On parameter estimation in population models

We describe methods for estimating the parameters of Markovian population processes in continuous time, thus increasing their utility in modelling real biological systems. A general approach, applicable to any finite-state continuous-time Markovian model, is presented, and this is specialised to a computationally more efficient method applicable to a class of models called density-dependent Markov population processes. We illustrate the versatility of both approaches by estimating the parameters of the stochastic SIS logistic model from simulated data. This model is also fitted to data from a population of Bay checkerspot butterfly (Euphydryas editha bayensis), allowing us to assess the viability of this population. (c) 2006 Elsevier Inc. All rights reserved.

Optimal design for model discrimination and parameter estimation for itraconazole population pharmacokinetics in cystic fibrosis patients

Optimal sampling times are found for a study in which one of the primary purposes is to develop a model of the pharmacokinetics of itraconazole in patients with cystic fibrosis for both capsule and solution doses. The optimal design is expected to produce reliable estimates of population parameters for two different structural PK models. Data collected at these sampling times are also expected to provide the researchers with sufficient information to reasonably discriminate between the two competing structural models.

Properties of the stochastic Gross-Pitaevskii equation: finite temperature Ehrenfest relations and the optimal plane wave representation

We present Ehrenfest relations for the high temperature stochastic Gross-Pitaevskii equation description of a trapped Bose gas, including the effect of growth noise and the energy cutoff. A condition for neglecting the cutoff terms in the Ehrenfest relations is found which is more stringent than the usual validity condition of the truncated Wigner or classical field method-that all modes are highly occupied. The condition requires a small overlap of the nonlinear interaction term with the lowest energy single particle state of the noncondensate band, and gives a means to constrain dynamical artefacts arising from the energy cutoff in numerical simulations. We apply the formalism to two simple test problems: (i) simulation of the Kohn mode oscillation for a trapped Bose gas at zero temperature, and (ii) computing the equilibrium properties of a finite temperature Bose gas within the classical field method. The examples indicate ways to control the effects of the cutoff, and that there is an optimal choice of plane wave basis for a given cutoff energy. This basis gives the best reproduction of the single particle spectrum, the condensate fraction and the position and momentum densities.

Phase-space analysis of bosonic spontaneous emission

We present phase-space techniques for the modelling of spontaneous emission in two-level bosonic atoms. The positive-P representation is shown to give a full and complete description within the limits of our model. The Wigner representation, even when truncated at second order, is shown to need a doubling of the phase-space to allow for a positive-definite diffusion matrix in the appropriate Fokker-Planck equation and still fails to agree with the full quantum results of the positive-P representation. We show that quantum statistics and correlations between the ground and excited states affect the dynamics of the emission process, so that it is in general non-exponential. (c) 2005 Elsevier B.V. All rights reserved.

Finite mixture regression model with random effects: application to neonatal hospital length of stay

A two-component mixture regression model that allows simultaneously for heterogeneity and dependency among observations is proposed. By specifying random effects explicitly in the linear predictor of the mixture probability and the mixture components, parameter estimation is achieved by maximising the corresponding best linear unbiased prediction type log-likelihood. Approximate residual maximum likelihood estimates are obtained via an EM algorithm in the manner of generalised linear mixed model (GLMM). The method can be extended to a g-component mixture regression model with the component density from the exponential family, leading to the development of the class of finite mixture GLMM. For illustration, the method is applied to analyse neonatal length of stay (LOS). It is shown that identification of pertinent factors that influence hospital LOS can provide important information for health care planning and resource allocation. (C) 2002 Elsevier Science B.V. All rights reserved.

Estimation of water retention curve from mercury intrusion porosimetry and van Genuchten model

The water retention curve (WRC) is a hydraulic characteristic of concrete required for advanced modeling of water (and thus solute) transport in variably saturated, heterogeneous concrete. Unfortunately, determination by a direct experimental method (for example, measuring equilibrium moisture levels of large samples stored in constant humidity cells) is a lengthy process, taking over 2 years for large samples. A surrogate approach is presented in which the WRC is conveniently estimated from mercury intrusion porosimetry (MIP) and validated by water sorption isotherms: The well-known Barrett, Joyner and Halenda (BJH) method of estimating the pore size distribution (PSD) from the water sorption isotherm is shown to complement the PSD derived from conventional MIP. This provides a basis for predicting the complete WRC from MIP data alone. The van Genuchten equation is used to model the combined water sorption and MIP results. It is a convenient tool for describing water retention characteristics over the full moisture content range. The van Genuchten parameter estimation based solely on MIP is shown to give a satisfactory approximation to the WRC, with a simple restriction on one. of the parameters.

