Efficient Kernel Computation for Volterra Filter Structure Evaluation

Despite their generality, conventional Volterra filters are inadequate for some applications, due to the huge number of parameters that may be needed for accurate modelling. When a state-space model of the target system is known, this can be assessed by computing its kernels, which also provides valuable information for choosing an adequate alternate Volterra filter structure, if necessary, and is useful for validating parameter estimation procedures. In this letter, we derive expressions for the kernels by using the Carleman bilinearization method, for which an efficient algorithm is given. Simulation results are presented, which confirm the usefulness of the proposed approach.

A general threshold stress hybrid hazard model for lifetime data

In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model with a threshold stress is considered. For parameter estimation we develop a sampling-based posterior inference procedure based on Markov Chain Monte Carlo techniques. We assume proper but vague priors for the parameters of interest. A simulation study investigates the frequentist properties of the proposed estimators obtained under the assumption of vague priors. Further, some discussions on model selection criteria are given. The methodology is illustrated on simulated and real lifetime data set.

Discriminating Different Classes of Biological Networks by Analyzing the Graphs Spectra Distribution

The brain's structural and functional systems, protein-protein interaction, and gene networks are examples of biological systems that share some features of complex networks, such as highly connected nodes, modularity, and small-world topology. Recent studies indicate that some pathologies present topological network alterations relative to norms seen in the general population. Therefore, methods to discriminate the processes that generate the different classes of networks (e. g., normal and disease) might be crucial for the diagnosis, prognosis, and treatment of the disease. It is known that several topological properties of a network (graph) can be described by the distribution of the spectrum of its adjacency matrix. Moreover, large networks generated by the same random process have the same spectrum distribution, allowing us to use it as a "fingerprint". Based on this relationship, we introduce and propose the entropy of a graph spectrum to measure the "uncertainty" of a random graph and the Kullback-Leibler and Jensen-Shannon divergences between graph spectra to compare networks. We also introduce general methods for model selection and network model parameter estimation, as well as a statistical procedure to test the nullity of divergence between two classes of complex networks. Finally, we demonstrate the usefulness of the proposed methods by applying them to (1) protein-protein interaction networks of different species and (2) on networks derived from children diagnosed with Attention Deficit Hyperactivity Disorder (ADHD) and typically developing children. We conclude that scale-free networks best describe all the protein-protein interactions. Also, we show that our proposed measures succeeded in the identification of topological changes in the network while other commonly used measures (number of edges, clustering coefficient, average path length) failed.

The geometric Birnbaum-Saunders regression model with cure rate

In this paper, we propose a cure rate survival model by assuming the number of competing causes of the event of interest follows the Geometric distribution and the time to event follow a Birnbaum Saunders distribution. We consider a frequentist analysis for parameter estimation of a Geometric Birnbaum Saunders model with cure rate. Finally, to analyze a data set from the medical area. (C) 2011 Elsevier B.V. All rights reserved.

A new long-term lifetime distribution induced by a latent complementary risk framework

In this paper, we proposed a new three-parameter long-term lifetime distribution induced by a latent complementary risk framework with decreasing, increasing and unimodal hazard function, the long-term complementary exponential geometric distribution. The new distribution arises from latent competing risk scenarios, where the lifetime associated scenario, with a particular risk, is not observable, rather we observe only the maximum lifetime value among all risks, and the presence of long-term survival. The properties of the proposed distribution are discussed, including its probability density function and explicit algebraic formulas for its reliability, hazard and quantile functions and order statistics. The parameter estimation is based on the usual maximum-likelihood approach. A simulation study assesses the performance of the estimation procedure. We compare the new distribution with its particular cases, as well as with the long-term Weibull distribution on three real data sets, observing its potential and competitiveness in comparison with some usual long-term lifetime distributions.

An inverse method to estimate the moving heat source in machining process

The present work propounds an inverse method to estimate the heat sources in the transient two-dimensional heat conduction problem in a rectangular domain with convective bounders. The non homogeneous partial differential equation (PDE) is solved using the Integral Transform Method. The test function for the heat generation term is obtained by the chip geometry and thermomechanical cutting. Then the heat generation term is estimated by the conjugated gradient method (CGM) with adjoint problem for parameter estimation. The experimental trials were organized to perform six different conditions to provide heat sources of different intensities. This method was compared with others in the literature and advantages are discussed. (C) 2012 Elsevier Ltd. All rights reserved.

Modeling and Identification of an Open-frame Underwater Vehicle: The Yaw Motion Dynamics

A semi-autonomous unmanned underwater vehicle (UUV), named LAURS, is being developed at the Laboratory of Sensors and Actuators at the University of Sao Paulo. The vehicle has been designed to provide inspection and intervention capabilities in specific missions of deep water oil fields. In this work, a method of modeling and identification of yaw motion dynamic system model of an open-frame underwater vehicle is presented. Using an on-board low cost magnetic compass sensor the method is based on the utilization of an uncoupled 1-DOF (degree of freedom) dynamic system equation and the application of the integral method which is the classical least squares algorithm applied to the integral form of the dynamic system equations. Experimental trials with the actual vehicle have been performed in a test tank and diving pool. During these experiments, thrusters responsible for yaw motion are driven by sinusoidal voltage signal profiles. An assessment of the feasibility of the method reveals that estimated dynamic system models are more reliable when considering slow and small sinusoidal voltage signal profiles, i.e. with larger periods and with relatively small amplitude and offset.

