An EM-based Semi-Parametric Mixture Model Approach to the Regression Analysis of Competing-Risks Data

We consider a mixture model approach to the regression analysis of competing-risks data. Attention is focused on inference concerning the effects of factors on both the probability of occurrence and the hazard rate conditional on each of the failure types. These two quantities are specified in the mixture model using the logistic model and the proportional hazards model, respectively. We propose a semi-parametric mixture method to estimate the logistic and regression coefficients jointly, whereby the component-baseline hazard functions are completely unspecified. Estimation is based on maximum likelihood on the basis of the full likelihood, implemented via an expectation-conditional maximization (ECM) algorithm. Simulation studies are performed to compare the performance of the proposed semi-parametric method with a fully parametric mixture approach. The results show that when the component-baseline hazard is monotonic increasing, the semi-parametric and fully parametric mixture approaches are comparable for mildly and moderately censored samples. When the component-baseline hazard is not monotonic increasing, the semi-parametric method consistently provides less biased estimates than a fully parametric approach and is comparable in efficiency in the estimation of the parameters for all levels of censoring. The methods are illustrated using a real data set of prostate cancer patients treated with different dosages of the drug diethylstilbestrol. Copyright (C) 2003 John Wiley Sons, Ltd.

Comparison of DEM and experiment for a scale model SAG mill

Predictions of flow patterns in a 600-mm scale model SAG mill made using four classes of discrete element method (DEM) models are compared to experimental photographs. The accuracy of the various models is assessed using quantitative data on shoulder, toe and vortex center positions taken from ensembles of both experimental and simulation results. These detailed comparisons reveal the strengths and weaknesses of the various models for simulating mills and allow the effect of different modelling assumptions to be quantitatively evaluated. In particular, very close agreement is demonstrated between the full 3D model (including the end wall effects) and the experiments. It is also demonstrated that the traditional two-dimensional circular particle DEM model under-predicts the shoulder, toe and vortex center positions and the power draw by around 10 degrees. The effect of particle shape and the dimensionality of the model are also assessed, with particle shape predominantly affecting the shoulder position while the dimensionality of the model affects mainly the toe position. Crown Copyright (C) 2003 Published by Elsevier Science B.V. All rights reserved.

An approach to verifying and debugging simulation models governed by ordinary differential equations: Part 1. Methodology for residual generation

For dynamic simulations to be credible, verification of the computer code must be an integral part of the modelling process. This two-part paper describes a novel approach to verification through program testing and debugging. In Part 1, a methodology is presented for detecting and isolating coding errors using back-to-back testing. Residuals are generated by comparing the output of two independent implementations, in response to identical inputs. The key feature of the methodology is that a specially modified observer is created using one of the implementations, so as to impose an error-dependent structure on these residuals. Each error can be associated with a fixed and known subspace, permitting errors to be isolated to specific equations in the code. It is shown that the geometric properties extend to multiple errors in either one of the two implementations. Copyright (C) 2003 John Wiley Sons, Ltd.

On the evaluation of some differential formulations for the pom-pom constitutive model

In recent years, progress has been made in modelling long chain branched polymers by the introduction of the so-called pompom model. Initially developed by McLeish and Larson (1998), the model has undergone several improvements or alterations, leading to the development of new formulations. Some of these formulations however suffer from certain mathematical defects. The purpose of the present paper is to review some of the formulations of the pom-pom constitutive model, and to investigate their possible mathematical defects. Next, an alternative formulation is proposed, which does not appear to exhibit mathematical defects, and we explore its modelling performance by comparing the predictions with experiments in non-trivial rheometric flows of an LDPE melt. The selected rheometric flows are the double step strain, as well as the large amplitude oscillatory shear experiments. For LAOS experiments, the comparison involves the use of Fourier-transform analysis.

Methodologies for calibration and predictive analysis of a watershed model

The use of a fitted parameter watershed model to address water quantity and quality management issues requires that it be calibrated under a wide range of hydrologic conditions. However, rarely does model calibration result in a unique parameter set. Parameter nonuniqueness can lead to predictive nonuniqueness. The extent of model predictive uncertainty should be investigated if management decisions are to be based on model projections. Using models built for four neighboring watersheds in the Neuse River Basin of North Carolina, the application of the automated parameter optimization software PEST in conjunction with the Hydrologic Simulation Program Fortran (HSPF) is demonstrated. Parameter nonuniqueness is illustrated, and a method is presented for calculating many different sets of parameters, all of which acceptably calibrate a watershed model. A regularization methodology is discussed in which models for similar watersheds can be calibrated simultaneously. Using this method, parameter differences between watershed models can be minimized while maintaining fit between model outputs and field observations. In recognition of the fact that parameter nonuniqueness and predictive uncertainty are inherent to the modeling process, PEST's nonlinear predictive analysis functionality is then used to explore the extent of model predictive uncertainty.