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.

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

Non-parametric directionality analysis - Extension for removal of a single common predictor and application to time series.

PubMed

Halliday, David M; Senik, Mohd Harizal; Stevenson, Carl W; Mason, Rob

2016-08-01

The ability to infer network structure from multivariate neuronal signals is central to computational neuroscience. Directed network analyses typically use parametric approaches based on auto-regressive (AR) models, where networks are constructed from estimates of AR model parameters. However, the validity of using low order AR models for neurophysiological signals has been questioned. A recent article introduced a non-parametric approach to estimate directionality in bivariate data, non-parametric approaches are free from concerns over model validity. We extend the non-parametric framework to include measures of directed conditional independence, using scalar measures that decompose the overall partial correlation coefficient summatively by direction, and a set of functions that decompose the partial coherence summatively by direction. A time domain partial correlation function allows both time and frequency views of the data to be constructed. The conditional independence estimates are conditioned on a single predictor. The framework is applied to simulated cortical neuron networks and mixtures of Gaussian time series data with known interactions. It is applied to experimental data consisting of local field potential recordings from bilateral hippocampus in anaesthetised rats. The framework offers a non-parametric approach to estimation of directed interactions in multivariate neuronal recordings, and increased flexibility in dealing with both spike train and time series data. The framework offers a novel alternative non-parametric approach to estimate directed interactions in multivariate neuronal recordings, and is applicable to spike train and time series data. Copyright © 2016 Elsevier B.V. All rights reserved.

Nonparametric Bayesian models through probit stick-breaking processes

PubMed Central

Rodríguez, Abel; Dunson, David B.

2013-01-01

We describe a novel class of Bayesian nonparametric priors based on stick-breaking constructions where the weights of the process are constructed as probit transformations of normal random variables. We show that these priors are extremely flexible, allowing us to generate a great variety of models while preserving computational simplicity. Particular emphasis is placed on the construction of rich temporal and spatial processes, which are applied to two problems in finance and ecology. PMID:24358072

Nonparametric Bayesian models through probit stick-breaking processes.

PubMed

Rodríguez, Abel; Dunson, David B

2011-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Nonparametric estimation and testing of fixed effects panel data models

PubMed Central

Henderson, Daniel J.; Carroll, Raymond J.; Li, Qi

2009-01-01

In this paper we consider the problem of estimating nonparametric panel data models with fixed effects. We introduce an iterative nonparametric kernel estimator. We also extend the estimation method to the case of a semiparametric partially linear fixed effects model. To determine whether a parametric, semiparametric or nonparametric model is appropriate, we propose test statistics to test between the three alternatives in practice. We further propose a test statistic for testing the null hypothesis of random effects against fixed effects in a nonparametric panel data regression model. Simulations are used to examine the finite sample performance of the proposed estimators and the test statistics. PMID:19444335

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

Parametric, nonparametric and parametric modelling of a chaotic circuit time series

NASA Astrophysics Data System (ADS)

Timmer, J.; Rust, H.; Horbelt, W.; Voss, H. U.

2000-09-01

The determination of a differential equation underlying a measured time series is a frequently arising task in nonlinear time series analysis. In the validation of a proposed model one often faces the dilemma that it is hard to decide whether possible discrepancies between the time series and model output are caused by an inappropriate model or by bad estimates of parameters in a correct type of model, or both. We propose a combination of parametric modelling based on Bock's multiple shooting algorithm and nonparametric modelling based on optimal transformations as a strategy to test proposed models and if rejected suggest and test new ones. We exemplify this strategy on an experimental time series from a chaotic circuit where we obtain an extremely accurate reconstruction of the observed attractor.

A new approach to correct the QT interval for changes in heart rate using a nonparametric regression model in beagle dogs.

PubMed

Watanabe, Hiroyuki; Miyazaki, Hiroyasu

2006-01-01

Over- and/or under-correction of QT intervals for changes in heart rate may lead to misleading conclusions and/or masking the potential of a drug to prolong the QT interval. This study examines a nonparametric regression model (Loess Smoother) to adjust the QT interval for differences in heart rate, with an improved fitness over a wide range of heart rates. 240 sets of (QT, RR) observations collected from each of 8 conscious and non-treated beagle dogs were used as the materials for investigation. The fitness of the nonparametric regression model to the QT-RR relationship was compared with four models (individual linear regression, common linear regression, and Bazett's and Fridericia's correlation models) with reference to Akaike's Information Criterion (AIC). Residuals were visually assessed. The bias-corrected AIC of the nonparametric regression model was the best of the models examined in this study. Although the parametric models did not fit, the nonparametric regression model improved the fitting at both fast and slow heart rates. The nonparametric regression model is the more flexible method compared with the parametric method. The mathematical fit for linear regression models was unsatisfactory at both fast and slow heart rates, while the nonparametric regression model showed significant improvement at all heart rates in beagle dogs.

Unveiling acoustic physics of the CMB using nonparametric estimation of the temperature angular power spectrum for Planck

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

Aghamousa, Amir; Shafieloo, Arman; Arjunwadkar, Mihir

2015-02-01

Estimation of the angular power spectrum is one of the important steps in Cosmic Microwave Background (CMB) data analysis. Here, we present a nonparametric estimate of the temperature angular power spectrum for the Planck 2013 CMB data. The method implemented in this work is model-independent, and allows the data, rather than the model, to dictate the fit. Since one of the main targets of our analysis is to test the consistency of the ΛCDM model with Planck 2013 data, we use the nuisance parameters associated with the best-fit ΛCDM angular power spectrum to remove foreground contributions from the data atmore » multipoles ℓ ≥50. We thus obtain a combined angular power spectrum data set together with the full covariance matrix, appropriately weighted over frequency channels. Our subsequent nonparametric analysis resolves six peaks (and five dips) up to ℓ ∼1850 in the temperature angular power spectrum. We present uncertainties in the peak/dip locations and heights at the 95% confidence level. We further show how these reflect the harmonicity of acoustic peaks, and can be used for acoustic scale estimation. Based on this nonparametric formalism, we found the best-fit ΛCDM model to be at 36% confidence distance from the center of the nonparametric confidence set—this is considerably larger than the confidence distance (9%) derived earlier from a similar analysis of the WMAP 7-year data. Another interesting result of our analysis is that at low multipoles, the Planck data do not suggest any upturn, contrary to the expectation based on the integrated Sachs-Wolfe contribution in the best-fit ΛCDM cosmology.« less

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2009-05-01

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

Cure modeling in real-time prediction: How much does it help?

PubMed

Ying, Gui-Shuang; Zhang, Qiang; Lan, Yu; Li, Yimei; Heitjan, Daniel F

2017-08-01

Various parametric and nonparametric modeling approaches exist for real-time prediction in time-to-event clinical trials. Recently, Chen (2016 BMC Biomedical Research Methodology 16) proposed a prediction method based on parametric cure-mixture modeling, intending to cover those situations where it appears that a non-negligible fraction of subjects is cured. In this article we apply a Weibull cure-mixture model to create predictions, demonstrating the approach in RTOG 0129, a randomized trial in head-and-neck cancer. We compare the ultimate realized data in RTOG 0129 to interim predictions from a Weibull cure-mixture model, a standard Weibull model without a cure component, and a nonparametric model based on the Bayesian bootstrap. The standard Weibull model predicted that events would occur earlier than the Weibull cure-mixture model, but the difference was unremarkable until late in the trial when evidence for a cure became clear. Nonparametric predictions often gave undefined predictions or infinite prediction intervals, particularly at early stages of the trial. Simulations suggest that cure modeling can yield better-calibrated prediction intervals when there is a cured component, or the appearance of a cured component, but at a substantial cost in the average width of the intervals. Copyright © 2017 Elsevier Inc. All rights reserved.

An entropy-based nonparametric test for the validation of surrogate endpoints.

PubMed

Miao, Xiaopeng; Wang, Yong-Cheng; Gangopadhyay, Ashis

2012-06-30

We present a nonparametric test to validate surrogate endpoints based on measure of divergence and random permutation. This test is a proposal to directly verify the Prentice statistical definition of surrogacy. The test does not impose distributional assumptions on the endpoints, and it is robust to model misspecification. Our simulation study shows that the proposed nonparametric test outperforms the practical test of the Prentice criterion in terms of both robustness of size and power. We also evaluate the performance of three leading methods that attempt to quantify the effect of surrogate endpoints. The proposed method is applied to validate magnetic resonance imaging lesions as the surrogate endpoint for clinical relapses in a multiple sclerosis trial. Copyright © 2012 John Wiley & Sons, Ltd.

Complementary nonparametric analysis of covariance for logistic regression in a randomized clinical trial setting.

PubMed

Tangen, C M; Koch, G G

1999-03-01

In the randomized clinical trial setting, controlling for covariates is expected to produce variance reduction for the treatment parameter estimate and to adjust for random imbalances of covariates between the treatment groups. However, for the logistic regression model, variance reduction is not obviously obtained. This can lead to concerns about the assumptions of the logistic model. We introduce a complementary nonparametric method for covariate adjustment. It provides results that are usually compatible with expectations for analysis of covariance. The only assumptions required are based on randomization and sampling arguments. The resulting treatment parameter is a (unconditional) population average log-odds ratio that has been adjusted for random imbalance of covariates. Data from a randomized clinical trial are used to compare results from the traditional maximum likelihood logistic method with those from the nonparametric logistic method. We examine treatment parameter estimates, corresponding standard errors, and significance levels in models with and without covariate adjustment. In addition, we discuss differences between unconditional population average treatment parameters and conditional subpopulation average treatment parameters. Additional features of the nonparametric method, including stratified (multicenter) and multivariate (multivisit) analyses, are illustrated. Extensions of this methodology to the proportional odds model are also made.

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.

Granger causality revisited

PubMed Central

Friston, Karl J.; Bastos, André M.; Oswal, Ashwini; van Wijk, Bernadette; Richter, Craig; Litvak, Vladimir

2014-01-01

This technical paper offers a critical re-evaluation of (spectral) Granger causality measures in the analysis of biological timeseries. Using realistic (neural mass) models of coupled neuronal dynamics, we evaluate the robustness of parametric and nonparametric Granger causality. Starting from a broad class of generative (state-space) models of neuronal dynamics, we show how their Volterra kernels prescribe the second-order statistics of their response to random fluctuations; characterised in terms of cross-spectral density, cross-covariance, autoregressive coefficients and directed transfer functions. These quantities in turn specify Granger causality — providing a direct (analytic) link between the parameters of a generative model and the expected Granger causality. We use this link to show that Granger causality measures based upon autoregressive models can become unreliable when the underlying dynamics is dominated by slow (unstable) modes — as quantified by the principal Lyapunov exponent. However, nonparametric measures based on causal spectral factors are robust to dynamical instability. We then demonstrate how both parametric and nonparametric spectral causality measures can become unreliable in the presence of measurement noise. Finally, we show that this problem can be finessed by deriving spectral causality measures from Volterra kernels, estimated using dynamic causal modelling. PMID:25003817

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

NASA Technical Reports Server (NTRS)

Kumar, Sricharan; Srivistava, Ashok N.

2012-01-01

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

Evaluation of procedures for prediction of unconventional gas in the presence of geologic trends

USGS Publications Warehouse

Attanasi, E.D.; Coburn, T.C.

2009-01-01

This study extends the application of local spatial nonparametric prediction models to the estimation of recoverable gas volumes in continuous-type gas plays to regimes where there is a single geologic trend. A transformation is presented, originally proposed by Tomczak, that offsets the distortions caused by the trend. This article reports on numerical experiments that compare predictive and classification performance of the local nonparametric prediction models based on the transformation with models based on Euclidean distance. The transformation offers improvement in average root mean square error when the trend is not severely misspecified. Because of the local nature of the models, even those based on Euclidean distance in the presence of trends are reasonably robust. The tests based on other model performance metrics such as prediction error associated with the high-grade tracts and the ability of the models to identify sites with the largest gas volumes also demonstrate the robustness of both local modeling approaches. ?? International Association for Mathematical Geology 2009.

On the development of a semi-nonparametric generalized multinomial logit model for travel-related choices

PubMed Central

Ye, Xin; Pendyala, Ram M.; Zou, Yajie

2017-01-01

A semi-nonparametric generalized multinomial logit model, formulated using orthonormal Legendre polynomials to extend the standard Gumbel distribution, is presented in this paper. The resulting semi-nonparametric function can represent a probability density function for a large family of multimodal distributions. The model has a closed-form log-likelihood function that facilitates model estimation. The proposed method is applied to model commute mode choice among four alternatives (auto, transit, bicycle and walk) using travel behavior data from Argau, Switzerland. Comparisons between the multinomial logit model and the proposed semi-nonparametric model show that violations of the standard Gumbel distribution assumption lead to considerable inconsistency in parameter estimates and model inferences. PMID:29073152

On the development of a semi-nonparametric generalized multinomial logit model for travel-related choices.

PubMed

Wang, Ke; Ye, Xin; Pendyala, Ram M; Zou, Yajie

2017-01-01

A semi-nonparametric generalized multinomial logit model, formulated using orthonormal Legendre polynomials to extend the standard Gumbel distribution, is presented in this paper. The resulting semi-nonparametric function can represent a probability density function for a large family of multimodal distributions. The model has a closed-form log-likelihood function that facilitates model estimation. The proposed method is applied to model commute mode choice among four alternatives (auto, transit, bicycle and walk) using travel behavior data from Argau, Switzerland. Comparisons between the multinomial logit model and the proposed semi-nonparametric model show that violations of the standard Gumbel distribution assumption lead to considerable inconsistency in parameter estimates and model inferences.

Researches of fruit quality prediction model based on near infrared spectrum

NASA Astrophysics Data System (ADS)

Shen, Yulin; Li, Lian

2018-04-01

With the improvement in standards for food quality and safety, people pay more attention to the internal quality of fruits, therefore the measurement of fruit internal quality is increasingly imperative. In general, nondestructive soluble solid content (SSC) and total acid content (TAC) analysis of fruits is vital and effective for quality measurement in global fresh produce markets, so in this paper, we aim at establishing a novel fruit internal quality prediction model based on SSC and TAC for Near Infrared Spectrum. Firstly, the model of fruit quality prediction based on PCA + BP neural network, PCA + GRNN network, PCA + BP adaboost strong classifier, PCA + ELM and PCA + LS_SVM classifier are designed and implemented respectively; then, in the NSCT domain, the median filter and the SavitzkyGolay filter are used to preprocess the spectral signal, Kennard-Stone algorithm is used to automatically select the training samples and test samples; thirdly, we achieve the optimal models by comparing 15 kinds of prediction model based on the theory of multi-classifier competition mechanism, specifically, the non-parametric estimation is introduced to measure the effectiveness of proposed model, the reliability and variance of nonparametric estimation evaluation of each prediction model to evaluate the prediction result, while the estimated value and confidence interval regard as a reference, the experimental results demonstrate that this model can better achieve the optimal evaluation of the internal quality of fruit; finally, we employ cat swarm optimization to optimize two optimal models above obtained from nonparametric estimation, empirical testing indicates that the proposed method can provide more accurate and effective results than other forecasting methods.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Modelling fourier regression for time series data- a case study: modelling inflation in foods sector in Indonesia

NASA Astrophysics Data System (ADS)

Prahutama, Alan; Suparti; Wahyu Utami, Tiani

2018-03-01

Regression analysis is an analysis to model the relationship between response variables and predictor variables. The parametric approach to the regression model is very strict with the assumption, but nonparametric regression model isn’t need assumption of model. Time series data is the data of a variable that is observed based on a certain time, so if the time series data wanted to be modeled by regression, then we should determined the response and predictor variables first. Determination of the response variable in time series is variable in t-th (yt), while the predictor variable is a significant lag. In nonparametric regression modeling, one developing approach is to use the Fourier series approach. One of the advantages of nonparametric regression approach using Fourier series is able to overcome data having trigonometric distribution. In modeling using Fourier series needs parameter of K. To determine the number of K can be used Generalized Cross Validation method. In inflation modeling for the transportation sector, communication and financial services using Fourier series yields an optimal K of 120 parameters with R-square 99%. Whereas if it was modeled by multiple linear regression yield R-square 90%.

A Bayesian nonparametric approach to dynamical noise reduction

NASA Astrophysics Data System (ADS)

Kaloudis, Konstantinos; Hatjispyros, Spyridon J.

2018-06-01

We propose a Bayesian nonparametric approach for the noise reduction of a given chaotic time series contaminated by dynamical noise, based on Markov Chain Monte Carlo methods. The underlying unknown noise process (possibly) exhibits heavy tailed behavior. We introduce the Dynamic Noise Reduction Replicator model with which we reconstruct the unknown dynamic equations and in parallel we replicate the dynamics under reduced noise level dynamical perturbations. The dynamic noise reduction procedure is demonstrated specifically in the case of polynomial maps. Simulations based on synthetic time series are presented.

The analysis of incontinence episodes and other count data in patients with overactive bladder by Poisson and negative binomial regression.

PubMed

Martina, R; Kay, R; van Maanen, R; Ridder, A

2015-01-01

Clinical studies in overactive bladder have traditionally used analysis of covariance or nonparametric methods to analyse the number of incontinence episodes and other count data. It is known that if the underlying distributional assumptions of a particular parametric method do not hold, an alternative parametric method may be more efficient than a nonparametric one, which makes no assumptions regarding the underlying distribution of the data. Therefore, there are advantages in using methods based on the Poisson distribution or extensions of that method, which incorporate specific features that provide a modelling framework for count data. One challenge with count data is overdispersion, but methods are available that can account for this through the introduction of random effect terms in the modelling, and it is this modelling framework that leads to the negative binomial distribution. These models can also provide clinicians with a clearer and more appropriate interpretation of treatment effects in terms of rate ratios. In this paper, the previously used parametric and non-parametric approaches are contrasted with those based on Poisson regression and various extensions in trials evaluating solifenacin and mirabegron in patients with overactive bladder. In these applications, negative binomial models are seen to fit the data well. Copyright © 2014 John Wiley & Sons, Ltd.

Nonparametric Residue Analysis of Dynamic PET Data With Application to Cerebral FDG Studies in Normals.

PubMed

O'Sullivan, Finbarr; Muzi, Mark; Spence, Alexander M; Mankoff, David M; O'Sullivan, Janet N; Fitzgerald, Niall; Newman, George C; Krohn, Kenneth A

2009-06-01

Kinetic analysis is used to extract metabolic information from dynamic positron emission tomography (PET) uptake data. The theory of indicator dilutions, developed in the seminal work of Meier and Zierler (1954), provides a probabilistic framework for representation of PET tracer uptake data in terms of a convolution between an arterial input function and a tissue residue. The residue is a scaled survival function associated with tracer residence in the tissue. Nonparametric inference for the residue, a deconvolution problem, provides a novel approach to kinetic analysis-critically one that is not reliant on specific compartmental modeling assumptions. A practical computational technique based on regularized cubic B-spline approximation of the residence time distribution is proposed. Nonparametric residue analysis allows formal statistical evaluation of specific parametric models to be considered. This analysis needs to properly account for the increased flexibility of the nonparametric estimator. The methodology is illustrated using data from a series of cerebral studies with PET and fluorodeoxyglucose (FDG) in normal subjects. Comparisons are made between key functionals of the residue, tracer flux, flow, etc., resulting from a parametric (the standard two-compartment of Phelps et al. 1979) and a nonparametric analysis. Strong statistical evidence against the compartment model is found. Primarily these differences relate to the representation of the early temporal structure of the tracer residence-largely a function of the vascular supply network. There are convincing physiological arguments against the representations implied by the compartmental approach but this is the first time that a rigorous statistical confirmation using PET data has been reported. The compartmental analysis produces suspect values for flow but, notably, the impact on the metabolic flux, though statistically significant, is limited to deviations on the order of 3%-4%. The general advantage of the nonparametric residue analysis is the ability to provide a valid kinetic quantitation in the context of studies where there may be heterogeneity or other uncertainty about the accuracy of a compartmental model approximation of the tissue residue.

Asymptotics of nonparametric L-1 regression models with dependent data

PubMed Central

ZHAO, ZHIBIAO; WEI, YING; LIN, DENNIS K.J.

2013-01-01

We investigate asymptotic properties of least-absolute-deviation or median quantile estimates of the location and scale functions in nonparametric regression models with dependent data from multiple subjects. Under a general dependence structure that allows for longitudinal data and some spatially correlated data, we establish uniform Bahadur representations for the proposed median quantile estimates. The obtained Bahadur representations provide deep insights into the asymptotic behavior of the estimates. Our main theoretical development is based on studying the modulus of continuity of kernel weighted empirical process through a coupling argument. Progesterone data is used for an illustration. PMID:24955016

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.

A Powerful Test for Comparing Multiple Regression Functions.

PubMed

Maity, Arnab

2012-09-01

In this article, we address the important problem of comparison of two or more population regression functions. Recently, Pardo-Fernández, Van Keilegom and González-Manteiga (2007) developed test statistics for simple nonparametric regression models: Y(ij) = θ(j)(Z(ij)) + σ(j)(Z(ij))∊(ij), based on empirical distributions of the errors in each population j = 1, … , J. In this paper, we propose a test for equality of the θ(j)(·) based on the concept of generalized likelihood ratio type statistics. We also generalize our test for other nonparametric regression setups, e.g, nonparametric logistic regression, where the loglikelihood for population j is any general smooth function [Formula: see text]. We describe a resampling procedure to obtain the critical values of the test. In addition, we present a simulation study to evaluate the performance of the proposed test and compare our results to those in Pardo-Fernández et al. (2007).

Triangles in ROC space: History and theory of "nonparametric" measures of sensitivity and response bias.

PubMed

Macmillan, N A; Creelman, C D

1996-06-01

Can accuracy and response bias in two-stimulus, two-response recognition or detection experiments be measured nonparametrically? Pollack and Norman (1964) answered this question affirmatively for sensitivity, Hodos (1970) for bias: Both proposed measures based on triangular areas in receiver-operating characteristic space. Their papers, and especially a paper by Grier (1971) that provided computing formulas for the measures, continue to be heavily cited in a wide range of content areas. In our sample of articles, most authors described triangle-based measures as making fewer assumptions than measures associated with detection theory. However, we show that statistics based on products or ratios of right triangle areas, including a recently proposed bias index and a not-yetproposed but apparently plausible sensitivity index, are consistent with a decision process based on logistic distributions. Even the Pollack and Norman measure, which is based on non-right triangles, is approximately logistic for low values of sensitivity. Simple geometric models for sensitivity and bias are not nonparametric, even if their implications are not acknowledged in the defining publications.

MEASURING DARK MATTER PROFILES NON-PARAMETRICALLY IN DWARF SPHEROIDALS: AN APPLICATION TO DRACO

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

Jardel, John R.; Gebhardt, Karl; Fabricius, Maximilian H.

2013-02-15

We introduce a novel implementation of orbit-based (or Schwarzschild) modeling that allows dark matter density profiles to be calculated non-parametrically in nearby galaxies. Our models require no assumptions to be made about velocity anisotropy or the dark matter profile. The technique can be applied to any dispersion-supported stellar system, and we demonstrate its use by studying the Local Group dwarf spheroidal galaxy (dSph) Draco. We use existing kinematic data at larger radii and also present 12 new radial velocities within the central 13 pc obtained with the VIRUS-W integral field spectrograph on the 2.7 m telescope at McDonald Observatory. Ourmore » non-parametric Schwarzschild models find strong evidence that the dark matter profile in Draco is cuspy for 20 {<=} r {<=} 700 pc. The profile for r {>=} 20 pc is well fit by a power law with slope {alpha} = -1.0 {+-} 0.2, consistent with predictions from cold dark matter simulations. Our models confirm that, despite its low baryon content relative to other dSphs, Draco lives in a massive halo.« less

Nonparametric model validations for hidden Markov models with applications in financial econometrics.

PubMed

Zhao, Zhibiao

2011-06-01

We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.

Predicting Market Impact Costs Using Nonparametric Machine Learning Models.

PubMed

Park, Saerom; Lee, Jaewook; Son, Youngdoo

2016-01-01

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

Predicting Market Impact Costs Using Nonparametric Machine Learning Models

PubMed Central

Park, Saerom; Lee, Jaewook; Son, Youngdoo

2016-01-01

Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance. PMID:26926235

Stochastic Ordering Using the Latent Trait and the Sum Score in Polytomous IRT Models.

ERIC Educational Resources Information Center

Hemker, Bas T.; Sijtsma, Klaas; Molenaar, Ivo W.; Junker, Brian W.

1997-01-01

Stochastic ordering properties are investigated for a broad class of item response theory (IRT) models for which the monotone likelihood ratio does not hold. A taxonomy is given for nonparametric and parametric models for polytomous models based on the hierarchical relationship between the models. (SLD)

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

Treesearch

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

2009-01-01

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

Bayesian quantile regression-based partially linear mixed-effects joint models for longitudinal data with multiple features.

PubMed

Zhang, Hanze; Huang, Yangxin; Wang, Wei; Chen, Henian; Langland-Orban, Barbara

2017-01-01

In longitudinal AIDS studies, it is of interest to investigate the relationship between HIV viral load and CD4 cell counts, as well as the complicated time effect. Most of common models to analyze such complex longitudinal data are based on mean-regression, which fails to provide efficient estimates due to outliers and/or heavy tails. Quantile regression-based partially linear mixed-effects models, a special case of semiparametric models enjoying benefits of both parametric and nonparametric models, have the flexibility to monitor the viral dynamics nonparametrically and detect the varying CD4 effects parametrically at different quantiles of viral load. Meanwhile, it is critical to consider various data features of repeated measurements, including left-censoring due to a limit of detection, covariate measurement error, and asymmetric distribution. In this research, we first establish a Bayesian joint models that accounts for all these data features simultaneously in the framework of quantile regression-based partially linear mixed-effects models. The proposed models are applied to analyze the Multicenter AIDS Cohort Study (MACS) data. Simulation studies are also conducted to assess the performance of the proposed methods under different scenarios.

On the Use of Nonparametric Item Characteristic Curve Estimation Techniques for Checking Parametric Model Fit

ERIC Educational Resources Information Center

Lee, Young-Sun; Wollack, James A.; Douglas, Jeffrey

2009-01-01

The purpose of this study was to assess the model fit of a 2PL through comparison with the nonparametric item characteristic curve (ICC) estimation procedures. Results indicate that three nonparametric procedures implemented produced ICCs that are similar to that of the 2PL for items simulated to fit the 2PL. However for misfitting items,…

Nonparametric model validations for hidden Markov models with applications in financial econometrics

PubMed Central

Zhao, Zhibiao

2011-01-01

We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise. PMID:21750601

Sieve estimation of Cox models with latent structures.

PubMed

Cao, Yongxiu; Huang, Jian; Liu, Yanyan; Zhao, Xingqiu

2016-12-01

This article considers sieve estimation in the Cox model with an unknown regression structure based on right-censored data. We propose a semiparametric pursuit method to simultaneously identify and estimate linear and nonparametric covariate effects based on B-spline expansions through a penalized group selection method with concave penalties. We show that the estimators of the linear effects and the nonparametric component are consistent. Furthermore, we establish the asymptotic normality of the estimator of the linear effects. To compute the proposed estimators, we develop a modified blockwise majorization descent algorithm that is efficient and easy to implement. Simulation studies demonstrate that the proposed method performs well in finite sample situations. We also use the primary biliary cirrhosis data to illustrate its application. © 2016, The International Biometric Society.

A semi-nonparametric Poisson regression model for analyzing motor vehicle crash data.

PubMed

Ye, Xin; Wang, Ke; Zou, Yajie; Lord, Dominique

2018-01-01

This paper develops a semi-nonparametric Poisson regression model to analyze motor vehicle crash frequency data collected from rural multilane highway segments in California, US. Motor vehicle crash frequency on rural highway is a topic of interest in the area of transportation safety due to higher driving speeds and the resultant severity level. Unlike the traditional Negative Binomial (NB) model, the semi-nonparametric Poisson regression model can accommodate an unobserved heterogeneity following a highly flexible semi-nonparametric (SNP) distribution. Simulation experiments are conducted to demonstrate that the SNP distribution can well mimic a large family of distributions, including normal distributions, log-gamma distributions, bimodal and trimodal distributions. Empirical estimation results show that such flexibility offered by the SNP distribution can greatly improve model precision and the overall goodness-of-fit. The semi-nonparametric distribution can provide a better understanding of crash data structure through its ability to capture potential multimodality in the distribution of unobserved heterogeneity. When estimated coefficients in empirical models are compared, SNP and NB models are found to have a substantially different coefficient for the dummy variable indicating the lane width. The SNP model with better statistical performance suggests that the NB model overestimates the effect of lane width on crash frequency reduction by 83.1%.

A Bayesian Nonparametric Approach to Test Equating

ERIC Educational Resources Information Center

Karabatsos, George; Walker, Stephen G.

2009-01-01

A Bayesian nonparametric model is introduced for score equating. It is applicable to all major equating designs, and has advantages over previous equating models. Unlike the previous models, the Bayesian model accounts for positive dependence between distributions of scores from two tests. The Bayesian model and the previous equating models are…

Bayesian nonparametric dictionary learning for compressed sensing MRI.

PubMed

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

2014-12-01

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

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.

A Novel Nonparametric Approach for Neural Encoding and Decoding Models of Multimodal Receptive Fields.

PubMed

Agarwal, Rahul; Chen, Zhe; Kloosterman, Fabian; Wilson, Matthew A; Sarma, Sridevi V

2016-07-01

Pyramidal neurons recorded from the rat hippocampus and entorhinal cortex, such as place and grid cells, have diverse receptive fields, which are either unimodal or multimodal. Spiking activity from these cells encodes information about the spatial position of a freely foraging rat. At fine timescales, a neuron's spike activity also depends significantly on its own spike history. However, due to limitations of current parametric modeling approaches, it remains a challenge to estimate complex, multimodal neuronal receptive fields while incorporating spike history dependence. Furthermore, efforts to decode the rat's trajectory in one- or two-dimensional space from hippocampal ensemble spiking activity have mainly focused on spike history-independent neuronal encoding models. In this letter, we address these two important issues by extending a recently introduced nonparametric neural encoding framework that allows modeling both complex spatial receptive fields and spike history dependencies. Using this extended nonparametric approach, we develop novel algorithms for decoding a rat's trajectory based on recordings of hippocampal place cells and entorhinal grid cells. Results show that both encoding and decoding models derived from our new method performed significantly better than state-of-the-art encoding and decoding models on 6 minutes of test data. In addition, our model's performance remains invariant to the apparent modality of the neuron's receptive field.

Assessing Goodness of Fit in Item Response Theory with Nonparametric Models: A Comparison of Posterior Probabilities and Kernel-Smoothing Approaches

ERIC Educational Resources Information Center

Sueiro, Manuel J.; Abad, Francisco J.

2011-01-01

The distance between nonparametric and parametric item characteristic curves has been proposed as an index of goodness of fit in item response theory in the form of a root integrated squared error index. This article proposes to use the posterior distribution of the latent trait as the nonparametric model and compares the performance of an index…

Nonparametric evaluation of birth cohort trends in disease rates.

PubMed

Tarone, R E; Chu, K C

2000-01-01

Although interpretation of age-period-cohort analyses is complicated by the non-identifiability of maximum likelihood estimates, changes in the slope of the birth-cohort effect curve are identifiable and have potential aetiologic significance. A nonparametric test for a change in the slope of the birth-cohort trend has been developed. The test is a generalisation of the sign test and is based on permutational distributions. A method for identifying interactions between age and calendar-period effects is also presented. The nonparametric method is shown to be powerful in detecting changes in the slope of the birth-cohort trend, although its power can be reduced considerably by calendar-period patterns of risk. The method identifies a previously unidentified decrease in the birth-cohort risk of lung-cancer mortality from 1912 to 1919, which appears to reflect a reduction in the initiation of smoking by young men at the beginning of the Great Depression (1930s). The method also detects an interaction between age and calendar period in leukemia mortality rates, reflecting the better response of children to chemotherapy. The proposed nonparametric method provides a data analytic approach, which is a useful adjunct to log-linear Poisson analysis of age-period-cohort models, either in the initial model building stage, or in the final interpretation stage.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Parametric Covariance Model for Horizon-Based Optical Navigation

NASA Technical Reports Server (NTRS)

Hikes, Jacob; Liounis, Andrew J.; Christian, John A.

2016-01-01

This Note presents an entirely parametric version of the covariance for horizon-based optical navigation measurements. The covariance can be written as a function of only the spacecraft position, two sensor design parameters, the illumination direction, the size of the observed planet, the size of the lit arc to be used, and the total number of observed horizon points. As a result, one may now more clearly understand the sensitivity of horizon-based optical navigation performance as a function of these key design parameters, which is insight that was obscured in previous (and nonparametric) versions of the covariance. Finally, the new parametric covariance is shown to agree with both the nonparametric analytic covariance and results from a Monte Carlo analysis.

Nonparametric Transfer Function Models

PubMed Central

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

2009-01-01

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

Amazon plant diversity revealed by a taxonomically verified species list.

PubMed

Cardoso, Domingos; Särkinen, Tiina; Alexander, Sara; Amorim, André M; Bittrich, Volker; Celis, Marcela; Daly, Douglas C; Fiaschi, Pedro; Funk, Vicki A; Giacomin, Leandro L; Goldenberg, Renato; Heiden, Gustavo; Iganci, João; Kelloff, Carol L; Knapp, Sandra; Cavalcante de Lima, Haroldo; Machado, Anderson F P; Dos Santos, Rubens Manoel; Mello-Silva, Renato; Michelangeli, Fabián A; Mitchell, John; Moonlight, Peter; de Moraes, Pedro Luís Rodrigues; Mori, Scott A; Nunes, Teonildes Sacramento; Pennington, Terry D; Pirani, José Rubens; Prance, Ghillean T; de Queiroz, Luciano Paganucci; Rapini, Alessandro; Riina, Ricarda; Rincon, Carlos Alberto Vargas; Roque, Nádia; Shimizu, Gustavo; Sobral, Marcos; Stehmann, João Renato; Stevens, Warren D; Taylor, Charlotte M; Trovó, Marcelo; van den Berg, Cássio; van der Werff, Henk; Viana, Pedro Lage; Zartman, Charles E; Forzza, Rafaela Campostrini

2017-10-03

Recent debates on the number of plant species in the vast lowland rain forests of the Amazon have been based largely on model estimates, neglecting published checklists based on verified voucher data. Here we collate taxonomically verified checklists to present a list of seed plant species from lowland Amazon rain forests. Our list comprises 14,003 species, of which 6,727 are trees. These figures are similar to estimates derived from nonparametric ecological models, but they contrast strongly with predictions of much higher tree diversity derived from parametric models. Based on the known proportion of tree species in neotropical lowland rain forest communities as measured in complete plot censuses, and on overall estimates of seed plant diversity in Brazil and in the neotropics in general, it is more likely that tree diversity in the Amazon is closer to the lower estimates derived from nonparametric models. Much remains unknown about Amazonian plant diversity, but this taxonomically verified dataset provides a valid starting point for macroecological and evolutionary studies aimed at understanding the origin, evolution, and ecology of the exceptional biodiversity of Amazonian forests.

Amazon plant diversity revealed by a taxonomically verified species list

PubMed Central

Cardoso, Domingos; Särkinen, Tiina; Alexander, Sara; Amorim, André M.; Bittrich, Volker; Celis, Marcela; Daly, Douglas C.; Fiaschi, Pedro; Funk, Vicki A.; Giacomin, Leandro L.; Heiden, Gustavo; Iganci, João; Kelloff, Carol L.; Knapp, Sandra; Cavalcante de Lima, Haroldo; Machado, Anderson F. P.; dos Santos, Rubens Manoel; Mello-Silva, Renato; Michelangeli, Fabián A.; Mitchell, John; Moonlight, Peter; de Moraes, Pedro Luís Rodrigues; Mori, Scott A.; Nunes, Teonildes Sacramento; Pennington, Terry D.; Pirani, José Rubens; Prance, Ghillean T.; de Queiroz, Luciano Paganucci; Rapini, Alessandro; Rincon, Carlos Alberto Vargas; Roque, Nádia; Shimizu, Gustavo; Sobral, Marcos; Stehmann, João Renato; Stevens, Warren D.; Taylor, Charlotte M.; Trovó, Marcelo; van den Berg, Cássio; van der Werff, Henk; Viana, Pedro Lage; Zartman, Charles E.; Forzza, Rafaela Campostrini

2017-01-01

Recent debates on the number of plant species in the vast lowland rain forests of the Amazon have been based largely on model estimates, neglecting published checklists based on verified voucher data. Here we collate taxonomically verified checklists to present a list of seed plant species from lowland Amazon rain forests. Our list comprises 14,003 species, of which 6,727 are trees. These figures are similar to estimates derived from nonparametric ecological models, but they contrast strongly with predictions of much higher tree diversity derived from parametric models. Based on the known proportion of tree species in neotropical lowland rain forest communities as measured in complete plot censuses, and on overall estimates of seed plant diversity in Brazil and in the neotropics in general, it is more likely that tree diversity in the Amazon is closer to the lower estimates derived from nonparametric models. Much remains unknown about Amazonian plant diversity, but this taxonomically verified dataset provides a valid starting point for macroecological and evolutionary studies aimed at understanding the origin, evolution, and ecology of the exceptional biodiversity of Amazonian forests. PMID:28923966

Finding consistent patterns: A nonparametric approach for identifying differential expression in RNA-Seq data

PubMed Central

Li, Jun; Tibshirani, Robert

2015-01-01

We discuss the identification of features that are associated with an outcome in RNA-Sequencing (RNA-Seq) and other sequencing-based comparative genomic experiments. RNA-Seq data takes the form of counts, so models based on the normal distribution are generally unsuitable. The problem is especially challenging because different sequencing experiments may generate quite different total numbers of reads, or ‘sequencing depths’. Existing methods for this problem are based on Poisson or negative binomial models: they are useful but can be heavily influenced by ‘outliers’ in the data. We introduce a simple, nonparametric method with resampling to account for the different sequencing depths. The new method is more robust than parametric methods. It can be applied to data with quantitative, survival, two-class or multiple-class outcomes. We compare our proposed method to Poisson and negative binomial-based methods in simulated and real data sets, and find that our method discovers more consistent patterns than competing methods. PMID:22127579

Modeling SF-6D Hong Kong standard gamble health state preference data using a nonparametric Bayesian method.

PubMed

Kharroubi, Samer A; Brazier, John E; McGhee, Sarah

2013-01-01

This article reports on the findings from applying a recently described approach to modeling health state valuation data and the impact of the respondent characteristics on health state valuations. The approach applies a nonparametric model to estimate a Bayesian six-dimensional health state short form (derived from short-form 36 health survey) health state valuation algorithm. A sample of 197 states defined by the six-dimensional health state short form (derived from short-form 36 health survey)has been valued by a representative sample of the Hong Kong general population by using standard gamble. The article reports the application of the nonparametric model and compares it to the original model estimated by using a conventional parametric random effects model. The two models are compared theoretically and in terms of empirical performance. Advantages of the nonparametric model are that it can be used to predict scores in populations with different distributions of characteristics than observed in the survey sample and that it allows for the impact of respondent characteristics to vary by health state (while ensuring that full health passes through unity). The results suggest an important age effect with sex, having some effect, but the remaining covariates having no discernible effect. The nonparametric Bayesian model is argued to be more theoretically appropriate than previously used parametric models. Furthermore, it is more flexible to take into account the impact of covariates. Copyright © 2013, International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc.

Bayesian Unimodal Density Regression for Causal Inference

ERIC Educational Resources Information Center

Karabatsos, George; Walker, Stephen G.

2011-01-01

Karabatsos and Walker (2011) introduced a new Bayesian nonparametric (BNP) regression model. Through analyses of real and simulated data, they showed that the BNP regression model outperforms other parametric and nonparametric regression models of common use, in terms of predictive accuracy of the outcome (dependent) variable. The other,…

Order-Constrained Bayes Inference for Dichotomous Models of Unidimensional Nonparametric IRT

ERIC Educational Resources Information Center

Karabatsos, George; Sheu, Ching-Fan

2004-01-01

This study introduces an order-constrained Bayes inference framework useful for analyzing data containing dichotomous scored item responses, under the assumptions of either the monotone homogeneity model or the double monotonicity model of nonparametric item response theory (NIRT). The framework involves the implementation of Gibbs sampling to…

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.

Stochastic search, optimization and regression with energy applications

NASA Astrophysics Data System (ADS)

Hannah, Lauren A.

Designing clean energy systems will be an important task over the next few decades. One of the major roadblocks is a lack of mathematical tools to economically evaluate those energy systems. However, solutions to these mathematical problems are also of interest to the operations research and statistical communities in general. This thesis studies three problems that are of interest to the energy community itself or provide support for solution methods: R&D portfolio optimization, nonparametric regression and stochastic search with an observable state variable. First, we consider the one stage R&D portfolio optimization problem to avoid the sequential decision process associated with the multi-stage. The one stage problem is still difficult because of a non-convex, combinatorial decision space and a non-convex objective function. We propose a heuristic solution method that uses marginal project values---which depend on the selected portfolio---to create a linear objective function. In conjunction with the 0-1 decision space, this new problem can be solved as a knapsack linear program. This method scales well to large decision spaces. We also propose an alternate, provably convergent algorithm that does not exploit problem structure. These methods are compared on a solid oxide fuel cell R&D portfolio problem. Next, we propose Dirichlet Process mixtures of Generalized Linear Models (DPGLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We prove conditions for the asymptotic unbiasedness of the DP-GLM regression mean function estimate. We also give examples for when those conditions hold, including models for compactly supported continuous distributions and a model with continuous covariates and categorical response. We empirically analyze the properties of the DP-GLM and why it provides better results than existing Dirichlet process mixture regression models. We evaluate DP-GLM on several data sets, comparing it to modern methods of nonparametric regression like CART, Bayesian trees and Gaussian processes. Compared to existing techniques, the DP-GLM provides a single model (and corresponding inference algorithms) that performs well in many regression settings. Finally, we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which affects the shape of the objective function. Currently, there is no general purpose algorithm to solve this class of problems. We use nonparametric density estimation to take observations from the joint state-outcome distribution and use them to infer the optimal decision for a given query state. We propose two solution methods that depend on the problem characteristics: function-based and gradient-based optimization. We examine two weighting schemes, kernel-based weights and Dirichlet process-based weights, for use with the solution methods. The weights and solution methods are tested on a synthetic multi-product newsvendor problem and the hour-ahead wind commitment problem. Our results show that in some cases Dirichlet process weights offer substantial benefits over kernel based weights and more generally that nonparametric estimation methods provide good solutions to otherwise intractable problems.