Jacalin interaction with human immunoglobulin A1 and bovine immunoglobulin G1: Affinity constant determined by piezoelectric biosensoring

The affinity of the d-galactose-binding lectin from Artocarpus heterophyllus lectin, known as jacalin, with immonuglobulins (Igs) was determined by biofunctionalization of a piezoelectric transducer. This piezoelectric biofunctionalized transducer was used as a mass-sensitive analytical tool, allowing the real-time binding analysis of jacalin-human immunoglobulin A1 (IgA(1)) and jacalin-bovine IgG(1) interactions from which the apparent affinity constant was calculated. The strategy was centered in immobilizing jacalin on the gold electrode's surface of the piezoelectric crystal resonator using appropriate procedures based on self-assembling of 11-mercaptoundecanoic acid and 2-mercaptoethanol thiol's mixture, a particular immobilization strategy by which it was possible to avoid cross-interaction between the proteins over electrode's surface. The apparent affinity constants obtained between jacalin-human IgA(1) and jacalin-bovine IgG(1) differed by 1 order of magnitude [(8.0 +/- 0.9) x 10(5) vs (8.3 +/- 0.1) x 10(6) L mol(-1)]. On the other hand, the difference found between human IgA(1) and human IgA(2) interaction with jacalin, eight times higher for IgA(1), was attributed to the presence of O-linked glycans in the IgA(1) hinge region, which is absent in IgA(2). Specific interaction of jacalin with O-glycans, proved to be present in the human IgA(1) and hypothetically present in bovine IgG(1) structures, is discussed as responsible for the obtained affinity values.

Influence diagnostics for elliptical semiparametric mixed models

In this paper we extend semiparametric mixed linear models with normal errors to elliptical errors in order to permit distributions with heavier and lighter tails than the normal ones. Penalized likelihood equations are applied to derive the maximum penalized likelihood estimates (MPLEs) which appear to be robust against outlying observations in the sense of the Mahalanobis distance. A reweighed iterative process based on the back-fitting method is proposed for the parameter estimation and the local influence curvatures are derived under some usual perturbation schemes to study the sensitivity of the MPLEs. Two motivating examples preliminarily analyzed under normal errors are reanalyzed considering some appropriate elliptical errors. The local influence approach is used to compare the sensitivity of the model estimates.

Metodologia prática para estimação de parâmetros de geradores síncronos a partir de medidas de perturbações

Este artigo propõe uma nova metodologia prática e robusta para estimar parâmetros de geradores síncronos. A metodologia proposta utiliza a análise de sensibilidade de trajetória combinada com uma nova abordagem, denominada 'abordagem de minimização' para estimação de parâmetros de sistemas dinâmicos não-lineares modelados por conjuntos de equações algébricos diferenciais. Uma escolha adequada de entradas e saídas permite a divisão da estimação de parâmetros do gerador na estimação independente dos parâmetros elétricos e mecânicos. A metodologia é robusta com relação às condições iniciais dos parâmetros, não requer execução de testes especiais e utiliza apenas medidas de perturbações de fácil obtenção (correntes e tensões trifásicas, tensão de campo e velocidade do rotor) coletadas do sistema de energia elétrica sem desconectar o gerador da rede.

Parameter recovery for a skew-normal IRT model under a Bayesian approach: hierarchical framework, prior and kernel sensitivity and sample size

Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is an interest in studying latent variables (or latent traits). Usually such latent traits are assumed to be random variables and a convenient distribution is assigned to them. A very common choice for such a distribution has been the standard normal. Recently, Azevedo et al. [Bayesian inference for a skew-normal IRT model under the centred parameterization, Comput. Stat. Data Anal. 55 (2011), pp. 353-365] proposed a skew-normal distribution under the centred parameterization (SNCP) as had been studied in [R. B. Arellano-Valle and A. Azzalini, The centred parametrization for the multivariate skew-normal distribution, J. Multivariate Anal. 99(7) (2008), pp. 1362-1382], to model the latent trait distribution. This approach allows one to represent any asymmetric behaviour concerning the latent trait distribution. Also, they developed a Metropolis-Hastings within the Gibbs sampling (MHWGS) algorithm based on the density of the SNCP. They showed that the algorithm recovers all parameters properly. Their results indicated that, in the presence of asymmetry, the proposed model and the estimation algorithm perform better than the usual model and estimation methods. Our main goal in this paper is to propose another type of MHWGS algorithm based on a stochastic representation (hierarchical structure) of the SNCP studied in [N. Henze, A probabilistic representation of the skew-normal distribution, Scand. J. Statist. 13 (1986), pp. 271-275]. Our algorithm has only one Metropolis-Hastings step, in opposition to the algorithm developed by Azevedo et al., which has two such steps. This not only makes the implementation easier but also reduces the number of proposal densities to be used, which can be a problem in the implementation of MHWGS algorithms, as can be seen in [R.J. Patz and B.W. Junker, A straightforward approach to Markov Chain Monte Carlo methods for item response models, J. Educ. Behav. Stat. 24(2) (1999), pp. 146-178; R. J. Patz and B. W. Junker, The applications and extensions of MCMC in IRT: Multiple item types, missing data, and rated responses, J. Educ. Behav. Stat. 24(4) (1999), pp. 342-366; A. Gelman, G.O. Roberts, and W.R. Gilks, Efficient Metropolis jumping rules, Bayesian Stat. 5 (1996), pp. 599-607]. Moreover, we consider a modified beta prior (which generalizes the one considered in [3]) and a Jeffreys prior for the asymmetry parameter. Furthermore, we study the sensitivity of such priors as well as the use of different kernel densities for this parameter. Finally, we assess the impact of the number of examinees, number of items and the asymmetry level on the parameter recovery. Results of the simulation study indicated that our approach performed equally as well as that in [3], in terms of parameter recovery, mainly using the Jeffreys prior. Also, they indicated that the asymmetry level has the highest impact on parameter recovery, even though it is relatively small. A real data analysis is considered jointly with the development of model fitting assessment tools. The results are compared with the ones obtained by Azevedo et al. The results indicate that using the hierarchical approach allows us to implement MCMC algorithms more easily, it facilitates diagnosis of the convergence and also it can be very useful to fit more complex skew IRT models.

