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.

Using extreme value theory to measure value-at-risk for daily electricity spot prices

The recent deregulation in electricity markets worldwide has heightened the importance of risk management in energy markets. Assessing Value-at-Risk (VaR) in electricity markets is arguably more difficult than in traditional financial markets because the distinctive features of the former result in a highly unusual distribution of returns-electricity returns are highly volatile, display seasonalities in both their mean and volatility, exhibit leverage effects and clustering in volatility, and feature extreme levels of skewness and kurtosis. With electricity applications in mind, this paper proposes a model that accommodates autoregression and weekly seasonals in both the conditional mean and conditional volatility of returns, as well as leverage effects via an EGARCH specification. In addition, extreme value theory (EVT) is adopted to explicitly model the tails of the return distribution. Compared to a number of other parametric models and simple historical simulation based approaches, the proposed EVT-based model performs well in forecasting out-of-sample VaR. In addition, statistical tests show that the proposed model provides appropriate interval coverage in both unconditional and, more importantly, conditional contexts. Overall, the results are encouraging in suggesting that the proposed EVT-based model is a useful technique in forecasting VaR in electricity markets. (c) 2005 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.

The 2df SDSS LRG and QSO survey: evolution of the luminosity function of luminous red galaxies to z=0.6

We present new measurements of the luminosity function (LF) of luminous red galaxies (LRGs) from the Sloan Digital Sky Survey (SDSS) and the 2dF SDSS LRG and Quasar (2SLAQ) survey. We have carefully quantified, and corrected for, uncertainties in the K and evolutionary corrections, differences in the colour selection methods, and the effects of photometric errors, thus ensuring we are studying the same galaxy population in both surveys. Using a limited subset of 6326 SDSS LRGs (with 0.17 < z < 0.24) and 1725 2SLAQ LRGs (with 0.5 < z < 0.6), for which the matching colour selection is most reliable, we find no evidence for any additional evolution in the LRG LF, over this redshift range, beyond that expected from a simple passive evolution model. This lack of additional evolution is quantified using the comoving luminosity density of SDSS and 2SLAQ LRGs, brighter than M-0.2r - 5 log h(0.7) = - 22.5, which are 2.51 +/- 0.03 x 10(-7) L circle dot Mpc(-3) and 2.44 +/- 0.15 x 10(-7) L circle dot Mpc(-3), respectively (< 10 per cent uncertainty). We compare our LFs to the COMBO-17 data and find excellent agreement over the same redshift range. Together, these surveys show no evidence for additional evolution (beyond passive) in the LF of LRGs brighter than M-0.2r - 5 log h(0.7) = - 21 ( or brighter than similar to L-*).. We test our SDSS and 2SLAQ LFs against a simple 'dry merger' model for the evolution of massive red galaxies and find that at least half of the LRGs at z similar or equal to 0.2 must already have been well assembled (with more than half their stellar mass) by z similar or equal to 0.6. This limit is barely consistent with recent results from semi-analytical models of galaxy evolution.

The 2dF-SDSS LRG and QSO survey: the star formation histories of luminous red galaxies

We present a detailed investigation into the recent star formation histories of 5697 luminous red galaxies (LRGs) based on the H delta (4101 angstrom), and [O II] (3727 angstrom) lines and the D4000 index. LRGs are luminous (L > 3L*) galaxies which have been selected to have photometric properties consistent with an old, passively evolving stellar population. For this study, we utilize LRGs from the recently completed 2dF-SDSS LRG and QSO Survey (2SLAQ). Equivalent widths of the H delta and [O II] lines are measured and used to define three spectral types, those with only strong H delta absorption (k+a), those with strong [O II] in emission (em) and those with both (em+a). All other LRGs are considered to have passive star formation histories. The vast majority of LRGs are found to be passive (similar to 80 per cent); however, significant numbers of k+a (2.7 per cent), em+a (1.2 per cent) and em LRGs (8.6 per cent) are identified. An investigation into the redshift dependence of the fractions is also performed. A sample of SDSS MAIN galaxies with colours and luminosities consistent with the 2SLAQ LRGs is selected to provide a low-redshift comparison. While the em and em+a fractions are consistent with the low-redshift SDSS sample, the fraction of k+a LRGs is found to increase significantly with redshift. This result is interpreted as an indication of an increasing amount of recent star formation activity in LRGs with redshift. By considering the expected lifetime of the k+a phase, the number of LRGs which will undergo a k+a phase can be estimated. A crude comparison of this estimate with the predictions from semi-analytic models of galaxy formation shows that the predicted level of k+a and em+a activities is not sufficient to reconcile the predicted mass growth for massive early types in a hierarchical merging scenario.