Random walks based multi-image segmentation: Quasiconvexity results and GPU-based solutions

PubMed Central

Collins, Maxwell D.; Xu, Jia; Grady, Leo; Singh, Vikas

2012-01-01

We recast the Cosegmentation problem using Random Walker (RW) segmentation as the core segmentation algorithm, rather than the traditional MRF approach adopted in the literature so far. Our formulation is similar to previous approaches in the sense that it also permits Cosegmentation constraints (which impose consistency between the extracted objects from ≥ 2 images) using a nonparametric model. However, several previous nonparametric cosegmentation methods have the serious limitation that they require adding one auxiliary node (or variable) for every pair of pixels that are similar (which effectively limits such methods to describing only those objects that have high entropy appearance models). In contrast, our proposed model completely eliminates this restrictive dependence –the resulting improvements are quite significant. Our model further allows an optimization scheme exploiting quasiconvexity for model-based segmentation with no dependence on the scale of the segmented foreground. Finally, we show that the optimization can be expressed in terms of linear algebra operations on sparse matrices which are easily mapped to GPU architecture. We provide a highly specialized CUDA library for Cosegmentation exploiting this special structure, and report experimental results showing these advantages. PMID:25278742

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…

Nonparametric test of consistency between cosmological models and multiband CMB measurements

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

Aghamousa, Amir; Shafieloo, Arman, E-mail: amir@apctp.org, E-mail: shafieloo@kasi.re.kr

2015-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2011-05-01

Modelling spatial covariance is an essential part of all geostatistical methods. Traditionally, parametric semivariogram models are fit from available data. More recently, it has been suggested to use nonparametric correlograms obtained from spatially complete data fields. Here, both estimation techniques are compared. Nonparametric correlograms are shown to have a substantial negative bias. Nonetheless, when combined with the sample variance of the spatial field under consideration, they yield an estimate of the semivariogram that is unbiased for small lag distances. This justifies the use of this estimation technique in geostatistical applications. Various formulations of geostatistical combination (Kriging) methods are used here for the construction of hourly precipitation grids for Switzerland based on data from a sparse realtime network of raingauges and from a spatially complete radar composite. Two variants of Ordinary Kriging (OK) are used to interpolate the sparse gauge observations. In both OK variants, the radar data are only used to determine the semivariogram model. One variant relies on a traditional parametric semivariogram estimate, whereas the other variant uses the nonparametric correlogram. The variants are tested for three cases and the impact of the semivariogram model on the Kriging prediction is illustrated. For the three test cases, the method using nonparametric correlograms performs equally well or better than the traditional method, and at the same time offers great practical advantages. Furthermore, two variants of Kriging with external drift (KED) are tested, both of which use the radar data to estimate nonparametric correlograms, and as the external drift variable. The first KED variant has been used previously for geostatistical radar-raingauge merging in Catalonia (Spain). The second variant is newly proposed here and is an extension of the first. Both variants are evaluated for the three test cases as well as an extended evaluation period. It is found that both methods yield merged fields of better quality than the original radar field or fields obtained by OK of gauge data. The newly suggested KED formulation is shown to be beneficial, in particular in mountainous regions where the quality of the Swiss radar composite is comparatively low. An analysis of the Kriging variances shows that none of the methods tested here provides a satisfactory uncertainty estimate. A suitable variable transformation is expected to improve this.

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

NASA Astrophysics Data System (ADS)

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

2010-09-01

Modelling spatial covariance is an essential part of all geostatistical methods. Traditionally, parametric semivariogram models are fit from available data. More recently, it has been suggested to use nonparametric correlograms obtained from spatially complete data fields. Here, both estimation techniques are compared. Nonparametric correlograms are shown to have a substantial negative bias. Nonetheless, when combined with the sample variance of the spatial field under consideration, they yield an estimate of the semivariogram that is unbiased for small lag distances. This justifies the use of this estimation technique in geostatistical applications. Various formulations of geostatistical combination (Kriging) methods are used here for the construction of hourly precipitation grids for Switzerland based on data from a sparse realtime network of raingauges and from a spatially complete radar composite. Two variants of Ordinary Kriging (OK) are used to interpolate the sparse gauge observations. In both OK variants, the radar data are only used to determine the semivariogram model. One variant relies on a traditional parametric semivariogram estimate, whereas the other variant uses the nonparametric correlogram. The variants are tested for three cases and the impact of the semivariogram model on the Kriging prediction is illustrated. For the three test cases, the method using nonparametric correlograms performs equally well or better than the traditional method, and at the same time offers great practical advantages. Furthermore, two variants of Kriging with external drift (KED) are tested, both of which use the radar data to estimate nonparametric correlograms, and as the external drift variable. The first KED variant has been used previously for geostatistical radar-raingauge merging in Catalonia (Spain). The second variant is newly proposed here and is an extension of the first. Both variants are evaluated for the three test cases as well as an extended evaluation period. It is found that both methods yield merged fields of better quality than the original radar field or fields obtained by OK of gauge data. The newly suggested KED formulation is shown to be beneficial, in particular in mountainous regions where the quality of the Swiss radar composite is comparatively low. An analysis of the Kriging variances shows that none of the methods tested here provides a satisfactory uncertainty estimate. A suitable variable transformation is expected to improve this.

Using Evidence-Based Decision Trees Instead of Formulas to Identify At-Risk Readers. REL 2014-036

ERIC Educational Resources Information Center

Koon, Sharon; Petscher, Yaacov; Foorman, Barbara R.

2014-01-01

This study examines whether the classification and regression tree (CART) model improves the early identification of students at risk for reading comprehension difficulties compared with the more difficult to interpret logistic regression model. CART is a type of predictive modeling that relies on nonparametric techniques. It presents results in…

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.

Nonparametric Bayesian Segmentation of a Multivariate Inhomogeneous Space-Time Poisson Process.

PubMed

Ding, Mingtao; He, Lihan; Dunson, David; Carin, Lawrence

2012-12-01

A nonparametric Bayesian model is proposed for segmenting time-evolving multivariate spatial point process data. An inhomogeneous Poisson process is assumed, with a logistic stick-breaking process (LSBP) used to encourage piecewise-constant spatial Poisson intensities. The LSBP explicitly favors spatially contiguous segments, and infers the number of segments based on the observed data. The temporal dynamics of the segmentation and of the Poisson intensities are modeled with exponential correlation in time, implemented in the form of a first-order autoregressive model for uniformly sampled discrete data, and via a Gaussian process with an exponential kernel for general temporal sampling. We consider and compare two different inference techniques: a Markov chain Monte Carlo sampler, which has relatively high computational complexity; and an approximate and efficient variational Bayesian analysis. The model is demonstrated with a simulated example and a real example of space-time crime events in Cincinnati, Ohio, USA.

Penalized nonparametric scalar-on-function regression via principal coordinates

PubMed Central

Reiss, Philip T.; Miller, David L.; Wu, Pei-Shien; Hua, Wen-Yu

2016-01-01

A number of classical approaches to nonparametric regression have recently been extended to the case of functional predictors. This paper introduces a new method of this type, which extends intermediate-rank penalized smoothing to scalar-on-function regression. In the proposed method, which we call principal coordinate ridge regression, one regresses the response on leading principal coordinates defined by a relevant distance among the functional predictors, while applying a ridge penalty. Our publicly available implementation, based on generalized additive modeling software, allows for fast optimal tuning parameter selection and for extensions to multiple functional predictors, exponential family-valued responses, and mixed-effects models. In an application to signature verification data, principal coordinate ridge regression, with dynamic time warping distance used to define the principal coordinates, is shown to outperform a functional generalized linear model. PMID:29217963

A Nonparametric Approach for Assessing Goodness-of-Fit of IRT Models in a Mixed Format Test

ERIC Educational Resources Information Center

Liang, Tie; Wells, Craig S.

2015-01-01

Investigating the fit of a parametric model plays a vital role in validating an item response theory (IRT) model. An area that has received little attention is the assessment of multiple IRT models used in a mixed-format test. The present study extends the nonparametric approach, proposed by Douglas and Cohen (2001), to assess model fit of three…

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

PubMed

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

2011-04-01

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

Surface Estimation, Variable Selection, and the Nonparametric Oracle Property

PubMed Central

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

2010-01-01

Variable selection for multivariate nonparametric regression is an important, yet challenging, problem due, in part, to the infinite dimensionality of the function space. An ideal selection procedure should be automatic, stable, easy to use, and have desirable asymptotic properties. In particular, we define a selection procedure to be nonparametric oracle (np-oracle) if it consistently selects the correct subset of predictors and at the same time estimates the smooth surface at the optimal nonparametric rate, as the sample size goes to infinity. In this paper, we propose a model selection procedure for nonparametric models, and explore the conditions under which the new method enjoys the aforementioned properties. Developed in the framework of smoothing spline ANOVA, our estimator is obtained via solving a regularization problem with a novel adaptive penalty on the sum of functional component norms. Theoretical properties of the new estimator are established. Additionally, numerous simulated and real examples further demonstrate that the new approach substantially outperforms other existing methods in the finite sample setting. PMID:21603586

Investigation of a Nonparametric Procedure for Assessing Goodness-of-Fit in Item Response Theory

ERIC Educational Resources Information Center

Wells, Craig S.; Bolt, Daniel M.

2008-01-01

Tests of model misfit are often performed to validate the use of a particular model in item response theory. Douglas and Cohen (2001) introduced a general nonparametric approach for detecting misfit under the two-parameter logistic model. However, the statistical properties of their approach, and empirical comparisons to other methods, have not…

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...

Nonparametric estimation of benchmark doses in environmental risk assessment

PubMed Central

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

2013-01-01

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

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

Cavanaugh, J.E.; McQuarrie, A.D.; Shumway, R.H.

Conventional methods for discriminating between earthquakes and explosions at regional distances have concentrated on extracting specific features such as amplitude and spectral ratios from the waveforms of the P and S phases. We consider here an optimum nonparametric classification procedure derived from the classical approach to discriminating between two Gaussian processes with unequal spectra. Two robust variations based on the minimum discrimination information statistic and Renyi's entropy are also considered. We compare the optimum classification procedure with various amplitude and spectral ratio discriminants and show that its performance is superior when applied to a small population of 8 land-based earthquakesmore » and 8 mining explosions recorded in Scandinavia. Several parametric characterizations of the notion of complexity based on modeling earthquakes and explosions as autoregressive or modulated autoregressive processes are also proposed and their performance compared with the nonparametric and feature extraction approaches.« less

Nonparametric Determination of Redshift Evolution Index of Dark Energy

NASA Astrophysics Data System (ADS)

Ziaeepour, Houri

We propose a nonparametric method to determine the sign of γ — the redshift evolution index of dark energy. This is important for distinguishing between positive energy models, a cosmological constant, and what is generally called ghost models. Our method is based on geometrical properties and is more tolerant to uncertainties of other cosmological parameters than fitting methods in what concerns the sign of γ. The same parametrization can also be used for determining γ and its redshift dependence by fitting. We apply this method to SNLS supernovae and to gold sample of re-analyzed supernovae data from Riess et al. Both datasets show strong indication of a negative γ. If this result is confirmed by more extended and precise data, many of the dark energy models, including simple cosmological constant, standard quintessence models without interaction between quintessence scalar field(s) and matter, and scaling models are ruled out. We have also applied this method to Gurzadyan-Xue models with varying fundamental constants to demonstrate the possibility of using it to test other cosmologies.

Approximating prediction uncertainty for random forest regression models

Treesearch

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

2016-01-01

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

A nonparametric smoothing method for assessing GEE models with longitudinal binary data.

PubMed

Lin, Kuo-Chin; Chen, Yi-Ju; Shyr, Yu

2008-09-30

Studies involving longitudinal binary responses are widely applied in the health and biomedical sciences research and frequently analyzed by generalized estimating equations (GEE) method. This article proposes an alternative goodness-of-fit test based on the nonparametric smoothing approach for assessing the adequacy of GEE fitted models, which can be regarded as an extension of the goodness-of-fit test of le Cessie and van Houwelingen (Biometrics 1991; 47:1267-1282). The expectation and approximate variance of the proposed test statistic are derived. The asymptotic distribution of the proposed test statistic in terms of a scaled chi-squared distribution and the power performance of the proposed test are discussed by simulation studies. The testing procedure is demonstrated by two real data. Copyright (c) 2008 John Wiley & Sons, Ltd.

Essays in applied macroeconomics: Asymmetric price adjustment, exchange rate and treatment effect

NASA Astrophysics Data System (ADS)

Gu, Jingping

This dissertation consists of three essays. Chapter II examines the possible asymmetric response of gasoline prices to crude oil price changes using an error correction model with GARCH errors. Recent papers have looked at this issue. Some of these papers estimate a form of error correction model, but none of them accounts for autoregressive heteroskedasticity in estimation and testing for asymmetry and none of them takes the response of crude oil price into consideration. We find that time-varying volatility of gasoline price disturbances is an important feature of the data, and when we allow for asymmetric GARCH errors and investigate the system wide impulse response function, we find evidence of asymmetric adjustment to crude oil price changes in weekly retail gasoline prices. Chapter III discusses the relationship between fiscal deficit and exchange rate. Economic theory predicts that fiscal deficits can significantly affect real exchange rate movements, but existing empirical evidence reports only a weak impact of fiscal deficits on exchange rates. Based on US dollar-based real exchange rates in G5 countries and a flexible varying coefficient model, we show that the previously documented weak relationship between fiscal deficits and exchange rates may be the result of additive specifications, and that the relationship is stronger if we allow fiscal deficits to impact real exchange rates non-additively as well as nonlinearly. We find that the speed of exchange rate adjustment toward equilibrium depends on the state of the fiscal deficit; a fiscal contraction in the US can lead to less persistence in the deviation of exchange rates from fundamentals, and faster mean reversion to the equilibrium. Chapter IV proposes a kernel method to deal with the nonparametric regression model with only discrete covariates as regressors. This new approach is based on recently developed least squares cross-validation kernel smoothing method. It can not only automatically smooth the irrelevant variables out of the nonparametric regression model, but also avoid the problem of loss of efficiency related to the traditional nonparametric frequency-based method and the problem of misspecification based on parametric model.

The Impact of Ignoring the Level of Nesting Structure in Nonparametric Multilevel Latent Class Models

ERIC Educational Resources Information Center

Park, Jungkyu; Yu, Hsiu-Ting

2016-01-01

The multilevel latent class model (MLCM) is a multilevel extension of a latent class model (LCM) that is used to analyze nested structure data structure. The nonparametric version of an MLCM assumes a discrete latent variable at a higher-level nesting structure to account for the dependency among observations nested within a higher-level unit. In…

An Assessment of the Nonparametric Approach for Evaluating the Fit of Item Response Models

ERIC Educational Resources Information Center

Liang, Tie; Wells, Craig S.; Hambleton, Ronald K.

2014-01-01

As item response theory has been more widely applied, investigating the fit of a parametric model becomes an important part of the measurement process. There is a lack of promising solutions to the detection of model misfit in IRT. Douglas and Cohen introduced a general nonparametric approach, RISE (Root Integrated Squared Error), for detecting…

Exponential series approaches for nonparametric graphical models

NASA Astrophysics Data System (ADS)

Janofsky, Eric

Markov Random Fields (MRFs) or undirected graphical models are parsimonious representations of joint probability distributions. This thesis studies high-dimensional, continuous-valued pairwise Markov Random Fields. We are particularly interested in approximating pairwise densities whose logarithm belongs to a Sobolev space. For this problem we propose the method of exponential series which approximates the log density by a finite-dimensional exponential family with the number of sufficient statistics increasing with the sample size. We consider two approaches to estimating these models. The first is regularized maximum likelihood. This involves optimizing the sum of the log-likelihood of the data and a sparsity-inducing regularizer. We then propose a variational approximation to the likelihood based on tree-reweighted, nonparametric message passing. This approximation allows for upper bounds on risk estimates, leverages parallelization and is scalable to densities on hundreds of nodes. We show how the regularized variational MLE may be estimated using a proximal gradient algorithm. We then consider estimation using regularized score matching. This approach uses an alternative scoring rule to the log-likelihood, which obviates the need to compute the normalizing constant of the distribution. For general continuous-valued exponential families, we provide parameter and edge consistency results. As a special case we detail a new approach to sparse precision matrix estimation which has statistical performance competitive with the graphical lasso and computational performance competitive with the state-of-the-art glasso algorithm. We then describe results for model selection in the nonparametric pairwise model using exponential series. The regularized score matching problem is shown to be a convex program; we provide scalable algorithms based on consensus alternating direction method of multipliers (ADMM) and coordinate-wise descent. We use simulations to compare our method to others in the literature as well as the aforementioned TRW estimator.

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.

Application of Semiparametric Spline Regression Model in Analyzing Factors that In uence Population Density in Central Java

NASA Astrophysics Data System (ADS)

Sumantari, Y. D.; Slamet, I.; Sugiyanto

2017-06-01

Semiparametric regression is a statistical analysis method that consists of parametric and nonparametric regression. There are various approach techniques in nonparametric regression. One of the approach techniques is spline. Central Java is one of the most densely populated province in Indonesia. Population density in this province can be modeled by semiparametric regression because it consists of parametric and nonparametric component. Therefore, the purpose of this paper is to determine the factors that in uence population density in Central Java using the semiparametric spline regression model. The result shows that the factors which in uence population density in Central Java is Family Planning (FP) active participants and district minimum wage.

On an additive partial correlation operator and nonparametric estimation of graphical models.

PubMed

Lee, Kuang-Yao; Li, Bing; Zhao, Hongyu

2016-09-01

We introduce an additive partial correlation operator as an extension of partial correlation to the nonlinear setting, and use it to develop a new estimator for nonparametric graphical models. Our graphical models are based on additive conditional independence, a statistical relation that captures the spirit of conditional independence without having to resort to high-dimensional kernels for its estimation. The additive partial correlation operator completely characterizes additive conditional independence, and has the additional advantage of putting marginal variation on appropriate scales when evaluating interdependence, which leads to more accurate statistical inference. We establish the consistency of the proposed estimator. Through simulation experiments and analysis of the DREAM4 Challenge dataset, we demonstrate that our method performs better than existing methods in cases where the Gaussian or copula Gaussian assumption does not hold, and that a more appropriate scaling for our method further enhances its performance.

On an additive partial correlation operator and nonparametric estimation of graphical models

PubMed Central

Li, Bing; Zhao, Hongyu

2016-01-01

Abstract We introduce an additive partial correlation operator as an extension of partial correlation to the nonlinear setting, and use it to develop a new estimator for nonparametric graphical models. Our graphical models are based on additive conditional independence, a statistical relation that captures the spirit of conditional independence without having to resort to high-dimensional kernels for its estimation. The additive partial correlation operator completely characterizes additive conditional independence, and has the additional advantage of putting marginal variation on appropriate scales when evaluating interdependence, which leads to more accurate statistical inference. We establish the consistency of the proposed estimator. Through simulation experiments and analysis of the DREAM4 Challenge dataset, we demonstrate that our method performs better than existing methods in cases where the Gaussian or copula Gaussian assumption does not hold, and that a more appropriate scaling for our method further enhances its performance. PMID:29422689

Nonparametric Simulation of Signal Transduction Networks with Semi-Synchronized Update

PubMed Central

Nassiri, Isar; Masoudi-Nejad, Ali; Jalili, Mahdi; Moeini, Ali

2012-01-01

Simulating signal transduction in cellular signaling networks provides predictions of network dynamics by quantifying the changes in concentration and activity-level of the individual proteins. Since numerical values of kinetic parameters might be difficult to obtain, it is imperative to develop non-parametric approaches that combine the connectivity of a network with the response of individual proteins to signals which travel through the network. The activity levels of signaling proteins computed through existing non-parametric modeling tools do not show significant correlations with the observed values in experimental results. In this work we developed a non-parametric computational framework to describe the profile of the evolving process and the time course of the proportion of active form of molecules in the signal transduction networks. The model is also capable of incorporating perturbations. The model was validated on four signaling networks showing that it can effectively uncover the activity levels and trends of response during signal transduction process. PMID:22737250

A Bayesian Beta-Mixture Model for Nonparametric IRT (BBM-IRT)

ERIC Educational Resources Information Center

Arenson, Ethan A.; Karabatsos, George

2017-01-01

Item response models typically assume that the item characteristic (step) curves follow a logistic or normal cumulative distribution function, which are strictly monotone functions of person test ability. Such assumptions can be overly-restrictive for real item response data. We propose a simple and more flexible Bayesian nonparametric IRT model…

Nonparametric regression applied to quantitative structure-activity relationships

PubMed

Constans; Hirst

2000-03-01

Several nonparametric regressors have been applied to modeling quantitative structure-activity relationship (QSAR) data. The simplest regressor, the Nadaraya-Watson, was assessed in a genuine multivariate setting. Other regressors, the local linear and the shifted Nadaraya-Watson, were implemented within additive models--a computationally more expedient approach, better suited for low-density designs. Performances were benchmarked against the nonlinear method of smoothing splines. A linear reference point was provided by multilinear regression (MLR). Variable selection was explored using systematic combinations of different variables and combinations of principal components. For the data set examined, 47 inhibitors of dopamine beta-hydroxylase, the additive nonparametric regressors have greater predictive accuracy (as measured by the mean absolute error of the predictions or the Pearson correlation in cross-validation trails) than MLR. The use of principal components did not improve the performance of the nonparametric regressors over use of the original descriptors, since the original descriptors are not strongly correlated. It remains to be seen if the nonparametric regressors can be successfully coupled with better variable selection and dimensionality reduction in the context of high-dimensional QSARs.

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

Estimation of spline function in nonparametric path analysis based on penalized weighted least square (PWLS)

NASA Astrophysics Data System (ADS)

Fernandes, Adji Achmad Rinaldo; Solimun, Arisoesilaningsih, Endang

2017-12-01

The aim of this research is to estimate the spline in Path Analysis-based on Nonparametric Regression using Penalized Weighted Least Square (PWLS) approach. Approach used is Reproducing Kernel Hilbert Space at sobolev space. Nonparametric path analysis model on the equation y1 i=f1.1(x1 i)+ε1 i; y2 i=f1.2(x1 i)+f2.2(y1 i)+ε2 i; i =1 ,2 ,…,n Nonparametric Path Analysis which meet the criteria of minimizing PWLS min fw .k∈W2m[aw .k,bw .k], k =1 ,2 { (2n ) -1(y˜-f ˜ ) TΣ-1(y ˜-f ˜ ) + ∑k =1 2 ∑w =1 2 λw .k ∫aw .k bw .k [fw.k (m )(xi) ] 2d xi } is f ˜^=Ay ˜ with A=T1(T1TU1-1∑-1T1)-1T1TU1-1∑-1+V1U1-1∑-1[I-T1(T1TU1-1∑-1T1)-1T1TU1-1∑-1] columnalign="left">+T2(T2TU2-1∑-1T2)-1T2TU2-1∑-1+V2U2-1∑-1[I1-T2(T2TU2-1∑-1T2) -1T2TU2-1∑-1

Efficient multidimensional regularization for Volterra series estimation

NASA Astrophysics Data System (ADS)

Birpoutsoukis, Georgios; Csurcsia, Péter Zoltán; Schoukens, Johan

2018-05-01

This paper presents an efficient nonparametric time domain nonlinear system identification method. It is shown how truncated Volterra series models can be efficiently estimated without the need of long, transient-free measurements. The method is a novel extension of the regularization methods that have been developed for impulse response estimates of linear time invariant systems. To avoid the excessive memory needs in case of long measurements or large number of estimated parameters, a practical gradient-based estimation method is also provided, leading to the same numerical results as the proposed Volterra estimation method. Moreover, the transient effects in the simulated output are removed by a special regularization method based on the novel ideas of transient removal for Linear Time-Varying (LTV) systems. Combining the proposed methodologies, the nonparametric Volterra models of the cascaded water tanks benchmark are presented in this paper. The results for different scenarios varying from a simple Finite Impulse Response (FIR) model to a 3rd degree Volterra series with and without transient removal are compared and studied. It is clear that the obtained models capture the system dynamics when tested on a validation dataset, and their performance is comparable with the white-box (physical) models.

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.

Modeling seasonal variation of hip fracture in Montreal, Canada.

PubMed

Modarres, Reza; Ouarda, Taha B M J; Vanasse, Alain; Orzanco, Maria Gabriela; Gosselin, Pierre

2012-04-01

The investigation of the association of the climate variables with hip fracture incidences is important in social health issues. This study examined and modeled the seasonal variation of monthly population based hip fracture rate (HFr) time series. The seasonal ARIMA time series modeling approach is used to model monthly HFr incidences time series of female and male patients of the ages 40-74 and 75+ of Montreal, Québec province, Canada, in the period of 1993-2004. The correlation coefficients between meteorological variables such as temperature, snow depth, rainfall depth and day length and HFr are significant. The nonparametric Mann-Kendall test for trend assessment and the nonparametric Levene's test and Wilcoxon's test for checking the difference of HFr before and after change point are also used. The seasonality in HFr indicated sharp difference between winter and summer time. The trend assessment showed decreasing trends in HFr of female and male groups. The nonparametric test also indicated a significant change of the mean HFr. A seasonal ARIMA model was applied for HFr time series without trend and a time trend ARIMA model (TT-ARIMA) was developed and fitted to HFr time series with a significant trend. The multi criteria evaluation showed the adequacy of SARIMA and TT-ARIMA models for modeling seasonal hip fracture time series with and without significant trend. In the time series analysis of HFr of the Montreal region, the effects of the seasonal variation of climate variables on hip fracture are clear. The Seasonal ARIMA model is useful for modeling HFr time series without trend. However, for time series with significant trend, the TT-ARIMA model should be applied for modeling HFr time series. Copyright © 2011 Elsevier Inc. All rights reserved.

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

PubMed Central

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

2017-01-01

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

Tau-REx: A new look at the retrieval of exoplanetary atmospheres

NASA Astrophysics Data System (ADS)

Waldmann, Ingo

2014-11-01

The field of exoplanetary spectroscopy is as fast moving as it is new. With an increasing amount of space and ground based instruments obtaining data on a large set of extrasolar planets we are indeed entering the era of exoplanetary characterisation. Permanently at the edge of instrument feasibility, it is as important as it is difficult to find the most optimal and objective methodologies to analysing and interpreting current data. This is particularly true for smaller and fainter Earth and Super-Earth type planets.For low to mid signal to noise (SNR) observations, we are prone to two sources of biases: 1) Prior selection in the data reduction and analysis; 2) Prior constraints on the spectral retrieval. In Waldmann et al. (2013), Morello et al. (2014) and Waldmann (2012, 2014) we have shown a prior-free approach to data analysis based on non-parametric machine learning techniques. Following these approaches we will present a new take on the spectral retrieval of extrasolar planets. Tau-REx (tau-retrieval of exoplanets) is a new line-by-line, atmospheric retrieval framework. In the past the decision on what opacity sources go into an atmospheric model were usually user defined. Manual input can lead to model biases and poor convergence of the atmospheric model to the data. In Tau-REx we have set out to solve this. Through custom built pattern recognition software, Tau-REx is able to rapidly identify the most likely atmospheric opacities from a large number of possible absorbers/emitters (ExoMol or HiTran data bases) and non-parametrically constrain the prior space for the Bayesian retrieval. Unlike other (MCMC based) techniques, Tau-REx is able to fully integrate high-dimensional log-likelihood spaces and to calculate the full Bayesian Evidence of the atmospheric models. We achieve this through a combination of Nested Sampling and a high degree of code parallelisation. This allows for an exact and unbiased Bayesian model selection and a fully mapping of potential model-data degeneracies. Together with non-parametric data de-trending of exoplanetary spectra, we can reach an un- precedented level of objectivity in our atmospheric characterisation of these foreign worlds.

Testing the Hypothesis of a Homoscedastic Error Term in Simple, Nonparametric Regression

ERIC Educational Resources Information Center

Wilcox, Rand R.

2006-01-01

Consider the nonparametric regression model Y = m(X)+ [tau](X)[epsilon], where X and [epsilon] are independent random variables, [epsilon] has a median of zero and variance [sigma][squared], [tau] is some unknown function used to model heteroscedasticity, and m(X) is an unknown function reflecting some conditional measure of location associated…

Examination of Polytomous Items' Psychometric Properties According to Nonparametric Item Response Theory Models in Different Test Conditions

ERIC Educational Resources Information Center

Sengul Avsar, Asiye; Tavsancil, Ezel

2017-01-01

This study analysed polytomous items' psychometric properties according to nonparametric item response theory (NIRT) models. Thus, simulated datasets--three different test lengths (10, 20 and 30 items), three sample distributions (normal, right and left skewed) and three samples sizes (100, 250 and 500)--were generated by conducting 20…

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.

Nonparametric spirometry reference values for Hispanic Americans.

PubMed

Glenn, Nancy L; Brown, Vanessa M

2011-02-01

Recent literature sites ethnic origin as a major factor in developing pulmonary function reference values. Extensive studies established reference values for European and African Americans, but not for Hispanic Americans. The Third National Health and Nutrition Examination Survey defines Hispanic as individuals of Spanish speaking cultures. While no group was excluded from the target population, sample size requirements only allowed inclusion of individuals who identified themselves as Mexican Americans. This research constructs nonparametric reference value confidence intervals for Hispanic American pulmonary function. The method is applicable to all ethnicities. We use empirical likelihood confidence intervals to establish normal ranges for reference values. Its major advantage: it is model free, but shares asymptotic properties of model based methods. Statistical comparisons indicate that empirical likelihood interval lengths are comparable to normal theory intervals. Power and efficiency studies agree with previously published theoretical results.

Illiquidity premium and expected stock returns in the UK: A new approach

NASA Astrophysics Data System (ADS)

Chen, Jiaqi; Sherif, Mohamed

2016-09-01

This study examines the relative importance of liquidity risk for the time-series and cross-section of stock returns in the UK. We propose a simple way to capture the multidimensionality of illiquidity. Our analysis indicates that existing illiquidity measures have considerable asset specific components, which justifies our new approach. Further, we use an alternative test of the Amihud (2002) measure and parametric and non-parametric methods to investigate whether liquidity risk is priced in the UK. We find that the inclusion of the illiquidity factor in the capital asset pricing model plays a significant role in explaining the cross-sectional variation in stock returns, in particular with the Fama-French three-factor model. Further, using Hansen-Jagannathan non-parametric bounds, we find that the illiquidity-augmented capital asset pricing models yield a small distance error, other non-liquidity based models fail to yield economically plausible distance values. Our findings have important implications for managing the liquidity risk of equity portfolios.

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.

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.

Kernel-Smoothing Estimation of Item Characteristic Functions for Continuous Personality Items: An Empirical Comparison with the Linear and the Continuous-Response Models

ERIC Educational Resources Information Center

Ferrando, Pere J.

2004-01-01

This study used kernel-smoothing procedures to estimate the item characteristic functions (ICFs) of a set of continuous personality items. The nonparametric ICFs were compared with the ICFs estimated (a) by the linear model and (b) by Samejima's continuous-response model. The study was based on a conditioned approach and used an error-in-variables…

Deformable segmentation of 3D MR prostate images via distributed discriminative dictionary and ensemble learning

PubMed Central

Guo, Yanrong; Gao, Yaozong; Shao, Yeqin; Price, True; Oto, Aytekin; Shen, Dinggang

2014-01-01

Purpose: Automatic prostate segmentation from MR images is an important task in various clinical applications such as prostate cancer staging and MR-guided radiotherapy planning. However, the large appearance and shape variations of the prostate in MR images make the segmentation problem difficult to solve. Traditional Active Shape/Appearance Model (ASM/AAM) has limited accuracy on this problem, since its basic assumption, i.e., both shape and appearance of the targeted organ follow Gaussian distributions, is invalid in prostate MR images. To this end, the authors propose a sparse dictionary learning method to model the image appearance in a nonparametric fashion and further integrate the appearance model into a deformable segmentation framework for prostate MR segmentation. Methods: To drive the deformable model for prostate segmentation, the authors propose nonparametric appearance and shape models. The nonparametric appearance model is based on a novel dictionary learning method, namely distributed discriminative dictionary (DDD) learning, which is able to capture fine distinctions in image appearance. To increase the differential power of traditional dictionary-based classification methods, the authors' DDD learning approach takes three strategies. First, two dictionaries for prostate and nonprostate tissues are built, respectively, using the discriminative features obtained from minimum redundancy maximum relevance feature selection. Second, linear discriminant analysis is employed as a linear classifier to boost the optimal separation between prostate and nonprostate tissues, based on the representation residuals from sparse representation. Third, to enhance the robustness of the authors' classification method, multiple local dictionaries are learned for local regions along the prostate boundary (each with small appearance variations), instead of learning one global classifier for the entire prostate. These discriminative dictionaries are located on different patches of the prostate surface and trained to adaptively capture the appearance in different prostate zones, thus achieving better local tissue differentiation. For each local region, multiple classifiers are trained based on the randomly selected samples and finally assembled by a specific fusion method. In addition to this nonparametric appearance model, a prostate shape model is learned from the shape statistics using a novel approach, sparse shape composition, which can model nonGaussian distributions of shape variation and regularize the 3D mesh deformation by constraining it within the observed shape subspace. Results: The proposed method has been evaluated on two datasets consisting of T2-weighted MR prostate images. For the first (internal) dataset, the classification effectiveness of the authors' improved dictionary learning has been validated by comparing it with three other variants of traditional dictionary learning methods. The experimental results show that the authors' method yields a Dice Ratio of 89.1% compared to the manual segmentation, which is more accurate than the three state-of-the-art MR prostate segmentation methods under comparison. For the second dataset, the MICCAI 2012 challenge dataset, the authors' proposed method yields a Dice Ratio of 87.4%, which also achieves better segmentation accuracy than other methods under comparison. Conclusions: A new magnetic resonance image prostate segmentation method is proposed based on the combination of deformable model and dictionary learning methods, which achieves more accurate segmentation performance on prostate T2 MR images. PMID:24989402

Deformable segmentation of 3D MR prostate images via distributed discriminative dictionary and ensemble learning.

PubMed

Guo, Yanrong; Gao, Yaozong; Shao, Yeqin; Price, True; Oto, Aytekin; Shen, Dinggang

2014-07-01

Automatic prostate segmentation from MR images is an important task in various clinical applications such as prostate cancer staging and MR-guided radiotherapy planning. However, the large appearance and shape variations of the prostate in MR images make the segmentation problem difficult to solve. Traditional Active Shape/Appearance Model (ASM/AAM) has limited accuracy on this problem, since its basic assumption, i.e., both shape and appearance of the targeted organ follow Gaussian distributions, is invalid in prostate MR images. To this end, the authors propose a sparse dictionary learning method to model the image appearance in a nonparametric fashion and further integrate the appearance model into a deformable segmentation framework for prostate MR segmentation. To drive the deformable model for prostate segmentation, the authors propose nonparametric appearance and shape models. The nonparametric appearance model is based on a novel dictionary learning method, namely distributed discriminative dictionary (DDD) learning, which is able to capture fine distinctions in image appearance. To increase the differential power of traditional dictionary-based classification methods, the authors' DDD learning approach takes three strategies. First, two dictionaries for prostate and nonprostate tissues are built, respectively, using the discriminative features obtained from minimum redundancy maximum relevance feature selection. Second, linear discriminant analysis is employed as a linear classifier to boost the optimal separation between prostate and nonprostate tissues, based on the representation residuals from sparse representation. Third, to enhance the robustness of the authors' classification method, multiple local dictionaries are learned for local regions along the prostate boundary (each with small appearance variations), instead of learning one global classifier for the entire prostate. These discriminative dictionaries are located on different patches of the prostate surface and trained to adaptively capture the appearance in different prostate zones, thus achieving better local tissue differentiation. For each local region, multiple classifiers are trained based on the randomly selected samples and finally assembled by a specific fusion method. In addition to this nonparametric appearance model, a prostate shape model is learned from the shape statistics using a novel approach, sparse shape composition, which can model nonGaussian distributions of shape variation and regularize the 3D mesh deformation by constraining it within the observed shape subspace. The proposed method has been evaluated on two datasets consisting of T2-weighted MR prostate images. For the first (internal) dataset, the classification effectiveness of the authors' improved dictionary learning has been validated by comparing it with three other variants of traditional dictionary learning methods. The experimental results show that the authors' method yields a Dice Ratio of 89.1% compared to the manual segmentation, which is more accurate than the three state-of-the-art MR prostate segmentation methods under comparison. For the second dataset, the MICCAI 2012 challenge dataset, the authors' proposed method yields a Dice Ratio of 87.4%, which also achieves better segmentation accuracy than other methods under comparison. A new magnetic resonance image prostate segmentation method is proposed based on the combination of deformable model and dictionary learning methods, which achieves more accurate segmentation performance on prostate T2 MR images.

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.

Evaluating sufficient similarity for drinking-water disinfection by-product (DBP) mixtures with bootstrap hypothesis test procedures.

PubMed

Feder, Paul I; Ma, Zhenxu J; Bull, Richard J; Teuschler, Linda K; Rice, Glenn

2009-01-01

In chemical mixtures risk assessment, the use of dose-response data developed for one mixture to estimate risk posed by a second mixture depends on whether the two mixtures are sufficiently similar. While evaluations of similarity may be made using qualitative judgments, this article uses nonparametric statistical methods based on the "bootstrap" resampling technique to address the question of similarity among mixtures of chemical disinfectant by-products (DBP) in drinking water. The bootstrap resampling technique is a general-purpose, computer-intensive approach to statistical inference that substitutes empirical sampling for theoretically based parametric mathematical modeling. Nonparametric, bootstrap-based inference involves fewer assumptions than parametric normal theory based inference. The bootstrap procedure is appropriate, at least in an asymptotic sense, whether or not the parametric, distributional assumptions hold, even approximately. The statistical analysis procedures in this article are initially illustrated with data from 5 water treatment plants (Schenck et al., 2009), and then extended using data developed from a study of 35 drinking-water utilities (U.S. EPA/AMWA, 1989), which permits inclusion of a greater number of water constituents and increased structure in the statistical models.

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.

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

PubMed

Lu, Tao

2016-01-01

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

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.

Model-free quantification of dynamic PET data using nonparametric deconvolution

PubMed Central

Zanderigo, Francesca; Parsey, Ramin V; Todd Ogden, R

2015-01-01

Dynamic positron emission tomography (PET) data are usually quantified using compartment models (CMs) or derived graphical approaches. Often, however, CMs either do not properly describe the tracer kinetics, or are not identifiable, leading to nonphysiologic estimates of the tracer binding. The PET data are modeled as the convolution of the metabolite-corrected input function and the tracer impulse response function (IRF) in the tissue. Using nonparametric deconvolution methods, it is possible to obtain model-free estimates of the IRF, from which functionals related to tracer volume of distribution and binding may be computed, but this approach has rarely been applied in PET. Here, we apply nonparametric deconvolution using singular value decomposition to simulated and test–retest clinical PET data with four reversible tracers well characterized by CMs ([11C]CUMI-101, [11C]DASB, [11C]PE2I, and [11C]WAY-100635), and systematically compare reproducibility, reliability, and identifiability of various IRF-derived functionals with that of traditional CMs outcomes. Results show that nonparametric deconvolution, completely free of any model assumptions, allows for estimates of tracer volume of distribution and binding that are very close to the estimates obtained with CMs and, in some cases, show better test–retest performance than CMs outcomes. PMID:25873427

Thirty Years of Nonparametric Item Response Theory.

ERIC Educational Resources Information Center

Molenaar, Ivo W.

2001-01-01

Discusses relationships between a mathematical measurement model and its real-world applications. Makes a distinction between large-scale data matrices commonly found in educational measurement and smaller matrices found in attitude and personality measurement. Also evaluates nonparametric methods for estimating item response functions and…

kruX: matrix-based non-parametric eQTL discovery.

PubMed

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

2014-01-14

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

Network structure exploration in networks with node attributes

NASA Astrophysics Data System (ADS)

Chen, Yi; Wang, Xiaolong; Bu, Junzhao; Tang, Buzhou; Xiang, Xin

2016-05-01

Complex networks provide a powerful way to represent complex systems and have been widely studied during the past several years. One of the most important tasks of network analysis is to detect structures (also called structural regularities) embedded in networks by determining group number and group partition. Most of network structure exploration models only consider network links. However, in real world networks, nodes may have attributes that are useful for network structure exploration. In this paper, we propose a novel Bayesian nonparametric (BNP) model to explore structural regularities in networks with node attributes, called Bayesian nonparametric attribute (BNPA) model. This model does not only take full advantage of both links between nodes and node attributes for group partition via shared hidden variables, but also determine group number automatically via the Bayesian nonparametric theory. Experiments conducted on a number of real and synthetic networks show that our BNPA model is able to automatically explore structural regularities in networks with node attributes and is competitive with other state-of-the-art models.

Classification of longitudinal data through a semiparametric mixed-effects model based on lasso-type estimators.

PubMed

Arribas-Gil, Ana; De la Cruz, Rolando; Lebarbier, Emilie; Meza, Cristian

2015-06-01

We propose a classification method for longitudinal data. The Bayes classifier is classically used to determine a classification rule where the underlying density in each class needs to be well modeled and estimated. This work is motivated by a real dataset of hormone levels measured at the early stages of pregnancy that can be used to predict normal versus abnormal pregnancy outcomes. The proposed model, which is a semiparametric linear mixed-effects model (SLMM), is a particular case of the semiparametric nonlinear mixed-effects class of models (SNMM) in which finite dimensional (fixed effects and variance components) and infinite dimensional (an unknown function) parameters have to be estimated. In SNMM's maximum likelihood estimation is performed iteratively alternating parametric and nonparametric procedures. However, if one can make the assumption that the random effects and the unknown function interact in a linear way, more efficient estimation methods can be used. Our contribution is the proposal of a unified estimation procedure based on a penalized EM-type algorithm. The Expectation and Maximization steps are explicit. In this latter step, the unknown function is estimated in a nonparametric fashion using a lasso-type procedure. A simulation study and an application on real data are performed. © 2015, The International Biometric Society.

Goodness-Of-Fit Test for Nonparametric Regression Models: Smoothing Spline ANOVA Models as Example.

PubMed

Teran Hidalgo, Sebastian J; Wu, Michael C; Engel, Stephanie M; Kosorok, Michael R

2018-06-01

Nonparametric regression models do not require the specification of the functional form between the outcome and the covariates. Despite their popularity, the amount of diagnostic statistics, in comparison to their parametric counter-parts, is small. We propose a goodness-of-fit test for nonparametric regression models with linear smoother form. In particular, we apply this testing framework to smoothing spline ANOVA models. The test can consider two sources of lack-of-fit: whether covariates that are not currently in the model need to be included, and whether the current model fits the data well. The proposed method derives estimated residuals from the model. Then, statistical dependence is assessed between the estimated residuals and the covariates using the HSIC. If dependence exists, the model does not capture all the variability in the outcome associated with the covariates, otherwise the model fits the data well. The bootstrap is used to obtain p-values. Application of the method is demonstrated with a neonatal mental development data analysis. We demonstrate correct type I error as well as power performance through simulations.

Spatio-Temporal Regression Based Clustering of Precipitation Extremes in a Presence of Systematically Missing Covariates

NASA Astrophysics Data System (ADS)

Kaiser, Olga; Martius, Olivia; Horenko, Illia

2017-04-01

Regression based Generalized Pareto Distribution (GPD) models are often used to describe the dynamics of hydrological threshold excesses relying on the explicit availability of all of the relevant covariates. But, in real application the complete set of relevant covariates might be not available. In this context, it was shown that under weak assumptions the influence coming from systematically missing covariates can be reflected by a nonstationary and nonhomogenous dynamics. We present a data-driven, semiparametric and an adaptive approach for spatio-temporal regression based clustering of threshold excesses in a presence of systematically missing covariates. The nonstationary and nonhomogenous behavior of threshold excesses is describes by a set of local stationary GPD models, where the parameters are expressed as regression models, and a non-parametric spatio-temporal hidden switching process. Exploiting nonparametric Finite Element time-series analysis Methodology (FEM) with Bounded Variation of the model parameters (BV) for resolving the spatio-temporal switching process, the approach goes beyond strong a priori assumptions made is standard latent class models like Mixture Models and Hidden Markov Models. Additionally, the presented FEM-BV-GPD provides a pragmatic description of the corresponding spatial dependence structure by grouping together all locations that exhibit similar behavior of the switching process. The performance of the framework is demonstrated on daily accumulated precipitation series over 17 different locations in Switzerland from 1981 till 2013 - showing that the introduced approach allows for a better description of the historical data.

