A Bias in ML Estimates of Branch Lengths in the Presence of Multiple Signals

Sequence data often have competing signals that are detected by network programs or Lento plots. Such data can be formed by generating sequences on more than one tree, and combining the results, a mixture model. We report that with such mixture models, the estimates of edge (branch) lengths from maximum likelihood (ML) methods that assume a single tree are biased. Based on the observed number of competing signals in real data, such a bias of ML is expected to occur frequently. Because network methods can recover competing signals more accurately, there is a need for ML methods allowing a network. A fundamental problem is that mixture models can have more parameters than can be recovered from the data, so that some mixtures are not, in principle, identifiable. We recommend that network programs be incorporated into best practice analysis, along with ML and Bayesian trees.

Mapping personal trip OD from probe data

The paper analyses the expected value of OD volumes from probe with fixed error, error that is proportional to zone size and inversely proportional to zone size. To add realism to the analysis, real trip ODs in the Tokyo Metropolitan Region are synthesised. The results show that for small zone coding with average radius of 1.1km, and fixed measurement error of 100m, an accuracy of 70% can be expected. The equivalent accuracy for medium zone coding with average radius of 5km would translate into a fixed error of approximately 300m. As expected small zone coding is more sensitive than medium zone coding as the chances of the probe error envelope falling into adjacent zones are higher. For the same error radii, error proportional to zone size would deliver higher level of accuracy. As over half (54.8%) of the trip ends start or end at zone with equivalent radius of ≤ 1.2 km and only 13% of trips ends occurred at zones with equivalent radius ≥2.5km, measurement error that is proportional to zone size such as mobile phone would deliver higher level of accuracy. The synthesis of real OD with different probe error characteristics have shown that expected value of >85% is difficult to achieve for small zone coding with average radius of 1.1km. For most transport applications, OD matrix at medium zone coding is sufficient for transport management. From this study it can be drawn that GPS with error range between 2 and 5m, and at medium zone coding (average radius of 5km) would provide OD estimates greater than 90% of the expected value. However, for a typical mobile phone operating error range at medium zone coding the expected value would be lower than 85%. This paper assumes transmission of one origin and one destination positions from the probe. However, if multiple positions within the origin and destination zones are transmitted, map matching to transport network could be performed and it would greatly improve the accuracy of the probe data.

Branch-length estimation bias misleads molecular dating for a vertebrate mitochondrial phylogeny

Despite recent methodological advances in inferring the time-scale of biological evolution from molecular data, the fundamental question of whether our substitution models are sufficiently well specified to accurately estimate branch-lengths has received little attention. I examine this implicit assumption of all molecular dating methods, on a vertebrate mitochondrial protein-coding dataset. Comparison with analyses in which the data are RY-coded (AG → R; CT → Y) suggests that even rates-across-sites maximum likelihood greatly under-compensates for multiple substitutions among the standard (ACGT) NT-coded data, which has been subject to greater phylogenetic signal erosion. Accordingly, the fossil record indicates that branch-lengths inferred from the NT-coded data translate into divergence time overestimates when calibrated from deeper in the tree. Intriguingly, RY-coding led to the opposite result. The underlying NT and RY substitution model misspecifications likely relate respectively to “hidden” rate heterogeneity and changes in substitution processes across the tree, for which I provide simulated examples. Given the magnitude of the inferred molecular dating errors, branch-length estimation biases may partly explain current conflicts with some palaeontological dating estimates.

Jackknife for bias reduction in predictive regressions

One of the fundamental econometric models in finance is predictive regression. The standard least squares method produces biased coefficient estimates when the regressor is persistent and its innovations are correlated with those of the dependent variable. This article proposes a general and convenient method based on the jackknife technique to tackle the estimation problem. The proposed method reduces the bias for both single- and multiple-regressor models and for both short- and long-horizon regressions. The effectiveness of the proposed method is demonstrated by simulations. An empirical application to equity premium prediction using the dividend yield and the short rate highlights the differences between the results by the standard approach and those by the bias-reduced estimator. The significant predictive variables under the ordinary least squares become insignificant after adjusting for the finite-sample bias. These discrepancies suggest that bias reduction in predictive regressions is important in practical applications.