Truncation errors in finite difference models for solute transport equation with first-order reaction

The truncation errors associated with finite difference solutions of the advection-dispersion equation with first-order reaction are formulated from a Taylor analysis. The error expressions are based on a general form of the corresponding difference equation and a temporally and spatially weighted parametric approach is used for differentiating among the various finite difference schemes. The numerical truncation errors are defined using Peclet and Courant numbers and a new Sink/Source dimensionless number. It is shown that all of the finite difference schemes suffer from truncation errors. Tn particular it is shown that the Crank-Nicolson approximation scheme does not have second order accuracy for this case. The effects of these truncation errors on the solution of an advection-dispersion equation with a first order reaction term are demonstrated by comparison with an analytical solution. The results show that these errors are not negligible and that correcting the finite difference scheme for them results in a more accurate solution. (C) 1999 Elsevier Science B.V. All rights reserved.

Mathematical models in percutaneous absorption

A number of mathematical models have been used to describe percutaneous absorption kinetics. In general, most of these models have used either diffusion-based or compartmental equations. The object of any mathematical model is to a) be able to represent the processes associated with absorption accurately, b) be able to describe/summarize experimental data with parametric equations or moments, and c) predict kinetics under varying conditions. However, in describing the processes involved, some developed models often suffer from being of too complex a form to be practically useful. In this chapter, we attempt to approach the issue of mathematical modeling in percutaneous absorption from four perspectives. These are to a) describe simple practical models, b) provide an overview of the more complex models, c) summarize some of the more important/useful models used to date, and d) examine sonic practical applications of the models. The range of processes involved in percutaneous absorption and considered in developing the mathematical models in this chapter is shown in Fig. 1. We initially address in vitro skin diffusion models and consider a) constant donor concentration and receptor conditions, b) the corresponding flux, donor, skin, and receptor amount-time profiles for solutions, and c) amount- and flux-time profiles when the donor phase is removed. More complex issues, such as finite-volume donor phase, finite-volume receptor phase, the presence of an efflux. rate constant at the membrane-receptor interphase, and two-layer diffusion, are then considered. We then look at specific models and issues concerned with a) release from topical products, b) use of compartmental models as alternatives to diffusion models, c) concentration-dependent absorption, d) modeling of skin metabolism, e) role of solute-skin-vehicle interactions, f) effects of vehicle loss, a) shunt transport, and h) in vivo diffusion, compartmental, physiological, and deconvolution models. We conclude by examining topics such as a) deep tissue penetration, b) pharmacodynamics, c) iontophoresis, d) sonophoresis, and e) pitfalls in modeling.