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.

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.

On sample size of the kruskal-wallis test with application to a mouse peritoneal cavity study.

PubMed

Fan, Chunpeng; Zhang, Donghui; Zhang, Cun-Hui

2011-03-01

As the nonparametric generalization of the one-way analysis of variance model, the Kruskal-Wallis test applies when the goal is to test the difference between multiple samples and the underlying population distributions are nonnormal or unknown. Although the Kruskal-Wallis test has been widely used for data analysis, power and sample size methods for this test have been investigated to a much lesser extent. This article proposes new power and sample size calculation methods for the Kruskal-Wallis test based on the pilot study in either a completely nonparametric model or a semiparametric location model. No assumption is made on the shape of the underlying population distributions. Simulation results show that, in terms of sample size calculation for the Kruskal-Wallis test, the proposed methods are more reliable and preferable to some more traditional methods. A mouse peritoneal cavity study is used to demonstrate the application of the methods. © 2010, The International Biometric 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.

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

NASA Astrophysics Data System (ADS)

Kenderi, Gábor; Fidlin, Alexander

2014-12-01

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

A menu-driven software package of Bayesian nonparametric (and parametric) mixed models for regression analysis and density estimation.

PubMed

Karabatsos, George

2017-02-01

Most of applied statistics involves regression analysis of data. In practice, it is important to specify a regression model that has minimal assumptions which are not violated by data, to ensure that statistical inferences from the model are informative and not misleading. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models, constructed from MATLAB Compiler. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and can handle multi-level (grouped) data. All 83 Bayesian models can handle the analysis of weighted observations (e.g., for meta-analysis), and the analysis of left-censored, right-censored, and/or interval-censored data. Each BNP infinite-mixture model has a mixture distribution assigned one of various BNP prior distributions, including priors defined by either the Dirichlet process, Pitman-Yor process (including the normalized stable process), beta (two-parameter) process, normalized inverse-Gaussian process, geometric weights prior, dependent Dirichlet process, or the dependent infinite-probits prior. The software user can mouse-click to select a Bayesian model and perform data analysis via Markov chain Monte Carlo (MCMC) sampling. After the sampling completes, the software automatically opens text output that reports MCMC-based estimates of the model's posterior distribution and model predictive fit to the data. Additional text and/or graphical output can be generated by mouse-clicking other menu options. This includes output of MCMC convergence analyses, and estimates of the model's posterior predictive distribution, for selected functionals and values of covariates. The software is illustrated through the BNP regression analysis of real data.

An Instructional Module on Mokken Scale Analysis

ERIC Educational Resources Information Center

Wind, Stefanie A.

2017-01-01

Mokken scale analysis (MSA) is a probabilistic-nonparametric approach to item response theory (IRT) that can be used to evaluate fundamental measurement properties with less strict assumptions than parametric IRT models. This instructional module provides an introduction to MSA as a probabilistic-nonparametric framework in which to explore…

A Hybrid Index for Characterizing Drought Based on a Nonparametric Kernel Estimator

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

Huang, Shengzhi; Huang, Qiang; Leng, Guoyong

This study develops a nonparametric multivariate drought index, namely, the Nonparametric Multivariate Standardized Drought Index (NMSDI), by considering the variations of both precipitation and streamflow. Building upon previous efforts in constructing Nonparametric Multivariate Drought Index, we use the nonparametric kernel estimator to derive the joint distribution of precipitation and streamflow, thus providing additional insights in drought index development. The proposed NMSDI are applied in the Wei River Basin (WRB), based on which the drought evolution characteristics are investigated. Results indicate: (1) generally, NMSDI captures the drought onset similar to Standardized Precipitation Index (SPI) and drought termination and persistence similar tomore » Standardized Streamflow Index (SSFI). The drought events identified by NMSDI match well with historical drought records in the WRB. The performances are also consistent with that by an existing Multivariate Standardized Drought Index (MSDI) at various timescales, confirming the validity of the newly constructed NMSDI in drought detections (2) An increasing risk of drought has been detected for the past decades, and will be persistent to a certain extent in future in most areas of the WRB; (3) the identified change points of annual NMSDI are mainly concentrated in the early 1970s and middle 1990s, coincident with extensive water use and soil reservation practices. This study highlights the nonparametric multivariable drought index, which can be used for drought detections and predictions efficiently and comprehensively.« less

An Item Response Theory Model for Test Bias.

ERIC Educational Resources Information Center

Shealy, Robin; Stout, William

This paper presents a conceptualization of test bias for standardized ability tests which is based on multidimensional, non-parametric, item response theory. An explanation of how individually-biased items can combine through a test score to produce test bias is provided. It is contended that bias, although expressed at the item level, should be…

Multilevel Latent Class Analysis: Parametric and Nonparametric Models

ERIC Educational Resources Information Center

Finch, W. Holmes; French, Brian F.

2014-01-01

Latent class analysis is an analytic technique often used in educational and psychological research to identify meaningful groups of individuals within a larger heterogeneous population based on a set of variables. This technique is flexible, encompassing not only a static set of variables but also longitudinal data in the form of growth mixture…

Conditional Covariance-Based Subtest Selection for DIMTEST

ERIC Educational Resources Information Center

Froelich, Amy G.; Habing, Brian

2008-01-01

DIMTEST is a nonparametric hypothesis-testing procedure designed to test the assumptions of a unidimensional and locally independent item response theory model. Several previous Monte Carlo studies have found that using linear factor analysis to select the assessment subtest for DIMTEST results in a moderate to severe loss of power when the exam…

Multi-object segmentation using coupled nonparametric shape and relative pose priors

NASA Astrophysics Data System (ADS)

Uzunbas, Mustafa Gökhan; Soldea, Octavian; Çetin, Müjdat; Ünal, Gözde; Erçil, Aytül; Unay, Devrim; Ekin, Ahmet; Firat, Zeynep

2009-02-01

We present a new method for multi-object segmentation in a maximum a posteriori estimation framework. Our method is motivated by the observation that neighboring or coupling objects in images generate configurations and co-dependencies which could potentially aid in segmentation if properly exploited. Our approach employs coupled shape and inter-shape pose priors that are computed using training images in a nonparametric multi-variate kernel density estimation framework. The coupled shape prior is obtained by estimating the joint shape distribution of multiple objects and the inter-shape pose priors are modeled via standard moments. Based on such statistical models, we formulate an optimization problem for segmentation, which we solve by an algorithm based on active contours. Our technique provides significant improvements in the segmentation of weakly contrasted objects in a number of applications. In particular for medical image analysis, we use our method to extract brain Basal Ganglia structures, which are members of a complex multi-object system posing a challenging segmentation problem. We also apply our technique to the problem of handwritten character segmentation. Finally, we use our method to segment cars in urban scenes.

Bayesian Nonparametric Inference – Why and How

PubMed Central

Müller, Peter; Mitra, Riten

2013-01-01

We review inference under models with nonparametric Bayesian (BNP) priors. The discussion follows a set of examples for some common inference problems. The examples are chosen to highlight problems that are challenging for standard parametric inference. We discuss inference for density estimation, clustering, regression and for mixed effects models with random effects distributions. While we focus on arguing for the need for the flexibility of BNP models, we also review some of the more commonly used BNP models, thus hopefully answering a bit of both questions, why and how to use BNP. PMID:24368932

A simulation study of nonparametric total deviation index as a measure of agreement based on quantile regression.

PubMed

Lin, Lawrence; Pan, Yi; Hedayat, A S; Barnhart, Huiman X; Haber, Michael

2016-01-01

Total deviation index (TDI) captures a prespecified quantile of the absolute deviation of paired observations from raters, observers, methods, assays, instruments, etc. We compare the performance of TDI using nonparametric quantile regression to the TDI assuming normality (Lin, 2000). This simulation study considers three distributions: normal, Poisson, and uniform at quantile levels of 0.8 and 0.9 for cases with and without contamination. Study endpoints include the bias of TDI estimates (compared with their respective theoretical values), standard error of TDI estimates (compared with their true simulated standard errors), and test size (compared with 0.05), and power. Nonparametric TDI using quantile regression, although it slightly underestimates and delivers slightly less power for data without contamination, works satisfactorily under all simulated cases even for moderate (say, ≥40) sample sizes. The performance of the TDI based on a quantile of 0.8 is in general superior to that of 0.9. The performances of nonparametric and parametric TDI methods are compared with a real data example. Nonparametric TDI can be very useful when the underlying distribution on the difference is not normal, especially when it has a heavy tail.

VARIABLE SELECTION IN NONPARAMETRIC ADDITIVE MODELS

PubMed Central

Huang, Jian; Horowitz, Joel L.; Wei, Fengrong

2010-01-01

We consider a nonparametric additive model of a conditional mean function in which the number of variables and additive components may be larger than the sample size but the number of nonzero additive components is “small” relative to the sample size. The statistical problem is to determine which additive components are nonzero. The additive components are approximated by truncated series expansions with B-spline bases. With this approximation, the problem of component selection becomes that of selecting the groups of coefficients in the expansion. We apply the adaptive group Lasso to select nonzero components, using the group Lasso to obtain an initial estimator and reduce the dimension of the problem. We give conditions under which the group Lasso selects a model whose number of components is comparable with the underlying model, and the adaptive group Lasso selects the nonzero components correctly with probability approaching one as the sample size increases and achieves the optimal rate of convergence. The results of Monte Carlo experiments show that the adaptive group Lasso procedure works well with samples of moderate size. A data example is used to illustrate the application of the proposed method. PMID:21127739

Deformable segmentation of 3D MR prostate images via distributed discriminative dictionary and ensemble learning

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

Guo, Yanrong; Shao, Yeqin; Gao, Yaozong

Purpose: Automatic prostate segmentation from MR images is an important task in various clinical applications such as prostate cancer staging and MR-guided radiotherapy planning. However, the large appearance and shape variations of the prostate in MR images make the segmentation problem difficult to solve. Traditional Active Shape/Appearance Model (ASM/AAM) has limited accuracy on this problem, since its basic assumption, i.e., both shape and appearance of the targeted organ follow Gaussian distributions, is invalid in prostate MR images. To this end, the authors propose a sparse dictionary learning method to model the image appearance in a nonparametric fashion and further integratemore » the appearance model into a deformable segmentation framework for prostate MR segmentation. Methods: To drive the deformable model for prostate segmentation, the authors propose nonparametric appearance and shape models. The nonparametric appearance model is based on a novel dictionary learning method, namely distributed discriminative dictionary (DDD) learning, which is able to capture fine distinctions in image appearance. To increase the differential power of traditional dictionary-based classification methods, the authors' DDD learning approach takes three strategies. First, two dictionaries for prostate and nonprostate tissues are built, respectively, using the discriminative features obtained from minimum redundancy maximum relevance feature selection. Second, linear discriminant analysis is employed as a linear classifier to boost the optimal separation between prostate and nonprostate tissues, based on the representation residuals from sparse representation. Third, to enhance the robustness of the authors' classification method, multiple local dictionaries are learned for local regions along the prostate boundary (each with small appearance variations), instead of learning one global classifier for the entire prostate. These discriminative dictionaries are located on different patches of the prostate surface and trained to adaptively capture the appearance in different prostate zones, thus achieving better local tissue differentiation. For each local region, multiple classifiers are trained based on the randomly selected samples and finally assembled by a specific fusion method. In addition to this nonparametric appearance model, a prostate shape model is learned from the shape statistics using a novel approach, sparse shape composition, which can model nonGaussian distributions of shape variation and regularize the 3D mesh deformation by constraining it within the observed shape subspace. Results: The proposed method has been evaluated on two datasets consisting of T2-weighted MR prostate images. For the first (internal) dataset, the classification effectiveness of the authors' improved dictionary learning has been validated by comparing it with three other variants of traditional dictionary learning methods. The experimental results show that the authors' method yields a Dice Ratio of 89.1% compared to the manual segmentation, which is more accurate than the three state-of-the-art MR prostate segmentation methods under comparison. For the second dataset, the MICCAI 2012 challenge dataset, the authors' proposed method yields a Dice Ratio of 87.4%, which also achieves better segmentation accuracy than other methods under comparison. Conclusions: A new magnetic resonance image prostate segmentation method is proposed based on the combination of deformable model and dictionary learning methods, which achieves more accurate segmentation performance on prostate T2 MR images.« less

Conditional Covariance-Based Nonparametric Multidimensionality Assessment.

ERIC Educational Resources Information Center

Stout, William; And Others

1996-01-01

Three nonparametric procedures that use estimates of covariances of item-pair responses conditioned on examinee trait level for assessing dimensionality of a test are described. The HCA/CCPROX, DIMTEST, and DETECT are applied to a dimensionality study of the Law School Admission Test. (SLD)

A hybrid pareto mixture for conditional asymmetric fat-tailed distributions.

PubMed

Carreau, Julie; Bengio, Yoshua

2009-07-01

In many cases, we observe some variables X that contain predictive information over a scalar variable of interest Y , with (X,Y) pairs observed in a training set. We can take advantage of this information to estimate the conditional density p(Y|X = x). In this paper, we propose a conditional mixture model with hybrid Pareto components to estimate p(Y|X = x). The hybrid Pareto is a Gaussian whose upper tail has been replaced by a generalized Pareto tail. A third parameter, in addition to the location and spread parameters of the Gaussian, controls the heaviness of the upper tail. Using the hybrid Pareto in a mixture model results in a nonparametric estimator that can adapt to multimodality, asymmetry, and heavy tails. A conditional density estimator is built by modeling the parameters of the mixture estimator as functions of X. We use a neural network to implement these functions. Such conditional density estimators have important applications in many domains such as finance and insurance. We show experimentally that this novel approach better models the conditional density in terms of likelihood, compared to competing algorithms: conditional mixture models with other types of components and a classical kernel-based nonparametric model.

Bootstrap-based procedures for inference in nonparametric receiver-operating characteristic curve regression analysis.

PubMed

Rodríguez-Álvarez, María Xosé; Roca-Pardiñas, Javier; Cadarso-Suárez, Carmen; Tahoces, Pablo G

2018-03-01

Prior to using a diagnostic test in a routine clinical setting, the rigorous evaluation of its diagnostic accuracy is essential. The receiver-operating characteristic curve is the measure of accuracy most widely used for continuous diagnostic tests. However, the possible impact of extra information about the patient (or even the environment) on diagnostic accuracy also needs to be assessed. In this paper, we focus on an estimator for the covariate-specific receiver-operating characteristic curve based on direct regression modelling and nonparametric smoothing techniques. This approach defines the class of generalised additive models for the receiver-operating characteristic curve. The main aim of the paper is to offer new inferential procedures for testing the effect of covariates on the conditional receiver-operating characteristic curve within the above-mentioned class. Specifically, two different bootstrap-based tests are suggested to check (a) the possible effect of continuous covariates on the receiver-operating characteristic curve and (b) the presence of factor-by-curve interaction terms. The validity of the proposed bootstrap-based procedures is supported by simulations. To facilitate the application of these new procedures in practice, an R-package, known as npROCRegression, is provided and briefly described. Finally, data derived from a computer-aided diagnostic system for the automatic detection of tumour masses in breast cancer is analysed.

A Nonparametric K-Sample Test for Equality of Slopes.

ERIC Educational Resources Information Center

Penfield, Douglas A.; Koffler, Stephen L.

1986-01-01

The development of a nonparametric K-sample test for equality of slopes using Puri's generalized L statistic is presented. The test is recommended when the assumptions underlying the parametric model are violated. This procedure replaces original data with either ranks (for data with heavy tails) or normal scores (for data with light tails).…

Separating the Air Quality Impact of a Major Highway and Nearby Sources by Nonparametric Trajectory Analysis

EPA Science Inventory

Nonparametric Trajectory Analysis (NTA), a receptor-oriented model, was used to assess the impact of local sources of air pollution at monitoring sites located adjacent to highway I-15 in Las Vegas, NV. Measurements of black carbon, carbon monoxide, nitrogen oxides, and sulfur di...

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.

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 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.

kruX: matrix-based non-parametric eQTL discovery

PubMed Central

2014-01-01

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

A Simple Effect Size Estimator for Single Case Designs Using WinBUGS

ERIC Educational Resources Information Center

Rindskopf, David; Shadish, William; Hedges, Larry

2012-01-01

Data from single case designs (SCDs) have traditionally been analyzed by visual inspection rather than statistical models. As a consequence, effect sizes have been of little interest. Lately, some effect-size estimators have been proposed, but most are either (i) nonparametric, and/or (ii) based on an analogy incompatible with effect sizes from…

Experiment design for nonparametric models based on minimizing Bayes Risk: application to voriconazole¹.

PubMed

Bayard, David S; Neely, Michael

2017-04-01

An experimental design approach is presented for individualized therapy in the special case where the prior information is specified by a nonparametric (NP) population model. Here, a NP model refers to a discrete probability model characterized by a finite set of support points and their associated weights. An important question arises as to how to best design experiments for this type of model. Many experimental design methods are based on Fisher information or other approaches originally developed for parametric models. While such approaches have been used with some success across various applications, it is interesting to note that they largely fail to address the fundamentally discrete nature of the NP model. Specifically, the problem of identifying an individual from a NP prior is more naturally treated as a problem of classification, i.e., to find a support point that best matches the patient's behavior. This paper studies the discrete nature of the NP experiment design problem from a classification point of view. Several new insights are provided including the use of Bayes Risk as an information measure, and new alternative methods for experiment design. One particular method, denoted as MMopt (multiple-model optimal), will be examined in detail and shown to require minimal computation while having distinct advantages compared to existing approaches. Several simulated examples, including a case study involving oral voriconazole in children, are given to demonstrate the usefulness of MMopt in pharmacokinetics applications.

Doubly Nonparametric Sparse Nonnegative Matrix Factorization Based on Dependent Indian Buffet Processes.

PubMed

Xuan, Junyu; Lu, Jie; Zhang, Guangquan; Xu, Richard Yi Da; Luo, Xiangfeng

2018-05-01

Sparse nonnegative matrix factorization (SNMF) aims to factorize a data matrix into two optimized nonnegative sparse factor matrices, which could benefit many tasks, such as document-word co-clustering. However, the traditional SNMF typically assumes the number of latent factors (i.e., dimensionality of the factor matrices) to be fixed. This assumption makes it inflexible in practice. In this paper, we propose a doubly sparse nonparametric NMF framework to mitigate this issue by using dependent Indian buffet processes (dIBP). We apply a correlation function for the generation of two stick weights associated with each column pair of factor matrices while still maintaining their respective marginal distribution specified by IBP. As a consequence, the generation of two factor matrices will be columnwise correlated. Under this framework, two classes of correlation function are proposed: 1) using bivariate Beta distribution and 2) using Copula function. Compared with the single IBP-based NMF, this paper jointly makes two factor matrices nonparametric and sparse, which could be applied to broader scenarios, such as co-clustering. This paper is seen to be much more flexible than Gaussian process-based and hierarchial Beta process-based dIBPs in terms of allowing the two corresponding binary matrix columns to have greater variations in their nonzero entries. Our experiments on synthetic data show the merits of this paper compared with the state-of-the-art models in respect of factorization efficiency, sparsity, and flexibility. Experiments on real-world data sets demonstrate the efficiency of this paper in document-word co-clustering tasks.

Tree-Structured Infinite Sparse Factor Model

PubMed Central

Zhang, XianXing; Dunson, David B.; Carin, Lawrence

2013-01-01

A tree-structured multiplicative gamma process (TMGP) is developed, for inferring the depth of a tree-based factor-analysis model. This new model is coupled with the nested Chinese restaurant process, to nonparametrically infer the depth and width (structure) of the tree. In addition to developing the model, theoretical properties of the TMGP are addressed, and a novel MCMC sampler is developed. The structure of the inferred tree is used to learn relationships between high-dimensional data, and the model is also applied to compressive sensing and interpolation of incomplete images. PMID:25279389

Scalable Learning for Geostatistics and Speaker Recognition

DTIC Science & Technology

2011-01-01

of prior knowledge of the model or due to improved robustness requirements). Both these methods have their own advantages and disadvantages. The use...application. If the data is well-correlated and low-dimensional, any prior knowledge available on the data can be used to build a parametric model. In the...absence of prior knowledge , non-parametric methods can be used. If the data is high-dimensional, PCA based dimensionality reduction is often the first

Robust multivariate nonparametric tests for detection of two-sample location shift in clinical trials

PubMed Central

Jiang, Xuejun; Guo, Xu; Zhang, Ning; Wang, Bo

2018-01-01

This article presents and investigates performance of a series of robust multivariate nonparametric tests for detection of location shift between two multivariate samples in randomized controlled trials. The tests are built upon robust estimators of distribution locations (medians, Hodges-Lehmann estimators, and an extended U statistic) with both unscaled and scaled versions. The nonparametric tests are robust to outliers and do not assume that the two samples are drawn from multivariate normal distributions. Bootstrap and permutation approaches are introduced for determining the p-values of the proposed test statistics. Simulation studies are conducted and numerical results are reported to examine performance of the proposed statistical tests. The numerical results demonstrate that the robust multivariate nonparametric tests constructed from the Hodges-Lehmann estimators are more efficient than those based on medians and the extended U statistic. The permutation approach can provide a more stringent control of Type I error and is generally more powerful than the bootstrap procedure. The proposed robust nonparametric tests are applied to detect multivariate distributional difference between the intervention and control groups in the Thai Healthy Choices study and examine the intervention effect of a four-session motivational interviewing-based intervention developed in the study to reduce risk behaviors among youth living with HIV. PMID:29672555

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.

A Comparative Study of Test Data Dimensionality Assessment Procedures Under Nonparametric IRT Models

ERIC Educational Resources Information Center

van Abswoude, Alexandra A. H.; van der Ark, L. Andries; Sijtsma, Klaas

2004-01-01

In this article, an overview of nonparametric item response theory methods for determining the dimensionality of item response data is provided. Four methods were considered: MSP, DETECT, HCA/CCPROX, and DIMTEST. First, the methods were compared theoretically. Second, a simulation study was done to compare the effectiveness of MSP, DETECT, and…

A nonparametric test for Markovianity in the illness-death model.

PubMed

Rodríguez-Girondo, Mar; de Uña-Álvarez, Jacobo

2012-12-30

Multistate models are useful tools for modeling disease progression when survival is the main outcome, but several intermediate events of interest are observed during the follow-up time. The illness-death model is a special multistate model with important applications in the biomedical literature. It provides a suitable representation of the individual's history when a unique intermediate event can be experienced before the main event of interest. Nonparametric estimation of transition probabilities in this and other multistate models is usually performed through the Aalen-Johansen estimator under a Markov assumption. The Markov assumption claims that given the present state, the future evolution of the illness is independent of the states previously visited and the transition times among them. However, this assumption fails in some applications, leading to inconsistent estimates. In this paper, we provide a new approach for testing Markovianity in the illness-death model. The new method is based on measuring the future-past association along time. This results in a detailed inspection of the process, which often reveals a non-Markovian behavior with different trends in the association measure. A test of significance for zero future-past association at each time point is introduced, and a significance trace is proposed accordingly. Besides, we propose a global test for Markovianity based on a supremum-type test statistic. The finite sample performance of the test is investigated through simulations. We illustrate the new method through the analysis of two biomedical data analysis. Copyright © 2012 John Wiley & Sons, Ltd.

Hidden Markov models and neural networks for fault detection in dynamic systems

NASA Technical Reports Server (NTRS)

Smyth, Padhraic

1994-01-01

Neural networks plus hidden Markov models (HMM) can provide excellent detection and false alarm rate performance in fault detection applications, as shown in this viewgraph presentation. Modified models allow for novelty detection. Key contributions of neural network models are: (1) excellent nonparametric discrimination capability; (2) a good estimator of posterior state probabilities, even in high dimensions, and thus can be embedded within overall probabilistic model (HMM); and (3) simple to implement compared to other nonparametric models. Neural network/HMM monitoring model is currently being integrated with the new Deep Space Network (DSN) antenna controller software and will be on-line monitoring a new DSN 34-m antenna (DSS-24) by July, 1994.

Measuring Youth Development: A Nonparametric Cross-Country "Youth Welfare Index"

ERIC Educational Resources Information Center

Chaaban, Jad M.

2009-01-01

This paper develops an empirical methodology for the construction of a synthetic multi-dimensional cross-country comparison of the performance of governments around the world in improving the livelihood of their younger population. The devised "Youth Welfare Index" is based on the nonparametric Data Envelopment Analysis (DEA) methodology and…

Design of adaptive control systems by means of self-adjusting transversal filters

NASA Technical Reports Server (NTRS)

Merhav, S. J.

1986-01-01

The design of closed-loop adaptive control systems based on nonparametric identification was addressed. Implementation is by self-adjusting Least Mean Square (LMS) transversal filters. The design concept is Model Reference Adaptive Control (MRAC). Major issues are to preserve the linearity of the error equations of each LMS filter, and to prevent estimation bias that is due to process or measurement noise, thus providing necessary conditions for the convergence and stability of the control system. The controlled element is assumed to be asymptotically stable and minimum phase. Because of the nonparametric Finite Impulse Response (FIR) estimates provided by the LMS filters, a-priori information on the plant model is needed only in broad terms. Following a survey of control system configurations and filter design considerations, system implementation is shown here in Single Input Single Output (SISO) format which is readily extendable to multivariable forms. In extensive computer simulation studies the controlled element is represented by a second-order system with widely varying damping, natural frequency, and relative degree.

A robust nonparametric framework for reconstruction of stochastic differential equation models

NASA Astrophysics Data System (ADS)

Rajabzadeh, Yalda; Rezaie, Amir Hossein; Amindavar, Hamidreza

2016-05-01

In this paper, we employ a nonparametric framework to robustly estimate the functional forms of drift and diffusion terms from discrete stationary time series. The proposed method significantly improves the accuracy of the parameter estimation. In this framework, drift and diffusion coefficients are modeled through orthogonal Legendre polynomials. We employ the least squares regression approach along with the Euler-Maruyama approximation method to learn coefficients of stochastic model. Next, a numerical discrete construction of mean squared prediction error (MSPE) is established to calculate the order of Legendre polynomials in drift and diffusion terms. We show numerically that the new method is robust against the variation in sample size and sampling rate. The performance of our method in comparison with the kernel-based regression (KBR) method is demonstrated through simulation and real data. In case of real dataset, we test our method for discriminating healthy electroencephalogram (EEG) signals from epilepsy ones. We also demonstrate the efficiency of the method through prediction in the financial data. In both simulation and real data, our algorithm outperforms the KBR method.

The Breslow estimator of the nonparametric baseline survivor function in Cox's regression model: some heuristics.

PubMed

Hanley, James A

2008-01-01

Most survival analysis textbooks explain how the hazard ratio parameters in Cox's life table regression model are estimated. Fewer explain how the components of the nonparametric baseline survivor function are derived. Those that do often relegate the explanation to an "advanced" section and merely present the components as algebraic or iterative solutions to estimating equations. None comment on the structure of these estimators. This note brings out a heuristic representation that may help to de-mystify the structure.

Estimation of Subpixel Snow-Covered Area by Nonparametric Regression Splines

NASA Astrophysics Data System (ADS)

Kuter, S.; Akyürek, Z.; Weber, G.-W.

2016-10-01

Measurement of the areal extent of snow cover with high accuracy plays an important role in hydrological and climate modeling. Remotely-sensed data acquired by earth-observing satellites offer great advantages for timely monitoring of snow cover. However, the main obstacle is the tradeoff between temporal and spatial resolution of satellite imageries. Soft or subpixel classification of low or moderate resolution satellite images is a preferred technique to overcome this problem. The most frequently employed snow cover fraction methods applied on Moderate Resolution Imaging Spectroradiometer (MODIS) data have evolved from spectral unmixing and empirical Normalized Difference Snow Index (NDSI) methods to latest machine learning-based artificial neural networks (ANNs). This study demonstrates the implementation of subpixel snow-covered area estimation based on the state-of-the-art nonparametric spline regression method, namely, Multivariate Adaptive Regression Splines (MARS). MARS models were trained by using MODIS top of atmospheric reflectance values of bands 1-7 as predictor variables. Reference percentage snow cover maps were generated from higher spatial resolution Landsat ETM+ binary snow cover maps. A multilayer feed-forward ANN with one hidden layer trained with backpropagation was also employed to estimate the percentage snow-covered area on the same data set. The results indicated that the developed MARS model performed better than th

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

PubMed

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

2017-08-01

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

Constraining geostatistical models with hydrological data to improve prediction realism

NASA Astrophysics Data System (ADS)

Demyanov, V.; Rojas, T.; Christie, M.; Arnold, D.

2012-04-01

Geostatistical models reproduce spatial correlation based on the available on site data and more general concepts about the modelled patters, e.g. training images. One of the problem of modelling natural systems with geostatistics is in maintaining realism spatial features and so they agree with the physical processes in nature. Tuning the model parameters to the data may lead to geostatistical realisations with unrealistic spatial patterns, which would still honour the data. Such model would result in poor predictions, even though although fit the available data well. Conditioning the model to a wider range of relevant data provide a remedy that avoid producing unrealistic features in spatial models. For instance, there are vast amounts of information about the geometries of river channels that can be used in describing fluvial environment. Relations between the geometrical channel characteristics (width, depth, wave length, amplitude, etc.) are complex and non-parametric and are exhibit a great deal of uncertainty, which is important to propagate rigorously into the predictive model. These relations can be described within a Bayesian approach as multi-dimensional prior probability distributions. We propose a way to constrain multi-point statistics models with intelligent priors obtained from analysing a vast collection of contemporary river patterns based on previously published works. We applied machine learning techniques, namely neural networks and support vector machines, to extract multivariate non-parametric relations between geometrical characteristics of fluvial channels from the available data. An example demonstrates how ensuring geological realism helps to deliver more reliable prediction of a subsurface oil reservoir in a fluvial depositional environment.

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.

Variable Selection for Nonparametric Quantile Regression via Smoothing Spline AN OVA

PubMed Central

Lin, Chen-Yen; Bondell, Howard; Zhang, Hao Helen; Zou, Hui

2014-01-01

Quantile regression provides a more thorough view of the effect of covariates on a response. Nonparametric quantile regression has become a viable alternative to avoid restrictive parametric assumption. The problem of variable selection for quantile regression is challenging, since important variables can influence various quantiles in different ways. We tackle the problem via regularization in the context of smoothing spline ANOVA models. The proposed sparse nonparametric quantile regression (SNQR) can identify important variables and provide flexible estimates for quantiles. Our numerical study suggests the promising performance of the new procedure in variable selection and function estimation. Supplementary materials for this article are available online. PMID:24554792

Nonparametric Online Learning Control for Soft Continuum Robot: An Enabling Technique for Effective Endoscopic Navigation

PubMed Central

Lee, Kit-Hang; Fu, Denny K.C.; Leong, Martin C.W.; Chow, Marco; Fu, Hing-Choi; Althoefer, Kaspar; Sze, Kam Yim; Yeung, Chung-Kwong

2017-01-01

Abstract Bioinspired robotic structures comprising soft actuation units have attracted increasing research interest. Taking advantage of its inherent compliance, soft robots can assure safe interaction with external environments, provided that precise and effective manipulation could be achieved. Endoscopy is a typical application. However, previous model-based control approaches often require simplified geometric assumptions on the soft manipulator, but which could be very inaccurate in the presence of unmodeled external interaction forces. In this study, we propose a generic control framework based on nonparametric and online, as well as local, training to learn the inverse model directly, without prior knowledge of the robot's structural parameters. Detailed experimental evaluation was conducted on a soft robot prototype with control redundancy, performing trajectory tracking in dynamically constrained environments. Advanced element formulation of finite element analysis is employed to initialize the control policy, hence eliminating the need for random exploration in the robot's workspace. The proposed control framework enabled a soft fluid-driven continuum robot to follow a 3D trajectory precisely, even under dynamic external disturbance. Such enhanced control accuracy and adaptability would facilitate effective endoscopic navigation in complex and changing environments. PMID:29251567

Nonparametric Online Learning Control for Soft Continuum Robot: An Enabling Technique for Effective Endoscopic Navigation.

PubMed

Lee, Kit-Hang; Fu, Denny K C; Leong, Martin C W; Chow, Marco; Fu, Hing-Choi; Althoefer, Kaspar; Sze, Kam Yim; Yeung, Chung-Kwong; Kwok, Ka-Wai

2017-12-01

Bioinspired robotic structures comprising soft actuation units have attracted increasing research interest. Taking advantage of its inherent compliance, soft robots can assure safe interaction with external environments, provided that precise and effective manipulation could be achieved. Endoscopy is a typical application. However, previous model-based control approaches often require simplified geometric assumptions on the soft manipulator, but which could be very inaccurate in the presence of unmodeled external interaction forces. In this study, we propose a generic control framework based on nonparametric and online, as well as local, training to learn the inverse model directly, without prior knowledge of the robot's structural parameters. Detailed experimental evaluation was conducted on a soft robot prototype with control redundancy, performing trajectory tracking in dynamically constrained environments. Advanced element formulation of finite element analysis is employed to initialize the control policy, hence eliminating the need for random exploration in the robot's workspace. The proposed control framework enabled a soft fluid-driven continuum robot to follow a 3D trajectory precisely, even under dynamic external disturbance. Such enhanced control accuracy and adaptability would facilitate effective endoscopic navigation in complex and changing environments.

Bayesian nonparametric adaptive control using Gaussian processes.

PubMed

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

2015-03-01

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

Semi-nonparametric VaR forecasts for hedge funds during the recent crisis

NASA Astrophysics Data System (ADS)

Del Brio, Esther B.; Mora-Valencia, Andrés; Perote, Javier

2014-05-01

The need to provide accurate value-at-risk (VaR) forecasting measures has triggered an important literature in econophysics. Although these accurate VaR models and methodologies are particularly demanded for hedge fund managers, there exist few articles specifically devoted to implement new techniques in hedge fund returns VaR forecasting. This article advances in these issues by comparing the performance of risk measures based on parametric distributions (the normal, Student’s t and skewed-t), semi-nonparametric (SNP) methodologies based on Gram-Charlier (GC) series and the extreme value theory (EVT) approach. Our results show that normal-, Student’s t- and Skewed t- based methodologies fail to forecast hedge fund VaR, whilst SNP and EVT approaches accurately success on it. We extend these results to the multivariate framework by providing an explicit formula for the GC copula and its density that encompasses the Gaussian copula and accounts for non-linear dependences. We show that the VaR obtained by the meta GC accurately captures portfolio risk and outperforms regulatory VaR estimates obtained through the meta Gaussian and Student’s t distributions.

Nonparametric Statistics Test Software Package.

DTIC Science & Technology

1983-09-01

statis- tics because of their acceptance in the academic world, the availability of computer support, and flexibility in model builling. Nonparametric...25 I1l,lCELL WRITE(NCF,12 ) IvE (I ,RCCT(I) 122 FORMAT(IlXt 3(H5 9 1) IF( IeLT *NCELL) WRITE (NOF1123 J PARTV(I1J 123 FORMAT( Xll----’,FIo.3J 25 CONT

Nonparametric projections of forest and rangeland condition indicators: A technical document supporting the 2005 USDA Forest Service RPA Assessment Update

Treesearch

John Hof; Curtis Flather; Tony Baltic; Rudy King

2006-01-01

The 2005 Forest and Rangeland Condition Indicator Model is a set of classification trees for forest and rangeland condition indicators at the national scale. This report documents the development of the database and the nonparametric statistical estimation for this analytical structure, with emphasis on three special characteristics of condition indicator production...

Development and Validation of a Brief Version of the Dyadic Adjustment Scale With a Nonparametric Item Analysis Model

ERIC Educational Resources Information Center

Sabourin, Stephane; Valois, Pierre; Lussier, Yvan

2005-01-01

The main purpose of the current research was to develop an abbreviated form of the Dyadic Adjustment Scale (DAS) with nonparametric item response theory. The authors conducted 5 studies, with a total participation of 8,256 married or cohabiting individuals. Results showed that the item characteristic curves behaved in a monotonically increasing…

Monitoring the Level of Students' GPAs over Time

ERIC Educational Resources Information Center

Bakir, Saad T.; McNeal, Bob

2010-01-01

A nonparametric (or distribution-free) statistical quality control chart is used to monitor the cumulative grade point averages (GPAs) of students over time. The chart is designed to detect any statistically significant positive or negative shifts in student GPAs from a desired target level. This nonparametric control chart is based on the…

An Examination of Parametric and Nonparametric Dimensionality Assessment Methods with Exploratory and Confirmatory Mode

ERIC Educational Resources Information Center

Kogar, Hakan

2018-01-01

The aim of the present research study was to compare the findings from the nonparametric MSA, DIMTEST and DETECT and the parametric dimensionality determining methods in various simulation conditions by utilizing exploratory and confirmatory methods. For this purpose, various simulation conditions were established based on number of dimensions,…

Extending the Distributed Lag Model framework to handle chemical mixtures.

PubMed

Bello, Ghalib A; Arora, Manish; Austin, Christine; Horton, Megan K; Wright, Robert O; Gennings, Chris

2017-07-01

Distributed Lag Models (DLMs) are used in environmental health studies to analyze the time-delayed effect of an exposure on an outcome of interest. Given the increasing need for analytical tools for evaluation of the effects of exposure to multi-pollutant mixtures, this study attempts to extend the classical DLM framework to accommodate and evaluate multiple longitudinally observed exposures. We introduce 2 techniques for quantifying the time-varying mixture effect of multiple exposures on an outcome of interest. Lagged WQS, the first technique, is based on Weighted Quantile Sum (WQS) regression, a penalized regression method that estimates mixture effects using a weighted index. We also introduce Tree-based DLMs, a nonparametric alternative for assessment of lagged mixture effects. This technique is based on the Random Forest (RF) algorithm, a nonparametric, tree-based estimation technique that has shown excellent performance in a wide variety of domains. In a simulation study, we tested the feasibility of these techniques and evaluated their performance in comparison to standard methodology. Both methods exhibited relatively robust performance, accurately capturing pre-defined non-linear functional relationships in different simulation settings. Further, we applied these techniques to data on perinatal exposure to environmental metal toxicants, with the goal of evaluating the effects of exposure on neurodevelopment. Our methods identified critical neurodevelopmental windows showing significant sensitivity to metal mixtures. Copyright © 2017 Elsevier Inc. All rights reserved.

Nonparametric Model of Smooth Muscle Force Production During Electrical Stimulation.

PubMed

Cole, Marc; Eikenberry, Steffen; Kato, Takahide; Sandler, Roman A; Yamashiro, Stanley M; Marmarelis, Vasilis Z

2017-03-01

A nonparametric model of smooth muscle tension response to electrical stimulation was estimated using the Laguerre expansion technique of nonlinear system kernel estimation. The experimental data consisted of force responses of smooth muscle to energy-matched alternating single pulse and burst current stimuli. The burst stimuli led to at least a 10-fold increase in peak force in smooth muscle from Mytilus edulis, despite the constant energy constraint. A linear model did not fit the data. However, a second-order model fit the data accurately, so the higher-order models were not required to fit the data. Results showed that smooth muscle force response is not linearly related to the stimulation power.

A Bayesian Nonparametric Approach to Image Super-Resolution.

PubMed

Polatkan, Gungor; Zhou, Mingyuan; Carin, Lawrence; Blei, David; Daubechies, Ingrid

2015-02-01

Super-resolution methods form high-resolution images from low-resolution images. In this paper, we develop a new Bayesian nonparametric model for super-resolution. Our method uses a beta-Bernoulli process to learn a set of recurring visual patterns, called dictionary elements, from the data. Because it is nonparametric, the number of elements found is also determined from the data. We test the results on both benchmark and natural images, comparing with several other models from the research literature. We perform large-scale human evaluation experiments to assess the visual quality of the results. In a first implementation, we use Gibbs sampling to approximate the posterior. However, this algorithm is not feasible for large-scale data. To circumvent this, we then develop an online variational Bayes (VB) algorithm. This algorithm finds high quality dictionaries in a fraction of the time needed by the Gibbs sampler.

Nonparametric instrumental regression with non-convex constraints

NASA Astrophysics Data System (ADS)

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

2013-03-01

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

Nonparametric estimation of groundwater residence time distributions: What can environmental tracer data tell us about groundwater residence time?

NASA Astrophysics Data System (ADS)

McCallum, James L.; Engdahl, Nicholas B.; Ginn, Timothy R.; Cook, Peter. G.

2014-03-01

Residence time distributions (RTDs) have been used extensively for quantifying flow and transport in subsurface hydrology. In geochemical approaches, environmental tracer concentrations are used in conjunction with simple lumped parameter models (LPMs). Conversely, numerical simulation techniques require large amounts of parameterization and estimated RTDs are certainly limited by associated uncertainties. In this study, we apply a nonparametric deconvolution approach to estimate RTDs using environmental tracer concentrations. The model is based only on the assumption that flow is steady enough that the observed concentrations are well approximated by linear superposition of the input concentrations with the RTD; that is, the convolution integral holds. Even with large amounts of environmental tracer concentration data, the entire shape of an RTD remains highly nonunique. However, accurate estimates of mean ages and in some cases prediction of young portions of the RTD may be possible. The most useful type of data was found to be the use of a time series of tritium. This was due to the sharp variations in atmospheric concentrations and a short half-life. Conversely, the use of CFC compounds with smoothly varying atmospheric concentrations was more prone to nonuniqueness. This work highlights the benefits and limitations of using environmental tracer data to estimate whole RTDs with either LPMs or through numerical simulation. However, the ability of the nonparametric approach developed here to correct for mixing biases in mean ages appears promising.

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

The estimation of time-varying risks in asset pricing modelling using B-Spline method

NASA Astrophysics Data System (ADS)

Nurjannah; Solimun; Rinaldo, Adji

2017-12-01

Asset pricing modelling has been extensively studied in the past few decades to explore the risk-return relationship. The asset pricing literature typically assumed a static risk-return relationship. However, several studies found few anomalies in the asset pricing modelling which captured the presence of the risk instability. The dynamic model is proposed to offer a better model. The main problem highlighted in the dynamic model literature is that the set of conditioning information is unobservable and therefore some assumptions have to be made. Hence, the estimation requires additional assumptions about the dynamics of risk. To overcome this problem, the nonparametric estimators can also be used as an alternative for estimating risk. The flexibility of the nonparametric setting avoids the problem of misspecification derived from selecting a functional form. This paper investigates the estimation of time-varying asset pricing model using B-Spline, as one of nonparametric approach. The advantages of spline method is its computational speed and simplicity, as well as the clarity of controlling curvature directly. The three popular asset pricing models will be investigated namely CAPM (Capital Asset Pricing Model), Fama-French 3-factors model and Carhart 4-factors model. The results suggest that the estimated risks are time-varying and not stable overtime which confirms the risk instability anomaly. The results is more pronounced in Carhart’s 4-factors model.

