Maximum Likelihood Estimation of Mixture Densities for Binned and Truncated Multivariate Data

Binning and truncation of data are common in data analysis and machine learning. This paper addresses the problem of fitting mixture densities to multivariate binned and truncated data. The EM approach proposed by McLachlan and Jones (Biometrics, 44: 2, 571-578, 1988) for the univariate case is generalized to multivariate measurements. The multivariate solution requires the evaluation of multidimensional integrals over each bin at each iteration of the EM procedure. Naive implementation of the procedure can lead to computationally inefficient results. To reduce the computational cost a number of straightforward numerical techniques are proposed. Results on simulated data indicate that the proposed methods can achieve significant computational gains with no loss in the accuracy of the final parameter estimates. Furthermore, experimental results suggest that with a sufficient number of bins and data points it is possible to estimate the true underlying density almost as well as if the data were not binned. The paper concludes with a brief description of an application of this approach to diagnosis of iron deficiency anemia, in the context of binned and truncated bivariate measurements of volume and hemoglobin concentration from an individual's red blood cells.

Atom lasers, coherent states, and coherence II. Maximally robust ensembles of pure states

As discussed in the preceding paper [Wiseman and Vaccaro, preceding paper, Phys. Rev. A 65, 043605 (2002)], the stationary state of an optical or atom laser far above threshold is a mixture of coherent field states with random phase, or, equivalently, a Poissonian mixture of number states. We are interested in which, if either, of these descriptions of rho(ss) as a stationary ensemble of pure states, is more natural. In the preceding paper we concentrated upon the question of whether descriptions such as these are physically realizable (PR). In this paper we investigate another relevant aspect of these ensembles, their robustness. A robust ensemble is one for which the pure states that comprise it survive relatively unchanged for a long time under the system evolution. We determine numerically the most robust ensembles as a function of the parameters in the laser model: the self-energy chi of the bosons in the laser mode, and the excess phase noise nu. We find that these most robust ensembles are PR ensembles, or similar to PR ensembles, for all values of these parameters. In the ideal laser limit (nu=chi=0), the most robust states are coherent states. As the phase noise or phase dispersion is increased through nu or the self-interaction of the bosons chi, respectively, the most robust states become more and more amplitude squeezed. We find scaling laws for these states, and give analytical derivations for them. As the phase diffusion or dispersion becomes so large that the laser output is no longer quantum coherent, the most robust states become so squeezed that they cease to have a well-defined coherent amplitude. That is, the quantum coherence of the laser output is manifest in the most robust PR ensemble being an ensemble of states with a well-defined coherent amplitude. This lends support to our approach of regarding robust PR ensembles as the most natural description of the state of the laser mode. It also has interesting implications for atom lasers in particular, for which phase dispersion due to self-interactions is expected to be large.

The impact of genotyping error on haplotype reconstruction and frequency estimation

The choice of genotyping families vs unrelated individuals is a critical factor in any large-scale linkage disequilibrium (LD) study. The use of unrelated individuals for such studies is promising, but in contrast to family designs, unrelated samples do not facilitate detection of genotyping errors, which have been shown to be of great importance for LD and linkage studies and may be even more important in genotyping collaborations across laboratories. Here we employ some of the most commonly-used analysis methods to examine the relative accuracy of haplotype estimation using families vs unrelateds in the presence of genotyping error. The results suggest that even slight amounts of genotyping error can significantly decrease haplotype frequency and reconstruction accuracy, that the ability to detect such errors in large families is essential when the number/complexity of haplotypes is high (low LD/common alleles). In contrast, in situations of low haplotype complexity (high LD and/or many rare alleles) unrelated individuals offer such a high degree of accuracy that there is little reason for less efficient family designs. Moreover, parent-child trios, which comprise the most popular family design and the most efficient in terms of the number of founder chromosomes per genotype but which contain little information for error detection, offer little or no gain over unrelated samples in nearly all cases, and thus do not seem a useful sampling compromise between unrelated individuals and large families. The implications of these results are discussed in the context of large-scale LD mapping projects such as the proposed genome-wide haplotype map.

Robust model-order reduction of complex biological processes

This paper addresses robust model-order reduction of a high dimensional nonlinear partial differential equation (PDE) model of a complex biological process. Based on a nonlinear, distributed parameter model of the same process which was validated against experimental data of an existing, pilot-scale BNR activated sludge plant, we developed a state-space model with 154 state variables in this work. A general algorithm for robustly reducing the nonlinear PDE model is presented and based on an investigation of five state-of-the-art model-order reduction techniques, we are able to reduce the original model to a model with only 30 states without incurring pronounced modelling errors. The Singular perturbation approximation balanced truncating technique is found to give the lowest modelling errors in low frequency ranges and hence is deemed most suitable for controller design and other real-time applications. (C) 2002 Elsevier Science Ltd. All rights reserved.

