Simulating dynamic covariance structures for testing the adaptive behavior of variable selection algorithms (Invited Paper)

Variable selection for regression is a classical statistical problem, motivated by concerns that too large a number of covariates may bring about overfitting and unnecessarily high measurement costs. Novel difficulties arise in streaming contexts, where the correlation structure of the process may be drifting, in which case it must be constantly tracked so that selections may be revised accordingly. A particularly interesting phenomenon is that non-selected covariates become missing variables, inducing bias on subsequent decisions. This raises an intricate exploration-exploitation tradeoff, whose dependence on the covariance tracking algorithm and the choice of variable selection scheme is too complex to be dealt with analytically. We hence capitalise on the strength of simulations to explore this problem, taking the opportunity to tackle the difficult task of simulating dynamic correlation structures. © 2008 IEEE.

Fine scale structures from deformation of aluminium containing small alumina particles

Microstructures and mechanical properties have been studied in aluminium containing a fine dispersion of alumina particles, deformed by cold-rolling to strains between 1.4 and 3.5. The microstructure was characterised by TEM. The deformation structures evolved very rapidly, forming a nanostructured material, with fine subgrains about 0.2 μm in diameter and a fraction of high-angle boundaries which was already high at a strain of 1.4, but continued to increase with rolling strain. The yield stress and ductility of the rolled materials were measured in tension, and properties were similar for all materials. Yield stress measurements were correlated with estimates made using microstructural models. The role of small particles in forming and stabilising the deformation structure is discussed. This nanostructured cold-deformed alloy has mechanical properties which are usefully enhanced at comparatively low cost. This gives it, and similar particle-strengthened alloys, good potential for commercial exploitation. © 2002 Acta Materialia Inc. Published by Elsevier Science Ltd. All rights reserved.

Independent component analysis of microarray data in the study of endometrial cancer.

Gene microarray technology is highly effective in screening for differential gene expression and has hence become a popular tool in the molecular investigation of cancer. When applied to tumours, molecular characteristics may be correlated with clinical features such as response to chemotherapy. Exploitation of the huge amount of data generated by microarrays is difficult, however, and constitutes a major challenge in the advancement of this methodology. Independent component analysis (ICA), a modern statistical method, allows us to better understand data in such complex and noisy measurement environments. The technique has the potential to significantly increase the quality of the resulting data and improve the biological validity of subsequent analysis. We performed microarray experiments on 31 postmenopausal endometrial biopsies, comprising 11 benign and 20 malignant samples. We compared ICA to the established methods of principal component analysis (PCA), Cyber-T, and SAM. We show that ICA generated patterns that clearly characterized the malignant samples studied, in contrast to PCA. Moreover, ICA improved the biological validity of the genes identified as differentially expressed in endometrial carcinoma, compared to those found by Cyber-T and SAM. In particular, several genes involved in lipid metabolism that are differentially expressed in endometrial carcinoma were only found using this method. This report highlights the potential of ICA in the analysis of microarray data.