods and GoF metrics that rely on limiting arguments for the upper distribution tail lead to unrealistically high thresholds u. The latter is expected, since one checks the validity of the limiting arguments rather than the applicability of a GPD distribution model. Better performance is demonstrated by graphical methods and GoF metrics that rely on GPD properties. Finally, we discuss the effects of data quantization (common in hydrologic applications) on the estimated thresholds. Acknowledgments: The research project is implemented within the framework of the Action «Supporting Postdoctoral Researchers» of the Operational Program "Education and Lifelong Learning" (Action's Beneficiary: General Secretariat for Research and Technology), and is co-financed by the European Social Fund (ESF) and the Greek State.

Earth Rotation Parameters from DSN VLBI: 1993

NASA Technical Reports Server (NTRS)

Steppe, J.; Oliveau, S.; Sovers, O.

1993-01-01

This year we have introduced several modeling improvements, including estimating a parametric model for the mearly-diurnal and nearly-semidiurnal tidal frequency variations of UTI and polar motion, and estimating site velocities.

Aeroservoelastic Uncertainty Model Identification from Flight Data

NASA Technical Reports Server (NTRS)

Brenner, Martin J.

2001-01-01

Uncertainty modeling is a critical element in the estimation of robust stability margins for stability boundary prediction and robust flight control system development. There has been a serious deficiency to date in aeroservoelastic data analysis with attention to uncertainty modeling. Uncertainty can be estimated from flight data using both parametric and nonparametric identification techniques. The model validation problem addressed in this paper is to identify aeroservoelastic models with associated uncertainty structures from a limited amount of controlled excitation inputs over an extensive flight envelope. The challenge to this problem is to update analytical models from flight data estimates while also deriving non-conservative uncertainty descriptions consistent with the flight data. Multisine control surface command inputs and control system feedbacks are used as signals in a wavelet-based modal parameter estimation procedure for model updates. Transfer function estimates are incorporated in a robust minimax estimation scheme to get input-output parameters and error bounds consistent with the data and model structure. Uncertainty estimates derived from the data in this manner provide an appropriate and relevant representation for model development and robust stability analysis. This model-plus-uncertainty identification procedure is applied to aeroservoelastic flight data from the NASA Dryden Flight Research Center F-18 Systems Research Aircraft.

The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective.

PubMed

Gasbarra, Dario; Arjas, Elja; Vehtari, Aki; Slama, Rémy; Keiding, Niels

2015-10-01

This paper was inspired by the studies of Niels Keiding and co-authors on estimating the waiting time-to-pregnancy (TTP) distribution, and in particular on using the current duration design in that context. In this design, a cross-sectional sample of women is collected from those who are currently attempting to become pregnant, and then by recording from each the time she has been attempting. Our aim here is to study the identifiability and the estimation of the waiting time distribution on the basis of current duration data. The main difficulty in this stems from the fact that very short waiting times are only rarely selected into the sample of current durations, and this renders their estimation unstable. We introduce here a Bayesian method for this estimation problem, prove its asymptotic consistency, and compare the method to some variants of the non-parametric maximum likelihood estimators, which have been used previously in this context. The properties of the Bayesian estimation method are studied also empirically, using both simulated data and TTP data on current durations collected by Slama et al. (Hum Reprod 27(5):1489-1498, 2012).

Nature or nurture? Determining the heritability of human striatal dopamine function: an [18F]-DOPA PET study.

PubMed

Stokes, Paul R A; Shotbolt, Paul; Mehta, Mitul A; Turkheimer, Eric; Benecke, Aaf; Copeland, Caroline; Turkheimer, Federico E; Lingford-Hughes, Anne R; Howes, Oliver D

2013-02-01

Striatal dopamine function is important for normal personality, cognitive processes and behavior, and abnormalities are linked to a number of neuropsychiatric disorders. However, no studies have examined the relative influence of genetic inheritance and environmental factors in determining striatal dopamine function. Using [18F]-DOPA positron emission tomography (PET), we sought to determine the heritability of presynaptic striatal dopamine function by comparing variability in uptake values in same sex monozygotic (MZ) twins to dizygotic (DZ) twins. Nine MZ and 10 DZ twin pairs underwent high-resolution [18F]-DOPA PET to assess presynaptic striatal dopamine function. Uptake values for the overall striatum and functional striatal subdivisions were determined by a Patlak analysis using a cerebellar reference region. Heritability, shared environmental effects and non-shared individual-specific effects were estimated using a region of interest (ROI) analysis and a confirmatory parametric analysis. Overall striatal heritability estimates from the ROI and parametric analyses were 0.44 and 0.33, respectively. We found a distinction between striatal heritability in the functional subdivisions, with the greatest heritability estimates occurring in the sensorimotor striatum and the greatest effect of individual-specific environmental factors in the limbic striatum. Our results indicate that variation in overall presynaptic striatal dopamine function is determined by a combination of genetic factors and individual-specific environmental factors, with familial environmental effects having no effect. These findings underline the importance of individual-specific environmental factors for striatal dopaminergic function, particularly in the limbic striatum, with implications for understanding neuropsychiatric disorders such as schizophrenia and addictions.

Nature or Nurture? Determining the Heritability of Human Striatal Dopamine Function: an [18F]-DOPA PET Study

PubMed Central

Stokes, Paul R A; Shotbolt, Paul; Mehta, Mitul A; Turkheimer, Eric; Benecke, Aaf; Copeland, Caroline; Turkheimer, Federico E; Lingford-Hughes, Anne R; Howes, Oliver D

2013-01-01

Striatal dopamine function is important for normal personality, cognitive processes and behavior, and abnormalities are linked to a number of neuropsychiatric disorders. However, no studies have examined the relative influence of genetic inheritance and environmental factors in determining striatal dopamine function. Using [18F]-DOPA positron emission tomography (PET), we sought to determine the heritability of presynaptic striatal dopamine function by comparing variability in uptake values in same sex monozygotic (MZ) twins to dizygotic (DZ) twins. Nine MZ and 10 DZ twin pairs underwent high-resolution [18F]-DOPA PET to assess presynaptic striatal dopamine function. Uptake values for the overall striatum and functional striatal subdivisions were determined by a Patlak analysis using a cerebellar reference region. Heritability, shared environmental effects and non-shared individual-specific effects were estimated using a region of interest (ROI) analysis and a confirmatory parametric analysis. Overall striatal heritability estimates from the ROI and parametric analyses were 0.44 and 0.33, respectively. We found a distinction between striatal heritability in the functional subdivisions, with the greatest heritability estimates occurring in the sensorimotor striatum and the greatest effect of individual-specific environmental factors in the limbic striatum. Our results indicate that variation in overall presynaptic striatal dopamine function is determined by a combination of genetic factors and individual-specific environmental factors, with familial environmental effects having no effect. These findings underline the importance of individual-specific environmental factors for striatal dopaminergic function, particularly in the limbic striatum, with implications for understanding neuropsychiatric disorders such as schizophrenia and addictions. PMID:23093224

Optomechanical entanglement via non-degenerate parametric interactions

NASA Astrophysics Data System (ADS)

Ahmed, Rizwan; Qamar, Shahid

2017-10-01

We present a scheme for the optomechanical entanglement between a micro-mechanical mirror and the field inside a bimodal cavity system using a non-degenerate optical parametric amplifier (NOPA). Our results show that the introduction of NOPA makes the entanglement stronger or more robust against the mean number of average thermal phonons and cavity decay. Interestingly, macroscopic entanglement depends upon the choice of the phase associated with classical field driving NOPA. We also consider the effects of input laser power on optomechanical entanglement.

Piezoelectric Non-Linear Nanomechanical Temperature and Acceleration Insensitive Clocks (PENNTAC) Phase 1 Evaluation and Plans for Phase 2

DTIC Science & Technology

2013-05-01

95.2 dBc/Hz, (c) - 94.2 dBc/Hz. Fig. 4: Mechanically compensated AlN resonators. A thin oxide layer is used to completely cancel the linear...pumped is represented by a non-linear capacitor. This capacitor will be first implemented via a varactor and then substituted by a purely mechanical...demonstrate the advantages of a parametric oscillator: (i) we will first use an external electronic varactor to prove that a parametric oscillator

Effect of alloying on screw dislocation structure in Mo: atomistic modelling approach with ab-initio parametrization

NASA Astrophysics Data System (ADS)

Gornostyrev, Yu. N.

2005-03-01

The plastic deformation in bcc metals is realized by the motion of screw dislocations with a complex star-like non-planar core. In this case, the direct investigation of the solute effect by first principles electronic structure calculations is a challenging problem for which we follow a combined approach that includes atomistic dislocation modelling with ab-initio parametrization of interatomic interactions. The screw dislocation core structure in Mo alloys is described within the model of atomic row displacements along a dislocation line with the interatomic row potential estimated from total energy full-potential linear muffin-tin orbital (FLMTO) calculations with the generalized gradient approximation (GGA) for the exchange-correlation potential. We demonstrate (1) that the solute effect on the dislocation structure is different for ``hard'' and ``easy'' cores and (2) that the softener addition in a ``hard'' core gives rise to a structural transformation into a configuration with a lower energy through an intermediate state. The softener solute is shown to disturb locally the three-fold symmetry of the dislocation core and the dislocation structure tends to the split planar core.

Excitation, response, and fatigue life estimation methods for the structural design of externally blown flaps

NASA Technical Reports Server (NTRS)

Ungar, E. E.; Chandiramani, K. L.; Barger, J. E.

1972-01-01

Means for predicting the fluctuating pressures acting on externally blown flap surfaces are developed on the basis of generalizations derived from non-dimensionalized empirical data. Approaches for estimation of the fatigue lives of skin-stringer and honeycomb-core sandwich flap structures are derived from vibration response analyses and panel fatigue data. Approximate expressions for fluctuating pressures, structural response, and fatigue life are combined to reveal the important parametric dependences. The two-dimensional equations of motion of multi-element flap systems are derived in general form, so that they can be specialized readily for any particular system. An introduction is presented of an approach to characterizing the excitation pressures and structural responses which makes use of space-time spectral concepts and promises to provide useful insights, as well as experimental and analytical savings.

A study on technical efficiency of a DMU (review of literature)

NASA Astrophysics Data System (ADS)

Venkateswarlu, B.; Mahaboob, B.; Subbarami Reddy, C.; Sankar, J. Ravi

2017-11-01

In this research paper the concept of technical efficiency (due to Farell) [1] of a decision making unit (DMU) has been introduced and the measure of technical and cost efficiencies are derived. Timmer’s [2] deterministic approach to estimate the Cobb-Douglas production frontier has been proposed. The idea of extension of Timmer’s [2] method to any production frontier which is linear in parameters has been presented here. The estimation of parameters of Cobb-Douglas production frontier by linear programming approach has been discussed in this paper. Mark et al. [3] proposed a non-parametric method to assess efficiency. Nuti et al. [4] investigated the relationships among technical efficiency scores, weighted per capita cost and overall performance Gahe Zing Samuel Yank et al. [5] used Data envelopment analysis to assess technical assessment in banking sectors.

Frequency non-degenerate phase-sensitive optical parametric amplification based on four-wave-mixing in width-modulated silicon waveguides.

PubMed

Wang, Zhaolu; Liu, Hongjun; Sun, Qibing; Huang, Nan; Li, Xuefeng

2014-12-15

A width-modulated silicon waveguide is proposed to realize non-degenerate phase sensitive optical parametric amplification. It is found that the relative phase at the input of the phase sensitive amplifier (PSA) θIn-PSA can be tuned by tailoring the width and length of the second segment of the width-modulated silicon waveguide, which will influence the gain in the parametric amplification process. The maximum gain of PSA is larger by 9 dB compared with the phase insensitive amplifier (PIA) gain, and the gain bandwidth of PSA is larger by 35 nm compared with the gain bandwidth of PIA. Our on-chip PSA can find important potential applications in highly integrated optical circuits for optical chip-to-chip communication and computers.

Distributional Effects of Word Frequency on Eye Fixation Durations

ERIC Educational Resources Information Center

Staub, Adrian; White, Sarah J.; Drieghe, Denis; Hollway, Elizabeth C.; Rayner, Keith

2010-01-01

Recent research using word recognition paradigms, such as lexical decision and speeded pronunciation, has investigated how a range of variables affect the location and shape of response time distributions, using both parametric and non-parametric techniques. In this article, we explore the distributional effects of a word frequency manipulation on…

A Robust Adaptive Autonomous Approach to Optimal Experimental Design

NASA Astrophysics Data System (ADS)

Gu, Hairong

Experimentation is the fundamental tool of scientific inquiries to understand the laws governing the nature and human behaviors. Many complex real-world experimental scenarios, particularly in quest of prediction accuracy, often encounter difficulties to conduct experiments using an existing experimental procedure for the following two reasons. First, the existing experimental procedures require a parametric model to serve as the proxy of the latent data structure or data-generating mechanism at the beginning of an experiment. However, for those experimental scenarios of concern, a sound model is often unavailable before an experiment. Second, those experimental scenarios usually contain a large number of design variables, which potentially leads to a lengthy and costly data collection cycle. Incompetently, the existing experimental procedures are unable to optimize large-scale experiments so as to minimize the experimental length and cost. Facing the two challenges in those experimental scenarios, the aim of the present study is to develop a new experimental procedure that allows an experiment to be conducted without the assumption of a parametric model while still achieving satisfactory prediction, and performs optimization of experimental designs to improve the efficiency of an experiment. The new experimental procedure developed in the present study is named robust adaptive autonomous system (RAAS). RAAS is a procedure for sequential experiments composed of multiple experimental trials, which performs function estimation, variable selection, reverse prediction and design optimization on each trial. Directly addressing the challenges in those experimental scenarios of concern, function estimation and variable selection are performed by data-driven modeling methods to generate a predictive model from data collected during the course of an experiment, thus exempting the requirement of a parametric model at the beginning of an experiment; design optimization is performed to select experimental designs on the fly of an experiment based on their usefulness so that fewest designs are needed to reach useful inferential conclusions. Technically, function estimation is realized by Bayesian P-splines, variable selection is realized by Bayesian spike-and-slab prior, reverse prediction is realized by grid-search and design optimization is realized by the concepts of active learning. The present study demonstrated that RAAS achieves statistical robustness by making accurate predictions without the assumption of a parametric model serving as the proxy of latent data structure while the existing procedures can draw poor statistical inferences if a misspecified model is assumed; RAAS also achieves inferential efficiency by taking fewer designs to acquire useful statistical inferences than non-optimal procedures. Thus, RAAS is expected to be a principled solution to real-world experimental scenarios pursuing robust prediction and efficient experimentation.

Nonparametric estimation of benchmark doses in environmental risk assessment

PubMed Central

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

2013-01-01

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

Parametric system identification of catamaran for improving controller design

NASA Astrophysics Data System (ADS)

Timpitak, Surasak; Prempraneerach, Pradya; Pengwang, Eakkachai

2018-01-01

This paper presents an estimation of simplified dynamic model for only surge- and yaw- motions of catamaran by using system identification (SI) techniques to determine associated unknown parameters. These methods will enhance the performance of designing processes for the motion control system of Unmanned Surface Vehicle (USV). The simulation results demonstrate an effective way to solve for damping forces and to determine added masses by applying least-square and AutoRegressive Exogenous (ARX) methods. Both methods are then evaluated according to estimated parametric errors from the vehicle’s dynamic model. The ARX method, which yields better estimated accuracy, can then be applied to identify unknown parameters as well as to help improving a controller design of a real unmanned catamaran.

Location tests for biomarker studies: a comparison using simulations for the two-sample case.

PubMed

Scheinhardt, M O; Ziegler, A

2013-01-01

Gene, protein, or metabolite expression levels are often non-normally distributed, heavy tailed and contain outliers. Standard statistical approaches may fail as location tests in this situation. In three Monte-Carlo simulation studies, we aimed at comparing the type I error levels and empirical power of standard location tests and three adaptive tests [O'Gorman, Can J Stat 1997; 25: 269 -279; Keselman et al., Brit J Math Stat Psychol 2007; 60: 267- 293; Szymczak et al., Stat Med 2013; 32: 524 - 537] for a wide range of distributions. We simulated two-sample scenarios using the g-and-k-distribution family to systematically vary tail length and skewness with identical and varying variability between groups. All tests kept the type I error level when groups did not vary in their variability. The standard non-parametric U-test performed well in all simulated scenarios. It was outperformed by the two non-parametric adaptive methods in case of heavy tails or large skewness. Most tests did not keep the type I error level for skewed data in the case of heterogeneous variances. The standard U-test was a powerful and robust location test for most of the simulated scenarios except for very heavy tailed or heavy skewed data, and it is thus to be recommended except for these cases. The non-parametric adaptive tests were powerful for both normal and non-normal distributions under sample variance homogeneity. But when sample variances differed, they did not keep the type I error level. The parametric adaptive test lacks power for skewed and heavy tailed distributions.

Evaluation of model-based versus non-parametric monaural noise-reduction approaches for hearing aids.

PubMed

Harlander, Niklas; Rosenkranz, Tobias; Hohmann, Volker

2012-08-01

Single channel noise reduction has been well investigated and seems to have reached its limits in terms of speech intelligibility improvement, however, the quality of such schemes can still be advanced. This study tests to what extent novel model-based processing schemes might improve performance in particular for non-stationary noise conditions. Two prototype model-based algorithms, a speech-model-based, and a auditory-model-based algorithm were compared to a state-of-the-art non-parametric minimum statistics algorithm. A speech intelligibility test, preference rating, and listening effort scaling were performed. Additionally, three objective quality measures for the signal, background, and overall distortions were applied. For a better comparison of all algorithms, particular attention was given to the usage of the similar Wiener-based gain rule. The perceptual investigation was performed with fourteen hearing-impaired subjects. The results revealed that the non-parametric algorithm and the auditory model-based algorithm did not affect speech intelligibility, whereas the speech-model-based algorithm slightly decreased intelligibility. In terms of subjective quality, both model-based algorithms perform better than the unprocessed condition and the reference in particular for highly non-stationary noise environments. Data support the hypothesis that model-based algorithms are promising for improving performance in non-stationary noise conditions.

Realization of High-Fidelity, on Chip Readout of Solid-state Quantum Bits

DTIC Science & Technology

2017-08-29

estimated to average 1 hour per response, including the time for reviewing instructions, searching existing data sources, gathering and maintaining the...and characterized Josephson Traveling Wave Parametric Amplifiers (JTWPA or TWPA), superconducting amplifiers providing significantly greater...Publications/Patents: 2015: • C. Macklin, et al., “A near-quantum-limited Josephson traveling -wave parametric amplifier”, Science, (2015). • N

A statistical approach to bioclimatic trend detection in the airborne pollen records of Catalonia (NE Spain)

NASA Astrophysics Data System (ADS)

Fernández-Llamazares, Álvaro; Belmonte, Jordina; Delgado, Rosario; De Linares, Concepción

2014-04-01

Airborne pollen records are a suitable indicator for the study of climate change. The present work focuses on the role of annual pollen indices for the detection of bioclimatic trends through the analysis of the aerobiological spectra of 11 taxa of great biogeographical relevance in Catalonia over an 18-year period (1994-2011), by means of different parametric and non-parametric statistical methods. Among others, two non-parametric rank-based statistical tests were performed for detecting monotonic trends in time series data of the selected airborne pollen types and we have observed that they have similar power in detecting trends. Except for those cases in which the pollen data can be well-modeled by a normal distribution, it is better to apply non-parametric statistical methods to aerobiological studies. Our results provide a reliable representation of the pollen trends in the region and suggest that greater pollen quantities are being liberated to the atmosphere in the last years, specially by Mediterranean taxa such as Pinus, Total Quercus and Evergreen Quercus, although the trends may differ geographically. Longer aerobiological monitoring periods are required to corroborate these results and survey the increasing levels of certain pollen types that could exert an impact in terms of public health.

A Non-Parametric Approach for the Activation Detection of Block Design fMRI Simulated Data Using Self-Organizing Maps and Support Vector Machine.

PubMed

Bahrami, Sheyda; Shamsi, Mousa

2017-01-01

Functional magnetic resonance imaging (fMRI) is a popular method to probe the functional organization of the brain using hemodynamic responses. In this method, volume images of the entire brain are obtained with a very good spatial resolution and low temporal resolution. However, they always suffer from high dimensionality in the face of classification algorithms. In this work, we combine a support vector machine (SVM) with a self-organizing map (SOM) for having a feature-based classification by using SVM. Then, a linear kernel SVM is used for detecting the active areas. Here, we use SOM for feature extracting and labeling the datasets. SOM has two major advances: (i) it reduces dimension of data sets for having less computational complexity and (ii) it is useful for identifying brain regions with small onset differences in hemodynamic responses. Our non-parametric model is compared with parametric and non-parametric methods. We use simulated fMRI data sets and block design inputs in this paper and consider the contrast to noise ratio (CNR) value equal to 0.6 for simulated datasets. fMRI simulated dataset has contrast 1-4% in active areas. The accuracy of our proposed method is 93.63% and the error rate is 6.37%.