A nonparametric statistical technique for combining global precipitation datasets: development and hydrological evaluation over the Iberian Peninsula

NASA Astrophysics Data System (ADS)

Abul Ehsan Bhuiyan, Md; Nikolopoulos, Efthymios I.; Anagnostou, Emmanouil N.; Quintana-Seguí, Pere; Barella-Ortiz, Anaïs

2018-02-01

This study investigates the use of a nonparametric, tree-based model, quantile regression forests (QRF), for combining multiple global precipitation datasets and characterizing the uncertainty of the combined product. We used the Iberian Peninsula as the study area, with a study period spanning 11 years (2000-2010). Inputs to the QRF model included three satellite precipitation products, CMORPH, PERSIANN, and 3B42 (V7); an atmospheric reanalysis precipitation and air temperature dataset; satellite-derived near-surface daily soil moisture data; and a terrain elevation dataset. We calibrated the QRF model for two seasons and two terrain elevation categories and used it to generate ensemble for these conditions. Evaluation of the combined product was based on a high-resolution, ground-reference precipitation dataset (SAFRAN) available at 5 km 1 h-1 resolution. Furthermore, to evaluate relative improvements and the overall impact of the combined product in hydrological response, we used the generated ensemble to force a distributed hydrological model (the SURFEX land surface model and the RAPID river routing scheme) and compared its streamflow simulation results with the corresponding simulations from the individual global precipitation and reference datasets. We concluded that the proposed technique could generate realizations that successfully encapsulate the reference precipitation and provide significant improvement in streamflow simulations, with reduction in systematic and random error on the order of 20-99 and 44-88 %, respectively, when considering the ensemble mean.

Semiparametric mixed-effects analysis of PK/PD models using differential equations.

PubMed

Wang, Yi; Eskridge, Kent M; Zhang, Shunpu

2008-08-01

Motivated by the use of semiparametric nonlinear mixed-effects modeling on longitudinal data, we develop a new semiparametric modeling approach to address potential structural model misspecification for population pharmacokinetic/pharmacodynamic (PK/PD) analysis. Specifically, we use a set of ordinary differential equations (ODEs) with form dx/dt = A(t)x + B(t) where B(t) is a nonparametric function that is estimated using penalized splines. The inclusion of a nonparametric function in the ODEs makes identification of structural model misspecification feasible by quantifying the model uncertainty and provides flexibility for accommodating possible structural model deficiencies. The resulting model will be implemented in a nonlinear mixed-effects modeling setup for population analysis. We illustrate the method with an application to cefamandole data and evaluate its performance through simulations.

In Vitro Drug Interaction Modeling of Combinations of Azoles with Terbinafine against Clinical Scedosporium prolificans Isolates

PubMed Central

Meletiadis, Joseph; Mouton, Johan W.; Meis, Jacques F. G. M.; Verweij, Paul E.

2003-01-01

The in vitro interaction between terbinafine and the azoles voriconazole, miconazole, and itraconazole against five clinical Scedosporium prolificans isolates after 48 and 72 h of incubation was tested by a microdilution checkerboard (eight-by-twelve) technique. The antifungal effects of the drugs alone and in combination on the fungal biomass as well as on the metabolic activity of fungi were measured using a spectrophotometric method and two colorimetric methods, based on the lowest drug concentrations showed 75 and 50% growth inhibition (MIC-1 and MIC-2, respectively). The nature and the intensity of the interactions were assessed using a nonparametric approach (fractional inhibitory concentration [FIC] index model) and a fully parametric response surface approach (Greco model) of the Loewe additivity (LA) no-interaction theory as well as a nonparametric (Prichard model) and a semiparametric response surface approaches of the Bliss independence (BI) no-interaction theory. Statistically significant synergy was found between each of the three azoles and terbinafine in all cases, although with different intensities. A 27- to 64-fold and 16- to 90-fold reduction of the geometric mean of the azole and terbinafine MICs, respectively, was observed when they were combined, resulting in FIC indices of <1 to 0.02. Using the MIC-1 higher levels of synergy were obtained, , which were more consistent between the two incubation periods than using the MIC-2. The strongest synergy among the azoles was found with miconazole using the BI-based models and with voriconazole using the LA-based models. The synergistic effects both on fungal growth and metabolic activity were more potent after 72 h of incubation. Fully parametric approaches in combination with the modified colorimetric method might prove useful for testing the in vitro interaction of antifungal drugs against filamentous fungi. PMID:12499177

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.

Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model

NASA Astrophysics Data System (ADS)

Song, Yunquan; Lin, Lu; Jian, Ling

2016-07-01

Single-index varying-coefficient model is an important mathematical modeling method to model nonlinear phenomena in science and engineering. In this paper, we develop a variable selection method for high-dimensional single-index varying-coefficient models using a shrinkage idea. The proposed procedure can simultaneously select significant nonparametric components and parametric components. Under defined regularity conditions, with appropriate selection of tuning parameters, the consistency of the variable selection procedure and the oracle property of the estimators are established. Moreover, due to the robustness of the check loss function to outliers in the finite samples, our proposed variable selection method is more robust than the ones based on the least squares criterion. Finally, the method is illustrated with numerical simulations.

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

Comparative Performance Evaluation of Rainfall-runoff Models, Six of Black-box Type and One of Conceptual Type, From The Galway Flow Forecasting System (gffs) Package, Applied On Two Irish Catchments

NASA Astrophysics Data System (ADS)

Goswami, M.; O'Connor, K. M.; Shamseldin, A. Y.

The "Galway Real-Time River Flow Forecasting System" (GFFS) is a software pack- age developed at the Department of Engineering Hydrology, of the National University of Ireland, Galway, Ireland. It is based on a selection of lumped black-box and con- ceptual rainfall-runoff models, all developed in Galway, consisting primarily of both the non-parametric (NP) and parametric (P) forms of two black-box-type rainfall- runoff models, namely, the Simple Linear Model (SLM-NP and SLM-P) and the seasonally-based Linear Perturbation Model (LPM-NP and LPM-P), together with the non-parametric wetness-index-based Linearly Varying Gain Factor Model (LVGFM), the black-box Artificial Neural Network (ANN) Model, and the conceptual Soil Mois- ture Accounting and Routing (SMAR) Model. Comprised of the above suite of mod- els, the system enables the user to calibrate each model individually, initially without updating, and it is capable also of producing combined (i.e. consensus) forecasts us- ing the Simple Average Method (SAM), the Weighted Average Method (WAM), or the Artificial Neural Network Method (NNM). The updating of each model output is achieved using one of four different techniques, namely, simple Auto-Regressive (AR) updating, Linear Transfer Function (LTF) updating, Artificial Neural Network updating (NNU), and updating by the Non-linear Auto-Regressive Exogenous-input method (NARXM). The models exhibit a considerable range of variation in degree of complexity of structure, with corresponding degrees of complication in objective func- tion evaluation. Operating in continuous river-flow simulation and updating modes, these models and techniques have been applied to two Irish catchments, namely, the Fergus and the Brosna. A number of performance evaluation criteria have been used to comparatively assess the model discharge forecast efficiency.

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

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

NASA Astrophysics Data System (ADS)

Dai, Jun; Zhou, Haigang; Zhao, Shaoquan

2017-01-01

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

A comparison of confidence/credible interval methods for the area under the ROC curve for continuous diagnostic tests with small sample size.

PubMed

Feng, Dai; Cortese, Giuliana; Baumgartner, Richard

2017-12-01

The receiver operating characteristic (ROC) curve is frequently used as a measure of accuracy of continuous markers in diagnostic tests. The area under the ROC curve (AUC) is arguably the most widely used summary index for the ROC curve. Although the small sample size scenario is common in medical tests, a comprehensive study of small sample size properties of various methods for the construction of the confidence/credible interval (CI) for the AUC has been by and large missing in the literature. In this paper, we describe and compare 29 non-parametric and parametric methods for the construction of the CI for the AUC when the number of available observations is small. The methods considered include not only those that have been widely adopted, but also those that have been less frequently mentioned or, to our knowledge, never applied to the AUC context. To compare different methods, we carried out a simulation study with data generated from binormal models with equal and unequal variances and from exponential models with various parameters and with equal and unequal small sample sizes. We found that the larger the true AUC value and the smaller the sample size, the larger the discrepancy among the results of different approaches. When the model is correctly specified, the parametric approaches tend to outperform the non-parametric ones. Moreover, in the non-parametric domain, we found that a method based on the Mann-Whitney statistic is in general superior to the others. We further elucidate potential issues and provide possible solutions to along with general guidance on the CI construction for the AUC when the sample size is small. Finally, we illustrate the utility of different methods through real life examples.

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.

Comparison of four approaches to a rock facies classification problem

USGS Publications Warehouse

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

2007-01-01

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

A statistical approach to bioclimatic trend detection in the airborne pollen records of Catalonia (NE Spain)

NASA Astrophysics Data System (ADS)

Fernández-Llamazares, Álvaro; Belmonte, Jordina; Delgado, Rosario; De Linares, Concepción

2014-04-01

Airborne pollen records are a suitable indicator for the study of climate change. The present work focuses on the role of annual pollen indices for the detection of bioclimatic trends through the analysis of the aerobiological spectra of 11 taxa of great biogeographical relevance in Catalonia over an 18-year period (1994-2011), by means of different parametric and non-parametric statistical methods. Among others, two non-parametric rank-based statistical tests were performed for detecting monotonic trends in time series data of the selected airborne pollen types and we have observed that they have similar power in detecting trends. Except for those cases in which the pollen data can be well-modeled by a normal distribution, it is better to apply non-parametric statistical methods to aerobiological studies. Our results provide a reliable representation of the pollen trends in the region and suggest that greater pollen quantities are being liberated to the atmosphere in the last years, specially by Mediterranean taxa such as Pinus, Total Quercus and Evergreen Quercus, although the trends may differ geographically. Longer aerobiological monitoring periods are required to corroborate these results and survey the increasing levels of certain pollen types that could exert an impact in terms of public health.

A Non-Parametric Approach for the Activation Detection of Block Design fMRI Simulated Data Using Self-Organizing Maps and Support Vector Machine.

PubMed

Bahrami, Sheyda; Shamsi, Mousa

2017-01-01

Functional magnetic resonance imaging (fMRI) is a popular method to probe the functional organization of the brain using hemodynamic responses. In this method, volume images of the entire brain are obtained with a very good spatial resolution and low temporal resolution. However, they always suffer from high dimensionality in the face of classification algorithms. In this work, we combine a support vector machine (SVM) with a self-organizing map (SOM) for having a feature-based classification by using SVM. Then, a linear kernel SVM is used for detecting the active areas. Here, we use SOM for feature extracting and labeling the datasets. SOM has two major advances: (i) it reduces dimension of data sets for having less computational complexity and (ii) it is useful for identifying brain regions with small onset differences in hemodynamic responses. Our non-parametric model is compared with parametric and non-parametric methods. We use simulated fMRI data sets and block design inputs in this paper and consider the contrast to noise ratio (CNR) value equal to 0.6 for simulated datasets. fMRI simulated dataset has contrast 1-4% in active areas. The accuracy of our proposed method is 93.63% and the error rate is 6.37%.

The Probability of Exceedance as a Nonparametric Person-Fit Statistic for Tests of Moderate Length

ERIC Educational Resources Information Center

Tendeiro, Jorge N.; Meijer, Rob R.

2013-01-01

To classify an item score pattern as not fitting a nonparametric item response theory (NIRT) model, the probability of exceedance (PE) of an observed response vector x can be determined as the sum of the probabilities of all response vectors that are, at most, as likely as x, conditional on the test's total score. Vector x is to be considered…

Joint nonparametric correction estimator for excess relative risk regression in survival analysis with exposure measurement error

PubMed Central

Wang, Ching-Yun; Cullings, Harry; Song, Xiao; Kopecky, Kenneth J.

2017-01-01

SUMMARY Observational epidemiological studies often confront the problem of estimating exposure-disease relationships when the exposure is not measured exactly. In the paper, we investigate exposure measurement error in excess relative risk regression, which is a widely used model in radiation exposure effect research. In the study cohort, a surrogate variable is available for the true unobserved exposure variable. The surrogate variable satisfies a generalized version of the classical additive measurement error model, but it may or may not have repeated measurements. In addition, an instrumental variable is available for individuals in a subset of the whole cohort. We develop a nonparametric correction (NPC) estimator using data from the subcohort, and further propose a joint nonparametric correction (JNPC) estimator using all observed data to adjust for exposure measurement error. An optimal linear combination estimator of JNPC and NPC is further developed. The proposed estimators are nonparametric, which are consistent without imposing a covariate or error distribution, and are robust to heteroscedastic errors. Finite sample performance is examined via a simulation study. We apply the developed methods to data from the Radiation Effects Research Foundation, in which chromosome aberration is used to adjust for the effects of radiation dose measurement error on the estimation of radiation dose responses. PMID:29354018

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 Statistician's View of Upcoming Grand Challenges

NASA Astrophysics Data System (ADS)

Meng, Xiao Li

2010-01-01

In this session we have seen some snapshots of the broad spectrum of challenges, in this age of huge, complex, computer-intensive models, data, instruments,and questions. These challenges bridge astronomy at many wavelengths; basic physics; machine learning; -- and statistics. At one end of our spectrum, we think of 'compressing' the data with non-parametric methods. This raises the question of creating 'pseudo-replicas' of the data for uncertainty estimates. What would be involved in, e.g. boot-strap and related methods? Somewhere in the middle are these non-parametric methods for encapsulating the uncertainty information. At the far end, we find more model-based approaches, with the physics model embedded in the likelihood and analysis. The other distinctive problem is really the 'black-box' problem, where one has a complicated e.g. fundamental physics-based computer code, or 'black box', and one needs to know how changing the parameters at input -- due to uncertainties of any kind -- will map to changing the output. All of these connect to challenges in complexity of data and computation speed. Dr. Meng will highlight ways to 'cut corners' with advanced computational techniques, such as Parallel Tempering and Equal Energy methods. As well, there are cautionary tales of running automated analysis with real data -- where "30 sigma" outliers due to data artifacts can be more common than the astrophysical event of interest.

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

Modeling the human development index and the percentage of poor people using quantile smoothing splines

NASA Astrophysics Data System (ADS)

Mulyani, Sri; Andriyana, Yudhie; Sudartianto

2017-03-01

Mean regression is a statistical method to explain the relationship between the response variable and the predictor variable based on the central tendency of the data (mean) of the response variable. The parameter estimation in mean regression (with Ordinary Least Square or OLS) generates a problem if we apply it to the data with a symmetric, fat-tailed, or containing outlier. Hence, an alternative method is necessary to be used to that kind of data, for example quantile regression method. The quantile regression is a robust technique to the outlier. This model can explain the relationship between the response variable and the predictor variable, not only on the central tendency of the data (median) but also on various quantile, in order to obtain complete information about that relationship. In this study, a quantile regression is developed with a nonparametric approach such as smoothing spline. Nonparametric approach is used if the prespecification model is difficult to determine, the relation between two variables follow the unknown function. We will apply that proposed method to poverty data. Here, we want to estimate the Percentage of Poor People as the response variable involving the Human Development Index (HDI) as the predictor variable.

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

PubMed

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

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

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

PubMed Central

Feng, Yang; Jiang, Jiancheng; Tong, Xin

2015-01-01

We propose a high dimensional classification method that involves nonparametric feature augmentation. Knowing that marginal density ratios are the most powerful univariate classifiers, we use the ratio estimates to transform the original feature measurements. Subsequently, penalized logistic regression is invoked, taking as input the newly transformed or augmented features. This procedure trains models equipped with local complexity and global simplicity, thereby avoiding the curse of dimensionality while creating a flexible nonlinear decision boundary. The resulting method is called Feature Augmentation via Nonparametrics and Selection (FANS). We motivate FANS by generalizing the Naive Bayes model, writing the log ratio of joint densities as a linear combination of those of marginal densities. It is related to generalized additive models, but has better interpretability and computability. Risk bounds are developed for FANS. In numerical analysis, FANS is compared with competing methods, so as to provide a guideline on its best application domain. Real data analysis demonstrates that FANS performs very competitively on benchmark email spam and gene expression data sets. Moreover, FANS is implemented by an extremely fast algorithm through parallel computing. PMID:27185970

Boosted Multivariate Trees for Longitudinal Data

PubMed Central

Pande, Amol; Li, Liang; Rajeswaran, Jeevanantham; Ehrlinger, John; Kogalur, Udaya B.; Blackstone, Eugene H.; Ishwaran, Hemant

2017-01-01

Machine learning methods provide a powerful approach for analyzing longitudinal data in which repeated measurements are observed for a subject over time. We boost multivariate trees to fit a novel flexible semi-nonparametric marginal model for longitudinal data. In this model, features are assumed to be nonparametric, while feature-time interactions are modeled semi-nonparametrically utilizing P-splines with estimated smoothing parameter. In order to avoid overfitting, we describe a relatively simple in sample cross-validation method which can be used to estimate the optimal boosting iteration and which has the surprising added benefit of stabilizing certain parameter estimates. Our new multivariate tree boosting method is shown to be highly flexible, robust to covariance misspecification and unbalanced designs, and resistant to overfitting in high dimensions. Feature selection can be used to identify important features and feature-time interactions. An application to longitudinal data of forced 1-second lung expiratory volume (FEV1) for lung transplant patients identifies an important feature-time interaction and illustrates the ease with which our method can find complex relationships in longitudinal data. PMID:29249866

Leveraging Genomic Annotations and Pleiotropic Enrichment for Improved Replication Rates in Schizophrenia GWAS

PubMed Central

Wang, Yunpeng; Thompson, Wesley K.; Schork, Andrew J.; Holland, Dominic; Chen, Chi-Hua; Bettella, Francesco; Desikan, Rahul S.; Li, Wen; Witoelar, Aree; Zuber, Verena; Devor, Anna; Nöthen, Markus M.; Rietschel, Marcella; Chen, Qiang; Werge, Thomas; Cichon, Sven; Weinberger, Daniel R.; Djurovic, Srdjan; O’Donovan, Michael; Visscher, Peter M.; Andreassen, Ole A.; Dale, Anders M.

2016-01-01

Most of the genetic architecture of schizophrenia (SCZ) has not yet been identified. Here, we apply a novel statistical algorithm called Covariate-Modulated Mixture Modeling (CM3), which incorporates auxiliary information (heterozygosity, total linkage disequilibrium, genomic annotations, pleiotropy) for each single nucleotide polymorphism (SNP) to enable more accurate estimation of replication probabilities, conditional on the observed test statistic (“z-score”) of the SNP. We use a multiple logistic regression on z-scores to combine information from auxiliary information to derive a “relative enrichment score” for each SNP. For each stratum of these relative enrichment scores, we obtain nonparametric estimates of posterior expected test statistics and replication probabilities as a function of discovery z-scores, using a resampling-based approach that repeatedly and randomly partitions meta-analysis sub-studies into training and replication samples. We fit a scale mixture of two Gaussians model to each stratum, obtaining parameter estimates that minimize the sum of squared differences of the scale-mixture model with the stratified nonparametric estimates. We apply this approach to the recent genome-wide association study (GWAS) of SCZ (n = 82,315), obtaining a good fit between the model-based and observed effect sizes and replication probabilities. We observed that SNPs with low enrichment scores replicate with a lower probability than SNPs with high enrichment scores even when both they are genome-wide significant (p < 5x10-8). There were 693 and 219 independent loci with model-based replication rates ≥80% and ≥90%, respectively. Compared to analyses not incorporating relative enrichment scores, CM3 increased out-of-sample yield for SNPs that replicate at a given rate. This demonstrates that replication probabilities can be more accurately estimated using prior enrichment information with CM3. PMID:26808560

Gini estimation under infinite variance

NASA Astrophysics Data System (ADS)

Fontanari, Andrea; Taleb, Nassim Nicholas; Cirillo, Pasquale

2018-07-01

We study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index α ∈(1 , 2)). We show that, in such a case, the Gini coefficient cannot be reliably estimated using conventional nonparametric methods, because of a downward bias that emerges under fat tails. This has important implications for the ongoing discussion about economic inequality. We start by discussing how the nonparametric estimator of the Gini index undergoes a phase transition in the symmetry structure of its asymptotic distribution, as the data distribution shifts from the domain of attraction of a light-tailed distribution to that of a fat-tailed one, especially in the case of infinite variance. We also show how the nonparametric Gini bias increases with lower values of α. We then prove that maximum likelihood estimation outperforms nonparametric methods, requiring a much smaller sample size to reach efficiency. Finally, for fat-tailed data, we provide a simple correction mechanism to the small sample bias of the nonparametric estimator based on the distance between the mode and the mean of its asymptotic distribution.

Dynamic experiment design regularization approach to adaptive imaging with array radar/SAR sensor systems.

PubMed

Shkvarko, Yuriy; Tuxpan, José; Santos, Stewart

2011-01-01

We consider a problem of high-resolution array radar/SAR imaging formalized in terms of a nonlinear ill-posed inverse problem of nonparametric estimation of the power spatial spectrum pattern (SSP) of the random wavefield scattered from a remotely sensed scene observed through a kernel signal formation operator and contaminated with random Gaussian noise. First, the Sobolev-type solution space is constructed to specify the class of consistent kernel SSP estimators with the reproducing kernel structures adapted to the metrics in such the solution space. Next, the "model-free" variational analysis (VA)-based image enhancement approach and the "model-based" descriptive experiment design (DEED) regularization paradigm are unified into a new dynamic experiment design (DYED) regularization framework. Application of the proposed DYED framework to the adaptive array radar/SAR imaging problem leads to a class of two-level (DEED-VA) regularized SSP reconstruction techniques that aggregate the kernel adaptive anisotropic windowing with the projections onto convex sets to enforce the consistency and robustness of the overall iterative SSP estimators. We also show how the proposed DYED regularization method may be considered as a generalization of the MVDR, APES and other high-resolution nonparametric adaptive radar sensing techniques. A family of the DYED-related algorithms is constructed and their effectiveness is finally illustrated via numerical simulations.

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

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.

Nonparametric weighted stochastic block models

NASA Astrophysics Data System (ADS)

Peixoto, Tiago P.

2018-01-01

We present a Bayesian formulation of weighted stochastic block models that can be used to infer the large-scale modular structure of weighted networks, including their hierarchical organization. Our method is nonparametric, and thus does not require the prior knowledge of the number of groups or other dimensions of the model, which are instead inferred from data. We give a comprehensive treatment of different kinds of edge weights (i.e., continuous or discrete, signed or unsigned, bounded or unbounded), as well as arbitrary weight transformations, and describe an unsupervised model selection approach to choose the best network description. We illustrate the application of our method to a variety of empirical weighted networks, such as global migrations, voting patterns in congress, and neural connections in the human brain.

Probit vs. semi-nonparametric estimation: examining the role of disability on institutional entry for older adults.

PubMed

Sharma, Andy

2017-06-01

The purpose of this study was to showcase an advanced methodological approach to model disability and institutional entry. Both of these are important areas to investigate given the on-going aging of the United States population. By 2020, approximately 15% of the population will be 65 years and older. Many of these older adults will experience disability and require formal care. A probit analysis was employed to determine which disabilities were associated with admission into an institution (i.e. long-term care). Since this framework imposes strong distributional assumptions, misspecification leads to inconsistent estimators. To overcome such a short-coming, this analysis extended the probit framework by employing an advanced semi-nonparamertic maximum likelihood estimation utilizing Hermite polynomial expansions. Specification tests show semi-nonparametric estimation is preferred over probit. In terms of the estimates, semi-nonparametric ratios equal 42 for cognitive difficulty, 64 for independent living, and 111 for self-care disability while probit yields much smaller estimates of 19, 30, and 44, respectively. Public health professionals can use these results to better understand why certain interventions have not shown promise. Equally important, healthcare workers can use this research to evaluate which type of treatment plans may delay institutionalization and improve the quality of life for older adults. Implications for rehabilitation With on-going global aging, understanding the association between disability and institutional entry is important in devising successful rehabilitation interventions. Semi-nonparametric is preferred to probit and shows ambulatory and cognitive impairments present high risk for institutional entry (long-term care). Informal caregiving and home-based care require further examination as forms of rehabilitation/therapy for certain types of disabilities.

Nonparametric probability density estimation by optimization theoretic techniques

NASA Technical Reports Server (NTRS)

Scott, D. W.

1976-01-01

Two nonparametric probability density estimators are considered. The first is the kernel estimator. The problem of choosing the kernel scaling factor based solely on a random sample is addressed. An interactive mode is discussed and an algorithm proposed to choose the scaling factor automatically. The second nonparametric probability estimate uses penalty function techniques with the maximum likelihood criterion. A discrete maximum penalized likelihood estimator is proposed and is shown to be consistent in the mean square error. A numerical implementation technique for the discrete solution is discussed and examples displayed. An extensive simulation study compares the integrated mean square error of the discrete and kernel estimators. The robustness of the discrete estimator is demonstrated graphically.

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.

Sample Skewness as a Statistical Measurement of Neuronal Tuning Sharpness

PubMed Central

Samonds, Jason M.; Potetz, Brian R.; Lee, Tai Sing

2014-01-01

We propose using the statistical measurement of the sample skewness of the distribution of mean firing rates of a tuning curve to quantify sharpness of tuning. For some features, like binocular disparity, tuning curves are best described by relatively complex and sometimes diverse functions, making it difficult to quantify sharpness with a single function and parameter. Skewness provides a robust nonparametric measure of tuning curve sharpness that is invariant with respect to the mean and variance of the tuning curve and is straightforward to apply to a wide range of tuning, including simple orientation tuning curves and complex object tuning curves that often cannot even be described parametrically. Because skewness does not depend on a specific model or function of tuning, it is especially appealing to cases of sharpening where recurrent interactions among neurons produce sharper tuning curves that deviate in a complex manner from the feedforward function of tuning. Since tuning curves for all neurons are not typically well described by a single parametric function, this model independence additionally allows skewness to be applied to all recorded neurons, maximizing the statistical power of a set of data. We also compare skewness with other nonparametric measures of tuning curve sharpness and selectivity. Compared to these other nonparametric measures tested, skewness is best used for capturing the sharpness of multimodal tuning curves defined by narrow peaks (maximum) and broad valleys (minima). Finally, we provide a more formal definition of sharpness using a shape-based information gain measure and derive and show that skewness is correlated with this definition. PMID:24555451

A Monte Carlo Study of the Effect of Item Characteristic Curve Estimation on the Accuracy of Three Person-Fit Statistics

ERIC Educational Resources Information Center

St-Onge, Christina; Valois, Pierre; Abdous, Belkacem; Germain, Stephane

2009-01-01

To date, there have been no studies comparing parametric and nonparametric Item Characteristic Curve (ICC) estimation methods on the effectiveness of Person-Fit Statistics (PFS). The primary aim of this study was to determine if the use of ICCs estimated by nonparametric methods would increase the accuracy of item response theory-based PFS for…

A varying coefficient model to measure the effectiveness of mass media anti-smoking campaigns in generating calls to a Quitline.

PubMed

Bui, Quang M; Huggins, Richard M; Hwang, Wen-Han; White, Victoria; Erbas, Bircan

2010-01-01

Anti-smoking advertisements are an effective population-based smoking reduction strategy. The Quitline telephone service provides a first point of contact for adults considering quitting. Because of data complexity, the relationship between anti-smoking advertising placement, intensity, and time trends in total call volume is poorly understood. In this study we use a recently developed semi-varying coefficient model to elucidate this relationship. Semi-varying coefficient models comprise parametric and nonparametric components. The model is fitted to the daily number of calls to Quitline in Victoria, Australia to estimate a nonparametric long-term trend and parametric terms for day-of-the-week effects and to clarify the relationship with target audience rating points (TARPs) for the Quit and nicotine replacement advertising campaigns. The number of calls to Quitline increased with the TARP value of both the Quit and other smoking cessation advertisement; the TARP values associated with the Quit program were almost twice as effective. The varying coefficient term was statistically significant for peak periods with little or no advertising. Semi-varying coefficient models are useful for modeling public health data when there is little or no information on other factors related to the at-risk population. These models are well suited to modeling call volume to Quitline, because the varying coefficient allowed the underlying time trend to depend on fixed covariates that also vary with time, thereby explaining more of the variation in the call model.

A Varying Coefficient Model to Measure the Effectiveness of Mass Media Anti-Smoking Campaigns in Generating Calls to a Quitline

PubMed Central

Bui, Quang M.; Huggins, Richard M.; Hwang, Wen-Han; White, Victoria; Erbas, Bircan

2010-01-01

Background Anti-smoking advertisements are an effective population-based smoking reduction strategy. The Quitline telephone service provides a first point of contact for adults considering quitting. Because of data complexity, the relationship between anti-smoking advertising placement, intensity, and time trends in total call volume is poorly understood. In this study we use a recently developed semi-varying coefficient model to elucidate this relationship. Methods Semi-varying coefficient models comprise parametric and nonparametric components. The model is fitted to the daily number of calls to Quitline in Victoria, Australia to estimate a nonparametric long-term trend and parametric terms for day-of-the-week effects and to clarify the relationship with target audience rating points (TARPs) for the Quit and nicotine replacement advertising campaigns. Results The number of calls to Quitline increased with the TARP value of both the Quit and other smoking cessation advertisement; the TARP values associated with the Quit program were almost twice as effective. The varying coefficient term was statistically significant for peak periods with little or no advertising. Conclusions Semi-varying coefficient models are useful for modeling public health data when there is little or no information on other factors related to the at-risk population. These models are well suited to modeling call volume to Quitline, because the varying coefficient allowed the underlying time trend to depend on fixed covariates that also vary with time, thereby explaining more of the variation in the call model. PMID:20827036

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.

Nonparametric Stochastic Model for Uncertainty Quantifi cation of Short-term Wind Speed Forecasts

NASA Astrophysics Data System (ADS)

AL-Shehhi, A. M.; Chaouch, M.; Ouarda, T.

2014-12-01

Wind energy is increasing in importance as a renewable energy source due to its potential role in reducing carbon emissions. It is a safe, clean, and inexhaustible source of energy. The amount of wind energy generated by wind turbines is closely related to the wind speed. Wind speed forecasting plays a vital role in the wind energy sector in terms of wind turbine optimal operation, wind energy dispatch and scheduling, efficient energy harvesting etc. It is also considered during planning, design, and assessment of any proposed wind project. Therefore, accurate prediction of wind speed carries a particular importance and plays significant roles in the wind industry. Many methods have been proposed in the literature for short-term wind speed forecasting. These methods are usually based on modeling historical fixed time intervals of the wind speed data and using it for future prediction. The methods mainly include statistical models such as ARMA, ARIMA model, physical models for instance numerical weather prediction and artificial Intelligence techniques for example support vector machine and neural networks. In this paper, we are interested in estimating hourly wind speed measures in United Arab Emirates (UAE). More precisely, we predict hourly wind speed using a nonparametric kernel estimation of the regression and volatility functions pertaining to nonlinear autoregressive model with ARCH model, which includes unknown nonlinear regression function and volatility function already discussed in the literature. The unknown nonlinear regression function describe the dependence between the value of the wind speed at time t and its historical data at time t -1, t - 2, … , t - d. This function plays a key role to predict hourly wind speed process. The volatility function, i.e., the conditional variance given the past, measures the risk associated to this prediction. Since the regression and the volatility functions are supposed to be unknown, they are estimated using nonparametric kernel methods. In addition, to the pointwise hourly wind speed forecasts, a confidence interval is also provided which allows to quantify the uncertainty around the forecasts.

Model Robust Calibration: Method and Application to Electronically-Scanned Pressure Transducers

NASA Technical Reports Server (NTRS)

Walker, Eric L.; Starnes, B. Alden; Birch, Jeffery B.; Mays, James E.

2010-01-01

This article presents the application of a recently developed statistical regression method to the controlled instrument calibration problem. The statistical method of Model Robust Regression (MRR), developed by Mays, Birch, and Starnes, is shown to improve instrument calibration by reducing the reliance of the calibration on a predetermined parametric (e.g. polynomial, exponential, logarithmic) model. This is accomplished by allowing fits from the predetermined parametric model to be augmented by a certain portion of a fit to the residuals from the initial regression using a nonparametric (locally parametric) regression technique. The method is demonstrated for the absolute scale calibration of silicon-based pressure transducers.

Choice Inconsistencies among the Elderly: Evidence from Plan Choice in the Medicare Part D Program: Reply

PubMed Central

ABALUCK, JASON

2017-01-01

We explore the in- and out- of sample robustness of tests for choice inconsistencies based on parameter restrictions in parametric models, focusing on tests proposed by Ketcham, Kuminoff and Powers (KKP). We argue that their non-parametric alternatives are inherently conservative with respect to detecting mistakes. We then show that our parametric model is robust to KKP’s suggested specification checks, and that comprehensive goodness of fit measures perform better with our model than the expected utility model. Finally, we explore the robustness of our 2011 results to alternative normative assumptions highlighting the role of brand fixed effects and unobservable characteristics. PMID:29170561

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.

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.

Nonparametric estimation of plant density by the distance method

USGS Publications Warehouse

Patil, S.A.; Burnham, K.P.; Kovner, J.L.

1979-01-01

A relation between the plant density and the probability density function of the nearest neighbor distance (squared) from a random point is established under fairly broad conditions. Based upon this relationship, a nonparametric estimator for the plant density is developed and presented in terms of order statistics. Consistency and asymptotic normality of the estimator are discussed. An interval estimator for the density is obtained. The modifications of this estimator and its variance are given when the distribution is truncated. Simulation results are presented for regular, random and aggregated populations to illustrate the nonparametric estimator and its variance. A numerical example from field data is given. Merits and deficiencies of the estimator are discussed with regard to its robustness and variance.

Variable-Domain Functional Regression for Modeling ICU Data.

PubMed

Gellar, Jonathan E; Colantuoni, Elizabeth; Needham, Dale M; Crainiceanu, Ciprian M

2014-12-01

We introduce a class of scalar-on-function regression models with subject-specific functional predictor domains. The fundamental idea is to consider a bivariate functional parameter that depends both on the functional argument and on the width of the functional predictor domain. Both parametric and nonparametric models are introduced to fit the functional coefficient. The nonparametric model is theoretically and practically invariant to functional support transformation, or support registration. Methods were motivated by and applied to a study of association between daily measures of the Intensive Care Unit (ICU) Sequential Organ Failure Assessment (SOFA) score and two outcomes: in-hospital mortality, and physical impairment at hospital discharge among survivors. Methods are generally applicable to a large number of new studies that record a continuous variables over unequal domains.

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.

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.

Network Reconstruction Using Nonparametric Additive ODE Models

PubMed Central

Henderson, James; Michailidis, George

2014-01-01

Network representations of biological systems are widespread and reconstructing unknown networks from data is a focal problem for computational biologists. For example, the series of biochemical reactions in a metabolic pathway can be represented as a network, with nodes corresponding to metabolites and edges linking reactants to products. In a different context, regulatory relationships among genes are commonly represented as directed networks with edges pointing from influential genes to their targets. Reconstructing such networks from data is a challenging problem receiving much attention in the literature. There is a particular need for approaches tailored to time-series data and not reliant on direct intervention experiments, as the former are often more readily available. In this paper, we introduce an approach to reconstructing directed networks based on dynamic systems models. Our approach generalizes commonly used ODE models based on linear or nonlinear dynamics by extending the functional class for the functions involved from parametric to nonparametric models. Concomitantly we limit the complexity by imposing an additive structure on the estimated slope functions. Thus the submodel associated with each node is a sum of univariate functions. These univariate component functions form the basis for a novel coupling metric that we define in order to quantify the strength of proposed relationships and hence rank potential edges. We show the utility of the method by reconstructing networks using simulated data from computational models for the glycolytic pathway of Lactocaccus Lactis and a gene network regulating the pluripotency of mouse embryonic stem cells. For purposes of comparison, we also assess reconstruction performance using gene networks from the DREAM challenges. We compare our method to those that similarly rely on dynamic systems models and use the results to attempt to disentangle the distinct roles of linearity, sparsity, and derivative estimation. PMID:24732037

Dynamic classification of fetal heart rates by hierarchical Dirichlet process mixture models.

PubMed

Yu, Kezi; Quirk, J Gerald; Djurić, Petar M

2017-01-01

In this paper, we propose an application of non-parametric Bayesian (NPB) models for classification of fetal heart rate (FHR) recordings. More specifically, we propose models that are used to differentiate between FHR recordings that are from fetuses with or without adverse outcomes. In our work, we rely on models based on hierarchical Dirichlet processes (HDP) and the Chinese restaurant process with finite capacity (CRFC). Two mixture models were inferred from real recordings, one that represents healthy and another, non-healthy fetuses. The models were then used to classify new recordings and provide the probability of the fetus being healthy. First, we compared the classification performance of the HDP models with that of support vector machines on real data and concluded that the HDP models achieved better performance. Then we demonstrated the use of mixture models based on CRFC for dynamic classification of the performance of (FHR) recordings in a real-time setting.

Dynamic classification of fetal heart rates by hierarchical Dirichlet process mixture models

PubMed Central

Yu, Kezi; Quirk, J. Gerald

2017-01-01

In this paper, we propose an application of non-parametric Bayesian (NPB) models for classification of fetal heart rate (FHR) recordings. More specifically, we propose models that are used to differentiate between FHR recordings that are from fetuses with or without adverse outcomes. In our work, we rely on models based on hierarchical Dirichlet processes (HDP) and the Chinese restaurant process with finite capacity (CRFC). Two mixture models were inferred from real recordings, one that represents healthy and another, non-healthy fetuses. The models were then used to classify new recordings and provide the probability of the fetus being healthy. First, we compared the classification performance of the HDP models with that of support vector machines on real data and concluded that the HDP models achieved better performance. Then we demonstrated the use of mixture models based on CRFC for dynamic classification of the performance of (FHR) recordings in a real-time setting. PMID:28953927

Bayesian isotonic density regression

PubMed Central

Wang, Lianming; Dunson, David B.

2011-01-01

Density regression models allow the conditional distribution of the response given predictors to change flexibly over the predictor space. Such models are much more flexible than nonparametric mean regression models with nonparametric residual distributions, and are well supported in many applications. A rich variety of Bayesian methods have been proposed for density regression, but it is not clear whether such priors have full support so that any true data-generating model can be accurately approximated. This article develops a new class of density regression models that incorporate stochastic-ordering constraints which are natural when a response tends to increase or decrease monotonely with a predictor. Theory is developed showing large support. Methods are developed for hypothesis testing, with posterior computation relying on a simple Gibbs sampler. Frequentist properties are illustrated in a simulation study, and an epidemiology application is considered. PMID:22822259

Speeding Up Non-Parametric Bootstrap Computations for Statistics Based on Sample Moments in Small/Moderate Sample Size Applications

PubMed Central

Chaibub Neto, Elias

2015-01-01

In this paper we propose a vectorized implementation of the non-parametric bootstrap for statistics based on sample moments. Basically, we adopt the multinomial sampling formulation of the non-parametric bootstrap, and compute bootstrap replications of sample moment statistics by simply weighting the observed data according to multinomial counts instead of evaluating the statistic on a resampled version of the observed data. Using this formulation we can generate a matrix of bootstrap weights and compute the entire vector of bootstrap replications with a few matrix multiplications. Vectorization is particularly important for matrix-oriented programming languages such as R, where matrix/vector calculations tend to be faster than scalar operations implemented in a loop. We illustrate the application of the vectorized implementation in real and simulated data sets, when bootstrapping Pearson’s sample correlation coefficient, and compared its performance against two state-of-the-art R implementations of the non-parametric bootstrap, as well as a straightforward one based on a for loop. Our investigations spanned varying sample sizes and number of bootstrap replications. The vectorized bootstrap compared favorably against the state-of-the-art implementations in all cases tested, and was remarkably/considerably faster for small/moderate sample sizes. The same results were observed in the comparison with the straightforward implementation, except for large sample sizes, where the vectorized bootstrap was slightly slower than the straightforward implementation due to increased time expenditures in the generation of weight matrices via multinomial sampling. PMID:26125965

Nonparametric and Semiparametric Regression Estimation for Length-biased Survival Data

PubMed Central

Shen, Yu; Ning, Jing; Qin, Jing

2016-01-01

For the past several decades, nonparametric and semiparametric modeling for conventional right-censored survival data has been investigated intensively under a noninformative censoring mechanism. However, these methods may not be applicable for analyzing right-censored survival data that arise from prevalent cohorts when the failure times are subject to length-biased sampling. This review article is intended to provide a summary of some newly developed methods as well as established methods for analyzing length-biased data. PMID:27086362

Post-fire debris flow prediction in Western United States: Advancements based on a nonparametric statistical technique

NASA Astrophysics Data System (ADS)

Nikolopoulos, E. I.; Destro, E.; Bhuiyan, M. A. E.; Borga, M., Sr.; Anagnostou, E. N.

2017-12-01

Fire disasters affect modern societies at global scale inducing significant economic losses and human casualties. In addition to their direct impacts they have various adverse effects on hydrologic and geomorphologic processes of a region due to the tremendous alteration of the landscape characteristics (vegetation, soil properties etc). As a consequence, wildfires often initiate a cascade of hazards such as flash floods and debris flows that usually follow the occurrence of a wildfire thus magnifying the overall impact in a region. Post-fire debris flows (PFDF) is one such type of hazards frequently occurring in Western United States where wildfires are a common natural disaster. Prediction of PDFD is therefore of high importance in this region and over the last years a number of efforts from United States Geological Survey (USGS) and National Weather Service (NWS) have been focused on the development of early warning systems that will help mitigate PFDF risk. This work proposes a prediction framework that is based on a nonparametric statistical technique (random forests) that allows predicting the occurrence of PFDF at regional scale with a higher degree of accuracy than the commonly used approaches that are based on power-law thresholds and logistic regression procedures. The work presented is based on a recently released database from USGS that reports a total of 1500 storms that triggered and did not trigger PFDF in a number of fire affected catchments in Western United States. The database includes information on storm characteristics (duration, accumulation, max intensity etc) and other auxiliary information of land surface properties (soil erodibility index, local slope etc). Results show that the proposed model is able to achieve a satisfactory prediction accuracy (threat score > 0.6) superior of previously published prediction frameworks highlighting the potential of nonparametric statistical techniques for development of PFDF prediction systems.

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.

Adaptive Nonparametric Kinematic Modeling of Concentric Tube Robots.

PubMed

Fagogenis, Georgios; Bergeles, Christos; Dupont, Pierre E

2016-10-01

Concentric tube robots comprise telescopic precurved elastic tubes. The robot's tip and shape are controlled via relative tube motions, i.e. tube rotations and translations. Non-linear interactions between the tubes, e.g. friction and torsion, as well as uncertainty in the physical properties of the tubes themselves, e.g. the Young's modulus, curvature, or stiffness, hinder accurate kinematic modelling. In this paper, we present a machine-learning-based methodology for kinematic modelling of concentric tube robots and in situ model adaptation. Our approach is based on Locally Weighted Projection Regression (LWPR). The model comprises an ensemble of linear models, each of which locally approximates the original complex kinematic relation. LWPR can accommodate for model deviations by adjusting the respective local models at run-time, resulting in an adaptive kinematics framework. We evaluated our approach on data gathered from a three-tube robot, and report high accuracy across the robot's configuration space.

Airport Facility Queuing Model Validation

DOT National Transportation Integrated Search

1977-05-01

Criteria are presented for selection of analytic models to represent waiting times due to queuing processes. An existing computer model by M.F. Neuts which assumes general nonparametric distributions of arrivals per unit time and service times for a ...

