Design-based random permutation models with auxiliary information

We extend the random permutation model to obtain the best linear unbiased estimator of a finite population mean accounting for auxiliary variables under simple random sampling without replacement (SRS) or stratified SRS. The proposed method provides a systematic design-based justification for well-known results involving common estimators derived under minimal assumptions that do not require specification of a functional relationship between the response and the auxiliary variables.

Critical properties of the four-state commutative random permutation glassy Potts model in three and four dimensions

We investigate the critical properties of the four-state commutative random permutation glassy Potts model in three and four dimensions by means of Monte Carlo simulations and a finite-size scaling analysis. By using a field programmable gate array, we have been able to thermalize a large number of samples of systems with large volume. This has allowed us to observe a spin-glass ordered phase in d=4 and to study the critical properties of the transition. In d=3, our results are consistent with the presence of a Kosterlitz-Thouless transition, but also with different scenarios: transient effects due to a value of the lower critical dimension slightly below 3 could be very important.

Predicting random effects with an expanded finite population mixed model

Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.

Known and chosen key differential distinguishers for block ciphers

In this paper we investigate the differential properties of block ciphers in hash function modes of operation. First we show the impact of differential trails for block ciphers on collision attacks for various hash function constructions based on block ciphers. Further, we prove the lower bound for finding a pair that follows some truncated differential in case of a random permutation. Then we present open-key differential distinguishers for some well known round-reduced block ciphers.

一种可并行的消息认证码

提出并分析了一种确定的、可并行的消息认证码--DPMAC(deterministic parallelizable message authentication code).它基于分组长度为128-bit的分组密码来构造.使用一个密钥,可以处理任意长度的消息.在底层分组密码是伪随机置换的假设下,使用Game-Playing技术量化了攻击者成功伪造的概率,从而证明了其安全性.

一种可证明安全的消息认证码

消息认证码是保证消息完整性的重要工具,它广泛应用于各种安全系统中.随着可证明安全理论的逐渐成熟,具备可证明安全的消息认证码无疑成为人们的首选.本文基于XOR MAC和PMAC的构造方法,使用分组密码构造了一种确定性、可并行的消息认证码-DXOR MAC(Deterministic XOR MAC).在底层分组密码是伪随机置换的假设下,本文使用Game-Playing技术量化了攻击者成功伪造的概率,从而证明了其安全性.

Component-wise gradient boosting and false discovery control in survival analysis with high-dimensional covariates.

MOTIVATION: Technological advances that allow routine identification of high-dimensional risk factors have led to high demand for statistical techniques that enable full utilization of these rich sources of information for genetics studies. Variable selection for censored outcome data as well as control of false discoveries (i.e. inclusion of irrelevant variables) in the presence of high-dimensional predictors present serious challenges. This article develops a computationally feasible method based on boosting and stability selection. Specifically, we modified the component-wise gradient boosting to improve the computational feasibility and introduced random permutation in stability selection for controlling false discoveries. RESULTS: We have proposed a high-dimensional variable selection method by incorporating stability selection to control false discovery. Comparisons between the proposed method and the commonly used univariate and Lasso approaches for variable selection reveal that the proposed method yields fewer false discoveries. The proposed method is applied to study the associations of 2339 common single-nucleotide polymorphisms (SNPs) with overall survival among cutaneous melanoma (CM) patients. The results have confirmed that BRCA2 pathway SNPs are likely to be associated with overall survival, as reported by previous literature. Moreover, we have identified several new Fanconi anemia (FA) pathway SNPs that are likely to modulate survival of CM patients. AVAILABILITY AND IMPLEMENTATION: The related source code and documents are freely available at https://sites.google.com/site/bestumich/issues. CONTACT: yili@umich.edu.

Evaluating perceptual separation in a pilot system for affective composition

Research evaluating perceptual responses to music has identified many structural features as correlates that might be incorporated in computer music systems for affectively charged algorithmic composition and/or expressive music performance. In order to investigate the possible integration of isolated musical features to such a system, a discrete feature known to correlate some with emotional responses – rhythmic density – was selected from a literature review and incorporated into a prototype system. This system produces variation in rhythm density via a transformative process. A stimulus set created using this system was then subjected to a perceptual evaluation. Pairwise comparisons were used to scale differences between 48 stimuli. Listener responses were analysed with Multidimensional scaling (MDS). The 2-Dimensional solution was then rotated to place the stimuli with the largest range of variation across the horizontal plane. Stimuli with variation in rhythmic density were placed further from the source material than stimuli that were generated by random permutation. This, combined with the striking similarity between the MDS scaling and that of the 2-dimensional emotional model used by some affective algorithmic composition systems, suggests that isolated musical feature manipulation can now be used to parametrically control affectively charged automated composition in a larger system.