Intratumor distribution and test-retest comparisons of physiological parameters quantified by dynamic contrast-enhanced MRI in rat U251 glioma.

PubMed

Aryal, Madhava P; Nagaraja, Tavarekere N; Brown, Stephen L; Lu, Mei; Bagher-Ebadian, Hassan; Ding, Guangliang; Panda, Swayamprava; Keenan, Kelly; Cabral, Glauber; Mikkelsen, Tom; Ewing, James R

2014-10-01

The distribution of dynamic contrast-enhanced MRI (DCE-MRI) parametric estimates in a rat U251 glioma model was analyzed. Using Magnevist as contrast agent (CA), 17 nude rats implanted with U251 cerebral glioma were studied by DCE-MRI twice in a 24 h interval. A data-driven analysis selected one of three models to estimate either (1) plasma volume (vp), (2) vp and forward volume transfer constant (K(trans)) or (3) vp, K(trans) and interstitial volume fraction (ve), constituting Models 1, 2 and 3, respectively. CA distribution volume (VD) was estimated in Model 3 regions by Logan plots. Regions of interest (ROIs) were selected by model. In the Model 3 ROI, descriptors of parameter distributions--mean, median, variance and skewness--were calculated and compared between the two time points for repeatability. All distributions of parametric estimates in Model 3 ROIs were positively skewed. Test-retest differences between population summaries for any parameter were not significant (p ≥ 0.10; Wilcoxon signed-rank and paired t tests). These and similar measures of parametric distribution and test-retest variance from other tumor models can be used to inform the choice of biomarkers that best summarize tumor status and treatment effects. Copyright © 2014 John Wiley & Sons, Ltd.

Discrete-time switching periodic adaptive control for time-varying parameters with unknown periodicity

NASA Astrophysics Data System (ADS)

Yu, Miao; Huang, Deqing; Yang, Wanqiu

2018-06-01

In this paper, we address the problem of unknown periodicity for a class of discrete-time nonlinear parametric systems without assuming any growth conditions on the nonlinearities. The unknown periodicity hides in the parametric uncertainties, which is difficult to estimate with existing techniques. By incorporating a logic-based switching mechanism, we identify the period and bound of unknown parameter simultaneously. Lyapunov-based analysis is given to demonstrate that a finite number of switchings can guarantee the asymptotic tracking for the nonlinear parametric systems. The simulation result also shows the efficacy of the proposed switching periodic adaptive control approach.

Illiquidity premium and expected stock returns in the UK: A new approach

NASA Astrophysics Data System (ADS)

Chen, Jiaqi; Sherif, Mohamed

2016-09-01

This study examines the relative importance of liquidity risk for the time-series and cross-section of stock returns in the UK. We propose a simple way to capture the multidimensionality of illiquidity. Our analysis indicates that existing illiquidity measures have considerable asset specific components, which justifies our new approach. Further, we use an alternative test of the Amihud (2002) measure and parametric and non-parametric methods to investigate whether liquidity risk is priced in the UK. We find that the inclusion of the illiquidity factor in the capital asset pricing model plays a significant role in explaining the cross-sectional variation in stock returns, in particular with the Fama-French three-factor model. Further, using Hansen-Jagannathan non-parametric bounds, we find that the illiquidity-augmented capital asset pricing models yield a small distance error, other non-liquidity based models fail to yield economically plausible distance values. Our findings have important implications for managing the liquidity risk of equity portfolios.

Nonparametric Simulation of Signal Transduction Networks with Semi-Synchronized Update

PubMed Central

Nassiri, Isar; Masoudi-Nejad, Ali; Jalili, Mahdi; Moeini, Ali

2012-01-01

Simulating signal transduction in cellular signaling networks provides predictions of network dynamics by quantifying the changes in concentration and activity-level of the individual proteins. Since numerical values of kinetic parameters might be difficult to obtain, it is imperative to develop non-parametric approaches that combine the connectivity of a network with the response of individual proteins to signals which travel through the network. The activity levels of signaling proteins computed through existing non-parametric modeling tools do not show significant correlations with the observed values in experimental results. In this work we developed a non-parametric computational framework to describe the profile of the evolving process and the time course of the proportion of active form of molecules in the signal transduction networks. The model is also capable of incorporating perturbations. The model was validated on four signaling networks showing that it can effectively uncover the activity levels and trends of response during signal transduction process. PMID:22737250

A Statistician's View of Upcoming Grand Challenges

NASA Astrophysics Data System (ADS)

Meng, Xiao Li

2010-01-01

In this session we have seen some snapshots of the broad spectrum of challenges, in this age of huge, complex, computer-intensive models, data, instruments,and questions. These challenges bridge astronomy at many wavelengths; basic physics; machine learning; -- and statistics. At one end of our spectrum, we think of 'compressing' the data with non-parametric methods. This raises the question of creating 'pseudo-replicas' of the data for uncertainty estimates. What would be involved in, e.g. boot-strap and related methods? Somewhere in the middle are these non-parametric methods for encapsulating the uncertainty information. At the far end, we find more model-based approaches, with the physics model embedded in the likelihood and analysis. The other distinctive problem is really the 'black-box' problem, where one has a complicated e.g. fundamental physics-based computer code, or 'black box', and one needs to know how changing the parameters at input -- due to uncertainties of any kind -- will map to changing the output. All of these connect to challenges in complexity of data and computation speed. Dr. Meng will highlight ways to 'cut corners' with advanced computational techniques, such as Parallel Tempering and Equal Energy methods. As well, there are cautionary tales of running automated analysis with real data -- where "30 sigma" outliers due to data artifacts can be more common than the astrophysical event of interest.

Parametrically disciplined operation of a vibratory gyroscope

NASA Technical Reports Server (NTRS)

Shcheglov, Kirill V. (Inventor); Challoner, A. Dorian (Inventor); Hayworth, Ken J. (Inventor); Peay, Chris S. (Inventor)

2008-01-01

Parametrically disciplined operation of a symmetric nearly degenerate mode vibratory gyroscope is disclosed. A parametrically-disciplined inertial wave gyroscope having a natural oscillation frequency in the neighborhood of a sub-harmonic of an external stable clock reference is produced by driving an electrostatic bias electrode at approximately twice this sub-harmonic frequency to achieve disciplined frequency and phase operation of the resonator. A nearly symmetric parametrically-disciplined inertial wave gyroscope that can oscillate in any transverse direction and has more than one bias electrostatic electrode that can be independently driven at twice its oscillation frequency at an amplitude and phase that disciplines its damping to zero in any vibration direction. In addition, operation of a parametrically-disciplined inertial wave gyroscope is taught in which the precession rate of the driven vibration pattern is digitally disciplined to a prescribed non-zero reference value.

Stability analysis of a time-periodic 2-dof MEMS structure

NASA Astrophysics Data System (ADS)

Kniffka, Till Jochen; Welte, Johannes; Ecker, Horst

2012-11-01

Microelectromechanical systems (MEMS) are becoming important for all kinds of industrial applications. Among them are filters in communication devices, due to the growing demand for efficient and accurate filtering of signals. In recent developments single degree of freedom (1-dof) oscillators, that are operated at a parametric resonances, are employed for such tasks. Typically vibration damping is low in such MEM systems. While parametric excitation (PE) is used so far to take advantage of a parametric resonance, this contribution suggests to also exploit parametric anti-resonances in order to improve the damping behavior of such systems. Modeling aspects of a 2-dof MEM system and first results of the analysis of the non-linear and the linearized system are the focus of this paper. In principle the investigated system is an oscillating mechanical system with two degrees of freedom x = [x1x2]T that can be described by Mx+Cx+K1x+K3(x2)x+Fes(x,V(t)) = 0. The system is inherently non-linear because of the cubic mechanical stiffness K3 of the structure, but also because of electrostatic forces (1+cos(ωt))Fes(x) that act on the system. Electrostatic forces are generated by comb drives and are proportional to the applied time-periodic voltage V(t). These drives also provide the means to introduce time-periodic coefficients, i.e. parametric excitation (1+cos(ωt)) with frequency ω. For a realistic MEM system the coefficients of the non-linear set of differential equations need to be scaled for efficient numerical treatment. The final mathematical model is a set of four non-linear time-periodic homogeneous differential equations of first order. Numerical results are obtained from two different methods. The linearized time-periodic (LTP) system is studied by calculating the Monodromy matrix of the system. The eigenvalues of this matrix decide on the stability of the LTP-system. To study the unabridged non-linear system, the bifurcation software ManLab is employed. Continuation analysis including stability evaluations are executed and show the frequency ranges for which the 2-dof system becomes unstable due to parametric resonances. Moreover, the existence of frequency intervals are shown where enhanced damping for the system is observed for this MEMS. The results from the stability studies are confirmed by simulation results.

Comparison of Kasai Autocorrelation and Maximum Likelihood Estimators for Doppler Optical Coherence Tomography

PubMed Central

Chan, Aaron C.; Srinivasan, Vivek J.

2013-01-01

In optical coherence tomography (OCT) and ultrasound, unbiased Doppler frequency estimators with low variance are desirable for blood velocity estimation. Hardware improvements in OCT mean that ever higher acquisition rates are possible, which should also, in principle, improve estimation performance. Paradoxically, however, the widely used Kasai autocorrelation estimator’s performance worsens with increasing acquisition rate. We propose that parametric estimators based on accurate models of noise statistics can offer better performance. We derive a maximum likelihood estimator (MLE) based on a simple additive white Gaussian noise model, and show that it can outperform the Kasai autocorrelation estimator. In addition, we also derive the Cramer Rao lower bound (CRLB), and show that the variance of the MLE approaches the CRLB for moderate data lengths and noise levels. We note that the MLE performance improves with longer acquisition time, and remains constant or improves with higher acquisition rates. These qualities may make it a preferred technique as OCT imaging speed continues to improve. Finally, our work motivates the development of more general parametric estimators based on statistical models of decorrelation noise. PMID:23446044

A semi-parametric within-subject mixture approach to the analyses of responses and response times.

PubMed

Molenaar, Dylan; Bolsinova, Maria; Vermunt, Jeroen K

2018-05-01

In item response theory, modelling the item response times in addition to the item responses may improve the detection of possible between- and within-subject differences in the process that resulted in the responses. For instance, if respondents rely on rapid guessing on some items but not on all, the joint distribution of the responses and response times will be a multivariate within-subject mixture distribution. Suitable parametric methods to detect these within-subject differences have been proposed. In these approaches, a distribution needs to be assumed for the within-class response times. In this paper, it is demonstrated that these parametric within-subject approaches may produce false positives and biased parameter estimates if the assumption concerning the response time distribution is violated. A semi-parametric approach is proposed which resorts to categorized response times. This approach is shown to hardly produce false positives and parameter bias. In addition, the semi-parametric approach results in approximately the same power as the parametric approach. © 2017 The British Psychological Society.

Speeding Up Non-Parametric Bootstrap Computations for Statistics Based on Sample Moments in Small/Moderate Sample Size Applications

PubMed Central

Chaibub Neto, Elias

2015-01-01

In this paper we propose a vectorized implementation of the non-parametric bootstrap for statistics based on sample moments. Basically, we adopt the multinomial sampling formulation of the non-parametric bootstrap, and compute bootstrap replications of sample moment statistics by simply weighting the observed data according to multinomial counts instead of evaluating the statistic on a resampled version of the observed data. Using this formulation we can generate a matrix of bootstrap weights and compute the entire vector of bootstrap replications with a few matrix multiplications. Vectorization is particularly important for matrix-oriented programming languages such as R, where matrix/vector calculations tend to be faster than scalar operations implemented in a loop. We illustrate the application of the vectorized implementation in real and simulated data sets, when bootstrapping Pearson’s sample correlation coefficient, and compared its performance against two state-of-the-art R implementations of the non-parametric bootstrap, as well as a straightforward one based on a for loop. Our investigations spanned varying sample sizes and number of bootstrap replications. The vectorized bootstrap compared favorably against the state-of-the-art implementations in all cases tested, and was remarkably/considerably faster for small/moderate sample sizes. The same results were observed in the comparison with the straightforward implementation, except for large sample sizes, where the vectorized bootstrap was slightly slower than the straightforward implementation due to increased time expenditures in the generation of weight matrices via multinomial sampling. PMID:26125965

The chi-square test of independence.

PubMed

McHugh, Mary L

2013-01-01

The Chi-square statistic is a non-parametric (distribution free) tool designed to analyze group differences when the dependent variable is measured at a nominal level. Like all non-parametric statistics, the Chi-square is robust with respect to the distribution of the data. Specifically, it does not require equality of variances among the study groups or homoscedasticity in the data. It permits evaluation of both dichotomous independent variables, and of multiple group studies. Unlike many other non-parametric and some parametric statistics, the calculations needed to compute the Chi-square provide considerable information about how each of the groups performed in the study. This richness of detail allows the researcher to understand the results and thus to derive more detailed information from this statistic than from many others. The Chi-square is a significance statistic, and should be followed with a strength statistic. The Cramer's V is the most common strength test used to test the data when a significant Chi-square result has been obtained. Advantages of the Chi-square include its robustness with respect to distribution of the data, its ease of computation, the detailed information that can be derived from the test, its use in studies for which parametric assumptions cannot be met, and its flexibility in handling data from both two group and multiple group studies. Limitations include its sample size requirements, difficulty of interpretation when there are large numbers of categories (20 or more) in the independent or dependent variables, and tendency of the Cramer's V to produce relative low correlation measures, even for highly significant results.

Quantification of soil water retention parameters using multi-section TDR-waveform analysis

NASA Astrophysics Data System (ADS)

Baviskar, S. M.; Heimovaara, T. J.

2017-06-01

Soil water retention parameters are important for describing flow in variably saturated soils. TDR is one of the standard methods used for determining water content in soil samples. In this study, we present an approach to estimate water retention parameters of a sample which is initially saturated and subjected to an incremental decrease in boundary head causing it to drain in a multi-step fashion. TDR waveforms are measured along the height of the sample at assumed different hydrostatic conditions at daily interval. The cumulative discharge outflow drained from the sample is also recorded. The saturated water content is obtained using volumetric analysis after the final step involved in multi-step drainage. The equation obtained by coupling the unsaturated parametric function and the apparent dielectric permittivity is fitted to a TDR wave propagation forward model. The unsaturated parametric function is used to spatially interpolate the water contents along TDR probe. The cumulative discharge outflow data is fitted with cumulative discharge estimated using the unsaturated parametric function. The weight of water inside the sample estimated at the first and final boundary head in multi-step drainage is fitted with the corresponding weights calculated using unsaturated parametric function. A Bayesian optimization scheme is used to obtain optimized water retention parameters for these different objective functions. This approach can be used for samples with long heights and is especially suitable for characterizing sands with a uniform particle size distribution at low capillary heads.

Parametric second Stokes Raman laser output pulse shortening to 300 ps due to depletion of pumping of intracavity Raman conversion

NASA Astrophysics Data System (ADS)

Smetanin, S. N.; Jelínek, M.; Kubeček, V.; Jelínková, H.; Ivleva, L. I.

2016-10-01

A new effect of the pulse shortening of the parametrically generated radiation down to hundreds of picosecond via depletion of pumping of intracavity Raman conversion in the miniature passively Q-switched Nd: SrMoO4 parametric self-Raman laser with the increasing energy of the shortened pulse under pulsed pumping by a high-power laser diode bar is demonstrated. The theoretical estimation of the depletion stage duration of the convertible fundamental laser radiation via intracavity Raman conversion is in agreement with the experimentally demonstrated duration of the parametrically generated pulse. Using the mathematical modeling of the pulse shortening quality and quantity deterioration is disclosed, and the solution ways are found by the optimization of the laser parameters.

Quantum state engineering of light with continuous-wave optical parametric oscillators.

PubMed

Morin, Olivier; Liu, Jianli; Huang, Kun; Barbosa, Felippe; Fabre, Claude; Laurat, Julien

2014-05-30

Engineering non-classical states of the electromagnetic field is a central quest for quantum optics(1,2). Beyond their fundamental significance, such states are indeed the resources for implementing various protocols, ranging from enhanced metrology to quantum communication and computing. A variety of devices can be used to generate non-classical states, such as single emitters, light-matter interfaces or non-linear systems(3). We focus here on the use of a continuous-wave optical parametric oscillator(3,4). This system is based on a non-linear χ(2) crystal inserted inside an optical cavity and it is now well-known as a very efficient source of non-classical light, such as single-mode or two-mode squeezed vacuum depending on the crystal phase matching. Squeezed vacuum is a Gaussian state as its quadrature distributions follow a Gaussian statistics. However, it has been shown that number of protocols require non-Gaussian states(5). Generating directly such states is a difficult task and would require strong χ(3) non-linearities. Another procedure, probabilistic but heralded, consists in using a measurement-induced non-linearity via a conditional preparation technique operated on Gaussian states. Here, we detail this generation protocol for two non-Gaussian states, the single-photon state and a superposition of coherent states, using two differently phase-matched parametric oscillators as primary resources. This technique enables achievement of a high fidelity with the targeted state and generation of the state in a well-controlled spatiotemporal mode.

AucPR: an AUC-based approach using penalized regression for disease prediction with high-dimensional omics data.

PubMed

Yu, Wenbao; Park, Taesung

2014-01-01

It is common to get an optimal combination of markers for disease classification and prediction when multiple markers are available. Many approaches based on the area under the receiver operating characteristic curve (AUC) have been proposed. Existing works based on AUC in a high-dimensional context depend mainly on a non-parametric, smooth approximation of AUC, with no work using a parametric AUC-based approach, for high-dimensional data. We propose an AUC-based approach using penalized regression (AucPR), which is a parametric method used for obtaining a linear combination for maximizing the AUC. To obtain the AUC maximizer in a high-dimensional context, we transform a classical parametric AUC maximizer, which is used in a low-dimensional context, into a regression framework and thus, apply the penalization regression approach directly. Two kinds of penalization, lasso and elastic net, are considered. The parametric approach can avoid some of the difficulties of a conventional non-parametric AUC-based approach, such as the lack of an appropriate concave objective function and a prudent choice of the smoothing parameter. We apply the proposed AucPR for gene selection and classification using four real microarray and synthetic data. Through numerical studies, AucPR is shown to perform better than the penalized logistic regression and the nonparametric AUC-based method, in the sense of AUC and sensitivity for a given specificity, particularly when there are many correlated genes. We propose a powerful parametric and easily-implementable linear classifier AucPR, for gene selection and disease prediction for high-dimensional data. AucPR is recommended for its good prediction performance. Beside gene expression microarray data, AucPR can be applied to other types of high-dimensional omics data, such as miRNA and protein data.

Smoothness of In vivo Spectral Baseline Determined by Mean Squared Error

PubMed Central

Zhang, Yan; Shen, Jun

2013-01-01

Purpose A nonparametric smooth line is usually added to spectral model to account for background signals in vivo magnetic resonance spectroscopy (MRS). The assumed smoothness of the baseline significantly influences quantitative spectral fitting. In this paper, a method is proposed to minimize baseline influences on estimated spectral parameters. Methods In this paper, the non-parametric baseline function with a given smoothness was treated as a function of spectral parameters. Its uncertainty was measured by root-mean-squared error (RMSE). The proposed method was demonstrated with a simulated spectrum and in vivo spectra of both short echo time (TE) and averaged echo times. The estimated in vivo baselines were compared with the metabolite-nulled spectra, and the LCModel-estimated baselines. The accuracies of estimated baseline and metabolite concentrations were further verified by cross-validation. Results An optimal smoothness condition was found that led to the minimal baseline RMSE. In this condition, the best fit was balanced against minimal baseline influences on metabolite concentration estimates. Conclusion Baseline RMSE can be used to indicate estimated baseline uncertainties and serve as the criterion for determining the baseline smoothness of in vivo MRS. PMID:24259436

Density Fluctuations in the Solar Wind Driven by Alfvén Wave Parametric Decay

NASA Astrophysics Data System (ADS)

Bowen, Trevor A.; Badman, Samuel; Hellinger, Petr; Bale, Stuart D.

