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.

Parametric and non-parametric modeling of short-term synaptic plasticity. Part I: computational study

PubMed Central

Marmarelis, Vasilis Z.; Berger, Theodore W.

2009-01-01

Parametric and non-parametric modeling methods are combined to study the short-term plasticity (STP) of synapses in the central nervous system (CNS). The nonlinear dynamics of STP are modeled by means: (1) previously proposed parametric models based on mechanistic hypotheses and/or specific dynamical processes, and (2) non-parametric models (in the form of Volterra kernels) that transforms the presynaptic signals into postsynaptic signals. In order to synergistically use the two approaches, we estimate the Volterra kernels of the parametric models of STP for four types of synapses using synthetic broadband input–output data. Results show that the non-parametric models accurately and efficiently replicate the input–output transformations of the parametric models. Volterra kernels provide a general and quantitative representation of the STP. PMID:18506609

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.

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.

Reference interval estimation: Methodological comparison using extensive simulations and empirical data.

PubMed

Daly, Caitlin H; Higgins, Victoria; Adeli, Khosrow; Grey, Vijay L; Hamid, Jemila S

2017-12-01

To statistically compare and evaluate commonly used methods of estimating reference intervals and to determine which method is best based on characteristics of the distribution of various data sets. Three approaches for estimating reference intervals, i.e. parametric, non-parametric, and robust, were compared with simulated Gaussian and non-Gaussian data. The hierarchy of the performances of each method was examined based on bias and measures of precision. The findings of the simulation study were illustrated through real data sets. In all Gaussian scenarios, the parametric approach provided the least biased and most precise estimates. In non-Gaussian scenarios, no single method provided the least biased and most precise estimates for both limits of a reference interval across all sample sizes, although the non-parametric approach performed the best for most scenarios. The hierarchy of the performances of the three methods was only impacted by sample size and skewness. Differences between reference interval estimates established by the three methods were inflated by variability. Whenever possible, laboratories should attempt to transform data to a Gaussian distribution and use the parametric approach to obtain the most optimal reference intervals. When this is not possible, laboratories should consider sample size and skewness as factors in their choice of reference interval estimation method. The consequences of false positives or false negatives may also serve as factors in this decision. Copyright © 2017 The Canadian Society of Clinical Chemists. Published by Elsevier Inc. All rights reserved.

Parametric and non-parametric species delimitation methods result in the recognition of two new Neotropical woody bamboo species.

PubMed

Ruiz-Sanchez, Eduardo

2015-12-01

The Neotropical woody bamboo genus Otatea is one of five genera in the subtribe Guaduinae. Of the eight described Otatea species, seven are endemic to Mexico and one is also distributed in Central and South America. Otatea acuminata has the widest geographical distribution of the eight species, and two of its recently collected populations do not match the known species morphologically. Parametric and non-parametric methods were used to delimit the species in Otatea using five chloroplast markers, one nuclear marker, and morphological characters. The parametric coalescent method and the non-parametric analysis supported the recognition of two distinct evolutionary lineages. Molecular clock estimates were used to estimate divergence times in Otatea. The results for divergence time in Otatea estimated the origin of the speciation events from the Late Miocene to Late Pleistocene. The species delimitation analyses (parametric and non-parametric) identified that the two populations of O. acuminata from Chiapas and Hidalgo are from two separate evolutionary lineages and these new species have morphological characters that separate them from O. acuminata s.s. The geological activity of the Trans-Mexican Volcanic Belt and the Isthmus of Tehuantepec may have isolated populations and limited the gene flow between Otatea species, driving speciation. Based on the results found here, I describe Otatea rzedowskiorum and Otatea victoriae as two new species, morphologically different from O. acuminata. Copyright © 2015 Elsevier Inc. All rights reserved.

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.

The linear transformation model with frailties for the analysis of item response times.

PubMed

Wang, Chun; Chang, Hua-Hua; Douglas, Jeffrey A

2013-02-01

The item response times (RTs) collected from computerized testing represent an underutilized source of information about items and examinees. In addition to knowing the examinees' responses to each item, we can investigate the amount of time examinees spend on each item. In this paper, we propose a semi-parametric model for RTs, the linear transformation model with a latent speed covariate, which combines the flexibility of non-parametric modelling and the brevity as well as interpretability of parametric modelling. In this new model, the RTs, after some non-parametric monotone transformation, become a linear model with latent speed as covariate plus an error term. The distribution of the error term implicitly defines the relationship between the RT and examinees' latent speeds; whereas the non-parametric transformation is able to describe various shapes of RT distributions. The linear transformation model represents a rich family of models that includes the Cox proportional hazards model, the Box-Cox normal model, and many other models as special cases. This new model is embedded in a hierarchical framework so that both RTs and responses are modelled simultaneously. A two-stage estimation method is proposed. In the first stage, the Markov chain Monte Carlo method is employed to estimate the parametric part of the model. In the second stage, an estimating equation method with a recursive algorithm is adopted to estimate the non-parametric transformation. Applicability of the new model is demonstrated with a simulation study and a real data application. Finally, methods to evaluate the model fit are suggested. © 2012 The British Psychological Society.

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

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.

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

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.

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

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.

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

Treesearch

Donald Gagliasso; Susan Hummel; Hailemariam Temesgen

2014-01-01

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

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.

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.

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

Estimating technical efficiency in the hospital sector with panel data: a comparison of parametric and non-parametric techniques.

PubMed

Siciliani, Luigi

2006-01-01

Policy makers are increasingly interested in developing performance indicators that measure hospital efficiency. These indicators may give the purchasers of health services an additional regulatory tool to contain health expenditure. Using panel data, this study compares different parametric (econometric) and non-parametric (linear programming) techniques for the measurement of a hospital's technical efficiency. This comparison was made using a sample of 17 Italian hospitals in the years 1996-9. Highest correlations are found in the efficiency scores between the non-parametric data envelopment analysis under the constant returns to scale assumption (DEA-CRS) and several parametric models. Correlation reduces markedly when using more flexible non-parametric specifications such as data envelopment analysis under the variable returns to scale assumption (DEA-VRS) and the free disposal hull (FDH) model. Correlation also generally reduces when moving from one output to two-output specifications. This analysis suggests that there is scope for developing performance indicators at hospital level using panel data, but it is important that extensive sensitivity analysis is carried out if purchasers wish to make use of these indicators in practice.

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.

Formation of parametric images using mixed-effects models: a feasibility study.

PubMed

Huang, Husan-Ming; Shih, Yi-Yu; Lin, Chieh

2016-03-01

Mixed-effects models have been widely used in the analysis of longitudinal data. By presenting the parameters as a combination of fixed effects and random effects, mixed-effects models incorporating both within- and between-subject variations are capable of improving parameter estimation. In this work, we demonstrate the feasibility of using a non-linear mixed-effects (NLME) approach for generating parametric images from medical imaging data of a single study. By assuming that all voxels in the image are independent, we used simulation and animal data to evaluate whether NLME can improve the voxel-wise parameter estimation. For testing purposes, intravoxel incoherent motion (IVIM) diffusion parameters including perfusion fraction, pseudo-diffusion coefficient and true diffusion coefficient were estimated using diffusion-weighted MR images and NLME through fitting the IVIM model. The conventional method of non-linear least squares (NLLS) was used as the standard approach for comparison of the resulted parametric images. In the simulated data, NLME provides more accurate and precise estimates of diffusion parameters compared with NLLS. Similarly, we found that NLME has the ability to improve the signal-to-noise ratio of parametric images obtained from rat brain data. These data have shown that it is feasible to apply NLME in parametric image generation, and the parametric image quality can be accordingly improved with the use of NLME. With the flexibility to be adapted to other models or modalities, NLME may become a useful tool to improve the parametric image quality in the future. Copyright © 2015 John Wiley & Sons, Ltd. Copyright © 2015 John Wiley & Sons, Ltd.

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

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 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.

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

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.

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.

Effect of non-normality on test statistics for one-way independent groups designs.

PubMed

Cribbie, Robert A; Fiksenbaum, Lisa; Keselman, H J; Wilcox, Rand R

2012-02-01

The data obtained from one-way independent groups designs is typically non-normal in form and rarely equally variable across treatment populations (i.e., population variances are heterogeneous). Consequently, the classical test statistic that is used to assess statistical significance (i.e., the analysis of variance F test) typically provides invalid results (e.g., too many Type I errors, reduced power). For this reason, there has been considerable interest in finding a test statistic that is appropriate under conditions of non-normality and variance heterogeneity. Previously recommended procedures for analysing such data include the James test, the Welch test applied either to the usual least squares estimators of central tendency and variability, or the Welch test with robust estimators (i.e., trimmed means and Winsorized variances). A new statistic proposed by Krishnamoorthy, Lu, and Mathew, intended to deal with heterogeneous variances, though not non-normality, uses a parametric bootstrap procedure. In their investigation of the parametric bootstrap test, the authors examined its operating characteristics under limited conditions and did not compare it to the Welch test based on robust estimators. Thus, we investigated how the parametric bootstrap procedure and a modified parametric bootstrap procedure based on trimmed means perform relative to previously recommended procedures when data are non-normal and heterogeneous. The results indicated that the tests based on trimmed means offer the best Type I error control and power when variances are unequal and at least some of the distribution shapes are non-normal. © 2011 The British Psychological Society.

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.

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

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.

Application of the LSQR algorithm in non-parametric estimation of aerosol size distribution

NASA Astrophysics Data System (ADS)

He, Zhenzong; Qi, Hong; Lew, Zhongyuan; Ruan, Liming; Tan, Heping; Luo, Kun

2016-05-01

Based on the Least Squares QR decomposition (LSQR) algorithm, the aerosol size distribution (ASD) is retrieved in non-parametric approach. The direct problem is solved by the Anomalous Diffraction Approximation (ADA) and the Lambert-Beer Law. An optimal wavelength selection method is developed to improve the retrieval accuracy of the ASD. The proposed optimal wavelength set is selected by the method which can make the measurement signals sensitive to wavelength and decrease the degree of the ill-condition of coefficient matrix of linear systems effectively to enhance the anti-interference ability of retrieval results. Two common kinds of monomodal and bimodal ASDs, log-normal (L-N) and Gamma distributions, are estimated, respectively. Numerical tests show that the LSQR algorithm can be successfully applied to retrieve the ASD with high stability in the presence of random noise and low susceptibility to the shape of distributions. Finally, the experimental measurement ASD over Harbin in China is recovered reasonably. All the results confirm that the LSQR algorithm combined with the optimal wavelength selection method is an effective and reliable technique in non-parametric estimation of ASD.

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.

Prevalence Incidence Mixture Models

Cancer.gov

The R package and webtool fits Prevalence Incidence Mixture models to left-censored and irregularly interval-censored time to event data that is commonly found in screening cohorts assembled from electronic health records. Absolute and relative risk can be estimated for simple random sampling, and stratified sampling (the two approaches of superpopulation and a finite population are supported for target populations). Non-parametric (absolute risks only), semi-parametric, weakly-parametric (using B-splines), and some fully parametric (such as the logistic-Weibull) models are supported.

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.

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.

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.

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.

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

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.

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.

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.

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.

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.

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...

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.

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.

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.

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.

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.

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.

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

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.

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 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.

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

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.

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.

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.

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.

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).

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.

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.

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

Nonparametric Bayesian models for a spatial covariance.

PubMed

Reich, Brian J; Fuentes, Montserrat

2012-01-01

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

flexsurv: A Platform for Parametric Survival Modeling in R

PubMed Central

Jackson, Christopher H.

2018-01-01

flexsurv is an R package for fully-parametric modeling of survival data. Any parametric time-to-event distribution may be fitted if the user supplies a probability density or hazard function, and ideally also their cumulative versions. Standard survival distributions are built in, including the three and four-parameter generalized gamma and F distributions. Any parameter of any distribution can be modeled as a linear or log-linear function of covariates. The package also includes the spline model of Royston and Parmar (2002), in which both baseline survival and covariate effects can be arbitrarily flexible parametric functions of time. The main model-fitting function, flexsurvreg, uses the familiar syntax of survreg from the standard survival package (Therneau 2016). Censoring or left-truncation are specified in ‘Surv’ objects. The models are fitted by maximizing the full log-likelihood, and estimates and confidence intervals for any function of the model parameters can be printed or plotted. flexsurv also provides functions for fitting and predicting from fully-parametric multi-state models, and connects with the mstate package (de Wreede, Fiocco, and Putter 2011). This article explains the methods and design principles of the package, giving several worked examples of its use. PMID:29593450

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

Symbolic Regression for the Estimation of Transfer Functions of Hydrological Models

NASA Astrophysics Data System (ADS)

Klotz, D.; Herrnegger, M.; Schulz, K.

2017-11-01

Current concepts for parameter regionalization of spatially distributed rainfall-runoff models rely on the a priori definition of transfer functions that globally map land surface characteristics (such as soil texture, land use, and digital elevation) into the model parameter space. However, these transfer functions are often chosen ad hoc or derived from small-scale experiments. This study proposes and tests an approach for inferring the structure and parametrization of possible transfer functions from runoff data to potentially circumvent these difficulties. The concept uses context-free grammars to generate possible proposition for transfer functions. The resulting structure can then be parametrized with classical optimization techniques. Several virtual experiments are performed to examine the potential for an appropriate estimation of transfer function, all of them using a very simple conceptual rainfall-runoff model with data from the Austrian Mur catchment. The results suggest that a priori defined transfer functions are in general well identifiable by the method. However, the deduction process might be inhibited, e.g., by noise in the runoff observation data, often leading to transfer function estimates of lower structural complexity.

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

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

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

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.

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

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.

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.

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.

The Role of Parametric Assumptions in Adaptive Bayesian Estimation

ERIC Educational Resources Information Center

Alcala-Quintana, Rocio; Garcia-Perez, Miguel A.

2004-01-01

Variants of adaptive Bayesian procedures for estimating the 5% point on a psychometric function were studied by simulation. Bias and standard error were the criteria to evaluate performance. The results indicated a superiority of (a) uniform priors, (b) model likelihood functions that are odd symmetric about threshold and that have parameter…

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.

Estimation of correlation functions by stochastic approximation.

NASA Technical Reports Server (NTRS)

Habibi, A.; Wintz, P. A.

1972-01-01

Consideration of the autocorrelation function of a zero-mean stationary random process. The techniques are applicable to processes with nonzero mean provided the mean is estimated first and subtracted. Two recursive techniques are proposed, both of which are based on the method of stochastic approximation and assume a functional form for the correlation function that depends on a number of parameters that are recursively estimated from successive records. One technique uses a standard point estimator of the correlation function to provide estimates of the parameters that minimize the mean-square error between the point estimates and the parametric function. The other technique provides estimates of the parameters that maximize a likelihood function relating the parameters of the function to the random process. Examples are presented.

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.

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

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

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

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

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.

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

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

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

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

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%.

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.

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

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

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.

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

Does multi-functionality affect technical efficiency? A non-parametric analysis of the Scottish dairy industry.

PubMed

Barnes, A P

2006-09-01

Recent policy changes within the Common Agricultural Policy have led to a shift from a solely production-led agriculture towards the promotion of multi-functionality. Conversely, the removal of production-led supports would indicate that an increased concentration on production efficiencies would seem a critical strategy for a country's future competitiveness. This paper explores the relationship between the 'multi-functional' farming attitude desired by policy makers and its effect on technical efficiency within Scottish dairy farming. Technical efficiency scores are calculated by applying the non-parametric data envelopment analysis technique and then measured against causes of inefficiency. Amongst these explanatory factors is a constructed score of multi-functionality. This research finds that, amongst other factors, a multi-functional attitude has a significant positive effect on technical efficiency. Consequently, this seems to validate the promotion of a multi-functional approach to farming currently being championed by policy-makers.

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 general framework for parametric survival analysis.

PubMed

Crowther, Michael J; Lambert, Paul C

2014-12-30

Parametric survival models are being increasingly used as an alternative to the Cox model in biomedical research. Through direct modelling of the baseline hazard function, we can gain greater understanding of the risk profile of patients over time, obtaining absolute measures of risk. Commonly used parametric survival models, such as the Weibull, make restrictive assumptions of the baseline hazard function, such as monotonicity, which is often violated in clinical datasets. In this article, we extend the general framework of parametric survival models proposed by Crowther and Lambert (Journal of Statistical Software 53:12, 2013), to incorporate relative survival, and robust and cluster robust standard errors. We describe the general framework through three applications to clinical datasets, in particular, illustrating the use of restricted cubic splines, modelled on the log hazard scale, to provide a highly flexible survival modelling framework. Through the use of restricted cubic splines, we can derive the cumulative hazard function analytically beyond the boundary knots, resulting in a combined analytic/numerical approach, which substantially improves the estimation process compared with only using numerical integration. User-friendly Stata software is provided, which significantly extends parametric survival models available in standard software. Copyright © 2014 John Wiley & Sons, Ltd.

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.

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.

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.

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.

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.

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.

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.

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.

Strategies for the generation of parametric images of [11C]PIB with plasma input functions considering discriminations and reproducibility.

PubMed

Edison, Paul; Brooks, David J; Turkheimer, Federico E; Archer, Hilary A; Hinz, Rainer

2009-11-01

Pittsburgh compound B or [11C]PIB is an amyloid imaging agent which shows a clear differentiation between subjects with Alzheimer's disease (AD) and controls. However the observed signal difference in other forms of dementia such as dementia with Lewy bodies (DLB) is smaller, and mild cognitively impaired (MCI) subjects and some healthy elderly normals may show intermediate levels of [11C]PIB binding. The cerebellum, a commonly used reference region for non-specific tracer uptake in [11C]PIB studies in AD may not be valid in Prion disorders or monogenic forms of AD. The aim of this work was to: 1-compare methods for generating parametric maps of [11C]PIB retention in tissue using a plasma input function in respect of their ability to discriminate between AD subjects and controls and 2-estimate the test-retest reproducibility in AD subjects. 12 AD subjects (5 of which underwent a repeat scan within 6 weeks) and 10 control subjects had 90 minute [11C]PIB dynamic PET scans, and arterial plasma input functions were measured. Parametric maps were generated with graphical analysis of reversible binding (Logan plot), irreversible binding (Patlak plot), and spectral analysis. Between group differentiation was calculated using Student's t-test and comparisons between different methods were made using p values. Reproducibility was assessed by intraclass correlation coefficients (ICC). We found that the 75 min value of the impulse response function showed the best group differentiation and had a higher ICC than volume of distribution maps generated from Logan and spectral analysis. Patlak analysis of [11C]PIB binding was the least reproducible.

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

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.

Parametric regression model for survival data: Weibull regression model as an example

PubMed Central

2016-01-01

Weibull regression model is one of the most popular forms of parametric regression model that it provides estimate of baseline hazard function, as well as coefficients for covariates. Because of technical difficulties, Weibull regression model is seldom used in medical literature as compared to the semi-parametric proportional hazard model. To make clinical investigators familiar with Weibull regression model, this article introduces some basic knowledge on Weibull regression model and then illustrates how to fit the model with R software. The SurvRegCensCov package is useful in converting estimated coefficients to clinical relevant statistics such as hazard ratio (HR) and event time ratio (ETR). Model adequacy can be assessed by inspecting Kaplan-Meier curves stratified by categorical variable. The eha package provides an alternative method to model Weibull regression model. The check.dist() function helps to assess goodness-of-fit of the model. Variable selection is based on the importance of a covariate, which can be tested using anova() function. Alternatively, backward elimination starting from a full model is an efficient way for model development. Visualization of Weibull regression model after model development is interesting that it provides another way to report your findings. PMID:28149846

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.

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.

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.

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.

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.

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.

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.

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.

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.

Gaussian copula as a likelihood function for environmental models

NASA Astrophysics Data System (ADS)

Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.

2017-12-01

Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an interesting departure from the usage of fully parametric distributions as likelihood functions - and they could help us to better capture the statistical properties of errors and make more reliable predictions.

Estimation and model selection of semiparametric multivariate survival functions under general censorship.

PubMed

Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang

2010-07-01

We study estimation and model selection of semiparametric models of multivariate survival functions for censored data, which are characterized by possibly misspecified parametric copulas and nonparametric marginal survivals. We obtain the consistency and root- n asymptotic normality of a two-step copula estimator to the pseudo-true copula parameter value according to KLIC, and provide a simple consistent estimator of its asymptotic variance, allowing for a first-step nonparametric estimation of the marginal survivals. We establish the asymptotic distribution of the penalized pseudo-likelihood ratio statistic for comparing multiple semiparametric multivariate survival functions subject to copula misspecification and general censorship. An empirical application is provided.

Estimation and model selection of semiparametric multivariate survival functions under general censorship

PubMed Central

Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang

2013-01-01

We study estimation and model selection of semiparametric models of multivariate survival functions for censored data, which are characterized by possibly misspecified parametric copulas and nonparametric marginal survivals. We obtain the consistency and root-n asymptotic normality of a two-step copula estimator to the pseudo-true copula parameter value according to KLIC, and provide a simple consistent estimator of its asymptotic variance, allowing for a first-step nonparametric estimation of the marginal survivals. We establish the asymptotic distribution of the penalized pseudo-likelihood ratio statistic for comparing multiple semiparametric multivariate survival functions subject to copula misspecification and general censorship. An empirical application is provided. PMID:24790286

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.

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.

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.

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.

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…

Relative Critical Points

NASA Astrophysics Data System (ADS)

Lewis, Debra

2013-05-01

Relative equilibria of Lagrangian and Hamiltonian systems with symmetry are critical points of appropriate scalar functions parametrized by the Lie algebra (or its dual) of the symmetry group. Setting aside the structures - symplectic, Poisson, or variational - generating dynamical systems from such functions highlights the common features of their construction and analysis, and supports the construction of analogous functions in non-Hamiltonian settings. If the symmetry group is nonabelian, the functions are invariant only with respect to the isotropy subgroup of the given parameter value. Replacing the parametrized family of functions with a single function on the product manifold and extending the action using the (co)adjoint action on the algebra or its dual yields a fully invariant function. An invariant map can be used to reverse the usual perspective: rather than selecting a parametrized family of functions and finding their critical points, conditions under which functions will be critical on specific orbits, typically distinguished by isotropy class, can be derived. This strategy is illustrated using several well-known mechanical systems - the Lagrange top, the double spherical pendulum, the free rigid body, and the Riemann ellipsoids - and generalizations of these systems.

Model risk for European-style stock index options.

PubMed

Gençay, Ramazan; Gibson, Rajna

2007-01-01

In empirical modeling, there have been two strands for pricing in the options literature, namely the parametric and nonparametric models. Often, the support for the nonparametric methods is based on a benchmark such as the Black-Scholes (BS) model with constant volatility. In this paper, we study the stochastic volatility (SV) and stochastic volatility random jump (SVJ) models as parametric benchmarks against feedforward neural network (FNN) models, a class of neural network models. Our choice for FNN models is due to their well-studied universal approximation properties of an unknown function and its partial derivatives. Since the partial derivatives of an option pricing formula are risk pricing tools, an accurate estimation of the unknown option pricing function is essential for pricing and hedging. Our findings indicate that FNN models offer themselves as robust option pricing tools, over their sophisticated parametric counterparts in predictive settings. There are two routes to explain the superiority of FNN models over the parametric models in forecast settings. These are nonnormality of return distributions and adaptive learning.

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

Statistics of some atmospheric turbulence records relevant to aircraft response calculations

NASA Technical Reports Server (NTRS)

Mark, W. D.; Fischer, R. W.

1981-01-01

Methods for characterizing atmospheric turbulence are described. The methods illustrated include maximum likelihood estimation of the integral scale and intensity of records obeying the von Karman transverse power spectral form, constrained least-squares estimation of the parameters of a parametric representation of autocorrelation functions, estimation of the power spectra density of the instantaneous variance of a record with temporally fluctuating variance, and estimation of the probability density functions of various turbulence components. Descriptions of the computer programs used in the computations are given, and a full listing of these programs is included.

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.

R package PRIMsrc: Bump Hunting by Patient Rule Induction Method for Survival, Regression and Classification

PubMed Central

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

2015-01-01

PRIMsrc is a novel implementation of a non-parametric bump hunting procedure, based on the Patient Rule Induction Method (PRIM), offering a unified treatment of outcome variables, including censored time-to-event (Survival), continuous (Regression) and discrete (Classification) responses. To fit the model, it uses a recursive peeling procedure with specific peeling criteria and stopping rules depending on the response. To validate the model, it provides an objective function based on prediction-error or other specific statistic, as well as two alternative cross-validation techniques, adapted to the task of decision-rule making and estimation in the three types of settings. PRIMsrc comes as an open source R package, including at this point: (i) a main function for fitting a Survival Bump Hunting model with various options allowing cross-validated model selection to control model size (#covariates) and model complexity (#peeling steps) and generation of cross-validated end-point estimates; (ii) parallel computing; (iii) various S3-generic and specific plotting functions for data visualization, diagnostic, prediction, summary and display of results. It is available on CRAN and GitHub. PMID:26798326

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.

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

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.

Parameter dimension of turbulence-induced phase errors and its effects on estimation in phase diversity

NASA Technical Reports Server (NTRS)

Thelen, Brian J.; Paxman, Richard G.

1994-01-01

The method of phase diversity has been used in the context of incoherent imaging to estimate jointly an object that is being imaged and phase aberrations induced by atmospheric turbulence. The method requires a parametric model for the phase-aberration function. Typically, the parameters are coefficients to a finite set of basis functions. Care must be taken in selecting a parameterization that properly balances accuracy in the representation of the phase-aberration function with stability in the estimates. It is well known that over parameterization can result in unstable estimates. Thus a certain amount of model mismatch is often desirable. We derive expressions that quantify the bias and variance in object and aberration estimates as a function of parameter dimension.

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.

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.

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

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

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.

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.

Describing Function Techniques for the Non-Linear Analysis of the Dynamics of a Rail Vehicle Wheelset

DOT National Transportation Integrated Search

1975-07-01

The describing function method of analysis is applied to investigate the influence of parametric variations on wheelset critical velocity. In addition, the relationship between the amplitude of sustained lateral oscillations and critical speed is der...

Interpolating Non-Parametric Distributions of Hourly Rainfall Intensities Using Random Mixing

NASA Astrophysics Data System (ADS)

Mosthaf, Tobias; Bárdossy, András; Hörning, Sebastian

2015-04-01

The correct spatial interpolation of hourly rainfall intensity distributions is of great importance for stochastical rainfall models. Poorly interpolated distributions may lead to over- or underestimation of rainfall and consequently to wrong estimates of following applications, like hydrological or hydraulic models. By analyzing the spatial relation of empirical rainfall distribution functions, a persistent order of the quantile values over a wide range of non-exceedance probabilities is observed. As the order remains similar, the interpolation weights of quantile values for one certain non-exceedance probability can be applied to the other probabilities. This assumption enables the use of kernel smoothed distribution functions for interpolation purposes. Comparing the order of hourly quantile values over different gauges with the order of their daily quantile values for equal probabilities, results in high correlations. The hourly quantile values also show high correlations with elevation. The incorporation of these two covariates into the interpolation is therefore tested. As only positive interpolation weights for the quantile values assure a monotonically increasing distribution function, the use of geostatistical methods like kriging is problematic. Employing kriging with external drift to incorporate secondary information is not applicable. Nonetheless, it would be fruitful to make use of covariates. To overcome this shortcoming, a new random mixing approach of spatial random fields is applied. Within the mixing process hourly quantile values are considered as equality constraints and correlations with elevation values are included as relationship constraints. To profit from the dependence of daily quantile values, distribution functions of daily gauges are used to set up lower equal and greater equal constraints at their locations. In this way the denser daily gauge network can be included in the interpolation of the hourly distribution functions. The applicability of this new interpolation procedure will be shown for around 250 hourly rainfall gauges in the German federal state of Baden-Württemberg. The performance of the random mixing technique within the interpolation is compared to applicable kriging methods. Additionally, the interpolation of kernel smoothed distribution functions is compared with the interpolation of fitted parametric distributions.

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.

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.

Application of artificial neural network to fMRI regression analysis.

PubMed

Misaki, Masaya; Miyauchi, Satoru

2006-01-15

We used an artificial neural network (ANN) to detect correlations between event sequences and fMRI (functional magnetic resonance imaging) signals. The layered feed-forward neural network, given a series of events as inputs and the fMRI signal as a supervised signal, performed a non-linear regression analysis. This type of ANN is capable of approximating any continuous function, and thus this analysis method can detect any fMRI signals that correlated with corresponding events. Because of the flexible nature of ANNs, fitting to autocorrelation noise is a problem in fMRI analyses. We avoided this problem by using cross-validation and an early stopping procedure. The results showed that the ANN could detect various responses with different time courses. The simulation analysis also indicated an additional advantage of ANN over non-parametric methods in detecting parametrically modulated responses, i.e., it can detect various types of parametric modulations without a priori assumptions. The ANN regression analysis is therefore beneficial for exploratory fMRI analyses in detecting continuous changes in responses modulated by changes in input values.

