297 resultados para Mixed integer models
Resumo:
This dissertation is primarily an applied statistical modelling investigation, motivated by a case study comprising real data and real questions. Theoretical questions on modelling and computation of normalization constants arose from pursuit of these data analytic questions. The essence of the thesis can be described as follows. Consider binary data observed on a two-dimensional lattice. A common problem with such data is the ambiguity of zeroes recorded. These may represent zero response given some threshold (presence) or that the threshold has not been triggered (absence). Suppose that the researcher wishes to estimate the effects of covariates on the binary responses, whilst taking into account underlying spatial variation, which is itself of some interest. This situation arises in many contexts and the dingo, cypress and toad case studies described in the motivation chapter are examples of this. Two main approaches to modelling and inference are investigated in this thesis. The first is frequentist and based on generalized linear models, with spatial variation modelled by using a block structure or by smoothing the residuals spatially. The EM algorithm can be used to obtain point estimates, coupled with bootstrapping or asymptotic MLE estimates for standard errors. The second approach is Bayesian and based on a three- or four-tier hierarchical model, comprising a logistic regression with covariates for the data layer, a binary Markov Random field (MRF) for the underlying spatial process, and suitable priors for parameters in these main models. The three-parameter autologistic model is a particular MRF of interest. Markov chain Monte Carlo (MCMC) methods comprising hybrid Metropolis/Gibbs samplers is suitable for computation in this situation. Model performance can be gauged by MCMC diagnostics. Model choice can be assessed by incorporating another tier in the modelling hierarchy. This requires evaluation of a normalization constant, a notoriously difficult problem. Difficulty with estimating the normalization constant for the MRF can be overcome by using a path integral approach, although this is a highly computationally intensive method. Different methods of estimating ratios of normalization constants (N Cs) are investigated, including importance sampling Monte Carlo (ISMC), dependent Monte Carlo based on MCMC simulations (MCMC), and reverse logistic regression (RLR). I develop an idea present though not fully developed in the literature, and propose the Integrated mean canonical statistic (IMCS) method for estimating log NC ratios for binary MRFs. The IMCS method falls within the framework of the newly identified path sampling methods of Gelman & Meng (1998) and outperforms ISMC, MCMC and RLR. It also does not rely on simplifying assumptions, such as ignoring spatio-temporal dependence in the process. A thorough investigation is made of the application of IMCS to the three-parameter Autologistic model. This work introduces background computations required for the full implementation of the four-tier model in Chapter 7. Two different extensions of the three-tier model to a four-tier version are investigated. The first extension incorporates temporal dependence in the underlying spatio-temporal process. The second extensions allows the successes and failures in the data layer to depend on time. The MCMC computational method is extended to incorporate the extra layer. A major contribution of the thesis is the development of a fully Bayesian approach to inference for these hierarchical models for the first time. Note: The author of this thesis has agreed to make it open access but invites people downloading the thesis to send her an email via the 'Contact Author' function.
Resumo:
Vigilance declines when exposed to highly predictable and uneventful tasks. Monotonous tasks provide little cognitive and motor stimulation and contribute to human errors. This paper aims to model and detect vigilance decline in real time through participant’s reaction times during a monotonous task. A lab-based experiment adapting the Sustained Attention to Response Task (SART) is conducted to quantify the effect of monotony on overall performance. Then relevant parameters are used to build a model detecting hypovigilance throughout the experiment. The accuracy of different mathematical models are compared to detect in real-time – minute by minute - the lapses in vigilance during the task. We show that monotonous tasks can lead to an average decline in performance of 45%. Furthermore, vigilance modelling enables to detect vigilance decline through reaction times with an accuracy of 72% and a 29% false alarm rate. Bayesian models are identified as a better model to detect lapses in vigilance as compared to Neural Networks and Generalised Linear Mixed Models. This modelling could be used as a framework to detect vigilance decline of any human performing monotonous tasks.
Resumo:
Typical daily decision-making process of individuals regarding use of transport system involves mainly three types of decisions: mode choice, departure time choice and route choice. This paper focuses on the mode and departure time choice processes and studies different model specifications for a combined mode and departure time choice model. The paper compares different sets of explanatory variables as well as different model structures to capture the correlation among alternatives and taste variations among the commuters. The main hypothesis tested in this paper is that departure time alternatives are also correlated by the amount of delay. Correlation among different alternatives is confirmed by analyzing different nesting structures as well as error component formulations. Random coefficient logit models confirm the presence of the random taste heterogeneity across commuters. Mixed nested logit models are estimated to jointly account for the random taste heterogeneity and the correlation among different alternatives. Results indicate that accounting for the random taste heterogeneity as well as inter-alternative correlation improves the model performance.