Comparing nonparametric Bayesian tree priors for clonal reconstruction of tumors.

PubMed

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

2015-01-01

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

Nonparametric estimates of drift and diffusion profiles via Fokker-Planck algebra.

PubMed

Lund, Steven P; Hubbard, Joseph B; Halter, Michael

2014-11-06

Diffusion processes superimposed upon deterministic motion play a key role in understanding and controlling the transport of matter, energy, momentum, and even information in physics, chemistry, material science, biology, and communications technology. Given functions defining these random and deterministic components, the Fokker-Planck (FP) equation is often used to model these diffusive systems. Many methods exist for estimating the drift and diffusion profiles from one or more identifiable diffusive trajectories; however, when many identical entities diffuse simultaneously, it may not be possible to identify individual trajectories. Here we present a method capable of simultaneously providing nonparametric estimates for both drift and diffusion profiles from evolving density profiles, requiring only the validity of Langevin/FP dynamics. This algebraic FP manipulation provides a flexible and robust framework for estimating stationary drift and diffusion coefficient profiles, is not based on fluctuation theory or solved diffusion equations, and may facilitate predictions for many experimental systems. We illustrate this approach on experimental data obtained from a model lipid bilayer system exhibiting free diffusion and electric field induced drift. The wide range over which this approach provides accurate estimates for drift and diffusion profiles is demonstrated through simulation.

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.

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.

A nonparametric method for assessment of interactions in a median regression model for analyzing right censored data.

PubMed

Lee, MinJae; Rahbar, Mohammad H; Talebi, Hooshang

2018-01-01

We propose a nonparametric test for interactions when we are concerned with investigation of the simultaneous effects of two or more factors in a median regression model with right censored survival data. Our approach is developed to detect interaction in special situations, when the covariates have a finite number of levels with a limited number of observations in each level, and it allows varying levels of variance and censorship at different levels of the covariates. Through simulation studies, we compare the power of detecting an interaction between the study group variable and a covariate using our proposed procedure with that of the Cox Proportional Hazard (PH) model and censored quantile regression model. We also assess the impact of censoring rate and type on the standard error of the estimators of parameters. Finally, we illustrate application of our proposed method to real life data from Prospective Observational Multicenter Major Trauma Transfusion (PROMMTT) study to test an interaction effect between type of injury and study sites using median time for a trauma patient to receive three units of red blood cells. The results from simulation studies indicate that our procedure performs better than both Cox PH model and censored quantile regression model based on statistical power for detecting the interaction, especially when the number of observations is small. It is also relatively less sensitive to censoring rates or even the presence of conditionally independent censoring that is conditional on the levels of covariates.

Parametric vs. non-parametric daily weather generator: validation and comparison

NASA Astrophysics Data System (ADS)

Dubrovsky, Martin

2016-04-01

As the climate models (GCMs and RCMs) fail to satisfactorily reproduce the real-world surface weather regime, various statistical methods are applied to downscale GCM/RCM outputs into site-specific weather series. The stochastic weather generators are among the most favourite downscaling methods capable to produce realistic (observed like) meteorological inputs for agrological, hydrological and other impact models used in assessing sensitivity of various ecosystems to climate change/variability. To name their advantages, the generators may (i) produce arbitrarily long multi-variate synthetic weather series representing both present and changed climates (in the latter case, the generators are commonly modified by GCM/RCM-based climate change scenarios), (ii) be run in various time steps and for multiple weather variables (the generators reproduce the correlations among variables), (iii) be interpolated (and run also for sites where no weather data are available to calibrate the generator). This contribution will compare two stochastic daily weather generators in terms of their ability to reproduce various features of the daily weather series. M&Rfi is a parametric generator: Markov chain model is used to model precipitation occurrence, precipitation amount is modelled by the Gamma distribution, and the 1st order autoregressive model is used to generate non-precipitation surface weather variables. The non-parametric GoMeZ generator is based on the nearest neighbours resampling technique making no assumption on the distribution of the variables being generated. Various settings of both weather generators will be assumed in the present validation tests. The generators will be validated in terms of (a) extreme temperature and precipitation characteristics (annual and 30 years extremes and maxima of duration of hot/cold/dry/wet spells); (b) selected validation statistics developed within the frame of VALUE project. The tests will be based on observational weather series from several European stations available from the ECA&D database.

Invariance in the recurrence of large returns and the validation of models of price dynamics

NASA Astrophysics Data System (ADS)

Chang, Lo-Bin; Geman, Stuart; Hsieh, Fushing; Hwang, Chii-Ruey

2013-08-01

Starting from a robust, nonparametric definition of large returns (“excursions”), we study the statistics of their occurrences, focusing on the recurrence process. The empirical waiting-time distribution between excursions is remarkably invariant to year, stock, and scale (return interval). This invariance is related to self-similarity of the marginal distributions of returns, but the excursion waiting-time distribution is a function of the entire return process and not just its univariate probabilities. Generalized autoregressive conditional heteroskedasticity (GARCH) models, market-time transformations based on volume or trades, and generalized (Lévy) random-walk models all fail to fit the statistical structure of excursions.

A parametric approach for simultaneous bias correction and high-resolution downscaling of climate model rainfall

NASA Astrophysics Data System (ADS)

Mamalakis, Antonios; Langousis, Andreas; Deidda, Roberto; Marrocu, Marino

2017-03-01

Distribution mapping has been identified as the most efficient approach to bias-correct climate model rainfall, while reproducing its statistics at spatial and temporal resolutions suitable to run hydrologic models. Yet its implementation based on empirical distributions derived from control samples (referred to as nonparametric distribution mapping) makes the method's performance sensitive to sample length variations, the presence of outliers, the spatial resolution of climate model results, and may lead to biases, especially in extreme rainfall estimation. To address these shortcomings, we propose a methodology for simultaneous bias correction and high-resolution downscaling of climate model rainfall products that uses: (a) a two-component theoretical distribution model (i.e., a generalized Pareto (GP) model for rainfall intensities above a specified threshold u*, and an exponential model for lower rainrates), and (b) proper interpolation of the corresponding distribution parameters on a user-defined high-resolution grid, using kriging for uncertain data. We assess the performance of the suggested parametric approach relative to the nonparametric one, using daily raingauge measurements from a dense network in the island of Sardinia (Italy), and rainfall data from four GCM/RCM model chains of the ENSEMBLES project. The obtained results shed light on the competitive advantages of the parametric approach, which is proved more accurate and considerably less sensitive to the characteristics of the calibration period, independent of the GCM/RCM combination used. This is especially the case for extreme rainfall estimation, where the GP assumption allows for more accurate and robust estimates, also beyond the range of the available data.

Multicategorical Spline Model for Item Response Theory.

ERIC Educational Resources Information Center

Abrahamowicz, Michal; Ramsay, James O.

1992-01-01

A nonparametric multicategorical model for multiple-choice data is proposed as an extension of the binary spline model of J. O. Ramsay and M. Abrahamowicz (1989). Results of two Monte Carlo studies illustrate the model, which approximates probability functions by rational splines. (SLD)

Identification and estimation of survivor average causal effects.

PubMed

Tchetgen Tchetgen, Eric J

2014-09-20

In longitudinal studies, outcomes ascertained at follow-up are typically undefined for individuals who die prior to the follow-up visit. In such settings, outcomes are said to be truncated by death and inference about the effects of a point treatment or exposure, restricted to individuals alive at the follow-up visit, could be biased even if as in experimental studies, treatment assignment were randomized. To account for truncation by death, the survivor average causal effect (SACE) defines the effect of treatment on the outcome for the subset of individuals who would have survived regardless of exposure status. In this paper, the author nonparametrically identifies SACE by leveraging post-exposure longitudinal correlates of survival and outcome that may also mediate the exposure effects on survival and outcome. Nonparametric identification is achieved by supposing that the longitudinal data arise from a certain nonparametric structural equations model and by making the monotonicity assumption that the effect of exposure on survival agrees in its direction across individuals. A novel weighted analysis involving a consistent estimate of the survival process is shown to produce consistent estimates of SACE. A data illustration is given, and the methods are extended to the context of time-varying exposures. We discuss a sensitivity analysis framework that relaxes assumptions about independent errors in the nonparametric structural equations model and may be used to assess the extent to which inference may be altered by a violation of key identifying assumptions. © 2014 The Authors. Statistics in Medicine published by John Wiley & Sons, Ltd.

Identification and estimation of survivor average causal effects

PubMed Central

Tchetgen, Eric J Tchetgen

2014-01-01

In longitudinal studies, outcomes ascertained at follow-up are typically undefined for individuals who die prior to the follow-up visit. In such settings, outcomes are said to be truncated by death and inference about the effects of a point treatment or exposure, restricted to individuals alive at the follow-up visit, could be biased even if as in experimental studies, treatment assignment were randomized. To account for truncation by death, the survivor average causal effect (SACE) defines the effect of treatment on the outcome for the subset of individuals who would have survived regardless of exposure status. In this paper, the author nonparametrically identifies SACE by leveraging post-exposure longitudinal correlates of survival and outcome that may also mediate the exposure effects on survival and outcome. Nonparametric identification is achieved by supposing that the longitudinal data arise from a certain nonparametric structural equations model and by making the monotonicity assumption that the effect of exposure on survival agrees in its direction across individuals. A novel weighted analysis involving a consistent estimate of the survival process is shown to produce consistent estimates of SACE. A data illustration is given, and the methods are extended to the context of time-varying exposures. We discuss a sensitivity analysis framework that relaxes assumptions about independent errors in the nonparametric structural equations model and may be used to assess the extent to which inference may be altered by a violation of key identifying assumptions. © 2014 The Authors. Statistics in Medicine published by John Wiley & Sons, Ltd. PMID:24889022

Probabilistic streamflow forecasting for hydroelectricity production: A comparison of two non-parametric system identification algorithms

NASA Astrophysics Data System (ADS)

Pande, Saket; Sharma, Ashish

2014-05-01

This study is motivated by the need to robustly specify, identify, and forecast runoff generation processes for hydroelectricity production. It atleast requires the identification of significant predictors of runoff generation and the influence of each such significant predictor on runoff response. To this end, we compare two non-parametric algorithms of predictor subset selection. One is based on information theory that assesses predictor significance (and hence selection) based on Partial Information (PI) rationale of Sharma and Mehrotra (2014). The other algorithm is based on a frequentist approach that uses bounds on probability of error concept of Pande (2005), assesses all possible predictor subsets on-the-go and converges to a predictor subset in an computationally efficient manner. Both the algorithms approximate the underlying system by locally constant functions and select predictor subsets corresponding to these functions. The performance of the two algorithms is compared on a set of synthetic case studies as well as a real world case study of inflow forecasting. References: Sharma, A., and R. Mehrotra (2014), An information theoretic alternative to model a natural system using observational information alone, Water Resources Research, 49, doi:10.1002/2013WR013845. Pande, S. (2005), Generalized local learning in water resource management, PhD dissertation, Utah State University, UT-USA, 148p.

Optimum nonparametric estimation of population density based on ordered distances

USGS Publications Warehouse

Patil, S.A.; Kovner, J.L.; Burnham, Kenneth P.

1982-01-01

The asymptotic mean and error mean square are determined for the nonparametric estimator of plant density by distance sampling proposed by Patil, Burnham and Kovner (1979, Biometrics 35, 597-604. On the basis of these formulae, a bias-reduced version of this estimator is given, and its specific form is determined which gives minimum mean square error under varying assumptions about the true probability density function of the sampled data. Extension is given to line-transect sampling.

Bayesian nonparametric regression with varying residual density

PubMed Central

Pati, Debdeep; Dunson, David B.

2013-01-01

We consider the problem of robust Bayesian inference on the mean regression function allowing the residual density to change flexibly with predictors. The proposed class of models is based on a Gaussian process prior for the mean regression function and mixtures of Gaussians for the collection of residual densities indexed by predictors. Initially considering the homoscedastic case, we propose priors for the residual density based on probit stick-breaking (PSB) scale mixtures and symmetrized PSB (sPSB) location-scale mixtures. Both priors restrict the residual density to be symmetric about zero, with the sPSB prior more flexible in allowing multimodal densities. We provide sufficient conditions to ensure strong posterior consistency in estimating the regression function under the sPSB prior, generalizing existing theory focused on parametric residual distributions. The PSB and sPSB priors are generalized to allow residual densities to change nonparametrically with predictors through incorporating Gaussian processes in the stick-breaking components. This leads to a robust Bayesian regression procedure that automatically down-weights outliers and influential observations in a locally-adaptive manner. Posterior computation relies on an efficient data augmentation exact block Gibbs sampler. The methods are illustrated using simulated and real data applications. PMID:24465053

The binned bispectrum estimator: template-based and non-parametric CMB non-Gaussianity searches

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

Bucher, Martin; Racine, Benjamin; Tent, Bartjan van, E-mail: bucher@apc.univ-paris7.fr, E-mail: benjar@uio.no, E-mail: vantent@th.u-psud.fr

2016-05-01

We describe the details of the binned bispectrum estimator as used for the official 2013 and 2015 analyses of the temperature and polarization CMB maps from the ESA Planck satellite. The defining aspect of this estimator is the determination of a map bispectrum (3-point correlation function) that has been binned in harmonic space. For a parametric determination of the non-Gaussianity in the map (the so-called f NL parameters), one takes the inner product of this binned bispectrum with theoretically motivated templates. However, as a complementary approach one can also smooth the binned bispectrum using a variable smoothing scale in ordermore » to suppress noise and make coherent features stand out above the noise. This allows one to look in a model-independent way for any statistically significant bispectral signal. This approach is useful for characterizing the bispectral shape of the galactic foreground emission, for which a theoretical prediction of the bispectral anisotropy is lacking, and for detecting a serendipitous primordial signal, for which a theoretical template has not yet been put forth. Both the template-based and the non-parametric approaches are described in this paper.« less

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.

Wavelet Filtering to Reduce Conservatism in Aeroservoelastic Robust Stability Margins

NASA Technical Reports Server (NTRS)

Brenner, Marty; Lind, Rick

1998-01-01

Wavelet analysis for filtering and system identification was used to improve the estimation of aeroservoelastic stability margins. The conservatism of the robust stability margins was reduced with parametric and nonparametric time-frequency analysis of flight data in the model validation process. Nonparametric wavelet processing of data was used to reduce the effects of external desirableness and unmodeled dynamics. Parametric estimates of modal stability were also extracted using the wavelet transform. Computation of robust stability margins for stability boundary prediction depends on uncertainty descriptions derived from the data for model validation. F-18 high Alpha Research Vehicle aeroservoelastic flight test data demonstrated improved robust stability prediction by extension of the stability boundary beyond the flight regime.

Variable selection for marginal longitudinal generalized linear models.

PubMed

Cantoni, Eva; Flemming, Joanna Mills; Ronchetti, Elvezio

2005-06-01

Variable selection is an essential part of any statistical analysis and yet has been somewhat neglected in the context of longitudinal data analysis. In this article, we propose a generalized version of Mallows's C(p) (GC(p)) suitable for use with both parametric and nonparametric models. GC(p) provides an estimate of a measure of model's adequacy for prediction. We examine its performance with popular marginal longitudinal models (fitted using GEE) and contrast results with what is typically done in practice: variable selection based on Wald-type or score-type tests. An application to real data further demonstrates the merits of our approach while at the same time emphasizing some important robust features inherent to GC(p).

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.

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.

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.

Population-based absolute risk estimation with survey data

PubMed Central

Kovalchik, Stephanie A.; Pfeiffer, Ruth M.

2013-01-01

Absolute risk is the probability that a cause-specific event occurs in a given time interval in the presence of competing events. We present methods to estimate population-based absolute risk from a complex survey cohort that can accommodate multiple exposure-specific competing risks. The hazard function for each event type consists of an individualized relative risk multiplied by a baseline hazard function, which is modeled nonparametrically or parametrically with a piecewise exponential model. An influence method is used to derive a Taylor-linearized variance estimate for the absolute risk estimates. We introduce novel measures of the cause-specific influences that can guide modeling choices for the competing event components of the model. To illustrate our methodology, we build and validate cause-specific absolute risk models for cardiovascular and cancer deaths using data from the National Health and Nutrition Examination Survey. Our applications demonstrate the usefulness of survey-based risk prediction models for predicting health outcomes and quantifying the potential impact of disease prevention programs at the population level. PMID:23686614

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

Software Supportability Risk Assessment in OT&E (Operational Test and Evaluation): Literature Review, Current Research Review, and Data Base Assemblage.

DTIC Science & Technology

1984-09-28

variables before simula- tion of model - Search for reality checks a, - Express uncertainty as a probability density distribution. a. H2 a, H-22 TWIF... probability that the software con- tains errors. This prior is updated as test failure data are accumulated. Only a p of 1 (software known to contain...discusssed; both parametric and nonparametric versions are presented. It is shown by the author that the bootstrap underlies the jackknife method and

Understanding Past Population Dynamics: Bayesian Coalescent-Based Modeling with Covariates

PubMed Central

Gill, Mandev S.; Lemey, Philippe; Bennett, Shannon N.; Biek, Roman; Suchard, Marc A.

2016-01-01

Effective population size characterizes the genetic variability in a population and is a parameter of paramount importance in population genetics and evolutionary biology. Kingman’s coalescent process enables inference of past population dynamics directly from molecular sequence data, and researchers have developed a number of flexible coalescent-based models for Bayesian nonparametric estimation of the effective population size as a function of time. Major goals of demographic reconstruction include identifying driving factors of effective population size, and understanding the association between the effective population size and such factors. Building upon Bayesian nonparametric coalescent-based approaches, we introduce a flexible framework that incorporates time-varying covariates that exploit Gaussian Markov random fields to achieve temporal smoothing of effective population size trajectories. To approximate the posterior distribution, we adapt efficient Markov chain Monte Carlo algorithms designed for highly structured Gaussian models. Incorporating covariates into the demographic inference framework enables the modeling of associations between the effective population size and covariates while accounting for uncertainty in population histories. Furthermore, it can lead to more precise estimates of population dynamics. We apply our model to four examples. We reconstruct the demographic history of raccoon rabies in North America and find a significant association with the spatiotemporal spread of the outbreak. Next, we examine the effective population size trajectory of the DENV-4 virus in Puerto Rico along with viral isolate count data and find similar cyclic patterns. We compare the population history of the HIV-1 CRF02_AG clade in Cameroon with HIV incidence and prevalence data and find that the effective population size is more reflective of incidence rate. Finally, we explore the hypothesis that the population dynamics of musk ox during the Late Quaternary period were related to climate change. [Coalescent; effective population size; Gaussian Markov random fields; phylodynamics; phylogenetics; population genetics. PMID:27368344

Does the high–tech industry consistently reduce CO{sub 2} emissions? Results from nonparametric additive regression model

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

Xu, Bin; Research Center of Applied Statistics, Jiangxi University of Finance and Economics, Nanchang, Jiangxi 330013; Lin, Boqiang, E-mail: bqlin@xmu.edu.cn

China is currently the world's largest carbon dioxide (CO{sub 2}) emitter. Moreover, total energy consumption and CO{sub 2} emissions in China will continue to increase due to the rapid growth of industrialization and urbanization. Therefore, vigorously developing the high–tech industry becomes an inevitable choice to reduce CO{sub 2} emissions at the moment or in the future. However, ignoring the existing nonlinear links between economic variables, most scholars use traditional linear models to explore the impact of the high–tech industry on CO{sub 2} emissions from an aggregate perspective. Few studies have focused on nonlinear relationships and regional differences in China. Basedmore » on panel data of 1998–2014, this study uses the nonparametric additive regression model to explore the nonlinear effect of the high–tech industry from a regional perspective. The estimated results show that the residual sum of squares (SSR) of the nonparametric additive regression model in the eastern, central and western regions are 0.693, 0.054 and 0.085 respectively, which are much less those that of the traditional linear regression model (3.158, 4.227 and 7.196). This verifies that the nonparametric additive regression model has a better fitting effect. Specifically, the high–tech industry produces an inverted “U–shaped” nonlinear impact on CO{sub 2} emissions in the eastern region, but a positive “U–shaped” nonlinear effect in the central and western regions. Therefore, the nonlinear impact of the high–tech industry on CO{sub 2} emissions in the three regions should be given adequate attention in developing effective abatement policies. - Highlights: • The nonlinear effect of the high–tech industry on CO{sub 2} emissions was investigated. • The high–tech industry yields an inverted “U–shaped” effect in the eastern region. • The high–tech industry has a positive “U–shaped” nonlinear effect in other regions. • The linear impact of the high–tech industry in the eastern region is the strongest.« less

An improved nonparametric lower bound of species richness via a modified good-turing frequency formula.

PubMed

Chiu, Chun-Huo; Wang, Yi-Ting; Walther, Bruno A; Chao, Anne

2014-09-01

It is difficult to accurately estimate species richness if there are many almost undetectable species in a hyper-diverse community. Practically, an accurate lower bound for species richness is preferable to an inaccurate point estimator. The traditional nonparametric lower bound developed by Chao (1984, Scandinavian Journal of Statistics 11, 265-270) for individual-based abundance data uses only the information on the rarest species (the numbers of singletons and doubletons) to estimate the number of undetected species in samples. Applying a modified Good-Turing frequency formula, we derive an approximate formula for the first-order bias of this traditional lower bound. The approximate bias is estimated by using additional information (namely, the numbers of tripletons and quadrupletons). This approximate bias can be corrected, and an improved lower bound is thus obtained. The proposed lower bound is nonparametric in the sense that it is universally valid for any species abundance distribution. A similar type of improved lower bound can be derived for incidence data. We test our proposed lower bounds on simulated data sets generated from various species abundance models. Simulation results show that the proposed lower bounds always reduce bias over the traditional lower bounds and improve accuracy (as measured by mean squared error) when the heterogeneity of species abundances is relatively high. We also apply the proposed new lower bounds to real data for illustration and for comparisons with previously developed estimators. © 2014, The International Biometric Society.

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

PubMed

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

2012-01-01

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

Nonparametric Method for Genomics-Based Prediction of Performance of Quantitative Traits Involving Epistasis in Plant Breeding

PubMed Central

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

2012-01-01

Genomic selection (GS) procedures have proven useful in estimating breeding value and predicting phenotype with genome-wide molecular marker information. However, issues of high dimensionality, multicollinearity, and the inability to deal effectively with epistasis can jeopardize accuracy and predictive ability. We, therefore, propose a new nonparametric method, pRKHS, which combines the features of supervised principal component analysis (SPCA) and reproducing kernel Hilbert spaces (RKHS) regression, with versions for traits with no/low epistasis, pRKHS-NE, to high epistasis, pRKHS-E. Instead of assigning a specific relationship to represent the underlying epistasis, the method maps genotype to phenotype in a nonparametric way, thus requiring fewer genetic assumptions. SPCA decreases the number of markers needed for prediction by filtering out low-signal markers with the optimal marker set determined by cross-validation. Principal components are computed from reduced marker matrix (called supervised principal components, SPC) and included in the smoothing spline ANOVA model as independent variables to fit the data. The new method was evaluated in comparison with current popular methods for practicing GS, specifically RR-BLUP, BayesA, BayesB, as well as a newer method by Crossa et al., RKHS-M, using both simulated and real data. Results demonstrate that pRKHS generally delivers greater predictive ability, particularly when epistasis impacts trait expression. Beyond prediction, the new method also facilitates inferences about the extent to which epistasis influences trait expression. PMID:23226325

Mixed-effects Gaussian process functional regression models with application to dose-response curve prediction.

PubMed

Shi, J Q; Wang, B; Will, E J; West, R M

2012-11-20

We propose a new semiparametric model for functional regression analysis, combining a parametric mixed-effects model with a nonparametric Gaussian process regression model, namely a mixed-effects Gaussian process functional regression model. The parametric component can provide explanatory information between the response and the covariates, whereas the nonparametric component can add nonlinearity. We can model the mean and covariance structures simultaneously, combining the information borrowed from other subjects with the information collected from each individual subject. We apply the model to dose-response curves that describe changes in the responses of subjects for differing levels of the dose of a drug or agent and have a wide application in many areas. We illustrate the method for the management of renal anaemia. An individual dose-response curve is improved when more information is included by this mechanism from the subject/patient over time, enabling a patient-specific treatment regime. Copyright © 2012 John Wiley & Sons, Ltd.

Stochastic Residual-Error Analysis For Estimating Hydrologic Model Predictive Uncertainty

EPA Science Inventory

A hybrid time series-nonparametric sampling approach, referred to herein as semiparametric, is presented for the estimation of model predictive uncertainty. The methodology is a two-step procedure whereby a distributed hydrologic model is first calibrated, then followed by brute ...

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

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%.

Fitting Item Response Theory Models to Two Personality Inventories: Issues and Insights.

PubMed

Chernyshenko, O S; Stark, S; Chan, K Y; Drasgow, F; Williams, B

2001-10-01

The present study compared the fit of several IRT models to two personality assessment instruments. Data from 13,059 individuals responding to the US-English version of the Fifth Edition of the Sixteen Personality Factor Questionnaire (16PF) and 1,770 individuals responding to Goldberg's 50 item Big Five Personality measure were analyzed. Various issues pertaining to the fit of the IRT models to personality data were considered. We examined two of the most popular parametric models designed for dichotomously scored items (i.e., the two- and three-parameter logistic models) and a parametric model for polytomous items (Samejima's graded response model). Also examined were Levine's nonparametric maximum likelihood formula scoring models for dichotomous and polytomous data, which were previously found to provide good fits to several cognitive ability tests (Drasgow, Levine, Tsien, Williams, & Mead, 1995). The two- and three-parameter logistic models fit some scales reasonably well but not others; the graded response model generally did not fit well. The nonparametric formula scoring models provided the best fit of the models considered. Several implications of these findings for personality measurement and personnel selection were described.

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

PubMed

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

2017-06-30

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

A neural network approach to cloud classification

NASA Technical Reports Server (NTRS)

Lee, Jonathan; Weger, Ronald C.; Sengupta, Sailes K.; Welch, Ronald M.

1990-01-01

It is shown that, using high-spatial-resolution data, very high cloud classification accuracies can be obtained with a neural network approach. A texture-based neural network classifier using only single-channel visible Landsat MSS imagery achieves an overall cloud identification accuracy of 93 percent. Cirrus can be distinguished from boundary layer cloudiness with an accuracy of 96 percent, without the use of an infrared channel. Stratocumulus is retrieved with an accuracy of 92 percent, cumulus at 90 percent. The use of the neural network does not improve cirrus classification accuracy. Rather, its main effect is in the improved separation between stratocumulus and cumulus cloudiness. While most cloud classification algorithms rely on linear parametric schemes, the present study is based on a nonlinear, nonparametric four-layer neural network approach. A three-layer neural network architecture, the nonparametric K-nearest neighbor approach, and the linear stepwise discriminant analysis procedure are compared. A significant finding is that significantly higher accuracies are attained with the nonparametric approaches using only 20 percent of the database as training data, compared to 67 percent of the database in the linear approach.

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…

On the Bayesian Nonparametric Generalization of IRT-Type Models

ERIC Educational Resources Information Center

San Martin, Ernesto; Jara, Alejandro; Rolin, Jean-Marie; Mouchart, Michel

2011-01-01

We study the identification and consistency of Bayesian semiparametric IRT-type models, where the uncertainty on the abilities' distribution is modeled using a prior distribution on the space of probability measures. We show that for the semiparametric Rasch Poisson counts model, simple restrictions ensure the identification of a general…

A Bayesian Semiparametric Latent Variable Model for Mixed Responses

ERIC Educational Resources Information Center

Fahrmeir, Ludwig; Raach, Alexander

2007-01-01

In this paper we introduce a latent variable model (LVM) for mixed ordinal and continuous responses, where covariate effects on the continuous latent variables are modelled through a flexible semiparametric Gaussian regression model. We extend existing LVMs with the usual linear covariate effects by including nonparametric components for nonlinear…

Nonparametric Combinatorial Sequence Models

NASA Astrophysics Data System (ADS)

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

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

Analysis of survival data from telemetry projects

USGS Publications Warehouse

Bunck, C.M.; Winterstein, S.R.; Pollock, K.H.

1985-01-01

Telemetry techniques can be used to study the survival rates of animal populations and are particularly suitable for species or settings for which band recovery models are not. Statistical methods for estimating survival rates and parameters of survival distributions from observations of radio-tagged animals will be described. These methods have been applied to medical and engineering studies and to the study of nest success. Estimates and tests based on discrete models, originally introduced by Mayfield, and on continuous models, both parametric and nonparametric, will be described. Generalizations, including staggered entry of subjects into the study and identification of mortality factors will be considered. Additional discussion topics will include sample size considerations, relocation frequency for subjects, and use of covariates.

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

Further evidence for the increased power of LOD scores compared with nonparametric methods.

PubMed

Durner, M; Vieland, V J; Greenberg, D A

1999-01-01

In genetic analysis of diseases in which the underlying model is unknown, "model free" methods-such as affected sib pair (ASP) tests-are often preferred over LOD-score methods, although LOD-score methods under the correct or even approximately correct model are more powerful than ASP tests. However, there might be circumstances in which nonparametric methods will outperform LOD-score methods. Recently, Dizier et al. reported that, in some complex two-locus (2L) models, LOD-score methods with segregation analysis-derived parameters had less power to detect linkage than ASP tests. We investigated whether these particular models, in fact, represent a situation that ASP tests are more powerful than LOD scores. We simulated data according to the parameters specified by Dizier et al. and analyzed the data by using a (a) single locus (SL) LOD-score analysis performed twice, under a simple dominant and a recessive mode of inheritance (MOI), (b) ASP methods, and (c) nonparametric linkage (NPL) analysis. We show that SL analysis performed twice and corrected for the type I-error increase due to multiple testing yields almost as much linkage information as does an analysis under the correct 2L model and is more powerful than either the ASP method or the NPL method. We demonstrate that, even for complex genetic models, the most important condition for linkage analysis is that the assumed MOI at the disease locus being tested is approximately correct, not that the inheritance of the disease per se is correctly specified. In the analysis by Dizier et al., segregation analysis led to estimates of dominance parameters that were grossly misspecified for the locus tested in those models in which ASP tests appeared to be more powerful than LOD-score analyses.

Nonparametric Bayesian inference of the microcanonical stochastic block model

NASA Astrophysics Data System (ADS)

Peixoto, Tiago P.

2017-01-01

A principled approach to characterize the hidden modular structure of networks is to formulate generative models and then infer their parameters from data. When the desired structure is composed of modules or "communities," a suitable choice for this task is the stochastic block model (SBM), where nodes are divided into groups, and the placement of edges is conditioned on the group memberships. Here, we present a nonparametric Bayesian method to infer the modular structure of empirical networks, including the number of modules and their hierarchical organization. We focus on a microcanonical variant of the SBM, where the structure is imposed via hard constraints, i.e., the generated networks are not allowed to violate the patterns imposed by the model. We show how this simple model variation allows simultaneously for two important improvements over more traditional inference approaches: (1) deeper Bayesian hierarchies, with noninformative priors replaced by sequences of priors and hyperpriors, which not only remove limitations that seriously degrade the inference on large networks but also reveal structures at multiple scales; (2) a very efficient inference algorithm that scales well not only for networks with a large number of nodes and edges but also with an unlimited number of modules. We show also how this approach can be used to sample modular hierarchies from the posterior distribution, as well as to perform model selection. We discuss and analyze the differences between sampling from the posterior and simply finding the single parameter estimate that maximizes it. Furthermore, we expose a direct equivalence between our microcanonical approach and alternative derivations based on the canonical SBM.

Self-organising mixture autoregressive model for non-stationary time series modelling.

PubMed

Ni, He; Yin, Hujun

2008-12-01

Modelling non-stationary time series has been a difficult task for both parametric and nonparametric methods. One promising solution is to combine the flexibility of nonparametric models with the simplicity of parametric models. In this paper, the self-organising mixture autoregressive (SOMAR) network is adopted as a such mixture model. It breaks time series into underlying segments and at the same time fits local linear regressive models to the clusters of segments. In such a way, a global non-stationary time series is represented by a dynamic set of local linear regressive models. Neural gas is used for a more flexible structure of the mixture model. Furthermore, a new similarity measure has been introduced in the self-organising network to better quantify the similarity of time series segments. The network can be used naturally in modelling and forecasting non-stationary time series. Experiments on artificial, benchmark time series (e.g. Mackey-Glass) and real-world data (e.g. numbers of sunspots and Forex rates) are presented and the results show that the proposed SOMAR network is effective and superior to other similar approaches.

Multimodal brain-tumor segmentation based on Dirichlet process mixture model with anisotropic diffusion and Markov random field prior.

PubMed

Lu, Yisu; Jiang, Jun; Yang, Wei; Feng, Qianjin; Chen, Wufan

2014-01-01

Brain-tumor segmentation is an important clinical requirement for brain-tumor diagnosis and radiotherapy planning. It is well-known that the number of clusters is one of the most important parameters for automatic segmentation. However, it is difficult to define owing to the high diversity in appearance of tumor tissue among different patients and the ambiguous boundaries of lesions. In this study, a nonparametric mixture of Dirichlet process (MDP) model is applied to segment the tumor images, and the MDP segmentation can be performed without the initialization of the number of clusters. Because the classical MDP segmentation cannot be applied for real-time diagnosis, a new nonparametric segmentation algorithm combined with anisotropic diffusion and a Markov random field (MRF) smooth constraint is proposed in this study. Besides the segmentation of single modal brain-tumor images, we developed the algorithm to segment multimodal brain-tumor images by the magnetic resonance (MR) multimodal features and obtain the active tumor and edema in the same time. The proposed algorithm is evaluated using 32 multimodal MR glioma image sequences, and the segmentation results are compared with other approaches. The accuracy and computation time of our algorithm demonstrates very impressive performance and has a great potential for practical real-time clinical use.

Multimodal Brain-Tumor Segmentation Based on Dirichlet Process Mixture Model with Anisotropic Diffusion and Markov Random Field Prior

PubMed Central

Lu, Yisu; Jiang, Jun; Chen, Wufan

2014-01-01

Brain-tumor segmentation is an important clinical requirement for brain-tumor diagnosis and radiotherapy planning. It is well-known that the number of clusters is one of the most important parameters for automatic segmentation. However, it is difficult to define owing to the high diversity in appearance of tumor tissue among different patients and the ambiguous boundaries of lesions. In this study, a nonparametric mixture of Dirichlet process (MDP) model is applied to segment the tumor images, and the MDP segmentation can be performed without the initialization of the number of clusters. Because the classical MDP segmentation cannot be applied for real-time diagnosis, a new nonparametric segmentation algorithm combined with anisotropic diffusion and a Markov random field (MRF) smooth constraint is proposed in this study. Besides the segmentation of single modal brain-tumor images, we developed the algorithm to segment multimodal brain-tumor images by the magnetic resonance (MR) multimodal features and obtain the active tumor and edema in the same time. The proposed algorithm is evaluated using 32 multimodal MR glioma image sequences, and the segmentation results are compared with other approaches. The accuracy and computation time of our algorithm demonstrates very impressive performance and has a great potential for practical real-time clinical use. PMID:25254064

Geometric analysis and restitution of digital multispectral scanner data arrays

NASA Technical Reports Server (NTRS)

Baker, J. R.; Mikhail, E. M.

1975-01-01

An investigation was conducted to define causes of geometric defects within digital multispectral scanner (MSS) data arrays, to analyze the resulting geometric errors, and to investigate restitution methods to correct or reduce these errors. Geometric transformation relationships for scanned data, from which collinearity equations may be derived, served as the basis of parametric methods of analysis and restitution of MSS digital data arrays. The linearization of these collinearity equations is presented. Algorithms considered for use in analysis and restitution included the MSS collinearity equations, piecewise polynomials based on linearized collinearity equations, and nonparametric algorithms. A proposed system for geometric analysis and restitution of MSS digital data arrays was used to evaluate these algorithms, utilizing actual MSS data arrays. It was shown that collinearity equations and nonparametric algorithms both yield acceptable results, but nonparametric algorithms possess definite advantages in computational efficiency. Piecewise polynomials were found to yield inferior results.

Kernel-based whole-genome prediction of complex traits: a review.

PubMed

Morota, Gota; Gianola, Daniel

2014-01-01

Prediction of genetic values has been a focus of applied quantitative genetics since the beginning of the 20th century, with renewed interest following the advent of the era of whole genome-enabled prediction. Opportunities offered by the emergence of high-dimensional genomic data fueled by post-Sanger sequencing technologies, especially molecular markers, have driven researchers to extend Ronald Fisher and Sewall Wright's models to confront new challenges. In particular, kernel methods are gaining consideration as a regression method of choice for genome-enabled prediction. Complex traits are presumably influenced by many genomic regions working in concert with others (clearly so when considering pathways), thus generating interactions. Motivated by this view, a growing number of statistical approaches based on kernels attempt to capture non-additive effects, either parametrically or non-parametrically. This review centers on whole-genome regression using kernel methods applied to a wide range of quantitative traits of agricultural importance in animals and plants. We discuss various kernel-based approaches tailored to capturing total genetic variation, with the aim of arriving at an enhanced predictive performance in the light of available genome annotation information. Connections between prediction machines born in animal breeding, statistics, and machine learning are revisited, and their empirical prediction performance is discussed. Overall, while some encouraging results have been obtained with non-parametric kernels, recovering non-additive genetic variation in a validation dataset remains a challenge in quantitative genetics.

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.

A review of methods to estimate cause-specific mortality in presence of competing risks

USGS Publications Warehouse

Heisey, Dennis M.; Patterson, Brent R.

2006-01-01

Estimating cause-specific mortality is often of central importance for understanding the dynamics of wildlife populations. Despite such importance, methodology for estimating and analyzing cause-specific mortality has received little attention in wildlife ecology during the past 20 years. The issue of analyzing cause-specific, mutually exclusive events in time is not unique to wildlife. In fact, this general problem has received substantial attention in human biomedical applications within the context of biostatistical survival analysis. Here, we consider cause-specific mortality from a modern biostatistical perspective. This requires carefully defining what we mean by cause-specific mortality and then providing an appropriate hazard-based representation as a competing risks problem. This leads to the general solution of cause-specific mortality as the cumulative incidence function (CIF). We describe the appropriate generalization of the fully nonparametric staggered-entry Kaplan–Meier survival estimator to cause-specific mortality via the nonparametric CIF estimator (NPCIFE), which in many situations offers an attractive alternative to the Heisey–Fuller estimator. An advantage of the NPCIFE is that it lends itself readily to risk factors analysis with standard software for Cox proportional hazards model. The competing risks–based approach also clarifies issues regarding another intuitive but erroneous "cause-specific mortality" estimator based on the Kaplan–Meier survival estimator and commonly seen in the life sciences literature.

Spectral analysis method for detecting an element

DOEpatents

Blackwood, Larry G [Idaho Falls, ID; Edwards, Andrew J [Idaho Falls, ID; Jewell, James K [Idaho Falls, ID; Reber, Edward L [Idaho Falls, ID; Seabury, Edward H [Idaho Falls, ID

2008-02-12

A method for detecting an element is described and which includes the steps of providing a gamma-ray spectrum which has a region of interest which corresponds with a small amount of an element to be detected; providing nonparametric assumptions about a shape of the gamma-ray spectrum in the region of interest, and which would indicate the presence of the element to be detected; and applying a statistical test to the shape of the gamma-ray spectrum based upon the nonparametric assumptions to detect the small amount of the element to be detected.

A Model Fit Statistic for Generalized Partial Credit Model

ERIC Educational Resources Information Center

Liang, Tie; Wells, Craig S.

2009-01-01

Investigating the fit of a parametric model is an important part of the measurement process when implementing item response theory (IRT), but research examining it is limited. A general nonparametric approach for detecting model misfit, introduced by J. Douglas and A. S. Cohen (2001), has exhibited promising results for the two-parameter logistic…

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.

Target Identification Using Harmonic Wavelet Based ISAR Imaging

NASA Astrophysics Data System (ADS)

Shreyamsha Kumar, B. K.; Prabhakar, B.; Suryanarayana, K.; Thilagavathi, V.; Rajagopal, R.

2006-12-01

A new approach has been proposed to reduce the computations involved in the ISAR imaging, which uses harmonic wavelet-(HW) based time-frequency representation (TFR). Since the HW-based TFR falls into a category of nonparametric time-frequency (T-F) analysis tool, it is computationally efficient compared to parametric T-F analysis tools such as adaptive joint time-frequency transform (AJTFT), adaptive wavelet transform (AWT), and evolutionary AWT (EAWT). Further, the performance of the proposed method of ISAR imaging is compared with the ISAR imaging by other nonparametric T-F analysis tools such as short-time Fourier transform (STFT) and Choi-Williams distribution (CWD). In the ISAR imaging, the use of HW-based TFR provides similar/better results with significant (92%) computational advantage compared to that obtained by CWD. The ISAR images thus obtained are identified using a neural network-based classification scheme with feature set invariant to translation, rotation, and scaling.

The Application of Continuous Wavelet Transform Based Foreground Subtraction Method in 21 cm Sky Surveys

NASA Astrophysics Data System (ADS)

Gu, Junhua; Xu, Haiguang; Wang, Jingying; An, Tao; Chen, Wen

2013-08-01

We propose a continuous wavelet transform based non-parametric foreground subtraction method for the detection of redshifted 21 cm signal from the epoch of reionization. This method works based on the assumption that the foreground spectra are smooth in frequency domain, while the 21 cm signal spectrum is full of saw-tooth-like structures, thus their characteristic scales are significantly different. We can distinguish them in the wavelet coefficient space easily and perform the foreground subtraction. Compared with the traditional spectral fitting based method, our method is more tolerant to complex foregrounds. Furthermore, we also find that when the instrument has uncorrected response error, our method can also work significantly better than the spectral fitting based method. Our method can obtain similar results with the Wp smoothing method, which is also a non-parametric method, but our method consumes much less computing time.

Efficiency Analysis of Public Universities in Thailand

ERIC Educational Resources Information Center

Kantabutra, Saranya; Tang, John C. S.

2010-01-01

This paper examines the performance of Thai public universities in terms of efficiency, using a non-parametric approach called data envelopment analysis. Two efficiency models, the teaching efficiency model and the research efficiency model, are developed and the analysis is conducted at the faculty level. Further statistical analyses are also…

A Bayesian Nonparametric Meta-Analysis Model

ERIC Educational Resources Information Center

Karabatsos, George; Talbott, Elizabeth; Walker, Stephen G.

2015-01-01

In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall…

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.

A fully nonparametric estimator of the marginal survival function based on case–control clustered age-at-onset data

PubMed Central

Gorfine, Malka; Bordo, Nadia; Hsu, Li

2017-01-01

Summary Consider a popular case–control family study where individuals with a disease under study (case probands) and individuals who do not have the disease (control probands) are randomly sampled from a well-defined population. Possibly right-censored age at onset and disease status are observed for both probands and their relatives. For example, case probands are men diagnosed with prostate cancer, control probands are men free of prostate cancer, and the prostate cancer history of the fathers of the probands is also collected. Inherited genetic susceptibility, shared environment, and common behavior lead to correlation among the outcomes within a family. In this article, a novel nonparametric estimator of the marginal survival function is provided. The estimator is defined in the presence of intra-cluster dependence, and is based on consistent smoothed kernel estimators of conditional survival functions. By simulation, it is shown that the proposed estimator performs very well in terms of bias. The utility of the estimator is illustrated by the analysis of case–control family data of early onset prostate cancer. To our knowledge, this is the first article that provides a fully nonparametric marginal survival estimator based on case–control clustered age-at-onset data. PMID:27436674

Use of Brain MRI Atlases to Determine Boundaries of Age-Related Pathology: The Importance of Statistical Method

PubMed Central

Dickie, David Alexander; Job, Dominic E.; Gonzalez, David Rodriguez; Shenkin, Susan D.; Wardlaw, Joanna M.