2018-02-01

Measurements and simulations of inertial compressive turbulence in the solar wind are characterized by anti-correlated magnetic fluctuations parallel to the mean field and density structures. This signature has been interpreted as observational evidence for non-propagating pressure balanced structures, kinetic ion-acoustic waves, as well as the MHD slow-mode. Given the high damping rates of parallel propagating compressive fluctuations, their ubiquity in satellite observations is surprising and suggestive of a local driving process. One possible candidate for the generation of compressive fluctuations in the solar wind is the Alfvén wave parametric instability. Here, we test the parametric decay process as a source of compressive waves in the solar wind by comparing the collisionless damping rates of compressive fluctuations with growth rates of the parametric decay instability daughter waves. Our results suggest that generation of compressive waves through parametric decay is overdamped at 1 au, but that the presence of slow-mode-like density fluctuations is correlated with the parametric decay of Alfvén waves.

Long-range parametric amplification of THz wave with absorption loss exceeding parametric gain.

PubMed

Wang, Tsong-Dong; Huang, Yen-Chieh; Chuang, Ming-Yun; Lin, Yen-Hou; Lee, Ching-Han; Lin, Yen-Yin; Lin, Fan-Yi; Kitaeva, Galiya Kh

2013-01-28

Optical parametric mixing is a popular scheme to generate an idler wave at THz frequencies, although the THz wave is often absorbing in the nonlinear optical material. It is widely suggested that the useful material length for co-directional parametric mixing with strong THz-wave absorption is comparable to the THz-wave absorption length in the material. Here we show that, even in the limit of the absorption loss exceeding parametric gain, the THz idler wave can grows monotonically from optical parametric amplification over a much longer distance in a nonlinear optical material until pump depletion. The coherent production of the non-absorbing signal wave can assist the growth of the highly absorbing idler wave. We also show that, for the case of an equal input pump and signal in difference frequency generation, the quick saturation of the THz idler wave predicted from a much simplified and yet popular plane-wave model fails when fast diffraction of the THz wave from the co-propagating optical mixing waves is considered.

Evaluation of the return rate of volunteer blood donors

PubMed Central

Lourençon, Adriana de Fátima; Almeida, Rodrigo Guimarães dos Santos; Ferreira, Oranice; Martinez, Edson Zangiacomi

2011-01-01

Background To convert first-time blood donors into regular volunteer donors is a challenge to transfusion services. Objectives This study aims to estimate the return rate of first time donors of the Ribeirão Preto Blood Center and of other blood centers in its coverage region. Methods The histories of 115,553 volunteer donors between 1996 and 2005 were analyzed. Statistical analysis was based on a parametric long-term survival model that allows an estimation of the proportion of donors who never return for further donations. Results Only 40% of individuals return within one year after the first donation and 53% return within two years. It is estimated that 30% never return to donate. Higher return rates were observed among Black donors. No significant difference was found in non-return rates regarding gender, blood type, Rh blood group and blood collection unit. Conclusions The low percentage of first-time donors who return for further blood donation reinforces the need for marketing actions and strategies aimed at increasing the return rates. PMID:23049294

Concordance measure and discriminatory accuracy in transformation cure models.

PubMed

Zhang, Yilong; Shao, Yongzhao

2018-01-01

Many populations of early-stage cancer patients have non-negligible latent cure fractions that can be modeled using transformation cure models. However, there is a lack of statistical metrics to evaluate prognostic utility of biomarkers in this context due to the challenges associated with unknown cure status and heavy censorship. In this article, we develop general concordance measures as evaluation metrics for the discriminatory accuracy of transformation cure models including the so-called promotion time cure models and mixture cure models. We introduce explicit formulas for the consistent estimates of the concordance measures, and show that their asymptotically normal distributions do not depend on the unknown censoring distribution. The estimates work for both parametric and semiparametric transformation models as well as transformation cure models. Numerical feasibility of the estimates and their robustness to the censoring distributions are illustrated via simulation studies and demonstrated using a melanoma data set. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Estimation of optimal biomass fraction measuring cycle formunicipal solid waste incineration facilities in Korea.

PubMed

Kang, Seongmin; Cha, Jae Hyung; Hong, Yoon-Jung; Lee, Daekyeom; Kim, Ki-Hyun; Jeon, Eui-Chan

2018-01-01

This study estimates the optimum sampling cycle using a statistical method for biomass fraction. More than ten samples were collected from each of the three municipal solid waste (MSW) facilities between June 2013 and March 2015 and the biomass fraction was analyzed. The analysis data were grouped into monthly, quarterly, semi-annual, and annual intervals and the optimum sampling cycle for the detection of the biomass fraction was estimated. Biomass fraction data did not show a normal distribution. Therefore, the non-parametric Kruskal-Wallis test was applied to compare the average values for each sample group. The Kruskal-Wallis test results showed that the average monthly, quarterly, semi-annual, and annual values for all three MSW incineration facilities were equal. Therefore, the biomass fraction at the MSW incineration facilities should be calculated on a yearly cycle which is the longest period of the temporal cycles tested. Copyright © 2017 Elsevier Ltd. All rights reserved.

Short-term monitoring of benzene air concentration in an urban area: a preliminary study of application of Kruskal-Wallis non-parametric test to assess pollutant impact on global environment and indoor.

PubMed

Mura, Maria Chiara; De Felice, Marco; Morlino, Roberta; Fuselli, Sergio

2010-01-01

In step with the need to develop statistical procedures to manage small-size environmental samples, in this work we have used concentration values of benzene (C6H6), concurrently detected by seven outdoor and indoor monitoring stations over 12 000 minutes, in order to assess the representativeness of collected data and the impact of the pollutant on indoor environment. Clearly, the former issue is strictly connected to sampling-site geometry, which proves critical to correctly retrieving information from analysis of pollutants of sanitary interest. Therefore, according to current criteria for network-planning, single stations have been interpreted as nodes of a set of adjoining triangles; then, a) node pairs have been taken into account in order to estimate pollutant stationarity on triangle sides, as well as b) node triplets, to statistically associate data from air-monitoring with the corresponding territory area, and c) node sextuplets, to assess the impact probability of the outdoor pollutant on indoor environment for each area. Distributions from the various node combinations are all non-Gaussian, in the consequently, Kruskal-Wallis (KW) non-parametric statistics has been exploited to test variability on continuous density function from each pair, triplet and sextuplet. Results from the above-mentioned statistical analysis have shown randomness of site selection, which has not allowed a reliable generalization of monitoring data to the entire selected territory, except for a single "forced" case (70%); most important, they suggest a possible procedure to optimize network design.

Do Students Expect Compensation for Wage Risk?

ERIC Educational Resources Information Center

Schweri, Juerg; Hartog, Joop; Wolter, Stefan C.

2011-01-01

We use a unique data set about the wage distribution that Swiss students expect for themselves ex ante, deriving parametric and non-parametric measures to capture expected wage risk. These wage risk measures are unfettered by heterogeneity which handicapped the use of actual market wage dispersion as risk measure in earlier studies. Students in…

Failure Time Distributions: Estimates and Asymptotic Results.

DTIC Science & Technology

1980-01-01

of the models. A parametric family of distributions is proposed for approximating life distri- butions whose hazard rate is bath-tub shaped, this...of the limiting dirtributions of the models. A parametric family of distributions is proposed for approximating life distribution~s whose hazard rate...12. always justified. But, because of this gener- ality, the possible limit laws for the maximum form a very large family . The

Electron acceleration by parametrically excited Langmuir waves. [in ionospheric modification

NASA Technical Reports Server (NTRS)

Fejer, J. A.; Graham, K. N.

1974-01-01

Simple physical arguments are used to estimate the downward-going energetic electron flux due to parametrically excited Langmuir waves in ionospheric modification experiments. The acceleration mechanism is a single velocity reversal as seen in the frame of the Langmuir wave. The flux is sufficient to produce the observed ionospheric airglow if focusing-type instabilities are invoked to produce moderate local enhancements of the pump field.

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online, as part of a filtering procedure, simultaneously produce accurate filtering and equilibrium statistical prediction. In contrast, an offline estimation technique based on a linear regression, which fits the parameters to a training dataset without using the filter, yields filter estimates which are worse than the observations or even divergent when the slow variables are not fully observed. This finding does not imply that all offline methods are inherently inferior to the online method for nonlinear estimation problems, it only suggests that an ideal estimation technique should estimate all parameters simultaneously whether it is online or offline. PMID:25002829

Estimation of railroad capacity using parametric methods.

DOT National Transportation Integrated Search

2013-12-01

This paper reviews different methodologies used for railroad capacity estimation and presents a user-friendly method to measure capacity. The objective of this paper is to use multivariate regression analysis to develop a continuous relation of the d...

Rank-preserving regression: a more robust rank regression model against outliers.

PubMed

Chen, Tian; Kowalski, Jeanne; Chen, Rui; Wu, Pan; Zhang, Hui; Feng, Changyong; Tu, Xin M

2016-08-30

Mean-based semi-parametric regression models such as the popular generalized estimating equations are widely used to improve robustness of inference over parametric models. Unfortunately, such models are quite sensitive to outlying observations. The Wilcoxon-score-based rank regression (RR) provides more robust estimates over generalized estimating equations against outliers. However, the RR and its extensions do not sufficiently address missing data arising in longitudinal studies. In this paper, we propose a new approach to address outliers under a different framework based on the functional response models. This functional-response-model-based alternative not only addresses limitations of the RR and its extensions for longitudinal data, but, with its rank-preserving property, even provides more robust estimates than these alternatives. The proposed approach is illustrated with both real and simulated data. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

A modified Leslie-Gower predator-prey interaction model and parameter identifiability

NASA Astrophysics Data System (ADS)

Tripathi, Jai Prakash; Meghwani, Suraj S.; Thakur, Manoj; Abbas, Syed

2018-01-01

In this work, bifurcation and a systematic approach for estimation of identifiable parameters of a modified Leslie-Gower predator-prey system with Crowley-Martin functional response and prey refuge is discussed. Global asymptotic stability is discussed by applying fluctuation lemma. The system undergoes into Hopf bifurcation with respect to parameters intrinsic growth rate of predators (s) and prey reserve (m). The stability of Hopf bifurcation is also discussed by calculating Lyapunov number. The sensitivity analysis of the considered model system with respect to all variables is performed which also supports our theoretical study. To estimate the unknown parameter from the data, an optimization procedure (pseudo-random search algorithm) is adopted. System responses and phase plots for estimated parameters are also compared with true noise free data. It is found that the system dynamics with true set of parametric values is similar to the estimated parametric values. Numerical simulations are presented to substantiate the analytical findings.

Photon number amplification/duplication through parametric conversion

NASA Technical Reports Server (NTRS)

Dariano, G. M.; Macchiavello, C.; Paris, M.

1993-01-01

The performance of parametric conversion in achieving number amplification and duplication is analyzed. It is shown that the effective maximum gains G(sub *) remain well below their integer ideal values, even for large signals. Correspondingly, one has output Fano factors F(sub *) which are increasing functions of the input photon number. On the other hand, in the inverse (deamplifier/recombiner) operating mode quasi-ideal gains G(sub *) and small factors F(sub *) approximately equal to 10 percent are obtained. Output noise and non-ideal gains are ascribed to spontaneous parametric emission.

The influence of vegetation height heterogeneity on forest and woodland bird species richness across the United States.

PubMed

Huang, Qiongyu; Swatantran, Anu; Dubayah, Ralph; Goetz, Scott J

2014-01-01

Avian diversity is under increasing pressures. It is thus critical to understand the ecological variables that contribute to large scale spatial distribution of avian species diversity. Traditionally, studies have relied primarily on two-dimensional habitat structure to model broad scale species richness. Vegetation vertical structure is increasingly used at local scales. However, the spatial arrangement of vegetation height has never been taken into consideration. Our goal was to examine the efficacies of three-dimensional forest structure, particularly the spatial heterogeneity of vegetation height in improving avian richness models across forested ecoregions in the U.S. We developed novel habitat metrics to characterize the spatial arrangement of vegetation height using the National Biomass and Carbon Dataset for the year 2000 (NBCD). The height-structured metrics were compared with other habitat metrics for statistical association with richness of three forest breeding bird guilds across Breeding Bird Survey (BBS) routes: a broadly grouped woodland guild, and two forest breeding guilds with preferences for forest edge and for interior forest. Parametric and non-parametric models were built to examine the improvement of predictability. Height-structured metrics had the strongest associations with species richness, yielding improved predictive ability for the woodland guild richness models (r(2) = ∼ 0.53 for the parametric models, 0.63 the non-parametric models) and the forest edge guild models (r(2) = ∼ 0.34 for the parametric models, 0.47 the non-parametric models). All but one of the linear models incorporating height-structured metrics showed significantly higher adjusted-r2 values than their counterparts without additional metrics. The interior forest guild richness showed a consistent low association with height-structured metrics. Our results suggest that height heterogeneity, beyond canopy height alone, supplements habitat characterization and richness models of forest bird species. The metrics and models derived in this study demonstrate practical examples of utilizing three-dimensional vegetation data for improved characterization of spatial patterns in species richness.

The Influence of Vegetation Height Heterogeneity on Forest and Woodland Bird Species Richness across the United States

PubMed Central

Huang, Qiongyu; Swatantran, Anu; Dubayah, Ralph; Goetz, Scott J.

2014-01-01

Avian diversity is under increasing pressures. It is thus critical to understand the ecological variables that contribute to large scale spatial distribution of avian species diversity. Traditionally, studies have relied primarily on two-dimensional habitat structure to model broad scale species richness. Vegetation vertical structure is increasingly used at local scales. However, the spatial arrangement of vegetation height has never been taken into consideration. Our goal was to examine the efficacies of three-dimensional forest structure, particularly the spatial heterogeneity of vegetation height in improving avian richness models across forested ecoregions in the U.S. We developed novel habitat metrics to characterize the spatial arrangement of vegetation height using the National Biomass and Carbon Dataset for the year 2000 (NBCD). The height-structured metrics were compared with other habitat metrics for statistical association with richness of three forest breeding bird guilds across Breeding Bird Survey (BBS) routes: a broadly grouped woodland guild, and two forest breeding guilds with preferences for forest edge and for interior forest. Parametric and non-parametric models were built to examine the improvement of predictability. Height-structured metrics had the strongest associations with species richness, yielding improved predictive ability for the woodland guild richness models (r2 = ∼0.53 for the parametric models, 0.63 the non-parametric models) and the forest edge guild models (r2 = ∼0.34 for the parametric models, 0.47 the non-parametric models). All but one of the linear models incorporating height-structured metrics showed significantly higher adjusted-r2 values than their counterparts without additional metrics. The interior forest guild richness showed a consistent low association with height-structured metrics. Our results suggest that height heterogeneity, beyond canopy height alone, supplements habitat characterization and richness models of forest bird species. The metrics and models derived in this study demonstrate practical examples of utilizing three-dimensional vegetation data for improved characterization of spatial patterns in species richness. PMID:25101782

A practical divergence measure for survival distributions that can be estimated from Kaplan-Meier curves.

PubMed

Cox, Trevor F; Czanner, Gabriela

2016-06-30

This paper introduces a new simple divergence measure between two survival distributions. For two groups of patients, the divergence measure between their associated survival distributions is based on the integral of the absolute difference in probabilities that a patient from one group dies at time t and a patient from the other group survives beyond time t and vice versa. In the case of non-crossing hazard functions, the divergence measure is closely linked to the Harrell concordance index, C, the Mann-Whitney test statistic and the area under a receiver operating characteristic curve. The measure can be used in a dynamic way where the divergence between two survival distributions from time zero up to time t is calculated enabling real-time monitoring of treatment differences. The divergence can be found for theoretical survival distributions or can be estimated non-parametrically from survival data using Kaplan-Meier estimates of the survivor functions. The estimator of the divergence is shown to be generally unbiased and approximately normally distributed. For the case of proportional hazards, the constituent parts of the divergence measure can be used to assess the proportional hazards assumption. The use of the divergence measure is illustrated on the survival of pancreatic cancer patients. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Measuring Multi-Joint Stiffness during Single Movements: Numerical Validation of a Novel Time-Frequency Approach

PubMed Central

Piovesan, Davide; Pierobon, Alberto; DiZio, Paul; Lackner, James R.

2012-01-01

This study presents and validates a Time-Frequency technique for measuring 2-dimensional multijoint arm stiffness throughout a single planar movement as well as during static posture. It is proposed as an alternative to current regressive methods which require numerous repetitions to obtain average stiffness on a small segment of the hand trajectory. The method is based on the analysis of the reassigned spectrogram of the arm's response to impulsive perturbations and can estimate arm stiffness on a trial-by-trial basis. Analytic and empirical methods are first derived and tested through modal analysis on synthetic data. The technique's accuracy and robustness are assessed by modeling the estimation of stiffness time profiles changing at different rates and affected by different noise levels. Our method obtains results comparable with two well-known regressive techniques. We also test how the technique can identify the viscoelastic component of non-linear and higher than second order systems with a non-parametrical approach. The technique proposed here is very impervious to noise and can be used easily for both postural and movement tasks. Estimations of stiffness profiles are possible with only one perturbation, making our method a useful tool for estimating limb stiffness during motor learning and adaptation tasks, and for understanding the modulation of stiffness in individuals with neurodegenerative diseases. PMID:22448233

Current estimates of the cure fraction: a feasibility study of statistical cure for breast and colorectal cancer.

PubMed

Stedman, Margaret R; Feuer, Eric J; Mariotto, Angela B

2014-11-01

The probability of cure is a long-term prognostic measure of cancer survival. Estimates of the cure fraction, the proportion of patients "cured" of the disease, are based on extrapolating survival models beyond the range of data. The objective of this work is to evaluate the sensitivity of cure fraction estimates to model choice and study design. Data were obtained from the Surveillance, Epidemiology, and End Results (SEER)-9 registries to construct a cohort of breast and colorectal cancer patients diagnosed from 1975 to 1985. In a sensitivity analysis, cure fraction estimates are compared from different study designs with short- and long-term follow-up. Methods tested include: cause-specific and relative survival, parametric mixture, and flexible models. In a separate analysis, estimates are projected for 2008 diagnoses using study designs including the full cohort (1975-2008 diagnoses) and restricted to recent diagnoses (1998-2008) with follow-up to 2009. We show that flexible models often provide higher estimates of the cure fraction compared to parametric mixture models. Log normal models generate lower estimates than Weibull parametric models. In general, 12 years is enough follow-up time to estimate the cure fraction for regional and distant stage colorectal cancer but not for breast cancer. 2008 colorectal cure projections show a 15% increase in the cure fraction since 1985. Estimates of the cure fraction are model and study design dependent. It is best to compare results from multiple models and examine model fit to determine the reliability of the estimate. Early-stage cancers are sensitive to survival type and follow-up time because of their longer survival. More flexible models are susceptible to slight fluctuations in the shape of the survival curve which can influence the stability of the estimate; however, stability may be improved by lengthening follow-up and restricting the cohort to reduce heterogeneity in the data. Published by Oxford University Press 2014.

Occupational radon exposure and lung cancer mortality: estimating intervention effects using the parametric g-formula.

PubMed

Edwards, Jessie K; McGrath, Leah J; Buckley, Jessie P; Schubauer-Berigan, Mary K; Cole, Stephen R; Richardson, David B

2014-11-01

Traditional regression analysis techniques used to estimate associations between occupational radon exposure and lung cancer focus on estimating the effect of cumulative radon exposure on lung cancer. In contrast, public health interventions are typically based on regulating radon concentration rather than workers' cumulative exposure. Estimating the effect of cumulative occupational exposure on lung cancer may be difficult in situations vulnerable to the healthy worker survivor bias. Workers in the Colorado Plateau Uranium Miners cohort (n = 4,134) entered the study between 1950 and 1964 and were followed for lung cancer mortality through 2005. We use the parametric g-formula to compare the observed lung cancer mortality to the potential lung cancer mortality had each of 3 policies to limit monthly radon exposure been in place throughout follow-up. There were 617 lung cancer deaths over 135,275 person-years of follow-up. With no intervention on radon exposure, estimated lung cancer mortality by age 90 was 16%. Lung cancer mortality was reduced for all interventions considered, and larger reductions in lung cancer mortality were seen for interventions with lower monthly radon exposure limits. The most stringent guideline, the Mine Safety and Health Administration standard of 0.33 working-level months, reduced lung cancer mortality from 16% to 10% (risk ratio = 0.67 [95% confidence interval = 0.61 to 0.73]). This work illustrates the utility of the parametric g-formula for estimating the effects of policies regarding occupational exposures, particularly in situations vulnerable to the healthy worker survivor bias.

Efficient design and inference for multistage randomized trials of individualized treatment policies.