Improving wheat simulation capabilities in Australia from a cropping systems perspective: water and nitrogen effects on spring wheat in a semi-arid environment

Systems approaches can help to evaluate and improve the agronomic and economic viability of nitrogen application in the frequently water-limited environments. This requires a sound understanding of crop physiological processes and well tested simulation models. Thus, this experiment on spring wheat aimed to better quantify water x nitrogen effects on wheat by deriving some key crop physiological parameters that have proven useful in simulating crop growth. For spring wheat grown in Northern Australia under four levels of nitrogen (0 to 360 kg N ha(-1)) and either entirely on stored soil moisture or under full irrigation, kernel yields ranged from 343 to 719 g m(-2). Yield increases were strongly associated with increases in kernel number (9150-19950 kernels m(-2)), indicating the sensitivity of this parameter to water and N availability. Total water extraction under a rain shelter was 240 mm with a maximum extraction depth of 1.5 m. A substantial amount of mineral nitrogen available deep in the profile (below 0.9 m) was taken up by the crop. This was the source of nitrogen uptake observed after anthesis. Under dry conditions this late uptake accounted for approximately 50% of total nitrogen uptake and resulted in high (>2%) kernel nitrogen percentages even when no nitrogen was applied,Anthesis LAI values under sub-optimal water supply were reduced by 63% and under sub-optimal nitrogen supply by 50%. Radiation use efficiency (RUE) based on total incident short-wave radiation was 1.34 g MJ(-1) and did not differ among treatments. The conservative nature of RUE was the result of the crop reducing leaf area rather than leaf nitrogen content (which would have affected photosynthetic activity) under these moderate levels of nitrogen limitation. The transpiration efficiency coefficient was also conservative and averaged 4.7 Pa in the dry treatments. Kernel nitrogen percentage varied from 2.08 to 2.42%. The study provides a data set and a basis to consider ways to improve simulation capabilities of water and nitrogen effects on spring wheat. (C) 1997 Elsevier Science B.V.

Large-N solutions of the Heisenberg and Hubbard-Heisenberg models on the anisotropic triangular lattice: application to Cs2CuCl4 and to the layered organic superconductors kappa-(BEDT-TTF)(2)X (BEDT-TTF bis(ethylene-dithio)tetrathiafulvalene); X anion)

We solve the Sp(N) Heisenberg and SU(N) Hubbard-Heisenberg models on the anisotropic triangular lattice in the large-N limit. These two models may describe respectively the magnetic and electronic properties of the family of layered organic materials K-(BEDT-TTF)(2)X, The Heisenberg model is also relevant to the frustrated antiferromagnet, Cs2CuCl4. We find rich phase diagrams for each model. The Sp(N) :antiferromagnet is shown to have five different phases as a function of the size of the spin and the degree of anisotropy of the triangular lattice. The effects of fluctuations at finite N are also discussed. For parameters relevant to Cs2CuCl4 the ground state either exhibits incommensurate spin order, or is in a quantum disordered phase with deconfined spin-1/2 excitations and topological order. The SU(N) Hubbard-Heisenberg model exhibits an insulating dimer phase, an insulating box phase, a semi-metallic staggered flux phase (SFP), and a metallic uniform phase. The uniform and SFP phases exhibit a pseudogap, A metal-insulator transition occurs at intermediate values of the interaction strength.

A simulation model of cereal-legume intercropping systems for semi-arid regions I. Model development

Cereal-legume intercropping plays an important role in subsistence food production in developing countries, especially in situations of limited water resources. Crop simulation can be used to assess risk for intercrop productivity over time and space. In this study, a simple model for intercropping was developed for cereal and legume growth and yield, under semi-arid conditions. The model is based on radiation interception and use, and incorporates a water stress factor. Total dry matter and yield are functions of photosynthetically active radiation (PAR), the fraction of radiation intercepted and radiation use efficiency (RUE). One of two PAR sub-models was used to estimate PAR from solar radiation; either PAR is 50% of solar radiation or the ratio of PAR to solar radiation (PAR/SR) is a function of the clearness index (K-T). The fraction of radiation intercepted was calculated either based on Beer's Law with crop extinction coefficients (K) from field experiments or from previous reports. RUE was calculated as a function of available soil water to a depth of 900 mm (ASW). Either the soil water balance method or the decay curve approach was used to determine ASW. Thus, two alternatives for each of three factors, i.e., PAR/SR, K and ASW, were considered, giving eight possible models (2 methods x 3 factors). The model calibration and validation were carried out with maize-bean intercropping systems using data collected in a semi-arid region (Bloemfontein, Free State, South Africa) during seven growing seasons (1996/1997-2002/2003). The combination of PAR estimated from the clearness index, a crop extinction coefficient from the field experiment and the decay curve model gave the most reasonable and acceptable result. The intercrop model developed in this study is simple, so this modelling approach can be employed to develop other cereal-legume intercrop models for semi-arid regions. (c) 2004 Elsevier B.V. All rights reserved.