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.

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.

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...

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.

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.

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.

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.

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.

Applications of species accumulation curves in large-scale biological data analysis.

PubMed

Deng, Chao; Daley, Timothy; Smith, Andrew D

2015-09-01

The species accumulation curve, or collector's curve, of a population gives the expected number of observed species or distinct classes as a function of sampling effort. Species accumulation curves allow researchers to assess and compare diversity across populations or to evaluate the benefits of additional sampling. Traditional applications have focused on ecological populations but emerging large-scale applications, for example in DNA sequencing, are orders of magnitude larger and present new challenges. We developed a method to estimate accumulation curves for predicting the complexity of DNA sequencing libraries. This method uses rational function approximations to a classical non-parametric empirical Bayes estimator due to Good and Toulmin [Biometrika, 1956, 43, 45-63]. Here we demonstrate how the same approach can be highly effective in other large-scale applications involving biological data sets. These include estimating microbial species richness, immune repertoire size, and k -mer diversity for genome assembly applications. We show how the method can be modified to address populations containing an effectively infinite number of species where saturation cannot practically be attained. We also introduce a flexible suite of tools implemented as an R package that make these methods broadly accessible.

Applications of species accumulation curves in large-scale biological data analysis

PubMed Central

Deng, Chao; Daley, Timothy; Smith, Andrew D

2016-01-01

The species accumulation curve, or collector’s curve, of a population gives the expected number of observed species or distinct classes as a function of sampling effort. Species accumulation curves allow researchers to assess and compare diversity across populations or to evaluate the benefits of additional sampling. Traditional applications have focused on ecological populations but emerging large-scale applications, for example in DNA sequencing, are orders of magnitude larger and present new challenges. We developed a method to estimate accumulation curves for predicting the complexity of DNA sequencing libraries. This method uses rational function approximations to a classical non-parametric empirical Bayes estimator due to Good and Toulmin [Biometrika, 1956, 43, 45–63]. Here we demonstrate how the same approach can be highly effective in other large-scale applications involving biological data sets. These include estimating microbial species richness, immune repertoire size, and k-mer diversity for genome assembly applications. We show how the method can be modified to address populations containing an effectively infinite number of species where saturation cannot practically be attained. We also introduce a flexible suite of tools implemented as an R package that make these methods broadly accessible. PMID:27252899

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.

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%.

Robust biological parametric mapping: an improved technique for multimodal brain image analysis

NASA Astrophysics Data System (ADS)

Yang, Xue; Beason-Held, Lori; Resnick, Susan M.; Landman, Bennett A.

2011-03-01

Mapping the quantitative relationship between structure and function in the human brain is an important and challenging problem. Numerous volumetric, surface, region of interest and voxelwise image processing techniques have been developed to statistically assess potential correlations between imaging and non-imaging metrics. Recently, biological parametric mapping has extended the widely popular statistical parametric approach to enable application of the general linear model to multiple image modalities (both for regressors and regressands) along with scalar valued observations. This approach offers great promise for direct, voxelwise assessment of structural and functional relationships with multiple imaging modalities. However, as presented, the biological parametric mapping approach is not robust to outliers and may lead to invalid inferences (e.g., artifactual low p-values) due to slight mis-registration or variation in anatomy between subjects. To enable widespread application of this approach, we introduce robust regression and robust inference in the neuroimaging context of application of the general linear model. Through simulation and empirical studies, we demonstrate that our robust approach reduces sensitivity to outliers without substantial degradation in power. The robust approach and associated software package provides a reliable way to quantitatively assess voxelwise correlations between structural and functional neuroimaging modalities.

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.

Two models for evaluating landslide hazards

USGS Publications Warehouse

Davis, J.C.; Chung, C.-J.; Ohlmacher, G.C.

2006-01-01

Two alternative procedures for estimating landslide hazards were evaluated using data on topographic digital elevation models (DEMs) and bedrock lithologies in an area adjacent to the Missouri River in Atchison County, Kansas, USA. The two procedures are based on the likelihood ratio model but utilize different assumptions. The empirical likelihood ratio model is based on non-parametric empirical univariate frequency distribution functions under an assumption of conditional independence while the multivariate logistic discriminant model assumes that likelihood ratios can be expressed in terms of logistic functions. The relative hazards of occurrence of landslides were estimated by an empirical likelihood ratio model and by multivariate logistic discriminant analysis. Predictor variables consisted of grids containing topographic elevations, slope angles, and slope aspects calculated from a 30-m DEM. An integer grid of coded bedrock lithologies taken from digitized geologic maps was also used as a predictor variable. Both statistical models yield relative estimates in the form of the proportion of total map area predicted to already contain or to be the site of future landslides. The stabilities of estimates were checked by cross-validation of results from random subsamples, using each of the two procedures. Cell-by-cell comparisons of hazard maps made by the two models show that the two sets of estimates are virtually identical. This suggests that the empirical likelihood ratio and the logistic discriminant analysis models are robust with respect to the conditional independent assumption and the logistic function assumption, respectively, and that either model can be used successfully to evaluate landslide hazards. ?? 2006.

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.

Direct parametric reconstruction in dynamic PET myocardial perfusion imaging: in vivo studies.

PubMed

Petibon, Yoann; Rakvongthai, Yothin; El Fakhri, Georges; Ouyang, Jinsong

2017-05-07

Dynamic PET myocardial perfusion imaging (MPI) used in conjunction with tracer kinetic modeling enables the quantification of absolute myocardial blood flow (MBF). However, MBF maps computed using the traditional indirect method (i.e. post-reconstruction voxel-wise fitting of kinetic model to PET time-activity-curves-TACs) suffer from poor signal-to-noise ratio (SNR). Direct reconstruction of kinetic parameters from raw PET projection data has been shown to offer parametric images with higher SNR compared to the indirect method. The aim of this study was to extend and evaluate the performance of a direct parametric reconstruction method using in vivo dynamic PET MPI data for the purpose of quantifying MBF. Dynamic PET MPI studies were performed on two healthy pigs using a Siemens Biograph mMR scanner. List-mode PET data for each animal were acquired following a bolus injection of ~7-8 mCi of 18 F-flurpiridaz, a myocardial perfusion agent. Fully-3D dynamic PET sinograms were obtained by sorting the coincidence events into 16 temporal frames covering ~5 min after radiotracer administration. Additionally, eight independent noise realizations of both scans-each containing 1/8th of the total number of events-were generated from the original list-mode data. Dynamic sinograms were then used to compute parametric maps using the conventional indirect method and the proposed direct method. For both methods, a one-tissue compartment model accounting for spillover from the left and right ventricle blood-pools was used to describe the kinetics of 18 F-flurpiridaz. An image-derived arterial input function obtained from a TAC taken in the left ventricle cavity was used for tracer kinetic analysis. For the indirect method, frame-by-frame images were estimated using two fully-3D reconstruction techniques: the standard ordered subset expectation maximization (OSEM) reconstruction algorithm on one side, and the one-step late maximum a posteriori (OSL-MAP) algorithm on the other side, which incorporates a quadratic penalty function. The parametric images were then calculated using voxel-wise weighted least-square fitting of the reconstructed myocardial PET TACs. For the direct method, parametric images were estimated directly from the dynamic PET sinograms using a maximum a posteriori (MAP) parametric reconstruction algorithm which optimizes an objective function comprised of the Poisson log-likelihood term, the kinetic model and a quadratic penalty function. Maximization of the objective function with respect to each set of parameters was achieved using a preconditioned conjugate gradient algorithm with a specifically developed pre-conditioner. The performance of the direct method was evaluated by comparing voxel- and segment-wise estimates of [Formula: see text], the tracer transport rate (ml · min -1 · ml -1 ), to those obtained using the indirect method applied to both OSEM and OSL-MAP dynamic reconstructions. The proposed direct reconstruction method produced [Formula: see text] maps with visibly lower noise than the indirect method based on OSEM and OSL-MAP reconstructions. At normal count levels, the direct method was shown to outperform the indirect method based on OSL-MAP in the sense that at matched level of bias, reduced regional noise levels were obtained. At lower count levels, the direct method produced [Formula: see text] estimates with significantly lower standard deviation across noise realizations than the indirect method based on OSL-MAP at matched bias level. In all cases, the direct method yielded lower noise and standard deviation than the indirect method based on OSEM. Overall, the proposed direct reconstruction offered a better bias-variance tradeoff than the indirect method applied to either OSEM and OSL-MAP. Direct parametric reconstruction as applied to in vivo dynamic PET MPI data is therefore a promising method for producing MBF maps with lower variance.

Direct parametric reconstruction in dynamic PET myocardial perfusion imaging: in-vivo studies

PubMed Central

Petibon, Yoann; Rakvongthai, Yothin; Fakhri, Georges El; Ouyang, Jinsong

2017-01-01

Dynamic PET myocardial perfusion imaging (MPI) used in conjunction with tracer kinetic modeling enables the quantification of absolute myocardial blood flow (MBF). However, MBF maps computed using the traditional indirect method (i.e. post-reconstruction voxel-wise fitting of kinetic model to PET time-activity-curves -TACs) suffer from poor signal-to-noise ratio (SNR). Direct reconstruction of kinetic parameters from raw PET projection data has been shown to offer parametric images with higher SNR compared to the indirect method. The aim of this study was to extend and evaluate the performance of a direct parametric reconstruction method using in-vivo dynamic PET MPI data for the purpose of quantifying MBF. Dynamic PET MPI studies were performed on two healthy pigs using a Siemens Biograph mMR scanner. List-mode PET data for each animal were acquired following a bolus injection of ~7-8 mCi of 18F-flurpiridaz, a myocardial perfusion agent. Fully-3D dynamic PET sinograms were obtained by sorting the coincidence events into 16 temporal frames covering ~5 min after radiotracer administration. Additionally, eight independent noise realizations of both scans - each containing 1/8th of the total number of events - were generated from the original list-mode data. Dynamic sinograms were then used to compute parametric maps using the conventional indirect method and the proposed direct method. For both methods, a one-tissue compartment model accounting for spillover from the left and right ventricle blood-pools was used to describe the kinetics of 18F-flurpiridaz. An image-derived arterial input function obtained from a TAC taken in the left ventricle cavity was used for tracer kinetic analysis. For the indirect method, frame-by-frame images were estimated using two fully-3D reconstruction techniques: the standard Ordered Subset Expectation Maximization (OSEM) reconstruction algorithm on one side, and the One-Step Late Maximum a Posteriori (OSL-MAP) algorithm on the other side, which incorporates a quadratic penalty function. The parametric images were then calculated using voxel-wise weighted least-square fitting of the reconstructed myocardial PET TACs. For the direct method, parametric images were estimated directly from the dynamic PET sinograms using a maximum a posteriori (MAP) parametric reconstruction algorithm which optimizes an objective function comprised of the Poisson log-likelihood term, the kinetic model and a quadratic penalty function. Maximization of the objective function with respect to each set of parameters was achieved using a preconditioned conjugate gradient algorithm with a specifically developed pre-conditioner. The performance of the direct method was evaluated by comparing voxel- and segment-wise estimates of K1, the tracer transport rate (mL.min−1.mL−1), to those obtained using the indirect method applied to both OSEM and OSL-MAP dynamic reconstructions. The proposed direct reconstruction method produced K1 maps with visibly lower noise than the indirect method based on OSEM and OSL-MAP reconstructions. At normal count levels, the direct method was shown to outperform the indirect method based on OSL-MAP in the sense that at matched level of bias, reduced regional noise levels were obtained. At lower count levels, the direct method produced K1 estimates with significantly lower standard deviation across noise realizations than the indirect method based on OSL-MAP at matched bias level. In all cases, the direct method yielded lower noise and standard deviation than the indirect method based on OSEM. Overall, the proposed direct reconstruction offered a better bias-variance tradeoff than the indirect method applied to either OSEM and OSL-MAP. Direct parametric reconstruction as applied to in-vivo dynamic PET MPI data is therefore a promising method for producing MBF maps with lower variance. PMID:28379843

Direct parametric reconstruction in dynamic PET myocardial perfusion imaging: in vivo studies

NASA Astrophysics Data System (ADS)

Petibon, Yoann; Rakvongthai, Yothin; El Fakhri, Georges; Ouyang, Jinsong

2017-05-01

Dynamic PET myocardial perfusion imaging (MPI) used in conjunction with tracer kinetic modeling enables the quantification of absolute myocardial blood flow (MBF). However, MBF maps computed using the traditional indirect method (i.e. post-reconstruction voxel-wise fitting of kinetic model to PET time-activity-curves-TACs) suffer from poor signal-to-noise ratio (SNR). Direct reconstruction of kinetic parameters from raw PET projection data has been shown to offer parametric images with higher SNR compared to the indirect method. The aim of this study was to extend and evaluate the performance of a direct parametric reconstruction method using in vivo dynamic PET MPI data for the purpose of quantifying MBF. Dynamic PET MPI studies were performed on two healthy pigs using a Siemens Biograph mMR scanner. List-mode PET data for each animal were acquired following a bolus injection of ~7-8 mCi of 18F-flurpiridaz, a myocardial perfusion agent. Fully-3D dynamic PET sinograms were obtained by sorting the coincidence events into 16 temporal frames covering ~5 min after radiotracer administration. Additionally, eight independent noise realizations of both scans—each containing 1/8th of the total number of events—were generated from the original list-mode data. Dynamic sinograms were then used to compute parametric maps using the conventional indirect method and the proposed direct method. For both methods, a one-tissue compartment model accounting for spillover from the left and right ventricle blood-pools was used to describe the kinetics of 18F-flurpiridaz. An image-derived arterial input function obtained from a TAC taken in the left ventricle cavity was used for tracer kinetic analysis. For the indirect method, frame-by-frame images were estimated using two fully-3D reconstruction techniques: the standard ordered subset expectation maximization (OSEM) reconstruction algorithm on one side, and the one-step late maximum a posteriori (OSL-MAP) algorithm on the other side, which incorporates a quadratic penalty function. The parametric images were then calculated using voxel-wise weighted least-square fitting of the reconstructed myocardial PET TACs. For the direct method, parametric images were estimated directly from the dynamic PET sinograms using a maximum a posteriori (MAP) parametric reconstruction algorithm which optimizes an objective function comprised of the Poisson log-likelihood term, the kinetic model and a quadratic penalty function. Maximization of the objective function with respect to each set of parameters was achieved using a preconditioned conjugate gradient algorithm with a specifically developed pre-conditioner. The performance of the direct method was evaluated by comparing voxel- and segment-wise estimates of {{K}1} , the tracer transport rate (ml · min-1 · ml-1), to those obtained using the indirect method applied to both OSEM and OSL-MAP dynamic reconstructions. The proposed direct reconstruction method produced {{K}1} maps with visibly lower noise than the indirect method based on OSEM and OSL-MAP reconstructions. At normal count levels, the direct method was shown to outperform the indirect method based on OSL-MAP in the sense that at matched level of bias, reduced regional noise levels were obtained. At lower count levels, the direct method produced {{K}1} estimates with significantly lower standard deviation across noise realizations than the indirect method based on OSL-MAP at matched bias level. In all cases, the direct method yielded lower noise and standard deviation than the indirect method based on OSEM. Overall, the proposed direct reconstruction offered a better bias-variance tradeoff than the indirect method applied to either OSEM and OSL-MAP. Direct parametric reconstruction as applied to in vivo dynamic PET MPI data is therefore a promising method for producing MBF maps with lower variance.

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.

Transverse Single Spin Asymmetry in \\varvec{J}/\\varvec{ψ } Production

NASA Astrophysics Data System (ADS)

Sonawane, Bipin; Misra, Anuradha; Padval, Siddhesh; Rawoot, Vaibhav

2018-05-01

We estimate transverse single spin asymmetry (TSSA) in electroproduction of J/ψ for J-Lab and EIC energies. We present estimates of TSSAs in J/ψ production within generalized parton model (GPM) using recent parametrizations of gluon Sivers function (GSF) and compare the results obtained using color singlet model (CSM) with those obtained using color evaporation model (CEM) of quarkonium production.

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.

Estimating the intensity of a cyclic Poisson process in the presence of additive and multiplicative linear trend

NASA Astrophysics Data System (ADS)

Wayan Mangku, I.

2017-10-01

In this paper we survey some results on estimation of the intensity function of a cyclic Poisson process in the presence of additive and multiplicative linear trend. We do not assume any parametric form for the cyclic component of the intensity function, except that it is periodic. Moreover, we consider the case when there is only a single realization of the Poisson process is observed in a bounded interval. The considered estimators are weakly and strongly consistent when the size of the observation interval indefinitely expands. Asymptotic approximations to the bias and variance of those estimators are presented.

Semi-Parametric Item Response Functions in the Context of Guessing. CRESST Report 844

ERIC Educational Resources Information Center

Falk, Carl F.; Cai, Li

2015-01-01

We present a logistic function of a monotonic polynomial with a lower asymptote, allowing additional flexibility beyond the three-parameter logistic model. We develop a maximum marginal likelihood based approach to estimate the item parameters. The new item response model is demonstrated on math assessment data from a state, and a computationally…

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.

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.

Autonomous frequency domain identification: Theory and experiment

NASA Technical Reports Server (NTRS)

Yam, Yeung; Bayard, D. S.; Hadaegh, F. Y.; Mettler, E.; Milman, M. H.; Scheid, R. E.

1989-01-01

The analysis, design, and on-orbit tuning of robust controllers require more information about the plant than simply a nominal estimate of the plant transfer function. Information is also required concerning the uncertainty in the nominal estimate, or more generally, the identification of a model set within which the true plant is known to lie. The identification methodology that was developed and experimentally demonstrated makes use of a simple but useful characterization of the model uncertainty based on the output error. This is a characterization of the additive uncertainty in the plant model, which has found considerable use in many robust control analysis and synthesis techniques. The identification process is initiated by a stochastic input u which is applied to the plant p giving rise to the output. Spectral estimation (h = P sub uy/P sub uu) is used as an estimate of p and the model order is estimated using the produce moment matrix (PMM) method. A parametric model unit direction vector p is then determined by curve fitting the spectral estimate to a rational transfer function. The additive uncertainty delta sub m = p - unit direction vector p is then estimated by the cross spectral estimate delta = P sub ue/P sub uu where e = y - unit direction vectory y is the output error, and unit direction vector y = unit direction vector pu is the computed output of the parametric model subjected to the actual input u. The experimental results demonstrate the curve fitting algorithm produces the reduced-order plant model which minimizes the additive uncertainty. The nominal transfer function estimate unit direction vector p and the estimate delta of the additive uncertainty delta sub m are subsequently available to be used for optimization of robust controller performance and stability.

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.

Non-classicality criteria: Glauber-Sudarshan P function and Mandel ? parameter

NASA Astrophysics Data System (ADS)

Alexanian, Moorad

2018-01-01

We calculate exactly the quantum mechanical, temporal Wigner quasiprobability density for a single-mode, degenerate parametric amplifier for a system in the Gaussian state, viz., a displaced-squeezed thermal state. The Wigner function allows us to calculate the fluctuations in photon number and the quadrature variance. We contrast the difference between the non-classicality criteria, which is independent of the displacement parameter ?, based on the Glauber-Sudarshan quasiprobability distribution ? and the classical/non-classical behaviour of the Mandel ? parameter, which depends strongly on ?. We find a phase transition as a function of ? such that at the critical point ?, ?, as a function of ?, goes from strictly classical, for ?, to a mixed classical/non-classical behaviour, for ?.

Conditional Anomaly Detection with Soft Harmonic Functions

PubMed Central

Valko, Michal; Kveton, Branislav; Valizadegan, Hamed; Cooper, Gregory F.; Hauskrecht, Milos

2012-01-01

In this paper, we consider the problem of conditional anomaly detection that aims to identify data instances with an unusual response or a class label. We develop a new non-parametric approach for conditional anomaly detection based on the soft harmonic solution, with which we estimate the confidence of the label to detect anomalous mislabeling. We further regularize the solution to avoid the detection of isolated examples and examples on the boundary of the distribution support. We demonstrate the efficacy of the proposed method on several synthetic and UCI ML datasets in detecting unusual labels when compared to several baseline approaches. We also evaluate the performance of our method on a real-world electronic health record dataset where we seek to identify unusual patient-management decisions. PMID:25309142

Conditional Anomaly Detection with Soft Harmonic Functions.

PubMed

Valko, Michal; Kveton, Branislav; Valizadegan, Hamed; Cooper, Gregory F; Hauskrecht, Milos

2011-01-01

In this paper, we consider the problem of conditional anomaly detection that aims to identify data instances with an unusual response or a class label. We develop a new non-parametric approach for conditional anomaly detection based on the soft harmonic solution, with which we estimate the confidence of the label to detect anomalous mislabeling. We further regularize the solution to avoid the detection of isolated examples and examples on the boundary of the distribution support. We demonstrate the efficacy of the proposed method on several synthetic and UCI ML datasets in detecting unusual labels when compared to several baseline approaches. We also evaluate the performance of our method on a real-world electronic health record dataset where we seek to identify unusual patient-management decisions.

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 robust multi-kernel change detection framework for detecting leaf beetle defoliation using Landsat 7 ETM+ data

NASA Astrophysics Data System (ADS)

Anees, Asim; Aryal, Jagannath; O'Reilly, Małgorzata M.; Gale, Timothy J.; Wardlaw, Tim

2016-12-01

A robust non-parametric framework, based on multiple Radial Basic Function (RBF) kernels, is proposed in this study, for detecting land/forest cover changes using Landsat 7 ETM+ images. One of the widely used frameworks is to find change vectors (difference image) and use a supervised classifier to differentiate between change and no-change. The Bayesian Classifiers e.g. Maximum Likelihood Classifier (MLC), Naive Bayes (NB), are widely used probabilistic classifiers which assume parametric models, e.g. Gaussian function, for the class conditional distributions. However, their performance can be limited if the data set deviates from the assumed model. The proposed framework exploits the useful properties of Least Squares Probabilistic Classifier (LSPC) formulation i.e. non-parametric and probabilistic nature, to model class posterior probabilities of the difference image using a linear combination of a large number of Gaussian kernels. To this end, a simple technique, based on 10-fold cross-validation is also proposed for tuning model parameters automatically instead of selecting a (possibly) suboptimal combination from pre-specified lists of values. The proposed framework has been tested and compared with Support Vector Machine (SVM) and NB for detection of defoliation, caused by leaf beetles (Paropsisterna spp.) in Eucalyptus nitens and Eucalyptus globulus plantations of two test areas, in Tasmania, Australia, using raw bands and band combination indices of Landsat 7 ETM+. It was observed that due to multi-kernel non-parametric formulation and probabilistic nature, the LSPC outperforms parametric NB with Gaussian assumption in change detection framework, with Overall Accuracy (OA) ranging from 93.6% (κ = 0.87) to 97.4% (κ = 0.94) against 85.3% (κ = 0.69) to 93.4% (κ = 0.85), and is more robust to changing data distributions. Its performance was comparable to SVM, with added advantages of being probabilistic and capable of handling multi-class problems naturally with its original formulation.

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.

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.

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.

Chiral symmetry constraints on resonant amplitudes

NASA Astrophysics Data System (ADS)

Bruns, Peter C.; Mai, Maxim

2018-03-01

We discuss the impact of chiral symmetry constraints on the quark-mass dependence of meson resonance pole positions, which are encoded in non-perturbative parametrizations of meson scattering amplitudes. Model-independent conditions on such parametrizations are derived, which are shown to guarantee the correct functional form of the leading quark-mass corrections to the resonance pole positions. Some model amplitudes for ππ scattering, widely used for the determination of ρ and σ resonance properties from results of lattice simulations, are tested explicitly with respect to these conditions.

A consistent NPMLE of the joint distribution function with competing risks data under the dependent masking and right-censoring model.

PubMed

Li, Jiahui; Yu, Qiqing

2016-01-01

Dinse (Biometrics, 38:417-431, 1982) provides a special type of right-censored and masked competing risks data and proposes a non-parametric maximum likelihood estimator (NPMLE) and a pseudo MLE of the joint distribution function [Formula: see text] with such data. However, their asymptotic properties have not been studied so far. Under the extention of either the conditional masking probability (CMP) model or the random partition masking (RPM) model (Yu and Li, J Nonparametr Stat 24:753-764, 2012), we show that (1) Dinse's estimators are consistent if [Formula: see text] takes on finitely many values and each point in the support set of [Formula: see text] can be observed; (2) if the failure time is continuous, the NPMLE is not uniquely determined, and the standard approach (which puts weights only on one element in each observed set) leads to an inconsistent NPMLE; (3) in general, Dinse's estimators are not consistent even under the discrete assumption; (4) we construct a consistent NPMLE. The consistency is given under a new model called dependent masking and right-censoring model. The CMP model and the RPM model are indeed special cases of the new model. We compare our estimator to Dinse's estimators through simulation and real data. Simulation study indicates that the consistent NPMLE is a good approximation to the underlying distribution for moderate sample sizes.

Survival analysis of patients with esophageal cancer using parametric cure model.

PubMed

Rasouli, Mahboube; Ghadimi, Mahmood Reza; Mahmoodi, Mahmood; Mohammad, Kazem; Zeraati, Hojjat; Hosseini, Mostafa

2011-01-01

Esophageal cancer is a major cause of mortality and morbidity in the Caspian littoral north-eastern part of Iran. The aim of this study was to calculate cure function as well as to identify the factors that are related to this function among patients with esophageal cancer in this geographical area. Three hundred fifty nine cases of esophageal cancer registered in the Babol cancer registry during the period of 1990 to 1991 (inclusive) were followed up for 15 years up to 2006. Parametric cure model was used to calculate cure fraction and investigate the factors responsible for probability of cure among patients. Sample of subjects encompassed 62.7% men and 37.3% women, with mean ages of diagnosis was 60.0 and 55.3 years, respectively. The median survival time reached about 9 months and estimated survival rates in 1, 3, and 5 years following diagnosis were 23%, 15% and 13%, respectively. Results show the family history affects the cured fraction independently of its effect on early outcome and has a significant effect on the probability of uncured. The average cure fraction was estimated to be 0.10. As the proportionality assumption of Cox model does not meet in certain circumstances, a parametric cure model can provide a better fit and a better description of survival related outcome.

Parametric modeling studies of turbulent non-premixed jet flames with thin reaction zones

NASA Astrophysics Data System (ADS)

Wang, Haifeng

2013-11-01

The Sydney piloted jet flame series (Flames L, B, and M) feature thinner reaction zones and hence impose greater challenges to modeling than the Sanida Piloted jet flames (Flames D, E, and F). Recently, the Sydney flames received renewed interest due to these challenges. Several new modeling efforts have emerged. However, no systematic parametric modeling studies have been reported for the Sydney flames. A large set of modeling computations of the Sydney flames is presented here by using the coupled large eddy simulation (LES)/probability density function (PDF) method. Parametric studies are performed to gain insight into the model performance, its sensitivity and the effect of numerics.

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.

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.

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.

Deciphering the enigma of undetected species, phylogenetic, and functional diversity based on Good-Turing theory.

PubMed

Chao, Anne; Chiu, Chun-Huo; Colwell, Robert K; Magnago, Luiz Fernando S; Chazdon, Robin L; Gotelli, Nicholas J

2017-11-01

Estimating the species, phylogenetic, and functional diversity of a community is challenging because rare species are often undetected, even with intensive sampling. The Good-Turing frequency formula, originally developed for cryptography, estimates in an ecological context the true frequencies of rare species in a single assemblage based on an incomplete sample of individuals. Until now, this formula has never been used to estimate undetected species, phylogenetic, and functional diversity. Here, we first generalize the Good-Turing formula to incomplete sampling of two assemblages. The original formula and its two-assemblage generalization provide a novel and unified approach to notation, terminology, and estimation of undetected biological diversity. For species richness, the Good-Turing framework offers an intuitive way to derive the non-parametric estimators of the undetected species richness in a single assemblage, and of the undetected species shared between two assemblages. For phylogenetic diversity, the unified approach leads to an estimator of the undetected Faith's phylogenetic diversity (PD, the total length of undetected branches of a phylogenetic tree connecting all species), as well as a new estimator of undetected PD shared between two phylogenetic trees. For functional diversity based on species traits, the unified approach yields a new estimator of undetected Walker et al.'s functional attribute diversity (FAD, the total species-pairwise functional distance) in a single assemblage, as well as a new estimator of undetected FAD shared between two assemblages. Although some of the resulting estimators have been previously published (but derived with traditional mathematical inequalities), all taxonomic, phylogenetic, and functional diversity estimators are now derived under the same framework. All the derived estimators are theoretically lower bounds of the corresponding undetected diversities; our approach reveals the sufficient conditions under which the estimators are nearly unbiased, thus offering new insights. Simulation results are reported to numerically verify the performance of the derived estimators. We illustrate all estimators and assess their sampling uncertainty with an empirical dataset for Brazilian rain forest trees. These estimators should be widely applicable to many current problems in ecology, such as the effects of climate change on spatial and temporal beta diversity and the contribution of trait diversity to ecosystem multi-functionality. © 2017 by the Ecological Society of America.