PubMed

Dawson, Ree; Lavori, Philip W

2012-01-01

Clinical demand for individualized "adaptive" treatment policies in diverse fields has spawned development of clinical trial methodology for their experimental evaluation via multistage designs, building upon methods intended for the analysis of naturalistically observed strategies. Because often there is no need to parametrically smooth multistage trial data (in contrast to observational data for adaptive strategies), it is possible to establish direct connections among different methodological approaches. We show by algebraic proof that the maximum likelihood (ML) and optimal semiparametric (SP) estimators of the population mean of the outcome of a treatment policy and its standard error are equal under certain experimental conditions. This result is used to develop a unified and efficient approach to design and inference for multistage trials of policies that adapt treatment according to discrete responses. We derive a sample size formula expressed in terms of a parametric version of the optimal SP population variance. Nonparametric (sample-based) ML estimation performed well in simulation studies, in terms of achieved power, for scenarios most likely to occur in real studies, even though sample sizes were based on the parametric formula. ML outperformed the SP estimator; differences in achieved power predominately reflected differences in their estimates of the population mean (rather than estimated standard errors). Neither methodology could mitigate the potential for overestimated sample sizes when strong nonlinearity was purposely simulated for certain discrete outcomes; however, such departures from linearity may not be an issue for many clinical contexts that make evaluation of competitive treatment policies meaningful.

Robust non-parametric one-sample tests for the analysis of recurrent events.

PubMed

Rebora, Paola; Galimberti, Stefania; Valsecchi, Maria Grazia

2010-12-30

One-sample non-parametric tests are proposed here for inference on recurring events. The focus is on the marginal mean function of events and the basis for inference is the standardized distance between the observed and the expected number of events under a specified reference rate. Different weights are considered in order to account for various types of alternative hypotheses on the mean function of the recurrent events process. A robust version and a stratified version of the test are also proposed. The performance of these tests was investigated through simulation studies under various underlying event generation processes, such as homogeneous and nonhomogeneous Poisson processes, autoregressive and renewal processes, with and without frailty effects. The robust versions of the test have been shown to be suitable in a wide variety of event generating processes. The motivating context is a study on gene therapy in a very rare immunodeficiency in children, where a major end-point is the recurrence of severe infections. Robust non-parametric one-sample tests for recurrent events can be useful to assess efficacy and especially safety in non-randomized studies or in epidemiological studies for comparison with a standard population. Copyright © 2010 John Wiley & Sons, Ltd.

Functional mapping of reaction norms to multiple environmental signals through nonparametric covariance estimation

PubMed Central

2011-01-01

Background The identification of genes or quantitative trait loci that are expressed in response to different environmental factors such as temperature and light, through functional mapping, critically relies on precise modeling of the covariance structure. Previous work used separable parametric covariance structures, such as a Kronecker product of autoregressive one [AR(1)] matrices, that do not account for interaction effects of different environmental factors. Results We implement a more robust nonparametric covariance estimator to model these interactions within the framework of functional mapping of reaction norms to two signals. Our results from Monte Carlo simulations show that this estimator can be useful in modeling interactions that exist between two environmental signals. The interactions are simulated using nonseparable covariance models with spatio-temporal structural forms that mimic interaction effects. Conclusions The nonparametric covariance estimator has an advantage over separable parametric covariance estimators in the detection of QTL location, thus extending the breadth of use of functional mapping in practical settings. PMID:21269481

Comparison of bootstrap approaches for estimation of uncertainties of DTI parameters.

PubMed

Chung, SungWon; Lu, Ying; Henry, Roland G

2006-11-01

Bootstrap is an empirical non-parametric statistical technique based on data resampling that has been used to quantify uncertainties of diffusion tensor MRI (DTI) parameters, useful in tractography and in assessing DTI methods. The current bootstrap method (repetition bootstrap) used for DTI analysis performs resampling within the data sharing common diffusion gradients, requiring multiple acquisitions for each diffusion gradient. Recently, wild bootstrap was proposed that can be applied without multiple acquisitions. In this paper, two new approaches are introduced called residual bootstrap and repetition bootknife. We show that repetition bootknife corrects for the large bias present in the repetition bootstrap method and, therefore, better estimates the standard errors. Like wild bootstrap, residual bootstrap is applicable to single acquisition scheme, and both are based on regression residuals (called model-based resampling). Residual bootstrap is based on the assumption that non-constant variance of measured diffusion-attenuated signals can be modeled, which is actually the assumption behind the widely used weighted least squares solution of diffusion tensor. The performances of these bootstrap approaches were compared in terms of bias, variance, and overall error of bootstrap-estimated standard error by Monte Carlo simulation. We demonstrate that residual bootstrap has smaller biases and overall errors, which enables estimation of uncertainties with higher accuracy. Understanding the properties of these bootstrap procedures will help us to choose the optimal approach for estimating uncertainties that can benefit hypothesis testing based on DTI parameters, probabilistic fiber tracking, and optimizing DTI methods.

Critical review and hydrologic application of threshold detection methods for the generalized Pareto (GP) distribution

NASA Astrophysics Data System (ADS)

Mamalakis, Antonios; Langousis, Andreas; Deidda, Roberto

2016-04-01

Estimation of extreme rainfall from data constitutes one of the most important issues in statistical hydrology, as it is associated with the design of hydraulic structures and flood water management. To that extent, based on asymptotic arguments from Extreme Excess (EE) theory, several studies have focused on developing new, or improving existing methods to fit a generalized Pareto (GP) distribution model to rainfall excesses above a properly selected threshold u. The latter is generally determined using various approaches, such as non-parametric methods that are intended to locate the changing point between extreme and non-extreme regions of the data, graphical methods where one studies the dependence of GP distribution parameters (or related metrics) on the threshold level u, and Goodness of Fit (GoF) metrics that, for a certain level of significance, locate the lowest threshold u that a GP distribution model is applicable. In this work, we review representative methods for GP threshold detection, discuss fundamental differences in their theoretical bases, and apply them to 1714 daily rainfall records from the NOAA-NCDC open-access database, with more than 110 years of data. We find that non-parametric methods that are intended to locate the changing point between extreme and non-extreme regions of the data are generally not reliable, while methods that are based on asymptotic properties of the upper distribution tail lead to unrealistically high threshold and shape parameter estimates. The latter is justified by theoretical arguments, and it is especially the case in rainfall applications, where the shape parameter of the GP distribution is low; i.e. on the order of 0.1 ÷ 0.2. Better performance is demonstrated by graphical methods and GoF metrics that rely on pre-asymptotic properties of the GP distribution. For daily rainfall, we find that GP threshold estimates range between 2÷12 mm/d with a mean value of 6.5 mm/d, while the existence of quantization in the empirical records, as well as variations in their size, constitute the two most important factors that may significantly affect the accuracy of the obtained results. Acknowledgments The research project was implemented within the framework of the Action «Supporting Postdoctoral Researchers» of the Operational Program "Education and Lifelong Learning" (Action's Beneficiary: General Secretariat for Research and Technology), and co-financed by the European Social Fund (ESF) and the Greek State. The work conducted by Roberto Deidda was funded under the Sardinian Regional Law 7/2007 (funding call 2013).

Mutual Information in Frequency and Its Application to Measure Cross-Frequency Coupling in Epilepsy

NASA Astrophysics Data System (ADS)

Malladi, Rakesh; Johnson, Don H.; Kalamangalam, Giridhar P.; Tandon, Nitin; Aazhang, Behnaam

2018-06-01

We define a metric, mutual information in frequency (MI-in-frequency), to detect and quantify the statistical dependence between different frequency components in the data, referred to as cross-frequency coupling and apply it to electrophysiological recordings from the brain to infer cross-frequency coupling. The current metrics used to quantify the cross-frequency coupling in neuroscience cannot detect if two frequency components in non-Gaussian brain recordings are statistically independent or not. Our MI-in-frequency metric, based on Shannon's mutual information between the Cramer's representation of stochastic processes, overcomes this shortcoming and can detect statistical dependence in frequency between non-Gaussian signals. We then describe two data-driven estimators of MI-in-frequency: one based on kernel density estimation and the other based on the nearest neighbor algorithm and validate their performance on simulated data. We then use MI-in-frequency to estimate mutual information between two data streams that are dependent across time, without making any parametric model assumptions. Finally, we use the MI-in- frequency metric to investigate the cross-frequency coupling in seizure onset zone from electrocorticographic recordings during seizures. The inferred cross-frequency coupling characteristics are essential to optimize the spatial and spectral parameters of electrical stimulation based treatments of epilepsy.

Estimating Counterfactual Risk Under Hypothetical Interventions in the Presence of Competing Events: Crystalline Silica Exposure and Mortality From two Causes of Death.

PubMed

Neophytou, Andreas M; Picciotto, Sally; Brown, Daniel M; Gallagher, Lisa E; Checkoway, Harvey; Eisen, Ellen A; Costello, Sadie

2018-04-03

Exposure to silica has been linked to excess risk of lung cancer and non-malignant respiratory disease mortality. In this study we estimated risk for both these outcomes in relation to occupational silica exposure as well as the reduction in risk that would result from hypothetical interventions on exposure in a cohort of exposed workers. Analyses were carried out in an all-male study population consisting of 2342 California diatomaceous earth workers regularly exposed to crystalline silica, followed between 1942 and 2011. We estimated subdistribution risk for each event under the natural course and interventions of interest using the parametric g-formula to adjust for healthy worker survivor bias. The risk ratio for lung cancer mortality comparing an intervention in which a theoretical maximum exposure limit was set at 0.05 mg/m3 (the current U.S. regulatory limit) to the observed exposure concentrations was 0.86 (95% confidence interval: 0.63, 1.22). The corresponding risk ratio for non-malignant respiratory disease mortality was 0.69 (95% confidence interval: 0.52, 0.93). Our findings suggest that risks from both outcomes would have been considerably lower if historical silica exposures in this cohort had not exceeded current regulatory limits.

Fundamental Rotorcraft Acoustic Modeling From Experiments (FRAME)

NASA Technical Reports Server (NTRS)

Greenwood, Eric

2011-01-01

A new methodology is developed for the construction of helicopter source noise models for use in mission planning tools from experimental measurements of helicopter external noise radiation. The models are constructed by employing a parameter identification method to an assumed analytical model of the rotor harmonic noise sources. This new method allows for the identification of individual rotor harmonic noise sources and allows them to be characterized in terms of their individual non-dimensional governing parameters. The method is applied to both wind tunnel measurements and ground noise measurements of two-bladed rotors. The method is shown to match the parametric trends of main rotor harmonic noise, allowing accurate estimates of the dominant rotorcraft noise sources to be made for operating conditions based on a small number of measurements taken at different operating conditions. The ability of this method to estimate changes in noise radiation due to changes in ambient conditions is also demonstrated.

A frequentist approach to computer model calibration

DOE PAGES

Wong, Raymond K. W.; Storlie, Curtis Byron; Lee, Thomas C. M.

2016-05-05

The paper considers the computer model calibration problem and provides a general frequentist solution. Under the framework proposed, the data model is semiparametric with a non-parametric discrepancy function which accounts for any discrepancy between physical reality and the computer model. In an attempt to solve a fundamentally important (but often ignored) identifiability issue between the computer model parameters and the discrepancy function, the paper proposes a new and identifiable parameterization of the calibration problem. It also develops a two-step procedure for estimating all the relevant quantities under the new parameterization. This estimation procedure is shown to enjoy excellent rates ofmore » convergence and can be straightforwardly implemented with existing software. For uncertainty quantification, bootstrapping is adopted to construct confidence regions for the quantities of interest. As a result, the practical performance of the methodology is illustrated through simulation examples and an application to a computational fluid dynamics model.« less

Inferring time derivatives including cell growth rates using Gaussian processes

NASA Astrophysics Data System (ADS)

Swain, Peter S.; Stevenson, Keiran; Leary, Allen; Montano-Gutierrez, Luis F.; Clark, Ivan B. N.; Vogel, Jackie; Pilizota, Teuta

2016-12-01

Often the time derivative of a measured variable is of as much interest as the variable itself. For a growing population of biological cells, for example, the population's growth rate is typically more important than its size. Here we introduce a non-parametric method to infer first and second time derivatives as a function of time from time-series data. Our approach is based on Gaussian processes and applies to a wide range of data. In tests, the method is at least as accurate as others, but has several advantages: it estimates errors both in the inference and in any summary statistics, such as lag times, and allows interpolation with the corresponding error estimation. As illustrations, we infer growth rates of microbial cells, the rate of assembly of an amyloid fibril and both the speed and acceleration of two separating spindle pole bodies. Our algorithm should thus be broadly applicable.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wong, Raymond K. W.; Storlie, Curtis Byron; Lee, Thomas C. M.

The paper considers the computer model calibration problem and provides a general frequentist solution. Under the framework proposed, the data model is semiparametric with a non-parametric discrepancy function which accounts for any discrepancy between physical reality and the computer model. In an attempt to solve a fundamentally important (but often ignored) identifiability issue between the computer model parameters and the discrepancy function, the paper proposes a new and identifiable parameterization of the calibration problem. It also develops a two-step procedure for estimating all the relevant quantities under the new parameterization. This estimation procedure is shown to enjoy excellent rates ofmore » convergence and can be straightforwardly implemented with existing software. For uncertainty quantification, bootstrapping is adopted to construct confidence regions for the quantities of interest. As a result, the practical performance of the methodology is illustrated through simulation examples and an application to a computational fluid dynamics model.« less

Data-driven monitoring for stochastic systems and its application on batch process

NASA Astrophysics Data System (ADS)

Yin, Shen; Ding, Steven X.; Haghani Abandan Sari, Adel; Hao, Haiyang

2013-07-01

Batch processes are characterised by a prescribed processing of raw materials into final products for a finite duration and play an important role in many industrial sectors due to the low-volume and high-value products. Process dynamics and stochastic disturbances are inherent characteristics of batch processes, which cause monitoring of batch processes a challenging problem in practice. To solve this problem, a subspace-aided data-driven approach is presented in this article for batch process monitoring. The advantages of the proposed approach lie in its simple form and its abilities to deal with stochastic disturbances and process dynamics existing in the process. The kernel density estimation, which serves as a non-parametric way of estimating the probability density function, is utilised for threshold calculation. An industrial benchmark of fed-batch penicillin production is finally utilised to verify the effectiveness of the proposed approach.

Measurement of photon indistinguishability to a quantifiable uncertainty using a Hong-Ou-Mandel interferometer

DOE Office of Scientific and Technical Information (OSTI.GOV)

Thomas, Peter J.; Cheung, Jessica Y.; Chunnilall, Christopher J.

2010-04-10

We present a method for using the Hong-Ou-Mandel (HOM) interference technique to quantify photon indistinguishability within an associated uncertainty. The method allows the relative importance of various experimental factors affecting the HOM visibility to be identified, and enables the actual indistinguishability, with an associated uncertainty, to be estimated from experimentally measured quantities. A measurement equation has been derived that accounts for the non-ideal performance of the interferometer. The origin of each term of the equation is explained, along with procedures for their experimental evaluation and uncertainty estimation. These uncertainties are combined to give an overall uncertainty for the derived photonmore » indistinguishability. The analysis was applied to measurements from an interferometer sourced with photon pairs from a parametric downconversion process. The measured photon indistinguishably was found to be 0.954+/-0.036 by using the prescribed method.« less

A New Hybrid-Multiscale SSA Prediction of Non-Stationary Time Series

NASA Astrophysics Data System (ADS)

Ghanbarzadeh, Mitra; Aminghafari, Mina

2016-02-01

Singular spectral analysis (SSA) is a non-parametric method used in the prediction of non-stationary time series. It has two parameters, which are difficult to determine and very sensitive to their values. Since, SSA is a deterministic-based method, it does not give good results when the time series is contaminated with a high noise level and correlated noise. Therefore, we introduce a novel method to handle these problems. It is based on the prediction of non-decimated wavelet (NDW) signals by SSA and then, prediction of residuals by wavelet regression. The advantages of our method are the automatic determination of parameters and taking account of the stochastic structure of time series. As shown through the simulated and real data, we obtain better results than SSA, a non-parametric wavelet regression method and Holt-Winters method.

A Simple Method for Estimating Informative Node Age Priors for the Fossil Calibration of Molecular Divergence Time Analyses

PubMed Central

Nowak, Michael D.; Smith, Andrew B.; Simpson, Carl; Zwickl, Derrick J.

2013-01-01

Molecular divergence time analyses often rely on the age of fossil lineages to calibrate node age estimates. Most divergence time analyses are now performed in a Bayesian framework, where fossil calibrations are incorporated as parametric prior probabilities on node ages. It is widely accepted that an ideal parameterization of such node age prior probabilities should be based on a comprehensive analysis of the fossil record of the clade of interest, but there is currently no generally applicable approach for calculating such informative priors. We provide here a simple and easily implemented method that employs fossil data to estimate the likely amount of missing history prior to the oldest fossil occurrence of a clade, which can be used to fit an informative parametric prior probability distribution on a node age. Specifically, our method uses the extant diversity and the stratigraphic distribution of fossil lineages confidently assigned to a clade to fit a branching model of lineage diversification. Conditioning this on a simple model of fossil preservation, we estimate the likely amount of missing history prior to the oldest fossil occurrence of a clade. The likelihood surface of missing history can then be translated into a parametric prior probability distribution on the age of the clade of interest. We show that the method performs well with simulated fossil distribution data, but that the likelihood surface of missing history can at times be too complex for the distribution-fitting algorithm employed by our software tool. An empirical example of the application of our method is performed to estimate echinoid node ages. A simulation-based sensitivity analysis using the echinoid data set shows that node age prior distributions estimated under poor preservation rates are significantly less informative than those estimated under high preservation rates. PMID:23755303

Constellation Program Life-cycle Cost Analysis Model (LCAM)

NASA Technical Reports Server (NTRS)

Prince, Andy; Rose, Heidi; Wood, James

2008-01-01

The Constellation Program (CxP) is NASA's effort to replace the Space Shuttle, return humans to the moon, and prepare for a human mission to Mars. The major elements of the Constellation Lunar sortie design reference mission architecture are shown. Unlike the Apollo Program of the 1960's, affordability is a major concern of United States policy makers and NASA management. To measure Constellation affordability, a total ownership cost life-cycle parametric cost estimating capability is required. This capability is being developed by the Constellation Systems Engineering and Integration (SE&I) Directorate, and is called the Lifecycle Cost Analysis Model (LCAM). The requirements for LCAM are based on the need to have a parametric estimating capability in order to do top-level program analysis, evaluate design alternatives, and explore options for future systems. By estimating the total cost of ownership within the context of the planned Constellation budget, LCAM can provide Program and NASA management with the cost data necessary to identify the most affordable alternatives. LCAM is also a key component of the Integrated Program Model (IPM), an SE&I developed capability that combines parametric sizing tools with cost, schedule, and risk models to perform program analysis. LCAM is used in the generation of cost estimates for system level trades and analyses. It draws upon the legacy of previous architecture level cost models, such as the Exploration Systems Mission Directorate (ESMD) Architecture Cost Model (ARCOM) developed for Simulation Based Acquisition (SBA), and ATLAS. LCAM is used to support requirements and design trade studies by calculating changes in cost relative to a baseline option cost. Estimated costs are generally low fidelity to accommodate available input data and available cost estimating relationships (CERs). LCAM is capable of interfacing with the Integrated Program Model to provide the cost estimating capability for that suite of tools.