Linking riparian vegetation spatial structure in Australian tropical savannas to ecosystem health indicators: semi-variogram analysis of high spatial resolution satellite imagery

Government agencies responsible for riparian environments are assessing the combined utility of field survey and remote sensing for mapping and monitoring indicators of riparian zone health. The objective of this work was to determine if the structural attributes of savanna riparian zones in northern Australia can be detected from commercially available remotely sensed image data. Two QuickBird images and coincident field data covering sections of the Daly River and the South Alligator River - Barramundie Creek in the Northern Territory were used. Semi-variograms were calculated to determine the characteristic spatial scales of riparian zone features, both vegetative and landform. Interpretation of semi-variograms showed that structural dimensions of riparian environments could be detected and estimated from the QuickBird image data. The results also show that selecting the correct spatial resolution and spectral bands is essential to maximize the accuracy of mapping spatial characteristics of savanna riparian features. The distribution of foliage projective cover of riparian vegetation affected spectral reflectance variations in individual spectral bands differently. Pan-sharpened image data enabled small-scale information extraction (< 6 m) on riparian zone structural parameters. The semi-variogram analysis results provide the basis for an inversion approach using high spatial resolution satellite image data to map indicators of savanna riparian zone health.

Automatic initialisation of 3D deformable models for cartilage segmentation

Deformable models are a highly accurate and flexible approach to segmenting structures in medical images. The primary drawback of deformable models is that they are sensitive to initialisation, with accurate and robust results often requiring initialisation close to the true object in the image. Automatically obtaining a good initialisation is problematic for many structures in the body. The cartilages of the knee are a thin elastic material that cover the ends of the bone, absorbing shock and allowing smooth movement. The degeneration of these cartilages characterize the progression of osteoarthritis. The state of the art in the segmentation of the cartilage are 2D semi-automated algorithms. These algorithms require significant time and supervison by a clinical expert, so the development of an automatic segmentation algorithm for the cartilages is an important clinical goal. In this paper we present an approach towards this goal that allows us to automatically providing a good initialisation for deformable models of the patella cartilage, by utilising the strong spatial relationship of the cartilage to the underlying bone.

Defining a role for the subthalamic nucleus within operative theoretical models of subcortical participation in language

Objective:To investigate the effects of bilateral, surgically induced functional inhibition of the subthalamic nucleus (STN) on general language, high level linguistic abilities, and semantic processing skills in a group of patients with Parkinson’s disease. Methods:Comprehensive linguistic profiles were obtained up to one month before and three months after bilateral implantation of electrodes in the STN during active deep brain stimulation (DBS) in five subjects with Parkinson’s disease (mean age, 63.2 years). Equivalent linguistic profiles were generated over a three month period for a non-surgical control cohort of 16 subjects with Parkinson’s disease (NSPD) (mean age, 64.4 years). Education and disease duration were similar in the two groups. Initial assessment and three month follow up performance profiles were compared within subjects by paired t tests. Reliability change indices (RCI), representing clinically significant alterations in performance over time, were calculated for each of the assessment scores achieved by the five STN-DBS cases and the 16 NSPD controls, relative to performance variability within a group of 16 non-neurologically impaired adults (mean age, 61.9 years). Proportions of reliable change were then compared between the STN-DBS and NSPD groups. Results:Paired comparisons within the STN-DBS group showed prolonged postoperative semantic processing reaction times for a range of word types coded for meanings and meaning relatedness. Case by case analyses of reliable change across language assessments and groups revealed differences in proportions of change over time within the STN-DBS and NSPD groups in the domains of high level linguistics and semantic processing. Specifically, when compared with the NSPD group, the STN-DBS group showed a proportionally significant (p

Redefining functional models of basal ganglia organisation: Role for the posteroventral pallidum in linguistic processing?