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

Locally-Based Kernal PLS Smoothing to Non-Parametric Regression Curve Fitting

NASA Technical Reports Server (NTRS)

Rosipal, Roman; Trejo, Leonard J.; Wheeler, Kevin; Korsmeyer, David (Technical Monitor)

2002-01-01

We present a novel smoothing approach to non-parametric regression curve fitting. This is based on kernel partial least squares (PLS) regression in reproducing kernel Hilbert space. It is our concern to apply the methodology for smoothing experimental data where some level of knowledge about the approximate shape, local inhomogeneities or points where the desired function changes its curvature is known a priori or can be derived based on the observed noisy data. We propose locally-based kernel PLS regression that extends the previous kernel PLS methodology by incorporating this knowledge. We compare our approach with existing smoothing splines, hybrid adaptive splines and wavelet shrinkage techniques on two generated data sets.

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.

Use of Bayes theorem to correct size-specific sampling bias in growth data.

PubMed

Troynikov, V S

1999-03-01

The bayesian decomposition of posterior distribution was used to develop a likelihood function to correct bias in the estimates of population parameters from data collected randomly with size-specific selectivity. Positive distributions with time as a parameter were used for parametrization of growth data. Numerical illustrations are provided. The alternative applications of the likelihood to estimate selectivity parameters are discussed.

Accounting for Non-Gaussian Sources of Spatial Correlation in Parametric Functional Magnetic Resonance Imaging Paradigms II: A Method to Obtain First-Level Analysis Residuals with Uniform and Gaussian Spatial Autocorrelation Function and Independent and Identically Distributed Time-Series.

PubMed

Gopinath, Kaundinya; Krishnamurthy, Venkatagiri; Lacey, Simon; Sathian, K

2018-02-01

In a recent study Eklund et al. have shown that cluster-wise family-wise error (FWE) rate-corrected inferences made in parametric statistical method-based functional magnetic resonance imaging (fMRI) studies over the past couple of decades may have been invalid, particularly for cluster defining thresholds less stringent than p < 0.001; principally because the spatial autocorrelation functions (sACFs) of fMRI data had been modeled incorrectly to follow a Gaussian form, whereas empirical data suggest otherwise. Hence, the residuals from general linear model (GLM)-based fMRI activation estimates in these studies may not have possessed a homogenously Gaussian sACF. Here we propose a method based on the assumption that heterogeneity and non-Gaussianity of the sACF of the first-level GLM analysis residuals, as well as temporal autocorrelations in the first-level voxel residual time-series, are caused by unmodeled MRI signal from neuronal and physiological processes as well as motion and other artifacts, which can be approximated by appropriate decompositions of the first-level residuals with principal component analysis (PCA), and removed. We show that application of this method yields GLM residuals with significantly reduced spatial correlation, nearly Gaussian sACF and uniform spatial smoothness across the brain, thereby allowing valid cluster-based FWE-corrected inferences based on assumption of Gaussian spatial noise. We further show that application of this method renders the voxel time-series of first-level GLM residuals independent, and identically distributed across time (which is a necessary condition for appropriate voxel-level GLM inference), without having to fit ad hoc stochastic colored noise models. Furthermore, the detection power of individual subject brain activation analysis is enhanced. This method will be especially useful for case studies, which rely on first-level GLM analysis inferences.

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

Convexity and Concavity Properties of the Optimal Value Function in Parametric Nonlinear Programming.

DTIC Science & Technology

1982-12-21

and W. T. ZIEMBA (1981). Intro- duction to concave and generalized concave functions. In Gener- alized Concavity in Optimization and Economics (S...Schaible and W. T. Ziemba , eds.), pp. 21-50. Academic Press, New York. BANK, B., J. GUDDAT, D. KLATTE, B. KUMMER, and K. TAMMER (1982). Non- Linear

Accounting for Non-Gaussian Sources of Spatial Correlation in Parametric Functional Magnetic Resonance Imaging Paradigms I: Revisiting Cluster-Based Inferences.

PubMed

Gopinath, Kaundinya; Krishnamurthy, Venkatagiri; Sathian, K

2018-02-01

In a recent study, Eklund et al. employed resting-state functional magnetic resonance imaging data as a surrogate for null functional magnetic resonance imaging (fMRI) datasets and posited that cluster-wise family-wise error (FWE) rate-corrected inferences made by using parametric statistical methods in fMRI studies over the past two decades may have been invalid, particularly for cluster defining thresholds less stringent than p < 0.001; this was principally because the spatial autocorrelation functions (sACF) of fMRI data had been modeled incorrectly to follow a Gaussian form, whereas empirical data suggested otherwise. Here, we show that accounting for non-Gaussian signal components such as those arising from resting-state neural activity as well as physiological responses and motion artifacts in the null fMRI datasets yields first- and second-level general linear model analysis residuals with nearly uniform and Gaussian sACF. Further comparison with nonparametric permutation tests indicates that cluster-based FWE corrected inferences made with Gaussian spatial noise approximations are valid.

Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations

NASA Astrophysics Data System (ADS)

Bilionis, I.; Koutsourelakis, P. S.

2012-05-01

The present paper proposes an adaptive biasing potential technique for the computation of free energy landscapes. It is motivated by statistical learning arguments and unifies the tasks of biasing the molecular dynamics to escape free energy wells and estimating the free energy function, under the same objective of minimizing the Kullback-Leibler divergence between appropriately selected densities. It offers rigorous convergence diagnostics even though history dependent, non-Markovian dynamics are employed. It makes use of a greedy optimization scheme in order to obtain sparse representations of the free energy function which can be particularly useful in multidimensional cases. It employs embarrassingly parallelizable sampling schemes that are based on adaptive Sequential Monte Carlo and can be readily coupled with legacy molecular dynamics simulators. The sequential nature of the learning and sampling scheme enables the efficient calculation of free energy functions parametrized by the temperature. The characteristics and capabilities of the proposed method are demonstrated in three numerical examples.

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.

Recalculating the quasar luminosity function of the extended Baryon Oscillation Spectroscopic Survey

NASA Astrophysics Data System (ADS)

Caditz, David M.

2017-12-01

Aims: The extended Baryon Oscillation Spectroscopic Survey (eBOSS) of the Sloan Digital Sky Survey provides a uniform sample of over 13 000 variability selected quasi-stellar objects (QSOs) in the redshift range 0.68

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.

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.

Keeping data continuous when analyzing the prognostic impact of a tumor marker: an example with cathepsin D in breast cancer.

PubMed

Bossard, N; Descotes, F; Bremond, A G; Bobin, Y; De Saint Hilaire, P; Golfier, F; Awada, A; Mathevet, P M; Berrerd, L; Barbier, Y; Estève, J

2003-11-01

The prognostic value of cathepsin D has been recently recognized, but as many quantitative tumor markers, its clinical use remains unclear partly because of methodological issues in defining cut-off values. Guidelines have been proposed for analyzing quantitative prognostic factors, underlining the need for keeping data continuous, instead of categorizing them. Flexible approaches, parametric and non-parametric, have been proposed in order to improve the knowledge of the functional form relating a continuous factor to the risk. We studied the prognostic value of cathepsin D in a retrospective hospital cohort of 771 patients with breast cancer, and focused our overall survival analysis, based on the Cox regression, on two flexible approaches: smoothing splines and fractional polynomials. We also determined a cut-off value from the maximum likelihood estimate of a threshold model. These different approaches complemented each other for (1) identifying the functional form relating cathepsin D to the risk, and obtaining a cut-off value and (2) optimizing the adjustment for complex covariate like age at diagnosis in the final multivariate Cox model. We found a significant increase in the death rate, reaching 70% with a doubling of the level of cathepsin D, after the threshold of 37.5 pmol mg(-1). The proper prognostic impact of this marker could be confirmed and a methodology providing appropriate ways to use markers in clinical practice was proposed.

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...

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.

Regression-assisted deconvolution.

PubMed

McIntyre, Julie; Stefanski, Leonard A

2011-06-30

We present a semi-parametric deconvolution estimator for the density function of a random variable biX that is measured with error, a common challenge in many epidemiological studies. Traditional deconvolution estimators rely only on assumptions about the distribution of X and the error in its measurement, and ignore information available in auxiliary variables. Our method assumes the availability of a covariate vector statistically related to X by a mean-variance function regression model, where regression errors are normally distributed and independent of the measurement errors. Simulations suggest that the estimator achieves a much lower integrated squared error than the observed-data kernel density estimator when models are correctly specified and the assumption of normal regression errors is met. We illustrate the method using anthropometric measurements of newborns to estimate the density function of newborn length. Copyright © 2011 John Wiley & Sons, Ltd.

Characterizing Heterogeneity within Head and Neck Lesions Using Cluster Analysis of Multi-Parametric MRI Data.

PubMed

Borri, Marco; Schmidt, Maria A; Powell, Ceri; Koh, Dow-Mu; Riddell, Angela M; Partridge, Mike; Bhide, Shreerang A; Nutting, Christopher M; Harrington, Kevin J; Newbold, Katie L; Leach, Martin O

2015-01-01

To describe a methodology, based on cluster analysis, to partition multi-parametric functional imaging data into groups (or clusters) of similar functional characteristics, with the aim of characterizing functional heterogeneity within head and neck tumour volumes. To evaluate the performance of the proposed approach on a set of longitudinal MRI data, analysing the evolution of the obtained sub-sets with treatment. The cluster analysis workflow was applied to a combination of dynamic contrast-enhanced and diffusion-weighted imaging MRI data from a cohort of squamous cell carcinoma of the head and neck patients. Cumulative distributions of voxels, containing pre and post-treatment data and including both primary tumours and lymph nodes, were partitioned into k clusters (k = 2, 3 or 4). Principal component analysis and cluster validation were employed to investigate data composition and to independently determine the optimal number of clusters. The evolution of the resulting sub-regions with induction chemotherapy treatment was assessed relative to the number of clusters. The clustering algorithm was able to separate clusters which significantly reduced in voxel number following induction chemotherapy from clusters with a non-significant reduction. Partitioning with the optimal number of clusters (k = 4), determined with cluster validation, produced the best separation between reducing and non-reducing clusters. The proposed methodology was able to identify tumour sub-regions with distinct functional properties, independently separating clusters which were affected differently by treatment. This work demonstrates that unsupervised cluster analysis, with no prior knowledge of the data, can be employed to provide a multi-parametric characterization of functional heterogeneity within tumour volumes.

A Relationship Between the 2-body Energy of Kaxiras Pandey and Pearson Takai Halicioglu Tiller Potential Functions

NASA Astrophysics Data System (ADS)

Lim, Teik-Cheng

2004-01-01

A parametric relationship between the Pearson Takai Halicioglu Tiller (PTHT) and the Kaxiras Pandey (KP) empirical potential energy functions is developed for the case of 2-body interaction. The need for such relationship arises when preferred parametric data and adopted software correspond to different potential functions. The analytical relationship was obtained by equating the potential functions' derivatives at zeroth, first and second order with respect to the interatomic distance at the equilibrium bond length, followed by comparison of coefficients in the repulsive and attractive terms. Plots of non-dimensional 2-body energy versus the nondimensional interatomic distance verified the analytical relationships developed herein. The discrepancy revealed in theoretical plots suggests that the 2-body PTHT and KP potentials are more suitable for curve-fitting "softer" and "harder" bonds respectively.

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.

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.

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).

Parametric effects of syntactic-semantic conflict in Broca's area during sentence processing.

PubMed

Thothathiri, Malathi; Kim, Albert; Trueswell, John C; Thompson-Schill, Sharon L

2012-03-01

The hypothesized role of Broca's area in sentence processing ranges from domain-general executive function to domain-specific computation that is specific to certain syntactic structures. We examined this issue by manipulating syntactic structure and conflict between syntactic and semantic cues in a sentence processing task. Functional neuroimaging revealed that activation within several Broca's area regions of interest reflected the parametric variation in syntactic-semantic conflict. These results suggest that Broca's area supports sentence processing by mediating between multiple incompatible constraints on sentence interpretation, consistent with this area's well-known role in conflict resolution in other linguistic and non-linguistic tasks. Copyright © 2011 Elsevier Inc. All rights reserved.

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.

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.

Variational Bayesian Parameter Estimation Techniques for the General Linear Model

PubMed Central

Starke, Ludger; Ostwald, Dirk

2017-01-01

Variational Bayes (VB), variational maximum likelihood (VML), restricted maximum likelihood (ReML), and maximum likelihood (ML) are cornerstone parametric statistical estimation techniques in the analysis of functional neuroimaging data. However, the theoretical underpinnings of these model parameter estimation techniques are rarely covered in introductory statistical texts. Because of the widespread practical use of VB, VML, ReML, and ML in the neuroimaging community, we reasoned that a theoretical treatment of their relationships and their application in a basic modeling scenario may be helpful for both neuroimaging novices and practitioners alike. In this technical study, we thus revisit the conceptual and formal underpinnings of VB, VML, ReML, and ML and provide a detailed account of their mathematical relationships and implementational details. We further apply VB, VML, ReML, and ML to the general linear model (GLM) with non-spherical error covariance as commonly encountered in the first-level analysis of fMRI data. To this end, we explicitly derive the corresponding free energy objective functions and ensuing iterative algorithms. Finally, in the applied part of our study, we evaluate the parameter and model recovery properties of VB, VML, ReML, and ML, first in an exemplary setting and then in the analysis of experimental fMRI data acquired from a single participant under visual stimulation. PMID:28966572

Estimating Function Approaches for Spatial Point Processes

NASA Astrophysics Data System (ADS)

Deng, Chong

Spatial point pattern data consist of locations of events that are often of interest in biological and ecological studies. Such data are commonly viewed as a realization from a stochastic process called spatial point process. To fit a parametric spatial point process model to such data, likelihood-based methods have been widely studied. However, while maximum likelihood estimation is often too computationally intensive for Cox and cluster processes, pairwise likelihood methods such as composite likelihood, Palm likelihood usually suffer from the loss of information due to the ignorance of correlation among pairs. For many types of correlated data other than spatial point processes, when likelihood-based approaches are not desirable, estimating functions have been widely used for model fitting. In this dissertation, we explore the estimating function approaches for fitting spatial point process models. These approaches, which are based on the asymptotic optimal estimating function theories, can be used to incorporate the correlation among data and yield more efficient estimators. We conducted a series of studies to demonstrate that these estmating function approaches are good alternatives to balance the trade-off between computation complexity and estimating efficiency. First, we propose a new estimating procedure that improves the efficiency of pairwise composite likelihood method in estimating clustering parameters. Our approach combines estimating functions derived from pairwise composite likeli-hood estimation and estimating functions that account for correlations among the pairwise contributions. Our method can be used to fit a variety of parametric spatial point process models and can yield more efficient estimators for the clustering parameters than pairwise composite likelihood estimation. We demonstrate its efficacy through a simulation study and an application to the longleaf pine data. Second, we further explore the quasi-likelihood approach on fitting second-order intensity function of spatial point processes. However, the original second-order quasi-likelihood is barely feasible due to the intense computation and high memory requirement needed to solve a large linear system. Motivated by the existence of geometric regular patterns in the stationary point processes, we find a lower dimension representation of the optimal weight function and propose a reduced second-order quasi-likelihood approach. Through a simulation study, we show that the proposed method not only demonstrates superior performance in fitting the clustering parameter but also merits in the relaxation of the constraint of the tuning parameter, H. Third, we studied the quasi-likelihood type estimating funciton that is optimal in a certain class of first-order estimating functions for estimating the regression parameter in spatial point process models. Then, by using a novel spectral representation, we construct an implementation that is computationally much more efficient and can be applied to more general setup than the original quasi-likelihood method.

Random regression models using different functions to model test-day milk yield of Brazilian Holstein cows.

PubMed

Bignardi, A B; El Faro, L; Torres Júnior, R A A; Cardoso, V L; Machado, P F; Albuquerque, L G

2011-10-31

We analyzed 152,145 test-day records from 7317 first lactations of Holstein cows recorded from 1995 to 2003. Our objective was to model variations in test-day milk yield during the first lactation of Holstein cows by random regression model (RRM), using various functions in order to obtain adequate and parsimonious models for the estimation of genetic parameters. Test-day milk yields were grouped into weekly classes of days in milk, ranging from 1 to 44 weeks. The contemporary groups were defined as herd-test-day. The analyses were performed using a single-trait RRM, including the direct additive, permanent environmental and residual random effects. In addition, contemporary group and linear and quadratic effects of the age of cow at calving were included as fixed effects. The mean trend of milk yield was modeled with a fourth-order orthogonal Legendre polynomial. The additive genetic and permanent environmental covariance functions were estimated by random regression on two parametric functions, Ali and Schaeffer and Wilmink, and on B-spline functions of days in milk. The covariance components and the genetic parameters were estimated by the restricted maximum likelihood method. Results from RRM parametric and B-spline functions were compared to RRM on Legendre polynomials and with a multi-trait analysis, using the same data set. Heritability estimates presented similar trends during mid-lactation (13 to 31 weeks) and between week 37 and the end of lactation, for all RRM. Heritabilities obtained by multi-trait analysis were of a lower magnitude than those estimated by RRM. The RRMs with a higher number of parameters were more useful to describe the genetic variation of test-day milk yield throughout the lactation. RRM using B-spline and Legendre polynomials as base functions appears to be the most adequate to describe the covariance structure of the data.

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.

FADO: a statistical method to detect favored or avoided distances between occurrences of motifs using the Hawkes' model.

PubMed

Gusto, Gaelle; Schbath, Sophie

2005-01-01

We propose an original statistical method to estimate how the occurrences of a given process along a genome, genes or motifs for instance, may be influenced by the occurrences of a second process. More precisely, the aim is to detect avoided and/or favored distances between two motifs, for instance, suggesting possible interactions at a molecular level. For this, we consider occurrences along the genome as point processes and we use the so-called Hawkes' model. In such model, the intensity at position t depends linearly on the distances to past occurrences of both processes via two unknown profile functions to estimate. We perform a non parametric estimation of both profiles by using B-spline decompositions and a constrained maximum likelihood method. Finally, we use the AIC criterion for the model selection. Simulations show the excellent behavior of our estimation procedure. We then apply it to study (i) the dependence between gene occurrences along the E. coli genome and the occurrences of a motif known to be part of the major promoter for this bacterium, and (ii) the dependence between the yeast S. cerevisiae genes and the occurrences of putative polyadenylation signals. The results are coherent with known biological properties or previous predictions, meaning this method can be of great interest for functional motif detection, or to improve knowledge of some biological mechanisms.

Predicting Diameter Distributions of Longleaf Pine Plantations: A Comparison Between Artificial Neural Networks and Other Accepted Methodologies

Treesearch

Daniel J. Leduc; Thomas G. Matney; Keith L. Belli; V. Clark Baldwin

2001-01-01

Artificial neural networks (NN) are becoming a popular estimation tool. Because they require no assumptions about the form of a fitting function, they can free the modeler from reliance on parametric approximating functions that may or may not satisfactorily fit the observed data. To date there have been few applications in forestry science, but as better NN software...

The non-parametric Parzen's window in stereo vision matching.

PubMed

Pajares, G; de la Cruz, J

2002-01-01

This paper presents an approach to the local stereovision matching problem using edge segments as features with four attributes. From these attributes we compute a matching probability between pairs of features of the stereo images. A correspondence is said true when such a probability is maximum. We introduce a nonparametric strategy based on Parzen's window (1962) to estimate a probability density function (PDF) which is used to obtain the matching probability. This is the main finding of the paper. A comparative analysis of other recent matching methods is included to show that this finding can be justified theoretically. A generalization of the proposed method is made in order to give guidelines about its use with the similarity constraint and also in different environments where other features and attributes are more suitable.

Applying stochastic small-scale damage functions to German winter storms

NASA Astrophysics Data System (ADS)

Prahl, B. F.; Rybski, D.; Kropp, J. P.; Burghoff, O.; Held, H.

2012-03-01

Analyzing insurance-loss data we derive stochastic storm-damage functions for residential buildings. On district level we fit power-law relations between daily loss and maximum wind speed, typically spanning more than 4 orders of magnitude. The estimated exponents for 439 German districts roughly range from 8 to 12. In addition, we find correlations among the parameters and socio-demographic data, which we employ in a simplified parametrization of the damage function with just 3 independent parameters for each district. A Monte Carlo method is used to generate loss estimates and confidence bounds of daily and annual storm damages in Germany. Our approach reproduces the annual progression of winter storm losses and enables to estimate daily losses over a wide range of magnitudes.

Brayton Power Conversion System Parametric Design Modelling for Nuclear Electric Propulsion

NASA Technical Reports Server (NTRS)

Ashe, Thomas L.; Otting, William D.

1993-01-01

The parametrically based closed Brayton cycle (CBC) computer design model was developed for inclusion into the NASA LeRC overall Nuclear Electric Propulsion (NEP) end-to-end systems model. The code is intended to provide greater depth to the NEP system modeling which is required to more accurately predict the impact of specific technology on system performance. The CBC model is parametrically based to allow for conducting detailed optimization studies and to provide for easy integration into an overall optimizer driver routine. The power conversion model includes the modeling of the turbines, alternators, compressors, ducting, and heat exchangers (hot-side heat exchanger and recuperator). The code predicts performance to significant detail. The system characteristics determined include estimates of mass, efficiency, and the characteristic dimensions of the major power conversion system components. These characteristics are parametrically modeled as a function of input parameters such as the aerodynamic configuration (axial or radial), turbine inlet temperature, cycle temperature ratio, power level, lifetime, materials, and redundancy.

A Multivariate Quality Loss Function Approach for Optimization of Spinning Processes

NASA Astrophysics Data System (ADS)

Chakraborty, Shankar; Mitra, Ankan

2018-05-01

Recent advancements in textile industry have given rise to several spinning techniques, such as ring spinning, rotor spinning etc., which can be used to produce a wide variety of textile apparels so as to fulfil the end requirements of the customers. To achieve the best out of these processes, they should be utilized at their optimal parametric settings. However, in presence of multiple yarn characteristics which are often conflicting in nature, it becomes a challenging task for the spinning industry personnel to identify the best parametric mix which would simultaneously optimize all the responses. Hence, in this paper, the applicability of a new systematic approach in the form of multivariate quality loss function technique is explored for optimizing multiple quality characteristics of yarns while identifying the ideal settings of two spinning processes. It is observed that this approach performs well against the other multi-objective optimization techniques, such as desirability function, distance function and mean squared error methods. With slight modifications in the upper and lower specification limits of the considered quality characteristics, and constraints of the non-linear optimization problem, it can be successfully applied to other processes in textile industry to determine their optimal parametric settings.

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.

A Non-parametric Approach to Constrain the Transfer Function in Reverberation Mapping

NASA Astrophysics Data System (ADS)

Li, Yan-Rong; Wang, Jian-Min; Bai, Jin-Ming

2016-11-01

Broad emission lines of active galactic nuclei stem from a spatially extended region (broad-line region, BLR) that is composed of discrete clouds and photoionized by the central ionizing continuum. The temporal behaviors of these emission lines are blurred echoes of continuum variations (I.e., reverberation mapping, RM) and directly reflect the structures and kinematic information of BLRs through the so-called transfer function (also known as the velocity-delay map). Based on the previous works of Rybicki and Press and Zu et al., we develop an extended, non-parametric approach to determine the transfer function for RM data, in which the transfer function is expressed as a sum of a family of relatively displaced Gaussian response functions. Therefore, arbitrary shapes of transfer functions associated with complicated BLR geometry can be seamlessly included, enabling us to relax the presumption of a specified transfer function frequently adopted in previous studies and to let it be determined by observation data. We formulate our approach in a previously well-established framework that incorporates the statistical modeling of continuum variations as a damped random walk process and takes into account long-term secular variations which are irrelevant to RM signals. The application to RM data shows the fidelity of our approach.

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.

Confidence Intervals for a Semiparametric Approach to Modeling Nonlinear Relations among Latent Variables

ERIC Educational Resources Information Center

Pek, Jolynn; Losardo, Diane; Bauer, Daniel J.

2011-01-01

Compared to parametric models, nonparametric and semiparametric approaches to modeling nonlinearity between latent variables have the advantage of recovering global relationships of unknown functional form. Bauer (2005) proposed an indirect application of finite mixtures of structural equation models where latent components are estimated in the…

Forecasting the impact of transport improvements on commuting and residential choice

NASA Astrophysics Data System (ADS)

Elhorst, J. Paul; Oosterhaven, Jan

2006-03-01

This paper develops a probabilistic, competing-destinations, assignment model that predicts changes in the spatial pattern of the working population as a result of transport improvements. The choice of residence is explained by a new non-parametric model, which represents an alternative to the popular multinominal logit model. Travel times between zones are approximated by a normal distribution function with different mean and variance for each pair of zones, whereas previous models only use average travel times. The model’s forecast error of the spatial distribution of the Dutch working population is 7% when tested on 1998 base-year data. To incorporate endogenous changes in its causal variables, an almost ideal demand system is estimated to explain the choice of transport mode, and a new economic geography inter-industry model (RAEM) is estimated to explain the spatial distribution of employment. In the application, the model is used to forecast the impact of six mutually exclusive Dutch core-periphery railway proposals in the projection year 2020.

Satellite Estimation of Spectral Surface UV Irradiance. 2; Effect of Horizontally Homogeneous Clouds

NASA Technical Reports Server (NTRS)

Krothov, N.; Herman, J. R.; Bhartia, P. K.; Ahmad, Z.a; Fioletov, V.

1998-01-01

The local variability of UV irradiance at the Earth's surface is mostly caused by clouds in addition to the seasonal variability. Parametric representations of radiative transfer RT calculations are presented for the convenient solution of the transmission T of ultraviolet radiation through plane parallel clouds over a surface with reflectivity R(sub s). The calculations are intended for use with the Total Ozone Mapping Spectrometer (TOMS) measured radiances to obtain the calculated Lambert equivalent scene reflectivity R for scenes with and without clouds. The purpose is to extend the theoretical analysis of the estimation of UV irradiance from satellite data for a cloudy atmosphere. Results are presented for a range of cloud optical depths and solar zenith angles for the cases of clouds over a low reflectivity surface R(sub s) less than 0.1, over a snow or ice surface R(sub s) greater than 0.3, and for transmission through a non-conservative scattering cloud with single scattering albedo omega(sub 0) = 0.999. The key finding for conservative scattering is that the cloud-transmission function C(sub T), the ratio of cloudy-to clear-sky transmission, is roughly C(sub T) = 1 - R(sub c) with an error of less than 20% for nearly overhead sun and snow-free surfaces. For TOMS estimates of UV irradiance in the presence of both snow and clouds, independent information about snow albedo is needed for conservative cloud scattering. For non-conservative scattering with R(sub s) greater than 0.5 (snow) the satellite measured scene reflectance cannot be used to estimate surface irradiance. The cloud transmission function has been applied to the calculation of UV irradiance at the Earth's surface and compared with ground-based measurements.

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…

The 2-10 keV unabsorbed luminosity function of AGN from the LSS, CDFS, and COSMOS surveys

NASA Astrophysics Data System (ADS)

Ranalli, P.; Koulouridis, E.; Georgantopoulos, I.; Fotopoulou, S.; Hsu, L.-T.; Salvato, M.; Comastri, A.; Pierre, M.; Cappelluti, N.; Carrera, F. J.; Chiappetti, L.; Clerc, N.; Gilli, R.; Iwasawa, K.; Pacaud, F.; Paltani, S.; Plionis, E.; Vignali, C.

