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.

Estimation of pharmacokinetic parameters from non-compartmental variables using Microsoft Excel((R))

This study was conducted to develop a method, termed 'back analysis (BA)', for converting non-compartmental variables to compartment model dependent pharmacokinetic parameters for both one- and two-compartment models. A Microsoft Excel((R)) spreadsheet was implemented with the use of Solver((R)) and visual basic functions. The performance of the BA method in estimating pharmacokinetic parameter values was evaluated by comparing the parameter values obtained to a standard modelling software program, NONMEM, using simulated data. The results show that the BA method was reasonably precise and provided low bias in estimating fixed and random effect parameters for both one- and two-compartment models. The pharmacokinetic parameters estimated from the BA method were similar to those of NONMEM estimation.

Aquatic passive sampling of herbicides on naked particle loaded membranes: Accelerated measurement and empirical estimation of kinetic parameters

Water-sampler equilibrium partitioning coefficients and aqueous boundary layer mass transfer coefficients for atrazine, diuron, hexazionone and fluometuron onto C18 and SDB-RPS Empore disk-based aquatic passive samplers have been determined experimentally under a laminar flow regime (Re = 5400). The method involved accelerating the time to equilibrium of the samplers by exposing them to three water concentrations, decreasing stepwise to 50% and then 25% of the original concentration. Assuming first-order Fickian kinetics across a rate-limiting aqueous boundary layer, both parameters are determined computationally by unconstrained nonlinear optimization. In addition, a method of estimation of mass transfer coefficients-therefore sampling rates-using the dimensionless Sherwood correlation developed for laminar flow over a flat plate is applied. For each of the herbicides, this correlation is validated to within 40% of the experimental data. The study demonstrates that for trace concentrations (sub 0.1 mu g/L) and these flow conditions, a naked Empore disk performs well as an integrative sampler over short deployments (up to 7 days) for the range of polar herbicides investigated. The SDB-RPS disk allows a longer integrative period than the C18 disk due to its higher sorbent mass and/or its more polar sorbent chemistry. This work also suggests that for certain passive sampler designs, empirical estimation of sampling rates may be possible using correlations that have been available in the chemical engineering literature for some time.

CXTANNEAL: an improved program for estimating solute transport parameters

CXTANNEAL is a program for analysing contaminant transport in soils. The code, written in Fortran 77, is a modified version of CXTFIT, a commonly used package for estimating solute transport parameters in soils. The improvement of the present code is that it includes simulated annealing as the optimization technique for curve fitting. Tests with hypothetical data show that CXTANNEAL performs better than the original code in searching for optimal parameter estimates. To reduce the computational time, a parallel version of CXTANNEAL (CXTANNEAL_P) was also developed. (C) 1999 Elsevier Science Ltd. All rights reserved.

Bovine-serum-albumin-containing receptor phase better predicts transdermal absorption parameters for lipophilic compounds

Based on the hypothesis that limited receptor solubility of lipophilic compounds may result in lower observed permeability parameters, the aim of this study was to determine the in vitro human epidermal permeability coefficients and membrane retention of a series of aliphatic alcohols (C1-C10, log p -0.72 to 4.06) using two different receptor solutions (water and 4% bovine serum albumin in phosphate-buffered saline). Aqueous solutions of radiolabeled alcohols were dosed into the stratum corneum side of membranes mounted in side-by-side glass diffusion cells. Appearance of alcohol in the receptor compartment filled with either of the two solutions was monitored over a 7 h period when both stratum corneum (assessed by tape stripping) and the remaining epidermis levels of radioactivity were determined. In a separate study the degree of binding of alcohols to 4% bovine serum albumin was determined. The data showed increased receptor phase solubility in the bovine serum albumin solution and higher permeability coefficients for the more lipophilic alcohols in the series. No changes were seen in the partitioning of the alcohols from the vehicle into either the stratum corneum or tape-stripped epidermis with the two receptor phases; however, a decrease in the amount of the more lipophilic alcohols partitioning into the water receptor phase from the tape-stripped epidermis was observed. We conclude that bovine serum albumin receptor phase allows better estimation of real permeability parameters for lipophilic compounds due to its increased solubility capacity and we question whether permeability parameters for lipophilic solutes from older data sets based on aqueous receptor phases are completely reliable.

Bayesian estimation of g-and-k distributions using MCMC

In this paper we investigate a Bayesian procedure for the estimation of a flexible generalised distribution, notably the MacGillivray adaptation of the g-and-κ distribution. This distribution, described through its inverse cdf or quantile function, generalises the standard normal through extra parameters which together describe skewness and kurtosis. The standard quantile-based methods for estimating the parameters of generalised distributions are often arbitrary and do not rely on computation of the likelihood. MCMC, however, provides a simulation-based alternative for obtaining the maximum likelihood estimates of parameters of these distributions or for deriving posterior estimates of the parameters through a Bayesian framework. In this paper we adopt the latter approach, The proposed methodology is illustrated through an application in which the parameter of interest is slightly skewed.