Performance of balanced two-stage empirical predictors of realized cluster latent values from finite populations: A simulation study

Predictors of random effects are usually based on the popular mixed effects (ME) model developed under the assumption that the sample is obtained from a conceptual infinite population; such predictors are employed even when the actual population is finite. Two alternatives that incorporate the finite nature of the population are obtained from the superpopulation model proposed by Scott and Smith (1969. Estimation in multi-stage surveys. J. Amer. Statist. Assoc. 64, 830-840) or from the finite population mixed model recently proposed by Stanek and Singer (2004. Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 1119-1130). Predictors derived under the latter model with the additional assumptions that all variance components are known and that within-cluster variances are equal have smaller mean squared error (MSE) than the competitors based on either the ME or Scott and Smith`s models. As population variances are rarely known, we propose method of moment estimators to obtain empirical predictors and conduct a simulation study to evaluate their performance. The results suggest that the finite population mixed model empirical predictor is more stable than its competitors since, in terms of MSE, it is either the best or the second best and when second best, its performance lies within acceptable limits. When both cluster and unit intra-class correlation coefficients are very high (e.g., 0.95 or more), the performance of the empirical predictors derived under the three models is similar. (c) 2007 Elsevier B.V. All rights reserved.

Técnicas de análise de dados distribuídos em áreas

Pós-graduação em Biometria - IBB

Spin glass phase in the four-state three-dimensional Potts model

We perform numerical simulations, including parallel tempering, a four-state Potts glass model with binary random quenched couplings using the JANUS application-oriented computer. We find and characterize a glassy transition, estimating the critical temperature and the value of the critical exponents. Nevertheless, the extrapolation to infinite volume is hampered by strong scaling corrections. We show that there is no ferromagnetic transition in a large temperature range around the glassy critical temperature. We also compare our results with those obtained recently on the “random permutation” Potts glass.

Random circular permutation of genes and expressed polypeptide chains: application of the method to the catalytic chains of aspartate transcarbamoylase.

Recent studies on proteins whose N and C termini are in close proximity have demonstrated that folding of polypeptide chains and assembly of oligomers can be accomplished with circularly permuted chains. As yet no methodical study has been conducted to determine how extensively new termini can be introduced and where such termini cannot be tolerated. We have devised a procedure to generate random circular permutations of the catalytic chains of Escherichia coli aspartate transcarbamoylase (ATCase; EC 2.1.3.2) and to select clones that produce active or stable holoenzyme containing permuted chains. A tandem gene construct was made, based on the desired linkage between amino acid residues in the C- and N-terminal regions of the polypeptide chain, and this DNA was treated with a suitable restriction enzyme to yield a fragment containing the rearranged coding sequence for the chain. Circularization achieved with DNA ligase, followed by linearization at random with DNase I, and incorporation of the linearized, repaired, blunt-ended, rearranged genes into a suitable plasmid permitted the expression of randomly permuted polypeptide chains. The plasmid with appropriate stop codons also contained pyrI, the gene encoding the regulatory chain of ATCase. Colonies expressing detectable amounts of ATCase-like molecules containing permuted catalytic chains were identified by an immunoblot technique or by their ability to grow in the absence of pyrimidines in the growth medium. Sequencing of positive clones revealed a variety of novel circular permutations. Some had N and C termini within helices of the wild-type enzyme as well as deletions and insertions. Permutations were concentrated in the C-terminal domain and only few were detected in the N-terminal domain. The technique, which is adaptable generally to proteins whose N and C termini are near each other, can be of value in relating in vivo folding of nascent, growing polypeptide chains to in vitro renaturation of complete chains and determining the role of protein sequence in folding kinetics.

The use of nonparametric contrasts in one-way layouts and random block designs

Nonparametric simple-contrast estimates for one-way layouts based on Hodges-Lehmann estimators for two samples and confidence intervals for all contrasts involving only two treatments are found in the literature.Tests for such contrasts are performed from the distribution of the maximum of the rank sum between two treatments. For random block designs, simple contrast estimates based on Hodges-Lehmann estimators for one sample are presented. However, discussions concerning the significance levels of more complex contrast tests in nonparametric statistics are not well outlined.This work aims at presenting a methodology to obtain p-values for any contrast types based on the construction of the permutations required by each design model using a C-language program for each design type. For small samples, all possible treatment configurations are performed in order to obtain the desired p-value. For large samples, a fixed number of random configurations are used. The program prompts the input of contrast coefficients, but does not assume the existence or orthogonality among them.In orthogonal contrasts, the decomposition of the value of the suitable statistic for each case is performed and it is observed that the same procedure used in the parametric analysis of variance can be applied in the nonparametric case, that is, each of the orthogonal contrasts has a chi(2) distribution with one degree of freedom. Also, the similarities between the p-values obtained for nonparametric contrasts and those obtained through approximations suggested in the literature are discussed.

A note on permutation regularity

The existence of a small partition of a combinatorial structure into random-like subparts, a so-called regular partition, has proven to be very useful in the study of extremal problems, and has deep algorithmic consequences. The main result in this direction is the Szemeredi Regularity Lemma in graph theory. In this note, we are concerned with regularity in permutations: we show that every permutation of a sufficiently large set has a regular partition into a small number of intervals. This refines the partition given by Cooper (2006) [10], which required an additional non-interval exceptional class. We also introduce a distance between permutations that plays an important role in the study of convergence of a permutation sequence. (C) 2011 Elsevier B.V. All rights reserved.