Developpement de techniques de diagnostic non intrusif par tomographie optique

NASA Astrophysics Data System (ADS)

Dubot, Fabien

Que ce soit dans les domaines des procedes industriels ou de l'imagerie medicale, on a assiste ces deux dernieres decennies a un developpement croissant des techniques optiques de diagnostic. L'engouement pour ces methodes repose principalement sur le fait qu'elles sont totalement non invasives, qu'elle utilisent des sources de rayonnement non nocives pour l'homme et l'environnement et qu'elles sont relativement peu couteuses et faciles a mettre en oeuvre comparees aux autres techniques d'imagerie. Une de ces techniques est la Tomographie Optique Diffuse (TOD). Cette methode d'imagerie tridimensionnelle consiste a caracteriser les proprietes radiatives d'un Milieu Semi-Transparent (MST) a partir de mesures optiques dans le proche infrarouge obtenues a l'aide d'un ensemble de sources et detecteurs situes sur la frontiere du domaine sonde. Elle repose notamment sur un modele direct de propagation de la lumiere dans le MST, fournissant les predictions, et un algorithme de minimisation d'une fonction de cout integrant les predictions et les mesures, permettant la reconstruction des parametres d'interet. Dans ce travail, le modele direct est l'approximation diffuse de l'equation de transfert radiatif dans le regime frequentiel tandis que les parametres d'interet sont les distributions spatiales des coefficients d'absorption et de diffusion reduit. Cette these est consacree au developpement d'une methode inverse robuste pour la resolution du probleme de TOD dans le domaine frequentiel. Pour repondre a cet objectif, ce travail est structure en trois parties qui constituent les principaux axes de la these. Premierement, une comparaison des algorithmes de Gauss-Newton amorti et de Broyden- Fletcher-Goldfarb-Shanno (BFGS) est proposee dans le cas bidimensionnel. Deux methodes de regularisation sont combinees pour chacun des deux algorithmes, a savoir la reduction de la dimension de l'espace de controle basee sur le maillage et la regularisation par penalisation de Tikhonov pour l'algorithme de Gauss-Newton amorti, et les regularisations basees sur le maillage et l'utilisation des gradients de Sobolev, uniformes ou spatialement dependants, lors de l'extraction du gradient de la fonction cout, pour la methode BFGS. Les resultats numeriques indiquent que l'algorithme de BFGS surpasse celui de Gauss-Newton amorti en ce qui concerne la qualite des reconstructions obtenues, le temps de calcul ou encore la facilite de selection du parametre de regularisation. Deuxiemement, une etude sur la quasi-independance du parametre de penalisation de Tikhonov optimal par rapport a la dimension de l'espace de controle dans les problemes inverses d'estimation de fonctions spatialement dependantes est menee. Cette etude fait suite a une observation realisee lors de la premiere partie de ce travail ou le parametre de Tikhonov, determine par la methode " L-curve ", se trouve etre independant de la dimension de l'espace de controle dans le cas sous-determine. Cette hypothese est demontree theoriquement puis verifiee numeriquement sur un probleme inverse lineaire de conduction de la chaleur puis sur le probleme inverse non-lineaire de TOD. La verification numerique repose sur la determination d'un parametre de Tikhonov optimal, defini comme etant celui qui minimise les ecarts entre les cibles et les reconstructions. La demonstration theorique repose sur le principe de Morozov (discrepancy principle) dans le cas lineaire, tandis qu'elle repose essentiellement sur l'hypothese que les fonctions radiatives a reconstruire sont des variables aleatoires suivant une loi normale dans le cas non-lineaire. En conclusion, la these demontre que le parametre de Tikhonov peut etre determine en utilisant une parametrisation des variables de controle associee a un maillage lâche afin de reduire les temps de calcul. Troisiemement, une methode inverse multi-echelle basee sur les ondelettes associee a l'algorithme de BFGS est developpee. Cette methode, qui s'appuie sur une reformulation du probleme inverse original en une suite de sous-problemes inverses de la plus grande echelle a la plus petite, a l'aide de la transformee en ondelettes, permet de faire face a la propriete de convergence locale de l'optimiseur et a la presence de nombreux minima locaux dans la fonction cout. Les resultats numeriques montrent que la methode proposee est plus stable vis-a-vis de l'estimation initiale des proprietes radiatives et fournit des reconstructions finales plus precises que l'algorithme de BFGS ordinaire tout en necessitant des temps de calcul semblables. Les resultats de ces travaux sont presentes dans cette these sous forme de quatre articles. Le premier article a ete accepte dans l'International Journal of Thermal Sciences, le deuxieme est accepte dans la revue Inverse Problems in Science and Engineering, le troisieme est accepte dans le Journal of Computational and Applied Mathematics et le quatrieme a ete soumis au Journal of Quantitative Spectroscopy & Radiative Transfer. Dix autres articles ont ete publies dans des comptes-rendus de conferences avec comite de lecture. Ces articles sont disponibles en format pdf sur le site de la Chaire de recherche t3e (www.t3e.info).

A comparison of confidence/credible interval methods for the area under the ROC curve for continuous diagnostic tests with small sample size.

PubMed

Feng, Dai; Cortese, Giuliana; Baumgartner, Richard

2017-12-01

The receiver operating characteristic (ROC) curve is frequently used as a measure of accuracy of continuous markers in diagnostic tests. The area under the ROC curve (AUC) is arguably the most widely used summary index for the ROC curve. Although the small sample size scenario is common in medical tests, a comprehensive study of small sample size properties of various methods for the construction of the confidence/credible interval (CI) for the AUC has been by and large missing in the literature. In this paper, we describe and compare 29 non-parametric and parametric methods for the construction of the CI for the AUC when the number of available observations is small. The methods considered include not only those that have been widely adopted, but also those that have been less frequently mentioned or, to our knowledge, never applied to the AUC context. To compare different methods, we carried out a simulation study with data generated from binormal models with equal and unequal variances and from exponential models with various parameters and with equal and unequal small sample sizes. We found that the larger the true AUC value and the smaller the sample size, the larger the discrepancy among the results of different approaches. When the model is correctly specified, the parametric approaches tend to outperform the non-parametric ones. Moreover, in the non-parametric domain, we found that a method based on the Mann-Whitney statistic is in general superior to the others. We further elucidate potential issues and provide possible solutions to along with general guidance on the CI construction for the AUC when the sample size is small. Finally, we illustrate the utility of different methods through real life examples.

A parametric ribcage geometry model accounting for variations among the adult population.

PubMed

Wang, Yulong; Cao, Libo; Bai, Zhonghao; Reed, Matthew P; Rupp, Jonathan D; Hoff, Carrie N; Hu, Jingwen

2016-09-06

The objective of this study is to develop a parametric ribcage model that can account for morphological variations among the adult population. Ribcage geometries, including 12 pair of ribs, sternum, and thoracic spine, were collected from CT scans of 101 adult subjects through image segmentation, landmark identification (1016 for each subject), symmetry adjustment, and template mesh mapping (26,180 elements for each subject). Generalized procrustes analysis (GPA), principal component analysis (PCA), and regression analysis were used to develop a parametric ribcage model, which can predict nodal locations of the template mesh according to age, sex, height, and body mass index (BMI). Two regression models, a quadratic model for estimating the ribcage size and a linear model for estimating the ribcage shape, were developed. The results showed that the ribcage size was dominated by the height (p=0.000) and age-sex-interaction (p=0.007) and the ribcage shape was significantly affected by the age (p=0.0005), sex (p=0.0002), height (p=0.0064) and BMI (p=0.0000). Along with proper assignment of cortical bone thickness, material properties and failure properties, this parametric ribcage model can directly serve as the mesh of finite element ribcage models for quantifying effects of human characteristics on thoracic injury risks. Copyright © 2016 Elsevier Ltd. All rights reserved.

Parametric analysis of closed cycle magnetohydrodynamic (MHD) power plants

NASA Technical Reports Server (NTRS)

Owens, W.; Berg, R.; Murthy, R.; Patten, J.

1981-01-01

A parametric analysis of closed cycle MHD power plants was performed which studied the technical feasibility, associated capital cost, and cost of electricity for the direct combustion of coal or coal derived fuel. Three reference plants, differing primarily in the method of coal conversion utilized, were defined. Reference Plant 1 used direct coal fired combustion while Reference Plants 2 and 3 employed on site integrated gasifiers. Reference Plant 2 used a pressurized gasifier while Reference Plant 3 used a ""state of the art' atmospheric gasifier. Thirty plant configurations were considered by using parametric variations from the Reference Plants. Parametric variations include the type of coal (Montana Rosebud or Illinois No. 6), clean up systems (hot or cold gas clean up), on or two stage atmospheric or pressurized direct fired coal combustors, and six different gasifier systems. Plant sizes ranged from 100 to 1000 MWe. Overall plant performance was calculated using two methodologies. In one task, the channel performance was assumed and the MHD topping cycle efficiencies were based on the assumed values. A second task involved rigorous calculations of channel performance (enthalpy extraction, isentropic efficiency and generator output) that verified the original (task one) assumptions. Closed cycle MHD capital costs were estimated for the task one plants; task two cost estimates were made for the channel and magnet only.

Data-Adaptive Bias-Reduced Doubly Robust Estimation.

PubMed

Vermeulen, Karel; Vansteelandt, Stijn

2016-05-01

Doubly robust estimators have now been proposed for a variety of target parameters in the causal inference and missing data literature. These consistently estimate the parameter of interest under a semiparametric model when one of two nuisance working models is correctly specified, regardless of which. The recently proposed bias-reduced doubly robust estimation procedure aims to partially retain this robustness in more realistic settings where both working models are misspecified. These so-called bias-reduced doubly robust estimators make use of special (finite-dimensional) nuisance parameter estimators that are designed to locally minimize the squared asymptotic bias of the doubly robust estimator in certain directions of these finite-dimensional nuisance parameters under misspecification of both parametric working models. In this article, we extend this idea to incorporate the use of data-adaptive estimators (infinite-dimensional nuisance parameters), by exploiting the bias reduction estimation principle in the direction of only one nuisance parameter. We additionally provide an asymptotic linearity theorem which gives the influence function of the proposed doubly robust estimator under correct specification of a parametric nuisance working model for the missingness mechanism/propensity score but a possibly misspecified (finite- or infinite-dimensional) outcome working model. Simulation studies confirm the desirable finite-sample performance of the proposed estimators relative to a variety of other doubly robust estimators.

Improving mass-univariate analysis of neuroimaging data by modelling important unknown covariates: Application to Epigenome-Wide Association Studies.

PubMed

Guillaume, Bryan; Wang, Changqing; Poh, Joann; Shen, Mo Jun; Ong, Mei Lyn; Tan, Pei Fang; Karnani, Neerja; Meaney, Michael; Qiu, Anqi

2018-06-01

Statistical inference on neuroimaging data is often conducted using a mass-univariate model, equivalent to fitting a linear model at every voxel with a known set of covariates. Due to the large number of linear models, it is challenging to check if the selection of covariates is appropriate and to modify this selection adequately. The use of standard diagnostics, such as residual plotting, is clearly not practical for neuroimaging data. However, the selection of covariates is crucial for linear regression to ensure valid statistical inference. In particular, the mean model of regression needs to be reasonably well specified. Unfortunately, this issue is often overlooked in the field of neuroimaging. This study aims to adopt the existing Confounder Adjusted Testing and Estimation (CATE) approach and to extend it for use with neuroimaging data. We propose a modification of CATE that can yield valid statistical inferences using Principal Component Analysis (PCA) estimators instead of Maximum Likelihood (ML) estimators. We then propose a non-parametric hypothesis testing procedure that can improve upon parametric testing. Monte Carlo simulations show that the modification of CATE allows for more accurate modelling of neuroimaging data and can in turn yield a better control of False Positive Rate (FPR) and Family-Wise Error Rate (FWER). We demonstrate its application to an Epigenome-Wide Association Study (EWAS) on neonatal brain imaging and umbilical cord DNA methylation data obtained as part of a longitudinal cohort study. Software for this CATE study is freely available at http://www.bioeng.nus.edu.sg/cfa/Imaging_Genetics2.html. Copyright © 2018 The Author(s). Published by Elsevier Inc. All rights reserved.

Estimating the mean and standard deviation of environmental data with below detection limit observations: Considering highly skewed data and model misspecification.

PubMed

Shoari, Niloofar; Dubé, Jean-Sébastien; Chenouri, Shoja'eddin

2015-11-01

In environmental studies, concentration measurements frequently fall below detection limits of measuring instruments, resulting in left-censored data. Some studies employ parametric methods such as the maximum likelihood estimator (MLE), robust regression on order statistic (rROS), and gamma regression on order statistic (GROS), while others suggest a non-parametric approach, the Kaplan-Meier method (KM). Using examples of real data from a soil characterization study in Montreal, we highlight the need for additional investigations that aim at unifying the existing literature. A number of studies have examined this issue; however, those considering data skewness and model misspecification are rare. These aspects are investigated in this paper through simulations. Among other findings, results show that for low skewed data, the performance of different statistical methods is comparable, regardless of the censoring percentage and sample size. For highly skewed data, the performance of the MLE method under lognormal and Weibull distributions is questionable; particularly, when the sample size is small or censoring percentage is high. In such conditions, MLE under gamma distribution, rROS, GROS, and KM are less sensitive to skewness. Related to model misspecification, MLE based on lognormal and Weibull distributions provides poor estimates when the true distribution of data is misspecified. However, the methods of rROS, GROS, and MLE under gamma distribution are generally robust to model misspecifications regardless of skewness, sample size, and censoring percentage. Since the characteristics of environmental data (e.g., type of distribution and skewness) are unknown a priori, we suggest using MLE based on gamma distribution, rROS and GROS. Copyright © 2015 Elsevier Ltd. All rights reserved.

Nonreciprocal Gain in Non-Hermitian Time-Floquet Systems

NASA Astrophysics Data System (ADS)

Koutserimpas, Theodoros T.; Fleury, Romain

2018-02-01

We explore the unconventional wave scattering properties of non-Hermitian systems in which amplification or damping are induced by time-periodic modulation. These non-Hermitian time-Floquet systems are capable of nonreciprocal operations in the frequency domain, which can be exploited to induce novel physical phenomena such as unidirectional wave amplification and perfect nonreciprocal response with zero or even negative insertion losses. This unique behavior is obtained by imparting a specific low-frequency time-periodic modulation to the complex coupling between lossless resonators, promoting only upward frequency conversion, and leading to nonreciprocal parametric gain. We provide a full-wave demonstration of our findings in a one-way microwave amplifier, and establish the potential of non-Hermitian time-Floquet devices for insertion-loss free microwave isolation and unidirectional parametric amplification.

Parametric correlation functions to model the structure of permanent environmental (co)variances in milk yield random regression models.

PubMed

Bignardi, A B; El Faro, L; Cardoso, V L; Machado, P F; Albuquerque, L G

2009-09-01

The objective of the present study was to estimate milk yield genetic parameters applying random regression models and parametric correlation functions combined with a variance function to model animal permanent environmental effects. A total of 152,145 test-day milk yields from 7,317 first lactations of Holstein cows belonging to herds located in the southeastern region of Brazil were analyzed. Test-day milk yields were divided into 44 weekly classes of days in milk. Contemporary groups were defined by herd-test-day comprising a total of 2,539 classes. The model included direct additive genetic, permanent environmental, and residual random effects. The following fixed effects were considered: contemporary group, age of cow at calving (linear and quadratic regressions), and the population average lactation curve modeled by fourth-order orthogonal Legendre polynomial. Additive genetic effects were modeled by random regression on orthogonal Legendre polynomials of days in milk, whereas permanent environmental effects were estimated using a stationary or nonstationary parametric correlation function combined with a variance function of different orders. The structure of residual variances was modeled using a step function containing 6 variance classes. The genetic parameter estimates obtained with the model using a stationary correlation function associated with a variance function to model permanent environmental effects were similar to those obtained with models employing orthogonal Legendre polynomials for the same effect. A model using a sixth-order polynomial for additive effects and a stationary parametric correlation function associated with a seventh-order variance function to model permanent environmental effects would be sufficient for data fitting.

Classification of Company Performance using Weighted Probabilistic Neural Network

NASA Astrophysics Data System (ADS)

Yasin, Hasbi; Waridi Basyiruddin Arifin, Adi; Warsito, Budi

2018-05-01

Classification of company performance can be judged by looking at its financial status, whether good or bad state. Classification of company performance can be achieved by some approach, either parametric or non-parametric. Neural Network is one of non-parametric methods. One of Artificial Neural Network (ANN) models is Probabilistic Neural Network (PNN). PNN consists of four layers, i.e. input layer, pattern layer, addition layer, and output layer. The distance function used is the euclidean distance and each class share the same values as their weights. In this study used PNN that has been modified on the weighting process between the pattern layer and the addition layer by involving the calculation of the mahalanobis distance. This model is called the Weighted Probabilistic Neural Network (WPNN). The results show that the company's performance modeling with the WPNN model has a very high accuracy that reaches 100%.

Latest astronomical constraints on some non-linear parametric dark energy models

NASA Astrophysics Data System (ADS)

Yang, Weiqiang; Pan, Supriya; Paliathanasis, Andronikos

2018-04-01

We consider non-linear redshift-dependent equation of state parameters as dark energy models in a spatially flat Friedmann-Lemaître-Robertson-Walker universe. To depict the expansion history of the universe in such cosmological scenarios, we take into account the large-scale behaviour of such parametric models and fit them using a set of latest observational data with distinct origin that includes cosmic microwave background radiation, Supernove Type Ia, baryon acoustic oscillations, redshift space distortion, weak gravitational lensing, Hubble parameter measurements from cosmic chronometers, and finally the local Hubble constant from Hubble space telescope. The fitting technique avails the publicly available code Cosmological Monte Carlo (COSMOMC), to extract the cosmological information out of these parametric dark energy models. From our analysis, it follows that those models could describe the late time accelerating phase of the universe, while they are distinguished from the Λ-cosmology.

Comparing estimates of genetic variance across different relationship models.

PubMed

Legarra, Andres

2016-02-01

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

Evaluation of the influence of dominance rules for the assembly line design problem under consideration of product design alternatives

NASA Astrophysics Data System (ADS)

Oesterle, Jonathan; Lionel, Amodeo

2018-06-01

The current competitive situation increases the importance of realistically estimating product costs during the early phases of product and assembly line planning projects. In this article, several multi-objective algorithms using difference dominance rules are proposed to solve the problem associated with the selection of the most effective combination of product and assembly lines. The list of developed algorithms includes variants of ant colony algorithms, evolutionary algorithms and imperialist competitive algorithms. The performance of each algorithm and dominance rule is analysed by five multi-objective quality indicators and fifty problem instances. The algorithms and dominance rules are ranked using a non-parametric statistical test.

Demand-pull and environmental innovations: Estimating the effects of innovative public procurement.

PubMed

Ghisetti, Claudia

2017-12-01

This paper contributes to the emerging literature on the adoption of environmental innovation, by investigating the so far unexplored role of governmental demand in stimulating 'greener' production choices. Specifically, the role of innovative public procurement in driving the adoption and diffusion of sustainable manufacturing technologies is analysed. Results, based on firm-level data in the 28 Member States of the European Union, Switzerland and the USA, are obtained through non-parametric matching techniques. Those outline the crucial role of innovative public procurement in the uptake of environmental innovations. This confirms the relevance of such policy instrument in allowing countries to achieve a decarbonised and sustainable growth path which is compatible with competitiveness goals.

A Parameter Identification Method for Helicopter Noise Source Identification and Physics-Based Semi-Empirical Modeling

NASA Technical Reports Server (NTRS)

Greenwood, Eric, II; Schmitz, Fredric H.

2010-01-01

A new physics-based parameter identification method for rotor harmonic noise sources is developed using an acoustic inverse simulation technique. This new method allows for the identification of individual rotor harmonic noise sources and allows them to be characterized in terms of their individual non-dimensional governing parameters. This new method is applied to both wind tunnel measurements and ground noise measurements of two-bladed rotors. The method is shown to match the parametric trends of main rotor Blade-Vortex Interaction (BVI) noise, allowing accurate estimates of BVI noise to be made for operating conditions based on a small number of measurements taken at different operating conditions.

Pitch-Learning Algorithm For Speech Encoders

NASA Technical Reports Server (NTRS)

Bhaskar, B. R. Udaya

1988-01-01

Adaptive algorithm detects and corrects errors in sequence of estimates of pitch period of speech. Algorithm operates in conjunction with techniques used to estimate pitch period. Used in such parametric and hybrid speech coders as linear predictive coders and adaptive predictive coders.

MEASURING DARK MATTER PROFILES NON-PARAMETRICALLY IN DWARF SPHEROIDALS: AN APPLICATION TO DRACO

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jardel, John R.; Gebhardt, Karl; Fabricius, Maximilian H.

2013-02-15

We introduce a novel implementation of orbit-based (or Schwarzschild) modeling that allows dark matter density profiles to be calculated non-parametrically in nearby galaxies. Our models require no assumptions to be made about velocity anisotropy or the dark matter profile. The technique can be applied to any dispersion-supported stellar system, and we demonstrate its use by studying the Local Group dwarf spheroidal galaxy (dSph) Draco. We use existing kinematic data at larger radii and also present 12 new radial velocities within the central 13 pc obtained with the VIRUS-W integral field spectrograph on the 2.7 m telescope at McDonald Observatory. Ourmore » non-parametric Schwarzschild models find strong evidence that the dark matter profile in Draco is cuspy for 20 {<=} r {<=} 700 pc. The profile for r {>=} 20 pc is well fit by a power law with slope {alpha} = -1.0 {+-} 0.2, consistent with predictions from cold dark matter simulations. Our models confirm that, despite its low baryon content relative to other dSphs, Draco lives in a massive halo.« less

Generalizations and Extensions of the Probability of Superiority Effect Size Estimator

ERIC Educational Resources Information Center

Ruscio, John; Gera, Benjamin Lee

2013-01-01

Researchers are strongly encouraged to accompany the results of statistical tests with appropriate estimates of effect size. For 2-group comparisons, a probability-based effect size estimator ("A") has many appealing properties (e.g., it is easy to understand, robust to violations of parametric assumptions, insensitive to outliers). We review…

40 CFR Appendix C to Part 75 - Missing Data Estimation Procedures

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 17 2013-07-01 2013-07-01 false Missing Data Estimation Procedures C... (CONTINUED) CONTINUOUS EMISSION MONITORING Pt. 75, App. C Appendix C to Part 75—Missing Data Estimation Procedures 1. Parametric Monitoring Procedure for Missing SO2 Concentration or NOX Emission Rate Data 1...