Nonlinear estimation of neural processing time from BOLD signal with application to decision-making

The extraction of information about neural activity timing from BOLD signal is a challenging task as the shape of the BOLD curve does not directly reflect the temporal characteristics of electrical activity of neurons. In this work, we introduce the concept of neural processing time (NPT) as a parameter of the biophysical model of the hemodynamic response function (HRF). Through this new concept we aim to infer more accurately the duration of neuronal response from the highly nonlinear BOLD effect. The face validity and applicability of the concept of NPT are evaluated through simulations and analysis of experimental time series. The results of both simulation and application were compared with summary measures of HRF shape. The experiment that was analyzed consisted of a decision-making paradigm with simultaneous emotional distracters. We hypothesize that the NPT in primary sensory areas, like the fusiform gyrus, is approximately the stimulus presentation duration. On the other hand, in areas related to processing of an emotional distracter, the NPT should depend on the experimental condition. As predicted, the NPT in fusiform gyrus is close to the stimulus duration and the NPT in dorsal anterior cingulate gyrus depends on the presence of an emotional distracter. Interestingly, the NPT in right but not left dorsal lateral prefrontal cortex depends on the stimulus emotional content. The summary measures of HRF obtained by a standard approach did not detect the variations observed in the NPT. Hum Brain Mapp, 2012. (C) 2010 Wiley Periodicals, Inc.

TYPE-ZERO SADDLE-NODE BIFURCATIONS AND STABILITY REGION ESTIMATION OF NONLINEAR AUTONOMOUS DYNAMICAL SYSTEMS

A complete characterization of the stability boundary of a class of nonlinear dynamical systems that admit energy functions is developed in this paper. This characterization generalizes the existing results by allowing the type-zero saddle-node nonhyperbolic equilibrium points on the stability boundary. Conceptual algorithms to obtain optimal estimates of the stability region (basin of attraction) in the form of level sets of a given family of energy functions are derived. The behavior of the stability region and the corresponding estimates are investigated for parameter variation in the neighborhood of a type-zero saddle-node bifurcation value.

Soil carbon balance in a tropical grassland: Estimation of soil respiration and its partitioning using a semi-empirical model

In savannah and tropical grasslands, which account for 60% of grasslands worldwide, a large share of ecosystem carbon is located below ground due to high root:shoot ratios. Temporal variations in soil CO2 efflux (R-S) were investigated in a grassland of coastal Congo over two years. The objectives were (1) to identify the main factors controlling seasonal variations in R-S and (2) to develop a semi-empirical model describing R-S and including a heterotrophic component (R-H) and an autotrophic component (R-A). Plant above-ground activity was found to exert strong control over soil respiration since 71% of seasonal R-S variability was explained by the quantity of photosynthetically active radiation absorbed (APAR) by the grass canopy. We tested an additive model including a parameter enabling R-S partitioning into R-A and R-H. Assumptions underlying this model were that R-A mainly depended on the amount of photosynthates allocated below ground and that microbial and root activity was mostly controlled by soil temperature and soil moisture. The model provided a reasonably good prediction of seasonal variations in R-S (R-2 = 0.85) which varied between 5.4 mu mol m(-2) s(-1) in the wet season and 0.9 mu mol m(-2) s(-1) at the end of the dry season. The model was subsequently used to obtain annual estimates of R-S, R-A and R-H. In accordance with results reported for other tropical grasslands, we estimated that R-H accounted for 44% of R-S, which represented a flux similar to the amount of carbon brought annually to the soil from below-ground litter production. Overall, this study opens up prospects for simulating the carbon budget of tropical grasslands on a large scale using remotely sensed data. (C) 2012 Elsevier B.V. All rights reserved.