Traditionally the basal ganglia have been implicated in motor behavior, as they are involved in both the execution of automatic actions and the modification of ongoing actions in novel contexts. Corresponding to cognition, the role of the basal ganglia has not been defined as explicitly. Relative to linguistic processes, contemporary theories of subcortical participation in language have endorsed a role for the globus pallidus internus (GPi) in the control of lexical-semantic operations. However, attempts to empirically validate these postulates have been largely limited to neuropsychological investigations of verbal fluency abilities subsequent to pallidotomy. We evaluated the impact of bilateral posteroventral pallidotomy (BPVP) on language function across a range of general and high-level linguistic abilities, and validated/extended working theories of pallidal participation in language. Comprehensive linguistic profiles were compiled up to 1 month before and 3 months after BPVP in 6 subjects with Parkinson's disease (PD). Commensurate linguistic profiles were also gathered over a 3-month period for a nonsurgical control cohort of 16 subjects with PD and a group of 16 non-neurologically impaired controls (NC). Nonparametric between-groups comparisons were conducted and reliable change indices calculated, relative to baseline/3-month follow-up difference scores. Group-wise statistical comparisons between the three groups failed to reveal significant postoperative changes in language performance. Case-by-case data analysis relative to clinically consequential change indices revealed reliable alterations in performance across several language variables as a consequence of BPVP. These findings lend support to models of subcortical participation in language, which promote a role for the GPi in lexical-semantic manipulation mechanisms. Concomitant improvements and decrements in postoperative performance were interpreted within the context of additive and subtractive postlesional effects. Relative to parkinsonian cohorts, clinically reliable versus statistically significant changes on a case by case basis may provide the most accurate method of characterizing the way in which pathophysiologically divergent basal ganglia linguistic circuits respond to BPVP.

Turbulence in Small Sub-Tropical Estuary with Semi-Diurnal Tides

In natural estuaries, contaminant transport is driven by the turbulent momentum mixing. The predictions of scalar dispersion can rarely be predicted accurately because of a lack of fundamental understanding of the turbulence structure in estuaries. Herein detailed turbulence field measurements were conducted at high frequency and continuously for up to 50 hours per investigation in a small subtropical estuary with semi-diurnal tides. Acoustic Doppler velocimetry was deemed the most appropriate measurement technique for such small estuarine systems with shallow water depths (less than 0.5 m at low tides), and a thorough post-processing technique was applied. The estuarine flow is always a fluctuating process. The bulk flow parameters fluctuated with periods comparable to tidal cycles and other large-scale processes. But turbulence properties depended upon the instantaneous local flow properties. They were little affected by the flow history, but their structure and temporal variability were influenced by a variety of mechanisms. This resulted in behaviour which deviated from that for equilibrium turbulent boundary layer induced by velocity shear only. A striking feature of the data sets is the large fluctuations in all turbulence characteristics during the tidal cycle. This feature was rarely documented, but an important difference between the data sets used in this study from earlier reported measurements is that the present data were collected continuously at high frequency during relatively long periods. The findings bring new lights in the fluctuating nature of momentum exchange coefficients and integral time and length scales. These turbulent properties should not be assumed constant.

Elliptic Gaudin models and elliptic KZ equations

The Gaudin models based on the face-type elliptic quantum groups and the XYZ Gaudin models are studied. The Gaudin model Hamiltonians are constructed and are diagonalized by using the algebraic Bethe ansatz method. The corresponding face-type Knizhnik–Zamolodchikov equations and their solutions are given.