2015-01-01

Introduction Neurodegenerative disease diagnoses may be supported by the comparison of an individual patient’s brain magnetic resonance image (MRI) with a voxel-based atlas of normal brain MRI. Most current brain MRI atlases are of young to middle-aged adults and parametric, e.g., mean ±standard deviation (SD); these atlases require data to be Gaussian. Brain MRI data, e.g., grey matter (GM) proportion images, from normal older subjects are apparently not Gaussian. We created a nonparametric and a parametric atlas of the normal limits of GM proportions in older subjects and compared their classifications of GM proportions in Alzheimer’s disease (AD) patients. Methods Using publicly available brain MRI from 138 normal subjects and 138 subjects diagnosed with AD (all 55–90 years), we created: a mean ±SD atlas to estimate parametrically the percentile ranks and limits of normal ageing GM; and, separately, a nonparametric, rank order-based GM atlas from the same normal ageing subjects. GM images from AD patients were then classified with respect to each atlas to determine the effect statistical distributions had on classifications of proportions of GM in AD patients. Results The parametric atlas often defined the lower normal limit of the proportion of GM to be negative (which does not make sense physiologically as the lowest possible proportion is zero). Because of this, for approximately half of the AD subjects, 25–45% of voxels were classified as normal when compared to the parametric atlas; but were classified as abnormal when compared to the nonparametric atlas. These voxels were mainly concentrated in the frontal and occipital lobes. Discussion To our knowledge, we have presented the first nonparametric brain MRI atlas. In conditions where there is increasing variability in brain structure, such as in old age, nonparametric brain MRI atlases may represent the limits of normal brain structure more accurately than parametric approaches. Therefore, we conclude that the statistical method used for construction of brain MRI atlases should be selected taking into account the population and aim under study. Parametric methods are generally robust for defining central tendencies, e.g., means, of brain structure. Nonparametric methods are advisable when studying the limits of brain structure in ageing and neurodegenerative disease. PMID:26023913

A Multidimensional Item Response Model: Constrained Latent Class Analysis Using the Gibbs Sampler and Posterior Predictive Checks.

ERIC Educational Resources Information Center

Hoijtink, Herbert; Molenaar, Ivo W.

1997-01-01

This paper shows that a certain class of constrained latent class models may be interpreted as a special case of nonparametric multidimensional item response models. Parameters of this latent class model are estimated using an application of the Gibbs sampler, and model fit is investigated using posterior predictive checks. (SLD)

A Framework for Dimensionality Assessment for Multidimensional Item Response Models

ERIC Educational Resources Information Center

Svetina, Dubravka; Levy, Roy

2014-01-01

A framework is introduced for considering dimensionality assessment procedures for multidimensional item response models. The framework characterizes procedures in terms of their confirmatory or exploratory approach, parametric or nonparametric assumptions, and applicability to dichotomous, polytomous, and missing data. Popular and emerging…

A SEMIPARAMETRIC BAYESIAN MODEL FOR CIRCULAR-LINEAR REGRESSION

EPA Science Inventory

We present a Bayesian approach to regress a circular variable on a linear predictor. The regression coefficients are assumed to have a nonparametric distribution with a Dirichlet process prior. The semiparametric Bayesian approach gives added flexibility to the model and is usefu...

The influence of vegetation height heterogeneity on forest and woodland bird species richness across the United States.

PubMed

Huang, Qiongyu; Swatantran, Anu; Dubayah, Ralph; Goetz, Scott J

2014-01-01

Avian diversity is under increasing pressures. It is thus critical to understand the ecological variables that contribute to large scale spatial distribution of avian species diversity. Traditionally, studies have relied primarily on two-dimensional habitat structure to model broad scale species richness. Vegetation vertical structure is increasingly used at local scales. However, the spatial arrangement of vegetation height has never been taken into consideration. Our goal was to examine the efficacies of three-dimensional forest structure, particularly the spatial heterogeneity of vegetation height in improving avian richness models across forested ecoregions in the U.S. We developed novel habitat metrics to characterize the spatial arrangement of vegetation height using the National Biomass and Carbon Dataset for the year 2000 (NBCD). The height-structured metrics were compared with other habitat metrics for statistical association with richness of three forest breeding bird guilds across Breeding Bird Survey (BBS) routes: a broadly grouped woodland guild, and two forest breeding guilds with preferences for forest edge and for interior forest. Parametric and non-parametric models were built to examine the improvement of predictability. Height-structured metrics had the strongest associations with species richness, yielding improved predictive ability for the woodland guild richness models (r(2) = ∼ 0.53 for the parametric models, 0.63 the non-parametric models) and the forest edge guild models (r(2) = ∼ 0.34 for the parametric models, 0.47 the non-parametric models). All but one of the linear models incorporating height-structured metrics showed significantly higher adjusted-r2 values than their counterparts without additional metrics. The interior forest guild richness showed a consistent low association with height-structured metrics. Our results suggest that height heterogeneity, beyond canopy height alone, supplements habitat characterization and richness models of forest bird species. The metrics and models derived in this study demonstrate practical examples of utilizing three-dimensional vegetation data for improved characterization of spatial patterns in species richness.

The Influence of Vegetation Height Heterogeneity on Forest and Woodland Bird Species Richness across the United States

PubMed Central

Huang, Qiongyu; Swatantran, Anu; Dubayah, Ralph; Goetz, Scott J.

2014-01-01

Avian diversity is under increasing pressures. It is thus critical to understand the ecological variables that contribute to large scale spatial distribution of avian species diversity. Traditionally, studies have relied primarily on two-dimensional habitat structure to model broad scale species richness. Vegetation vertical structure is increasingly used at local scales. However, the spatial arrangement of vegetation height has never been taken into consideration. Our goal was to examine the efficacies of three-dimensional forest structure, particularly the spatial heterogeneity of vegetation height in improving avian richness models across forested ecoregions in the U.S. We developed novel habitat metrics to characterize the spatial arrangement of vegetation height using the National Biomass and Carbon Dataset for the year 2000 (NBCD). The height-structured metrics were compared with other habitat metrics for statistical association with richness of three forest breeding bird guilds across Breeding Bird Survey (BBS) routes: a broadly grouped woodland guild, and two forest breeding guilds with preferences for forest edge and for interior forest. Parametric and non-parametric models were built to examine the improvement of predictability. Height-structured metrics had the strongest associations with species richness, yielding improved predictive ability for the woodland guild richness models (r2 = ∼0.53 for the parametric models, 0.63 the non-parametric models) and the forest edge guild models (r2 = ∼0.34 for the parametric models, 0.47 the non-parametric models). All but one of the linear models incorporating height-structured metrics showed significantly higher adjusted-r2 values than their counterparts without additional metrics. The interior forest guild richness showed a consistent low association with height-structured metrics. Our results suggest that height heterogeneity, beyond canopy height alone, supplements habitat characterization and richness models of forest bird species. The metrics and models derived in this study demonstrate practical examples of utilizing three-dimensional vegetation data for improved characterization of spatial patterns in species richness. PMID:25101782

Validation of two (parametric vs non-parametric) daily weather generators

NASA Astrophysics Data System (ADS)

Dubrovsky, M.; Skalak, P.

2015-12-01

As the climate models (GCMs and RCMs) fail to satisfactorily reproduce the real-world surface weather regime, various statistical methods are applied to downscale GCM/RCM outputs into site-specific weather series. The stochastic weather generators are among the most favourite downscaling methods capable to produce realistic (observed-like) meteorological inputs for agrological, hydrological and other impact models used in assessing sensitivity of various ecosystems to climate change/variability. To name their advantages, the generators may (i) produce arbitrarily long multi-variate synthetic weather series representing both present and changed climates (in the latter case, the generators are commonly modified by GCM/RCM-based climate change scenarios), (ii) be run in various time steps and for multiple weather variables (the generators reproduce the correlations among variables), (iii) be interpolated (and run also for sites where no weather data are available to calibrate the generator). This contribution will compare two stochastic daily weather generators in terms of their ability to reproduce various features of the daily weather series. M&Rfi is a parametric generator: Markov chain model is used to model precipitation occurrence, precipitation amount is modelled by the Gamma distribution, and the 1st order autoregressive model is used to generate non-precipitation surface weather variables. The non-parametric GoMeZ generator is based on the nearest neighbours resampling technique making no assumption on the distribution of the variables being generated. Various settings of both weather generators will be assumed in the present validation tests. The generators will be validated in terms of (a) extreme temperature and precipitation characteristics (annual and 30-years extremes and maxima of duration of hot/cold/dry/wet spells); (b) selected validation statistics developed within the frame of VALUE project. The tests will be based on observational weather series from several European stations available from the ECA&D database. Acknowledgements: The weather generator is developed and validated within the frame of projects WG4VALUE (sponsored by the Ministry of Education, Youth and Sports of CR), and VALUE (COST ES 1102 action).

A Bayesian nonparametric method for prediction in EST analysis

PubMed Central

Lijoi, Antonio; Mena, Ramsés H; Prünster, Igor

2007-01-01

Background Expressed sequence tags (ESTs) analyses are a fundamental tool for gene identification in organisms. Given a preliminary EST sample from a certain library, several statistical prediction problems arise. In particular, it is of interest to estimate how many new genes can be detected in a future EST sample of given size and also to determine the gene discovery rate: these estimates represent the basis for deciding whether to proceed sequencing the library and, in case of a positive decision, a guideline for selecting the size of the new sample. Such information is also useful for establishing sequencing efficiency in experimental design and for measuring the degree of redundancy of an EST library. Results In this work we propose a Bayesian nonparametric approach for tackling statistical problems related to EST surveys. In particular, we provide estimates for: a) the coverage, defined as the proportion of unique genes in the library represented in the given sample of reads; b) the number of new unique genes to be observed in a future sample; c) the discovery rate of new genes as a function of the future sample size. The Bayesian nonparametric model we adopt conveys, in a statistically rigorous way, the available information into prediction. Our proposal has appealing properties over frequentist nonparametric methods, which become unstable when prediction is required for large future samples. EST libraries, previously studied with frequentist methods, are analyzed in detail. Conclusion The Bayesian nonparametric approach we undertake yields valuable tools for gene capture and prediction in EST libraries. The estimators we obtain do not feature the kind of drawbacks associated with frequentist estimators and are reliable for any size of the additional sample. PMID:17868445

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

PubMed

Donnelly, Aoife; Misstear, Bruce; Broderick, Brian

2011-02-15

Background concentrations of nitrogen dioxide (NO(2)) are not constant but vary temporally and spatially. The current paper presents a powerful tool for the quantification of the effects of wind direction and wind speed on background NO(2) concentrations, particularly in cases where monitoring data are limited. In contrast to previous studies which applied similar methods to sites directly affected by local pollution sources, the current study focuses on background sites with the aim of improving methods for predicting background concentrations adopted in air quality modelling studies. The relationship between measured NO(2) concentration in air at three such sites in Ireland and locally measured wind direction has been quantified using nonparametric regression methods. The major aim was to analyse a method for quantifying the effects of local wind direction on background levels of NO(2) in Ireland. The method was expanded to include wind speed as an added predictor variable. A Gaussian kernel function is used in the analysis and circular statistics employed for the wind direction variable. Wind direction and wind speed were both found to have a statistically significant effect on background levels of NO(2) at all three sites. Frequently environmental impact assessments are based on short term baseline monitoring producing a limited dataset. The presented non-parametric regression methods, in contrast to the frequently used methods such as binning of the data, allow concentrations for missing data pairs to be estimated and distinction between spurious and true peaks in concentrations to be made. The methods were found to provide a realistic estimation of long term concentration variation with wind direction and speed, even for cases where the data set is limited. Accurate identification of the actual variation at each location and causative factors could be made, thus supporting the improved definition of background concentrations for use in air quality modelling studies. Copyright © 2010 Elsevier B.V. All rights reserved.

Nonparametric analysis of bivariate gap time with competing risks.

PubMed

Huang, Chiung-Yu; Wang, Chenguang; Wang, Mei-Cheng

2016-09-01

This article considers nonparametric methods for studying recurrent disease and death with competing risks. We first point out that comparisons based on the well-known cumulative incidence function can be confounded by different prevalence rates of the competing events, and that comparisons of the conditional distribution of the survival time given the failure event type are more relevant for investigating the prognosis of different patterns of recurrence disease. We then propose nonparametric estimators for the conditional cumulative incidence function as well as the conditional bivariate cumulative incidence function for the bivariate gap times, that is, the time to disease recurrence and the residual lifetime after recurrence. To quantify the association between the two gap times in the competing risks setting, a modified Kendall's tau statistic is proposed. The proposed estimators for the conditional bivariate cumulative incidence distribution and the association measure account for the induced dependent censoring for the second gap time. Uniform consistency and weak convergence of the proposed estimators are established. Hypothesis testing procedures for two-sample comparisons are discussed. Numerical simulation studies with practical sample sizes are conducted to evaluate the performance of the proposed nonparametric estimators and tests. An application to data from a pancreatic cancer study is presented to illustrate the methods developed in this article. © 2016, The International Biometric Society.

Bivariate discrete beta Kernel graduation of mortality data.

PubMed

Mazza, Angelo; Punzo, Antonio

2015-07-01

Various parametric/nonparametric techniques have been proposed in literature to graduate mortality data as a function of age. Nonparametric approaches, as for example kernel smoothing regression, are often preferred because they do not assume any particular mortality law. Among the existing kernel smoothing approaches, the recently proposed (univariate) discrete beta kernel smoother has been shown to provide some benefits. Bivariate graduation, over age and calendar years or durations, is common practice in demography and actuarial sciences. In this paper, we generalize the discrete beta kernel smoother to the bivariate case, and we introduce an adaptive bandwidth variant that may provide additional benefits when data on exposures to the risk of death are available; furthermore, we outline a cross-validation procedure for bandwidths selection. Using simulations studies, we compare the bivariate approach proposed here with its corresponding univariate formulation and with two popular nonparametric bivariate graduation techniques, based on Epanechnikov kernels and on P-splines. To make simulations realistic, a bivariate dataset, based on probabilities of dying recorded for the US males, is used. Simulations have confirmed the gain in performance of the new bivariate approach with respect to both the univariate and the bivariate competitors.

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.

Least Squares Distance Method of Cognitive Validation and Analysis for Binary Items Using Their Item Response Theory Parameters

ERIC Educational Resources Information Center

Dimitrov, Dimiter M.

2007-01-01

The validation of cognitive attributes required for correct answers on binary test items or tasks has been addressed in previous research through the integration of cognitive psychology and psychometric models using parametric or nonparametric item response theory, latent class modeling, and Bayesian modeling. All previous models, each with their…

Disjunctive Normal Shape and Appearance Priors with Applications to Image Segmentation.

PubMed

Mesadi, Fitsum; Cetin, Mujdat; Tasdizen, Tolga

2015-10-01

The use of appearance and shape priors in image segmentation is known to improve accuracy; however, existing techniques have several drawbacks. Active shape and appearance models require landmark points and assume unimodal shape and appearance distributions. Level set based shape priors are limited to global shape similarity. In this paper, we present a novel shape and appearance priors for image segmentation based on an implicit parametric shape representation called disjunctive normal shape model (DNSM). DNSM is formed by disjunction of conjunctions of half-spaces defined by discriminants. We learn shape and appearance statistics at varying spatial scales using nonparametric density estimation. Our method can generate a rich set of shape variations by locally combining training shapes. Additionally, by studying the intensity and texture statistics around each discriminant of our shape model, we construct a local appearance probability map. Experiments carried out on both medical and natural image datasets show the potential of the proposed method.

The geometry of distributional preferences and a non-parametric identification approach: The Equality Equivalence Test.

PubMed

Kerschbamer, Rudolf

2015-05-01

This paper proposes a geometric delineation of distributional preference types and a non-parametric approach for their identification in a two-person context. It starts with a small set of assumptions on preferences and shows that this set (i) naturally results in a taxonomy of distributional archetypes that nests all empirically relevant types considered in previous work; and (ii) gives rise to a clean experimental identification procedure - the Equality Equivalence Test - that discriminates between archetypes according to core features of preferences rather than properties of specific modeling variants. As a by-product the test yields a two-dimensional index of preference intensity.

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

PubMed

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

2017-06-06

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

NONPARAMETRIC MANOVA APPROACHES FOR NON-NORMAL MULTIVARIATE OUTCOMES WITH MISSING VALUES

PubMed Central

He, Fanyin; Mazumdar, Sati; Tang, Gong; Bhatia, Triptish; Anderson, Stewart J.; Dew, Mary Amanda; Krafty, Robert; Nimgaonkar, Vishwajit; Deshpande, Smita; Hall, Martica; Reynolds, Charles F.

2017-01-01

Between-group comparisons often entail many correlated response variables. The multivariate linear model, with its assumption of multivariate normality, is the accepted standard tool for these tests. When this assumption is violated, the nonparametric multivariate Kruskal-Wallis (MKW) test is frequently used. However, this test requires complete cases with no missing values in response variables. Deletion of cases with missing values likely leads to inefficient statistical inference. Here we extend the MKW test to retain information from partially-observed cases. Results of simulated studies and analysis of real data show that the proposed method provides adequate coverage and superior power to complete-case analyses. PMID:29416225

Two-Way Gene Interaction From Microarray Data Based on Correlation Methods.

PubMed

Alavi Majd, Hamid; Talebi, Atefeh; Gilany, Kambiz; Khayyer, Nasibeh

2016-06-01

Gene networks have generated a massive explosion in the development of high-throughput techniques for monitoring various aspects of gene activity. Networks offer a natural way to model interactions between genes, and extracting gene network information from high-throughput genomic data is an important and difficult task. The purpose of this study is to construct a two-way gene network based on parametric and nonparametric correlation coefficients. The first step in constructing a Gene Co-expression Network is to score all pairs of gene vectors. The second step is to select a score threshold and connect all gene pairs whose scores exceed this value. In the foundation-application study, we constructed two-way gene networks using nonparametric methods, such as Spearman's rank correlation coefficient and Blomqvist's measure, and compared them with Pearson's correlation coefficient. We surveyed six genes of venous thrombosis disease, made a matrix entry representing the score for the corresponding gene pair, and obtained two-way interactions using Pearson's correlation, Spearman's rank correlation, and Blomqvist's coefficient. Finally, these methods were compared with Cytoscape, based on BIND, and Gene Ontology, based on molecular function visual methods; R software version 3.2 and Bioconductor were used to perform these methods. Based on the Pearson and Spearman correlations, the results were the same and were confirmed by Cytoscape and GO visual methods; however, Blomqvist's coefficient was not confirmed by visual methods. Some results of the correlation coefficients are not the same with visualization. The reason may be due to the small number of data.

Goodness-of-Fit Tests and Nonparametric Adaptive Estimation for Spike Train Analysis

PubMed Central

2014-01-01

When dealing with classical spike train analysis, the practitioner often performs goodness-of-fit tests to test whether the observed process is a Poisson process, for instance, or if it obeys another type of probabilistic model (Yana et al. in Biophys. J. 46(3):323–330, 1984; Brown et al. in Neural Comput. 14(2):325–346, 2002; Pouzat and Chaffiol in Technical report, http://arxiv.org/abs/arXiv:0909.2785, 2009). In doing so, there is a fundamental plug-in step, where the parameters of the supposed underlying model are estimated. The aim of this article is to show that plug-in has sometimes very undesirable effects. We propose a new method based on subsampling to deal with those plug-in issues in the case of the Kolmogorov–Smirnov test of uniformity. The method relies on the plug-in of good estimates of the underlying model that have to be consistent with a controlled rate of convergence. Some nonparametric estimates satisfying those constraints in the Poisson or in the Hawkes framework are highlighted. Moreover, they share adaptive properties that are useful from a practical point of view. We show the performance of those methods on simulated data. We also provide a complete analysis with these tools on single unit activity recorded on a monkey during a sensory-motor task. Electronic Supplementary Material The online version of this article (doi:10.1186/2190-8567-4-3) contains supplementary material. PMID:24742008

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.

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

Extraction of decision rules via imprecise probabilities

NASA Astrophysics Data System (ADS)

Abellán, Joaquín; López, Griselda; Garach, Laura; Castellano, Javier G.

2017-05-01

Data analysis techniques can be applied to discover important relations among features. This is the main objective of the Information Root Node Variation (IRNV) technique, a new method to extract knowledge from data via decision trees. The decision trees used by the original method were built using classic split criteria. The performance of new split criteria based on imprecise probabilities and uncertainty measures, called credal split criteria, differs significantly from the performance obtained using the classic criteria. This paper extends the IRNV method using two credal split criteria: one based on a mathematical parametric model, and other one based on a non-parametric model. The performance of the method is analyzed using a case study of traffic accident data to identify patterns related to the severity of an accident. We found that a larger number of rules is generated, significantly supplementing the information obtained using the classic split criteria.

Combining MLC and SVM Classifiers for Learning Based Decision Making: Analysis and Evaluations

PubMed Central

Zhang, Yi; Ren, Jinchang; Jiang, Jianmin

2015-01-01

Maximum likelihood classifier (MLC) and support vector machines (SVM) are two commonly used approaches in machine learning. MLC is based on Bayesian theory in estimating parameters of a probabilistic model, whilst SVM is an optimization based nonparametric method in this context. Recently, it is found that SVM in some cases is equivalent to MLC in probabilistically modeling the learning process. In this paper, MLC and SVM are combined in learning and classification, which helps to yield probabilistic output for SVM and facilitate soft decision making. In total four groups of data are used for evaluations, covering sonar, vehicle, breast cancer, and DNA sequences. The data samples are characterized in terms of Gaussian/non-Gaussian distributed and balanced/unbalanced samples which are then further used for performance assessment in comparing the SVM and the combined SVM-MLC classifier. Interesting results are reported to indicate how the combined classifier may work under various conditions. PMID:26089862

Combining MLC and SVM Classifiers for Learning Based Decision Making: Analysis and Evaluations.

PubMed

Zhang, Yi; Ren, Jinchang; Jiang, Jianmin

2015-01-01

Maximum likelihood classifier (MLC) and support vector machines (SVM) are two commonly used approaches in machine learning. MLC is based on Bayesian theory in estimating parameters of a probabilistic model, whilst SVM is an optimization based nonparametric method in this context. Recently, it is found that SVM in some cases is equivalent to MLC in probabilistically modeling the learning process. In this paper, MLC and SVM are combined in learning and classification, which helps to yield probabilistic output for SVM and facilitate soft decision making. In total four groups of data are used for evaluations, covering sonar, vehicle, breast cancer, and DNA sequences. The data samples are characterized in terms of Gaussian/non-Gaussian distributed and balanced/unbalanced samples which are then further used for performance assessment in comparing the SVM and the combined SVM-MLC classifier. Interesting results are reported to indicate how the combined classifier may work under various conditions.

Nonlinear complexity of random visibility graph and Lempel-Ziv on multitype range-intensity interacting financial dynamics

NASA Astrophysics Data System (ADS)

Zhang, Yali; Wang, Jun

2017-09-01

In an attempt to investigate the nonlinear complex evolution of financial dynamics, a new financial price model - the multitype range-intensity contact (MRIC) financial model, is developed based on the multitype range-intensity interacting contact system, in which the interaction and transmission of different types of investment attitudes in a stock market are simulated by viruses spreading. Two new random visibility graph (VG) based analyses and Lempel-Ziv complexity (LZC) are applied to study the complex behaviors of return time series and the corresponding random sorted series. The VG method is the complex network theory, and the LZC is a non-parametric measure of complexity reflecting the rate of new pattern generation of a series. In this work, the real stock market indices are considered to be comparatively studied with the simulation data of the proposed model. Further, the numerical empirical study shows the similar complexity behaviors between the model and the real markets, the research confirms that the financial model is reasonable to some extent.

Modeling animal movements using stochastic differential equations

Treesearch

Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie

2004-01-01

We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...

Adjacent-Categories Mokken Models for Rater-Mediated Assessments

ERIC Educational Resources Information Center

Wind, Stefanie A.

2017-01-01

Molenaar extended Mokken's original probabilistic-nonparametric scaling models for use with polytomous data. These polytomous extensions of Mokken's original scaling procedure have facilitated the use of Mokken scale analysis as an approach to exploring fundamental measurement properties across a variety of domains in which polytomous ratings are…

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.

[The short-term effects of air pollution on mortality. The results of the EMECAM project in the city of Vigo, 1991-94. Estudio Multicéntrico Español sobre la Relación entre la Contaminación Atmosférica y la Mortalidad].

PubMed

Taracido Trunk, M; Figueiras, A; Castro Lareo, I

1999-01-01

In the Autonomous Region of Galicia, no study has been made of the impacts of air pollution on human health, despite the fact that several of its major cities have moderate levels of pollution. Therefore, we have considered the need of making this study in the city of Vigo. The main objective of this analysis is that of analyzing the short-term impact of air pollution on the daily death rate for all reasons in the city of Vigo throughout the 1991-1994 period, by using the procedure for analysis set out as part of the EMECAM Project. The daily fluctuations in the number of deaths for all causes with the exception of the external ones are listed with the daily fluctuations of sulfur dioxide and particles using Poisson regression models. A non-parametric model is also used in order to better control the confusion variables. Using the Poisson regression model, no significant relationships have been found to exist between the pollutants and the death rate. In the non-parametric model, a relationship was found between the concentration of particles on the day immediately prior to the date of death and the death rate, an effect which remains unchanged on including the autoregressive terms. Particle-based air pollution is a health risk despite the average levels of this pollutant falling within the air quality guideline levels in the city of Vigo.

One-shot estimate of MRMC variance: AUC.

PubMed

Gallas, Brandon D

2006-03-01

One popular study design for estimating the area under the receiver operating characteristic curve (AUC) is the one in which a set of readers reads a set of cases: a fully crossed design in which every reader reads every case. The variability of the subsequent reader-averaged AUC has two sources: the multiple readers and the multiple cases (MRMC). In this article, we present a nonparametric estimate for the variance of the reader-averaged AUC that is unbiased and does not use resampling tools. The one-shot estimate is based on the MRMC variance derived by the mechanistic approach of Barrett et al. (2005), as well as the nonparametric variance of a single-reader AUC derived in the literature on U statistics. We investigate the bias and variance properties of the one-shot estimate through a set of Monte Carlo simulations with simulated model observers and images. The different simulation configurations vary numbers of readers and cases, amounts of image noise and internal noise, as well as how the readers are constructed. We compare the one-shot estimate to a method that uses the jackknife resampling technique with an analysis of variance model at its foundation (Dorfman et al. 1992). The name one-shot highlights that resampling is not used. The one-shot and jackknife estimators behave similarly, with the one-shot being marginally more efficient when the number of cases is small. We have derived a one-shot estimate of the MRMC variance of AUC that is based on a probabilistic foundation with limited assumptions, is unbiased, and compares favorably to an established estimate.

Analyzing Single-Molecule Time Series via Nonparametric Bayesian Inference

PubMed Central

Hines, Keegan E.; Bankston, John R.; Aldrich, Richard W.

2015-01-01

The ability to measure the properties of proteins at the single-molecule level offers an unparalleled glimpse into biological systems at the molecular scale. The interpretation of single-molecule time series has often been rooted in statistical mechanics and the theory of Markov processes. While existing analysis methods have been useful, they are not without significant limitations including problems of model selection and parameter nonidentifiability. To address these challenges, we introduce the use of nonparametric Bayesian inference for the analysis of single-molecule time series. These methods provide a flexible way to extract structure from data instead of assuming models beforehand. We demonstrate these methods with applications to several diverse settings in single-molecule biophysics. This approach provides a well-constrained and rigorously grounded method for determining the number of biophysical states underlying single-molecule data. PMID:25650922

Modelling lecturer performance index of private university in Tulungagung by using survival analysis with multivariate adaptive regression spline

NASA Astrophysics Data System (ADS)

Hasyim, M.; Prastyo, D. D.

2018-03-01

Survival analysis performs relationship between independent variables and survival time as dependent variable. In fact, not all survival data can be recorded completely by any reasons. In such situation, the data is called censored data. Moreover, several model for survival analysis requires assumptions. One of the approaches in survival analysis is nonparametric that gives more relax assumption. In this research, the nonparametric approach that is employed is Multivariate Regression Adaptive Spline (MARS). This study is aimed to measure the performance of private university’s lecturer. The survival time in this study is duration needed by lecturer to obtain their professional certificate. The results show that research activities is a significant factor along with developing courses material, good publication in international or national journal, and activities in research collaboration.

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.

Cluster-level statistical inference in fMRI datasets: The unexpected behavior of random fields in high dimensions.

PubMed

Bansal, Ravi; Peterson, Bradley S

2018-06-01

Identifying regional effects of interest in MRI datasets usually entails testing a priori hypotheses across many thousands of brain voxels, requiring control for false positive findings in these multiple hypotheses testing. Recent studies have suggested that parametric statistical methods may have incorrectly modeled functional MRI data, thereby leading to higher false positive rates than their nominal rates. Nonparametric methods for statistical inference when conducting multiple statistical tests, in contrast, are thought to produce false positives at the nominal rate, which has thus led to the suggestion that previously reported studies should reanalyze their fMRI data using nonparametric tools. To understand better why parametric methods may yield excessive false positives, we assessed their performance when applied both to simulated datasets of 1D, 2D, and 3D Gaussian Random Fields (GRFs) and to 710 real-world, resting-state fMRI datasets. We showed that both the simulated 2D and 3D GRFs and the real-world data contain a small percentage (<6%) of very large clusters (on average 60 times larger than the average cluster size), which were not present in 1D GRFs. These unexpectedly large clusters were deemed statistically significant using parametric methods, leading to empirical familywise error rates (FWERs) as high as 65%: the high empirical FWERs were not a consequence of parametric methods failing to model spatial smoothness accurately, but rather of these very large clusters that are inherently present in smooth, high-dimensional random fields. In fact, when discounting these very large clusters, the empirical FWER for parametric methods was 3.24%. Furthermore, even an empirical FWER of 65% would yield on average less than one of those very large clusters in each brain-wide analysis. Nonparametric methods, in contrast, estimated distributions from those large clusters, and therefore, by construct rejected the large clusters as false positives at the nominal FWERs. Those rejected clusters were outlying values in the distribution of cluster size but cannot be distinguished from true positive findings without further analyses, including assessing whether fMRI signal in those regions correlates with other clinical, behavioral, or cognitive measures. Rejecting the large clusters, however, significantly reduced the statistical power of nonparametric methods in detecting true findings compared with parametric methods, which would have detected most true findings that are essential for making valid biological inferences in MRI data. Parametric analyses, in contrast, detected most true findings while generating relatively few false positives: on average, less than one of those very large clusters would be deemed a true finding in each brain-wide analysis. We therefore recommend the continued use of parametric methods that model nonstationary smoothness for cluster-level, familywise control of false positives, particularly when using a Cluster Defining Threshold of 2.5 or higher, and subsequently assessing rigorously the biological plausibility of the findings, even for large clusters. Finally, because nonparametric methods yielded a large reduction in statistical power to detect true positive findings, we conclude that the modest reduction in false positive findings that nonparametric analyses afford does not warrant a re-analysis of previously published fMRI studies using nonparametric techniques. Copyright © 2018 Elsevier Inc. All rights reserved.

A rainwater harvesting system reliability model based on nonparametric stochastic rainfall generator

NASA Astrophysics Data System (ADS)

Basinger, Matt; Montalto, Franco; Lall, Upmanu

2010-10-01

SummaryThe reliability with which harvested rainwater can be used as a means of flushing toilets, irrigating gardens, and topping off air-conditioner serving multifamily residential buildings in New York City is assessed using a new rainwater harvesting (RWH) system reliability model. Although demonstrated with a specific case study, the model is portable because it is based on a nonparametric rainfall generation procedure utilizing a bootstrapped markov chain. Precipitation occurrence is simulated using transition probabilities derived for each day of the year based on the historical probability of wet and dry day state changes. Precipitation amounts are selected from a matrix of historical values within a moving 15 day window that is centered on the target day. RWH system reliability is determined for user-specified catchment area and tank volume ranges using precipitation ensembles generated using the described stochastic procedure. The reliability with which NYC backyard gardens can be irrigated and air conditioning units supplied with water harvested from local roofs exceeds 80% and 90%, respectively, for the entire range of catchment areas and tank volumes considered in the analysis. For RWH systems installed on the most commonly occurring rooftop catchment areas found in NYC (51-75 m 2), toilet flushing demand can be met with 7-40% reliability, with lower end of the range representing buildings with high flow toilets and no storage elements, and the upper end representing buildings that feature low flow fixtures and storage tanks of up to 5 m 3. When the reliability curves developed are used to size RWH systems to flush the low flow toilets of all multifamily buildings found a typical residential neighborhood in the Bronx, rooftop runoff inputs to the sewer system are reduced by approximately 28% over an average rainfall year, and potable water demand is reduced by approximately 53%.

Advanced Imaging Methods for Long-Baseline Optical Interferometry

NASA Astrophysics Data System (ADS)

Le Besnerais, G.; Lacour, S.; Mugnier, L. M.; Thiebaut, E.; Perrin, G.; Meimon, S.

2008-11-01

We address the data processing methods needed for imaging with a long baseline optical interferometer. We first describe parametric reconstruction approaches and adopt a general formulation of nonparametric image reconstruction as the solution of a constrained optimization problem. Within this framework, we present two recent reconstruction methods, Mira and Wisard, representative of the two generic approaches for dealing with the missing phase information. Mira is based on an implicit approach and a direct optimization of a Bayesian criterion while Wisard adopts a self-calibration approach and an alternate minimization scheme inspired from radio-astronomy. Both methods can handle various regularization criteria. We review commonly used regularization terms and introduce an original quadratic regularization called ldquosoft support constraintrdquo that favors the object compactness. It yields images of quality comparable to nonquadratic regularizations on the synthetic data we have processed. We then perform image reconstructions, both parametric and nonparametric, on astronomical data from the IOTA interferometer, and discuss the respective roles of parametric and nonparametric approaches for optical interferometric imaging.

Statistical modelling of software reliability

NASA Technical Reports Server (NTRS)

Miller, Douglas R.

1991-01-01

During the six-month period from 1 April 1991 to 30 September 1991 the following research papers in statistical modeling of software reliability appeared: (1) A Nonparametric Software Reliability Growth Model; (2) On the Use and the Performance of Software Reliability Growth Models; (3) Research and Development Issues in Software Reliability Engineering; (4) Special Issues on Software; and (5) Software Reliability and Safety.

Dynamic Experiment Design Regularization Approach to Adaptive Imaging with Array Radar/SAR Sensor Systems

PubMed Central

Shkvarko, Yuriy; Tuxpan, José; Santos, Stewart

2011-01-01

We consider a problem of high-resolution array radar/SAR imaging formalized in terms of a nonlinear ill-posed inverse problem of nonparametric estimation of the power spatial spectrum pattern (SSP) of the random wavefield scattered from a remotely sensed scene observed through a kernel signal formation operator and contaminated with random Gaussian noise. First, the Sobolev-type solution space is constructed to specify the class of consistent kernel SSP estimators with the reproducing kernel structures adapted to the metrics in such the solution space. Next, the “model-free” variational analysis (VA)-based image enhancement approach and the “model-based” descriptive experiment design (DEED) regularization paradigm are unified into a new dynamic experiment design (DYED) regularization framework. Application of the proposed DYED framework to the adaptive array radar/SAR imaging problem leads to a class of two-level (DEED-VA) regularized SSP reconstruction techniques that aggregate the kernel adaptive anisotropic windowing with the projections onto convex sets to enforce the consistency and robustness of the overall iterative SSP estimators. We also show how the proposed DYED regularization method may be considered as a generalization of the MVDR, APES and other high-resolution nonparametric adaptive radar sensing techniques. A family of the DYED-related algorithms is constructed and their effectiveness is finally illustrated via numerical simulations. PMID:22163859

Do College Faculty Embrace Web 2.0 Technology?

ERIC Educational Resources Information Center

Siha, Samia M.; Bell, Reginald Lamar; Roebuck, Deborah

2016-01-01

The authors sought to determine if Rogers's Innovation Decision Process model could analyze Web 2.0 usage within the collegiate environment. The key independent variables studied in relationship to this model were gender, faculty rank, course content delivery method, and age. Chi-square nonparametric tests on the independent variables across…

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.

Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

PubMed

Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

2015-02-01

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

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.

Bayesian hierarchical functional data analysis via contaminated informative priors.

PubMed

Scarpa, Bruno; Dunson, David B

2009-09-01

A variety of flexible approaches have been proposed for functional data analysis, allowing both the mean curve and the distribution about the mean to be unknown. Such methods are most useful when there is limited prior information. Motivated by applications to modeling of temperature curves in the menstrual cycle, this article proposes a flexible approach for incorporating prior information in semiparametric Bayesian analyses of hierarchical functional data. The proposed approach is based on specifying the distribution of functions as a mixture of a parametric hierarchical model and a nonparametric contamination. The parametric component is chosen based on prior knowledge, while the contamination is characterized as a functional Dirichlet process. In the motivating application, the contamination component allows unanticipated curve shapes in unhealthy menstrual cycles. Methods are developed for posterior computation, and the approach is applied to data from a European fecundability study.

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.

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.

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.

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.

Nonparametric evaluation of quantitative traits in population-based association studies when the genetic model is unknown.

PubMed

Konietschke, Frank; Libiger, Ondrej; Hothorn, Ludwig A

2012-01-01

Statistical association between a single nucleotide polymorphism (SNP) genotype and a quantitative trait in genome-wide association studies is usually assessed using a linear regression model, or, in the case of non-normally distributed trait values, using the Kruskal-Wallis test. While linear regression models assume an additive mode of inheritance via equi-distant genotype scores, Kruskal-Wallis test merely tests global differences in trait values associated with the three genotype groups. Both approaches thus exhibit suboptimal power when the underlying inheritance mode is dominant or recessive. Furthermore, these tests do not perform well in the common situations when only a few trait values are available in a rare genotype category (disbalance), or when the values associated with the three genotype categories exhibit unequal variance (variance heterogeneity). We propose a maximum test based on Marcus-type multiple contrast test for relative effect sizes. This test allows model-specific testing of either dominant, additive or recessive mode of inheritance, and it is robust against variance heterogeneity. We show how to obtain mode-specific simultaneous confidence intervals for the relative effect sizes to aid in interpreting the biological relevance of the results. Further, we discuss the use of a related all-pairwise comparisons contrast test with range preserving confidence intervals as an alternative to Kruskal-Wallis heterogeneity test. We applied the proposed maximum test to the Bogalusa Heart Study dataset, and gained a remarkable increase in the power to detect association, particularly for rare genotypes. Our simulation study also demonstrated that the proposed non-parametric tests control family-wise error rate in the presence of non-normality and variance heterogeneity contrary to the standard parametric approaches. We provide a publicly available R library nparcomp that can be used to estimate simultaneous confidence intervals or compatible multiplicity-adjusted p-values associated with the proposed maximum test.

Sequencing batch-reactor control using Gaussian-process models.

PubMed

Kocijan, Juš; Hvala, Nadja

2013-06-01

This paper presents a Gaussian-process (GP) model for the design of sequencing batch-reactor (SBR) control for wastewater treatment. The GP model is a probabilistic, nonparametric model with uncertainty predictions. In the case of SBR control, it is used for the on-line optimisation of the batch-phases duration. The control algorithm follows the course of the indirect process variables (pH, redox potential and dissolved oxygen concentration) and recognises the characteristic patterns in their time profile. The control algorithm uses GP-based regression to smooth the signals and GP-based classification for the pattern recognition. When tested on the signals from an SBR laboratory pilot plant, the control algorithm provided a satisfactory agreement between the proposed completion times and the actual termination times of the biodegradation processes. In a set of tested batches the final ammonia and nitrate concentrations were below 1 and 0.5 mg L(-1), respectively, while the aeration time was shortened considerably. Copyright © 2013 Elsevier Ltd. All rights reserved.

Smoothing spline ANOVA frailty model for recurrent event data.

PubMed

Du, Pang; Jiang, Yihua; Wang, Yuedong

2011-12-01

Gap time hazard estimation is of particular interest in recurrent event data. This article proposes a fully nonparametric approach for estimating the gap time hazard. Smoothing spline analysis of variance (ANOVA) decompositions are used to model the log gap time hazard as a joint function of gap time and covariates, and general frailty is introduced to account for between-subject heterogeneity and within-subject correlation. We estimate the nonparametric gap time hazard function and parameters in the frailty distribution using a combination of the Newton-Raphson procedure, the stochastic approximation algorithm (SAA), and the Markov chain Monte Carlo (MCMC) method. The convergence of the algorithm is guaranteed by decreasing the step size of parameter update and/or increasing the MCMC sample size along iterations. Model selection procedure is also developed to identify negligible components in a functional ANOVA decomposition of the log gap time hazard. We evaluate the proposed methods with simulation studies and illustrate its use through the analysis of bladder tumor data. © 2011, The International Biometric Society.

Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds

PubMed Central

Bhattacharya, Abhishek; Dunson, David B.

2012-01-01

This article considers a broad class of kernel mixture density models on compact metric spaces and manifolds. Following a Bayesian approach with a nonparametric prior on the location mixing distribution, sufficient conditions are obtained on the kernel, prior and the underlying space for strong posterior consistency at any continuous density. The prior is also allowed to depend on the sample size n and sufficient conditions are obtained for weak and strong consistency. These conditions are verified on compact Euclidean spaces using multivariate Gaussian kernels, on the hypersphere using a von Mises-Fisher kernel and on the planar shape space using complex Watson kernels. PMID:22984295

Confidence intervals for single-case effect size measures based on randomization test inversion.

PubMed

Michiels, Bart; Heyvaert, Mieke; Meulders, Ann; Onghena, Patrick

2017-02-01

In the current paper, we present a method to construct nonparametric confidence intervals (CIs) for single-case effect size measures in the context of various single-case designs. We use the relationship between a two-sided statistical hypothesis test at significance level α and a 100 (1 - α) % two-sided CI to construct CIs for any effect size measure θ that contain all point null hypothesis θ values that cannot be rejected by the hypothesis test at significance level α. This method of hypothesis test inversion (HTI) can be employed using a randomization test as the statistical hypothesis test in order to construct a nonparametric CI for θ. We will refer to this procedure as randomization test inversion (RTI). We illustrate RTI in a situation in which θ is the unstandardized and the standardized difference in means between two treatments in a completely randomized single-case design. Additionally, we demonstrate how RTI can be extended to other types of single-case designs. Finally, we discuss a few challenges for RTI as well as possibilities when using the method with other effect size measures, such as rank-based nonoverlap indices. Supplementary to this paper, we provide easy-to-use R code, which allows the user to construct nonparametric CIs according to the proposed method.

On an Additive Semigraphoid Model for Statistical Networks With Application to Pathway Analysis.