Reliability of partial ambiguity fixing with multiple GNSS constellations

Reliable ambiguity resolution (AR) is essential to Real-Time Kinematic (RTK) positioning and its applications, since incorrect ambiguity fixing can lead to largely biased positioning solutions. A partial ambiguity fixing technique is developed to improve the reliability of AR, involving partial ambiguity decorrelation (PAD) and partial ambiguity resolution (PAR). Decorrelation transformation could substantially amplify the biases in the phase measurements. The purpose of PAD is to find the optimum trade-off between decorrelation and worst-case bias amplification. The concept of PAR refers to the case where only a subset of the ambiguities can be fixed correctly to their integers in the integer least-squares (ILS) estimation system at high success rates. As a result, RTK solutions can be derived from these integer-fixed phase measurements. This is meaningful provided that the number of reliably resolved phase measurements is sufficiently large for least-square estimation of RTK solutions as well. Considering the GPS constellation alone, partially fixed measurements are often insufficient for positioning. The AR reliability is usually characterised by the AR success rate. In this contribution an AR validation decision matrix is firstly introduced to understand the impact of success rate. Moreover the AR risk probability is included into a more complete evaluation of the AR reliability. We use 16 ambiguity variance-covariance matrices with different levels of success rate to analyse the relation between success rate and AR risk probability. Next, the paper examines during the PAD process, how a bias in one measurement is propagated and amplified onto many others, leading to more than one wrong integer and to affect the success probability. Furthermore, the paper proposes a partial ambiguity fixing procedure with a predefined success rate criterion and ratio-test in the ambiguity validation process. In this paper, the Galileo constellation data is tested with simulated observations. Numerical results from our experiment clearly demonstrate that only when the computed success rate is very high, the AR validation can provide decisions about the correctness of AR which are close to real world, with both low AR risk and false alarm probabilities. The results also indicate that the PAR procedure can automatically chose adequate number of ambiguities to fix at given high-success rate from the multiple constellations instead of fixing all the ambiguities. This is a benefit that multiple GNSS constellations can offer.

Intratherapist reliability in the rating of scapula posture in multiple planes of reference

Background: Evaluation of scapular posture is a fundamental component in the clinical evaluation of the upper quadrant. This study examined the intrarater reliability of scapular posture ratings. Methods: A test-retest reliability investigation was undertaken with one week between assessment sessions. At each session physical therapists conducted visual assessments of scapula posture (relative to the thorax) in five different scapula postural planes (plane of scapula, sagittal plane, transverse plane, horizontal plane, and vertical plane). These five plane ratings were performed for four different scapular posture perturbating conditions (rest, isometric shoulder; flexion, abduction, and external rotation). Results. A total of 100 complete scapular posture ratings (50 left, 50 right) were undertaken at each assessment. The observed agreement between the test and retest postural plane ratings ranged from 59% to 87%; 16 of the 20 plane-condition combinations exceeded 75% observed agreement. Kappa (and prevalence adjusted bias adjusted kappa) values were inconsistent across the postural planes and perturbating conditions. Conclusions: This investigation generally revealed fair to moderate intrarater reliability in the rating of scapular posture by visual inspection. However, enough disagreement between assessments was present to warrant caution when interpreting perceived changes in scapula position between longitudinal assessments using visual inspection alone.

Achieving high reliability for ambiguity resolutions with multiple GNSS constellations

Global Navigation Satellite Systems (GNSS)-based observation systems can provide high precision positioning and navigation solutions in real time, in the order of subcentimetre if we make use of carrier phase measurements in the differential mode and deal with all the bias and noise terms well. However, these carrier phase measurements are ambiguous due to unknown, integer numbers of cycles. One key challenge in the differential carrier phase mode is to fix the integer ambiguities correctly. On the other hand, in the safety of life or liability-critical applications, such as for vehicle safety positioning and aviation, not only is high accuracy required, but also the reliability requirement is important. This PhD research studies to achieve high reliability for ambiguity resolution (AR) in a multi-GNSS environment. GNSS ambiguity estimation and validation problems are the focus of the research effort. Particularly, we study the case of multiple constellations that include initial to full operations of foreseeable Galileo, GLONASS and Compass and QZSS navigation systems from next few years to the end of the decade. Since real observation data is only available from GPS and GLONASS systems, the simulation method named Virtual Galileo Constellation (VGC) is applied to generate observational data from another constellation in the data analysis. In addition, both full ambiguity resolution (FAR) and partial ambiguity resolution (PAR) algorithms are used in processing single and dual constellation data. Firstly, a brief overview of related work on AR methods and reliability theory is given. Next, a modified inverse integer Cholesky decorrelation method and its performance on AR are presented. Subsequently, a new measure of decorrelation performance called orthogonality defect is introduced and compared with other measures. Furthermore, a new AR scheme considering the ambiguity validation requirement in the control of the search space size is proposed to improve the search efficiency. With respect to the reliability of AR, we also discuss the computation of the ambiguity success rate (ASR) and confirm that the success rate computed with the integer bootstrapping method is quite a sharp approximation to the actual integer least-squares (ILS) method success rate. The advantages of multi-GNSS constellations are examined in terms of the PAR technique involving the predefined ASR. Finally, a novel satellite selection algorithm for reliable ambiguity resolution called SARA is developed. In summary, the study demonstrats that when the ASR is close to one, the reliability of AR can be guaranteed and the ambiguity validation is effective. The work then focuses on new strategies to improve the ASR, including a partial ambiguity resolution procedure with a predefined success rate and a novel satellite selection strategy with a high success rate. The proposed strategies bring significant benefits of multi-GNSS signals to real-time high precision and high reliability positioning services.