2016-05-01

The XMM-Large scale structure (XMM-LSS), XMM-Cosmological evolution survey (XMM-COSMOS), and XMM-Chandra deep field south (XMM-CDFS) surveys are complementary in terms of sky coverage and depth. Together, they form a clean sample with the least possible variance in instrument effective areas and point spread function. Therefore this is one of the best samples available to determine the 2-10 keV luminosity function of active galactic nuclei (AGN) and their evolution. The samples and the relevant corrections for incompleteness are described. A total of 2887 AGN is used to build the LF in the luminosity interval 1042-1046 erg s-1 and in the redshift interval 0.001-4. A new method to correct for absorption by considering the probability distribution for the column density conditioned on the hardness ratio is presented. The binned luminosity function and its evolution is determined with a variant of the Page-Carrera method, which is improved to include corrections for absorption and to account for the full probability distribution of photometric redshifts. Parametric models, namely a double power law with luminosity and density evolution (LADE) or luminosity-dependent density evolution (LDDE), are explored using Bayesian inference. We introduce the Watanabe-Akaike information criterion (WAIC) to compare the models and estimate their predictive power. Our data are best described by the LADE model, as hinted by the WAIC indicator. We also explore the recently proposed 15-parameter extended LDDE model and find that this extension is not supported by our data. The strength of our method is that it provides unabsorbed, non-parametric estimates, credible intervals for luminosity function parameters, and a model choice based on predictive power for future data. Based on observations obtained with XMM-Newton, an ESA science mission with instruments and contributions directly funded by ESA member states and NASA.Tables with the samples of the posterior probability distributions are only available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (http://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/590/A80

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

Fitting a defect non-linear model with or without prior, distinguishing nuclear reaction products as an example.

PubMed

Helgesson, P; Sjöstrand, H

2017-11-01

Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r 1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r 1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r 1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.

Fitting a defect non-linear model with or without prior, distinguishing nuclear reaction products as an example

NASA Astrophysics Data System (ADS)

Helgesson, P.; Sjöstrand, H.

2017-11-01

Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.

An Efficient Non-iterative Bulk Parametrization of Surface Fluxes for Stable Atmospheric Conditions Over Polar Sea-Ice

NASA Astrophysics Data System (ADS)

Gryanik, Vladimir M.; Lüpkes, Christof

2018-02-01

In climate and weather prediction models the near-surface turbulent fluxes of heat and momentum and related transfer coefficients are usually parametrized on the basis of Monin-Obukhov similarity theory (MOST). To avoid iteration, required for the numerical solution of the MOST equations, many models apply parametrizations of the transfer coefficients based on an approach relating these coefficients to the bulk Richardson number Rib. However, the parametrizations that are presently used in most climate models are valid only for weaker stability and larger surface roughnesses than those documented during the Surface Heat Budget of the Arctic Ocean campaign (SHEBA). The latter delivered a well-accepted set of turbulence data in the stable surface layer over polar sea-ice. Using stability functions based on the SHEBA data, we solve the MOST equations applying a new semi-analytic approach that results in transfer coefficients as a function of Rib and roughness lengths for momentum and heat. It is shown that the new coefficients reproduce the coefficients obtained by the numerical iterative method with a good accuracy in the most relevant range of stability and roughness lengths. For small Rib, the new bulk transfer coefficients are similar to the traditional coefficients, but for large Rib they are much smaller than currently used coefficients. Finally, a possible adjustment of the latter and the implementation of the new proposed parametrizations in models are discussed.

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.

Robust estimation for ordinary differential equation models.

PubMed

Cao, J; Wang, L; Xu, J

2011-12-01

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

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.

A generalized exponential link function to map a conflict indicator into severity index within safety continuum framework.

PubMed

Zheng, Lai; Ismail, Karim

2017-05-01

Traffic conflict indicators measure the temporal and spatial proximity of conflict-involved road users. These indicators can reflect the severity of traffic conflicts to a reliable extent. Instead of using the indicator value directly as a severity index, many link functions have been developed to map the conflict indicator to a severity index. However, little information is available about the choice of a particular link function. To guard against link misspecification or subjectivity, a generalized exponential link function was developed. The severity index generated by this link was introduced to a parametric safety continuum model which objectively models the centre and tail regions. An empirical method, together with full Bayesian estimation method was adopted to estimate model parameters. The safety implication of return level was calculated based on the model parameters. The proposed approach was applied to the conflict and crash data collected from 21 segments from three freeways located in Guangdong province, China. The Pearson's correlation test between return levels and observed crashes showed that a θ value of 1.2 was the best choice of the generalized parameter for current data set. This provides statistical support for using the generalized exponential link function. With the determined generalized exponential link function, the visualization of parametric safety continuum was found to be a gyroscope-shaped hierarchy. Copyright © 2017 Elsevier Ltd. All rights reserved.

QUEST+: A general multidimensional Bayesian adaptive psychometric method.

PubMed

Watson, Andrew B

2017-03-01

QUEST+ is a Bayesian adaptive psychometric testing method that allows an arbitrary number of stimulus dimensions, psychometric function parameters, and trial outcomes. It is a generalization and extension of the original QUEST procedure and incorporates many subsequent developments in the area of parametric adaptive testing. With a single procedure, it is possible to implement a wide variety of experimental designs, including conventional threshold measurement; measurement of psychometric function parameters, such as slope and lapse; estimation of the contrast sensitivity function; measurement of increment threshold functions; measurement of noise-masking functions; Thurstone scale estimation using pair comparisons; and categorical ratings on linear and circular stimulus dimensions. QUEST+ provides a general method to accelerate data collection in many areas of cognitive and perceptual science.

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.

Using Network Theory to Understand Seismic Noise in Dense Arrays

NASA Astrophysics Data System (ADS)

Riahi, N.; Gerstoft, P.

2015-12-01

Dense seismic arrays offer an opportunity to study anthropogenic seismic noise sources with unprecedented detail. Man-made sources typically have high frequency, low intensity, and propagate as surface waves. As a result attenuation restricts their measurable footprint to a small subset of sensors. Medium heterogeneities can further introduce wave front perturbations that limit processing based on travel time. We demonstrate a non-parametric technique that can reliably identify very local events within the array as a function of frequency and time without using travel-times. The approach estimates the non-zero support of the array covariance matrix and then uses network analysis tools to identify clusters of sensors that are sensing a common source. We verify the method on simulated data and then apply it to the Long Beach (CA) geophone array. The method exposes a helicopter traversing the array, oil production facilities with different characteristics, and the fact that noise sources near roads tend to be around 10-20 Hz.

Non-Parametric Blur Map Regression for Depth of Field Extension.

PubMed

D'Andres, Laurent; Salvador, Jordi; Kochale, Axel; Susstrunk, Sabine

2016-04-01

Real camera systems have a limited depth of field (DOF) which may cause an image to be degraded due to visible misfocus or too shallow DOF. In this paper, we present a blind deblurring pipeline able to restore such images by slightly extending their DOF and recovering sharpness in regions slightly out of focus. To address this severely ill-posed problem, our algorithm relies first on the estimation of the spatially varying defocus blur. Drawing on local frequency image features, a machine learning approach based on the recently introduced regression tree fields is used to train a model able to regress a coherent defocus blur map of the image, labeling each pixel by the scale of a defocus point spread function. A non-blind spatially varying deblurring algorithm is then used to properly extend the DOF of the image. The good performance of our algorithm is assessed both quantitatively, using realistic ground truth data obtained with a novel approach based on a plenoptic camera, and qualitatively with real images.

Optimization of black-box models with uncertain climatic inputs—Application to sunflower ideotype design

PubMed Central

Picheny, Victor; Trépos, Ronan; Casadebaig, Pierre

2017-01-01

Accounting for the interannual climatic variations is a well-known issue for simulation-based studies of environmental systems. It often requires intensive sampling (e.g., averaging the simulation outputs over many climatic series), which hinders many sequential processes, in particular optimization algorithms. We propose here an approach based on a subset selection in a large basis of climatic series, using an ad-hoc similarity function and clustering. A non-parametric reconstruction technique is introduced to estimate accurately the distribution of the output of interest using only the subset sampling. The proposed strategy is non-intrusive and generic (i.e. transposable to most models with climatic data inputs), and can be combined to most “off-the-shelf” optimization solvers. We apply our approach to sunflower ideotype design using the crop model SUNFLO. The underlying optimization problem is formulated as a multi-objective one to account for risk-aversion. Our approach achieves good performances even for limited computational budgets, outperforming significantly standard strategies. PMID:28542198

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.

Learning Time-Varying Coverage Functions

PubMed Central

Du, Nan; Liang, Yingyu; Balcan, Maria-Florina; Song, Le

2015-01-01

Coverage functions are an important class of discrete functions that capture the law of diminishing returns arising naturally from applications in social network analysis, machine learning, and algorithmic game theory. In this paper, we propose a new problem of learning time-varying coverage functions, and develop a novel parametrization of these functions using random features. Based on the connection between time-varying coverage functions and counting processes, we also propose an efficient parameter learning algorithm based on likelihood maximization, and provide a sample complexity analysis. We applied our algorithm to the influence function estimation problem in information diffusion in social networks, and show that with few assumptions about the diffusion processes, our algorithm is able to estimate influence significantly more accurately than existing approaches on both synthetic and real world data. PMID:25960624

Learning Time-Varying Coverage Functions.

PubMed

Du, Nan; Liang, Yingyu; Balcan, Maria-Florina; Song, Le

2014-12-08

Coverage functions are an important class of discrete functions that capture the law of diminishing returns arising naturally from applications in social network analysis, machine learning, and algorithmic game theory. In this paper, we propose a new problem of learning time-varying coverage functions, and develop a novel parametrization of these functions using random features. Based on the connection between time-varying coverage functions and counting processes, we also propose an efficient parameter learning algorithm based on likelihood maximization, and provide a sample complexity analysis. We applied our algorithm to the influence function estimation problem in information diffusion in social networks, and show that with few assumptions about the diffusion processes, our algorithm is able to estimate influence significantly more accurately than existing approaches on both synthetic and real world data.

Characterizing Heterogeneity within Head and Neck Lesions Using Cluster Analysis of Multi-Parametric MRI Data

PubMed Central

Borri, Marco; Schmidt, Maria A.; Powell, Ceri; Koh, Dow-Mu; Riddell, Angela M.; Partridge, Mike; Bhide, Shreerang A.; Nutting, Christopher M.; Harrington, Kevin J.; Newbold, Katie L.; Leach, Martin O.

2015-01-01

Purpose To describe a methodology, based on cluster analysis, to partition multi-parametric functional imaging data into groups (or clusters) of similar functional characteristics, with the aim of characterizing functional heterogeneity within head and neck tumour volumes. To evaluate the performance of the proposed approach on a set of longitudinal MRI data, analysing the evolution of the obtained sub-sets with treatment. Material and Methods The cluster analysis workflow was applied to a combination of dynamic contrast-enhanced and diffusion-weighted imaging MRI data from a cohort of squamous cell carcinoma of the head and neck patients. Cumulative distributions of voxels, containing pre and post-treatment data and including both primary tumours and lymph nodes, were partitioned into k clusters (k = 2, 3 or 4). Principal component analysis and cluster validation were employed to investigate data composition and to independently determine the optimal number of clusters. The evolution of the resulting sub-regions with induction chemotherapy treatment was assessed relative to the number of clusters. Results The clustering algorithm was able to separate clusters which significantly reduced in voxel number following induction chemotherapy from clusters with a non-significant reduction. Partitioning with the optimal number of clusters (k = 4), determined with cluster validation, produced the best separation between reducing and non-reducing clusters. Conclusion The proposed methodology was able to identify tumour sub-regions with distinct functional properties, independently separating clusters which were affected differently by treatment. This work demonstrates that unsupervised cluster analysis, with no prior knowledge of the data, can be employed to provide a multi-parametric characterization of functional heterogeneity within tumour volumes. PMID:26398888

Spectral decompositions of multiple time series: a Bayesian non-parametric approach.

PubMed

Macaro, Christian; Prado, Raquel

2014-01-01

We consider spectral decompositions of multiple time series that arise in studies where the interest lies in assessing the influence of two or more factors. We write the spectral density of each time series as a sum of the spectral densities associated to the different levels of the factors. We then use Whittle's approximation to the likelihood function and follow a Bayesian non-parametric approach to obtain posterior inference on the spectral densities based on Bernstein-Dirichlet prior distributions. The prior is strategically important as it carries identifiability conditions for the models and allows us to quantify our degree of confidence in such conditions. A Markov chain Monte Carlo (MCMC) algorithm for posterior inference within this class of frequency-domain models is presented.We illustrate the approach by analyzing simulated and real data via spectral one-way and two-way models. In particular, we present an analysis of functional magnetic resonance imaging (fMRI) brain responses measured in individuals who participated in a designed experiment to study pain perception in humans.

Time prediction of failure a type of lamps by using general composite hazard rate model

NASA Astrophysics Data System (ADS)

Riaman; Lesmana, E.; Subartini, B.; Supian, S.

2018-03-01

This paper discusses the basic survival model estimates to obtain the average predictive value of lamp failure time. This estimate is for the parametric model, General Composite Hazard Level Model. The random time variable model used is the exponential distribution model, as the basis, which has a constant hazard function. In this case, we discuss an example of survival model estimation for a composite hazard function, using an exponential model as its basis. To estimate this model is done by estimating model parameters, through the construction of survival function and empirical cumulative function. The model obtained, will then be used to predict the average failure time of the model, for the type of lamp. By grouping the data into several intervals and the average value of failure at each interval, then calculate the average failure time of a model based on each interval, the p value obtained from the tes result is 0.3296.

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.

A Simpli ed, General Approach to Simulating from Multivariate Copula Functions

Treesearch

Barry Goodwin

2012-01-01

Copulas have become an important analytic tool for characterizing multivariate distributions and dependence. One is often interested in simulating data from copula estimates. The process can be analytically and computationally complex and usually involves steps that are unique to a given parametric copula. We describe an alternative approach that uses \\probability{...

Parametric Analysis of Surveillance Quality and Level and Quality of Intent Information and Their Impact on Conflict Detection Performance

NASA Technical Reports Server (NTRS)

Guerreiro, Nelson M.; Butler, Ricky W.; Hagen, George E.; Maddalon, Jeffrey M.; Lewis, Timothy A.

2016-01-01

A loss-of-separation (LOS) is said to occur when two aircraft are spatially too close to one another. A LOS is the fundamental unsafe event to be avoided in air traffic management and conflict detection (CD) is the function that attempts to predict these LOS events. In general, the effectiveness of conflict detection relates to the overall safety and performance of an air traffic management concept. An abstract, parametric analysis was conducted to investigate the impact of surveillance quality, level of intent information, and quality of intent information on conflict detection performance. The data collected in this analysis can be used to estimate the conflict detection performance under alternative future scenarios or alternative allocations of the conflict detection function, based on the quality of the surveillance and intent information under those conditions.Alternatively, this data could also be used to estimate the surveillance and intent information quality required to achieve some desired CD performance as part of the design of a new separation assurance system.

Parametric Cost Analysis: A Design Function

NASA Technical Reports Server (NTRS)

Dean, Edwin B.

1989-01-01

Parametric cost analysis uses equations to map measurable system attributes into cost. The measures of the system attributes are called metrics. The equations are called cost estimating relationships (CER's), and are obtained by the analysis of cost and technical metric data of products analogous to those to be estimated. Examples of system metrics include mass, power, failure_rate, mean_time_to_repair, energy _consumed, payload_to_orbit, pointing_accuracy, manufacturing_complexity, number_of_fasteners, and percent_of_electronics_weight. The basic assumption is that a measurable relationship exists between system attributes and the cost of the system. If a function exists, the attributes are cost drivers. Candidates for metrics include system requirement metrics and engineering process metrics. Requirements are constraints on the engineering process. From optimization theory we know that any active constraint generates cost by not permitting full optimization of the objective. Thus, requirements are cost drivers. Engineering processes reflect a projection of the requirements onto the corporate culture, engineering technology, and system technology. Engineering processes are an indirect measure of the requirements and, hence, are cost drivers.

Semi-parametric regression model for survival data: graphical visualization with R

PubMed Central

2016-01-01

Cox proportional hazards model is a semi-parametric model that leaves its baseline hazard function unspecified. The rationale to use Cox proportional hazards model is that (I) the underlying form of hazard function is stringent and unrealistic, and (II) researchers are only interested in estimation of how the hazard changes with covariate (relative hazard). Cox regression model can be easily fit with coxph() function in survival package. Stratified Cox model may be used for covariate that violates the proportional hazards assumption. The relative importance of covariates in population can be examined with the rankhazard package in R. Hazard ratio curves for continuous covariates can be visualized using smoothHR package. This curve helps to better understand the effects that each continuous covariate has on the outcome. Population attributable fraction is a classic quantity in epidemiology to evaluate the impact of risk factor on the occurrence of event in the population. In survival analysis, the adjusted/unadjusted attributable fraction can be plotted against survival time to obtain attributable fraction function. PMID:28090517

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.

Iterative-Transform Phase Retrieval Using Adaptive Diversity

NASA Technical Reports Server (NTRS)

Dean, Bruce H.

2007-01-01

A phase-diverse iterative-transform phase-retrieval algorithm enables high spatial-frequency, high-dynamic-range, image-based wavefront sensing. [The terms phase-diverse, phase retrieval, image-based, and wavefront sensing are defined in the first of the two immediately preceding articles, Broadband Phase Retrieval for Image-Based Wavefront Sensing (GSC-14899-1).] As described below, no prior phase-retrieval algorithm has offered both high dynamic range and the capability to recover high spatial-frequency components. Each of the previously developed image-based phase-retrieval techniques can be classified into one of two categories: iterative transform or parametric. Among the modifications of the original iterative-transform approach has been the introduction of a defocus diversity function (also defined in the cited companion article). Modifications of the original parametric approach have included minimizing alternative objective functions as well as implementing a variety of nonlinear optimization methods. The iterative-transform approach offers the advantage of ability to recover low, middle, and high spatial frequencies, but has disadvantage of having a limited dynamic range to one wavelength or less. In contrast, parametric phase retrieval offers the advantage of high dynamic range, but is poorly suited for recovering higher spatial frequency aberrations. The present phase-diverse iterative transform phase-retrieval algorithm offers both the high-spatial-frequency capability of the iterative-transform approach and the high dynamic range of parametric phase-recovery techniques. In implementation, this is a focus-diverse iterative-transform phaseretrieval algorithm that incorporates an adaptive diversity function, which makes it possible to avoid phase unwrapping while preserving high-spatial-frequency recovery. The algorithm includes an inner and an outer loop (see figure). An initial estimate of phase is used to start the algorithm on the inner loop, wherein multiple intensity images are processed, each using a different defocus value. The processing is done by an iterative-transform method, yielding individual phase estimates corresponding to each image of the defocus-diversity data set. These individual phase estimates are combined in a weighted average to form a new phase estimate, which serves as the initial phase estimate for either the next iteration of the iterative-transform method or, if the maximum number of iterations has been reached, for the next several steps, which constitute the outerloop portion of the algorithm. The details of the next several steps must be omitted here for the sake of brevity. The overall effect of these steps is to adaptively update the diversity defocus values according to recovery of global defocus in the phase estimate. Aberration recovery varies with differing amounts as the amount of diversity defocus is updated in each image; thus, feedback is incorporated into the recovery process. This process is iterated until the global defocus error is driven to zero during the recovery process. The amplitude of aberration may far exceed one wavelength after completion of the inner-loop portion of the algorithm, and the classical iterative transform method does not, by itself, enable recovery of multi-wavelength aberrations. Hence, in the absence of a means of off-loading the multi-wavelength portion of the aberration, the algorithm would produce a wrapped phase map. However, a special aberration-fitting procedure can be applied to the wrapped phase data to transfer at least some portion of the multi-wavelength aberration to the diversity function, wherein the data are treated as known phase values. In this way, a multiwavelength aberration can be recovered incrementally by successively applying the aberration-fitting procedure to intermediate wrapped phase maps. During recovery, as more of the aberration is transferred to the diversity function following successive iterations around the ter loop, the estimated phase ceases to wrap in places where the aberration values become incorporated as part of the diversity function. As a result, as the aberration content is transferred to the diversity function, the phase estimate resembles that of a reference flat.

Learning with imperfectly labeled patterns

NASA Technical Reports Server (NTRS)

Chittineni, C. B.

1979-01-01

The problem of learning in pattern recognition using imperfectly labeled patterns is considered. The performance of the Bayes and nearest neighbor classifiers with imperfect labels is discussed using a probabilistic model for the mislabeling of the training patterns. Schemes for training the classifier using both parametric and non parametric techniques are presented. Methods for the correction of imperfect labels were developed. To gain an understanding of the learning process, expressions are derived for success probability as a function of training time for a one dimensional increment error correction classifier with imperfect labels. Feature selection with imperfectly labeled patterns is described.

Low Variance Couplings for Stochastic Models of Intracellular Processes with Time-Dependent Rate Functions.

PubMed

Anderson, David F; Yuan, Chaojie

2018-04-18

A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an exceptionally low variance between the generated paths. This coupling will be useful in the numerical computation of parametric sensitivities and the fast estimation of expectations via multilevel Monte Carlo methods. We provide the requisite estimators in both cases.

2D CFT partition functions at late times

NASA Astrophysics Data System (ADS)

Dyer, Ethan; Gur-Ari, Guy

2017-08-01

We consider the late time behavior of the analytically continued partition function Z( β + it) Z( β - it) in holographic 2 d CFTs. This is a probe of information loss in such theories and in their holographic duals. We show that each Virasoro character decays in time, and so information is not restored at the level of individual characters. We identify a universal decaying contribution at late times, and conjecture that it describes the behavior of generic chaotic 2 d CFTs out to times that are exponentially large in the central charge. It was recently suggested that at sufficiently late times one expects a crossover to random matrix behavior. We estimate an upper bound on the crossover time, which suggests that the decay is followed by a parametrically long period of late time growth. Finally, we discuss gravitationally-motivated integrable theories and show how information is restored at late times by a series of characters. This hints at a possible bulk mechanism, where information is restored by an infinite sum over non-perturbative saddles.

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…

Quantum tomography enhanced through parametric amplification

NASA Astrophysics Data System (ADS)

Knyazev, E.; Spasibko, K. Yu; Chekhova, M. V.; Khalili, F. Ya

2018-01-01

Quantum tomography is the standard method of reconstructing the Wigner function of quantum states of light by means of balanced homodyne detection. The reconstruction quality strongly depends on the photodetectors quantum efficiency and other losses in the measurement setup. In this article we analyze in detail a protocol of enhanced quantum tomography, proposed by Leonhardt and Paul [1] which allows one to reduce the degrading effect of detection losses. It is based on phase-sensitive parametric amplification, with the phase of the amplified quadrature being scanned synchronously with the local oscillator phase. Although with sufficiently strong amplification the protocol enables overcoming any detection inefficiency, it was so far not implemented in the experiment, probably due to the losses in the amplifier. Here we discuss a possible proof-of-principle experiment with a traveling-wave parametric amplifier. We show that with the state-of-the-art optical elements, the protocol enables high fidelity tomographic reconstruction of bright non-classical states of light. We consider two examples: bright squeezed vacuum and squeezed single-photon state, with the latter being a non-Gaussian state and both strongly affected by the losses.

Crude incidence in two-phase designs in the presence of competing risks.

PubMed

Rebora, Paola; Antolini, Laura; Glidden, David V; Valsecchi, Maria Grazia

2016-01-11

In many studies, some information might not be available for the whole cohort, some covariates, or even the outcome, might be ascertained in selected subsamples. These studies are part of a broad category termed two-phase studies. Common examples include the nested case-control and the case-cohort designs. For two-phase studies, appropriate weighted survival estimates have been derived; however, no estimator of cumulative incidence accounting for competing events has been proposed. This is relevant in the presence of multiple types of events, where estimation of event type specific quantities are needed for evaluating outcome. We develop a non parametric estimator of the cumulative incidence function of events accounting for possible competing events. It handles a general sampling design by weights derived from the sampling probabilities. The variance is derived from the influence function of the subdistribution hazard. The proposed method shows good performance in simulations. It is applied to estimate the crude incidence of relapse in childhood acute lymphoblastic leukemia in groups defined by a genotype not available for everyone in a cohort of nearly 2000 patients, where death due to toxicity acted as a competing event. In a second example the aim was to estimate engagement in care of a cohort of HIV patients in resource limited setting, where for some patients the outcome itself was missing due to lost to follow-up. A sampling based approach was used to identify outcome in a subsample of lost patients and to obtain a valid estimate of connection to care. A valid estimator for cumulative incidence of events accounting for competing risks under a general sampling design from an infinite target population is derived.

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

Transport on Riemannian manifold for functional connectivity-based classification.

PubMed

Ng, Bernard; Dressler, Martin; Varoquaux, Gaël; Poline, Jean Baptiste; Greicius, Michael; Thirion, Bertrand

2014-01-01

We present a Riemannian approach for classifying fMRI connectivity patterns before and after intervention in longitudinal studies. A fundamental difficulty with using connectivity as features is that covariance matrices live on the positive semi-definite cone, which renders their elements inter-related. The implicit independent feature assumption in most classifier learning algorithms is thus violated. In this paper, we propose a matrix whitening transport for projecting the covariance estimates onto a common tangent space to reduce the statistical dependencies between their elements. We show on real data that our approach provides significantly higher classification accuracy than directly using Pearson's correlation. We further propose a non-parametric scheme for identifying significantly discriminative connections from classifier weights. Using this scheme, a number of neuroanatomically meaningful connections are found, whereas no significant connections are detected with pure permutation testing.

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.

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.

The relationship between multilevel models and non-parametric multilevel mixture models: Discrete approximation of intraclass correlation, random coefficient distributions, and residual heteroscedasticity.

PubMed

Rights, Jason D; Sterba, Sonya K

2016-11-01

Multilevel data structures are common in the social sciences. Often, such nested data are analysed with multilevel models (MLMs) in which heterogeneity between clusters is modelled by continuously distributed random intercepts and/or slopes. Alternatively, the non-parametric multilevel regression mixture model (NPMM) can accommodate the same nested data structures through discrete latent class variation. The purpose of this article is to delineate analytic relationships between NPMM and MLM parameters that are useful for understanding the indirect interpretation of the NPMM as a non-parametric approximation of the MLM, with relaxed distributional assumptions. We define how seven standard and non-standard MLM specifications can be indirectly approximated by particular NPMM specifications. We provide formulas showing how the NPMM can serve as an approximation of the MLM in terms of intraclass correlation, random coefficient means and (co)variances, heteroscedasticity of residuals at level 1, and heteroscedasticity of residuals at level 2. Further, we discuss how these relationships can be useful in practice. The specific relationships are illustrated with simulated graphical demonstrations, and direct and indirect interpretations of NPMM classes are contrasted. We provide an R function to aid in implementing and visualizing an indirect interpretation of NPMM classes. An empirical example is presented and future directions are discussed. © 2016 The British Psychological Society.

Non-parametric identification of multivariable systems: A local rational modeling approach with application to a vibration isolation benchmark

NASA Astrophysics Data System (ADS)

Voorhoeve, Robbert; van der Maas, Annemiek; Oomen, Tom

2018-05-01

Frequency response function (FRF) identification is often used as a basis for control systems design and as a starting point for subsequent parametric system identification. The aim of this paper is to develop a multiple-input multiple-output (MIMO) local parametric modeling approach for FRF identification of lightly damped mechanical systems with improved speed and accuracy. The proposed method is based on local rational models, which can efficiently handle the lightly-damped resonant dynamics. A key aspect herein is the freedom in the multivariable rational model parametrizations. Several choices for such multivariable rational model parametrizations are proposed and investigated. For systems with many inputs and outputs the required number of model parameters can rapidly increase, adversely affecting the performance of the local modeling approach. Therefore, low-order model structures are investigated. The structure of these low-order parametrizations leads to an undesired directionality in the identification problem. To address this, an iterative local rational modeling algorithm is proposed. As a special case recently developed SISO algorithms are recovered. The proposed approach is successfully demonstrated on simulations and on an active vibration isolation system benchmark, confirming good performance of the method using significantly less parameters compared with alternative approaches.

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/.

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.

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.

AU-FREDI - AUTONOMOUS FREQUENCY DOMAIN IDENTIFICATION

NASA Technical Reports Server (NTRS)

Yam, Y.