Estimation of total body water from bioelectrical impedance analysis in patients with pancreatic cancer - agreement between three methods of prediction

Introduction Bioelectrical impedance analysis (BIA) is a useful field measure to estimate total body water (TBW). No prediction formulae have been developed or validated against a reference method in patients with pancreatic cancer. The aim of this study was to assess the agreement between three prediction equations for the estimation of TBW in cachectic patients with pancreatic cancer. Methods Resistance was measured at frequencies of 50 and 200 kHz in 18 outpatients (10 males and eight females, age 70.2 +/- 11.8 years) with pancreatic cancer from two tertiary Australian hospitals. Three published prediction formulae were used to calculate TBW - TBWs developed in surgical patients, TBWca-uw and TBWca-nw developed in underweight and normal weight patients with end-stage cancer. Results There was no significant difference in the TBW estimated by the three prediction equations - TBWs 32.9 +/- 8.3 L, TBWca-nw 36.3 +/- 7.4 L, TBWca-uw 34.6 +/- 7.6 L. At a population level, there is agreement between prediction of TBW in patients with pancreatic cancer estimated from the three equations. The best combination of low bias and narrow limits of agreement was observed when TBW was estimated from the equation developed in the underweight cancer patients relative to the normal weight cancer patients. When no established BIA prediction equation exists, practitioners should utilize an equation developed in a population with similar critical characteristics such as diagnosis, weight loss, body mass index and/or age. Conclusions Further research is required to determine the accuracy of the BIA prediction technique against a reference method in patients with pancreatic cancer.

On the robustness of short-term interest rate models

This paper investigates the robustness of a range of short–term interest rate models. We examine the robustness of these models over different data sets, time periods, sampling frequencies, and estimation techniques. We examine a range of popular one–factor models that allow the conditional mean (drift) and conditional variance (diffusion) to be functions of the current short rate. We find that parameter estimates are highly sensitive to all of these factors in the eight countries that we examine. Since parameter estimates are not robust, these models should be used with caution in practice.

The tree cut and merge algorithm for estimation of network reliability

This article presents Monte Carlo techniques for estimating network reliability. For highly reliable networks, techniques based on graph evolution models provide very good performance. However, they are known to have significant simulation cost. An existing hybrid scheme (based on partitioning the time space) is available to speed up the simulations; however, there are difficulties with optimizing the important parameter associated with this scheme. To overcome these difficulties, a new hybrid scheme (based on partitioning the edge set) is proposed in this article. The proposed scheme shows orders of magnitude improvement of performance over the existing techniques in certain classes of network. It also provides reliability bounds with little overhead.

Rock fracture mean trace length estimation and confidence interval calculation using maximum likelihood methods

There has been a resurgence of interest in the mean trace length estimator of Pahl for window sampling of traces. The estimator has been dealt with by Mauldon and Zhang and Einstein in recent publications. The estimator is a very useful one in that it is non-parametric. However, despite some discussion regarding the statistical distribution of the estimator, none of the recent works or the original work by Pahl provide a rigorous basis for the determination a confidence interval for the estimator or a confidence region for the estimator and the corresponding estimator of trace spatial intensity in the sampling window. This paper shows, by consideration of a simplified version of the problem but without loss of generality, that the estimator is in fact the maximum likelihood estimator (MLE) and that it can be considered essentially unbiased. As the MLE, it possesses the least variance of all estimators and confidence intervals or regions should therefore be available through application of classical ML theory. It is shown that valid confidence intervals can in fact be determined. The results of the work and the calculations of the confidence intervals are illustrated by example. (C) 2003 Elsevier Science Ltd. All rights reserved.

Stereological and other methods applied to rock joint size estimation - Does Crofton's theorem apply?

A number of authors concerned with the analysis of rock jointing have used the idea that the joint areal or diametral distribution can be linked to the trace length distribution through a theorem attributed to Crofton. This brief paper seeks to demonstrate why Crofton's theorem need not be used to link moments of the trace length distribution captured by scan line or areal mapping to the moments of the diametral distribution of joints represented as disks and that it is incorrect to do so. The valid relationships for areal or scan line mapping between all the moments of the trace length distribution and those of the joint size distribution for joints modeled as disks are recalled and compared with those that might be applied were Crofton's theorem assumed to apply. For areal mapping, the relationship is fortuitously correct but incorrect for scan line mapping.

Centile reference for total energy expenditure in infants from 1 to 12 months

Background: A knowledge of energy expenditure in infancy is required for the estimation of recommended daily amounts of food energy, for designing artificial infant feeds, and as a reference standard for studies of energy metabolism in disease states. Objectives: The objectives of this study were to construct centile reference charts for total energy expenditure (TEE) in infants across the first year of life. Methods: Repeated measures of TEE using the doubly labeled water technique were made in 162 infants at 1.5, 3, 6, 9 and 12 months. In total, 322 TEE measurements were obtained. The LMS method with maximum penalized likelihood was used to construct the centile reference charts. Centiles were constructed for TEE expressed as MJ/day and also expressed relative to body weight (BW) and fat-free mass (FFM). Results: TEE increased with age and was 1.40,1.86, 2.64, 3.07 and 3.65 MJ/day at 1.5, 3, 6, 9 and 12 months, respectively. The standard deviations were 0.43, 0.47, 0.52, 0.66 and 0.88, respectively. TEE in MJ/kg increased from 0.29 to 0.36 and in MJ/day/kg FFM from 0.36 to 0.48. Conclusions: We have presented centile reference charts for TEE expressed as MJ/day and expressed relative to BW and FFM in infants across the first year of life. There was a wide variation or biological scatter in TEE values seen at all ages. We suggest that these centile charts may be used to assess and possibly quantify abnormal energy metabolism in disease states in infants.