40 CFR Appendix C to Part 75 - Missing Data Estimation Procedures

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 17 2014-07-01 2014-07-01 false Missing Data Estimation Procedures C... (CONTINUED) CONTINUOUS EMISSION MONITORING Pt. 75, App. C Appendix C to Part 75—Missing Data Estimation Procedures 1. Parametric Monitoring Procedure for Missing SO2 Concentration or NOX Emission Rate Data 1...

40 CFR Appendix C to Part 75 - Missing Data Estimation Procedures

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 17 2012-07-01 2012-07-01 false Missing Data Estimation Procedures C... (CONTINUED) CONTINUOUS EMISSION MONITORING Pt. 75, App. C Appendix C to Part 75—Missing Data Estimation Procedures 1. Parametric Monitoring Procedure for Missing SO2 Concentration or NOX Emission Rate Data 1...

40 CFR Appendix C to Part 75 - Missing Data Estimation Procedures

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 16 2011-07-01 2011-07-01 false Missing Data Estimation Procedures C... (CONTINUED) CONTINUOUS EMISSION MONITORING Pt. 75, App. C Appendix C to Part 75—Missing Data Estimation Procedures 1. Parametric Monitoring Procedure for Missing SO2 Concentration or NOX Emission Rate Data 1...

Empirical likelihood method for non-ignorable missing data problems.

PubMed

Guan, Zhong; Qin, Jing

2017-01-01

Missing response problem is ubiquitous in survey sampling, medical, social science and epidemiology studies. It is well known that non-ignorable missing is the most difficult missing data problem where the missing of a response depends on its own value. In statistical literature, unlike the ignorable missing data problem, not many papers on non-ignorable missing data are available except for the full parametric model based approach. In this paper we study a semiparametric model for non-ignorable missing data in which the missing probability is known up to some parameters, but the underlying distributions are not specified. By employing Owen (1988)'s empirical likelihood method we can obtain the constrained maximum empirical likelihood estimators of the parameters in the missing probability and the mean response which are shown to be asymptotically normal. Moreover the likelihood ratio statistic can be used to test whether the missing of the responses is non-ignorable or completely at random. The theoretical results are confirmed by a simulation study. As an illustration, the analysis of a real AIDS trial data shows that the missing of CD4 counts around two years are non-ignorable and the sample mean based on observed data only is biased.

Whole-body direct 4D parametric PET imaging employing nested generalized Patlak expectation-maximization reconstruction

PubMed Central

Karakatsanis, Nicolas A.; Casey, Michael E.; Lodge, Martin A.; Rahmim, Arman; Zaidi, Habib

2016-01-01

Whole-body (WB) dynamic PET has recently demonstrated its potential in translating the quantitative benefits of parametric imaging to the clinic. Post-reconstruction standard Patlak (sPatlak) WB graphical analysis utilizes multi-bed multi-pass PET acquisition to produce quantitative WB images of the tracer influx rate Ki as a complimentary metric to the semi-quantitative standardized uptake value (SUV). The resulting Ki images may suffer from high noise due to the need for short acquisition frames. Meanwhile, a generalized Patlak (gPatlak) WB post-reconstruction method had been suggested to limit Ki bias of sPatlak analysis at regions with non-negligible 18F-FDG uptake reversibility; however, gPatlak analysis is non-linear and thus can further amplify noise. In the present study, we implemented, within the open-source Software for Tomographic Image Reconstruction (STIR) platform, a clinically adoptable 4D WB reconstruction framework enabling efficient estimation of sPatlak and gPatlak images directly from dynamic multi-bed PET raw data with substantial noise reduction. Furthermore, we employed the optimization transfer methodology to accelerate 4D expectation-maximization (EM) convergence by nesting the fast image-based estimation of Patlak parameters within each iteration cycle of the slower projection-based estimation of dynamic PET images. The novel gPatlak 4D method was initialized from an optimized set of sPatlak ML-EM iterations to facilitate EM convergence. Initially, realistic simulations were conducted utilizing published 18F-FDG kinetic parameters coupled with the XCAT phantom. Quantitative analyses illustrated enhanced Ki target-to-background ratio (TBR) and especially contrast-to-noise ratio (CNR) performance for the 4D vs. the indirect methods and static SUV. Furthermore, considerable convergence acceleration was observed for the nested algorithms involving 10–20 sub-iterations. Moreover, systematic reduction in Ki % bias and improved TBR were observed for gPatlak vs. sPatlak. Finally, validation on clinical WB dynamic data demonstrated the clinical feasibility and superior Ki CNR performance for the proposed 4D framework compared to indirect Patlak and SUV imaging. PMID:27383991

Whole-body direct 4D parametric PET imaging employing nested generalized Patlak expectation-maximization reconstruction

NASA Astrophysics Data System (ADS)

Karakatsanis, Nicolas A.; Casey, Michael E.; Lodge, Martin A.; Rahmim, Arman; Zaidi, Habib

2016-08-01

Whole-body (WB) dynamic PET has recently demonstrated its potential in translating the quantitative benefits of parametric imaging to the clinic. Post-reconstruction standard Patlak (sPatlak) WB graphical analysis utilizes multi-bed multi-pass PET acquisition to produce quantitative WB images of the tracer influx rate K i as a complimentary metric to the semi-quantitative standardized uptake value (SUV). The resulting K i images may suffer from high noise due to the need for short acquisition frames. Meanwhile, a generalized Patlak (gPatlak) WB post-reconstruction method had been suggested to limit K i bias of sPatlak analysis at regions with non-negligible 18F-FDG uptake reversibility; however, gPatlak analysis is non-linear and thus can further amplify noise. In the present study, we implemented, within the open-source software for tomographic image reconstruction platform, a clinically adoptable 4D WB reconstruction framework enabling efficient estimation of sPatlak and gPatlak images directly from dynamic multi-bed PET raw data with substantial noise reduction. Furthermore, we employed the optimization transfer methodology to accelerate 4D expectation-maximization (EM) convergence by nesting the fast image-based estimation of Patlak parameters within each iteration cycle of the slower projection-based estimation of dynamic PET images. The novel gPatlak 4D method was initialized from an optimized set of sPatlak ML-EM iterations to facilitate EM convergence. Initially, realistic simulations were conducted utilizing published 18F-FDG kinetic parameters coupled with the XCAT phantom. Quantitative analyses illustrated enhanced K i target-to-background ratio (TBR) and especially contrast-to-noise ratio (CNR) performance for the 4D versus the indirect methods and static SUV. Furthermore, considerable convergence acceleration was observed for the nested algorithms involving 10-20 sub-iterations. Moreover, systematic reduction in K i % bias and improved TBR were observed for gPatlak versus sPatlak. Finally, validation on clinical WB dynamic data demonstrated the clinical feasibility and superior K i CNR performance for the proposed 4D framework compared to indirect Patlak and SUV imaging.

A frequency-domain estimator for use in adaptive control systems

NASA Technical Reports Server (NTRS)

Lamaire, Richard O.; Valavani, Lena; Athans, Michael; Stein, Gunter

1991-01-01

This paper presents a frequency-domain estimator that can identify both a parametrized nominal model of a plant as well as a frequency-domain bounding function on the modeling error associated with this nominal model. This estimator, which we call a robust estimator, can be used in conjunction with a robust control-law redesign algorithm to form a robust adaptive controller.

Parametric Method Performance for Dynamic 3'-Deoxy-3'-18F-Fluorothymidine PET/CT in Epidermal Growth Factor Receptor-Mutated Non-Small Cell Lung Carcinoma Patients Before and During Therapy.

PubMed

Kramer, Gerbrand Maria; Frings, Virginie; Heijtel, Dennis; Smit, E F; Hoekstra, Otto S; Boellaard, Ronald

2017-06-01

The objective of this study was to validate several parametric methods for quantification of 3'-deoxy-3'- 18 F-fluorothymidine ( 18 F-FLT) PET in advanced-stage non-small cell lung carcinoma (NSCLC) patients with an activating epidermal growth factor receptor mutation who were treated with gefitinib or erlotinib. Furthermore, we evaluated the impact of noise on accuracy and precision of the parametric analyses of dynamic 18 F-FLT PET/CT to assess the robustness of these methods. Methods : Ten NSCLC patients underwent dynamic 18 F-FLT PET/CT at baseline and 7 and 28 d after the start of treatment. Parametric images were generated using plasma input Logan graphic analysis and 2 basis functions-based methods: a 2-tissue-compartment basis function model (BFM) and spectral analysis (SA). Whole-tumor-averaged parametric pharmacokinetic parameters were compared with those obtained by nonlinear regression of the tumor time-activity curve using a reversible 2-tissue-compartment model with blood volume fraction. In addition, 2 statistically equivalent datasets were generated by countwise splitting the original list-mode data, each containing 50% of the total counts. Both new datasets were reconstructed, and parametric pharmacokinetic parameters were compared between the 2 replicates and the original data. Results: After the settings of each parametric method were optimized, distribution volumes (V T ) obtained with Logan graphic analysis, BFM, and SA all correlated well with those derived using nonlinear regression at baseline and during therapy ( R 2 ≥ 0.94; intraclass correlation coefficient > 0.97). SA-based V T images were most robust to increased noise on a voxel-level (repeatability coefficient, 16% vs. >26%). Yet BFM generated the most accurate K 1 values ( R 2 = 0.94; intraclass correlation coefficient, 0.96). Parametric K 1 data showed a larger variability in general; however, no differences were found in robustness between methods (repeatability coefficient, 80%-84%). Conclusion: Both BFM and SA can generate quantitatively accurate parametric 18 F-FLT V T images in NSCLC patients before and during therapy. SA was more robust to noise, yet BFM provided more accurate parametric K 1 data. We therefore recommend BFM as the preferred parametric method for analysis of dynamic 18 F-FLT PET/CT studies; however, SA can also be used. © 2017 by the Society of Nuclear Medicine and Molecular Imaging.

Phase noise suppression through parametric filtering

NASA Astrophysics Data System (ADS)

Cassella, Cristian; Strachan, Scott; Shaw, Steven W.; Piazza, Gianluca

2017-02-01

In this work, we introduce and experimentally demonstrate a parametric phase noise suppression technique, which we call "parametric phase noise filtering." This technique is based on the use of a solid-state parametric amplifier operating in its instability region and included in a non-autonomous feedback loop connected at the output of a noisy oscillator. We demonstrate that such a system behaves as a parametrically driven Duffing resonator and can operate at special points where it becomes largely immune to the phase fluctuations that affect the oscillator output signal. A prototype of a parametric phase noise filter (PFIL) was designed and fabricated to operate in the very-high-frequency range. The PFIL prototype allowed us to significantly reduce the phase noise at the output of a commercial signal generator operating around 220 MHz. Noise reduction of 16 dB (40×) and 13 dB (20×) were obtained, respectively, at 1 and 10 kHz offsets from the carrier frequency. The demonstration of this phase noise suppression technique opens up scenarios in the development of passive and low-cost phase noise cancellation circuits for any application demanding high quality frequency generation.

Geometric calibration of a coordinate measuring machine using a laser tracking system

NASA Astrophysics Data System (ADS)

Umetsu, Kenta; Furutnani, Ryosyu; Osawa, Sonko; Takatsuji, Toshiyuki; Kurosawa, Tomizo

2005-12-01

This paper proposes a calibration method for a coordinate measuring machine (CMM) using a laser tracking system. The laser tracking system can measure three-dimensional coordinates based on the principle of trilateration with high accuracy and is easy to set up. The accuracy of length measurement of a single laser tracking interferometer (laser tracker) is about 0.3 µm over a length of 600 mm. In this study, we first measured 3D coordinates using the laser tracking system. Secondly, 21 geometric errors, namely, parametric errors of the CMM, were estimated by the comparison of the coordinates obtained by the laser tracking system and those obtained by the CMM. As a result, the estimated parametric errors agreed with those estimated by a ball plate measurement, which demonstrates the validity of the proposed calibration system.

Analysis of the Bayesian Cramér-Rao lower bound in astrometry. Studying the impact of prior information in the location of an object

NASA Astrophysics Data System (ADS)

Echeverria, Alex; Silva, Jorge F.; Mendez, Rene A.; Orchard, Marcos

2016-10-01

Context. The best precision that can be achieved to estimate the location of a stellar-like object is a topic of permanent interest in the astrometric community. Aims: We analyze bounds for the best position estimation of a stellar-like object on a CCD detector array in a Bayesian setting where the position is unknown, but where we have access to a prior distribution. In contrast to a parametric setting where we estimate a parameter from observations, the Bayesian approach estimates a random object (I.e., the position is a random variable) from observations that are statistically dependent on the position. Methods: We characterize the Bayesian Cramér-Rao (CR) that bounds the minimum mean square error (MMSE) of the best estimator of the position of a point source on a linear CCD-like detector, as a function of the properties of detector, the source, and the background. Results: We quantify and analyze the increase in astrometric performance from the use of a prior distribution of the object position, which is not available in the classical parametric setting. This gain is shown to be significant for various observational regimes, in particular in the case of faint objects or when the observations are taken under poor conditions. Furthermore, we present numerical evidence that the MMSE estimator of this problem tightly achieves the Bayesian CR bound. This is a remarkable result, demonstrating that all the performance gains presented in our analysis can be achieved with the MMSE estimator. Conclusions: The Bayesian CR bound can be used as a benchmark indicator of the expected maximum positional precision of a set of astrometric measurements in which prior information can be incorporated. This bound can be achieved through the conditional mean estimator, in contrast to the parametric case where no unbiased estimator precisely reaches the CR bound.

Wavelet Filtering to Reduce Conservatism in Aeroservoelastic Robust Stability Margins

NASA Technical Reports Server (NTRS)

Brenner, Marty; Lind, Rick

1998-01-01

Wavelet analysis for filtering and system identification was used to improve the estimation of aeroservoelastic stability margins. The conservatism of the robust stability margins was reduced with parametric and nonparametric time-frequency analysis of flight data in the model validation process. Nonparametric wavelet processing of data was used to reduce the effects of external desirableness and unmodeled dynamics. Parametric estimates of modal stability were also extracted using the wavelet transform. Computation of robust stability margins for stability boundary prediction depends on uncertainty descriptions derived from the data for model validation. F-18 high Alpha Research Vehicle aeroservoelastic flight test data demonstrated improved robust stability prediction by extension of the stability boundary beyond the flight regime.

PARAMETRIC AND NON PARAMETRIC (MARS: MULTIVARIATE ADDITIVE REGRESSION SPLINES) LOGISTIC REGRESSIONS FOR PREDICTION OF A DICHOTOMOUS RESPONSE VARIABLE WITH AN EXAMPLE FOR PRESENCE/ABSENCE OF AMPHIBIANS

EPA Science Inventory

The purpose of this report is to provide a reference manual that could be used by investigators for making informed use of logistic regression using two methods (standard logistic regression and MARS). The details for analyses of relationships between a dependent binary response ...

Nonlinear Analysis of Mechanical Systems Under Combined Harmonic and Stochastic Excitation

DTIC Science & Technology

1993-05-27

Namachchivaya and Naresh Malhotra Department of Aeronautical and Astronautical Engineering University of Illinois, Urbana-Champaign Urbana, Illinois...Aeronauticai and Astronautical Engineering, University of Illinois, 1991. 2. N. Sri Namachchivaya and N. Malhotra , Parametrically Excited Hopf Bifurcation...Namachchivaya and N. Malhotra , Parametrically Excited Hopf Bifurcation with Non-semisimple 1:1 Resonance, Nonlinear Vibrations, ASME-AMD, Vol. 114, 1992. 3

Preprocessing: Geocoding of AVIRIS data using navigation, engineering, DEM, and radar tracking system data

NASA Technical Reports Server (NTRS)

Meyer, Peter; Larson, Steven A.; Hansen, Earl G.; Itten, Klaus I.

1993-01-01

Remotely sensed data have geometric characteristics and representation which depend on the type of the acquisition system used. To correlate such data over large regions with other real world representation tools like conventional maps or Geographic Information System (GIS) for verification purposes, or for further treatment within different data sets, a coregistration has to be performed. In addition to the geometric characteristics of the sensor there are two other dominating factors which affect the geometry: the stability of the platform and the topography. There are two basic approaches for a geometric correction on a pixel-by-pixel basis: (1) A parametric approach using the location of the airplane and inertial navigation system data to simulate the observation geometry; and (2) a non-parametric approach using tie points or ground control points. It is well known that the non-parametric approach is not reliable enough for the unstable flight conditions of airborne systems, and is not satisfying in areas with significant topography, e.g. mountains and hills. The present work describes a parametric preprocessing procedure which corrects effects of flight line and attitude variation as well as topographic influences and is described in more detail by Meyer.

A gradient-based model parametrization using Bernstein polynomials in Bayesian inversion of surface wave dispersion

NASA Astrophysics Data System (ADS)

Gosselin, Jeremy M.; Dosso, Stan E.; Cassidy, John F.; Quijano, Jorge E.; Molnar, Sheri; Dettmer, Jan

2017-10-01

This paper develops and applies a Bernstein-polynomial parametrization to efficiently represent general, gradient-based profiles in nonlinear geophysical inversion, with application to ambient-noise Rayleigh-wave dispersion data. Bernstein polynomials provide a stable parametrization in that small perturbations to the model parameters (basis-function coefficients) result in only small perturbations to the geophysical parameter profile. A fully nonlinear Bayesian inversion methodology is applied to estimate shear wave velocity (VS) profiles and uncertainties from surface wave dispersion data extracted from ambient seismic noise. The Bayesian information criterion is used to determine the appropriate polynomial order consistent with the resolving power of the data. Data error correlations are accounted for in the inversion using a parametric autoregressive model. The inversion solution is defined in terms of marginal posterior probability profiles for VS as a function of depth, estimated using Metropolis-Hastings sampling with parallel tempering. This methodology is applied to synthetic dispersion data as well as data processed from passive array recordings collected on the Fraser River Delta in British Columbia, Canada. Results from this work are in good agreement with previous studies, as well as with co-located invasive measurements. The approach considered here is better suited than `layered' modelling approaches in applications where smooth gradients in geophysical parameters are expected, such as soil/sediment profiles. Further, the Bernstein polynomial representation is more general than smooth models based on a fixed choice of gradient type (e.g. power-law gradient) because the form of the gradient is determined objectively by the data, rather than by a subjective parametrization choice.

Multi-parametric variational data assimilation for hydrological forecasting

NASA Astrophysics Data System (ADS)

Alvarado-Montero, R.; Schwanenberg, D.; Krahe, P.; Helmke, P.; Klein, B.

2017-12-01

Ensemble forecasting is increasingly applied in flow forecasting systems to provide users with a better understanding of forecast uncertainty and consequently to take better-informed decisions. A common practice in probabilistic streamflow forecasting is to force deterministic hydrological model with an ensemble of numerical weather predictions. This approach aims at the representation of meteorological uncertainty but neglects uncertainty of the hydrological model as well as its initial conditions. Complementary approaches use probabilistic data assimilation techniques to receive a variety of initial states or represent model uncertainty by model pools instead of single deterministic models. This paper introduces a novel approach that extends a variational data assimilation based on Moving Horizon Estimation to enable the assimilation of observations into multi-parametric model pools. It results in a probabilistic estimate of initial model states that takes into account the parametric model uncertainty in the data assimilation. The assimilation technique is applied to the uppermost area of River Main in Germany. We use different parametric pools, each of them with five parameter sets, to assimilate streamflow data, as well as remotely sensed data from the H-SAF project. We assess the impact of the assimilation in the lead time performance of perfect forecasts (i.e. observed data as forcing variables) as well as deterministic and probabilistic forecasts from ECMWF. The multi-parametric assimilation shows an improvement of up to 23% for CRPS performance and approximately 20% in Brier Skill Scores with respect to the deterministic approach. It also improves the skill of the forecast in terms of rank histogram and produces a narrower ensemble spread.

Circulation and Directional Amplification in the Josephson Parametric Converter

NASA Astrophysics Data System (ADS)

Hatridge, Michael

Nonreciprocal transport and directional amplification of weak microwave signals are fundamental ingredients in performing efficient measurements of quantum states of flying microwave light. This challenge has been partly met, as quantum-limited amplification is now regularly achieved with parametrically-driven, Josephson-junction based superconducting circuits. However, these devices are typically non-directional, requiring external circulators to separate incoming and outgoing signals. Recently this limitation has been overcome by several proposals and experimental realizations of both directional amplifiers and circulators based on interference between several parametric processes in a single device. This new class of multi-parametrically driven devices holds the promise of achieving a variety of desirable characteristics simultaneously- directionality, reduced gain-bandwidth constraints and quantum-limited added noise, and are good candidates for on-chip integration with other superconducting circuits such as qubits.