1994-01-01

The Autonomous Frequency Domain Identification program, AU-FREDI, is a system of methods, algorithms and software that was developed for the identification of structural dynamic parameters and system transfer function characterization for control of large space platforms and flexible spacecraft. It was validated in the CALTECH/Jet Propulsion Laboratory's Large Spacecraft Control Laboratory. Due to the unique characteristics of this laboratory environment, and the environment-specific nature of many of the software's routines, AU-FREDI should be considered to be a collection of routines which can be modified and reassembled to suit system identification and control experiments on large flexible structures. The AU-FREDI software was originally designed to command plant excitation and handle subsequent input/output data transfer, and to conduct system identification based on the I/O data. Key features of the AU-FREDI methodology are as follows: 1. AU-FREDI has on-line digital filter design to support on-orbit optimal input design and data composition. 2. Data composition of experimental data in overlapping frequency bands overcomes finite actuator power constraints. 3. Recursive least squares sine-dwell estimation accurately handles digitized sinusoids and low frequency modes. 4. The system also includes automated estimation of model order using a product moment matrix. 5. A sample-data transfer function parametrization supports digital control design. 6. Minimum variance estimation is assured with a curve fitting algorithm with iterative reweighting. 7. Robust root solvers accurately factorize high order polynomials to determine frequency and damping estimates. 8. Output error characterization of model additive uncertainty supports robustness analysis. The research objectives associated with AU-FREDI were particularly useful in focusing the identification methodology for realistic on-orbit testing conditions. Rather than estimating the entire structure, as is typically done in ground structural testing, AU-FREDI identifies only the key transfer function parameters and uncertainty bounds that are necessary for on-line design and tuning of robust controllers. AU-FREDI's system identification algorithms are independent of the JPL-LSCL environment, and can easily be extracted and modified for use with input/output data files. The basic approach of AU-FREDI's system identification algorithms is to non-parametrically identify the sampled data in the frequency domain using either stochastic or sine-dwell input, and then to obtain a parametric model of the transfer function by curve-fitting techniques. A cross-spectral analysis of the output error is used to determine the additive uncertainty in the estimated transfer function. The nominal transfer function estimate and the estimate of the associated additive uncertainty can be used for robust control analysis and design. AU-FREDI's I/O data transfer routines are tailored to the environment of the CALTECH/ JPL-LSCL which included a special operating system to interface with the testbed. Input commands for a particular experiment (wideband, narrowband, or sine-dwell) were computed on-line and then issued to respective actuators by the operating system. The operating system also took measurements through displacement sensors and passed them back to the software for storage and off-line processing. In order to make use of AU-FREDI's I/O data transfer routines, a user would need to provide an operating system capable of overseeing such functions between the software and the experimental setup at hand. The program documentation contains information designed to support users in either providing such an operating system or modifying the system identification algorithms for use with input/output data files. It provides a history of the theoretical, algorithmic and software development efforts including operating system requirements and listings of some of the various special purpose subroutines which were developed and optimized for Lahey FORTRAN compilers on IBM PC-AT computers before the subroutines were integrated into the system software. Potential purchasers are encouraged to purchase and review the documentation before purchasing the AU-FREDI software. AU-FREDI is distributed in DEC VAX BACKUP format on a 1600 BPI 9-track magnetic tape (standard media) or a TK50 tape cartridge. AU-FREDI was developed in 1989 and is a copyrighted work with all copyright vested in NASA.

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.

Spatial design and strength of spatial signal: Effects on covariance estimation

USGS Publications Warehouse

Irvine, Kathryn M.; Gitelman, Alix I.; Hoeting, Jennifer A.

2007-01-01

In a spatial regression context, scientists are often interested in a physical interpretation of components of the parametric covariance function. For example, spatial covariance parameter estimates in ecological settings have been interpreted to describe spatial heterogeneity or “patchiness” in a landscape that cannot be explained by measured covariates. In this article, we investigate the influence of the strength of spatial dependence on maximum likelihood (ML) and restricted maximum likelihood (REML) estimates of covariance parameters in an exponential-with-nugget model, and we also examine these influences under different sampling designs—specifically, lattice designs and more realistic random and cluster designs—at differing intensities of sampling (n=144 and 361). We find that neither ML nor REML estimates perform well when the range parameter and/or the nugget-to-sill ratio is large—ML tends to underestimate the autocorrelation function and REML produces highly variable estimates of the autocorrelation function. The best estimates of both the covariance parameters and the autocorrelation function come under the cluster sampling design and large sample sizes. As a motivating example, we consider a spatial model for stream sulfate concentration.

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

Habitat suitability criteria via parametric distributions: estimation, model selection and uncertainty

USGS Publications Warehouse

Som, Nicholas A.; Goodman, Damon H.; Perry, Russell W.; Hardy, Thomas B.

2016-01-01

Previous methods for constructing univariate habitat suitability criteria (HSC) curves have ranged from professional judgement to kernel-smoothed density functions or combinations thereof. We present a new method of generating HSC curves that applies probability density functions as the mathematical representation of the curves. Compared with previous approaches, benefits of our method include (1) estimation of probability density function parameters directly from raw data, (2) quantitative methods for selecting among several candidate probability density functions, and (3) concise methods for expressing estimation uncertainty in the HSC curves. We demonstrate our method with a thorough example using data collected on the depth of water used by juvenile Chinook salmon (Oncorhynchus tschawytscha) in the Klamath River of northern California and southern Oregon. All R code needed to implement our example is provided in the appendix. Published 2015. This article is a U.S. Government work and is in the public domain in the USA.

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.

SOCR Analyses - an Instructional Java Web-based Statistical Analysis Toolkit.

PubMed

Chu, Annie; Cui, Jenny; Dinov, Ivo D

2009-03-01

The Statistical Online Computational Resource (SOCR) designs web-based tools for educational use in a variety of undergraduate courses (Dinov 2006). Several studies have demonstrated that these resources significantly improve students' motivation and learning experiences (Dinov et al. 2008). SOCR Analyses is a new component that concentrates on data modeling and analysis using parametric and non-parametric techniques supported with graphical model diagnostics. Currently implemented analyses include commonly used models in undergraduate statistics courses like linear models (Simple Linear Regression, Multiple Linear Regression, One-Way and Two-Way ANOVA). In addition, we implemented tests for sample comparisons, such as t-test in the parametric category; and Wilcoxon rank sum test, Kruskal-Wallis test, Friedman's test, in the non-parametric category. SOCR Analyses also include several hypothesis test models, such as Contingency tables, Friedman's test and Fisher's exact test.The code itself is open source (http://socr.googlecode.com/), hoping to contribute to the efforts of the statistical computing community. The code includes functionality for each specific analysis model and it has general utilities that can be applied in various statistical computing tasks. For example, concrete methods with API (Application Programming Interface) have been implemented in statistical summary, least square solutions of general linear models, rank calculations, etc. HTML interfaces, tutorials, source code, activities, and data are freely available via the web (www.SOCR.ucla.edu). Code examples for developers and demos for educators are provided on the SOCR Wiki website.In this article, the pedagogical utilization of the SOCR Analyses is discussed, as well as the underlying design framework. As the SOCR project is on-going and more functions and tools are being added to it, these resources are constantly improved. The reader is strongly encouraged to check the SOCR site for most updated information and newly added models.

A Comparison of Uniform DIF Effect Size Estimators under the MIMIC and Rasch Models

ERIC Educational Resources Information Center

Jin, Ying; Myers, Nicholas D.; Ahn, Soyeon; Penfield, Randall D.

2013-01-01

The Rasch model, a member of a larger group of models within item response theory, is widely used in empirical studies. Detection of uniform differential item functioning (DIF) within the Rasch model typically employs null hypothesis testing with a concomitant consideration of effect size (e.g., signed area [SA]). Parametric equivalence between…

Can free energy calculations be fast and accurate at the same time? Binding of low-affinity, non-peptide inhibitors to the SH2 domain of the src protein

NASA Astrophysics Data System (ADS)

Chipot, Christophe; Rozanska, Xavier; Dixit, Surjit B.

2005-11-01

The usefulness of free-energy calculations in non-academic environments, in general, and in the pharmaceutical industry, in particular, is a long-time debated issue, often considered from the angle of cost/performance criteria. In the context of the rational drug design of low-affinity, non-peptide inhibitors to the SH2 domain of the pp60src tyrosine kinase, the continuing difficulties encountered in an attempt to obtain accurate free-energy estimates are addressed. free-energy calculations can provide a convincing answer, assuming that two key-requirements are fulfilled: (i) thorough sampling of the configurational space is necessary to minimize the statistical error, hence raising the question: to which extent can we sacrifice the computational effort, yet without jeopardizing the precision of the free-energy calculation? (ii) the sensitivity of binding free-energies to the parameters utilized imposes an appropriate parametrization of the potential energy function, especially for non-peptide molecules that are usually poorly described by multipurpose macromolecular force fields. Employing the free-energy perturbation method, accurate ranking, within ±0.7 kcal/mol, is obtained in the case of four non-peptide mimes of a sequence recognized by the pp60src SH2 domain.

A hyperbolastic type-I diffusion process: Parameter estimation by means of the firefly algorithm.

PubMed

Barrera, Antonio; Román-Román, Patricia; Torres-Ruiz, Francisco

2018-01-01

A stochastic diffusion process, whose mean function is a hyperbolastic curve of type I, is presented. The main characteristics of the process are studied and the problem of maximum likelihood estimation for the parameters of the process is considered. To this end, the firefly metaheuristic optimization algorithm is applied after bounding the parametric space by a stagewise procedure. Some examples based on simulated sample paths and real data illustrate this development. Copyright © 2017 Elsevier B.V. All rights reserved.

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.

A survey of kernel-type estimators for copula and their applications

NASA Astrophysics Data System (ADS)

Sumarjaya, I. W.

2017-10-01

Copulas have been widely used to model nonlinear dependence structure. Main applications of copulas include areas such as finance, insurance, hydrology, rainfall to name but a few. The flexibility of copula allows researchers to model dependence structure beyond Gaussian distribution. Basically, a copula is a function that couples multivariate distribution functions to their one-dimensional marginal distribution functions. In general, there are three methods to estimate copula. These are parametric, nonparametric, and semiparametric method. In this article we survey kernel-type estimators for copula such as mirror reflection kernel, beta kernel, transformation method and local likelihood transformation method. Then, we apply these kernel methods to three stock indexes in Asia. The results of our analysis suggest that, albeit variation in information criterion values, the local likelihood transformation method performs better than the other kernel methods.

Parameterization models for pesticide exposure via crop consumption.

PubMed

Fantke, Peter; Wieland, Peter; Juraske, Ronnie; Shaddick, Gavin; Itoiz, Eva Sevigné; Friedrich, Rainer; Jolliet, Olivier

2012-12-04

An approach for estimating human exposure to pesticides via consumption of six important food crops is presented that can be used to extend multimedia models applied in health risk and life cycle impact assessment. We first assessed the variation of model output (pesticide residues per kg applied) as a function of model input variables (substance, crop, and environmental properties) including their possible correlations using matrix algebra. We identified five key parameters responsible for between 80% and 93% of the variation in pesticide residues, namely time between substance application and crop harvest, degradation half-lives in crops and on crop surfaces, overall residence times in soil, and substance molecular weight. Partition coefficients also play an important role for fruit trees and tomato (Kow), potato (Koc), and lettuce (Kaw, Kow). Focusing on these parameters, we develop crop-specific models by parametrizing a complex fate and exposure assessment framework. The parametric models thereby reflect the framework's physical and chemical mechanisms and predict pesticide residues in harvest using linear combinations of crop, crop surface, and soil compartments. Parametric model results correspond well with results from the complex framework for 1540 substance-crop combinations with total deviations between a factor 4 (potato) and a factor 66 (lettuce). Predicted residues also correspond well with experimental data previously used to evaluate the complex framework. Pesticide mass in harvest can finally be combined with reduction factors accounting for food processing to estimate human exposure from crop consumption. All parametric models can be easily implemented into existing assessment frameworks.

Reliable clarity automatic-evaluation method for optical remote sensing images

NASA Astrophysics Data System (ADS)

Qin, Bangyong; Shang, Ren; Li, Shengyang; Hei, Baoqin; Liu, Zhiwen

2015-10-01

Image clarity, which reflects the sharpness degree at the edge of objects in images, is an important quality evaluate index for optical remote sensing images. Scholars at home and abroad have done a lot of work on estimation of image clarity. At present, common clarity-estimation methods for digital images mainly include frequency-domain function methods, statistical parametric methods, gradient function methods and edge acutance methods. Frequency-domain function method is an accurate clarity-measure approach. However, its calculation process is complicate and cannot be carried out automatically. Statistical parametric methods and gradient function methods are both sensitive to clarity of images, while their results are easy to be affected by the complex degree of images. Edge acutance method is an effective approach for clarity estimate, while it needs picking out the edges manually. Due to the limits in accuracy, consistent or automation, these existing methods are not applicable to quality evaluation of optical remote sensing images. In this article, a new clarity-evaluation method, which is based on the principle of edge acutance algorithm, is proposed. In the new method, edge detection algorithm and gradient search algorithm are adopted to automatically search the object edges in images. Moreover, The calculation algorithm for edge sharpness has been improved. The new method has been tested with several groups of optical remote sensing images. Compared with the existing automatic evaluation methods, the new method perform better both in accuracy and consistency. Thus, the new method is an effective clarity evaluation method for optical remote sensing images.

Finite size of hadrons and Bose-Einstein correlations

NASA Astrophysics Data System (ADS)

Bialas, A.; Zalewski, K.

2013-11-01

It is observed that the finite size of hadrons produced in high energy collisions implies that their positions are correlated, since the probability to find two hadrons on top of each other is highly reduced. It is then shown that this effect can naturally explain the values of the correlation function below one, observed at LEP and LHC for pairs of identical pions. to emphasize the role of inter-hadron correlations in the explanation of the observed negative values of C(p1,p2)-1 and to point out that a natural source of such inter-hadron correlations can be provided by the finite sizes of the produced hadrons. Several comments are in order.(i) Our use of the Θ-function to parametrize the excluded volume correlations is clearly only a crude approximation. For a precise description of data almost certainly a more sophisticated parametrization of the effect will be needed. In particular, note that with our parametrization the correlation in space-time does not affect the single-particle and two-particle non-symmetrized momentum distributions. The same comment applies to our use of Gaussians.(ii) It has been recently found [6,7] that in pp collisions at LHC, the volume of the system (as determined from the fitted HBT parameters) depends weakly on the multiplicity of the particles produced in the collision. This suggests that large multiplicity in an event is due to a longer emission time. If true, this should be also reflected in the HBT measurements and it may be interesting to investigate this aspect of the problem in more detail.(iii) To investigate further the space and/or time correlations between the emitted particles more information is needed. It would be interesting to study the minima in the correlation functions separately for the “side”, “out” and “long” directions. Such studies may allow to determine the size of the “excluded volume” and compare it with other estimates [14,15]. We also feel that with the present accuracy and statistics of data, measurements of three-particle B-E correlations represent the potential to provide some essential information helping to understand what is really going on.

Mean Recency Period for Estimation of HIV-1 Incidence with the BED-Capture EIA and Bio-Rad Avidity in Persons Diagnosed in the United States with Subtype B.

PubMed

Hanson, Debra L; Song, Ruiguang; Masciotra, Silvina; Hernandez, Angela; Dobbs, Trudy L; Parekh, Bharat S; Owen, S Michele; Green, Timothy A

2016-01-01

HIV incidence estimates are used to monitor HIV-1 infection in the United States. Use of laboratory biomarkers that distinguish recent from longstanding infection to quantify HIV incidence rely on having accurate knowledge of the average time that individuals spend in a transient state of recent infection between seroconversion and reaching a specified biomarker cutoff value. This paper describes five estimation procedures from two general statistical approaches, a survival time approach and an approach that fits binomial models of the probability of being classified as recently infected, as a function of time since seroconversion. We compare these procedures for estimating the mean duration of recent infection (MDRI) for two biomarkers used by the U.S. National HIV Surveillance System for determination of HIV incidence, the Aware BED EIA HIV-1 incidence test (BED) and the avidity-based, modified Bio-Rad HIV-1/HIV-2 plus O ELISA (BRAI) assay. Collectively, 953 specimens from 220 HIV-1 subtype B seroconverters, taken from 5 cohorts, were tested with a biomarker assay. Estimates of MDRI using the non-parametric survival approach were 198.4 days (SD 13.0) for BED and 239.6 days (SD 13.9) for BRAI using cutoff values of 0.8 normalized optical density and 30%, respectively. The probability of remaining in the recent state as a function of time since seroconversion, based upon this revised statistical approach, can be applied in the calculation of annual incidence in the United States.

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…

Maximum Likelihood Estimations and EM Algorithms with Length-biased Data

PubMed Central

Qin, Jing; Ning, Jing; Liu, Hao; Shen, Yu

2012-01-01

SUMMARY Length-biased sampling has been well recognized in economics, industrial reliability, etiology applications, epidemiological, genetic and cancer screening studies. Length-biased right-censored data have a unique data structure different from traditional survival data. The nonparametric and semiparametric estimations and inference methods for traditional survival data are not directly applicable for length-biased right-censored data. We propose new expectation-maximization algorithms for estimations based on full likelihoods involving infinite dimensional parameters under three settings for length-biased data: estimating nonparametric distribution function, estimating nonparametric hazard function under an increasing failure rate constraint, and jointly estimating baseline hazards function and the covariate coefficients under the Cox proportional hazards model. Extensive empirical simulation studies show that the maximum likelihood estimators perform well with moderate sample sizes and lead to more efficient estimators compared to the estimating equation approaches. The proposed estimates are also more robust to various right-censoring mechanisms. We prove the strong consistency properties of the estimators, and establish the asymptotic normality of the semi-parametric maximum likelihood estimators under the Cox model using modern empirical processes theory. We apply the proposed methods to a prevalent cohort medical study. Supplemental materials are available online. PMID:22323840

Improved dynamical scaling analysis using the kernel method for nonequilibrium relaxation.

PubMed

Echinaka, Yuki; Ozeki, Yukiyasu

2016-10-01

The dynamical scaling analysis for the Kosterlitz-Thouless transition in the nonequilibrium relaxation method is improved by the use of Bayesian statistics and the kernel method. This allows data to be fitted to a scaling function without using any parametric model function, which makes the results more reliable and reproducible and enables automatic and faster parameter estimation. Applying this method, the bootstrap method is introduced and a numerical discrimination for the transition type is proposed.

On Monotone Embedding in Information Geometry (Open Access)

DTIC Science & Technology

2015-06-25

the non-parametric ( infinite - dimensional ) setting, as well [4,6], with the α-connection structure cast in a more general way. Theorem 1 of [4] gives... the weighting function for taking the expectation of random variables in calculating the Riemannian metric (G = 1 reduces to F - geometry , with the ...is a trivial rewriting of the convex function f used by [2]. This paper will start in Section 1

Resting-state networks in healthy adult subjects: a comparison between a 32-element and an 8-element phased array head coil at 3.0 Tesla.

PubMed

Paolini, Marco; Keeser, Daniel; Ingrisch, Michael; Werner, Natalie; Kindermann, Nicole; Reiser, Maximilian; Blautzik, Janusch

2015-05-01

Little research exists on the influence of a magnetic resonance imaging (MRI) head coil's channel count on measured resting-state functional connectivity. To compare a 32-element (32ch) and an 8-element (8ch) phased array head coil with respect to their potential to detect functional connectivity within resting-state networks. Twenty-six healthy adults (mean age, 21.7 years; SD, 2.1 years) underwent resting-state functional MRI at 3.0 Tesla with both coils using equal standard imaging parameters and a counterbalanced design. Independent component analysis (ICA) at different model orders and a dual regression approach were performed. Voxel-wise non-parametric statistical between-group contrasts were determined using permutation-based non-parametric inference. Phantom measurements demonstrated a generally higher image signal-to-noise ratio using the 32ch head coil. However, the results showed no significant differences between corresponding resting-state networks derived from both coils (p < 0.05, FWE-corrected). Using the identical standard acquisition parameters, the 32ch head coil does not offer any significant advantages in detecting ICA-based functional connectivity within RSNs. © The Foundation Acta Radiologica 2015 Reprints and permissions: sagepub.co.uk/journalsPermissions.nav.

Simulated maximum likelihood method for estimating kinetic rates in gene expression.

PubMed

Tian, Tianhai; Xu, Songlin; Gao, Junbin; Burrage, Kevin

2007-01-01

Kinetic rate in gene expression is a key measurement of the stability of gene products and gives important information for the reconstruction of genetic regulatory networks. Recent developments in experimental technologies have made it possible to measure the numbers of transcripts and protein molecules in single cells. Although estimation methods based on deterministic models have been proposed aimed at evaluating kinetic rates from experimental observations, these methods cannot tackle noise in gene expression that may arise from discrete processes of gene expression, small numbers of mRNA transcript, fluctuations in the activity of transcriptional factors and variability in the experimental environment. In this paper, we develop effective methods for estimating kinetic rates in genetic regulatory networks. The simulated maximum likelihood method is used to evaluate parameters in stochastic models described by either stochastic differential equations or discrete biochemical reactions. Different types of non-parametric density functions are used to measure the transitional probability of experimental observations. For stochastic models described by biochemical reactions, we propose to use the simulated frequency distribution to evaluate the transitional density based on the discrete nature of stochastic simulations. The genetic optimization algorithm is used as an efficient tool to search for optimal reaction rates. Numerical results indicate that the proposed methods can give robust estimations of kinetic rates with good accuracy.

Neurocognition, functional competence and self-reported functional impairment in psychometrically defined schizotypy.

PubMed

Xavier, Shannon; Best, Michael W; Schorr, Emily; Bowie, Christopher R

2015-01-01

Schizotypy is phenologically and genetically related to schizophrenia-spectrum illness. Previous studies find cognitive function to be mildly impaired, but specific impairments and their relationship to functioning are not well understood. In this study, we sought to examine how cognitive load affects performance in schizotypy and to examine whether impairments might manifest in functional capacity and quality of life. Undergraduate students were screened for abnormally high levels of schizotypy (N = 72) and compared to those without psychopathology (N = 80) on a standard battery of neuropsychological tests, cognitive tests with varying cognitive load, functional capacity measures and quality of life. The high schizotypy group did not differ from controls on traditional measures of neuropsychological functioning, but an interaction of group by cognitive load was observed, where those with schizotypy manifested a greater decline in performance as information processing load was parametrically increased. Differences in functioning were observed and cognitive impairment was associated with impaired functioning. Cognitive and functional impairment can be observed in those with high schizotypal traits who are non-treatment seeking. The sensitivity of cognitive tests to impairment in this population might be a function of their ability to parametrically increase cognitive load.

Modeling envelope statistics of blood and myocardium for segmentation of echocardiographic images.

PubMed

Nillesen, Maartje M; Lopata, Richard G P; Gerrits, Inge H; Kapusta, Livia; Thijssen, Johan M; de Korte, Chris L

2008-04-01

The objective of this study was to investigate the use of speckle statistics as a preprocessing step for segmentation of the myocardium in echocardiographic images. Three-dimensional (3D) and biplane image sequences of the left ventricle of two healthy children and one dog (beagle) were acquired. Pixel-based speckle statistics of manually segmented blood and myocardial regions were investigated by fitting various probability density functions (pdf). The statistics of heart muscle and blood could both be optimally modeled by a K-pdf or Gamma-pdf (Kolmogorov-Smirnov goodness-of-fit test). Scale and shape parameters of both distributions could differentiate between blood and myocardium. Local estimation of these parameters was used to obtain parametric images, where window size was related to speckle size (5 x 2 speckles). Moment-based and maximum-likelihood estimators were used. Scale parameters were still able to differentiate blood from myocardium; however, smoothing of edges of anatomical structures occurred. Estimation of the shape parameter required a larger window size, leading to unacceptable blurring. Using these parameters as an input for segmentation resulted in unreliable segmentation. Adaptive mean squares filtering was then introduced using the moment-based scale parameter (sigma(2)/mu) of the Gamma-pdf to automatically steer the two-dimensional (2D) local filtering process. This method adequately preserved sharpness of the edges. In conclusion, a trade-off between preservation of sharpness of edges and goodness-of-fit when estimating local shape and scale parameters is evident for parametric images. For this reason, adaptive filtering outperforms parametric imaging for the segmentation of echocardiographic images.

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.

Consistent Parameter and Transfer Function Estimation using Context Free Grammars

NASA Astrophysics Data System (ADS)

Klotz, Daniel; Herrnegger, Mathew; Schulz, Karsten

2017-04-01

This contribution presents a method for the inference of transfer functions for rainfall-runoff models. Here, transfer functions are defined as parametrized (functional) relationships between a set of spatial predictors (e.g. elevation, slope or soil texture) and model parameters. They are ultimately used for estimation of consistent, spatially distributed model parameters from a limited amount of lumped global parameters. Additionally, they provide a straightforward method for parameter extrapolation from one set of basins to another and can even be used to derive parameterizations for multi-scale models [see: Samaniego et al., 2010]. Yet, currently an actual knowledge of the transfer functions is often implicitly assumed. As a matter of fact, for most cases these hypothesized transfer functions can rarely be measured and often remain unknown. Therefore, this contribution presents a general method for the concurrent estimation of the structure of transfer functions and their respective (global) parameters. Note, that by consequence an estimation of the distributed parameters of the rainfall-runoff model is also undertaken. The method combines two steps to achieve this. The first generates different possible transfer functions. The second then estimates the respective global transfer function parameters. The structural estimation of the transfer functions is based on the context free grammar concept. Chomsky first introduced context free grammars in linguistics [Chomsky, 1956]. Since then, they have been widely applied in computer science. But, to the knowledge of the authors, they have so far not been used in hydrology. Therefore, the contribution gives an introduction to context free grammars and shows how they can be constructed and used for the structural inference of transfer functions. This is enabled by new methods from evolutionary computation, such as grammatical evolution [O'Neill, 2001], which make it possible to exploit the constructed grammar as a search space for equations. The parametrization of the transfer functions is then achieved through a second optimization routine. The contribution explores different aspects of the described procedure through a set of experiments. These experiments can be divided into three categories: (1) The inference of transfer functions from directly measurable parameters; (2) The estimation of global parameters for given transfer functions from runoff data; and (3) The estimation of sets of completely unknown transfer functions from runoff data. The conducted tests reveal different potentials and limits of the procedure. In concrete it is shown that example (1) and (2) work remarkably well. Example (3) is much more dependent on the setup. In general, it can be said that in that case much more data is needed to derive transfer function estimations, even for simple models and setups. References: - Chomsky, N. (1956): Three Models for the Description of Language. IT IRETr. 2(3), p 113-124 - O'Neil, M. (2001): Grammatical Evolution. IEEE ToEC, Vol.5, No. 4 - Samaniego, L.; Kumar, R.; Attinger, S. (2010): Multiscale parameter regionalization of a grid-based hydrologic model at the mesoscale. WWR, Vol. 46, W05523, doi:10.1029/2008WR007327

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.

Functional Mixed Effects Model for Small Area Estimation.

PubMed

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

2016-09-01

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

Coupled-cluster Green's function: Analysis of properties originating in the exponential parametrization of the ground-state wave function

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

Peng, Bo; Kowalski, Karol

In this paper we derive basic properties of the Green’s function matrix elements stemming from the exponential coupled cluster (CC) parametrization of the ground-state wave function. We demon- strate that all intermediates used to express retarded (or equivalently, ionized) part of the Green’s function in the ω-representation can be expressed through connected diagrams only. Similar proper- ties are also shared by the first order ω-derivatives of the retarded part of the CC Green’s function. This property can be extended to any order ω-derivatives of the Green’s function. Through the Dyson equation of CC Green’s function, the derivatives of corresponding CCmore » self-energy can be evaluated analytically. In analogy to the CC Green’s function, the corresponding CC self-energy is expressed in terms of connected diagrams only. Moreover, the ionized part of the CC Green’s func- tion satisfies the non-homogeneous linear system of ordinary differential equations, whose solution may be represented in the exponential form. Our analysis can be easily generalized to the advanced part of the CC Green’s function.« less

Pharmacokinetic modelling of intravenous tobramycin in adolescent and adult patients with cystic fibrosis using the nonparametric expectation maximization (NPEM) algorithm.

PubMed

Touw, D J; Vinks, A A; Neef, C

1997-06-01

The availability of personal computer programs for individualizing drug dosage regimens has stimulated the interest in modelling population pharmacokinetics. Data from 82 adolescent and adult patients with cystic fibrosis (CF) who were treated with intravenous tobramycin because of an exacerbation of their pulmonary infection were analysed with a non-parametric expectation maximization (NPEM) algorithm. This algorithm estimates the entire discrete joint probability density of the pharmacokinetic parameters. It also provides traditional parametric statistics such as the means, standard deviation, median, covariances and correlations among the various parameters. It also provides graphic-2- and 3-dimensional representations of the marginal densities of the parameters investigated. Several models for intravenous tobramycin in adolescent and adult patients with CF were compared. Covariates were total body weight (for the volume of distribution) and creatinine clearance (for the total body clearance and elimination rate). Because of lack of data on patients with poor renal function, restricted models with non-renal clearance and the non-renal elimination rate constant fixed at literature values of 0.15 L/h and 0.01 h-1 were also included. In this population, intravenous tobramycin could be best described by median (+/-dispersion factor) volume of distribution per unit of total body weight of 0.28 +/- 0.05 L/kg, elimination rate constant of 0.25 +/- 0.10 h-1 and elimination rate constant per unit of creatinine clearance of 0.0008 +/- 0.0009 h-1/(ml/min/1.73 m2). Analysis of populations of increasing size showed that using a restricted model with a non-renal elimination rate constant fixed at 0.01 h-1, a model based on a population of only 10 to 20 patients, contained parameter values similar to those of the entire population and, using the full model, a larger population (at least 40 patients) was needed.