Estimation of adsorption capacity for dissociating and non dissociating aromatic compounds on activated carbon with different models

The process of adsorption of two dissociating and two non-dissociating aromatic compounds from dilute aqueous solutions on an untreated commercially available activated carbon (B.D.H.) was investigated systematically. All adsorption experiments were carried out in pH controlled aqueous solutions. The experimental isotherms were fitted into four different models (Langmuir homogenous Models, Langmuir binary Model, Langmuir-Freundlich single model and Langmuir-Freundlich double model). Variation of the model parameters with the solution pH was studied and used to gain further insight into the adsorption process. The relationship between the model parameters and the solution pH and pK(a) was used to predict the adsorption capacity in molecular and ionic form of solutes in other solution. A relationship was sought to predict the effect of pH on the adsorption systems and for estimating the maximum adsorption capacity of carbon at any pH where the solute is ionized reasonably well. N-2 and CO2 adsorption were used to characterize the carbon. X-ray Photoelectron Spectroscopy (XPS) measurement was used for surface elemental analysis of the activated carbon.

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.

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.

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.

Assumption-free estimation of heritability from genome-wide identity-by-descent sharing between full siblings

The study of continuously varying, quantitative traits is important in evolutionary biology, agriculture, and medicine. Variation in such traits is attributable to many, possibly interacting, genes whose expression may be sensitive to the environment, which makes their dissection into underlying causative factors difficult. An important population parameter for quantitative traits is heritability, the proportion of total variance that is due to genetic factors. Response to artificial and natural selection and the degree of resemblance between relatives are all a function of this parameter. Following the classic paper by R. A. Fisher in 1918, the estimation of additive and dominance genetic variance and heritability in populations is based upon the expected proportion of genes shared between different types of relatives, and explicit, often controversial and untestable models of genetic and non-genetic causes of family resemblance. With genome-wide coverage of genetic markers it is now possible to estimate such parameters solely within families using the actual degree of identity-by-descent sharing between relatives. Using genome scans on 4,401 quasi-independent sib pairs of which 3,375 pairs had phenotypes, we estimated the heritability of height from empirical genome-wide identity-by-descent sharing, which varied from 0.374 to 0.617 (mean 0.498, standard deviation 0.036). The variance in identity-by-descent sharing per chromosome and per genome was consistent with theory. The maximum likelihood estimate of the heritability for height was 0.80 with no evidence for non-genetic causes of sib resemblance, consistent with results from independent twin and family studies but using an entirely separate source of information. Our application shows that it is feasible to estimate genetic variance solely from within- family segregation and provides an independent validation of previously untestable assumptions. Given sufficient data, our new paradigm will allow the estimation of genetic variation for disease susceptibility and quantitative traits that is free from confounding with non-genetic factors and will allow partitioning of genetic variation into additive and non-additive components.

Tyre-force estimation by Kalman inverse filtering: applications to off-highway mining trucks

Kalman inverse filtering is used to develop a methodology for real-time estimation of forces acting at the interface between tyre and road on large off-highway mining trucks. The system model formulated is capable of estimating the three components of tyre-force at each wheel of the truck using a practical set of measurements and inputs. Good tracking is obtained by the estimated tyre-forces when compared with those simulated by an ADAMS virtual-truck model. A sensitivity analysis determines the susceptibility of the tyre-force estimates to uncertainties in the truck's parameters.

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.

A Nonstationary Model of Newborn EEG

The detection of seizure in the newborn is a critical aspect of neurological research. Current automatic detection techniques are difficult to assess due to the problems associated with acquiring and labelling newborn electroencephalogram (EEG) data. A realistic model for newborn EEG would allow confident development, assessment and comparison of these detection techniques. This paper presents a model for newborn EEG that accounts for its self-similar and non-stationary nature. The model consists of background and seizure sub-models. The newborn EEG background model is based on the short-time power spectrum with a time-varying power law. The relationship between the fractal dimension and the power law of a power spectrum is utilized for accurate estimation of the short-time power law exponent. The newborn EEG seizure model is based on a well-known time-frequency signal model. This model addresses all significant time-frequency characteristics of newborn EEG seizure which include; multiple components or harmonics, piecewise linear instantaneous frequency laws and harmonic amplitude modulation. Estimates of the parameters of both models are shown to be random and are modelled using the data from a total of 500 background epochs and 204 seizure epochs. The newborn EEG background and seizure models are validated against real newborn EEG data using the correlation coefficient. The results show that the output of the proposed models has a higher correlation with real newborn EEG than currently accepted models (a 10% and 38% improvement for background and seizure models, respectively).