Multiple modular additions and crossword puzzle attack on NLSv2

NLS is a stream cipher which was submitted to the eSTREAM project. A linear distinguishing attack against NLS was presented by Cho and Pieprzyk, which was called Crossword Puzzle (CP) attack. NLSv2 is a tweak version of NLS which aims mainly at avoiding the CP attack. In this paper, a new distinguishing attack against NLSv2 is presented. The attack exploits high correlation amongst neighboring bits of the cipher. The paper first shows that the modular addition preserves pairwise correlations as demonstrated by existence of linear approximations with large biases. Next, it shows how to combine these results with the existence of high correlation between bits 29 and 30 of the S-box to obtain a distinguisher whose bias is around 2^−37. Consequently, we claim that NLSv2 is distinguishable from a random cipher after observing around 2^74 keystream words.

Estimating the under-reporting of road crash injuries to police using multiple linked data collections

The reliance on police data for the counting of road crash injuries can be problematic, as it is well known that not all road crash injuries are reported to police which under-estimates the overall burden of road crash injuries. The aim of this study was to use multiple linked data sources to estimate the extent of under-reporting of road crash injuries to police in the Australian state of Queensland. Data from the Queensland Road Crash Database (QRCD), the Queensland Hospital Admitted Patients Data Collection (QHAPDC), Emergency Department Information System (EDIS), and the Queensland Injury Surveillance Unit (QISU) for the year 2009 were linked. The completeness of road crash cases reported to police was examined via discordance rates between the police data (QRCD) and the hospital data collections. In addition, the potential bias of this discordance (under-reporting) was assessed based on gender, age, road user group, and regional location. Results showed that the level of under-reporting varied depending on the data set with which the police data was compared. When all hospital data collections are examined together the estimated population of road crash injuries was approximately 28,000, with around two-thirds not linking to any record in the police data. The results also showed that the under-reporting was more likely for motorcyclists, cyclists, males, young people, and injuries occurring in Remote and Inner Regional areas. These results have important implications for road safety research and policy in terms of: prioritising funding and resources; targeting road safety interventions into areas of higher risk; and estimating the burden of road crash injuries.

Nonparametric rank regression for analyzing water quality concentration data with multiple detection limits

Environmental data usually include measurements, such as water quality data, which fall below detection limits, because of limitations of the instruments or of certain analytical methods used. The fact that some responses are not detected needs to be properly taken into account in statistical analysis of such data. However, it is well-known that it is challenging to analyze a data set with detection limits, and we often have to rely on the traditional parametric methods or simple imputation methods. Distributional assumptions can lead to biased inference and justification of distributions is often not possible when the data are correlated and there is a large proportion of data below detection limits. The extent of bias is usually unknown. To draw valid conclusions and hence provide useful advice for environmental management authorities, it is essential to develop and apply an appropriate statistical methodology. This paper proposes rank-based procedures for analyzing non-normally distributed data collected at different sites over a period of time in the presence of multiple detection limits. To take account of temporal correlations within each site, we propose an optimal linear combination of estimating functions and apply the induced smoothing method to reduce the computational burden. Finally, we apply the proposed method to the water quality data collected at Susquehanna River Basin in United States of America, which dearly demonstrates the advantages of the rank regression models.

A simple method for estimating growth parameters from multiple length-frequency data in presence of continuous recruitment

The extended recruitment season for short-lived species such as prawns biases the estimation of growth parameters from length-frequency data when conventional methods are used. We propose a simple method for overcoming this bias given a time series of length-frequency data. The difficulties arising from extended recruitment are eliminated by predicting the growth of the succeeding samples and the length increments of the recruits in previous samples. This method requires that some maximum size at recruitment can be specified. The advantages of this multiple length-frequency method are: it is simple to use; it requires only three parameters; no specific distributions need to be assumed; and the actual seasonal recruitment pattern does not have to be specified. We illustrate the new method with length-frequency data on the tiger prawn Penaeus esculentus from the north-western Gulf of Carpentaria, Australia.

Correcting for bias when estimating the cost of hospital-acquired infection : an analysis of lower respiratory tract infections in non-surgical patients

Hospital acquired infections (HAI) are costly but many are avoidable. Evaluating prevention programmes requires data on their costs and benefits. Estimating the actual costs of HAI (a measure of the cost savings due to prevention) is difficult as HAI changes cost by extending patient length of stay, yet, length of stay is a major risk factor for HAI. This endogeneity bias can confound attempts to measure accurately the cost of HAI. We propose a two-stage instrumental variables estimation strategy that explicitly controls for the endogeneity between risk of HAI and length of stay. We find that a 10% reduction in ex ante risk of HAI results in an expected savings of £693 ($US 984).