PubMed

Li, Bing; Chun, Hyonho; Zhao, Hongyu

2014-09-01

We introduce a nonparametric method for estimating non-gaussian graphical models based on a new statistical relation called additive conditional independence, which is a three-way relation among random vectors that resembles the logical structure of conditional independence. Additive conditional independence allows us to use one-dimensional kernel regardless of the dimension of the graph, which not only avoids the curse of dimensionality but also simplifies computation. It also gives rise to a parallel structure to the gaussian graphical model that replaces the precision matrix by an additive precision operator. The estimators derived from additive conditional independence cover the recently introduced nonparanormal graphical model as a special case, but outperform it when the gaussian copula assumption is violated. We compare the new method with existing ones by simulations and in genetic pathway analysis.

Bayesian Nonparametric Ordination for the Analysis of Microbial Communities.

PubMed

Ren, Boyu; Bacallado, Sergio; Favaro, Stefano; Holmes, Susan; Trippa, Lorenzo

2017-01-01

Human microbiome studies use sequencing technologies to measure the abundance of bacterial species or Operational Taxonomic Units (OTUs) in samples of biological material. Typically the data are organized in contingency tables with OTU counts across heterogeneous biological samples. In the microbial ecology community, ordination methods are frequently used to investigate latent factors or clusters that capture and describe variations of OTU counts across biological samples. It remains important to evaluate how uncertainty in estimates of each biological sample's microbial distribution propagates to ordination analyses, including visualization of clusters and projections of biological samples on low dimensional spaces. We propose a Bayesian analysis for dependent distributions to endow frequently used ordinations with estimates of uncertainty. A Bayesian nonparametric prior for dependent normalized random measures is constructed, which is marginally equivalent to the normalized generalized Gamma process, a well-known prior for nonparametric analyses. In our prior, the dependence and similarity between microbial distributions is represented by latent factors that concentrate in a low dimensional space. We use a shrinkage prior to tune the dimensionality of the latent factors. The resulting posterior samples of model parameters can be used to evaluate uncertainty in analyses routinely applied in microbiome studies. Specifically, by combining them with multivariate data analysis techniques we can visualize credible regions in ecological ordination plots. The characteristics of the proposed model are illustrated through a simulation study and applications in two microbiome datasets.

Change point detection of the Persian Gulf sea surface temperature

NASA Astrophysics Data System (ADS)

Shirvani, A.

2017-01-01

In this study, the Student's t parametric and Mann-Whitney nonparametric change point models (CPMs) were applied to detect change point in the annual Persian Gulf sea surface temperature anomalies (PGSSTA) time series for the period 1951-2013. The PGSSTA time series, which were serially correlated, were transformed to produce an uncorrelated pre-whitened time series. The pre-whitened PGSSTA time series were utilized as the input file of change point models. Both the applied parametric and nonparametric CPMs estimated the change point in the PGSSTA in 1992. The PGSSTA follow the normal distribution up to 1992 and thereafter, but with a different mean value after year 1992. The estimated slope of linear trend in PGSSTA time series for the period 1951-1992 was negative; however, that was positive after the detected change point. Unlike the PGSSTA, the applied CPMs suggested no change point in the Niño3.4SSTA time series.

On-Line Robust Modal Stability Prediction using Wavelet Processing

NASA Technical Reports Server (NTRS)

Brenner, Martin J.; Lind, Rick

1998-01-01

Wavelet analysis for filtering and system identification has been used to improve the estimation of aeroservoelastic stability margins. The conservatism of the robust stability margins is reduced with parametric and nonparametric time- frequency analysis of flight data in the model validation process. Nonparametric wavelet processing of data is used to reduce the effects of external disturbances and unmodeled dynamics. Parametric estimates of modal stability are also extracted using the wavelet transform. Computation of robust stability margins for stability boundary prediction depends on uncertainty descriptions derived from the data for model validation. The F-18 High Alpha Research Vehicle aeroservoelastic flight test data demonstrates improved robust stability prediction by extension of the stability boundary beyond the flight regime. Guidelines and computation times are presented to show the efficiency and practical aspects of these procedures for on-line implementation. Feasibility of the method is shown for processing flight data from time- varying nonstationary test points.

An Empirical Study of Eight Nonparametric Tests in Hierarchical Regression.

ERIC Educational Resources Information Center

Harwell, Michael; Serlin, Ronald C.

When normality does not hold, nonparametric tests represent an important data-analytic alternative to parametric tests. However, the use of nonparametric tests in educational research has been limited by the absence of easily performed tests for complex experimental designs and analyses, such as factorial designs and multiple regression analyses,…

Nonparametric Estimation of the Probability of Ruin.

DTIC Science & Technology

1985-02-01

MATHEMATICS RESEARCH CENTER I E N FREES FEB 85 MRC/TSR...in NONPARAMETRIC ESTIMATION OF THE PROBABILITY OF RUIN Lf Edward W. Frees * Mathematics Research Center University of Wisconsin-Madison 610 Walnut...34 - .. --- - • ’. - -:- - - ..- . . .- -- .-.-. . -. . .- •. . - . . - . . .’ . ’- - .. -’vi . .-" "-- -" ,’- UNIVERSITY OF WISCONSIN-MADISON MATHEMATICS RESEARCH CENTER NONPARAMETRIC ESTIMATION OF THE PROBABILITY

Estimators for Clustered Education RCTs Using the Neyman Model for Causal Inference

ERIC Educational Resources Information Center

Schochet, Peter Z.

2013-01-01

This article examines the estimation of two-stage clustered designs for education randomized control trials (RCTs) using the nonparametric Neyman causal inference framework that underlies experiments. The key distinction between the considered causal models is whether potential treatment and control group outcomes are considered to be fixed for…

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

PubMed

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

2018-01-30

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

Fusion of Hard and Soft Information in Nonparametric Density Estimation

DTIC Science & Technology

2015-06-10

and stochastic optimization models, in analysis of simulation output, and when instantiating probability models. We adopt a constrained maximum...particular, density estimation is needed for generation of input densities to simulation and stochastic optimization models, in analysis of simulation output...an essential step in simulation analysis and stochastic optimization is the generation of probability densities for input random variables; see for

Stock price forecasting for companies listed on Tehran stock exchange using multivariate adaptive regression splines model and semi-parametric splines technique

NASA Astrophysics Data System (ADS)

Rounaghi, Mohammad Mahdi; Abbaszadeh, Mohammad Reza; Arashi, Mohammad

2015-11-01

One of the most important topics of interest to investors is stock price changes. Investors whose goals are long term are sensitive to stock price and its changes and react to them. In this regard, we used multivariate adaptive regression splines (MARS) model and semi-parametric splines technique for predicting stock price in this study. The MARS model as a nonparametric method is an adaptive method for regression and it fits for problems with high dimensions and several variables. semi-parametric splines technique was used in this study. Smoothing splines is a nonparametric regression method. In this study, we used 40 variables (30 accounting variables and 10 economic variables) for predicting stock price using the MARS model and using semi-parametric splines technique. After investigating the models, we select 4 accounting variables (book value per share, predicted earnings per share, P/E ratio and risk) as influencing variables on predicting stock price using the MARS model. After fitting the semi-parametric splines technique, only 4 accounting variables (dividends, net EPS, EPS Forecast and P/E Ratio) were selected as variables effective in forecasting stock prices.

Two-Way Gene Interaction From Microarray Data Based on Correlation Methods

PubMed Central

Alavi Majd, Hamid; Talebi, Atefeh; Gilany, Kambiz; Khayyer, Nasibeh

2016-01-01

Background Gene networks have generated a massive explosion in the development of high-throughput techniques for monitoring various aspects of gene activity. Networks offer a natural way to model interactions between genes, and extracting gene network information from high-throughput genomic data is an important and difficult task. Objectives The purpose of this study is to construct a two-way gene network based on parametric and nonparametric correlation coefficients. The first step in constructing a Gene Co-expression Network is to score all pairs of gene vectors. The second step is to select a score threshold and connect all gene pairs whose scores exceed this value. Materials and Methods In the foundation-application study, we constructed two-way gene networks using nonparametric methods, such as Spearman’s rank correlation coefficient and Blomqvist’s measure, and compared them with Pearson’s correlation coefficient. We surveyed six genes of venous thrombosis disease, made a matrix entry representing the score for the corresponding gene pair, and obtained two-way interactions using Pearson’s correlation, Spearman’s rank correlation, and Blomqvist’s coefficient. Finally, these methods were compared with Cytoscape, based on BIND, and Gene Ontology, based on molecular function visual methods; R software version 3.2 and Bioconductor were used to perform these methods. Results Based on the Pearson and Spearman correlations, the results were the same and were confirmed by Cytoscape and GO visual methods; however, Blomqvist’s coefficient was not confirmed by visual methods. Conclusions Some results of the correlation coefficients are not the same with visualization. The reason may be due to the small number of data. PMID:27621916

Examining the evidence for dynamical dark energy.

PubMed

Zhao, Gong-Bo; Crittenden, Robert G; Pogosian, Levon; Zhang, Xinmin

2012-10-26

We apply a new nonparametric Bayesian method for reconstructing the evolution history of the equation of state w of dark energy, based on applying a correlated prior for w(z), to a collection of cosmological data. We combine the latest supernova (SNLS 3 year or Union 2.1), cosmic microwave background, redshift space distortion, and the baryonic acoustic oscillation measurements (including BOSS, WiggleZ, and 6dF) and find that the cosmological constant appears consistent with current data, but that a dynamical dark energy model which evolves from w<-1 at z~0.25 to w>-1 at higher redshift is mildly favored. Estimates of the Bayesian evidence show little preference between the cosmological constant model and the dynamical model for a range of correlated prior choices. Looking towards future data, we find that the best fit models for current data could be well distinguished from the ΛCDM model by observations such as Planck and Euclid-like surveys.

Kendall-Theil Robust Line (KTRLine--version 1.0)-A Visual Basic Program for Calculating and Graphing Robust Nonparametric Estimates of Linear-Regression Coefficients Between Two Continuous Variables

USGS Publications Warehouse

Granato, Gregory E.

2006-01-01

The Kendall-Theil Robust Line software (KTRLine-version 1.0) is a Visual Basic program that may be used with the Microsoft Windows operating system to calculate parameters for robust, nonparametric estimates of linear-regression coefficients between two continuous variables. The KTRLine software was developed by the U.S. Geological Survey, in cooperation with the Federal Highway Administration, for use in stochastic data modeling with local, regional, and national hydrologic data sets to develop planning-level estimates of potential effects of highway runoff on the quality of receiving waters. The Kendall-Theil robust line was selected because this robust nonparametric method is resistant to the effects of outliers and nonnormality in residuals that commonly characterize hydrologic data sets. The slope of the line is calculated as the median of all possible pairwise slopes between points. The intercept is calculated so that the line will run through the median of input data. A single-line model or a multisegment model may be specified. The program was developed to provide regression equations with an error component for stochastic data generation because nonparametric multisegment regression tools are not available with the software that is commonly used to develop regression models. The Kendall-Theil robust line is a median line and, therefore, may underestimate total mass, volume, or loads unless the error component or a bias correction factor is incorporated into the estimate. Regression statistics such as the median error, the median absolute deviation, the prediction error sum of squares, the root mean square error, the confidence interval for the slope, and the bias correction factor for median estimates are calculated by use of nonparametric methods. These statistics, however, may be used to formulate estimates of mass, volume, or total loads. The program is used to read a two- or three-column tab-delimited input file with variable names in the first row and data in subsequent rows. The user may choose the columns that contain the independent (X) and dependent (Y) variable. A third column, if present, may contain metadata such as the sample-collection location and date. The program screens the input files and plots the data. The KTRLine software is a graphical tool that facilitates development of regression models by use of graphs of the regression line with data, the regression residuals (with X or Y), and percentile plots of the cumulative frequency of the X variable, Y variable, and the regression residuals. The user may individually transform the independent and dependent variables to reduce heteroscedasticity and to linearize data. The program plots the data and the regression line. The program also prints model specifications and regression statistics to the screen. The user may save and print the regression results. The program can accept data sets that contain up to about 15,000 XY data points, but because the program must sort the array of all pairwise slopes, the program may be perceptibly slow with data sets that contain more than about 1,000 points.

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

A Semi-parametric Transformation Frailty Model for Semi-competing Risks Survival Data

PubMed Central

Jiang, Fei; Haneuse, Sebastien

2016-01-01

In the analysis of semi-competing risks data interest lies in estimation and inference with respect to a so-called non-terminal event, the observation of which is subject to a terminal event. Multi-state models are commonly used to analyse such data, with covariate effects on the transition/intensity functions typically specified via the Cox model and dependence between the non-terminal and terminal events specified, in part, by a unit-specific shared frailty term. To ensure identifiability, the frailties are typically assumed to arise from a parametric distribution, specifically a Gamma distribution with mean 1.0 and variance, say, σ2. When the frailty distribution is misspecified, however, the resulting estimator is not guaranteed to be consistent, with the extent of asymptotic bias depending on the discrepancy between the assumed and true frailty distributions. In this paper, we propose a novel class of transformation models for semi-competing risks analysis that permit the non-parametric specification of the frailty distribution. To ensure identifiability, the class restricts to parametric specifications of the transformation and the error distribution; the latter are flexible, however, and cover a broad range of possible specifications. We also derive the semi-parametric efficient score under the complete data setting and propose a non-parametric score imputation method to handle right censoring; consistency and asymptotic normality of the resulting estimators is derived and small-sample operating characteristics evaluated via simulation. Although the proposed semi-parametric transformation model and non-parametric score imputation method are motivated by the analysis of semi-competing risks data, they are broadly applicable to any analysis of multivariate time-to-event outcomes in which a unit-specific shared frailty is used to account for correlation. Finally, the proposed model and estimation procedures are applied to a study of hospital readmission among patients diagnosed with pancreatic cancer. PMID:28439147

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.

A New Hybrid-Multiscale SSA Prediction of Non-Stationary Time Series

NASA Astrophysics Data System (ADS)

Ghanbarzadeh, Mitra; Aminghafari, Mina

2016-02-01

Singular spectral analysis (SSA) is a non-parametric method used in the prediction of non-stationary time series. It has two parameters, which are difficult to determine and very sensitive to their values. Since, SSA is a deterministic-based method, it does not give good results when the time series is contaminated with a high noise level and correlated noise. Therefore, we introduce a novel method to handle these problems. It is based on the prediction of non-decimated wavelet (NDW) signals by SSA and then, prediction of residuals by wavelet regression. The advantages of our method are the automatic determination of parameters and taking account of the stochastic structure of time series. As shown through the simulated and real data, we obtain better results than SSA, a non-parametric wavelet regression method and Holt-Winters method.

A Review of DIMPACK Version 1.0: Conditional Covariance-Based Test Dimensionality Analysis Package

ERIC Educational Resources Information Center

Deng, Nina; Han, Kyung T.; Hambleton, Ronald K.

2013-01-01

DIMPACK Version 1.0 for assessing test dimensionality based on a nonparametric conditional covariance approach is reviewed. This software was originally distributed by Assessment Systems Corporation and now can be freely accessed online. The software consists of Windows-based interfaces of three components: DIMTEST, DETECT, and CCPROX/HAC, which…

Differential Topic Models.

PubMed

Chen, Changyou; Buntine, Wray; Ding, Nan; Xie, Lexing; Du, Lan

2015-02-01

In applications we may want to compare different document collections: they could have shared content but also different and unique aspects in particular collections. This task has been called comparative text mining or cross-collection modeling. We present a differential topic model for this application that models both topic differences and similarities. For this we use hierarchical Bayesian nonparametric models. Moreover, we found it was important to properly model power-law phenomena in topic-word distributions and thus we used the full Pitman-Yor process rather than just a Dirichlet process. Furthermore, we propose the transformed Pitman-Yor process (TPYP) to incorporate prior knowledge such as vocabulary variations in different collections into the model. To deal with the non-conjugate issue between model prior and likelihood in the TPYP, we thus propose an efficient sampling algorithm using a data augmentation technique based on the multinomial theorem. Experimental results show the model discovers interesting aspects of different collections. We also show the proposed MCMC based algorithm achieves a dramatically reduced test perplexity compared to some existing topic models. Finally, we show our model outperforms the state-of-the-art for document classification/ideology prediction on a number of text collections.

Interval Estimation of Seismic Hazard Parameters

NASA Astrophysics Data System (ADS)

Orlecka-Sikora, Beata; Lasocki, Stanislaw

2017-03-01

The paper considers Poisson temporal occurrence of earthquakes and presents a way to integrate uncertainties of the estimates of mean activity rate and magnitude cumulative distribution function in the interval estimation of the most widely used seismic hazard functions, such as the exceedance probability and the mean return period. The proposed algorithm can be used either when the Gutenberg-Richter model of magnitude distribution is accepted or when the nonparametric estimation is in use. When the Gutenberg-Richter model of magnitude distribution is used the interval estimation of its parameters is based on the asymptotic normality of the maximum likelihood estimator. When the nonparametric kernel estimation of magnitude distribution is used, we propose the iterated bias corrected and accelerated method for interval estimation based on the smoothed bootstrap and second-order bootstrap samples. The changes resulted from the integrated approach in the interval estimation of the seismic hazard functions with respect to the approach, which neglects the uncertainty of the mean activity rate estimates have been studied using Monte Carlo simulations and two real dataset examples. The results indicate that the uncertainty of mean activity rate affects significantly the interval estimates of hazard functions only when the product of activity rate and the time period, for which the hazard is estimated, is no more than 5.0. When this product becomes greater than 5.0, the impact of the uncertainty of cumulative distribution function of magnitude dominates the impact of the uncertainty of mean activity rate in the aggregated uncertainty of the hazard functions. Following, the interval estimates with and without inclusion of the uncertainty of mean activity rate converge. The presented algorithm is generic and can be applied also to capture the propagation of uncertainty of estimates, which are parameters of a multiparameter function, onto this function.

Neighbor-Dependent Ramachandran Probability Distributions of Amino Acids Developed from a Hierarchical Dirichlet Process Model

PubMed Central

Mitra, Rajib; Jordan, Michael I.; Dunbrack, Roland L.

2010-01-01

Distributions of the backbone dihedral angles of proteins have been studied for over 40 years. While many statistical analyses have been presented, only a handful of probability densities are publicly available for use in structure validation and structure prediction methods. The available distributions differ in a number of important ways, which determine their usefulness for various purposes. These include: 1) input data size and criteria for structure inclusion (resolution, R-factor, etc.); 2) filtering of suspect conformations and outliers using B-factors or other features; 3) secondary structure of input data (e.g., whether helix and sheet are included; whether beta turns are included); 4) the method used for determining probability densities ranging from simple histograms to modern nonparametric density estimation; and 5) whether they include nearest neighbor effects on the distribution of conformations in different regions of the Ramachandran map. In this work, Ramachandran probability distributions are presented for residues in protein loops from a high-resolution data set with filtering based on calculated electron densities. Distributions for all 20 amino acids (with cis and trans proline treated separately) have been determined, as well as 420 left-neighbor and 420 right-neighbor dependent distributions. The neighbor-independent and neighbor-dependent probability densities have been accurately estimated using Bayesian nonparametric statistical analysis based on the Dirichlet process. In particular, we used hierarchical Dirichlet process priors, which allow sharing of information between densities for a particular residue type and different neighbor residue types. The resulting distributions are tested in a loop modeling benchmark with the program Rosetta, and are shown to improve protein loop conformation prediction significantly. The distributions are available at http://dunbrack.fccc.edu/hdp. PMID:20442867

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.

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).

Data mining in soft computing framework: a survey.

PubMed

Mitra, S; Pal, S K; Mitra, P

2002-01-01

The present article provides a survey of the available literature on data mining using soft computing. A categorization has been provided based on the different soft computing tools and their hybridizations used, the data mining function implemented, and the preference criterion selected by the model. The utility of the different soft computing methodologies is highlighted. Generally fuzzy sets are suitable for handling the issues related to understandability of patterns, incomplete/noisy data, mixed media information and human interaction, and can provide approximate solutions faster. Neural networks are nonparametric, robust, and exhibit good learning and generalization capabilities in data-rich environments. Genetic algorithms provide efficient search algorithms to select a model, from mixed media data, based on some preference criterion/objective function. Rough sets are suitable for handling different types of uncertainty in data. Some challenges to data mining and the application of soft computing methodologies are indicated. An extensive bibliography is also included.

Confidence intervals for the first crossing point of two hazard functions.

PubMed

Cheng, Ming-Yen; Qiu, Peihua; Tan, Xianming; Tu, Dongsheng

2009-12-01

The phenomenon of crossing hazard rates is common in clinical trials with time to event endpoints. Many methods have been proposed for testing equality of hazard functions against a crossing hazards alternative. However, there has been relatively few approaches available in the literature for point or interval estimation of the crossing time point. The problem of constructing confidence intervals for the first crossing time point of two hazard functions is considered in this paper. After reviewing a recent procedure based on Cox proportional hazard modeling with Box-Cox transformation of the time to event, a nonparametric procedure using the kernel smoothing estimate of the hazard ratio is proposed. The proposed procedure and the one based on Cox proportional hazard modeling with Box-Cox transformation of the time to event are both evaluated by Monte-Carlo simulations and applied to two clinical trial datasets.

Complete hazard ranking to analyze right-censored data: An ALS survival study.

PubMed

Huang, Zhengnan; Zhang, Hongjiu; Boss, Jonathan; Goutman, Stephen A; Mukherjee, Bhramar; Dinov, Ivo D; Guan, Yuanfang

2017-12-01

Survival analysis represents an important outcome measure in clinical research and clinical trials; further, survival ranking may offer additional advantages in clinical trials. In this study, we developed GuanRank, a non-parametric ranking-based technique to transform patients' survival data into a linear space of hazard ranks. The transformation enables the utilization of machine learning base-learners including Gaussian process regression, Lasso, and random forest on survival data. The method was submitted to the DREAM Amyotrophic Lateral Sclerosis (ALS) Stratification Challenge. Ranked first place, the model gave more accurate ranking predictions on the PRO-ACT ALS dataset in comparison to Cox proportional hazard model. By utilizing right-censored data in its training process, the method demonstrated its state-of-the-art predictive power in ALS survival ranking. Its feature selection identified multiple important factors, some of which conflicts with previous studies.

Comparing estimates of genetic variance across different relationship models.

PubMed

Legarra, Andres

2016-02-01

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

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.

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.

Using a DEA Management Tool through a Nonparametric Approach: An Examination of Urban-Rural Effects on Thai School Efficiency

ERIC Educational Resources Information Center

Kantabutra, Sangchan

2009-01-01

This paper examines urban-rural effects on public upper-secondary school efficiency in northern Thailand. In the study, efficiency was measured by a nonparametric technique, data envelopment analysis (DEA). Urban-rural effects were examined through a Mann-Whitney nonparametric statistical test. Results indicate that urban schools appear to have…

Rediscovery of Good-Turing estimators via Bayesian nonparametrics.

PubMed

Favaro, Stefano; Nipoti, Bernardo; Teh, Yee Whye

2016-03-01

The problem of estimating discovery probabilities originated in the context of statistical ecology, and in recent years it has become popular due to its frequent appearance in challenging applications arising in genetics, bioinformatics, linguistics, designs of experiments, machine learning, etc. A full range of statistical approaches, parametric and nonparametric as well as frequentist and Bayesian, has been proposed for estimating discovery probabilities. In this article, we investigate the relationships between the celebrated Good-Turing approach, which is a frequentist nonparametric approach developed in the 1940s, and a Bayesian nonparametric approach recently introduced in the literature. Specifically, under the assumption of a two parameter Poisson-Dirichlet prior, we show that Bayesian nonparametric estimators of discovery probabilities are asymptotically equivalent, for a large sample size, to suitably smoothed Good-Turing estimators. As a by-product of this result, we introduce and investigate a methodology for deriving exact and asymptotic credible intervals to be associated with the Bayesian nonparametric estimators of discovery probabilities. The proposed methodology is illustrated through a comprehensive simulation study and the analysis of Expressed Sequence Tags data generated by sequencing a benchmark complementary DNA library. © 2015, The International Biometric Society.

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

NASA Astrophysics Data System (ADS)

Steinhardt, Charles L.; Jermyn, Adam S.

2018-02-01

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

Major strengths and weaknesses of the lod score method.

PubMed

Ott, J

2001-01-01

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

Gaussian Processes for Data-Efficient Learning in Robotics and Control.

PubMed

Deisenroth, Marc Peter; Fox, Dieter; Rasmussen, Carl Edward

2015-02-01

Autonomous learning has been a promising direction in control and robotics for more than a decade since data-driven learning allows to reduce the amount of engineering knowledge, which is otherwise required. However, autonomous reinforcement learning (RL) approaches typically require many interactions with the system to learn controllers, which is a practical limitation in real systems, such as robots, where many interactions can be impractical and time consuming. To address this problem, current learning approaches typically require task-specific knowledge in form of expert demonstrations, realistic simulators, pre-shaped policies, or specific knowledge about the underlying dynamics. In this paper, we follow a different approach and speed up learning by extracting more information from data. In particular, we learn a probabilistic, non-parametric Gaussian process transition model of the system. By explicitly incorporating model uncertainty into long-term planning and controller learning our approach reduces the effects of model errors, a key problem in model-based learning. Compared to state-of-the art RL our model-based policy search method achieves an unprecedented speed of learning. We demonstrate its applicability to autonomous learning in real robot and control tasks.

Estimating and Identifying Unspecified Correlation Structure for Longitudinal Data

PubMed Central

Hu, Jianhua; Wang, Peng; Qu, Annie

2014-01-01

Identifying correlation structure is important to achieving estimation efficiency in analyzing longitudinal data, and is also crucial for drawing valid statistical inference for large size clustered data. In this paper, we propose a nonparametric method to estimate the correlation structure, which is applicable for discrete longitudinal data. We utilize eigenvector-based basis matrices to approximate the inverse of the empirical correlation matrix and determine the number of basis matrices via model selection. A penalized objective function based on the difference between the empirical and model approximation of the correlation matrices is adopted to select an informative structure for the correlation matrix. The eigenvector representation of the correlation estimation is capable of reducing the risk of model misspecification, and also provides useful information on the specific within-cluster correlation pattern of the data. We show that the proposed method possesses the oracle property and selects the true correlation structure consistently. The proposed method is illustrated through simulations and two data examples on air pollution and sonar signal studies. PMID:26361433

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

Review of Statistical Methods for Analysing Healthcare Resources and Costs

PubMed Central

Mihaylova, Borislava; Briggs, Andrew; O'Hagan, Anthony; Thompson, Simon G

2011-01-01

We review statistical methods for analysing healthcare resource use and costs, their ability to address skewness, excess zeros, multimodality and heavy right tails, and their ease for general use. We aim to provide guidance on analysing resource use and costs focusing on randomised trials, although methods often have wider applicability. Twelve broad categories of methods were identified: (I) methods based on the normal distribution, (II) methods following transformation of data, (III) single-distribution generalized linear models (GLMs), (IV) parametric models based on skewed distributions outside the GLM family, (V) models based on mixtures of parametric distributions, (VI) two (or multi)-part and Tobit models, (VII) survival methods, (VIII) non-parametric methods, (IX) methods based on truncation or trimming of data, (X) data components models, (XI) methods based on averaging across models, and (XII) Markov chain methods. Based on this review, our recommendations are that, first, simple methods are preferred in large samples where the near-normality of sample means is assured. Second, in somewhat smaller samples, relatively simple methods, able to deal with one or two of above data characteristics, may be preferable but checking sensitivity to assumptions is necessary. Finally, some more complex methods hold promise, but are relatively untried; their implementation requires substantial expertise and they are not currently recommended for wider applied work. Copyright © 2010 John Wiley & Sons, Ltd. PMID:20799344

SigEMD: A powerful method for differential gene expression analysis in single-cell RNA sequencing data.

PubMed

Wang, Tianyu; Nabavi, Sheida

2018-04-24

Differential gene expression analysis is one of the significant efforts in single cell RNA sequencing (scRNAseq) analysis to discover the specific changes in expression levels of individual cell types. Since scRNAseq exhibits multimodality, large amounts of zero counts, and sparsity, it is different from the traditional bulk RNA sequencing (RNAseq) data. The new challenges of scRNAseq data promote the development of new methods for identifying differentially expressed (DE) genes. In this study, we proposed a new method, SigEMD, that combines a data imputation approach, a logistic regression model and a nonparametric method based on the Earth Mover's Distance, to precisely and efficiently identify DE genes in scRNAseq data. The regression model and data imputation are used to reduce the impact of large amounts of zero counts, and the nonparametric method is used to improve the sensitivity of detecting DE genes from multimodal scRNAseq data. By additionally employing gene interaction network information to adjust the final states of DE genes, we further reduce the false positives of calling DE genes. We used simulated datasets and real datasets to evaluate the detection accuracy of the proposed method and to compare its performance with those of other differential expression analysis methods. Results indicate that the proposed method has an overall powerful performance in terms of precision in detection, sensitivity, and specificity. Copyright © 2018 Elsevier Inc. All rights reserved.

Non-parametric diffeomorphic image registration with the demons algorithm.

PubMed

Vercauteren, Tom; Pennec, Xavier; Perchant, Aymeric; Ayache, Nicholas

2007-01-01

We propose a non-parametric diffeomorphic image registration algorithm based on Thirion's demons algorithm. The demons algorithm can be seen as an optimization procedure on the entire space of displacement fields. The main idea of our algorithm is to adapt this procedure to a space of diffeomorphic transformations. In contrast to many diffeomorphic registration algorithms, our solution is computationally efficient since in practice it only replaces an addition of free form deformations by a few compositions. Our experiments show that in addition to being diffeomorphic, our algorithm provides results that are similar to the ones from the demons algorithm but with transformations that are much smoother and closer to the true ones in terms of Jacobians.

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 population diversity with CatchAll

PubMed Central

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

2012-01-01

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

Essays on parametric and nonparametric modeling and estimation with applications to energy economics

NASA Astrophysics Data System (ADS)

Gao, Weiyu

My dissertation research is composed of two parts: a theoretical part on semiparametric efficient estimation and an applied part in energy economics under different dynamic settings. The essays are related in terms of their applications as well as the way in which models are constructed and estimated. In the first essay, efficient estimation of the partially linear model is studied. We work out the efficient score functions and efficiency bounds under four stochastic restrictions---independence, conditional symmetry, conditional zero mean, and partially conditional zero mean. A feasible efficient estimation method for the linear part of the model is developed based on the efficient score. A battery of specification test that allows for choosing between the alternative assumptions is provided. A Monte Carlo simulation is also conducted. The second essay presents a dynamic optimization model for a stylized oilfield resembling the largest developed light oil field in Saudi Arabia, Ghawar. We use data from different sources to estimate the oil production cost function and the revenue function. We pay particular attention to the dynamic aspect of the oil production by employing petroleum-engineering software to simulate the interaction between control variables and reservoir state variables. Optimal solutions are studied under different scenarios to account for the possible changes in the exogenous variables and the uncertainty about the forecasts. The third essay examines the effect of oil price volatility on the level of innovation displayed by the U.S. economy. A measure of innovation is calculated by decomposing an output-based Malmquist index. We also construct a nonparametric measure for oil price volatility. Technical change and oil price volatility are then placed in a VAR system with oil price and a variable indicative of monetary policy. The system is estimated and analyzed for significant relationships. We find that oil price volatility displays a significant negative effect on innovation. A key point of this analysis lies in the fact that we impose no functional forms for technologies and the methods employed keep technical assumptions to a minimum.

Molecular activity prediction by means of supervised subspace projection based ensembles of classifiers.

PubMed

Cerruela García, G; García-Pedrajas, N; Luque Ruiz, I; Gómez-Nieto, M Á

2018-03-01

This paper proposes a method for molecular activity prediction in QSAR studies using ensembles of classifiers constructed by means of two supervised subspace projection methods, namely nonparametric discriminant analysis (NDA) and hybrid discriminant analysis (HDA). We studied the performance of the proposed ensembles compared to classical ensemble methods using four molecular datasets and eight different models for the representation of the molecular structure. Using several measures and statistical tests for classifier comparison, we observe that our proposal improves the classification results with respect to classical ensemble methods. Therefore, we show that ensembles constructed using supervised subspace projections offer an effective way of creating classifiers in cheminformatics.

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.

Bayesian Nonparametric Prediction and Statistical Inference

DTIC Science & Technology

1989-09-07

Kadane, J. (1980), "Bayesian decision theory and the sim- plification of models," in Evaluation of Econometric Models, J. Kmenta and J. Ramsey , eds...the random model and weighted least squares regression," in Evaluation of Econometric Models, ed. by J. Kmenta and J. Ramsey , Academic Press, 197-217...likelihood function. On the other hand, H. Jeffreys’s theory of hypothesis testing covers the most important situations in which the prior is not diffuse. See

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

PubMed

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

2015-01-01

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

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

PubMed Central

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

2015-01-01

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

Bayesian dynamic mediation analysis.

PubMed

Huang, Jing; Yuan, Ying

2017-12-01

Most existing methods for mediation analysis assume that mediation is a stationary, time-invariant process, which overlooks the inherently dynamic nature of many human psychological processes and behavioral activities. In this article, we consider mediation as a dynamic process that continuously changes over time. We propose Bayesian multilevel time-varying coefficient models to describe and estimate such dynamic mediation effects. By taking the nonparametric penalized spline approach, the proposed method is flexible and able to accommodate any shape of the relationship between time and mediation effects. Simulation studies show that the proposed method works well and faithfully reflects the true nature of the mediation process. By modeling mediation effect nonparametrically as a continuous function of time, our method provides a valuable tool to help researchers obtain a more complete understanding of the dynamic nature of the mediation process underlying psychological and behavioral phenomena. We also briefly discuss an alternative approach of using dynamic autoregressive mediation model to estimate the dynamic mediation effect. The computer code is provided to implement the proposed Bayesian dynamic mediation analysis. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

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

PubMed

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

2005-01-01

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

The Equivalence of Information-Theoretic and Likelihood-Based Methods for Neural Dimensionality Reduction

PubMed Central

Williamson, Ross S.; Sahani, Maneesh; Pillow, Jonathan W.

2015-01-01

Stimulus dimensionality-reduction methods in neuroscience seek to identify a low-dimensional space of stimulus features that affect a neuron’s probability of spiking. One popular method, known as maximally informative dimensions (MID), uses an information-theoretic quantity known as “single-spike information” to identify this space. Here we examine MID from a model-based perspective. We show that MID is a maximum-likelihood estimator for the parameters of a linear-nonlinear-Poisson (LNP) model, and that the empirical single-spike information corresponds to the normalized log-likelihood under a Poisson model. This equivalence implies that MID does not necessarily find maximally informative stimulus dimensions when spiking is not well described as Poisson. We provide several examples to illustrate this shortcoming, and derive a lower bound on the information lost when spiking is Bernoulli in discrete time bins. To overcome this limitation, we introduce model-based dimensionality reduction methods for neurons with non-Poisson firing statistics, and show that they can be framed equivalently in likelihood-based or information-theoretic terms. Finally, we show how to overcome practical limitations on the number of stimulus dimensions that MID can estimate by constraining the form of the non-parametric nonlinearity in an LNP model. We illustrate these methods with simulations and data from primate visual cortex. PMID:25831448

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.

Uncertainty in determining extreme precipitation thresholds

NASA Astrophysics Data System (ADS)

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

2013-10-01

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

Nonparametric analysis of Minnesota spruce and aspen tree data and LANDSAT data

NASA Technical Reports Server (NTRS)

Scott, D. W.; Jee, R.

1984-01-01

The application of nonparametric methods in data-intensive problems faced by NASA is described. The theoretical development of efficient multivariate density estimators and the novel use of color graphics workstations are reviewed. The use of nonparametric density estimates for data representation and for Bayesian classification are described and illustrated. Progress in building a data analysis system in a workstation environment is reviewed and preliminary runs presented.

Rasch Model Parameter Estimation in the Presence of a Nonnormal Latent Trait Using a Nonparametric Bayesian Approach

ERIC Educational Resources Information Center

Finch, Holmes; Edwards, Julianne M.

2016-01-01

Standard approaches for estimating item response theory (IRT) model parameters generally work under the assumption that the latent trait being measured by a set of items follows the normal distribution. Estimation of IRT parameters in the presence of nonnormal latent traits has been shown to generate biased person and item parameter estimates. A…

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…

Standard Errors and Confidence Intervals from Bootstrapping for Ramsay-Curve Item Response Theory Model Item Parameters

ERIC Educational Resources Information Center

Gu, Fei; Skorupski, William P.; Hoyle, Larry; Kingston, Neal M.

2011-01-01

Ramsay-curve item response theory (RC-IRT) is a nonparametric procedure that estimates the latent trait using splines, and no distributional assumption about the latent trait is required. For item parameters of the two-parameter logistic (2-PL), three-parameter logistic (3-PL), and polytomous IRT models, RC-IRT can provide more accurate estimates…

ShapeSelectForest: a new r package for modeling landsat time series

Treesearch

Mary Meyer; Xiyue Liao; Gretchen Moisen; Elizabeth Freeman

2015-01-01

We present a new R package called ShapeSelectForest recently posted to the Comprehensive R Archival Network. The package was developed to fit nonparametric shape-restricted regression splines to time series of Landsat imagery for the purpose of modeling, mapping, and monitoring annual forest disturbance dynamics over nearly three decades. For each pixel and spectral...

Quadratic semiparametric Von Mises calculus

PubMed Central

Robins, James; Li, Lingling; Tchetgen, Eric

2009-01-01

We discuss a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on U-statistics constructed from quadratic influence functions. The latter extend ordinary linear influence functions of the parameter of interest as defined in semiparametric theory, and represent second order derivatives of this parameter. For parameters for which the matching cannot be perfect the method leads to a bias-variance trade-off, and results in estimators that converge at a slower than n–1/2-rate. In a number of examples the resulting rate can be shown to be optimal. We are particularly interested in estimating parameters in models with a nuisance parameter of high dimension or low regularity, where the parameter of interest cannot be estimated at n–1/2-rate. PMID:23087487

Direct reconstruction of dark energy.

PubMed

Clarkson, Chris; Zunckel, Caroline

2010-05-28

An important issue in cosmology is reconstructing the effective dark energy equation of state directly from observations. With so few physically motivated models, future dark energy studies cannot only be based on constraining a dark energy parameter space. We present a new nonparametric method which can accurately reconstruct a wide variety of dark energy behavior with no prior assumptions about it. It is simple, quick and relatively accurate, and involves no expensive explorations of parameter space. The technique uses principal component analysis and a combination of information criteria to identify real features in the data, and tailors the fitting functions to pick up trends and smooth over noise. We find that we can constrain a large variety of w(z) models to within 10%-20% at redshifts z≲1 using just SNAP-quality data.

Inferring the three-dimensional distribution of dust in the Galaxy with a non-parametric method . Preparing for Gaia

NASA Astrophysics Data System (ADS)

Rezaei Kh., S.; Bailer-Jones, C. A. L.; Hanson, R. J.; Fouesneau, M.

2017-02-01

We present a non-parametric model for inferring the three-dimensional (3D) distribution of dust density in the Milky Way. Our approach uses the extinction measured towards stars at different locations in the Galaxy at approximately known distances. Each extinction measurement is proportional to the integrated dust density along its line of sight (LoS). Making simple assumptions about the spatial correlation of the dust density, we can infer the most probable 3D distribution of dust across the entire observed region, including along sight lines which were not observed. This is possible because our model employs a Gaussian process to connect all LoS. We demonstrate the capability of our model to capture detailed dust density variations using mock data and simulated data from the Gaia Universe Model Snapshot. We then apply our method to a sample of giant stars observed by APOGEE and Kepler to construct a 3D dust map over a small region of the Galaxy. Owing to our smoothness constraint and its isotropy, we provide one of the first maps which does not show the "fingers of God" effect.

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

PubMed

Palacios, Julia A; Minin, Vladimir N

2013-03-01

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

Use of negative multinomial linear models to investigate environmental effects on community structure.

EPA Science Inventory

A frequent goal in ecology is to understand the relationships between biological communities and their environment. Anderson and McCardle (2001) provided a nonparametric method, known as Permanova, that is often used for this purpose. Permanova represents a significant advance,...

Source Region Identification Using Kernel Smoothing

EPA Science Inventory

As described in this paper, Nonparametric Wind Regression is a source-to-receptor source apportionment model that can be used to identify and quantify the impact of possible source regions of pollutants as defined by wind direction sectors. It is described in detail with an exam...

Power flow prediction in vibrating systems via model reduction

NASA Astrophysics Data System (ADS)

Li, Xianhui

This dissertation focuses on power flow prediction in vibrating systems. Reduced order models (ROMs) are built based on rational Krylov model reduction which preserve power flow information in the original systems over a specified frequency band. Stiffness and mass matrices of the ROMs are obtained by projecting the original system matrices onto the subspaces spanned by forced responses. A matrix-free algorithm is designed to construct ROMs directly from the power quantities at selected interpolation frequencies. Strategies for parallel implementation of the algorithm via message passing interface are proposed. The quality of ROMs is iteratively refined according to the error estimate based on residual norms. Band capacity is proposed to provide a priori estimate of the sizes of good quality ROMs. Frequency averaging is recast as ensemble averaging and Cauchy distribution is used to simplify the computation. Besides model reduction for deterministic systems, details of constructing ROMs for parametric and nonparametric random systems are also presented. Case studies have been conducted on testbeds from Harwell-Boeing collections. Input and coupling power flow are computed for the original systems and the ROMs. Good agreement is observed in all cases.

Comparison of System Identification Techniques for the Hydraulic Manipulator Test Bed (HMTB)

NASA Technical Reports Server (NTRS)

Morris, A. Terry

1996-01-01

In this thesis linear, dynamic, multivariable state-space models for three joints of the ground-based Hydraulic Manipulator Test Bed (HMTB) are identified. HMTB, housed at the NASA Langley Research Center, is a ground-based version of the Dexterous Orbital Servicing System (DOSS), a representative space station manipulator. The dynamic models of the HMTB manipulator will first be estimated by applying nonparametric identification methods to determine each joint's response characteristics using various input excitations. These excitations include sum of sinusoids, pseudorandom binary sequences (PRBS), bipolar ramping pulses, and chirp input signals. Next, two different parametric system identification techniques will be applied to identify the best dynamical description of the joints. The manipulator is localized about a representative space station orbital replacement unit (ORU) task allowing the use of linear system identification methods. Comparisons, observations, and results of both parametric system identification techniques are discussed. The thesis concludes by proposing a model reference control system to aid in astronaut ground tests. This approach would allow the identified models to mimic on-orbit dynamic characteristics of the actual flight manipulator thus providing astronauts with realistic on-orbit responses to perform space station tasks in a ground-based environment.

Machine Learning Based Evaluation of Reading and Writing Difficulties.

PubMed

Iwabuchi, Mamoru; Hirabayashi, Rumi; Nakamura, Kenryu; Dim, Nem Khan

2017-01-01

The possibility of auto evaluation of reading and writing difficulties was investigated using non-parametric machine learning (ML) regression technique for URAWSS (Understanding Reading and Writing Skills of Schoolchildren) [1] test data of 168 children of grade 1 - 9. The result showed that the ML had better prediction than the ordinary rule-based decision.

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.

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.

Bayesian inference of the number of factors in gene-expression analysis: application to human virus challenge studies.

