The cross-entropy method for network reliability estimation

Consider a network of unreliable links, modelling for example a communication network. Estimating the reliability of the network-expressed as the probability that certain nodes in the network are connected-is a computationally difficult task. In this paper we study how the Cross-Entropy method can be used to obtain more efficient network reliability estimation procedures. Three techniques of estimation are considered: Crude Monte Carlo and the more sophisticated Permutation Monte Carlo and Merge Process. We show that the Cross-Entropy method yields a speed-up over all three techniques.

A Mixture model with random-effects components for clustering correlated gene-expression profiles

Motivation: The clustering of gene profiles across some experimental conditions of interest contributes significantly to the elucidation of unknown gene function, the validation of gene discoveries and the interpretation of biological processes. However, this clustering problem is not straightforward as the profiles of the genes are not all independently distributed and the expression levels may have been obtained from an experimental design involving replicated arrays. Ignoring the dependence between the gene profiles and the structure of the replicated data can result in important sources of variability in the experiments being overlooked in the analysis, with the consequent possibility of misleading inferences being made. We propose a random-effects model that provides a unified approach to the clustering of genes with correlated expression levels measured in a wide variety of experimental situations. Our model is an extension of the normal mixture model to account for the correlations between the gene profiles and to enable covariate information to be incorporated into the clustering process. Hence the model is applicable to longitudinal studies with or without replication, for example, time-course experiments by using time as a covariate, and to cross-sectional experiments by using categorical covariates to represent the different experimental classes. Results: We show that our random-effects model can be fitted by maximum likelihood via the EM algorithm for which the E(expectation) and M(maximization) steps can be implemented in closed form. Hence our model can be fitted deterministically without the need for time-consuming Monte Carlo approximations. The effectiveness of our model-based procedure for the clustering of correlated gene profiles is demonstrated on three real datasets, representing typical microarray experimental designs, covering time-course, repeated-measurement and cross-sectional data. In these examples, relevant clusters of the genes are obtained, which are supported by existing gene-function annotation. A synthetic dataset is considered too.

The transform likelihood ratio method for rare event simulation with heavy tails

We present a novel method, called the transform likelihood ratio (TLR) method, for estimation of rare event probabilities with heavy-tailed distributions. Via a simple transformation ( change of variables) technique the TLR method reduces the original rare event probability estimation with heavy tail distributions to an equivalent one with light tail distributions. Once this transformation has been established we estimate the rare event probability via importance sampling, using the classical exponential change of measure or the standard likelihood ratio change of measure. In the latter case the importance sampling distribution is chosen from the same parametric family as the transformed distribution. We estimate the optimal parameter vector of the importance sampling distribution using the cross-entropy method. We prove the polynomial complexity of the TLR method for certain heavy-tailed models and demonstrate numerically its high efficiency for various heavy-tailed models previously thought to be intractable. We also show that the TLR method can be viewed as a universal tool in the sense that not only it provides a unified view for heavy-tailed simulation but also can be efficiently used in simulation with light-tailed distributions. We present extensive simulation results which support the efficiency of the TLR method.

Low-density koala (Phascolarctos cinereus) populations in the mulgalands of south-west Queensland. IV. Abundance and conservation status

Urban encroachment on dense, coastal koala populations has ensured that their management has received increasing government and public attention. The recently developed National Koala Conservation Strategy calls for maintenance of viable populations in the wild. Yet the success of this, and other, conservation initiatives is hampered by lack of reliable and generally accepted national and regional population estimates. In this paper we address this problem in a potentially large, but poorly studied, regional population in the State that is likely to have the largest wild populations. We draw on findings from previous reports in this series and apply the faecal standing-crop method (FSCM) to derive a regional estimate of more than 59 000 individuals. Validation trials in riverine communities showed that estimates of animal density obtained from the FSCM and direct observation were in close agreement. Bootstrapping and Monte Carlo simulations were used to obtain variance estimates for our population estimates in different vegetation associations across the region. The most favoured habitat was riverine vegetation, which covered only 0.9% of the region but supported 45% of the koalas. We also estimated that between 1969 and 1995 similar to 30% of the native vegetation associations that are considered as potential koala habitat were cleared, leading to a decline of perhaps 10% in koala numbers. Management of this large regional population has significant implications for the national conservation of the species: the continued viability of this population is critically dependent on the retention and management of riverine and residual vegetation communities, and future vegetation-management guidelines should be cognisant of the potential impacts of clearing even small areas of critical habitat. We also highlight eight management implications.

Customised birthweight: Coefficients for an Australian population and validation of the model

Background: Published birthweight references in Australia do not fully take into account constitutional factors that influence birthweight and therefore may not provide an accurate reference to identify the infant with abnormal growth. Furthermore, studies in other regions that have derived adjusted (customised) birthweight references have applied untested assumptions in the statistical modelling. Aims: To validate the customised birthweight model and to produce a reference set of coefficients for estimating a customised birthweight that may be useful for maternity care in Australia and for future research. Methods: De-identified data were extracted from the clinical database for all births at the Mater Mother's Hospital, Brisbane, Australia, between January 1997 and June 2005. Births with missing data for the variables under study were excluded. In addition the following were excluded: multiple pregnancies, births less than 37 completed week's gestation, stillbirths, and major congenital abnormalities. Multivariate analysis was undertaken. A double cross-validation procedure was used to validate the model. Results: The study of 42 206 births demonstrated that, for statistical purposes, birthweight is normally distributed. Coefficients for the derivation of customised birthweight in an Australian population were developed and the statistical model is demonstrably robust. Conclusions: This study provides empirical data as to the robustness of the model to determine customised birthweight. Further research is required to define where normal physiology ends and pathology begins, and which segments of the population should be included in the construction of a customised birthweight standard.