Modelling the Distribution of Ischaemic Stroke-Specific Survival Time Using an EM-based Mixture Approach with Random Effects Adjustment

A two-component survival mixture model is proposed to analyse a set of ischaemic stroke-specific mortality data. The survival experience of stroke patients after index stroke may be described by a subpopulation of patients in the acute condition and another subpopulation of patients in the chronic phase. To adjust for the inherent correlation of observations due to random hospital effects, a mixture model of two survival functions with random effects is formulated. Assuming a Weibull hazard in both components, an EM algorithm is developed for the estimation of fixed effect parameters and variance components. A simulation study is conducted to assess the performance of the two-component survival mixture model estimators. Simulation results confirm the applicability of the proposed model in a small sample setting. Copyright (C) 2004 John Wiley Sons, Ltd.

A new algorithm and refined bounds for extended gcd computation

Extended gcd computation is interesting itself. It also plays a fundamental role in other calculations. We present a new algorithm for solving the extended gcd problem. This algorithm has a particularly simple description and is practical. It also provides refined bounds on the size of the multipliers obtained.

The Qu-Prolog unification algorithm: Formalisation and correctness

Qu-Prolog is an extension of Prolog which performs meta-level computations over object languages, such as predicate calculi and lambda-calculi, which have object-level variables, and quantifier or binding symbols creating local scopes for those variables. As in Prolog, the instantiable (meta-level) variables of Qu-Prolog range over object-level terms, and in addition other Qu-Prolog syntax denotes the various components of the object-level syntax, including object-level variables. Further, the meta-level operation of substitution into object-level terms is directly represented by appropriate Qu-Prolog syntax. Again as in Prolog, the driving mechanism in Qu-Prolog computation is a form of unification, but this is substantially more complex than for Prolog because of Qu-Prolog's greater generality, and especially because substitution operations are evaluated during unification. In this paper, the Qu-Prolog unification algorithm is specified, formalised and proved correct. Further, the analysis of the algorithm is carried out in a frame-work which straightforwardly allows the 'completeness' of the algorithm to be proved: though fully explicit answers to unification problems are not always provided, no information is lost in the unification process.

Monte Carlo evidence on cointegration and causation

The small sample performance of Granger causality tests under different model dimensions, degree of cointegration, direction of causality, and system stability are presented. Two tests based on maximum likelihood estimation of error-correction models (LR and WALD) are compared to a Wald test based on multivariate least squares estimation of a modified VAR (MWALD). In large samples all test statistics perform well in terms of size and power. For smaller samples, the LR and WALD tests perform better than the MWALD test. Overall, the LR test outperforms the other two in terms of size and power in small samples.

Analysis and implementation of a new constant acceleration subcycling algorithm

An algorithm for explicit integration of structural dynamics problems with multiple time steps is proposed that averages accelerations to obtain subcycle states at a nodal interface between regions integrated with different time steps. With integer time step ratios, the resulting subcycle updates at the interface sum to give the same effect as a central difference update over a major cycle. The algorithm is shown to have good accuracy, and stability properties in linear elastic analysis similar to those of constant velocity subcycling algorithms. The implementation of a generalised form of the algorithm with non-integer time step ratios is presented. (C) 1997 by John Wiley & Sons, Ltd.

The subcycled Newmark algorithm

The popular Newmark algorithm, used for implicit direct integration of structural dynamics, is extended by means of a nodal partition to permit use of different timesteps in different regions of a structural model. The algorithm developed has as a special case an explicit-explicit subcycling algorithm previously reported by Belytschko, Yen and Mullen. That algorithm has been shown, in the absence of damping or other energy dissipation, to exhibit instability over narrow timestep ranges that become narrower as the number of degrees of freedom increases, making them unlikely to be encountered in practice. The present algorithm avoids such instabilities in the case of a one to two timestep ratio (two subcycles), achieving unconditional stability in an exponential sense for a linear problem. However, with three or more subcycles, the trapezoidal rule exhibits stability that becomes conditional, falling towards that of the central difference method as the number of subcycles increases. Instabilities over narrow timestep ranges, that become narrower as the model size increases, also appear with three or more subcycles. However by moving the partition between timesteps one row of elements into the region suitable for integration with the larger timestep these the unstable timestep ranges become extremely narrow, even in simple systems with a few degrees of freedom. As well, accuracy is improved. Use of a version of the Newmark algorithm that dissipates high frequencies minimises or eliminates these narrow bands of instability. Viscous damping is also shown to remove these instabilities, at the expense of having more effect on the low frequency response.

Simulated-annealing-based genetic algorithm for modeling the optical constants of solids

We propose a simulated-annealing-based genetic algorithm for solving model parameter estimation problems. The algorithm incorporates advantages of both genetic algorithms and simulated annealing. Tests on computer-generated synthetic data that closely resemble optical constants of a metal were performed to compare the efficiency of plain genetic algorithms against the simulated-annealing-based genetic algorithms. These tests assess the ability of the algorithms to and the global minimum and the accuracy of values obtained for model parameters. Finally, the algorithm with the best performance is used to fit the model dielectric function to data for platinum and aluminum. (C) 1997 Optical Society of America.

Concurreny based transition refinement for the verification of distributed algorithms

We suggest a new notion of behaviour preserving transition refinement based on partial order semantics. This notion is called transition refinement. We introduced transition refinement for elementary (low-level) Petri Nets earlier. For modelling and verifying complex distributed algorithms, high-level (Algebraic) Petri nets are usually used. In this paper, we define transition refinement for Algebraic Petri Nets. This notion is more powerful than transition refinement for elementary Petri nets because it corresponds to the simultaneous refinement of several transitions in an elementary Petri net. Transition refinement is particularly suitable for refinement steps that increase the degree of distribution of an algorithm, e.g. when synchronous communication is replaced by asynchronous message passing. We study how to prove that a replacement of a transition is a transition refinement.