Advances in distributed parameter approach to the dynamics and control of activated sludge processes for wastewater treatment

This paper presents a review of modelling and control of biological nutrient removal (BNR)-activated sludge processes for wastewater treatment using distributed parameter models described by partial differential equations (PDE). Numerical methods for solution to the BNR-activated sludge process dynamics are reviewed and these include method of lines, global orthogonal collocation and orthogonal collocation on finite elements. Fundamental techniques and conceptual advances of the distributed parameter approach to the dynamics and control of activated sludge processes are briefly described. A critical analysis on the advantages of the distributed parameter approach over the conventional modelling strategy in this paper shows that the activated sludge process is more adequately described by the former and the method is recommended for application to the wastewater industry (c) 2006 Elsevier Ltd. All rights reserved.

Parameters affecting the performance of wetting and drying in a two-dimensional finite element long wave hydrodynamic model

The marsh porosity method, a type of thin slot wetting and drying algorithm in a two-dimensional finite element long wave hydrodynamic model, is discussed and analyzed to assess model performance. Tests, including comparisons to simple examples and theoretical calculations, examine the effects of varying the marsh porosity parameters. The findings demonstrate that the wetting and drying concept of marsh porosity, often used in finite element hydrodynamic modeling, can behave in a more complex manner than initially expected.

Adaptive Phase estimation is more accurate than nonadaptive phase estimation for continuous beams of light

We consider the task of estimating the randomly fluctuating phase of a continuous-wave beam of light. Using the theory of quantum parameter estimation, we show that this can be done more accurately when feedback is used (adaptive phase estimation) than by any scheme not involving feedback (nonadaptive phase estimation) in which the beam is measured as it arrives at the detector. Such schemes not involving feedback include all those based on heterodyne detection or instantaneous canonical phase measurements. We also demonstrate that the superior accuracy of adaptive phase estimation is present in a regime conducive to observing it experimentally.

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

Suppression of spurious intermediate frequency modes in under-integrated elements by combined stiffness/viscous stabilization

Solutions employing perturbation stiffness or viscous hourglass control with one-point quadrature finite elements often exhibit spurious modes in the intermediate frequency range. These spurious frequencies are demonstrated in several examples and their origin is explained. Then it is shown that by critically damping the hourglass modes, these spurious mid-range frequency modes can be suppressed. Estimates of the hourglass frequency and damping coefficients are provided for the plane 4-node quadrilateral and a 4-node shell element. Results are presented that show almost complete annihilation of spurious intermediate frequency modes for both linear and non-linear problems. Copyright (c) 2005 John Wiley & Sons, Ltd.

On the estimation and comparison of short-rate models using the generalised method of moments

Subsequent to the influential paper of [Chan, K.C., Karolyi, G.A., Longstaff, F.A., Sanders, A.B., 1992. An empirical comparison of alternative models of the short-term interest rate. Journal of Finance 47, 1209-1227], the generalised method of moments (GMM) has been a popular technique for estimation and inference relating to continuous-time models of the short-term interest rate. GMM has been widely employed to estimate model parameters and to assess the goodness-of-fit of competing short-rate specifications. The current paper conducts a series of simulation experiments to document the bias and precision of GMM estimates of short-rate parameters, as well as the size and power of [Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054], J-test of over-identifying restrictions. While the J-test appears to have appropriate size and good power in sample sizes commonly encountered in the short-rate literature, GMM estimates of the speed of mean reversion are shown to be severely biased. Consequently, it is dangerous to draw strong conclusions about the strength of mean reversion using GMM. In contrast, the parameter capturing the levels effect, which is important in differentiating between competing short-rate specifications, is estimated with little bias. (c) 2006 Elsevier B.V. All rights reserved.