Experimental estimation of transmissibility matrices for industrial multi-axis vibration isolation systems

NASA Astrophysics Data System (ADS)

Beijen, Michiel A.; Voorhoeve, Robbert; Heertjes, Marcel F.; Oomen, Tom

2018-07-01

Vibration isolation is essential for industrial high-precision systems to suppress external disturbances. The aim of this paper is to develop a general identification approach to estimate the frequency response function (FRF) of the transmissibility matrix, which is a key performance indicator for vibration isolation systems. The major challenge lies in obtaining a good signal-to-noise ratio in view of a large system weight. A non-parametric system identification method is proposed that combines floor and shaker excitations. Furthermore, a method is presented to analyze the input power spectrum of the floor excitations, both in terms of magnitude and direction. In turn, the input design of the shaker excitation signals is investigated to obtain sufficient excitation power in all directions with minimum experiment cost. The proposed methods are shown to provide an accurate FRF of the transmissibility matrix in three relevant directions on an industrial active vibration isolation system over a large frequency range. This demonstrates that, despite their heavy weight, industrial vibration isolation systems can be accurately identified using this approach.

Assessing the causal effect of policies: an example using stochastic interventions.

PubMed

Díaz, Iván; van der Laan, Mark J

2013-11-19

Assessing the causal effect of an exposure often involves the definition of counterfactual outcomes in a hypothetical world in which the stochastic nature of the exposure is modified. Although stochastic interventions are a powerful tool to measure the causal effect of a realistic intervention that intends to alter the population distribution of an exposure, their importance to answer questions about plausible policy interventions has been obscured by the generalized use of deterministic interventions. In this article, we follow the approach described in Díaz and van der Laan (2012) to define and estimate the effect of an intervention that is expected to cause a truncation in the population distribution of the exposure. The observed data parameter that identifies the causal parameter of interest is established, as well as its efficient influence function under the non-parametric model. Inverse probability of treatment weighted (IPTW), augmented IPTW and targeted minimum loss-based estimators (TMLE) are proposed, their consistency and efficiency properties are determined. An extension to longitudinal data structures is presented and its use is demonstrated with a real data example.

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.

Suppression of Growth by Multiplicative White Noise in a Parametric Resonant System

NASA Astrophysics Data System (ADS)

Ishihara, Masamichi

2015-02-01

The growth of the amplitude in a Mathieu-like equation with multiplicative white noise is studied. To obtain an approximate analytical expression for the exponent at the extremum on parametric resonance regions, a time-interval width is introduced. To determine the exponents numerically, the stochastic differential equations are solved by a symplectic numerical method. The Mathieu-like equation contains a parameter α determined by the intensity of noise and the strength of the coupling between the variable and noise; without loss of generality, only non-negative α can be considered. The exponent is shown to decrease with α, reach a minimum and increase after that. The minimum exponent is obtained analytically and numerically. As a function of α, the minimum at α≠0, occurs on the parametric resonance regions of α=0. This minimum indicates suppression of growth by multiplicative white noise.

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.

Generalized t-statistic for two-group classification.

PubMed

Komori, Osamu; Eguchi, Shinto; Copas, John B

2015-06-01

In the classic discriminant model of two multivariate normal distributions with equal variance matrices, the linear discriminant function is optimal both in terms of the log likelihood ratio and in terms of maximizing the standardized difference (the t-statistic) between the means of the two distributions. In a typical case-control study, normality may be sensible for the control sample but heterogeneity and uncertainty in diagnosis may suggest that a more flexible model is needed for the cases. We generalize the t-statistic approach by finding the linear function which maximizes a standardized difference but with data from one of the groups (the cases) filtered by a possibly nonlinear function U. We study conditions for consistency of the method and find the function U which is optimal in the sense of asymptotic efficiency. Optimality may also extend to other measures of discriminatory efficiency such as the area under the receiver operating characteristic curve. The optimal function U depends on a scalar probability density function which can be estimated non-parametrically using a standard numerical algorithm. A lasso-like version for variable selection is implemented by adding L1-regularization to the generalized t-statistic. Two microarray data sets in the study of asthma and various cancers are used as motivating examples. © 2014, The International Biometric Society.

A bias-corrected estimator in multiple imputation for missing data.

PubMed

Tomita, Hiroaki; Fujisawa, Hironori; Henmi, Masayuki

2018-05-29

Multiple imputation (MI) is one of the most popular methods to deal with missing data, and its use has been rapidly increasing in medical studies. Although MI is rather appealing in practice since it is possible to use ordinary statistical methods for a complete data set once the missing values are fully imputed, the method of imputation is still problematic. If the missing values are imputed from some parametric model, the validity of imputation is not necessarily ensured, and the final estimate for a parameter of interest can be biased unless the parametric model is correctly specified. Nonparametric methods have been also proposed for MI, but it is not so straightforward as to produce imputation values from nonparametrically estimated distributions. In this paper, we propose a new method for MI to obtain a consistent (or asymptotically unbiased) final estimate even if the imputation model is misspecified. The key idea is to use an imputation model from which the imputation values are easily produced and to make a proper correction in the likelihood function after the imputation by using the density ratio between the imputation model and the true conditional density function for the missing variable as a weight. Although the conditional density must be nonparametrically estimated, it is not used for the imputation. The performance of our method is evaluated by both theory and simulation studies. A real data analysis is also conducted to illustrate our method by using the Duke Cardiac Catheterization Coronary Artery Disease Diagnostic Dataset. Copyright © 2018 John Wiley & Sons, Ltd.

A note on a simplified and general approach to simulating from multivariate copula functions

Treesearch

Barry K. Goodwin

2013-01-01

Copulas have become an important analytic tool for characterizing multivariate distributions and dependence. One is often interested in simulating data from copula estimates. The process can be analytically and computationally complex and usually involves steps that are unique to a given parametric copula. We describe an alternative approach that uses ‘Probability-...

Accounting for animal movement in estimation of resource selection functions: sampling and data analysis.

PubMed

Forester, James D; Im, Hae Kyung; Rathouz, Paul J

2009-12-01

Patterns of resource selection by animal populations emerge as a result of the behavior of many individuals. Statistical models that describe these population-level patterns of habitat use can miss important interactions between individual animals and characteristics of their local environment; however, identifying these interactions is difficult. One approach to this problem is to incorporate models of individual movement into resource selection models. To do this, we propose a model for step selection functions (SSF) that is composed of a resource-independent movement kernel and a resource selection function (RSF). We show that standard case-control logistic regression may be used to fit the SSF; however, the sampling scheme used to generate control points (i.e., the definition of availability) must be accommodated. We used three sampling schemes to analyze simulated movement data and found that ignoring sampling and the resource-independent movement kernel yielded biased estimates of selection. The level of bias depended on the method used to generate control locations, the strength of selection, and the spatial scale of the resource map. Using empirical or parametric methods to sample control locations produced biased estimates under stronger selection; however, we show that the addition of a distance function to the analysis substantially reduced that bias. Assuming a uniform availability within a fixed buffer yielded strongly biased selection estimates that could be corrected by including the distance function but remained inefficient relative to the empirical and parametric sampling methods. As a case study, we used location data collected from elk in Yellowstone National Park, USA, to show that selection and bias may be temporally variable. Because under constant selection the amount of bias depends on the scale at which a resource is distributed in the landscape, we suggest that distance always be included as a covariate in SSF analyses. This approach to modeling resource selection is easily implemented using common statistical tools and promises to provide deeper insight into the movement ecology of animals.

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

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.

Cox regression analysis with missing covariates via nonparametric multiple imputation.

PubMed

Hsu, Chiu-Hsieh; Yu, Mandi

2018-01-01

We consider the situation of estimating Cox regression in which some covariates are subject to missing, and there exists additional information (including observed event time, censoring indicator and fully observed covariates) which may be predictive of the missing covariates. We propose to use two working regression models: one for predicting the missing covariates and the other for predicting the missing probabilities. For each missing covariate observation, these two working models are used to define a nearest neighbor imputing set. This set is then used to non-parametrically impute covariate values for the missing observation. Upon the completion of imputation, Cox regression is performed on the multiply imputed datasets to estimate the regression coefficients. In a simulation study, we compare the nonparametric multiple imputation approach with the augmented inverse probability weighted (AIPW) method, which directly incorporates the two working models into estimation of Cox regression, and the predictive mean matching imputation (PMM) method. We show that all approaches can reduce bias due to non-ignorable missing mechanism. The proposed nonparametric imputation method is robust to mis-specification of either one of the two working models and robust to mis-specification of the link function of the two working models. In contrast, the PMM method is sensitive to misspecification of the covariates included in imputation. The AIPW method is sensitive to the selection probability. We apply the approaches to a breast cancer dataset from Surveillance, Epidemiology and End Results (SEER) Program.

Fuzzy interval Finite Element/Statistical Energy Analysis for mid-frequency analysis of built-up systems with mixed fuzzy and interval parameters

NASA Astrophysics Data System (ADS)

Yin, Hui; Yu, Dejie; Yin, Shengwen; Xia, Baizhan

2016-10-01

This paper introduces mixed fuzzy and interval parametric uncertainties into the FE components of the hybrid Finite Element/Statistical Energy Analysis (FE/SEA) model for mid-frequency analysis of built-up systems, thus an uncertain ensemble combining non-parametric with mixed fuzzy and interval parametric uncertainties comes into being. A fuzzy interval Finite Element/Statistical Energy Analysis (FIFE/SEA) framework is proposed to obtain the uncertain responses of built-up systems, which are described as intervals with fuzzy bounds, termed as fuzzy-bounded intervals (FBIs) in this paper. Based on the level-cut technique, a first-order fuzzy interval perturbation FE/SEA (FFIPFE/SEA) and a second-order fuzzy interval perturbation FE/SEA method (SFIPFE/SEA) are developed to handle the mixed parametric uncertainties efficiently. FFIPFE/SEA approximates the response functions by the first-order Taylor series, while SFIPFE/SEA improves the accuracy by considering the second-order items of Taylor series, in which all the mixed second-order items are neglected. To further improve the accuracy, a Chebyshev fuzzy interval method (CFIM) is proposed, in which the Chebyshev polynomials is used to approximate the response functions. The FBIs are eventually reconstructed by assembling the extrema solutions at all cut levels. Numerical results on two built-up systems verify the effectiveness of the proposed methods.

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.

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.

Range compensation for backscattering measurements in the difference-frequency nearfield of a parametric sonar.

PubMed

Foote, Kenneth G

2012-05-01

Measurement of acoustic backscattering properties of targets requires removal of the range dependence of echoes. This process is called range compensation. For conventional sonars making measurements in the transducer farfield, the compensation removes effects of geometrical spreading and absorption. For parametric sonars consisting of a parametric acoustic transmitter and a conventional-sonar receiver, two additional range dependences require compensation when making measurements in the nonlinearly generated difference-frequency nearfield: an apparently increasing source level and a changing beamwidth. General expressions are derived for range compensation functions in the difference-frequency nearfield of parametric sonars. These are evaluated numerically for a parametric sonar whose difference-frequency band, effectively 1-6 kHz, is being used to observe Atlantic herring (Clupea harengus) in situ. Range compensation functions for this sonar are compared with corresponding functions for conventional sonars for the cases of single and multiple scatterers. Dependences of these range compensation functions on the parametric sonar transducer shape, size, acoustic power density, and hydrography are investigated. Parametric range compensation functions, when applied with calibration data, will enable difference-frequency echoes to be expressed in physical units of volume backscattering, and backscattering spectra, including fish-swimbladder-resonances, to be analyzed.

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.

Dorsomedial SCN neuronal subpopulations subserve different functions in human dementia.

PubMed

Harper, David G; Stopa, Edward G; Kuo-Leblanc, Victoria; McKee, Ann C; Asayama, Kentaro; Volicer, Ladislav; Kowall, Neil; Satlin, Andrew

2008-06-01

The suprachiasmatic nuclei (SCN) are necessary and sufficient for the maintenance of circadian rhythms in primate and other mammalian species. The human dorsomedial SCN contains populations of non-species-specific vasopressin and species-specific neurotensin neurons. We made time-series recordings of core body temperature and locomotor activity in 19 elderly, male, end-stage dementia patients and 8 normal elderly controls. Following the death of the dementia patients, neuropathological diagnostic information and tissue samples from the hypothalamus were obtained. Hypothalamic tissue was also obtained from eight normal control cases that had not had activity or core temperature recordings previously. Core temperature was analysed for parametric, circadian features, and activity was analysed for non-parametric and parametric circadian features. These indices were then correlated with the degree of degeneration seen in the SCN (glia/neuron ratio) and neuronal counts from the dorsomedial SCN (vasopressin, neurotensin). Specific loss of SCN neurotensin neurons was associated with loss of activity and temperature amplitude without increase in activity fragmentation. Loss of SCN vasopressin neurons was associated with increased activity fragmentation but not loss of amplitude. Evidence for a circadian rhythm of vasopressinergic activity was seen in the dementia cases but no evidence was seen for a circadian rhythm in neurotensinergic activity. These results provide evidence that the SCN is necessary for the maintenance of the circadian rhythm in humans, information on the role of neuronal subpopulations in subserving this function and the utility of dementia in elaborating brain-behaviour relationships in the human.

Bayesian inversion of marine CSEM data from the Scarborough gas field using a transdimensional 2-D parametrization

NASA Astrophysics Data System (ADS)

Ray, Anandaroop; Key, Kerry; Bodin, Thomas; Myer, David; Constable, Steven

2014-12-01

We apply a reversible-jump Markov chain Monte Carlo method to sample the Bayesian posterior model probability density function of 2-D seafloor resistivity as constrained by marine controlled source electromagnetic data. This density function of earth models conveys information on which parts of the model space are illuminated by the data. Whereas conventional gradient-based inversion approaches require subjective regularization choices to stabilize this highly non-linear and non-unique inverse problem and provide only a single solution with no model uncertainty information, the method we use entirely avoids model regularization. The result of our approach is an ensemble of models that can be visualized and queried to provide meaningful information about the sensitivity of the data to the subsurface, and the level of resolution of model parameters. We represent models in 2-D using a Voronoi cell parametrization. To make the 2-D problem practical, we use a source-receiver common midpoint approximation with 1-D forward modelling. Our algorithm is transdimensional and self-parametrizing where the number of resistivity cells within a 2-D depth section is variable, as are their positions and geometries. Two synthetic studies demonstrate the algorithm's use in the appraisal of a thin, segmented, resistive reservoir which makes for a challenging exploration target. As a demonstration example, we apply our method to survey data collected over the Scarborough gas field on the Northwest Australian shelf.

A double expansion method for the frequency response of finite-length beams with periodic parameters

NASA Astrophysics Data System (ADS)

Ying, Z. G.; Ni, Y. Q.

2017-03-01

A double expansion method for the frequency response of finite-length beams with periodic distribution parameters is proposed. The vibration response of the beam with spatial periodic parameters under harmonic excitations is studied. The frequency response of the periodic beam is the function of parametric period and then can be expressed by the series with the product of periodic and non-periodic functions. The procedure of the double expansion method includes the following two main steps: first, the frequency response function and periodic parameters are expanded by using identical periodic functions based on the extension of the Floquet-Bloch theorem, and the period-parametric differential equation for the frequency response is converted into a series of linear differential equations with constant coefficients; second, the solutions to the linear differential equations are expanded by using modal functions which satisfy the boundary conditions, and the linear differential equations are converted into algebraic equations according to the Galerkin method. The expansion coefficients are obtained by solving the algebraic equations and then the frequency response function is finally determined. The proposed double expansion method can uncouple the effects of the periodic expansion and modal expansion so that the expansion terms are determined respectively. The modal number considered in the second expansion can be reduced remarkably in comparison with the direct expansion method. The proposed double expansion method can be extended and applied to the other structures with periodic distribution parameters for dynamics analysis. Numerical results on the frequency response of the finite-length periodic beam with various parametric wave numbers and wave amplitude ratios are given to illustrate the effective application of the proposed method and the new frequency response characteristics, including the parameter-excited modal resonance, doubling-peak frequency response and remarkable reduction of the maximum frequency response for certain parametric wave number and wave amplitude. The results have the potential application to structural vibration control.

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.

RBF kernel based support vector regression to estimate the blood volume and heart rate responses during hemodialysis.

PubMed

Javed, Faizan; Chan, Gregory S H; Savkin, Andrey V; Middleton, Paul M; Malouf, Philip; Steel, Elizabeth; Mackie, James; Lovell, Nigel H

2009-01-01

This paper uses non-linear support vector regression (SVR) to model the blood volume and heart rate (HR) responses in 9 hemodynamically stable kidney failure patients during hemodialysis. Using radial bias function (RBF) kernels the non-parametric models of relative blood volume (RBV) change with time as well as percentage change in HR with respect to RBV were obtained. The e-insensitivity based loss function was used for SVR modeling. Selection of the design parameters which includes capacity (C), insensitivity region (e) and the RBF kernel parameter (sigma) was made based on a grid search approach and the selected models were cross-validated using the average mean square error (AMSE) calculated from testing data based on a k-fold cross-validation technique. Linear regression was also applied to fit the curves and the AMSE was calculated for comparison with SVR. For the model based on RBV with time, SVR gave a lower AMSE for both training (AMSE=1.5) as well as testing data (AMSE=1.4) compared to linear regression (AMSE=1.8 and 1.5). SVR also provided a better fit for HR with RBV for both training as well as testing data (AMSE=15.8 and 16.4) compared to linear regression (AMSE=25.2 and 20.1).

The orbital PDF: general inference of the gravitational potential from steady-state tracers

NASA Astrophysics Data System (ADS)

Han, Jiaxin; Wang, Wenting; Cole, Shaun; Frenk, Carlos S.

2016-02-01

We develop two general methods to infer the gravitational potential of a system using steady-state tracers, I.e. tracers with a time-independent phase-space distribution. Combined with the phase-space continuity equation, the time independence implies a universal orbital probability density function (oPDF) dP(λ|orbit) ∝ dt, where λ is the coordinate of the particle along the orbit. The oPDF is equivalent to Jeans theorem, and is the key physical ingredient behind most dynamical modelling of steady-state tracers. In the case of a spherical potential, we develop a likelihood estimator that fits analytical potentials to the system and a non-parametric method (`phase-mark') that reconstructs the potential profile, both assuming only the oPDF. The methods involve no extra assumptions about the tracer distribution function and can be applied to tracers with any arbitrary distribution of orbits, with possible extension to non-spherical potentials. The methods are tested on Monte Carlo samples of steady-state tracers in dark matter haloes to show that they are unbiased as well as efficient. A fully documented C/PYTHON code implementing our method is freely available at a GitHub repository linked from http://icc.dur.ac.uk/data/#oPDF.

Thresholding functional connectomes by means of mixture modeling.

PubMed

Bielczyk, Natalia Z; Walocha, Fabian; Ebel, Patrick W; Haak, Koen V; Llera, Alberto; Buitelaar, Jan K; Glennon, Jeffrey C; Beckmann, Christian F

2018-05-01

Functional connectivity has been shown to be a very promising tool for studying the large-scale functional architecture of the human brain. In network research in fMRI, functional connectivity is considered as a set of pair-wise interactions between the nodes of the network. These interactions are typically operationalized through the full or partial correlation between all pairs of regional time series. Estimating the structure of the latent underlying functional connectome from the set of pair-wise partial correlations remains an open research problem though. Typically, this thresholding problem is approached by proportional thresholding, or by means of parametric or non-parametric permutation testing across a cohort of subjects at each possible connection. As an alternative, we propose a data-driven thresholding approach for network matrices on the basis of mixture modeling. This approach allows for creating subject-specific sparse connectomes by modeling the full set of partial correlations as a mixture of low correlation values associated with weak or unreliable edges in the connectome and a sparse set of reliable connections. Consequently, we propose to use alternative thresholding strategy based on the model fit using pseudo-False Discovery Rates derived on the basis of the empirical null estimated as part of the mixture distribution. We evaluate the method on synthetic benchmark fMRI datasets where the underlying network structure is known, and demonstrate that it gives improved performance with respect to the alternative methods for thresholding connectomes, given the canonical thresholding levels. We also demonstrate that mixture modeling gives highly reproducible results when applied to the functional connectomes of the visual system derived from the n-back Working Memory task in the Human Connectome Project. The sparse connectomes obtained from mixture modeling are further discussed in the light of the previous knowledge of the functional architecture of the visual system in humans. We also demonstrate that with use of our method, we are able to extract similar information on the group level as can be achieved with permutation testing even though these two methods are not equivalent. We demonstrate that with both of these methods, we obtain functional decoupling between the two hemispheres in the higher order areas of the visual cortex during visual stimulation as compared to the resting state, which is in line with previous studies suggesting lateralization in the visual processing. However, as opposed to permutation testing, our approach does not require inference at the cohort level and can be used for creating sparse connectomes at the level of a single subject. Copyright © 2018 The Authors. Published by Elsevier Inc. 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

Cosmological implications of quantum mechanics parametrization of dark energy

NASA Astrophysics Data System (ADS)

Szydłowski, Marek; Stachowski, Aleksander; Urbanowski, Krzysztof

2017-08-01

We consider the cosmology with the running dark energy. The parametrization of dark energy is derived from the quantum process of transition from the false vacuum state to the true vacuum state. This model is the generalized interacting CDM model. We consider the energy density of dark energy parametrization, which is given by the Breit-Wigner energy distribution function. The idea of the process of the quantum mechanical decay of unstable states was formulated by Krauss and Dent. We used this idea in our considerations. In this model is an energy transfer in the dark sector. In this evolutional scenario the universe starts from the false vacuum state and goes to the true vacuum state of the present day universe. The intermediate regime during the passage from false to true vacuum states takes place. In this way the cosmological constant problem can be tried to solve. We estimate the cosmological parameters for this model. This model is in a good agreement with the astronomical data and is practically indistinguishable from CDM model.

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.

Implicit Priors in Galaxy Cluster Mass and Scaling Relation Determinations

NASA Technical Reports Server (NTRS)

Mantz, A.; Allen, S. W.

2011-01-01

Deriving the total masses of galaxy clusters from observations of the intracluster medium (ICM) generally requires some prior information, in addition to the assumptions of hydrostatic equilibrium and spherical symmetry. Often, this information takes the form of particular parametrized functions used to describe the cluster gas density and temperature profiles. In this paper, we investigate the implicit priors on hydrostatic masses that result from this fully parametric approach, and the implications of such priors for scaling relations formed from those masses. We show that the application of such fully parametric models of the ICM naturally imposes a prior on the slopes of the derived scaling relations, favoring the self-similar model, and argue that this prior may be influential in practice. In contrast, this bias does not exist for techniques which adopt an explicit prior on the form of the mass profile but describe the ICM non-parametrically. Constraints on the slope of the cluster mass-temperature relation in the literature show a separation based the approach employed, with the results from fully parametric ICM modeling clustering nearer the self-similar value. Given that a primary goal of scaling relation analyses is to test the self-similar model, the application of methods subject to strong, implicit priors should be avoided. Alternative methods and best practices are discussed.

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.

Vector autoregressive models: A Gini approach

NASA Astrophysics Data System (ADS)

Mussard, Stéphane; Ndiaye, Oumar Hamady

2018-02-01

In this paper, it is proven that the usual VAR models may be performed in the Gini sense, that is, on a ℓ1 metric space. The Gini regression is robust to outliers. As a consequence, when data are contaminated by extreme values, we show that semi-parametric VAR-Gini regressions may be used to obtain robust estimators. The inference about the estimators is made with the ℓ1 norm. Also, impulse response functions and Gini decompositions for prevision errors are introduced. Finally, Granger's causality tests are properly derived based on U-statistics.

Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks

PubMed Central

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-01-01

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org. PMID:26063822

Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks.

PubMed

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-07-06

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org.

Parameter Estimation with Entangled Photons Produced by Parametric Down-Conversion

NASA Technical Reports Server (NTRS)

Cable, Hugo; Durkin, Gabriel A.

2010-01-01

We explore the advantages offered by twin light beams produced in parametric down-conversion for precision measurement. The symmetry of these bipartite quantum states, even under losses, suggests that monitoring correlations between the divergent beams permits a high-precision inference of any symmetry-breaking effect, e.g., fiber birefringence. We show that the quantity of entanglement is not the key feature for such an instrument. In a lossless setting, scaling of precision at the ultimate "Heisenberg" limit is possible with photon counting alone. Even as photon losses approach 100% the precision is shot-noise limited, and we identify the crossover point between quantum and classical precision as a function of detected flux. The predicted hypersensitivity is demonstrated with a Bayesian simulation.

Parameter estimation with entangled photons produced by parametric down-conversion.

PubMed

Cable, Hugo; Durkin, Gabriel A

2010-07-02

We explore the advantages offered by twin light beams produced in parametric down-conversion for precision measurement. The symmetry of these bipartite quantum states, even under losses, suggests that monitoring correlations between the divergent beams permits a high-precision inference of any symmetry-breaking effect, e.g., fiber birefringence. We show that the quantity of entanglement is not the key feature for such an instrument. In a lossless setting, scaling of precision at the ultimate "Heisenberg" limit is possible with photon counting alone. Even as photon losses approach 100% the precision is shot-noise limited, and we identify the crossover point between quantum and classical precision as a function of detected flux. The predicted hypersensitivity is demonstrated with a Bayesian simulation.

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…

An improvement of quantum parametric methods by using SGSA parameterization technique and new elementary parametric functionals

NASA Astrophysics Data System (ADS)

Sánchez, M.; Oldenhof, M.; Freitez, J. A.; Mundim, K. C.; Ruette, F.

A systematic improvement of parametric quantum methods (PQM) is performed by considering: (a) a new application of parameterization procedure to PQMs and (b) novel parametric functionals based on properties of elementary parametric functionals (EPF) [Ruette et al., Int J Quantum Chem 2008, 108, 1831]. Parameterization was carried out by using the simplified generalized simulated annealing (SGSA) method in the CATIVIC program. This code has been parallelized and comparison with MOPAC/2007 (PM6) and MINDO/SR was performed for a set of molecules with C=C, C=H, and H=H bonds. Results showed better accuracy than MINDO/SR and MOPAC-2007 for a selected trial set of molecules.

Proceedings of the 23rd Annual Penn Linguistics Colloquium. University of Pennsylvania Working Papers in Linguistics, Volume 6, Number 1.

ERIC Educational Resources Information Center

Alexander, Jim, Ed.; Han, Na-Rae, Ed.; Fox, Michelle Minnick, Ed.

This issue includes the following articles: "Assimilation to the Unmarked" (Eric Bakovic); "On the Non-Universality of Functional Projections and the Effects on Parametrized Variation: Evidence from Creoles" (Marlyse Baptista); "What Turkish Acquisition Tells Us about Underlying Word Order and Scrambling" (Natalie Batman-Ratyosyan, Karin…

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.

Improvement of Olfactory Function With High Frequency Non-invasive Auricular Electrostimulation in Healthy Humans

PubMed Central

Maharjan, Ashim; Wang, Eunice; Peng, Mei; Cakmak, Yusuf O.

2018-01-01

In past literature on animal models, invasive vagal nerve stimulation using high frequencies has shown to be effective at modulating the activity of the olfactory bulb (OB). Recent advances in invasive vagal nerve stimulation in humans, despite previous findings in animal models, used low frequency stimulation and found no effect on the olfactory functioning. The present article aimed to test potential effects of non-invasive, high and low frequency vagal nerve stimulation in humans, with supplementary exploration of the orbitofrontal cortex using near-infrared spectroscopy (NIRS). Healthy, male adult participants (n = 18) performed two olfactory tests [odor threshold test (OTT) and supra-threshold test (STT)] before and after receiving high-, low frequency vagal nerve stimulation and placebo (no stimulation). Participant's olfactory functioning was monitored using NIRS, and assessed with two behavioral olfactory tests. NIRS data of separate stimulation parameters were statistically analyzed using repeated-measures ANOVA across different stages. Data from olfactory tests were analyzed using paired parametric and non-parametric statistical tests. Only high frequency, non-invasive vagal nerve stimulation was able to positively modulate the performance of the healthy participants in the STT (p = 0.021, Wilcoxon sign-ranked test), with significant differences in NIRS (p = 0.014, post-hoc with Bonferroni correction) recordings of the right hemispheric, orbitofrontal cortex. The results from the current article implore further exploration of the neurocircuitry involved under vagal nerve stimulation and the effects of non-invasive, high frequency, vagal nerve stimulation toward olfactory dysfunction which showcase in Parkinson's and Alzheimer's Diseases. Despite the sufficient effect size (moderate effect, correlation coefficient (r): 0.39 for the STT) of the current study, future research should replicate the current findings with a larger cohort. PMID:29740266

Improvement of Olfactory Function With High Frequency Non-invasive Auricular Electrostimulation in Healthy Humans.