Non-linear wave interaction in a plasma column

NASA Technical Reports Server (NTRS)

Larsen, J.-M.; Crawford, F. W.

1979-01-01

Non-linear three-wave interaction is analysed for propagation along a cylindrical plasma column surrounded by an infinite dielectric, in the absence of a static magnetic field. An averaged-Lagrangian method is used, and the results are specialized to parametric interaction and mode conversion, assuming an undepleted pump wave. The theory for these two types of interactions is extended to include imperfect synchronism, and the effects of loss. Computations are presented indicating that parametric growth rates of the order of a fraction of a decibel per centimeter should be obtainable for plausible laboratory plasma column parameters.

The formulation and estimation of a spatial skew-normal generalized ordered-response model.

DOT National Transportation Integrated Search

2016-06-01

This paper proposes a new spatial generalized ordered response model with skew-normal kernel error terms and an : associated estimation method. It contributes to the spatial analysis field by allowing a flexible and parametric skew-normal : distribut...

Mediation analysis with time varying exposures and mediators

PubMed Central

VanderWeele, Tyler J.; Tchetgen Tchetgen, Eric J.

2016-01-01

Summary In this paper we consider causal mediation analysis when exposures and mediators vary over time. We give non-parametric identification results, discuss parametric implementation, and also provide a weighting approach to direct and indirect effects based on combining the results of two marginal structural models. We also discuss how our results give rise to a causal interpretation of the effect estimates produced from longitudinal structural equation models. When there are time-varying confounders affected by prior exposure and mediator, natural direct and indirect effects are not identified. However, we define a randomized interventional analogue of natural direct and indirect effects that are identified in this setting. The formula that identifies these effects we refer to as the “mediational g-formula.” When there is no mediation, the mediational g-formula reduces to Robins’ regular g-formula for longitudinal data. When there are no time-varying confounders affected by prior exposure and mediator values, then the mediational g-formula reduces to a longitudinal version of Pearl’s mediation formula. However, the mediational g-formula itself can accommodate both mediation and time-varying confounders and constitutes a general approach to mediation analysis with time-varying exposures and mediators. PMID:28824285

Mediation analysis with time varying exposures and mediators.

PubMed

VanderWeele, Tyler J; Tchetgen Tchetgen, Eric J

2017-06-01

In this paper we consider causal mediation analysis when exposures and mediators vary over time. We give non-parametric identification results, discuss parametric implementation, and also provide a weighting approach to direct and indirect effects based on combining the results of two marginal structural models. We also discuss how our results give rise to a causal interpretation of the effect estimates produced from longitudinal structural equation models. When there are time-varying confounders affected by prior exposure and mediator, natural direct and indirect effects are not identified. However, we define a randomized interventional analogue of natural direct and indirect effects that are identified in this setting. The formula that identifies these effects we refer to as the "mediational g-formula." When there is no mediation, the mediational g-formula reduces to Robins' regular g-formula for longitudinal data. When there are no time-varying confounders affected by prior exposure and mediator values, then the mediational g-formula reduces to a longitudinal version of Pearl's mediation formula. However, the mediational g-formula itself can accommodate both mediation and time-varying confounders and constitutes a general approach to mediation analysis with time-varying exposures and mediators.

Analytic modeling of aerosol size distributions

NASA Technical Reports Server (NTRS)

Deepack, A.; Box, G. P.

1979-01-01

Mathematical functions commonly used for representing aerosol size distributions are studied parametrically. Methods for obtaining best fit estimates of the parameters are described. A catalog of graphical plots depicting the parametric behavior of the functions is presented along with procedures for obtaining analytical representations of size distribution data by visual matching of the data with one of the plots. Examples of fitting the same data with equal accuracy by more than one analytic model are also given.

Chemical Mapping of the Milky Way with The Canada-France Imaging Survey: A Non-parametric Metallicity-Distance Decomposition of the Galaxy

NASA Astrophysics Data System (ADS)

Ibata, Rodrigo A.; McConnachie, Alan; Cuillandre, Jean-Charles; Fantin, Nicholas; Haywood, Misha; Martin, Nicolas F.; Bergeron, Pierre; Beckmann, Volker; Bernard, Edouard; Bonifacio, Piercarlo; Caffau, Elisabetta; Carlberg, Raymond; Côté, Patrick; Cabanac, Rémi; Chapman, Scott; Duc, Pierre-Alain; Durret, Florence; Famaey, Benoît; Fabbro, Sébastien; Gwyn, Stephen; Hammer, Francois; Hill, Vanessa; Hudson, Michael J.; Lançon, Ariane; Lewis, Geraint; Malhan, Khyati; di Matteo, Paola; McCracken, Henry; Mei, Simona; Mellier, Yannick; Navarro, Julio; Pires, Sandrine; Pritchet, Chris; Reylé, Celine; Richer, Harvey; Robin, Annie C.; Sánchez-Janssen, Rubén; Sawicki, Marcin; Scott, Douglas; Scottez, Vivien; Spekkens, Kristine; Starkenburg, Else; Thomas, Guillaume; Venn, Kim

2017-10-01

We present the chemical distribution of the Milky Way, based on 2900 {\\deg }2 of u-band photometry taken as part of the Canada-France Imaging Survey. When complete, this survey will cover 10,000 {\\deg }2 of the northern sky. By combing the CFHT u-band photometry together with Sloan Digital Sky Survey and Pan-STARRS g,r, and I, we demonstrate that we are able to reliably measure the metallicities of individual stars to ˜0.2 dex, and hence additionally obtain good photometric distance estimates. This survey thus permits the measurement of metallicities and distances of the dominant main-sequence (MS) population out to approximately 30 {kpc}, and provides a much higher number of stars at large extraplanar distances than have been available from previous surveys. We develop a non-parametric distance-metallicity decomposition algorithm and apply it to the sky at 30^\\circ < | b| < 70^\\circ and to the North Galactic Cap. We find that the metallicity-distance distribution is well-represented by three populations whose metallicity distributions do not vary significantly with vertical height above the disk. As traced in MS stars, the stellar halo component shows a vertical density profile that is close to exponential, with a scale height of around 3 {kpc}. This may indicate that the inner halo was formed partly from disk stars ejected in an ancient minor merger.

Non-parametric model selection for subject-specific topological organization of resting-state functional connectivity.

PubMed

Ferrarini, Luca; Veer, Ilya M; van Lew, Baldur; Oei, Nicole Y L; van Buchem, Mark A; Reiber, Johan H C; Rombouts, Serge A R B; Milles, J

2011-06-01

In recent years, graph theory has been successfully applied to study functional and anatomical connectivity networks in the human brain. Most of these networks have shown small-world topological characteristics: high efficiency in long distance communication between nodes, combined with highly interconnected local clusters of nodes. Moreover, functional studies performed at high resolutions have presented convincing evidence that resting-state functional connectivity networks exhibits (exponentially truncated) scale-free behavior. Such evidence, however, was mostly presented qualitatively, in terms of linear regressions of the degree distributions on log-log plots. Even when quantitative measures were given, these were usually limited to the r(2) correlation coefficient. However, the r(2) statistic is not an optimal estimator of explained variance, when dealing with (truncated) power-law models. Recent developments in statistics have introduced new non-parametric approaches, based on the Kolmogorov-Smirnov test, for the problem of model selection. In this work, we have built on this idea to statistically tackle the issue of model selection for the degree distribution of functional connectivity at rest. The analysis, performed at voxel level and in a subject-specific fashion, confirmed the superiority of a truncated power-law model, showing high consistency across subjects. Moreover, the most highly connected voxels were found to be consistently part of the default mode network. Our results provide statistically sound support to the evidence previously presented in literature for a truncated power-law model of resting-state functional connectivity. Copyright © 2010 Elsevier Inc. All rights reserved.

Long-range dismount activity classification: LODAC

NASA Astrophysics Data System (ADS)

Garagic, Denis; Peskoe, Jacob; Liu, Fang; Cuevas, Manuel; Freeman, Andrew M.; Rhodes, Bradley J.

2014-06-01

Continuous classification of dismount types (including gender, age, ethnicity) and their activities (such as walking, running) evolving over space and time is challenging. Limited sensor resolution (often exacerbated as a function of platform standoff distance) and clutter from shadows in dense target environments, unfavorable environmental conditions, and the normal properties of real data all contribute to the challenge. The unique and innovative aspect of our approach is a synthesis of multimodal signal processing with incremental non-parametric, hierarchical Bayesian machine learning methods to create a new kind of target classification architecture. This architecture is designed from the ground up to optimally exploit correlations among the multiple sensing modalities (multimodal data fusion) and rapidly and continuously learns (online self-tuning) patterns of distinct classes of dismounts given little a priori information. This increases classification performance in the presence of challenges posed by anti-access/area denial (A2/AD) sensing. To fuse multimodal features, Long-range Dismount Activity Classification (LODAC) develops a novel statistical information theoretic approach for multimodal data fusion that jointly models multimodal data (i.e., a probabilistic model for cross-modal signal generation) and discovers the critical cross-modal correlations by identifying components (features) with maximal mutual information (MI) which is efficiently estimated using non-parametric entropy models. LODAC develops a generic probabilistic pattern learning and classification framework based on a new class of hierarchical Bayesian learning algorithms for efficiently discovering recurring patterns (classes of dismounts) in multiple simultaneous time series (sensor modalities) at multiple levels of feature granularity.

Flow Mapping Based on the Motion-Integration Errors of Autonomous Underwater Vehicles

NASA Astrophysics Data System (ADS)

Chang, D.; Edwards, C. R.; Zhang, F.

2016-02-01

Knowledge of a flow field is crucial in the navigation of autonomous underwater vehicles (AUVs) since the motion of AUVs is affected by ambient flow. Due to the imperfect knowledge of the flow field, it is typical to observe a difference between the actual and predicted trajectories of an AUV, which is referred to as a motion-integration error (also known as a dead-reckoning error if an AUV navigates via dead-reckoning). The motion-integration error has been essential for an underwater glider to compute its flow estimate from the travel information of the last leg and to improve navigation performance by using the estimate for the next leg. However, the estimate by nature exhibits a phase difference compared to ambient flow experienced by gliders, prohibiting its application in a flow field with strong temporal and spatial gradients. In our study, to mitigate the phase problem, we have developed a local ocean model by combining the flow estimate based on the motion-integration error with flow predictions from a tidal ocean model. Our model has been used to create desired trajectories of gliders for guidance. Our method is validated by Long Bay experiments in 2012 and 2013 in which we deployed multiple gliders on the shelf of South Atlantic Bight and near the edge of Gulf Stream. In our recent study, the application of the motion-integration error is further extended to create a spatial flow map. Considering that the motion-integration errors of AUVs accumulate along their trajectories, the motion-integration error is formulated as a line integral of ambient flow which is then reformulated into algebraic equations. By solving an inverse problem for these algebraic equations, we obtain the knowledge of such flow in near real time, allowing more effective and precise guidance of AUVs in a dynamic environment. This method is referred to as motion tomography. We provide the results of non-parametric and parametric flow mapping from both simulated and experimental data.

Estimating Global Seafloor Total Organic Carbon Using a Machine Learning Technique and Its Relevance to Methane Hydrates

NASA Astrophysics Data System (ADS)

Lee, T. R.; Wood, W. T.; Dale, J.

2017-12-01

Empirical and theoretical models of sub-seafloor organic matter transformation, degradation and methanogenesis require estimates of initial seafloor total organic carbon (TOC). This subsurface methane, under the appropriate geophysical and geochemical conditions may manifest as methane hydrate deposits. Despite the importance of seafloor TOC, actual observations of TOC in the world's oceans are sparse and large regions of the seafloor yet remain unmeasured. To provide an estimate in areas where observations are limited or non-existent, we have implemented interpolation techniques that rely on existing data sets. Recent geospatial analyses have provided accurate accounts of global geophysical and geochemical properties (e.g. crustal heat flow, seafloor biomass, porosity) through machine learning interpolation techniques. These techniques find correlations between the desired quantity (in this case TOC) and other quantities (predictors, e.g. bathymetry, distance from coast, etc.) that are more widely known. Predictions (with uncertainties) of seafloor TOC in regions lacking direct observations are made based on the correlations. Global distribution of seafloor TOC at 1 x 1 arc-degree resolution was estimated from a dataset of seafloor TOC compiled by Seiter et al. [2004] and a non-parametric (i.e. data-driven) machine learning algorithm, specifically k-nearest neighbors (KNN). Built-in predictor selection and a ten-fold validation technique generated statistically optimal estimates of seafloor TOC and uncertainties. In addition, inexperience was estimated. Inexperience is effectively the distance in parameter space to the single nearest neighbor, and it indicates geographic locations where future data collection would most benefit prediction accuracy. These improved geospatial estimates of TOC in data deficient areas will provide new constraints on methane production and subsequent methane hydrate accumulation.

Estimating piecewise exponential frailty model with changing prior for baseline hazard function

NASA Astrophysics Data System (ADS)

Thamrin, Sri Astuti; Lawi, Armin

2016-02-01

Piecewise exponential models provide a very flexible framework for modelling univariate survival data. It can be used to estimate the effects of different covariates which are influenced by the survival data. Although in a strict sense it is a parametric model, a piecewise exponential hazard can approximate any shape of a parametric baseline hazard. In the parametric baseline hazard, the hazard function for each individual may depend on a set of risk factors or explanatory variables. However, it usually does not explain all such variables which are known or measurable, and these variables become interesting to be considered. This unknown and unobservable risk factor of the hazard function is often termed as the individual's heterogeneity or frailty. This paper analyses the effects of unobserved population heterogeneity in patients' survival times. The issue of model choice through variable selection is also considered. A sensitivity analysis is conducted to assess the influence of the prior for each parameter. We used the Markov Chain Monte Carlo method in computing the Bayesian estimator on kidney infection data. The results obtained show that the sex and frailty are substantially associated with survival in this study and the models are relatively quite sensitive to the choice of two different priors.

An improved approximate-Bayesian model-choice method for estimating shared evolutionary history

PubMed Central

2014-01-01

Background To understand biological diversification, it is important to account for large-scale processes that affect the evolutionary history of groups of co-distributed populations of organisms. Such events predict temporally clustered divergences times, a pattern that can be estimated using genetic data from co-distributed species. I introduce a new approximate-Bayesian method for comparative phylogeographical model-choice that estimates the temporal distribution of divergences across taxa from multi-locus DNA sequence data. The model is an extension of that implemented in msBayes. Results By reparameterizing the model, introducing more flexible priors on demographic and divergence-time parameters, and implementing a non-parametric Dirichlet-process prior over divergence models, I improved the robustness, accuracy, and power of the method for estimating shared evolutionary history across taxa. Conclusions The results demonstrate the improved performance of the new method is due to (1) more appropriate priors on divergence-time and demographic parameters that avoid prohibitively small marginal likelihoods for models with more divergence events, and (2) the Dirichlet-process providing a flexible prior on divergence histories that does not strongly disfavor models with intermediate numbers of divergence events. The new method yields more robust estimates of posterior uncertainty, and thus greatly reduces the tendency to incorrectly estimate models of shared evolutionary history with strong support. PMID:24992937

Cross-Sectional HIV Incidence Surveillance: A Benchmarking of Approaches for Estimating the 'Mean Duration of Recent Infection'.

PubMed

Kassanjee, Reshma; De Angelis, Daniela; Farah, Marian; Hanson, Debra; Labuschagne, Jan Phillipus Lourens; Laeyendecker, Oliver; Le Vu, Stéphane; Tom, Brian; Wang, Rui; Welte, Alex

2017-03-01

The application of biomarkers for 'recent' infection in cross-sectional HIV incidence surveillance requires the estimation of critical biomarker characteristics. Various approaches have been employed for using longitudinal data to estimate the Mean Duration of Recent Infection (MDRI) - the average time in the 'recent' state. In this systematic benchmarking of MDRI estimation approaches, a simulation platform was used to measure accuracy and precision of over twenty approaches, in thirty scenarios capturing various study designs, subject behaviors and test dynamics that may be encountered in practice. Results highlight that assuming a single continuous sojourn in the 'recent' state can produce substantial bias. Simple interpolation provides useful MDRI estimates provided subjects are tested at regular intervals. Regression performs the best - while 'random effects' describe the subject-clustering in the data, regression models without random effects proved easy to implement, stable, and of similar accuracy in scenarios considered; robustness to parametric assumptions was improved by regressing 'recent'/'non-recent' classifications rather than continuous biomarker readings. All approaches were vulnerable to incorrect assumptions about subjects' (unobserved) infection times. Results provided show the relationships between MDRI estimation performance and the number of subjects, inter-visit intervals, missed visits, loss to follow-up, and aspects of biomarker signal and noise.

Computer-aided diagnosis of prostate cancer using multi-parametric MRI: comparison between PUN and Tofts models

NASA Astrophysics Data System (ADS)

Mazzetti, S.; Giannini, V.; Russo, F.; Regge, D.

2018-05-01

Computer-aided diagnosis (CAD) systems are increasingly being used in clinical settings to report multi-parametric magnetic resonance imaging (mp-MRI) of the prostate. Usually, CAD systems automatically highlight cancer-suspicious regions to the radiologist, reducing reader variability and interpretation errors. Nevertheless, implementing this software requires the selection of which mp-MRI parameters can best discriminate between malignant and non-malignant regions. To exploit functional information, some parameters are derived from dynamic contrast-enhanced (DCE) acquisitions. In particular, much CAD software employs pharmacokinetic features, such as K trans and k ep, derived from the Tofts model, to estimate a likelihood map of malignancy. However, non-pharmacokinetic models can be also used to describe DCE-MRI curves, without any requirement for prior knowledge or measurement of the arterial input function, which could potentially lead to large errors in parameter estimation. In this work, we implemented an empirical function derived from the phenomenological universalities (PUN) class to fit DCE-MRI. The parameters of the PUN model are used in combination with T2-weighted and diffusion-weighted acquisitions to feed a support vector machine classifier to produce a voxel-wise malignancy likelihood map of the prostate. The results were all compared to those for a CAD system based on Tofts pharmacokinetic features to describe DCE-MRI curves, using different quality aspects of image segmentation, while also evaluating the number and size of false positive (FP) candidate regions. This study included 61 patients with 70 biopsy-proven prostate cancers (PCa). The metrics used to evaluate segmentation quality between the two CAD systems were not statistically different, although the PUN-based CAD reported a lower number of FP, with reduced size compared to the Tofts-based CAD. In conclusion, the CAD software based on PUN parameters is a feasible means with which to detect PCa, without affecting segmentation quality, and hence it could be successfully applied in clinical settings, improving the automated diagnosis process and reducing computational complexity.

Is the maturity of hospitals' quality improvement systems associated with measures of quality and patient safety?

PubMed Central

2011-01-01

Background Previous research addressed the development of a classification scheme for quality improvement systems in European hospitals. In this study we explore associations between the 'maturity' of the hospitals' quality improvement system and clinical outcomes. Methods The maturity classification scheme was developed based on survey results from 389 hospitals in eight European countries. We matched the hospitals from the Spanish sample (113 hospitals) with those hospitals participating in a nation-wide, voluntary hospital performance initiative. We then compared sample distributions and explored associations between the 'maturity' of the hospitals' quality improvement system and a range of composite outcomes measures, such as adjusted hospital-wide mortality, -readmission, -complication and -length of stay indices. Statistical analysis includes bivariate correlations for parametrically and non-parametrically distributed data, multiple robust regression models and bootstrapping techniques to obtain confidence-intervals for the correlation and regression estimates. Results Overall, 43 hospitals were included. Compared to the original sample of 113, this sample was characterized by a higher representation of university hospitals. Maturity of the quality improvement system was similar, although the matched sample showed less variability. Analysis of associations between the quality improvement system and hospital-wide outcomes suggests significant correlations for the indicator adjusted hospital complications, borderline significance for adjusted hospital readmissions and non-significance for the adjusted hospital mortality and length of stay indicators. These results are confirmed by the bootstrap estimates of the robust regression model after adjusting for hospital characteristics. Conclusions We assessed associations between hospitals' quality improvement systems and clinical outcomes. From this data it seems that having a more developed quality improvement system is associated with lower rates of adjusted hospital complications. A number of methodological and logistic hurdles remain to link hospital quality improvement systems to outcomes. Further research should aim at identifying the latent dimensions of quality improvement systems that predict quality and safety outcomes. Such research would add pertinent knowledge regarding the implementation of organizational strategies related with quality of care outcomes. PMID:22185479

LoCoH: Non-parameteric kernel methods for constructing home ranges and utilization distributions

USGS Publications Warehouse

Getz, Wayne M.; Fortmann-Roe, Scott; Cross, Paul C.; Lyons, Andrew J.; Ryan, Sadie J.; Wilmers, Christopher C.