PubMed

Chen, Bo; Chen, Minhua; Paisley, John; Zaas, Aimee; Woods, Christopher; Ginsburg, Geoffrey S; Hero, Alfred; Lucas, Joseph; Dunson, David; Carin, Lawrence

2010-11-09

Nonparametric Bayesian techniques have been developed recently to extend the sophistication of factor models, allowing one to infer the number of appropriate factors from the observed data. We consider such techniques for sparse factor analysis, with application to gene-expression data from three virus challenge studies. Particular attention is placed on employing the Beta Process (BP), the Indian Buffet Process (IBP), and related sparseness-promoting techniques to infer a proper number of factors. The posterior density function on the model parameters is computed using Gibbs sampling and variational Bayesian (VB) analysis. Time-evolving gene-expression data are considered for respiratory syncytial virus (RSV), Rhino virus, and influenza, using blood samples from healthy human subjects. These data were acquired in three challenge studies, each executed after receiving institutional review board (IRB) approval from Duke University. Comparisons are made between several alternative means of per-forming nonparametric factor analysis on these data, with comparisons as well to sparse-PCA and Penalized Matrix Decomposition (PMD), closely related non-Bayesian approaches. Applying the Beta Process to the factor scores, or to the singular values of a pseudo-SVD construction, the proposed algorithms infer the number of factors in gene-expression data. For real data the "true" number of factors is unknown; in our simulations we consider a range of noise variances, and the proposed Bayesian models inferred the number of factors accurately relative to other methods in the literature, such as sparse-PCA and PMD. We have also identified a "pan-viral" factor of importance for each of the three viruses considered in this study. We have identified a set of genes associated with this pan-viral factor, of interest for early detection of such viruses based upon the host response, as quantified via gene-expression data.

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

PubMed Central

Zhang, Tingting; Kou, S. C.

2010-01-01

Doubly stochastic Poisson processes, also known as the Cox processes, frequently occur in various scientific fields. In this article, motivated primarily by analyzing Cox process data in biophysics, we propose a nonparametric kernel-based inference method. We conduct a detailed study, including an asymptotic analysis, of the proposed method, and provide guidelines for its practical use, introducing a fast and stable regression method for bandwidth selection. We apply our method to real photon arrival data from recent single-molecule biophysical experiments, investigating proteins' conformational dynamics. Our result shows that conformational fluctuation is widely present in protein systems, and that the fluctuation covers a broad range of time scales, highlighting the dynamic and complex nature of proteins' structure. PMID:21258615

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

PubMed

Zhang, Tingting; Kou, S C

2010-01-01

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

Nonparametric Bayesian Dictionary Learning for Analysis of Noisy and Incomplete Images

PubMed Central

Zhou, Mingyuan; Chen, Haojun; Paisley, John; Ren, Lu; Li, Lingbo; Xing, Zhengming; Dunson, David; Sapiro, Guillermo; Carin, Lawrence

2013-01-01

Nonparametric Bayesian methods are considered for recovery of imagery based upon compressive, incomplete, and/or noisy measurements. A truncated beta-Bernoulli process is employed to infer an appropriate dictionary for the data under test and also for image recovery. In the context of compressive sensing, significant improvements in image recovery are manifested using learned dictionaries, relative to using standard orthonormal image expansions. The compressive-measurement projections are also optimized for the learned dictionary. Additionally, we consider simpler (incomplete) measurements, defined by measuring a subset of image pixels, uniformly selected at random. Spatial interrelationships within imagery are exploited through use of the Dirichlet and probit stick-breaking processes. Several example results are presented, with comparisons to other methods in the literature. PMID:21693421

A SAS(®) macro implementation of a multiple comparison post hoc test for a Kruskal-Wallis analysis.

PubMed

Elliott, Alan C; Hynan, Linda S

2011-04-01

The Kruskal-Wallis (KW) nonparametric analysis of variance is often used instead of a standard one-way ANOVA when data are from a suspected non-normal population. The KW omnibus procedure tests for some differences between groups, but provides no specific post hoc pair wise comparisons. This paper provides a SAS(®) macro implementation of a multiple comparison test based on significant Kruskal-Wallis results from the SAS NPAR1WAY procedure. The implementation is designed for up to 20 groups at a user-specified alpha significance level. A Monte-Carlo simulation compared this nonparametric procedure to commonly used parametric multiple comparison tests. Copyright © 2010 Elsevier Ireland Ltd. All rights reserved.

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.

Made-to-measure modelling of observed galaxy dynamics

NASA Astrophysics Data System (ADS)

Bovy, Jo; Kawata, Daisuke; Hunt, Jason A. S.

2018-01-01

Amongst dynamical modelling techniques, the made-to-measure (M2M) method for modelling steady-state systems is amongst the most flexible, allowing non-parametric distribution functions in complex gravitational potentials to be modelled efficiently using N-body particles. Here, we propose and test various improvements to the standard M2M method for modelling observed data, illustrated using the simple set-up of a one-dimensional harmonic oscillator. We demonstrate that nuisance parameters describing the modelled system's orientation with respect to the observer - e.g. an external galaxy's inclination or the Sun's position in the Milky Way - as well as the parameters of an external gravitational field can be optimized simultaneously with the particle weights. We develop a method for sampling from the high-dimensional uncertainty distribution of the particle weights. We combine this in a Gibbs sampler with samplers for the nuisance and potential parameters to explore the uncertainty distribution of the full set of parameters. We illustrate our M2M improvements by modelling the vertical density and kinematics of F-type stars in Gaia DR1. The novel M2M method proposed here allows full probabilistic modelling of steady-state dynamical systems, allowing uncertainties on the non-parametric distribution function and on nuisance parameters to be taken into account when constraining the dark and baryonic masses of stellar systems.

Hammerstein system represention of financial volatility processes

NASA Astrophysics Data System (ADS)

Capobianco, E.

2002-05-01

We show new modeling aspects of stock return volatility processes, by first representing them through Hammerstein Systems, and by then approximating the observed and transformed dynamics with wavelet-based atomic dictionaries. We thus propose an hybrid statistical methodology for volatility approximation and non-parametric estimation, and aim to use the information embedded in a bank of volatility sources obtained by decomposing the observed signal with multiresolution techniques. Scale dependent information refers both to market activity inherent to different temporally aggregated trading horizons, and to a variable degree of sparsity in representing the signal. A decomposition of the expansion coefficients in least dependent coordinates is then implemented through Independent Component Analysis. Based on the described steps, the features of volatility can be more effectively detected through global and greedy algorithms.

A hybrid modeling approach for option pricing

NASA Astrophysics Data System (ADS)

Hajizadeh, Ehsan; Seifi, Abbas

2011-11-01

The complexity of option pricing has led many researchers to develop sophisticated models for such purposes. The commonly used Black-Scholes model suffers from a number of limitations. One of these limitations is the assumption that the underlying probability distribution is lognormal and this is so controversial. We propose a couple of hybrid models to reduce these limitations and enhance the ability of option pricing. The key input to option pricing model is volatility. In this paper, we use three popular GARCH type model for estimating volatility. Then, we develop two non-parametric models based on neural networks and neuro-fuzzy networks to price call options for S&P 500 index. We compare the results with those of Black-Scholes model and show that both neural network and neuro-fuzzy network models outperform Black-Scholes model. Furthermore, comparing the neural network and neuro-fuzzy approaches, we observe that for at-the-money options, neural network model performs better and for both in-the-money and an out-of-the money option, neuro-fuzzy model provides better results.

Forecasting ozone concentrations in the east of Croatia using nonparametric Neural Network Models

NASA Astrophysics Data System (ADS)

Kovač-Andrić, Elvira; Sheta, Alaa; Faris, Hossam; Gajdošik, Martina Šrajer

2016-07-01

Ozone is one of the most significant secondary pollutants with numerous negative effects on human health and environment including plants and vegetation. Therefore, more effort is made recently by governments and associations to predict ozone concentrations which could help in establishing better plans and regulation for environment protection. In this study, we use two Artificial Neural Network based approaches (MPL and RBF) to develop, for the first time, accurate ozone prediction models, one for urban and another one for rural area in the eastern part of Croatia. The evaluation of actual against the predicted ozone concentrations revealed that MLP and RBF models are very competitive for the training and testing data in the case of Kopački Rit area whereas in the case of Osijek city, MLP shows better evaluation results with 9% improvement in the correlation coefficient. Furthermore, subsequent feature selection process has improved the prediction power of RBF network.

Robust point matching via vector field consensus.

PubMed

Jiayi Ma; Ji Zhao; Jinwen Tian; Yuille, Alan L; Zhuowen Tu

2014-04-01

In this paper, we propose an efficient algorithm, called vector field consensus, for establishing robust point correspondences between two sets of points. Our algorithm starts by creating a set of putative correspondences which can contain a very large number of false correspondences, or outliers, in addition to a limited number of true correspondences (inliers). Next, we solve for correspondence by interpolating a vector field between the two point sets, which involves estimating a consensus of inlier points whose matching follows a nonparametric geometrical constraint. We formulate this a maximum a posteriori (MAP) estimation of a Bayesian model with hidden/latent variables indicating whether matches in the putative set are outliers or inliers. We impose nonparametric geometrical constraints on the correspondence, as a prior distribution, using Tikhonov regularizers in a reproducing kernel Hilbert space. MAP estimation is performed by the EM algorithm which by also estimating the variance of the prior model (initialized to a large value) is able to obtain good estimates very quickly (e.g., avoiding many of the local minima inherent in this formulation). We illustrate this method on data sets in 2D and 3D and demonstrate that it is robust to a very large number of outliers (even up to 90%). We also show that in the special case where there is an underlying parametric geometrical model (e.g., the epipolar line constraint) that we obtain better results than standard alternatives like RANSAC if a large number of outliers are present. This suggests a two-stage strategy, where we use our nonparametric model to reduce the size of the putative set and then apply a parametric variant of our approach to estimate the geometric parameters. Our algorithm is computationally efficient and we provide code for others to use it. In addition, our approach is general and can be applied to other problems, such as learning with a badly corrupted training data set.

Untangling the Relatedness among Correlations, Part II: Inter-Subject Correlation Group Analysis through Linear Mixed-Effects Modeling

PubMed Central

Chen, Gang; Taylor, Paul A.; Shin, Yong-Wook; Reynolds, Richard C.; Cox, Robert W.

2016-01-01

It has been argued that naturalistic conditions in FMRI studies provide a useful paradigm for investigating perception and cognition through a synchronization measure, inter-subject correlation (ISC). However, one analytical stumbling block has been the fact that the ISC values associated with each single subject are not independent, and our previous paper (Chen et al., 2016) used simulations and analyses of real data to show that the methodologies adopted in the literature do not have the proper control for false positives. In the same paper, we proposed nonparametric subject-wise bootstrapping and permutation testing techniques for one and two groups, respectively, which account for the correlation structure, and these greatly outperformed the prior methods in controlling the false positive rate (FPR); that is, subject-wise bootstrapping (SWB) worked relatively well for both cases with one and two groups, and subject-wise permutation (SWP) testing was virtually ideal for group comparisons. Here we seek to explicate and adopt a parametric approach through linear mixed-effects (LME) modeling for studying the ISC values, building on the previous correlation framework, with the benefit that the LME platform offers wider adaptability, more powerful interpretations, and quality control checking capability than nonparametric methods. We describe both theoretical and practical issues involved in the modeling and the manner in which LME with crossed random effects (CRE) modeling is applied. A data-doubling step further allows us to conveniently track the subject index, and achieve easy implementations. We pit the LME approach against the best nonparametric methods, and find that the LME framework achieves proper control for false positives. The new LME methodologies are shown to be both efficient and robust, and they will be added as an additional option and settings in an existing open source program, 3dLME, in AFNI (http://afni.nimh.nih.gov). PMID:27751943

Application of Group-Level Item Response Models in the Evaluation of Consumer Reports about Health Plan Quality

ERIC Educational Resources Information Center

Reise, Steven P.; Meijer, Rob R.; Ainsworth, Andrew T.; Morales, Leo S.; Hays, Ron D.

2006-01-01

Group-level parametric and non-parametric item response theory models were applied to the Consumer Assessment of Healthcare Providers and Systems (CAHPS[R]) 2.0 core items in a sample of 35,572 Medicaid recipients nested within 131 health plans. Results indicated that CAHPS responses are dominated by within health plan variation, and only weakly…

Validation of high-sensitivity performance for a United States Food and Drug Administration cleared cardiac troponin I assay.

PubMed

Christenson, Robert H; Mullins, Kristin; Duh, Show-Hong

2018-06-01

High-Sensitivity (hs) cardiac troponin (cTn) assays are categorized by two criteria: (i) cTn values above the limit of detection (LoD) for >50% of male and female healthy cohorts of ≥300 individuals; (ii) imprecision ≤10% total %CV for sex-specific 99th-percentile clinical decision values (CDVs). No documented hs-Tn assay has yet been FDA-cleared. The PATHFAST cTnI-II assay's LoD was 2.3 ng/L using CLSI EP-17. The AACC Universal Sample Bank of 847 healthy men (50.6%) and women (49.4%) was used to determine 99th-percentile CDVs with Nonparametric, Harrell-Davis and Robust modeling. Health/Medication questionnaires and Amino-terminal proBNP, Hemoglobin A 1c and estimated Glomerular Filtration Rate surrogates excluded underlying health conditions. The cTnI-II test's total CV was 6.1% at 29 ng/L and 7.1% at 22 ng/L; the LoD was 2.3 ng/L. Of the full 847-member healthy cohort, 113 (13.3%) were excluded by abnormal surrogate biomarkers. The final 734-member healthy population had the following (% > LoD): overall, 487 (66.3%); women, 186 (52.8%); and men, 301 (78.8%). 99th-percentile CDVs by Nonparametric modeling were: 28 ng/L (90% CI: 20-30), overall final 732-member healthy population; 20 ng/L (90% CI: 13-30), 352 women; and 30 ng/L (90% CI: 21-37), 382 men. Differences between sex-specific CDVs were not significantly different (p > .05) with Nonparametric or Harrell-Davis modeling; however, Robust Modeling did show significance (<0.05), with lower CDVs at 11 ng/L (90% CI: 9-12) and 16 ng/L (90% CI: 15-18) for the female and male cohorts, respectively. cTnI-II is the only FDA-cleared assay that has demonstrated high-sensitivity cTn assay. Use of recommended modeling in >300 healthy subjects for determining sex-specific 99th-percentile CDVs did not show statistically significant differences except with the Robust modeling. Copyright © 2018. Published by Elsevier Inc.

Mapping the Structure-Function Relationship in Glaucoma and Healthy Patients Measured with Spectralis OCT and Humphrey Perimetry

PubMed Central

Muñoz–Negrete, Francisco J.; Oblanca, Noelia; Rebolleda, Gema

2018-01-01

Purpose To study the structure-function relationship in glaucoma and healthy patients assessed with Spectralis OCT and Humphrey perimetry using new statistical approaches. Materials and Methods Eighty-five eyes were prospectively selected and divided into 2 groups: glaucoma (44) and healthy patients (41). Three different statistical approaches were carried out: (1) factor analysis of the threshold sensitivities (dB) (automated perimetry) and the macular thickness (μm) (Spectralis OCT), subsequently applying Pearson's correlation to the obtained regions, (2) nonparametric regression analysis relating the values in each pair of regions that showed significant correlation, and (3) nonparametric spatial regressions using three models designed for the purpose of this study. Results In the glaucoma group, a map that relates structural and functional damage was drawn. The strongest correlation with visual fields was observed in the peripheral nasal region of both superior and inferior hemigrids (r = 0.602 and r = 0.458, resp.). The estimated functions obtained with the nonparametric regressions provided the mean sensitivity that corresponds to each given macular thickness. These functions allowed for accurate characterization of the structure-function relationship. Conclusions Both maps and point-to-point functions obtained linking structure and function damage contribute to a better understanding of this relationship and may help in the future to improve glaucoma diagnosis. PMID:29850196

A Rational Analysis of the Acquisition of Multisensory Representations

ERIC Educational Resources Information Center

Yildirim, Ilker; Jacobs, Robert A.

2012-01-01

How do people learn multisensory, or amodal, representations, and what consequences do these representations have for perceptual performance? We address this question by performing a rational analysis of the problem of learning multisensory representations. This analysis makes use of a Bayesian nonparametric model that acquires latent multisensory…

Exploring Incomplete Rating Designs with Mokken Scale Analysis

ERIC Educational Resources Information Center

Wind, Stefanie A.; Patil, Yogendra J.

2018-01-01

Recent research has explored the use of models adapted from Mokken scale analysis as a nonparametric approach to evaluating rating quality in educational performance assessments. A potential limiting factor to the widespread use of these techniques is the requirement for complete data, as practical constraints in operational assessment systems…

d'plus: A program to calculate accuracy and bias measures from detection and discrimination data.

PubMed

Macmillan, N A; Creelman, C D

1997-01-01

The program d'plus calculates accuracy (sensitivity) and response-bias parameters using Signal Detection Theory. Choice Theory, and 'nonparametric' models. is is appropriate for data from one-interval, two- and three-interval forced-choice, same different, ABX, and oddity experimental paradigms.

Revisiting the Distance Duality Relation using a non-parametric regression method

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

Rana, Akshay; Mahajan, Shobhit; Mukherjee, Amitabha

2016-07-01

The interdependence of luminosity distance, D {sub L} and angular diameter distance, D {sub A} given by the distance duality relation (DDR) is very significant in observational cosmology. It is very closely tied with the temperature-redshift relation of Cosmic Microwave Background (CMB) radiation. Any deviation from η( z )≡ D {sub L} / D {sub A} (1+ z ){sup 2} =1 indicates a possible emergence of new physics. Our aim in this work is to check the consistency of these relations using a non-parametric regression method namely, LOESS with SIMEX. This technique avoids dependency on the cosmological model and worksmore » with a minimal set of assumptions. Further, to analyze the efficiency of the methodology, we simulate a dataset of 020 points of η ( z ) data based on a phenomenological model η( z )= (1+ z ){sup ε}. The error on the simulated data points is obtained by using the temperature of CMB radiation at various redshifts. For testing the distance duality relation, we use the JLA SNe Ia data for luminosity distances, while the angular diameter distances are obtained from radio galaxies datasets. Since the DDR is linked with CMB temperature-redshift relation, therefore we also use the CMB temperature data to reconstruct η ( z ). It is important to note that with CMB data, we are able to study the evolution of DDR upto a very high redshift z = 2.418. In this analysis, we find no evidence of deviation from η=1 within a 1σ region in the entire redshift range used in this analysis (0 < z ≤ 2.418).« less

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.

Estimation of variance in Cox's regression model with shared gamma frailties.

PubMed

Andersen, P K; Klein, J P; Knudsen, K M; Tabanera y Palacios, R

1997-12-01

The Cox regression model with a shared frailty factor allows for unobserved heterogeneity or for statistical dependence between the observed survival times. Estimation in this model when the frailties are assumed to follow a gamma distribution is reviewed, and we address the problem of obtaining variance estimates for regression coefficients, frailty parameter, and cumulative baseline hazards using the observed nonparametric information matrix. A number of examples are given comparing this approach with fully parametric inference in models with piecewise constant baseline hazards.

Airways, vasculature, and interstitial tissue: anatomically informed computational modeling of human lungs for virtual clinical trials

NASA Astrophysics Data System (ADS)

Abadi, Ehsan; Sturgeon, Gregory M.; Agasthya, Greeshma; Harrawood, Brian; Hoeschen, Christoph; Kapadia, Anuj; Segars, W. P.; Samei, Ehsan

2017-03-01

This study aimed to model virtual human lung phantoms including both non-parenchymal and parenchymal structures. Initial branches of the non-parenchymal structures (airways, arteries, and veins) were segmented from anatomical data in each lobe separately. A volume-filling branching algorithm was utilized to grow the higher generations of the airways and vessels to the level of terminal branches. The diameters of the airways and vessels were estimated using established relationships between flow rates and diameters. The parenchyma was modeled based on secondary pulmonary lobule units. Polyhedral shapes with variable sizes were modeled, and the borders were assigned to interlobular septa. A heterogeneous background was added inside these units using a non-parametric texture synthesis algorithm which was informed by a high-resolution CT lung specimen dataset. A voxelized based CT simulator was developed to create synthetic helical CT images of the phantom with different pitch values. Results showed the progressive degradation in depiction of lung details with increased pitch. Overall, the enhanced lung models combined with the XCAT phantoms prove to provide a powerful toolset to perform virtual clinical trials in the context of thoracic imaging. Such trials, not practical using clinical datasets or simplistic phantoms, can quantitatively evaluate and optimize advanced imaging techniques towards patient-based care.

Cost-Aware Design of a Discrimination Strategy for Unexploded Ordnance Cleanup

DTIC Science & Technology

2011-02-25

Acronyms ANN: Artificial Neural Network AUC: Area Under the Curve BRAC: Base Realignment And Closure DLRT: Distance Likelihood Ratio Test EER...Discriminative Aggregate Nonparametric [25] Artificial Neural Network ANN Discriminative Aggregate Parametric [33] 11 Results and Discussion Task #1

High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics

PubMed Central

Carvalho, Carlos M.; Chang, Jeffrey; Lucas, Joseph E.; Nevins, Joseph R.; Wang, Quanli; West, Mike

2010-01-01

We describe studies in molecular profiling and biological pathway analysis that use sparse latent factor and regression models for microarray gene expression data. We discuss breast cancer applications and key aspects of the modeling and computational methodology. Our case studies aim to investigate and characterize heterogeneity of structure related to specific oncogenic pathways, as well as links between aggregate patterns in gene expression profiles and clinical biomarkers. Based on the metaphor of statistically derived “factors” as representing biological “subpathway” structure, we explore the decomposition of fitted sparse factor models into pathway subcomponents and investigate how these components overlay multiple aspects of known biological activity. Our methodology is based on sparsity modeling of multivariate regression, ANOVA, and latent factor models, as well as a class of models that combines all components. Hierarchical sparsity priors address questions of dimension reduction and multiple comparisons, as well as scalability of the methodology. The models include practically relevant non-Gaussian/nonparametric components for latent structure, underlying often quite complex non-Gaussianity in multivariate expression patterns. Model search and fitting are addressed through stochastic simulation and evolutionary stochastic search methods that are exemplified in the oncogenic pathway studies. Supplementary supporting material provides more details of the applications, as well as examples of the use of freely available software tools for implementing the methodology. PMID:21218139

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

PubMed Central

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

2017-01-01

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

Software Reliability 2002

NASA Technical Reports Server (NTRS)

Wallace, Dolores R.

2003-01-01

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

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.

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

Nonparametric Bayesian inference for mean residual life functions in survival analysis.

PubMed

Poynor, Valerie; Kottas, Athanasios

2018-01-19

Modeling and inference for survival analysis problems typically revolves around different functions related to the survival distribution. Here, we focus on the mean residual life (MRL) function, which provides the expected remaining lifetime given that a subject has survived (i.e. is event-free) up to a particular time. This function is of direct interest in reliability, medical, and actuarial fields. In addition to its practical interpretation, the MRL function characterizes the survival distribution. We develop general Bayesian nonparametric inference for MRL functions built from a Dirichlet process mixture model for the associated survival distribution. The resulting model for the MRL function admits a representation as a mixture of the kernel MRL functions with time-dependent mixture weights. This model structure allows for a wide range of shapes for the MRL function. Particular emphasis is placed on the selection of the mixture kernel, taken to be a gamma distribution, to obtain desirable properties for the MRL function arising from the mixture model. The inference method is illustrated with a data set of two experimental groups and a data set involving right censoring. The supplementary material available at Biostatistics online provides further results on empirical performance of the model, using simulated data examples. © The Author 2018. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Constructing a cosmological model-independent Hubble diagram of type Ia supernovae with cosmic chronometers

NASA Astrophysics Data System (ADS)

Li, Zhengxiang; Gonzalez, J. E.; Yu, Hongwei; Zhu, Zong-Hong; Alcaniz, J. S.

2016-02-01

We apply two methods, i.e., the Gaussian processes and the nonparametric smoothing procedure, to reconstruct the Hubble parameter H (z ) as a function of redshift from 15 measurements of the expansion rate obtained from age estimates of passively evolving galaxies. These reconstructions enable us to derive the luminosity distance to a certain redshift z , calibrate the light-curve fitting parameters accounting for the (unknown) intrinsic magnitude of type Ia supernova (SNe Ia), and construct cosmological model-independent Hubble diagrams of SNe Ia. In order to test the compatibility between the reconstructed functions of H (z ), we perform a statistical analysis considering the latest SNe Ia sample, the so-called joint light-curve compilation. We find that, for the Gaussian processes, the reconstructed functions of Hubble parameter versus redshift, and thus the following analysis on SNe Ia calibrations and cosmological implications, are sensitive to prior mean functions. However, for the nonparametric smoothing method, the reconstructed functions are not dependent on initial guess models, and consistently require high values of H0, which are in excellent agreement with recent measurements of this quantity from Cepheids and other local distance indicators.

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.

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.

Nonparametric Signal Extraction and Measurement Error in the Analysis of Electroencephalographic Activity During Sleep

PubMed Central

Crainiceanu, Ciprian M.; Caffo, Brian S.; Di, Chong-Zhi; Punjabi, Naresh M.

2009-01-01

We introduce methods for signal and associated variability estimation based on hierarchical nonparametric smoothing with application to the Sleep Heart Health Study (SHHS). SHHS is the largest electroencephalographic (EEG) collection of sleep-related data, which contains, at each visit, two quasi-continuous EEG signals for each subject. The signal features extracted from EEG data are then used in second level analyses to investigate the relation between health, behavioral, or biometric outcomes and sleep. Using subject specific signals estimated with known variability in a second level regression becomes a nonstandard measurement error problem. We propose and implement methods that take into account cross-sectional and longitudinal measurement error. The research presented here forms the basis for EEG signal processing for the SHHS. PMID:20057925

New methods and results for quantification of lightning-aircraft electrodynamics

NASA Technical Reports Server (NTRS)

Pitts, Felix L.; Lee, Larry D.; Perala, Rodney A.; Rudolph, Terence H.

1987-01-01

The NASA F-106 collected data on the rates of change of electromagnetic parameters on the aircraft surface during over 700 direct lightning strikes while penetrating thunderstorms at altitudes from 15,000 t0 40,000 ft (4,570 to 12,190 m). These in situ measurements provided the basis for the first statistical quantification of the lightning electromagnetic threat to aircraft appropriate for determining indirect lightning effects on aircraft. These data are used to update previous lightning criteria and standards developed over the years from ground-based measurements. The proposed standards will be the first which reflect actual aircraft responses measured at flight altitudes. Nonparametric maximum likelihood estimates of the distribution of the peak electromagnetic rates of change for consideration in the new standards are obtained based on peak recorder data for multiple-strike flights. The linear and nonlinear modeling techniques developed provide means to interpret and understand the direct-strike electromagnetic data acquired on the F-106. The reasonable results obtained with the models, compared with measured responses, provide increased confidence that the models may be credibly applied to other aircraft.

Nonparametric Hierarchical Bayesian Model for Functional Brain Parcellation

PubMed Central

Lashkari, Danial; Sridharan, Ramesh; Vul, Edward; Hsieh, Po-Jang; Kanwisher, Nancy; Golland, Polina

2011-01-01

We develop a method for unsupervised analysis of functional brain images that learns group-level patterns of functional response. Our algorithm is based on a generative model that comprises two main layers. At the lower level, we express the functional brain response to each stimulus as a binary activation variable. At the next level, we define a prior over the sets of activation variables in all subjects. We use a Hierarchical Dirichlet Process as the prior in order to simultaneously learn the patterns of response that are shared across the group, and to estimate the number of these patterns supported by data. Inference based on this model enables automatic discovery and characterization of salient and consistent patterns in functional signals. We apply our method to data from a study that explores the response of the visual cortex to a collection of images. The discovered profiles of activation correspond to selectivity to a number of image categories such as faces, bodies, and scenes. More generally, our results appear superior to the results of alternative data-driven methods in capturing the category structure in the space of stimuli. PMID:21841977

A Hybrid Semi-Supervised Anomaly Detection Model for High-Dimensional Data.

PubMed

Song, Hongchao; Jiang, Zhuqing; Men, Aidong; Yang, Bo

2017-01-01

Anomaly detection, which aims to identify observations that deviate from a nominal sample, is a challenging task for high-dimensional data. Traditional distance-based anomaly detection methods compute the neighborhood distance between each observation and suffer from the curse of dimensionality in high-dimensional space; for example, the distances between any pair of samples are similar and each sample may perform like an outlier. In this paper, we propose a hybrid semi-supervised anomaly detection model for high-dimensional data that consists of two parts: a deep autoencoder (DAE) and an ensemble k -nearest neighbor graphs- ( K -NNG-) based anomaly detector. Benefiting from the ability of nonlinear mapping, the DAE is first trained to learn the intrinsic features of a high-dimensional dataset to represent the high-dimensional data in a more compact subspace. Several nonparametric KNN-based anomaly detectors are then built from different subsets that are randomly sampled from the whole dataset. The final prediction is made by all the anomaly detectors. The performance of the proposed method is evaluated on several real-life datasets, and the results confirm that the proposed hybrid model improves the detection accuracy and reduces the computational complexity.

A Hybrid Semi-Supervised Anomaly Detection Model for High-Dimensional Data

PubMed Central

Jiang, Zhuqing; Men, Aidong; Yang, Bo

2017-01-01

Anomaly detection, which aims to identify observations that deviate from a nominal sample, is a challenging task for high-dimensional data. Traditional distance-based anomaly detection methods compute the neighborhood distance between each observation and suffer from the curse of dimensionality in high-dimensional space; for example, the distances between any pair of samples are similar and each sample may perform like an outlier. In this paper, we propose a hybrid semi-supervised anomaly detection model for high-dimensional data that consists of two parts: a deep autoencoder (DAE) and an ensemble k-nearest neighbor graphs- (K-NNG-) based anomaly detector. Benefiting from the ability of nonlinear mapping, the DAE is first trained to learn the intrinsic features of a high-dimensional dataset to represent the high-dimensional data in a more compact subspace. Several nonparametric KNN-based anomaly detectors are then built from different subsets that are randomly sampled from the whole dataset. The final prediction is made by all the anomaly detectors. The performance of the proposed method is evaluated on several real-life datasets, and the results confirm that the proposed hybrid model improves the detection accuracy and reduces the computational complexity. PMID:29270197

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.

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.

Statistical Models and Inference Procedures for Structural and Materials Reliability

DTIC Science & Technology

1990-12-01

as an official Department of the Army positio~n, policy, or decision, unless sD designated by other documentazion. 12a. DISTRIBUTION /AVAILABILITY...Some general stress-strength models were also developed and applied to the failure of systems subject to cyclic loading. Involved in the failure of...process control ideas and sequential design and analysis methods. Finally, smooth nonparametric quantile .wJ function estimators were studied. All of

A Study of Birnbaum's Theory of the Relationship between the Constructs of Leadership and Organization as Depicted in His Higher Education Models of Organizational Functioning: A Contextual Leadership Paradigm for Higher Education

ERIC Educational Resources Information Center

Douglas, Pamela A.

2013-01-01

This quantitative, nonexperimental study used survey research design and nonparametric statistics to investigate Birnbaum's (1988) theory that there is a relationship between the constructs of leadership and organization, as depicted in his five higher education models of organizational functioning: bureaucratic, collegial, political,…

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.

Methods for estimation of radiation risk in epidemiological studies accounting for classical and Berkson errors in doses.

PubMed

Kukush, Alexander; Shklyar, Sergiy; Masiuk, Sergii; Likhtarov, Illya; Kovgan, Lina; Carroll, Raymond J; Bouville, Andre

2011-02-16

With a binary response Y, the dose-response model under consideration is logistic in flavor with pr(Y=1 | D) = R (1+R)(-1), R = λ(0) + EAR D, where λ(0) is the baseline incidence rate and EAR is the excess absolute risk per gray. The calculated thyroid dose of a person i is expressed as Dimes=fiQi(mes)/Mi(mes). Here, Qi(mes) is the measured content of radioiodine in the thyroid gland of person i at time t(mes), Mi(mes) is the estimate of the thyroid mass, and f(i) is the normalizing multiplier. The Q(i) and M(i) are measured with multiplicative errors Vi(Q) and ViM, so that Qi(mes)=Qi(tr)Vi(Q) (this is classical measurement error model) and Mi(tr)=Mi(mes)Vi(M) (this is Berkson measurement error model). Here, Qi(tr) is the true content of radioactivity in the thyroid gland, and Mi(tr) is the true value of the thyroid mass. The error in f(i) is much smaller than the errors in ( Qi(mes), Mi(mes)) and ignored in the analysis. By means of Parametric Full Maximum Likelihood and Regression Calibration (under the assumption that the data set of true doses has lognormal distribution), Nonparametric Full Maximum Likelihood, Nonparametric Regression Calibration, and by properly tuned SIMEX method we study the influence of measurement errors in thyroid dose on the estimates of λ(0) and EAR. The simulation study is presented based on a real sample from the epidemiological studies. The doses were reconstructed in the framework of the Ukrainian-American project on the investigation of Post-Chernobyl thyroid cancers in Ukraine, and the underlying subpolulation was artificially enlarged in order to increase the statistical power. The true risk parameters were given by the values to earlier epidemiological studies, and then the binary response was simulated according to the dose-response model.

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.

Infinite hidden conditional random fields for human behavior analysis.

PubMed

Bousmalis, Konstantinos; Zafeiriou, Stefanos; Morency, Louis-Philippe; Pantic, Maja

2013-01-01

Hidden conditional random fields (HCRFs) are discriminative latent variable models that have been shown to successfully learn the hidden structure of a given classification problem (provided an appropriate validation of the number of hidden states). In this brief, we present the infinite HCRF (iHCRF), which is a nonparametric model based on hierarchical Dirichlet processes and is capable of automatically learning the optimal number of hidden states for a classification task. We show how we learn the model hyperparameters with an effective Markov-chain Monte Carlo sampling technique, and we explain the process that underlines our iHCRF model with the Restaurant Franchise Rating Agencies analogy. We show that the iHCRF is able to converge to a correct number of represented hidden states, and outperforms the best finite HCRFs--chosen via cross-validation--for the difficult tasks of recognizing instances of agreement, disagreement, and pain. Moreover, the iHCRF manages to achieve this performance in significantly less total training, validation, and testing time.

Design Automation Using Script Languages. High-Level CAD Templates in Non-Parametric Programs

NASA Astrophysics Data System (ADS)

Moreno, R.; Bazán, A. M.

2017-10-01

The main purpose of this work is to study the advantages offered by the application of traditional techniques of technical drawing in processes for automation of the design, with non-parametric CAD programs, provided with scripting languages. Given that an example drawing can be solved with traditional step-by-step detailed procedures, is possible to do the same with CAD applications and to generalize it later, incorporating references. In today’s modern CAD applications, there are striking absences of solutions for building engineering: oblique projections (military and cavalier), 3D modelling of complex stairs, roofs, furniture, and so on. The use of geometric references (using variables in script languages) and their incorporation into high-level CAD templates allows the automation of processes. Instead of repeatedly creating similar designs or modifying their data, users should be able to use these templates to generate future variations of the same design. This paper presents the automation process of several complex drawing examples based on CAD script files aided with parametric geometry calculation tools. The proposed method allows us to solve complex geometry designs not currently incorporated in the current CAD applications and to subsequently create other new derivatives without user intervention. Automation in the generation of complex designs not only saves time but also increases the quality of the presentations and reduces the possibility of human errors.

Statistical analysis of the electric energy production from photovoltaic conversion using mobile and fixed constructions

NASA Astrophysics Data System (ADS)

Bugała, Artur; Bednarek, Karol; Kasprzyk, Leszek; Tomczewski, Andrzej

2017-10-01

The paper presents the most representative - from the three-year measurement time period - characteristics of daily and monthly electricity production from a photovoltaic conversion using modules installed in a fixed and 2-axis tracking construction. Results are presented for selected summer, autumn, spring and winter days. Analyzed measuring stand is located on the roof of the Faculty of Electrical Engineering Poznan University of Technology building. The basic parameters of the statistical analysis like mean value, standard deviation, skewness, kurtosis, median, range, or coefficient of variation were used. It was found that the asymmetry factor can be useful in the analysis of the daily electricity production from a photovoltaic conversion. In order to determine the repeatability of monthly electricity production, occurring between the summer, and summer and winter months, a non-parametric Mann-Whitney U test was used as a statistical solution. In order to analyze the repeatability of daily peak hours, describing the largest value of the hourly electricity production, a non-parametric Kruskal-Wallis test was applied as an extension of the Mann-Whitney U test. Based on the analysis of the electric energy distribution from a prepared monitoring system it was found that traditional forecasting methods of the electricity production from a photovoltaic conversion, like multiple regression models, should not be the preferred methods of the analysis.

Subpixel Snow Cover Mapping from MODIS Data by Nonparametric Regression Splines

NASA Astrophysics Data System (ADS)

Akyurek, Z.; Kuter, S.; Weber, G. W.

2016-12-01

Spatial extent of snow cover is often considered as one of the key parameters in climatological, hydrological and ecological modeling due to its energy storage, high reflectance in the visible and NIR regions of the electromagnetic spectrum, significant heat capacity and insulating properties. A significant challenge in snow mapping by remote sensing (RS) is the trade-off between the temporal and spatial resolution of satellite imageries. In order to tackle this issue, machine learning-based subpixel snow mapping methods, like Artificial Neural Networks (ANNs), from low or moderate resolution images have been proposed. Multivariate Adaptive Regression Splines (MARS) is a nonparametric regression tool that can build flexible models for high dimensional and complex nonlinear data. Although MARS is not often employed in RS, it has various successful implementations such as estimation of vertical total electron content in ionosphere, atmospheric correction and classification of satellite images. This study is the first attempt in RS to evaluate the applicability of MARS for subpixel snow cover mapping from MODIS data. Total 16 MODIS-Landsat ETM+ image pairs taken over European Alps between March 2000 and April 2003 were used in the study. MODIS top-of-atmospheric reflectance, NDSI, NDVI and land cover classes were used as predictor variables. Cloud-covered, cloud shadow, water and bad-quality pixels were excluded from further analysis by a spatial mask. MARS models were trained and validated by using reference fractional snow cover (FSC) maps generated from higher spatial resolution Landsat ETM+ binary snow cover maps. A multilayer feed-forward ANN with one hidden layer trained with backpropagation was also developed. The mutual comparison of obtained MARS and ANN models was accomplished on independent test areas. The MARS model performed better than the ANN model with an average RMSE of 0.1288 over the independent test areas; whereas the average RMSE of the ANN model was 0.1500. MARS estimates for low FSC values (i.e., FSC<0.3) were better than that of ANN. Both ANN and MARS tended to overestimate medium FSC values (i.e., 0.30.7).

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…

Nonparametric estimation of the multivariate survivor function: the multivariate Kaplan-Meier estimator.

PubMed

Prentice, Ross L; Zhao, Shanshan

2018-01-01

The Dabrowska (Ann Stat 16:1475-1489, 1988) product integral representation of the multivariate survivor function is extended, leading to a nonparametric survivor function estimator for an arbitrary number of failure time variates that has a simple recursive formula for its calculation. Empirical process methods are used to sketch proofs for this estimator's strong consistency and weak convergence properties. Summary measures of pairwise and higher-order dependencies are also defined and nonparametrically estimated. Simulation evaluation is given for the special case of three failure time variates.

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

Information-theoretic model selection for optimal prediction of stochastic dynamical systems from data

NASA Astrophysics Data System (ADS)

Darmon, David

2018-03-01

In the absence of mechanistic or phenomenological models of real-world systems, data-driven models become necessary. The discovery of various embedding theorems in the 1980s and 1990s motivated a powerful set of tools for analyzing deterministic dynamical systems via delay-coordinate embeddings of observations of their component states. However, in many branches of science, the condition of operational determinism is not satisfied, and stochastic models must be brought to bear. For such stochastic models, the tool set developed for delay-coordinate embedding is no longer appropriate, and a new toolkit must be developed. We present an information-theoretic criterion, the negative log-predictive likelihood, for selecting the embedding dimension for a predictively optimal data-driven model of a stochastic dynamical system. We develop a nonparametric estimator for the negative log-predictive likelihood and compare its performance to a recently proposed criterion based on active information storage. Finally, we show how the output of the model selection procedure can be used to compare candidate predictors for a stochastic system to an information-theoretic lower bound.

Adjacent-Categories Mokken Models for Rater-Mediated Assessments

PubMed Central

Wind, Stefanie A.

2016-01-01

Molenaar extended Mokken’s original probabilistic-nonparametric scaling models for use with polytomous data. These polytomous extensions of Mokken’s original scaling procedure have facilitated the use of Mokken scale analysis as an approach to exploring fundamental measurement properties across a variety of domains in which polytomous ratings are used, including rater-mediated educational assessments. Because their underlying item step response functions (i.e., category response functions) are defined using cumulative probabilities, polytomous Mokken models can be classified as cumulative models based on the classifications of polytomous item response theory models proposed by several scholars. In order to permit a closer conceptual alignment with educational performance assessments, this study presents an adjacent-categories variation on the polytomous monotone homogeneity and double monotonicity models. Data from a large-scale rater-mediated writing assessment are used to illustrate the adjacent-categories approach, and results are compared with the original formulations. Major findings suggest that the adjacent-categories models provide additional diagnostic information related to individual raters’ use of rating scale categories that is not observed under the original formulation. Implications are discussed in terms of methods for evaluating rating quality. PMID:29795916

Nonparametric Estimation of the Probability of Discovering a New Species.

DTIC Science & Technology

1986-01-01

see Good (1953, 1965), Good and Toulmin (1956), Goodman (1949), Harris (1959, 1968), Knott (1967) and Robbins (1968). We note that our model is not...and Toulmin , G. (1956). The number of new species and the increase of population coverage, when a sample is increased. Biometrika 43, 45-63. Goodman

The Effect of Sample Size on Parametric and Nonparametric Factor Analytical Methods

ERIC Educational Resources Information Center

Kalkan, Ömür Kaya; Kelecioglu, Hülya

2016-01-01

Linear factor analysis models used to examine constructs underlying the responses are not very suitable for dichotomous or polytomous response formats. The associated problems cannot be eliminated by polychoric or tetrachoric correlations in place of the Pearson correlation. Therefore, we considered parameters obtained from the NOHARM and FACTOR…

A Bayesian Nonparametric Causal Model for Regression Discontinuity Designs

ERIC Educational Resources Information Center

Karabatsos, George; Walker, Stephen G.

2013-01-01

The regression discontinuity (RD) design (Thistlewaite & Campbell, 1960; Cook, 2008) provides a framework to identify and estimate causal effects from a non-randomized design. Each subject of a RD design is assigned to the treatment (versus assignment to a non-treatment) whenever her/his observed value of the assignment variable equals or…

Does race matter in landowners' participation in conservation incentive programs?

Treesearch

Jianbang Gan; Okwuldili O. Onianwa; John Schelhas; Gerald C. Wheelock; Mark R. Dubois

2005-01-01

This study investigated and compared the participation behavior of white and minority small landowners in Alabama in eight conservation incentive programs. Using nonparametric tests and logit modeling, we found both similarities and differences in participation behavior between these two landowner groups. Both white and minority landowners tended not to participate in...

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…