305 resultados para Stochastic nonlinear regression
Resumo:
This research quantifies the lag effects and vulnerabilities of temperature effects on cardiovascular disease in Changsha—a subtropical climate zone of China. A Poisson regression model within a distributed lag nonlinear models framework was used to examine the lag effects of cold- and heat-related CVD mortality. The lag effect for heat-related CVD mortality was just 0–3 days. In contrast, we observed a statistically significant association with 10–25 lag days for cold-related CVD mortality. Low temperatures with 0–2 lag days increased the mortality risk for those ≥65 years and females. For all ages, the cumulative effects of cold-related CVD mortality was 6.6% (95% CI: 5.2%–8.2%) for 30 lag days while that of heat-related CVD mortality was 4.9% (95% CI: 2.0%–7.9%) for 3 lag days. We found that in Changsha city, the lag effect of hot temperatures is short while the lag effect of cold temperatures is long. Females and older people were more sensitive to extreme hot and cold temperatures than males and younger people.
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In this paper, we present fully Bayesian experimental designs for nonlinear mixed effects models, in which we develop simulation-based optimal design methods to search over both continuous and discrete design spaces. Although Bayesian inference has commonly been performed on nonlinear mixed effects models, there is a lack of research into performing Bayesian optimal design for nonlinear mixed effects models that require searches to be performed over several design variables. This is likely due to the fact that it is much more computationally intensive to perform optimal experimental design for nonlinear mixed effects models than it is to perform inference in the Bayesian framework. In this paper, the design problem is to determine the optimal number of subjects and samples per subject, as well as the (near) optimal urine sampling times for a population pharmacokinetic study in horses, so that the population pharmacokinetic parameters can be precisely estimated, subject to cost constraints. The optimal sampling strategies, in terms of the number of subjects and the number of samples per subject, were found to be substantially different between the examples considered in this work, which highlights the fact that the designs are rather problem-dependent and require optimisation using the methods presented in this paper.
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For users of germplasm collections, the purpose of measuring characterization and evaluation descriptors, and subsequently using statistical methodology to summarize the data, is not only to interpret the relationships between the descriptors, but also to characterize the differences and similarities between accessions in relation to their phenotypic variability for each of the measured descriptors. The set of descriptors for the accessions of most germplasm collections consists of both numerical and categorical descriptors. This poses problems for a combined analysis of all descriptors because few statistical techniques deal with mixtures of measurement types. In this article, nonlinear principal component analysis was used to analyze the descriptors of the accessions in the Australian groundnut collection. It was demonstrated that the nonlinear variant of ordinary principal component analysis is an appropriate analytical tool because subspecies and botanical varieties could be identified on the basis of the analysis and characterized in terms of all descriptors. Moreover, outlying accessions could be easily spotted and their characteristics established. The statistical results and their interpretations provide users with a more efficient way to identify accessions of potential relevance for their plant improvement programs and encourage and improve the usefulness and utilization of germplasm collections.
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This paper develops a semiparametric estimation approach for mixed count regression models based on series expansion for the unknown density of the unobserved heterogeneity. We use the generalized Laguerre series expansion around a gamma baseline density to model unobserved heterogeneity in a Poisson mixture model. We establish the consistency of the estimator and present a computational strategy to implement the proposed estimation techniques in the standard count model as well as in truncated, censored, and zero-inflated count regression models. Monte Carlo evidence shows that the finite sample behavior of the estimator is quite good. The paper applies the method to a model of individual shopping behavior. © 1999 Elsevier Science S.A. All rights reserved.
Resumo:
This paper examines the properties of various approximation methods for solving stochastic dynamic programs in structural estimation problems. The problem addressed is evaluating the expected value of the maximum of available choices. The paper shows that approximating this by the maximum of expected values frequently has poor properties. It also shows that choosing a convenient distributional assumptions for the errors and then solving exactly conditional on the distributional assumption leads to small approximation errors even if the distribution is misspecified. © 1997 Cambridge University Press.
Resumo:
This review focuses on one of the fundamental phenomena that occur upon application of sufficiently strong electric fields to gases, namely the formation and propagation of ionization waves-streamers. The dynamics of streamers is controlled by strongly nonlinear coupling, in localized streamer tip regions, between enhanced (due to charge separation) electric field and ionization and transport of charged species in the enhanced field. Streamers appear in nature (as initial stages of sparks and lightning, as huge structures-sprites above thunderclouds), and are also found in numerous technological applications of electrical discharges. Here we discuss the fundamental physics of the guided streamer-like structures-plasma bullets which are produced in cold atmospheric-pressure plasma jets. Plasma bullets are guided ionization waves moving in a thin column of a jet of plasma forming gases (e.g.,He or Ar) expanding into ambient air. In contrast to streamers in a free (unbounded) space that propagate in a stochastic manner and often branch, guided ionization waves are repetitive and highly-reproducible and propagate along the same path-the jet axis. This property of guided streamers, in comparison with streamers in a free space, enables many advanced time-resolved experimental studies of ionization waves with nanosecond precision. In particular, experimental studies on manipulation of streamers by external electric fields and streamer interactions are critically examined. This review also introduces the basic theories and recent advances on the experimental and computational studies of guided streamers, in particular related to the propagation dynamics of ionization waves and the various parameters of relevance to plasma streamers. This knowledge is very useful to optimize the efficacy of applications of plasma streamer discharges in various fields ranging from health care and medicine to materials science and nanotechnology.