PubMed

Maharjan, Ashim; Wang, Eunice; Peng, Mei; Cakmak, Yusuf O

2018-01-01

In past literature on animal models, invasive vagal nerve stimulation using high frequencies has shown to be effective at modulating the activity of the olfactory bulb (OB). Recent advances in invasive vagal nerve stimulation in humans, despite previous findings in animal models, used low frequency stimulation and found no effect on the olfactory functioning. The present article aimed to test potential effects of non-invasive, high and low frequency vagal nerve stimulation in humans, with supplementary exploration of the orbitofrontal cortex using near-infrared spectroscopy (NIRS). Healthy, male adult participants ( n = 18) performed two olfactory tests [odor threshold test (OTT) and supra-threshold test (STT)] before and after receiving high-, low frequency vagal nerve stimulation and placebo (no stimulation). Participant's olfactory functioning was monitored using NIRS, and assessed with two behavioral olfactory tests. NIRS data of separate stimulation parameters were statistically analyzed using repeated-measures ANOVA across different stages. Data from olfactory tests were analyzed using paired parametric and non-parametric statistical tests. Only high frequency, non-invasive vagal nerve stimulation was able to positively modulate the performance of the healthy participants in the STT ( p = 0.021, Wilcoxon sign-ranked test), with significant differences in NIRS ( p = 0.014, post-hoc with Bonferroni correction ) recordings of the right hemispheric, orbitofrontal cortex. The results from the current article implore further exploration of the neurocircuitry involved under vagal nerve stimulation and the effects of non-invasive, high frequency, vagal nerve stimulation toward olfactory dysfunction which showcase in Parkinson's and Alzheimer's Diseases. Despite the sufficient effect size (moderate effect, correlation coefficient (r): 0.39 for the STT) of the current study, future research should replicate the current findings with a larger cohort.

Imaging decision about whether to benefit self by harming others: Adolescents with conduct and substance problems, with or without callous-unemotionality, or developing typically.

PubMed

Sakai, Joseph T; Dalwani, Manish S; Mikulich-Gilbertson, Susan K; Raymond, Kristen; McWilliams, Shannon; Tanabe, Jody; Rojas, Don; Regner, Michael; Banich, Marie T; Crowley, Thomas J

2017-05-30

We sought to identify brain activation differences in conduct-problem youth with limited prosocial emotions (LPE) compared to conduct-problem youth without LPE and community adolescents, and to test associations between brain activation and severity of callous-unemotional traits. We utilized a novel task, which asks subjects to repeatedly decide whether to accept offers where they will benefit but a beneficent other will be harmed. Behavior on this task has been previously associated with levels of prosocial emotions and severity of callous-unemotional traits, and is related to empathic concern. During fMRI acquisition, 66 male adolescents (21 conduct-problem patients with LPE, 21 without, and 24 typically-developing controls) played this novel game. Within typically-developing controls, we identified a network engaged during decision involving bilateral insula, and inferior parietal and medial frontal cortices, among other regions. Group comparisons using non-parametric (distribution-free) permutation tests demonstrated LPE patients had lower activation estimates than typically-developing adolescents in right anterior insula. Additional significant group differences emerged with our a priori parametric cluster-wise inference threshold. These results suggest measurable functional brain activation differences in conduct-problem adolescents with LPE compared to typically-developing adolescents. Such differences may underscore differential treatment needs for conduct-problem males with and without LPE. Copyright © 2017 Elsevier Ireland Ltd. All rights reserved.

Out-of-Sample Extensions for Non-Parametric Kernel Methods.

PubMed

Pan, Binbin; Chen, Wen-Sheng; Chen, Bo; Xu, Chen; Lai, Jianhuang

2017-02-01

Choosing suitable kernels plays an important role in the performance of kernel methods. Recently, a number of studies were devoted to developing nonparametric kernels. Without assuming any parametric form of the target kernel, nonparametric kernel learning offers a flexible scheme to utilize the information of the data, which may potentially characterize the data similarity better. The kernel methods using nonparametric kernels are referred to as nonparametric kernel methods. However, many nonparametric kernel methods are restricted to transductive learning, where the prediction function is defined only over the data points given beforehand. They have no straightforward extension for the out-of-sample data points, and thus cannot be applied to inductive learning. In this paper, we show how to make the nonparametric kernel methods applicable to inductive learning. The key problem of out-of-sample extension is how to extend the nonparametric kernel matrix to the corresponding kernel function. A regression approach in the hyper reproducing kernel Hilbert space is proposed to solve this problem. Empirical results indicate that the out-of-sample performance is comparable to the in-sample performance in most cases. Experiments on face recognition demonstrate the superiority of our nonparametric kernel method over the state-of-the-art parametric kernel methods.

Length bias correction in one-day cross-sectional assessments - The nutritionDay study.

PubMed

Frantal, Sophie; Pernicka, Elisabeth; Hiesmayr, Michael; Schindler, Karin; Bauer, Peter

2016-04-01

A major problem occurring in cross-sectional studies is sampling bias. Length of hospital stay (LOS) differs strongly between patients and causes a length bias as patients with longer LOS are more likely to be included and are therefore overrepresented in this type of study. To adjust for the length bias higher weights are allocated to patients with shorter LOS. We determined the effect of length-bias adjustment in two independent populations. Length-bias correction is applied to the data of the nutritionDay project, a one-day multinational cross-sectional audit capturing data on disease and nutrition of patients admitted to hospital wards with right-censoring after 30 days follow-up. We applied the weighting method for estimating the distribution function of patient baseline variables based on the method of non-parametric maximum likelihood. Results are validated using data from all patients admitted to the General Hospital of Vienna between 2005 and 2009, where the distribution of LOS can be assumed to be known. Additionally, a simplified calculation scheme for estimating the adjusted distribution function of LOS is demonstrated on a small patient example. The crude median (lower quartile; upper quartile) LOS in the cross-sectional sample was 14 (8; 24) and decreased to 7 (4; 12) when adjusted. Hence, adjustment for length bias in cross-sectional studies is essential to get appropriate estimates. Copyright © 2015 Elsevier Ltd and European Society for Clinical Nutrition and Metabolism. All rights reserved.

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.

Dirichlet Process Gaussian-mixture model: An application to localizing coalescing binary neutron stars with gravitational-wave observations

NASA Astrophysics Data System (ADS)

Del Pozzo, W.; Berry, C. P. L.; Ghosh, A.; Haines, T. S. F.; Singer, L. P.; Vecchio, A.

2018-06-01

We reconstruct posterior distributions for the position (sky area and distance) of a simulated set of binary neutron-star gravitational-waves signals observed with Advanced LIGO and Advanced Virgo. We use a Dirichlet Process Gaussian-mixture model, a fully Bayesian non-parametric method that can be used to estimate probability density functions with a flexible set of assumptions. The ability to reliably reconstruct the source position is important for multimessenger astronomy, as recently demonstrated with GW170817. We show that for detector networks comparable to the early operation of Advanced LIGO and Advanced Virgo, typical localization volumes are ˜104-105 Mpc3 corresponding to ˜102-103 potential host galaxies. The localization volume is a strong function of the network signal-to-noise ratio, scaling roughly ∝ϱnet-6. Fractional localizations improve with the addition of further detectors to the network. Our Dirichlet Process Gaussian-mixture model can be adopted for localizing events detected during future gravitational-wave observing runs, and used to facilitate prompt multimessenger follow-up.

A non-parametric postprocessor for bias-correcting multi-model ensemble forecasts of hydrometeorological and hydrologic variables

NASA Astrophysics Data System (ADS)

Brown, James; Seo, Dong-Jun

2010-05-01

Operational forecasts of hydrometeorological and hydrologic variables often contain large uncertainties, for which ensemble techniques are increasingly used. However, the utility of ensemble forecasts depends on the unbiasedness of the forecast probabilities. We describe a technique for quantifying and removing biases from ensemble forecasts of hydrometeorological and hydrologic variables, intended for use in operational forecasting. The technique makes no a priori assumptions about the distributional form of the variables, which is often unknown or difficult to model parametrically. The aim is to estimate the conditional cumulative distribution function (ccdf) of the observed variable given a (possibly biased) real-time ensemble forecast from one or several forecasting systems (multi-model ensembles). The technique is based on Bayesian optimal linear estimation of indicator variables, and is analogous to indicator cokriging (ICK) in geostatistics. By developing linear estimators for the conditional expectation of the observed variable at many thresholds, ICK provides a discrete approximation of the full ccdf. Since ICK minimizes the conditional error variance of the indicator expectation at each threshold, it effectively minimizes the Continuous Ranked Probability Score (CRPS) when infinitely many thresholds are employed. However, the ensemble members used as predictors in ICK, and other bias-correction techniques, are often highly cross-correlated, both within and between models. Thus, we propose an orthogonal transform of the predictors used in ICK, which is analogous to using their principal components in the linear system of equations. This leads to a well-posed problem in which a minimum number of predictors are used to provide maximum information content in terms of the total variance explained. The technique is used to bias-correct precipitation ensemble forecasts from the NCEP Global Ensemble Forecast System (GEFS), for which independent validation results are presented. Extension to multimodel ensembles from the NCEP GFS and Short Range Ensemble Forecast (SREF) systems is also proposed.

R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization

PubMed Central

Dazard, Jean-Eudes; Xu, Hua; Rao, J. Sunil

2015-01-01

We present an implementation in the R language for statistical computing of our recent non-parametric joint adaptive mean-variance regularization and variance stabilization procedure. The method is specifically suited for handling difficult problems posed by high-dimensional multivariate datasets (p ≫ n paradigm), such as in ‘omics’-type data, among which are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. The implementation offers a complete set of features including: (i) normalization and/or variance stabilization function, (ii) computation of mean-variance-regularized t and F statistics, (iii) generation of diverse diagnostic plots, (iv) synthetic and real ‘omics’ test datasets, (v) computationally efficient implementation, using C interfacing, and an option for parallel computing, (vi) manual and documentation on how to setup a cluster. To make each feature as user-friendly as possible, only one subroutine per functionality is to be handled by the end-user. It is available as an R package, called MVR (‘Mean-Variance Regularization’), downloadable from the CRAN. PMID:26819572

SU-G-JeP2-02: A Unifying Multi-Atlas Approach to Electron Density Mapping Using Multi-Parametric MRI for Radiation Treatment Planning

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

Ren, S; Tianjin University, Tianjin; Hara, W

Purpose: MRI has a number of advantages over CT as a primary modality for radiation treatment planning (RTP). However, one key bottleneck problem still remains, which is the lack of electron density information in MRI. In the work, a reliable method to map electron density is developed by leveraging the differential contrast of multi-parametric MRI. Methods: We propose a probabilistic Bayesian approach for electron density mapping based on T1 and T2-weighted MRI, using multiple patients as atlases. For each voxel, we compute two conditional probabilities: (1) electron density given its image intensity on T1 and T2-weighted MR images, and (2)more » electron density given its geometric location in a reference anatomy. The two sources of information (image intensity and spatial location) are combined into a unifying posterior probability density function using the Bayesian formalism. The mean value of the posterior probability density function provides the estimated electron density. Results: We evaluated the method on 10 head and neck patients and performed leave-one-out cross validation (9 patients as atlases and remaining 1 as test). The proposed method significantly reduced the errors in electron density estimation, with a mean absolute HU error of 138, compared with 193 for the T1-weighted intensity approach and 261 without density correction. For bone detection (HU>200), the proposed method had an accuracy of 84% and a sensitivity of 73% at specificity of 90% (AUC = 87%). In comparison, the AUC for bone detection is 73% and 50% using the intensity approach and without density correction, respectively. Conclusion: The proposed unifying method provides accurate electron density estimation and bone detection based on multi-parametric MRI of the head with highly heterogeneous anatomy. This could allow for accurate dose calculation and reference image generation for patient setup in MRI-based radiation treatment planning.« less

Partitioning sources of uncertainty in projecting the impact of future climate extremes on site to regional ecosystem carbon cycling

NASA Astrophysics Data System (ADS)

Simkins, J.; Desai, A. R.; Cowdery, E.; Dietze, M.; Rollinson, C.

2016-12-01

The terrestrial biosphere assimilates nearly one fourth of anthropogenic carbon dioxide emissions, providing a significant ecosystem service. Anthropogenic climate changes that influence the distribution and frequency of weather extremes and can have a momentous impact on this useful function that ecosystems provide. However, most analyses of the impact of extreme events on ecosystem carbon uptake do not integrate across the wide range of structural, parametric, and driver uncertainty that needs to be taken into account to estimate probability of changes to ecosystem function under shifts in climate patterns. In order to improve ecosystem model forecasts, we integrated and estimated these sources of uncertainty using an open-sourced informatics workflow, the Predictive ECosystem Analyzer (PEcAn, http://pecanproject.org). PEcAn allows any researcher to parameterize and run multiple ecosystem models and automate extraction of meteorological forcing and estimation of its uncertainty. Trait databases and a uniform protocol for parameterizing and driving models were used to test parametric and structural uncertainty. In order to sample the uncertainty in future projected meteorological drivers, we developed automated extraction routines to acquire site-level three-hourly Coupled Model Intercomparison Project 5 (CMIP5) forcing data from the Geophysical Fluid Dynamics Laboratory general circulation models (CM3, ESM2M, and ESM2G) across the r1i1p1, r3i1p1 and r5i1p1 ensembles and AR5 emission scenarios. We also implemented a site-level high temporal resolution downscaling technique for these forcings calibrated against half-hourly eddy covariance flux tower observations. Our hypothesis claims that parametric and driver uncertainty dominate over the model structural uncertainty. In order to test this, we partition the uncertainty budget on the ChEAS regional network of towers in Northern Wisconsin, USA where each tower is located in forest and wetland ecosystems.

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.

The natural history of adult pulmonary Langerhans cell histiocytosis: a prospective multicentre study.

PubMed

Tazi, Abdellatif; de Margerie, Constance; Naccache, Jean Marc; Fry, Stéphanie; Dominique, Stéphane; Jouneau, Stéphane; Lorillon, Gwenaël; Bugnet, Emmanuelle; Chiron, Raphael; Wallaert, Benoit; Valeyre, Dominique; Chevret, Sylvie

2015-03-14

The natural history of pulmonary Langerhans cell histiocytosis (PLCH) has been unclear due to the absence of prospective studies. The rate of patients who experience an early progression of their disease is unknown. Additionally, conflicting effects of smoking cessation on the outcome of PLCH have been reported. In this prospective, multicentre study, 58 consecutive patients with newly diagnosed PLCH were comprehensively evaluated over a two-year period. Our objectives were to estimate the incidence of early progression of the disease and to evaluate the impact of smoking status on lung function outcomes. Lung function deterioration was defined as a decrease of at least 15% in FEV1 and/or FVC and/or DLCO, compared with baseline values. At each visit, smoking status was recorded based on the patients' self-reports and urinary cotinine measurements that were blinded for the patients. The cumulative incidence of lung function outcomes over time was estimated using the non-parametric Kaplan-Meier method. Multivariate Cox models with time-dependent covariates were used to calculate the hazards ratios of the lung function deterioration associated with smoking status with adjustment for potential confounders. The cumulative incidence of lung function deterioration at 24 months was 38% (22% for FEV1 and DLCO, and 9% for FVC). In the multivariate analysis, smoking status and PaO2 at inclusion were the only factors associated with the risk of lung function deterioration. The patients' smoking statuses markedly changed over time. Only 20% of the patients quit using tobacco for the entire study period. Nevertheless, being a non-smoker was associated with a decreased risk of subsequent lung function deterioration, even after adjustment for baseline predictive factors. By serial lung computed tomography, the extent of cystic lesions increased in only 11% of patients. Serial lung function evaluation on a three- to six-month basis is essential for the follow-up of patients with recently diagnosed PLCH to identify those who experience an early progression of their disease. These patients are highly addicted to tobacco, and robust efforts should be undertaken to include them in smoking cessation programs. ClinicalTrials.gov: No: NCT01225601 .

Profile local linear estimation of generalized semiparametric regression model for longitudinal data.

PubMed

Sun, Yanqing; Sun, Liuquan; Zhou, Jie

2013-07-01

This paper studies the generalized semiparametric regression model for longitudinal data where the covariate effects are constant for some and time-varying for others. Different link functions can be used to allow more flexible modelling of longitudinal data. The nonparametric components of the model are estimated using a local linear estimating equation and the parametric components are estimated through a profile estimating function. The method automatically adjusts for heterogeneity of sampling times, allowing the sampling strategy to depend on the past sampling history as well as possibly time-dependent covariates without specifically model such dependence. A [Formula: see text]-fold cross-validation bandwidth selection is proposed as a working tool for locating an appropriate bandwidth. A criteria for selecting the link function is proposed to provide better fit of the data. Large sample properties of the proposed estimators are investigated. Large sample pointwise and simultaneous confidence intervals for the regression coefficients are constructed. Formal hypothesis testing procedures are proposed to check for the covariate effects and whether the effects are time-varying. A simulation study is conducted to examine the finite sample performances of the proposed estimation and hypothesis testing procedures. The methods are illustrated with a data example.

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.

Integrating biomass, sulphate and sea-salt aerosol responses into a microphysical chemical parcel model: implications for climate studies.

PubMed

Ghosh, S; Smith, M H; Rap, A

2007-11-15

Aerosols are known to influence significantly the radiative budget of the Earth. Although the direct effect (whereby aerosols scatter and absorb solar and thermal infrared radiation) has a large perturbing influence on the radiation budget, the indirect effect (whereby aerosols modify the microphysical and hence the radiative properties and amounts of clouds) poses a greater challenge to climate modellers. This is because aerosols undergo chemical and physical changes while in the atmosphere, notably within clouds, and are removed largely by precipitation. The way in which aerosols are processed by clouds depends on the type, abundance and the mixing state of the aerosols concerned. A parametrization with sulphate and sea-salt aerosol has been successfully integrated within the Hadley Centre general circulation model (GCM). The results of this combined parametrization indicate a significantly reduced role, compared with previous estimates, for sulphate aerosol in cloud droplet nucleation and, consequently, in indirect radiative forcing. However, in this bicomponent system, the cloud droplet number concentration, N(d) (a crucial parameter that is used in GCMs for radiative transfer calculations), is a smoothly varying function of the sulphate aerosol loading. Apart from sea-salt and sulphate aerosol particles, biomass aerosol particles are also present widely in the troposphere. We find that biomass smoke can significantly perturb the activation and growth of both sulphate and sea-salt particles. For a fixed salt loading, N(d) increases linearly with modest increases in sulphate and smoke masses, but significant nonlinearities are observed at higher non-sea-salt mass loadings. This non-intuitive N(d) variation poses a fresh challenge to climate modellers.

Parametric Equations: Push 'Em Back, Push 'Em Back, Way Back!

ERIC Educational Resources Information Center

Cieply, Joseph F.

1993-01-01

Stresses using the features of graphing calculators to teach parametric equations much earlier in the curriculum than is presently done. Examples using parametric equations to teach slopes and lines in beginning algebra, inverse functions in advanced algebra, the wrapping function, and simulations of physical phenomena are presented. (MAZ)

Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.

PubMed

Dazard, Jean-Eudes; Rao, J Sunil

2012-07-01

The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.

Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data

PubMed Central

Dazard, Jean-Eudes; Rao, J. Sunil

2012-01-01

The paper addresses a common problem in the analysis of high-dimensional high-throughput “omics” data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel “similarity statistic”-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called ‘MVR’ (‘Mean-Variance Regularization’), downloadable from the CRAN website. PMID:22711950

Revealing transient strain in geodetic data with Gaussian process regression

NASA Astrophysics Data System (ADS)

Hines, T. T.; Hetland, E. A.

2018-03-01

Transient strain derived from global navigation satellite system (GNSS) data can be used to detect and understand geophysical processes such as slow slip events and post-seismic deformation. Here we propose using Gaussian process regression (GPR) as a tool for estimating transient strain from GNSS data. GPR is a non-parametric, Bayesian method for interpolating scattered data. In our approach, we assume a stochastic prior model for transient displacements. The prior describes how much we expect transient displacements to covary spatially and temporally. A posterior estimate of transient strain is obtained by differentiating the posterior transient displacements, which are formed by conditioning the prior with the GNSS data. As a demonstration, we use GPR to detect transient strain resulting from slow slip events in the Pacific Northwest. Maximum likelihood methods are used to constrain a prior model for transient displacements in this region. The temporal covariance of our prior model is described by a compact Wendland covariance function, which significantly reduces the computational burden that can be associated with GPR. Our results reveal the spatial and temporal evolution of strain from slow slip events. We verify that the transient strain estimated with GPR is in fact geophysical signal by comparing it to the seismic tremor that is associated with Pacific Northwest slow slip events.

A spline-based non-linear diffeomorphism for multimodal prostate registration.

PubMed

Mitra, Jhimli; Kato, Zoltan; Martí, Robert; Oliver, Arnau; Lladó, Xavier; Sidibé, Désiré; Ghose, Soumya; Vilanova, Joan C; Comet, Josep; Meriaudeau, Fabrice

2012-08-01

This paper presents a novel method for non-rigid registration of transrectal ultrasound and magnetic resonance prostate images based on a non-linear regularized framework of point correspondences obtained from a statistical measure of shape-contexts. The segmented prostate shapes are represented by shape-contexts and the Bhattacharyya distance between the shape representations is used to find the point correspondences between the 2D fixed and moving images. The registration method involves parametric estimation of the non-linear diffeomorphism between the multimodal images and has its basis in solving a set of non-linear equations of thin-plate splines. The solution is obtained as the least-squares solution of an over-determined system of non-linear equations constructed by integrating a set of non-linear functions over the fixed and moving images. However, this may not result in clinically acceptable transformations of the anatomical targets. Therefore, the regularized bending energy of the thin-plate splines along with the localization error of established correspondences should be included in the system of equations. The registration accuracies of the proposed method are evaluated in 20 pairs of prostate mid-gland ultrasound and magnetic resonance images. The results obtained in terms of Dice similarity coefficient show an average of 0.980±0.004, average 95% Hausdorff distance of 1.63±0.48 mm and mean target registration and target localization errors of 1.60±1.17 mm and 0.15±0.12 mm respectively. Copyright © 2012 Elsevier B.V. All rights reserved.

Non-parametric transient classification using adaptive wavelets

NASA Astrophysics Data System (ADS)

Varughese, Melvin M.; von Sachs, Rainer; Stephanou, Michael; Bassett, Bruce A.

2015-11-01

Classifying transients based on multiband light curves is a challenging but crucial problem in the era of GAIA and Large Synoptic Sky Telescope since the sheer volume of transients will make spectroscopic classification unfeasible. We present a non-parametric classifier that predicts the transient's class given training data. It implements two novel components: the use of the BAGIDIS wavelet methodology - a characterization of functional data using hierarchical wavelet coefficients - as well as the introduction of a ranked probability classifier on the wavelet coefficients that handles both the heteroscedasticity of the data in addition to the potential non-representativity of the training set. The classifier is simple to implement while a major advantage of the BAGIDIS wavelets is that they are translation invariant. Hence, BAGIDIS does not need the light curves to be aligned to extract features. Further, BAGIDIS is non-parametric so it can be used effectively in blind searches for new objects. We demonstrate the effectiveness of our classifier against the Supernova Photometric Classification Challenge to correctly classify supernova light curves as Type Ia or non-Ia. We train our classifier on the spectroscopically confirmed subsample (which is not representative) and show that it works well for supernova with observed light-curve time spans greater than 100 d (roughly 55 per cent of the data set). For such data, we obtain a Ia efficiency of 80.5 per cent and a purity of 82.4 per cent, yielding a highly competitive challenge score of 0.49. This indicates that our `model-blind' approach may be particularly suitable for the general classification of astronomical transients in the era of large synoptic sky surveys.

Censoring: a new approach for detection limits in total-reflection X-ray fluorescence

NASA Astrophysics Data System (ADS)

Pajek, M.; Kubala-Kukuś, A.; Braziewicz, J.

2004-08-01

It is shown that the detection limits in the total-reflection X-ray fluorescence (TXRF), which restrict quantification of very low concentrations of trace elements in the samples, can be accounted for using the statistical concept of censoring. We demonstrate that the incomplete TXRF measurements containing the so-called "nondetects", i.e. the non-measured concentrations falling below the detection limits and represented by the estimated detection limit values, can be viewed as the left random-censored data, which can be further analyzed using the Kaplan-Meier (KM) method correcting for nondetects. Within this approach, which uses the Kaplan-Meier product-limit estimator to obtain the cumulative distribution function corrected for the nondetects, the mean value and median of the detection limit censored concentrations can be estimated in a non-parametric way. The Monte Carlo simulations performed show that the Kaplan-Meier approach yields highly accurate estimates for the mean and median concentrations, being within a few percent with respect to the simulated, uncensored data. This means that the uncertainties of KM estimated mean value and median are limited in fact only by the number of studied samples and not by the applied correction procedure for nondetects itself. On the other hand, it is observed that, in case when the concentration of a given element is not measured in all the samples, simple approaches to estimate a mean concentration value from the data yield erroneous, systematically biased results. The discussed random-left censoring approach was applied to analyze the TXRF detection-limit-censored concentration measurements of trace elements in biomedical samples. We emphasize that the Kaplan-Meier approach allows one to estimate the mean concentrations being substantially below the mean level of detection limits. Consequently, this approach gives a new access to lower the effective detection limits for TXRF method, which is of prime interest for investigation of metallic impurities on the silicon wafers.

SOCR Analyses – an Instructional Java Web-based Statistical Analysis Toolkit

PubMed Central

Chu, Annie; Cui, Jenny; Dinov, Ivo D.

2011-01-01

The Statistical Online Computational Resource (SOCR) designs web-based tools for educational use in a variety of undergraduate courses (Dinov 2006). Several studies have demonstrated that these resources significantly improve students' motivation and learning experiences (Dinov et al. 2008). SOCR Analyses is a new component that concentrates on data modeling and analysis using parametric and non-parametric techniques supported with graphical model diagnostics. Currently implemented analyses include commonly used models in undergraduate statistics courses like linear models (Simple Linear Regression, Multiple Linear Regression, One-Way and Two-Way ANOVA). In addition, we implemented tests for sample comparisons, such as t-test in the parametric category; and Wilcoxon rank sum test, Kruskal-Wallis test, Friedman's test, in the non-parametric category. SOCR Analyses also include several hypothesis test models, such as Contingency tables, Friedman's test and Fisher's exact test. The code itself is open source (http://socr.googlecode.com/), hoping to contribute to the efforts of the statistical computing community. The code includes functionality for each specific analysis model and it has general utilities that can be applied in various statistical computing tasks. For example, concrete methods with API (Application Programming Interface) have been implemented in statistical summary, least square solutions of general linear models, rank calculations, etc. HTML interfaces, tutorials, source code, activities, and data are freely available via the web (www.SOCR.ucla.edu). Code examples for developers and demos for educators are provided on the SOCR Wiki website. In this article, the pedagogical utilization of the SOCR Analyses is discussed, as well as the underlying design framework. As the SOCR project is on-going and more functions and tools are being added to it, these resources are constantly improved. The reader is strongly encouraged to check the SOCR site for most updated information and newly added models. PMID:21546994

Mathematical Ability and Socio-Economic Background: IRT Modeling to Estimate Genotype by Environment Interaction.

PubMed

Schwabe, Inga; Boomsma, Dorret I; van den Berg, Stéphanie M

2017-12-01

Genotype by environment interaction in behavioral traits may be assessed by estimating the proportion of variance that is explained by genetic and environmental influences conditional on a measured moderating variable, such as a known environmental exposure. Behavioral traits of interest are often measured by questionnaires and analyzed as sum scores on the items. However, statistical results on genotype by environment interaction based on sum scores can be biased due to the properties of a scale. This article presents a method that makes it possible to analyze the actually observed (phenotypic) item data rather than a sum score by simultaneously estimating the genetic model and an item response theory (IRT) model. In the proposed model, the estimation of genotype by environment interaction is based on an alternative parametrization that is uniquely identified and therefore to be preferred over standard parametrizations. A simulation study shows good performance of our method compared to analyzing sum scores in terms of bias. Next, we analyzed data of 2,110 12-year-old Dutch twin pairs on mathematical ability. Genetic models were evaluated and genetic and environmental variance components estimated as a function of a family's socio-economic status (SES). Results suggested that common environmental influences are less important in creating individual differences in mathematical ability in families with a high SES than in creating individual differences in mathematical ability in twin pairs with a low or average SES.