2007-01-01

Parametric kernel methods currently dominate the literature regarding the construction of animal home ranges (HRs) and utilization distributions (UDs). These methods frequently fail to capture the kinds of hard boundaries common to many natural systems. Recently a local convex hull (LoCoH) nonparametric kernel method, which generalizes the minimum convex polygon (MCP) method, was shown to be more appropriate than parametric kernel methods for constructing HRs and UDs, because of its ability to identify hard boundaries (e.g., rivers, cliff edges) and convergence to the true distribution as sample size increases. Here we extend the LoCoH in two ways: ‘‘fixed sphere-of-influence,’’ or r -LoCoH (kernels constructed from all points within a fixed radius r of each reference point), and an ‘‘adaptive sphere-of-influence,’’ or a -LoCoH (kernels constructed from all points within a radius a such that the distances of all points within the radius to the reference point sum to a value less than or equal to a ), and compare them to the original ‘‘fixed-number-of-points,’’ or k -LoCoH (all kernels constructed from k -1 nearest neighbors of root points). We also compare these nonparametric LoCoH to parametric kernel methods using manufactured data and data collected from GPS collars on African buffalo in the Kruger National Park, South Africa. Our results demonstrate that LoCoH methods are superior to parametric kernel methods in estimating areas used by animals, excluding unused areas (holes) and, generally, in constructing UDs and HRs arising from the movement of animals influenced by hard boundaries and irregular structures (e.g., rocky outcrops). We also demonstrate that a -LoCoH is generally superior to k - and r -LoCoH (with software for all three methods available at http://locoh.cnr.berkeley.edu).

Type I Error Rates and Power Estimates of Selected Parametric and Nonparametric Tests of Scale.

ERIC Educational Resources Information Center

Olejnik, Stephen F.; Algina, James

1987-01-01

Estimated Type I Error rates and power are reported for the Brown-Forsythe, O'Brien, Klotz, and Siegal-Tukey procedures. The effect of aligning the data using deviations from group means or group medians is investigated. (RB)

Development of FIAT-Based Parametric Thermal Protection System Mass Estimating Relationships for NASA's Multi-Mission Earth Entry Concept

NASA Astrophysics Data System (ADS)

Sepka, S. A.; Samareh, J. A.

2014-06-01

Mass estimating relationships have been formulated to determine a vehicle's Thermal Protection System material and required thickness for safe Earth entry. We focus on developing MERs, the resulting equations, model limitations, and model accuracy.

A new parametric method to smooth time-series data of metabolites in metabolic networks.

PubMed

Miyawaki, Atsuko; Sriyudthsak, Kansuporn; Hirai, Masami Yokota; Shiraishi, Fumihide

2016-12-01

Mathematical modeling of large-scale metabolic networks usually requires smoothing of metabolite time-series data to account for measurement or biological errors. Accordingly, the accuracy of smoothing curves strongly affects the subsequent estimation of model parameters. Here, an efficient parametric method is proposed for smoothing metabolite time-series data, and its performance is evaluated. To simplify parameter estimation, the method uses S-system-type equations with simple power law-type efflux terms. Iterative calculation using this method was found to readily converge, because parameters are estimated stepwise. Importantly, smoothing curves are determined so that metabolite concentrations satisfy mass balances. Furthermore, the slopes of smoothing curves are useful in estimating parameters, because they are probably close to their true behaviors regardless of errors that may be present in the actual data. Finally, calculations for each differential equation were found to converge in much less than one second if initial parameters are set at appropriate (guessed) values. Copyright © 2016 Elsevier Inc. All rights reserved.

Comparison of methods for estimating the attributable risk in the context of survival analysis.

PubMed

Gassama, Malamine; Bénichou, Jacques; Dartois, Laureen; Thiébaut, Anne C M

2017-01-23

The attributable risk (AR) measures the proportion of disease cases that can be attributed to an exposure in the population. Several definitions and estimation methods have been proposed for survival data. Using simulations, we compared four methods for estimating AR defined in terms of survival functions: two nonparametric methods based on Kaplan-Meier's estimator, one semiparametric based on Cox's model, and one parametric based on the piecewise constant hazards model, as well as one simpler method based on estimated exposure prevalence at baseline and Cox's model hazard ratio. We considered a fixed binary exposure with varying exposure probabilities and strengths of association, and generated event times from a proportional hazards model with constant or monotonic (decreasing or increasing) Weibull baseline hazard, as well as from a nonproportional hazards model. We simulated 1,000 independent samples of size 1,000 or 10,000. The methods were compared in terms of mean bias, mean estimated standard error, empirical standard deviation and 95% confidence interval coverage probability at four equally spaced time points. Under proportional hazards, all five methods yielded unbiased results regardless of sample size. Nonparametric methods displayed greater variability than other approaches. All methods showed satisfactory coverage except for nonparametric methods at the end of follow-up for a sample size of 1,000 especially. With nonproportional hazards, nonparametric methods yielded similar results to those under proportional hazards, whereas semiparametric and parametric approaches that both relied on the proportional hazards assumption performed poorly. These methods were applied to estimate the AR of breast cancer due to menopausal hormone therapy in 38,359 women of the E3N cohort. In practice, our study suggests to use the semiparametric or parametric approaches to estimate AR as a function of time in cohort studies if the proportional hazards assumption appears appropriate.

On performance of parametric and distribution-free models for zero-inflated and over-dispersed count responses.

PubMed

Tang, Wan; Lu, Naiji; Chen, Tian; Wang, Wenjuan; Gunzler, Douglas David; Han, Yu; Tu, Xin M

2015-10-30

Zero-inflated Poisson (ZIP) and negative binomial (ZINB) models are widely used to model zero-inflated count responses. These models extend the Poisson and negative binomial (NB) to address excessive zeros in the count response. By adding a degenerate distribution centered at 0 and interpreting it as describing a non-risk group in the population, the ZIP (ZINB) models a two-component population mixture. As in applications of Poisson and NB, the key difference between ZIP and ZINB is the allowance for overdispersion by the ZINB in its NB component in modeling the count response for the at-risk group. Overdispersion arising in practice too often does not follow the NB, and applications of ZINB to such data yield invalid inference. If sources of overdispersion are known, other parametric models may be used to directly model the overdispersion. Such models too are subject to assumed distributions. Further, this approach may not be applicable if information about the sources of overdispersion is unavailable. In this paper, we propose a distribution-free alternative and compare its performance with these popular parametric models as well as a moment-based approach proposed by Yu et al. [Statistics in Medicine 2013; 32: 2390-2405]. Like the generalized estimating equations, the proposed approach requires no elaborate distribution assumptions. Compared with the approach of Yu et al., it is more robust to overdispersed zero-inflated responses. We illustrate our approach with both simulated and real study data. Copyright © 2015 John Wiley & Sons, Ltd.

Potency control of modified live viral vaccines for veterinary use.

PubMed

Terpstra, C; Kroese, A H

1996-04-01

This paper reviews various aspects of efficacy, and methods for assaying the potency of modified live viral vaccines. The pros and cons of parametric versus non-parametric methods for analysis of potency assays are discussed and critical levels of protection, as determined by the target(s) of vaccination, are exemplified. Recommendations are presented for designing potency assays on master virus seeds and vaccine batches.

Potency control of modified live viral vaccines for veterinary use.

PubMed

Terpstra, C; Kroese, A H

1996-01-01

This paper reviews various aspects of efficacy, and methods for assaying the potency of modified live viral vaccines. The pros and cons of parametric versus non-parametric methods for analysis of potency assays are discussed and critical levels of protection, as determined by the target(s) of vaccination, are exemplified. Recommendations are presented for designing potency assays on master virus seeds and vaccine batches.

Application of Group-Level Item Response Models in the Evaluation of Consumer Reports about Health Plan Quality

ERIC Educational Resources Information Center

Reise, Steven P.; Meijer, Rob R.; Ainsworth, Andrew T.; Morales, Leo S.; Hays, Ron D.

2006-01-01

Group-level parametric and non-parametric item response theory models were applied to the Consumer Assessment of Healthcare Providers and Systems (CAHPS[R]) 2.0 core items in a sample of 35,572 Medicaid recipients nested within 131 health plans. Results indicated that CAHPS responses are dominated by within health plan variation, and only weakly…

A hybrid deconvolution approach for estimation of in vivo non-displaceable binding for brain PET targets without a reference region

PubMed Central

Mann, J. John; Ogden, R. Todd

2017-01-01

Background and aim Estimation of a PET tracer’s non-displaceable distribution volume (VND) is required for quantification of specific binding to its target of interest. VND is generally assumed to be comparable brain-wide and is determined either from a reference region devoid of the target, often not available for many tracers and targets, or by imaging each subject before and after blocking the target with another molecule that has high affinity for the target, which is cumbersome and involves additional radiation exposure. Here we propose, and validate for the tracers [11C]DASB and [11C]CUMI-101, a new data-driven hybrid deconvolution approach (HYDECA) that determines VND at the individual level without requiring either a reference region or a blocking study. Methods HYDECA requires the tracer metabolite-corrected concentration curve in blood plasma and uses a singular value decomposition to estimate the impulse response function across several brain regions from measured time activity curves. HYDECA decomposes each region’s impulse response function into the sum of a parametric non-displaceable component, which is a function of VND, assumed common across regions, and a nonparametric specific component. These two components differentially contribute to each impulse response function. Different regions show different contributions of the two components, and HYDECA examines data across regions to find a suitable common VND. HYDECA implementation requires determination of two tuning parameters, and we propose two strategies for objectively selecting these parameters for a given tracer: using data from blocking studies, and realistic simulations of the tracer. Using available test-retest data, we compare HYDECA estimates of VND and binding potentials to those obtained based on VND estimated using a purported reference region. Results For [11C]DASB and [11C]CUMI-101, we find that regardless of the strategy used to optimize the tuning parameters, HYDECA provides considerably less biased estimates of VND than those obtained, as is commonly done, using a non-ideal reference region. HYDECA test-retest reproducibility is comparable to that obtained using a VND determined from a non-ideal reference region, when considering the binding potentials BPP and BPND. Conclusions HYDECA can provide subject-specific estimates of VND without requiring a blocking study for tracers and targets for which a valid reference region does not exist. PMID:28459878

A new adaptive algorithm for automated feature extraction in exponentially damped signals for health monitoring of smart structures

NASA Astrophysics Data System (ADS)

Qarib, Hossein; Adeli, Hojjat

2015-12-01

In this paper authors introduce a new adaptive signal processing technique for feature extraction and parameter estimation in noisy exponentially damped signals. The iterative 3-stage method is based on the adroit integration of the strengths of parametric and nonparametric methods such as multiple signal categorization, matrix pencil, and empirical mode decomposition algorithms. The first stage is a new adaptive filtration or noise removal scheme. The second stage is a hybrid parametric-nonparametric signal parameter estimation technique based on an output-only system identification technique. The third stage is optimization of estimated parameters using a combination of the primal-dual path-following interior point algorithm and genetic algorithm. The methodology is evaluated using a synthetic signal and a signal obtained experimentally from transverse vibrations of a steel cantilever beam. The method is successful in estimating the frequencies accurately. Further, it estimates the damping exponents. The proposed adaptive filtration method does not include any frequency domain manipulation. Consequently, the time domain signal is not affected as a result of frequency domain and inverse transformations.

SU-E-T-598: Parametric Equation for Quick and Reliable Estimate of Stray Neutron Doses in Proton Therapy and Application for Intracranial Tumor Treatments

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bonfrate, A; Farah, J; Sayah, R

2015-06-15

Purpose: Development of a parametric equation suitable for a daily use in routine clinic to provide estimates of stray neutron doses in proton therapy. Methods: Monte Carlo (MC) calculations using the UF-NCI 1-year-old phantom were exercised to determine the variation of stray neutron doses as a function of irradiation parameters while performing intracranial treatments. This was done by individually changing the proton beam energy, modulation width, collimator aperture and thickness, compensator thickness and the air gap size while their impact on neutron doses were put into a single equation. The variation of neutron doses with distance from the target volumemore » was also included in it. Then, a first step consisted in establishing the fitting coefficients by using 221 learning data which were neutron absorbed doses obtained with MC simulations while a second step consisted in validating the final equation. Results: The variation of stray neutron doses with irradiation parameters were fitted with linear, polynomial, etc. model while a power-law model was used to fit the variation of stray neutron doses with the distance from the target volume. The parametric equation fitted well MC simulations while establishing fitting coefficients as the discrepancies on the estimate of neutron absorbed doses were within 10%. The discrepancy can reach ∼25% for the bladder, the farthest organ from the target volume. Finally, the validation showed results in compliance with MC calculations since the discrepancies were also within 10% for head-and-neck and thoracic organs while they can reach ∼25%, again for pelvic organs. Conclusion: The parametric equation presents promising results and will be validated for other target sites as well as other facilities to go towards a universal method.« less

Statistical analysis of water-quality data containing multiple detection limits II: S-language software for nonparametric distribution modeling and hypothesis testing

USGS Publications Warehouse

Lee, L.; Helsel, D.

2007-01-01

Analysis of low concentrations of trace contaminants in environmental media often results in left-censored data that are below some limit of analytical precision. Interpretation of values becomes complicated when there are multiple detection limits in the data-perhaps as a result of changing analytical precision over time. Parametric and semi-parametric methods, such as maximum likelihood estimation and robust regression on order statistics, can be employed to model distributions of multiply censored data and provide estimates of summary statistics. However, these methods are based on assumptions about the underlying distribution of data. Nonparametric methods provide an alternative that does not require such assumptions. A standard nonparametric method for estimating summary statistics of multiply-censored data is the Kaplan-Meier (K-M) method. This method has seen widespread usage in the medical sciences within a general framework termed "survival analysis" where it is employed with right-censored time-to-failure data. However, K-M methods are equally valid for the left-censored data common in the geosciences. Our S-language software provides an analytical framework based on K-M methods that is tailored to the needs of the earth and environmental sciences community. This includes routines for the generation of empirical cumulative distribution functions, prediction or exceedance probabilities, and related confidence limits computation. Additionally, our software contains K-M-based routines for nonparametric hypothesis testing among an unlimited number of grouping variables. A primary characteristic of K-M methods is that they do not perform extrapolation and interpolation. Thus, these routines cannot be used to model statistics beyond the observed data range or when linear interpolation is desired. For such applications, the aforementioned parametric and semi-parametric methods must be used.

Dense motion estimation using regularization constraints on local parametric models.

PubMed

Patras, Ioannis; Worring, Marcel; van den Boomgaard, Rein

2004-11-01

This paper presents a method for dense optical flow estimation in which the motion field within patches that result from an initial intensity segmentation is parametrized with models of different order. We propose a novel formulation which introduces regularization constraints between the model parameters of neighboring patches. In this way, we provide the additional constraints for very small patches and for patches whose intensity variation cannot sufficiently constrain the estimation of their motion parameters. In order to preserve motion discontinuities, we use robust functions as a regularization mean. We adopt a three-frame approach and control the balance between the backward and forward constraints by a real-valued direction field on which regularization constraints are applied. An iterative deterministic relaxation method is employed in order to solve the corresponding optimization problem. Experimental results show that the proposed method deals successfully with motions large in magnitude, motion discontinuities, and produces accurate piecewise-smooth motion fields.

Analytical estimation on divergence and flutter vibrations of symmetrical three-phase induction stator via field-synchronous coordinates

NASA Astrophysics Data System (ADS)

Xia, Ying; Wang, Shiyu; Sun, Wenjia; Xiu, Jie

2017-01-01

The electromagnetically induced parametric vibration of the symmetrical three-phase induction stator is examined. While it can be analyzed by an approximate analytical or numerical method, more accurate and simple analytical method is desirable. This work proposes a new method based on the field-synchronous coordinates. A mechanical-electromagnetic coupling model is developed under this frame such that a time-invariant governing equation with gyroscopic term can be developed. With the general vibration theory, the eigenvalue is formulated; the transition curves between the stable and unstable regions, and response are all determined as closed-form expressions of basic mechanical-electromagnetic parameters. The dependence of these parameters on the instability behaviors is demonstrated. The results imply that the divergence and flutter instabilities can occur even for symmetrical motors with balanced, constant amplitude and sinusoidal voltage. To verify the analytical predictions, this work also builds up a time-variant model of the same system under the conventional inertial frame. The Floquét theory is employed to predict the parametric instability and the numerical integration is used to obtain the parametric response. The parametric instability and response are both well compared against those under the field-synchronous coordinates. The proposed field-synchronous coordinates allows a quick estimation on the electromagnetically induced vibration. The convenience offered by the body-fixed coordinates is discussed across various fields.

Parametrically driven scalar field in an expanding background

NASA Astrophysics Data System (ADS)

Yanez-Pagans, Sergio; Urzagasti, Deterlino; Oporto, Zui

2017-10-01

We study the existence and dynamic behavior of localized and extended structures in a massive scalar inflaton field ϕ in 1 +1 dimensions in the framework of an expanding universe with constant Hubble parameter. We introduce a parametric forcing, produced by another quantum scalar field ψ , over the effective mass squared around the minimum of the inflaton potential. For this purpose, we study the system in the context of the cubic quintic complex Ginzburg-Landau equation and find the associated amplitude equation to the cosmological scalar field equation, which near the parametric resonance allows us to find the field amplitude. We find homogeneous null solutions, flat-top expanding solitons, and dark soliton patterns. No persistent non-null solutions are found in the absence of parametric forcing, and divergent solutions are obtained when the forcing amplitude is greater than 4 /3 .

Choice Inconsistencies among the Elderly: Evidence from Plan Choice in the Medicare Part D Program: Reply

PubMed Central

ABALUCK, JASON

2017-01-01

We explore the in- and out- of sample robustness of tests for choice inconsistencies based on parameter restrictions in parametric models, focusing on tests proposed by Ketcham, Kuminoff and Powers (KKP). We argue that their non-parametric alternatives are inherently conservative with respect to detecting mistakes. We then show that our parametric model is robust to KKP’s suggested specification checks, and that comprehensive goodness of fit measures perform better with our model than the expected utility model. Finally, we explore the robustness of our 2011 results to alternative normative assumptions highlighting the role of brand fixed effects and unobservable characteristics. PMID:29170561

An Estimate of North Atlantic Basin Tropical Cyclone Activity for 2008

NASA Technical Reports Server (NTRS)

Wilson, Robert M.

2008-01-01

The statistics of North Atlantic basin tropical cyclones for the interval 1945-2007 are examined and estimates are given for the frequencies of occurrence of the number of tropical cyclones, number of hurricanes, number of major hurricanes, number of category 4/5 hurricanes, and number of U.S. land-falling hurricanes for the 2008 hurricane season. Also examined are the variations of peak wind speed, average peak wind speed per storm, lowest pressure, average lowest pressure per storm, recurrence rate and duration of extreme events (El Nino and La Nina), the variation of 10-yr moving averages of parametric first differences, and the association of decadal averages of frequencies of occurrence of North Atlantic basin tropical cyclones against decadal averages of Armagh Observatory, Northern Ireland, annual mean temperature (found to be extremely important for number of tropical cyclones and number of hurricanes). Because the 2008 hurricane season seems destined to be one that is non-El Nino-related and is a post-1995 season, estimates of the frequencies of occurrence for the various subsets of storms should be above long-term averages.

Optimal HRF and smoothing parameters for fMRI time series within an autoregressive modeling framework.

PubMed

Galka, Andreas; Siniatchkin, Michael; Stephani, Ulrich; Groening, Kristina; Wolff, Stephan; Bosch-Bayard, Jorge; Ozaki, Tohru

2010-12-01

The analysis of time series obtained by functional magnetic resonance imaging (fMRI) may be approached by fitting predictive parametric models, such as nearest-neighbor autoregressive models with exogeneous input (NNARX). As a part of the modeling procedure, it is possible to apply instantaneous linear transformations to the data. Spatial smoothing, a common preprocessing step, may be interpreted as such a transformation. The autoregressive parameters may be constrained, such that they provide a response behavior that corresponds to the canonical haemodynamic response function (HRF). We present an algorithm for estimating the parameters of the linear transformations and of the HRF within a rigorous maximum-likelihood framework. Using this approach, an optimal amount of both the spatial smoothing and the HRF can be estimated simultaneously for a given fMRI data set. An example from a motor-task experiment is discussed. It is found that, for this data set, weak, but non-zero, spatial smoothing is optimal. Furthermore, it is demonstrated that activated regions can be estimated within the maximum-likelihood framework.