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.

Rock fracture mean trace length estimation and confidence interval calculation using maximum likelihood methods

There has been a resurgence of interest in the mean trace length estimator of Pahl for window sampling of traces. The estimator has been dealt with by Mauldon and Zhang and Einstein in recent publications. The estimator is a very useful one in that it is non-parametric. However, despite some discussion regarding the statistical distribution of the estimator, none of the recent works or the original work by Pahl provide a rigorous basis for the determination a confidence interval for the estimator or a confidence region for the estimator and the corresponding estimator of trace spatial intensity in the sampling window. This paper shows, by consideration of a simplified version of the problem but without loss of generality, that the estimator is in fact the maximum likelihood estimator (MLE) and that it can be considered essentially unbiased. As the MLE, it possesses the least variance of all estimators and confidence intervals or regions should therefore be available through application of classical ML theory. It is shown that valid confidence intervals can in fact be determined. The results of the work and the calculations of the confidence intervals are illustrated by example. (C) 2003 Elsevier Science Ltd. All rights reserved.

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.

Evaluation of extractants for estimation of the phytoavailable trace metals in soils

Despite its environmental (and financial) importance, there is no agreement in the literature as to which extractant most accurately estimates the phytoavailability of trace metals in soils. A large dataset was taken from the literature, and the effectiveness of various extractants to predict the phytoavailability of Cd, Zn, Ni, Cu, and Pb examined across a range of soil types and contamination levels. The data suggest that generally, the total soil trace metal content, and trace metal concentrations determined by complexing agents (such as the widely used DTPA and EDTA extractants) or acid extractants (such as 0.1 M HCl and the Mehlich 1 extractant) are only poorly correlated to plant phytoavailability. Whilst there is no consensus, it would appear that neutral salt extractants (such as 0.01 M CaCl2 and 0.1 M NaNO3) provide the most useful indication of metal phytoavailability across a range of metals of interest, although further research is required.

Bioelectrical impedance analysis for the estimation of body composition in rats

Bioelectrical impedance analysis (BIA) was used to assess body composition in rats fed on either standard laboratory diet or on a high-fat diet designed to induce obesity. Bioelectrical impedance analysis predictions of total body water and thus fat-free mass (FFM) for the group mean values were generally within 5% of the measured values by tritiated water ((H2O)-H-3) dilution. The limits of agreement for the procedure were, however, large, approximately +/-25%, limiting the applicability of the technique for measurement of body composition in individual animals.

Sensitive detection of nitric oxide using seeded parametric four-wave mixing

A sensitive near-resonant four-wave mixing technique based on two-photon parametric four-wave mixing has been developed. Seeded parametric four-wave mixing requires only a single laser as an additional phase matched seeder field is generated via parametric four-wave mixing of the pump beam in a high gain cell. The seeder field travels collinearly with the pump beam providing efficient nondegenerate four-wave mixing in a second medium. This simple arrangement facilitates the detection of complex molecular spectra by simply scanning the pump laser. Seeded parametric four-wave mixing is demonstrated in both a low pressure cell and an air/acetylene flame with detection of the two-photon C (2) Pi(upsilon'=0)<--X (2) Pi(upsilon =0) spectrum of nitric oxide. From the cell data a detection limit of 10(12) molecules/cm(3) is established. A theoretical model of seeded parametric four-wave mixing is developed from existing parametric four-wave mixing theory. The addition of the seeder field significantly modifies the parametric four-wave mixing behaviour such that in the small signal regime, the signal intensity can readily be made to scale as the cube of the laser pump power while the density dependence follows a more familiar square law dependence, In general, we find excellent agreement between theory and experiment. Limitations to the process result from an ac Stark shift of the two-photon resonance in the high pressure seeder cell caused by the generation of a strong seeder field, as well as a reduction in phase matching efficiency due to the presence of certain buffer species. Various optimizations are suggested which should overcome these limitations, providing even greater detection sensitivity. (C) 1998 American Institute of Physics, [S0021-9606(98)01014-9].

Sensitive detection of sodium in a flame using parametric four-wave mixing and seeded parametric four-wave mixing

Two-photon resonant parametric four-wave mixing and a newly developed variant called seeded parametric four-wave mixing are used to detect trace quantities of sodium in a flame. Both techniques are simple, requiring only a single laser to generate a signal beam at a different wavelength which propagates collinearly with the pump beam, allowing efficient signal recovery. A comparison of the two techniques reveals that seeded parametric four-wave mixing is more than two orders of magnitude more sensitive than parametric four-wave mixing, with an estimated detection sensitivity of 5 x 10(9) atoms/cm(3). Seeded parametric four-wave mixing is achieved by cascading two parametric four-wave mixing media such that one of the parametric fields generated in the first high-density medium is then used to seed the same four-wave mixing process in a second medium in order to increase the four-wave mixing gain. The behavior of this seeded parametric four-wave mixing is described using semiclassical perturbation theory. A simplified small-signal theory is found to model most of the data satisfactorily. However, an anomalous saturationlike behavior is observed in the large signal regime. The full perturbation treatment, which includes the competition between two different four-wave mixing processes coupled via the signal field, accounts for this apparently anomalous behavior.