PET image reconstruction using multi-parametric anato-functional priors

NASA Astrophysics Data System (ADS)

Mehranian, Abolfazl; Belzunce, Martin A.; Niccolini, Flavia; Politis, Marios; Prieto, Claudia; Turkheimer, Federico; Hammers, Alexander; Reader, Andrew J.

2017-08-01

In this study, we investigate the application of multi-parametric anato-functional (MR-PET) priors for the maximum a posteriori (MAP) reconstruction of brain PET data in order to address the limitations of the conventional anatomical priors in the presence of PET-MR mismatches. In addition to partial volume correction benefits, the suitability of these priors for reconstruction of low-count PET data is also introduced and demonstrated, comparing to standard maximum-likelihood (ML) reconstruction of high-count data. The conventional local Tikhonov and total variation (TV) priors and current state-of-the-art anatomical priors including the Kaipio, non-local Tikhonov prior with Bowsher and Gaussian similarity kernels are investigated and presented in a unified framework. The Gaussian kernels are calculated using both voxel- and patch-based feature vectors. To cope with PET and MR mismatches, the Bowsher and Gaussian priors are extended to multi-parametric priors. In addition, we propose a modified joint Burg entropy prior that by definition exploits all parametric information in the MAP reconstruction of PET data. The performance of the priors was extensively evaluated using 3D simulations and two clinical brain datasets of [18F]florbetaben and [18F]FDG radiotracers. For simulations, several anato-functional mismatches were intentionally introduced between the PET and MR images, and furthermore, for the FDG clinical dataset, two PET-unique active tumours were embedded in the PET data. Our simulation results showed that the joint Burg entropy prior far outperformed the conventional anatomical priors in terms of preserving PET unique lesions, while still reconstructing functional boundaries with corresponding MR boundaries. In addition, the multi-parametric extension of the Gaussian and Bowsher priors led to enhanced preservation of edge and PET unique features and also an improved bias-variance performance. In agreement with the simulation results, the clinical results also showed that the Gaussian prior with voxel-based feature vectors, the Bowsher and the joint Burg entropy priors were the best performing priors. However, for the FDG dataset with simulated tumours, the TV and proposed priors were capable of preserving the PET-unique tumours. Finally, an important outcome was the demonstration that the MAP reconstruction of a low-count FDG PET dataset using the proposed joint entropy prior can lead to comparable image quality to a conventional ML reconstruction with up to 5 times more counts. In conclusion, multi-parametric anato-functional priors provide a solution to address the pitfalls of the conventional priors and are therefore likely to increase the diagnostic confidence in MR-guided PET image reconstructions.

High-level user interfaces for transfer function design with semantics.

PubMed

Salama, Christof Rezk; Keller, Maik; Kohlmann, Peter

2006-01-01

Many sophisticated techniques for the visualization of volumetric data such as medical data have been published. While existing techniques are mature from a technical point of view, managing the complexity of visual parameters is still difficult for non-expert users. To this end, this paper presents new ideas to facilitate the specification of optical properties for direct volume rendering. We introduce an additional level of abstraction for parametric models of transfer functions. The proposed framework allows visualization experts to design high-level transfer function models which can intuitively be used by non-expert users. The results are user interfaces which provide semantic information for specialized visualization problems. The proposed method is based on principal component analysis as well as on concepts borrowed from computer animation.

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…

4D-PET reconstruction using a spline-residue model with spatial and temporal roughness penalties

NASA Astrophysics Data System (ADS)

Ralli, George P.; Chappell, Michael A.; McGowan, Daniel R.; Sharma, Ricky A.; Higgins, Geoff S.; Fenwick, John D.

2018-05-01

4D reconstruction of dynamic positron emission tomography (dPET) data can improve the signal-to-noise ratio in reconstructed image sequences by fitting smooth temporal functions to the voxel time-activity-curves (TACs) during the reconstruction, though the optimal choice of function remains an open question. We propose a spline-residue model, which describes TACs as weighted sums of convolutions of the arterial input function with cubic B-spline basis functions. Convolution with the input function constrains the spline-residue model at early time-points, potentially enhancing noise suppression in early time-frames, while still allowing a wide range of TAC descriptions over the entire imaged time-course, thus limiting bias. Spline-residue based 4D-reconstruction is compared to that of a conventional (non-4D) maximum a posteriori (MAP) algorithm, and to 4D-reconstructions based on adaptive-knot cubic B-splines, the spectral model and an irreversible two-tissue compartment (‘2C3K’) model. 4D reconstructions were carried out using a nested-MAP algorithm including spatial and temporal roughness penalties. The algorithms were tested using Monte-Carlo simulated scanner data, generated for a digital thoracic phantom with uptake kinetics based on a dynamic [18F]-Fluromisonidazole scan of a non-small cell lung cancer patient. For every algorithm, parametric maps were calculated by fitting each voxel TAC within a sub-region of the reconstructed images with the 2C3K model. Compared to conventional MAP reconstruction, spline-residue-based 4D reconstruction achieved  >50% improvements for five of the eight combinations of the four kinetics parameters for which parametric maps were created with the bias and noise measures used to analyse them, and produced better results for 5/8 combinations than any of the other reconstruction algorithms studied, while spectral model-based 4D reconstruction produced the best results for 2/8. 2C3K model-based 4D reconstruction generated the most biased parametric maps. Inclusion of a temporal roughness penalty function improved the performance of 4D reconstruction based on the cubic B-spline, spectral and spline-residue models.

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.

Nonparametric predictive inference for combining diagnostic tests with parametric copula

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

A simple parametric model observer for quality assurance in computer tomography

NASA Astrophysics Data System (ADS)

Anton, M.; Khanin, A.; Kretz, T.; Reginatto, M.; Elster, C.

2018-04-01

Model observers are mathematical classifiers that are used for the quality assessment of imaging systems such as computer tomography. The quality of the imaging system is quantified by means of the performance of a selected model observer. For binary classification tasks, the performance of the model observer is defined by the area under its ROC curve (AUC). Typically, the AUC is estimated by applying the model observer to a large set of training and test data. However, the recording of these large data sets is not always practical for routine quality assurance. In this paper we propose as an alternative a parametric model observer that is based on a simple phantom, and we provide a Bayesian estimation of its AUC. It is shown that a limited number of repeatedly recorded images (10–15) is already sufficient to obtain results suitable for the quality assessment of an imaging system. A MATLAB® function is provided for the calculation of the results. The performance of the proposed model observer is compared to that of the established channelized Hotelling observer and the nonprewhitening matched filter for simulated images as well as for images obtained from a low-contrast phantom on an x-ray tomography scanner. The results suggest that the proposed parametric model observer, along with its Bayesian treatment, can provide an efficient, practical alternative for the quality assessment of CT imaging systems.

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.

Assessment of parametric uncertainty for groundwater reactive transport modeling,

USGS Publications Warehouse

Shi, Xiaoqing; Ye, Ming; Curtis, Gary P.; Miller, Geoffery L.; Meyer, Philip D.; Kohler, Matthias; Yabusaki, Steve; Wu, Jichun

2014-01-01

The validity of using Gaussian assumptions for model residuals in uncertainty quantification of a groundwater reactive transport model was evaluated in this study. Least squares regression methods explicitly assume Gaussian residuals, and the assumption leads to Gaussian likelihood functions, model parameters, and model predictions. While the Bayesian methods do not explicitly require the Gaussian assumption, Gaussian residuals are widely used. This paper shows that the residuals of the reactive transport model are non-Gaussian, heteroscedastic, and correlated in time; characterizing them requires using a generalized likelihood function such as the formal generalized likelihood function developed by Schoups and Vrugt (2010). For the surface complexation model considered in this study for simulating uranium reactive transport in groundwater, parametric uncertainty is quantified using the least squares regression methods and Bayesian methods with both Gaussian and formal generalized likelihood functions. While the least squares methods and Bayesian methods with Gaussian likelihood function produce similar Gaussian parameter distributions, the parameter distributions of Bayesian uncertainty quantification using the formal generalized likelihood function are non-Gaussian. In addition, predictive performance of formal generalized likelihood function is superior to that of least squares regression and Bayesian methods with Gaussian likelihood function. The Bayesian uncertainty quantification is conducted using the differential evolution adaptive metropolis (DREAM(zs)) algorithm; as a Markov chain Monte Carlo (MCMC) method, it is a robust tool for quantifying uncertainty in groundwater reactive transport models. For the surface complexation model, the regression-based local sensitivity analysis and Morris- and DREAM(ZS)-based global sensitivity analysis yield almost identical ranking of parameter importance. The uncertainty analysis may help select appropriate likelihood functions, improve model calibration, and reduce predictive uncertainty in other groundwater reactive transport and environmental modeling.

Prescription duration and treatment episodes in oral glucocorticoid users: application of the parametric waiting time distribution.

PubMed

Laugesen, Kristina; Støvring, Henrik; Hallas, Jesper; Pottegård, Anton; Jørgensen, Jens Otto Lunde; Sørensen, Henrik Toft; Petersen, Irene

2017-01-01

Glucocorticoids are widely used medications. In many pharmacoepidemiological studies, duration of individual prescriptions and definition of treatment episodes are important issues. However, many data sources lack this information. We aimed to estimate duration of individual prescriptions for oral glucocorticoids and to describe continuous treatment episodes using the parametric waiting time distribution. We used Danish nationwide registries to identify all prescriptions for oral glucocorticoids during 1996-2014. We applied the parametric waiting time distribution to estimate duration of individual prescriptions each year by estimating the 80th, 90th, 95th and 99th percentiles for the interarrival distribution. These corresponded to the time since last prescription during which 80%, 90%, 95% and 99% of users presented a new prescription for redemption. We used the Kaplan-Meier survival function to estimate length of first continuous treatment episodes by assigning estimated prescription duration to each prescription and thereby create treatment episodes from overlapping prescriptions. We identified 5,691,985 prescriptions issued to 854,429 individuals of whom 351,202 (41%) only redeemed 1 prescription in the whole study period. The 80th percentile for prescription duration ranged from 87 to 120 days, the 90th percentile from 116 to 150 days, the 95th percentile from 147 to 181 days, and the 99th percentile from 228 to 259 days during 1996-2014. Based on the 80th, 90th, 95th and 99th percentiles of prescription duration, the median length of continuous treatment was 113, 141, 170 and 243 days, respectively. Our method and results may provide an important framework for future pharmacoepidemiological studies. The choice of which percentile of the interarrival distribution to apply as prescription duration has an impact on the level of misclassification. Use of the 80th percentile provides a measure of drug exposure that is specific, while the 99th percentile provides a sensitive measure.

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.

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.

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.

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

PRESS-based EFOR algorithm for the dynamic parametrical modeling of nonlinear MDOF systems

NASA Astrophysics Data System (ADS)

Liu, Haopeng; Zhu, Yunpeng; Luo, Zhong; Han, Qingkai

2017-09-01

In response to the identification problem concerning multi-degree of freedom (MDOF) nonlinear systems, this study presents the extended forward orthogonal regression (EFOR) based on predicted residual sums of squares (PRESS) to construct a nonlinear dynamic parametrical model. The proposed parametrical model is based on the non-linear autoregressive with exogenous inputs (NARX) model and aims to explicitly reveal the physical design parameters of the system. The PRESS-based EFOR algorithm is proposed to identify such a model for MDOF systems. By using the algorithm, we built a common-structured model based on the fundamental concept of evaluating its generalization capability through cross-validation. The resulting model aims to prevent over-fitting with poor generalization performance caused by the average error reduction ratio (AERR)-based EFOR algorithm. Then, a functional relationship is established between the coefficients of the terms and the design parameters of the unified model. Moreover, a 5-DOF nonlinear system is taken as a case to illustrate the modeling of the proposed algorithm. Finally, a dynamic parametrical model of a cantilever beam is constructed from experimental data. Results indicate that the dynamic parametrical model of nonlinear systems, which depends on the PRESS-based EFOR, can accurately predict the output response, thus providing a theoretical basis for the optimal design of modeling methods for MDOF nonlinear systems.

Estimation and Simulation of Slow Crack Growth Parameters from Constant Stress Rate Data

NASA Technical Reports Server (NTRS)

Salem, Jonathan A.; Weaver, Aaron S.

2003-01-01

Closed form, approximate functions for estimating the variances and degrees-of-freedom associated with the slow crack growth parameters n, D, B, and A(sup *) as measured using constant stress rate ('dynamic fatigue') testing were derived by using propagation of errors. Estimates made with the resulting functions and slow crack growth data for a sapphire window were compared to the results of Monte Carlo simulations. The functions for estimation of the variances of the parameters were derived both with and without logarithmic transformation of the initial slow crack growth equations. The transformation was performed to make the functions both more linear and more normal. Comparison of the Monte Carlo results and the closed form expressions derived with propagation of errors indicated that linearization is not required for good estimates of the variances of parameters n and D by the propagation of errors method. However, good estimates variances of the parameters B and A(sup *) could only be made when the starting slow crack growth equation was transformed and the coefficients of variation of the input parameters were not too large. This was partially a result of the skewered distributions of B and A(sup *). Parametric variation of the input parameters was used to determine an acceptable range for using closed form approximate equations derived from propagation of errors.

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

How to Evaluate Phase Differences between Trial Groups in Ongoing Electrophysiological Signals

PubMed Central

VanRullen, Rufin

2016-01-01

A growing number of studies endeavor to reveal periodicities in sensory and cognitive functions, by comparing the distribution of ongoing (pre-stimulus) oscillatory phases between two (or more) trial groups reflecting distinct experimental outcomes. A systematic relation between the phase of spontaneous electrophysiological signals, before a stimulus is even presented, and the eventual result of sensory or cognitive processing for that stimulus, would be indicative of an intrinsic periodicity in the underlying neural process. Prior studies of phase-dependent perception have used a variety of analytical methods to measure and evaluate phase differences, and there is currently no established standard practice in this field. The present report intends to remediate this need, by systematically comparing the statistical power of various measures of “phase opposition” between two trial groups, in a number of real and simulated experimental situations. Seven measures were evaluated: one parametric test (circular Watson-Williams test), and three distinct measures of phase opposition (phase bifurcation index, phase opposition sum, and phase opposition product) combined with two procedures for non-parametric statistical testing (permutation, or a combination of z-score and permutation). While these are obviously not the only existing or conceivable measures, they have all been used in recent studies. All tested methods performed adequately on a previously published dataset (Busch et al., 2009). On a variety of artificially constructed datasets, no single measure was found to surpass all others, but instead the suitability of each measure was contingent on several experimental factors: the time, frequency, and depth of oscillatory phase modulation; the absolute and relative amplitudes of post-stimulus event-related potentials for the two trial groups; the absolute and relative trial numbers for the two groups; and the number of permutations used for non-parametric testing. The concurrent use of two phase opposition measures, the parametric Watson-Williams test and a non-parametric test based on summing inter-trial coherence values for the two trial groups, appears to provide the most satisfactory outcome in all situations tested. Matlab code is provided to automatically compute these phase opposition measures. PMID:27683543

A parametric interpretation of Bayesian Nonparametric Inference from Gene Genealogies: Linking ecological, population genetics and evolutionary processes.

PubMed

Ponciano, José Miguel

2017-11-22

Using a nonparametric Bayesian approach Palacios and Minin (2013) dramatically improved the accuracy, precision of Bayesian inference of population size trajectories from gene genealogies. These authors proposed an extension of a Gaussian Process (GP) nonparametric inferential method for the intensity function of non-homogeneous Poisson processes. They found that not only the statistical properties of the estimators were improved with their method, but also, that key aspects of the demographic histories were recovered. The authors' work represents the first Bayesian nonparametric solution to this inferential problem because they specify a convenient prior belief without a particular functional form on the population trajectory. Their approach works so well and provides such a profound understanding of the biological process, that the question arises as to how truly "biology-free" their approach really is. Using well-known concepts of stochastic population dynamics, here I demonstrate that in fact, Palacios and Minin's GP model can be cast as a parametric population growth model with density dependence and environmental stochasticity. Making this link between population genetics and stochastic population dynamics modeling provides novel insights into eliciting biologically meaningful priors for the trajectory of the effective population size. The results presented here also bring novel understanding of GP as models for the evolution of a trait. Thus, the ecological principles foundation of Palacios and Minin (2013)'s prior adds to the conceptual and scientific value of these authors' inferential approach. I conclude this note by listing a series of insights brought about by this connection with Ecology. Copyright © 2017 The Author. Published by Elsevier Inc. All rights reserved.

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

Functionally Equivalent Variants in a Non-standard Variety and Their Implications for Universal Grammar: A Spontaneous Speech Corpus.

PubMed

Leivada, Evelina; Papadopoulou, Elena; Pavlou, Natalia

2017-01-01

Findings from the field of experimental linguistics have shown that a native speaker may judge a variant that is part of her grammar as unacceptable, but still use it productively in spontaneous speech. The process of eliciting acceptability judgments from speakers of non-standard languages is sometimes clouded by factors akin to prescriptive notions of grammatical correctness. It has been argued that standardization enhances the ability to make clear-cut judgments, while non-standardization may result to grammatical hybridity, often manifested in the form of functionally equivalent variants in the repertoire of a single speaker. Recognizing the importance of working with corpora of spontaneous speech, this work investigates patterns of variation in the spontaneous production of five neurotypical, adult speakers of a non-standard variety in terms of three variants, each targeting one level of linguistic analysis: syntax, morphology, and phonology. The results reveal the existence of functionally equivalent variants across speakers and levels of analysis. We first discuss these findings in relation to the notions of competing, mixed, and fused grammars, and then we flesh out the implications that different values of the same variant carry for parametric approaches to Universal Grammar. We observe that intraspeaker realizations of different values of the same variant within the same syntactic environment are incompatible with the 'triggering-a-single-value' approach of parametric models, but we argue that they are compatible with the concept of Universal Grammar itself. Since the analysis of these variants is ultimately a way of investigating the status of Universal Grammar primitives, we conclude that claims about the alleged unfalsifiability of (the contents of) Universal Grammar are unfounded.

Functionally Equivalent Variants in a Non-standard Variety and Their Implications for Universal Grammar: A Spontaneous Speech Corpus

PubMed Central

Leivada, Evelina; Papadopoulou, Elena; Pavlou, Natalia

2017-01-01

Findings from the field of experimental linguistics have shown that a native speaker may judge a variant that is part of her grammar as unacceptable, but still use it productively in spontaneous speech. The process of eliciting acceptability judgments from speakers of non-standard languages is sometimes clouded by factors akin to prescriptive notions of grammatical correctness. It has been argued that standardization enhances the ability to make clear-cut judgments, while non-standardization may result to grammatical hybridity, often manifested in the form of functionally equivalent variants in the repertoire of a single speaker. Recognizing the importance of working with corpora of spontaneous speech, this work investigates patterns of variation in the spontaneous production of five neurotypical, adult speakers of a non-standard variety in terms of three variants, each targeting one level of linguistic analysis: syntax, morphology, and phonology. The results reveal the existence of functionally equivalent variants across speakers and levels of analysis. We first discuss these findings in relation to the notions of competing, mixed, and fused grammars, and then we flesh out the implications that different values of the same variant carry for parametric approaches to Universal Grammar. We observe that intraspeaker realizations of different values of the same variant within the same syntactic environment are incompatible with the ‘triggering-a-single-value’ approach of parametric models, but we argue that they are compatible with the concept of Universal Grammar itself. Since the analysis of these variants is ultimately a way of investigating the status of Universal Grammar primitives, we conclude that claims about the alleged unfalsifiability of (the contents of) Universal Grammar are unfounded. PMID:28790953

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…

Electrical characterization of standard and radiation-hardened RCA CDP1856D 4-BIT, CMOS, bus buffer/separator

NASA Technical Reports Server (NTRS)

Stokes, R. L.

1979-01-01

Tests performed to determine accuracy and efficiency of bus separators used in microprocessors are presented. Functional, AC parametric, and DC parametric tests were performed in a Tektronix S-3260 automated test system. All the devices passed the functional tests and yielded nominal values in the parametric test.

Non-additive non-interacting kinetic energy of rare gas dimers

NASA Astrophysics Data System (ADS)

Jiang, Kaili; Nafziger, Jonathan; Wasserman, Adam

2018-03-01

Approximations of the non-additive non-interacting kinetic energy (NAKE) as an explicit functional of the density are the basis of several electronic structure methods that provide improved computational efficiency over standard Kohn-Sham calculations. However, within most fragment-based formalisms, there is no unique exact NAKE, making it difficult to develop general, robust approximations for it. When adjustments are made to the embedding formalisms to guarantee uniqueness, approximate functionals may be more meaningfully compared to the exact unique NAKE. We use numerically accurate inversions to study the exact NAKE of several rare-gas dimers within partition density functional theory, a method that provides the uniqueness for the exact NAKE. We find that the NAKE decreases nearly exponentially with atomic separation for the rare-gas dimers. We compute the logarithmic derivative of the NAKE with respect to the bond length for our numerically accurate inversions as well as for several approximate NAKE functionals. We show that standard approximate NAKE functionals do not reproduce the correct behavior for this logarithmic derivative and propose two new NAKE functionals that do. The first of these is based on a re-parametrization of a conjoint Perdew-Burke-Ernzerhof (PBE) functional. The second is a simple, physically motivated non-decomposable NAKE functional that matches the asymptotic decay constant without fitting.

Rank-based permutation approaches for non-parametric factorial designs.

PubMed

Umlauft, Maria; Konietschke, Frank; Pauly, Markus

2017-11-01

Inference methods for null hypotheses formulated in terms of distribution functions in general non-parametric factorial designs are studied. The methods can be applied to continuous, ordinal or even ordered categorical data in a unified way, and are based only on ranks. In this set-up Wald-type statistics and ANOVA-type statistics are the current state of the art. The first method is asymptotically exact but a rather liberal statistical testing procedure for small to moderate sample size, while the latter is only an approximation which does not possess the correct asymptotic α level under the null. To bridge these gaps, a novel permutation approach is proposed which can be seen as a flexible generalization of the Kruskal-Wallis test to all kinds of factorial designs with independent observations. It is proven that the permutation principle is asymptotically correct while keeping its finite exactness property when data are exchangeable. The results of extensive simulation studies foster these theoretical findings. A real data set exemplifies its applicability. © 2017 The British Psychological Society.

DNN-state identification of 2D distributed parameter systems

NASA Astrophysics Data System (ADS)

Chairez, I.; Fuentes, R.; Poznyak, A.; Poznyak, T.; Escudero, M.; Viana, L.

2012-02-01

There are many examples in science and engineering which are reduced to a set of partial differential equations (PDEs) through a process of mathematical modelling. Nevertheless there exist many sources of uncertainties around the aforementioned mathematical representation. Moreover, to find exact solutions of those PDEs is not a trivial task especially if the PDE is described in two or more dimensions. It is well known that neural networks can approximate a large set of continuous functions defined on a compact set to an arbitrary accuracy. In this article, a strategy based on the differential neural network (DNN) for the non-parametric identification of a mathematical model described by a class of two-dimensional (2D) PDEs is proposed. The adaptive laws for weights ensure the 'practical stability' of the DNN-trajectories to the parabolic 2D-PDE states. To verify the qualitative behaviour of the suggested methodology, here a non-parametric modelling problem for a distributed parameter plant is analysed.

Parametric Coding of the Size and Clutter of Natural Scenes in the Human Brain

PubMed Central

Park, Soojin; Konkle, Talia; Oliva, Aude

2015-01-01

Estimating the size of a space and its degree of clutter are effortless and ubiquitous tasks of moving agents in a natural environment. Here, we examine how regions along the occipital–temporal lobe respond to pictures of indoor real-world scenes that parametrically vary in their physical “size” (the spatial extent of a space bounded by walls) and functional “clutter” (the organization and quantity of objects that fill up the space). Using a linear regression model on multivoxel pattern activity across regions of interest, we find evidence that both properties of size and clutter are represented in the patterns of parahippocampal cortex, while the retrosplenial cortex activity patterns are predominantly sensitive to the size of a space, rather than the degree of clutter. Parametric whole-brain analyses confirmed these results. Importantly, this size and clutter information was represented in a way that generalized across different semantic categories. These data provide support for a property-based representation of spaces, distributed across multiple scene-selective regions of the cerebral cortex. PMID:24436318

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.

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.

Autonomous Frequency Domain Identification: Theory and Experiment

DTIC Science & Technology

1989-04-15

4,4,3)). This approach is particularly well suited to provide accurate estimation using sampled-data -3 DO 2 ^ UJ H « > x 2 ^ ui M (d 5 -P m...criteria for resonance requires a unimodal search. Search strategies such as golden search, Fibonacci search etc. are well known and can be found for...identified nonparametrically and a frequency domain de - scription is available, a parametric representation of the transfer function can be found by

Reliable Real-Time Solution of Parametrized Partial Differential Equations: Reduced-Basis Output Bound Methods. Appendix 2

NASA Technical Reports Server (NTRS)

Prudhomme, C.; Rovas, D. V.; Veroy, K.; Machiels, L.; Maday, Y.; Patera, A. T.; Turinici, G.; Zang, Thomas A., Jr. (Technical Monitor)

2002-01-01

We present a technique for the rapid and reliable prediction of linear-functional outputs of elliptic (and parabolic) partial differential equations with affine parameter dependence. The essential components are (i) (provably) rapidly convergent global reduced basis approximations, Galerkin projection onto a space W(sub N) spanned by solutions of the governing partial differential equation at N selected points in parameter space; (ii) a posteriori error estimation, relaxations of the error-residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs of interest; and (iii) off-line/on-line computational procedures, methods which decouple the generation and projection stages of the approximation process. The operation count for the on-line stage, in which, given a new parameter value, we calculate the output of interest and associated error bound, depends only on N (typically very small) and the parametric complexity of the problem; the method is thus ideally suited for the repeated and rapid evaluations required in the context of parameter estimation, design, optimization, and real-time control.

A probabilistic neural network based approach for predicting the output power of wind turbines

NASA Astrophysics Data System (ADS)

Tabatabaei, Sajad

2017-03-01

Finding the authentic predicting tools of eliminating the uncertainty of wind speed forecasts is highly required while wind power sources are strongly penetrating. Recently, traditional predicting models of generating point forecasts have no longer been trustee. Thus, the present paper aims at utilising the concept of prediction intervals (PIs) to assess the uncertainty of wind power generation in power systems. Besides, this paper uses a newly introduced non-parametric approach called lower upper bound estimation (LUBE) to build the PIs since the forecasting errors are unable to be modelled properly by applying distribution probability functions. In the present proposed LUBE method, a PI combination-based fuzzy framework is used to overcome the performance instability of neutral networks (NNs) used in LUBE. In comparison to other methods, this formulation more suitably has satisfied the PI coverage and PI normalised average width (PINAW). Since this non-linear problem has a high complexity, a new heuristic-based optimisation algorithm comprising a novel modification is introduced to solve the aforesaid problems. Based on data sets taken from a wind farm in Australia, the feasibility and satisfying performance of the suggested method have been investigated.

Optimizing Within-Subject Experimental Designs for jICA of Multi-Channel ERP and fMRI

PubMed Central

Mangalathu-Arumana, Jain; Liebenthal, Einat; Beardsley, Scott A.

2018-01-01

Joint independent component analysis (jICA) can be applied within subject for fusion of multi-channel event-related potentials (ERP) and functional magnetic resonance imaging (fMRI), to measure brain function at high spatiotemporal resolution (Mangalathu-Arumana et al., 2012). However, the impact of experimental design choices on jICA performance has not been systematically studied. Here, the sensitivity of jICA for recovering neural sources in individual data was evaluated as a function of imaging SNR, number of independent representations of the ERP/fMRI data, relationship between instantiations of the joint ERP/fMRI activity (linear, non-linear, uncoupled), and type of sources (varying parametrically and non-parametrically across representations of the data), using computer simulations. Neural sources were simulated with spatiotemporal and noise attributes derived from experimental data. The best performance, maximizing both cross-modal data fusion and the separation of brain sources, occurred with a moderate number of representations of the ERP/fMRI data (10–30), as in a mixed block/event related experimental design. Importantly, the type of relationship between instantiations of the ERP/fMRI activity, whether linear, non-linear or uncoupled, did not in itself impact jICA performance, and was accurately recovered in the common profiles (i.e., mixing coefficients). Thus, jICA provides an unbiased way to characterize the relationship between ERP and fMRI activity across brain regions, in individual data, rendering it potentially useful for characterizing pathological conditions in which neurovascular coupling is adversely affected. PMID:29410611