Resumo:
We have demonstrated the nonlinear absorption at 532 nm wavelength in an Au semi-continuous film (SF) resulting from smearing of the Fermi distribution and diffusion of conduction electrons into the substrate. The Au SF was irradiated by a pulsed laser with 8 ns pulse width at 532 nm in near resonance with the interband transition of the Au. We determined the temperature increase in the SF for different intensities by electrical measurement. We calculated the temperature increase by using a 1D heat transport equation; comparing the results of the calculation with measured values for the temperature increase, revealed the nonlinear absorption in the Au SF. We employed this deviation from linear behaviour to determine the nonlinear absorption coefficient.
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A nonlinear theory for ion-acoustic surface waves propagating at the interface between a dusty plasma and a dielectric is presented. The nonlinear effects are associated with density modulations caused by surface-wave induced anomalous ionization. The negative charge of the massive dust grains is assumed to be constant. It is shown that the effect of the ionization nonlinearity arising from the ion-acoustic surface waves can result in the formation of surface envelope solitons. The wave phase shifts and the widths of the solitons are estimated for typical gas discharge plasmas.
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Nonlinear effects associated with density modulation caused by wave-induced ionization in magnetized plasmas were studied. The ionizing surface waves propagate at the interface between the plasma and a metallic surface. It is shown that the ionization nonlinearity can be important for typical experimental conditions.
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The quick detection of an abrupt unknown change in the conditional distribution of a dependent stochastic process has numerous applications. In this paper, we pose a minimax robust quickest change detection problem for cases where there is uncertainty about the post-change conditional distribution. Our minimax robust formulation is based on the popular Lorden criteria of optimal quickest change detection. Under a condition on the set of possible post-change distributions, we show that the widely known cumulative sum (CUSUM) rule is asymptotically minimax robust under our Lorden minimax robust formulation as a false alarm constraint becomes more strict. We also establish general asymptotic bounds on the detection delay of misspecified CUSUM rules (i.e. CUSUM rules that are designed with post- change distributions that differ from those of the observed sequence). We exploit these bounds to compare the delay performance of asymptotically minimax robust, asymptotically optimal, and other misspecified CUSUM rules. In simulation examples, we illustrate that asymptotically minimax robust CUSUM rules can provide better detection delay performance at greatly reduced computation effort compared to competing generalised likelihood ratio procedures.
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This paper addresses of the advanced computational technique of steel structures for both simulation capacities simultaneously; specifically, they are the higher-order element formulation with element load effect (geometric nonlinearities) as well as the refined plastic hinge method (material nonlinearities). This advanced computational technique can capture the real behaviour of a whole second-order inelastic structure, which in turn ensures the structural safety and adequacy of the structure. Therefore, the emphasis of this paper is to advocate that the advanced computational technique can replace the traditional empirical design approach. In the meantime, the practitioner should be educated how to make use of the advanced computational technique on the second-order inelastic design of a structure, as this approach is the future structural engineering design. It means the future engineer should understand the computational technique clearly; realize the behaviour of a structure with respect to the numerical analysis thoroughly; justify the numerical result correctly; especially the fool-proof ultimate finite element is yet to come, of which is competent in modelling behaviour, user-friendly in numerical modelling and versatile for all structural forms and various materials. Hence the high-quality engineer is required, who can confidently manipulate the advanced computational technique for the design of a complex structure but not vice versa.
Resumo:
The nonlinear self-interaction of the potential surface magnetoplasmons, propagating across the external magnetic field at the n-type semiconductor-metal interface is described in this manuscript. The studied nonlinearity is due to the free carriers dispersion law nonparabolicity and we show that it acts differently in semiconductor materials with normal and inverse band structures. The results of the nonlinear evolution of the surface magnetoplasmons are presented as well.
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Radial profiles of magnetic fields in the electrostatic (E) and electromagnetic (H) modes of low-frequency (∼500) inductively coupled plasmas (ICP) were measured using miniature magnetic probes. A simplified plasma fluid model explaining the generation of the second harmonics of the azimuthal magnetic field in the plasma source was proposed. Because of apparent similarity in the procedure of derivation of the pondermotive force-caused nonlinear terms, pronounced generation of the nonlinear static azimuthal magnetic field could be expected.
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The series expansion of the plasma fields and currents in vector spherical harmonics has been demonstrated to be an efficient technique for solution of nonlinear problems in spherically bounded plasmas. Using this technique, it is possible to describe the nonlinear plasma response to the rotating high-frequency magnetic field applied to the magnetically confined plasma sphere. The effect of the external magnetic field on the current drive and field configuration is studied. The results obtained are important for continuous current drive experiments in compact toruses. © 2000 American Institute of Physics.