Three-dimensional quantum solitons with parametric coupling

We consider the quantum field theory of two bosonic fields interacting via both parametric (cubic) and quartic couplings. In the case of photonic fields in a nonlinear optical medium, this corresponds to the process of second-harmonic generation (via chi((2)) nonlinearity) modified by the chi((3)) nonlinearity. The quantum solitons or energy eigenstates (bound-state solutions) are obtained exactly in the simplest case of two-particle binding, in one, two, and three space dimensions. We also investigate three-particle binding in one space dimension. The results indicate that the exact quantum solitons of this field theory have a singular, pointlike structure in two and three dimensions-even though the corresponding classical theory is nonsingular. To estimate the physically accessible radii and binding energies of the bound states, we impose a momentum cutoff on the nonlinear couplings. In the case of nonlinear optical interactions, the resulting radii and binding energies of these photonic particlelike excitations in highly nonlinear parametric media appear to be close to physically observable values.

Likelihood-based estimation of the regression model with scrambled responses

A significant problem in the collection of responses to potentially sensitive questions, such as relating to illegal, immoral or embarrassing activities, is non-sampling error due to refusal to respond or false responses. Eichhorn & Hayre (1983) suggested the use of scrambled responses to reduce this form of bias. This paper considers a linear regression model in which the dependent variable is unobserved but for which the sum or product with a scrambling random variable of known distribution, is known. The performance of two likelihood-based estimators is investigated, namely of a Bayesian estimator achieved through a Markov chain Monte Carlo (MCMC) sampling scheme, and a classical maximum-likelihood estimator. These two estimators and an estimator suggested by Singh, Joarder & King (1996) are compared. Monte Carlo results show that the Bayesian estimator outperforms the classical estimators in almost all cases, and the relative performance of the Bayesian estimator improves as the responses become more scrambled.

Multidimensional parametric quantum solitons

We consider the parametric quantum field theory involving cubic and quartic couplings of two bosonic fields. This is exactly soluble for the two-particle energy eigenstates (or quantum solitons) in one, two, and three space dimensions. We estimate the binding energies and corresponding radii in the case of photonic fields in nonlinear optical materials, and Bose-Einstein condensates. [S1050-2947(98)51110-9].

Theory of multidimensional parametric band-gap simultons

Multidimensional spatiotemporal parametric simultons (simultaneous solitary waves) are possible in a nonlinear chi((2)) medium with a Bragg grating structure, where large effective dispersion occurs near two resonant band gaps for the carrier and second-harmonic field, respectively. The enhanced dispersion allows much reduced interaction lengths, as compared to bulk medium parametric simultons. The nonlinear parametric band-gap medium permits higher-dimensional stationary waves to form. In addition, solitons can occur with lower input powers than conventional nonlinear Schrodinger equation gap solitons. In this paper, the equations for electromagnetic propagation in a grating structure with a parametric nonlinearity are derived from Maxwell's equation using a coupled mode Hamiltonian analysis in one, two, and three spatial dimensions. Simultaneous solitary wave solutions are proved to exist by reducing the equations to the coupled equations describing a nonlinear parametric waveguide, using the effective-mass approximation (EMA). Exact one-dimensional numerical solutions in agreement with the EMA solutions are also given. Direct numerical simulations show that the solutions have similar types of stability properties to the bulk case, providing the carrier waves are tuned to the two Bragg resonances, and the pulses have a width in frequency space less than the band gap. In summary, these equations describe a physically accessible localized nonlinear wave that is stable in up to 3 + 1 dimensions. Possible applications include photonic logic and switching devices. [S1063-651X(98)06109-1].

Characterizing Greenberger-Horne-Zeilinger correlations in nondegenerate parametric oscillation via phase measurements

We present a potential realization of the Greenberger-Horne-Zeilinger all or nothing contradiction of quantum mechanics with local realism using phase measurement techniques in a simple photon number triplet. Such a triplet could be generated using nondegenerate parametric oscillation. [S0031-9007(98)07671-6].

Novel solitons in parametric amplifiers and atom lasers

We review recent developments in quantum and classical soliton theory, leading to the possibility of observing both classical and quantum parametric solitons in higher-dimensional environments. In particular, we consider the theory of three bosonic fields interacting via both parametric (cubic) and quartic couplings. In the case of photonic fields in a nonlinear optical medium this corresponds to the process of sum frequency generation (via chi((2)) nonlinearity) modified by the chi((3)) nonlinearity. Potential applications include an ultrafast photonic AND-gate. The simplest quantum solitons or energy eigenstates (bound-state solutions) of the interacting field Hamiltonian are obtained exactly in three space dimensions. They have a point-like structure-even though the corresponding classical theory is nonsingular. We show that the solutions can be regularized with the imposition of a momentum cut-off on the nonlinear couplings. The case of three-dimensional matter-wave solitons in coupled atomic/molecular Bose-Einstein condensates is discussed.