Resumo:
A national-level safety analysis tool is needed to complement existing analytical tools for assessment of the safety impacts of roadway design alternatives. FHWA has sponsored the development of the Interactive Highway Safety Design Model (IHSDM), which is roadway design and redesign software that estimates the safety effects of alternative designs. Considering the importance of IHSDM in shaping the future of safety-related transportation investment decisions, FHWA justifiably sponsored research with the sole intent of independently validating some of the statistical models and algorithms in IHSDM. Statistical model validation aims to accomplish many important tasks, including (a) assessment of the logical defensibility of proposed models, (b) assessment of the transferability of models over future time periods and across different geographic locations, and (c) identification of areas in which future model improvements should be made. These three activities are reported for five proposed types of rural intersection crash prediction models. The internal validation of the model revealed that the crash models potentially suffer from omitted variables that affect safety, site selection and countermeasure selection bias, poorly measured and surrogate variables, and misspecification of model functional forms. The external validation indicated the inability of models to perform on par with model estimation performance. Recommendations for improving the state of the practice from this research include the systematic conduct of carefully designed before-and-after studies, improvements in data standardization and collection practices, and the development of analytical methods to combine the results of before-and-after studies with cross-sectional studies in a meaningful and useful way.
Resumo:
Background Leisure-time physical activity (LTPA) shows promise for reducing the risk of poor mental health in later life, although gender- and age-specific research is required to clarify this association. This study examined the concurrent and prospective relationships between both LTPA and walking with mental health in older women. Methods Community-dwelling women aged 73–78 years completed mailed surveys in 1999, 2002 and 2005 for the Australian Longitudinal Study on Women's Health. Respondents reported their weekly minutes of walking, moderate LTPA and vigorous LTPA. Mental health was defined as the number of depression and anxiety symptoms, as assessed with the Goldberg Anxiety and Depression Scale (GADS). Multivariable linear mixed models, adjusted for socio-demographic and health-related variables, were used to examine associations between five levels of LTPA (none, very low, low, intermediate and high) and GADS scores. For women who reported walking as their only LTPA, associations between walking and GADS scores were also examined. Women who reported depression or anxiety in 1999 were excluded, resulting in data from 6653 women being included in these analyses. Results Inverse dose–response associations were observed between both LTPA and walking with GADS scores in concurrent and prospective models (p<0.001). Even low levels of LTPA and walking were associated with lowered scores. The lowest scores were observed in women reporting high levels of LTPA or walking. Conclusion The results support an inverse dose–response association between both LTPA and walking with mental health, over 3 years in older women without depression or anxiety.
Resumo:
Current estimates of soil C storage potential are based on models or factors that assume linearity between C input levels and C stocks at steady-state, implying that SOC stocks could increase without limit as C input levels increase. However, some soils show little or no increase in steady-state SOC stock with increasing C input levels suggesting that SOC can become saturated with respect to C input. We used long-term field experiment data to assess alternative hypotheses of soil carbon storage by three simple models: a linear model (no saturation), a one-pool whole-soil C saturation model, and a two-pool mixed model with C saturation of a single C pool, but not the whole soil. The one-pool C saturation model best fit the combined data from 14 sites, four individual sites were best-fit with the linear model, and no sites were best fit by the mixed model. These results indicate that existing agricultural field experiments generally have too small a range in C input levels to show saturation behavior, and verify the accepted linear relationship between soil C and C input used to model SOM dynamics. However, all sites combined and the site with the widest range in C input levels were best fit with the C-saturation model. Nevertheless, the same site produced distinct effective stabilization capacity curves rather than an absolute C saturation level. We conclude that the saturation of soil C does occur and therefore the greatest efficiency in soil C sequestration will be in soils further from C saturation.
Resumo:
This paper reports on the study of passenger experiences and how passengers interact with services, technology and processes at an airport. As part of our research, we have followed people through the airport from check-in to security and from security to boarding. Data was collected by approaching passengers in the departures concourse of the airport and asking for their consent to be videotaped. Data was collected and coded and the analysis focused on both discretionary and process related passenger activities. Our findings show the interdependence between activities and passenger experiences. Within all activities, passengers interact with processes, domain dependent technology, services, personnel and artifacts. These levels of interaction impact on passenger experiences and are interdependent. The emerging taxonomy of activities consists of (i) ownership related activities, (ii) group activities, (iii) individual activities (such as activities at the domain interfaces) and (iv) concurrent activities. This classification is contributing to the development of descriptive models of passenger experiences and how these activities affect the facilitation and design of future airports.
Resumo:
Advances in safety research—trying to improve the collective understanding of motor vehicle crash causation—rests upon the pursuit of numerous lines of inquiry. The research community has focused on analytical methods development (negative binomial specifications, simultaneous equations, etc.), on better experimental designs (before-after studies, comparison sites, etc.), on improving exposure measures, and on model specification improvements (additive terms, non-linear relations, etc.). One might think of different lines of inquiry in terms of ‘low lying fruit’—areas of inquiry that might provide significant improvements in understanding crash causation. It is the contention of this research that omitted variable bias caused by the exclusion of important variables is an important line of inquiry in safety research. In particular, spatially related variables are often difficult to collect and omitted from crash models—but offer significant ability to better understand contributing factors to crashes. This study—believed to represent a unique contribution to the safety literature—develops and examines the role of a sizeable set of spatial variables in intersection crash occurrence. In addition to commonly considered traffic and geometric variables, examined spatial factors include local influences of weather, sun glare, proximity to drinking establishments, and proximity to schools. The results indicate that inclusion of these factors results in significant improvement in model explanatory power, and the results also generally agree with expectation. The research illuminates the importance of spatial variables in safety research and also the negative consequences of their omissions.