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.

Implicit stochastic Runge-Kutta methods for stochastic differential equations

In this paper we construct implicit stochastic Runge-Kutta (SRK) methods for solving stochastic differential equations of Stratonovich type. Instead of using the increment of a Wiener process, modified random variables are used. We give convergence conditions of the SRK methods with these modified random variables. In particular, the truncated random variable is used. We present a two-stage stiffly accurate diagonal implicit SRK (SADISRK2) method with strong order 1.0 which has better numerical behaviour than extant methods. We also construct a five-stage diagonal implicit SRK method and a six-stage stiffly accurate diagonal implicit SRK method with strong order 1.5. The mean-square and asymptotic stability properties of the trapezoidal method and the SADISRK2 method are analysed and compared with an explicit method and a semi-implicit method. Numerical results are reported for confirming convergence properties and for comparing the numerical behaviour of these methods.

Binomial leap methods for simulating stochastic chemical kinetics

This paper discusses efficient simulation methods for stochastic chemical kinetics. Based on the tau-leap and midpoint tau-leap methods of Gillespie [D. T. Gillespie, J. Chem. Phys. 115, 1716 (2001)], binomial random variables are used in these leap methods rather than Poisson random variables. The motivation for this approach is to improve the efficiency of the Poisson leap methods by using larger stepsizes. Unlike Poisson random variables whose range of sample values is from zero to infinity, binomial random variables have a finite range of sample values. This probabilistic property has been used to restrict possible reaction numbers and to avoid negative molecular numbers in stochastic simulations when larger stepsize is used. In this approach a binomial random variable is defined for a single reaction channel in order to keep the reaction number of this channel below the numbers of molecules that undergo this reaction channel. A sampling technique is also designed for the total reaction number of a reactant species that undergoes two or more reaction channels. Samples for the total reaction number are not greater than the molecular number of this species. In addition, probability properties of the binomial random variables provide stepsize conditions for restricting reaction numbers in a chosen time interval. These stepsize conditions are important properties of robust leap control strategies. Numerical results indicate that the proposed binomial leap methods can be applied to a wide range of chemical reaction systems with very good accuracy and significant improvement on efficiency over existing approaches. (C) 2004 American Institute of Physics.

Improved algorithms for rare event simulation with heavy tails

The estimation of P(S-n > u) by simulation, where S, is the sum of independent. identically distributed random varibles Y-1,..., Y-n, is of importance in many applications. We propose two simulation estimators based upon the identity P(S-n > u) = nP(S, > u, M-n = Y-n), where M-n = max(Y-1,..., Y-n). One estimator uses importance sampling (for Y-n only), and the other uses conditional Monte Carlo conditioning upon Y1,..., Yn-1. Properties of the relative error of the estimators are derived and a numerical study given in terms of the M/G/1 queue in which n is replaced by an independent geometric random variable N. The conclusion is that the new estimators compare extremely favorably with previous ones. In particular, the conditional Monte Carlo estimator is the first heavy-tailed example of an estimator with bounded relative error. Further improvements are obtained in the random-N case, by incorporating control variates and stratification techniques into the new estimation procedures.

Supermodularity and risk aversion

In this paper, we consider the relationship between supermodularity and risk aversion. We show that supermodularity of the certainty equivalent implies that the certainty equivalent of any random variable is less than its mean. We also derive conditions under which supermodularity of the certainty equivalent is equivalent to aversion to mean-preserving spreads in the sense of Rothschild and Stiglitz. (c) 2006 Elsevier B.V. All rights reserved.

Random error in willingness to pay measurement: A multiple indicators, latent variable approach to the reliability of contingent values

The reliability of measurement refers to unsystematic error in observed responses. Investigations of the prevalence of random error in stated estimates of willingness to pay (WTP) are important to an understanding of why tests of validity in CV can fail. However, published reliability studies have tended to adopt empirical methods that have practical and conceptual limitations when applied to WTP responses. This contention is supported in a review of contingent valuation reliability studies that demonstrate important limitations of existing approaches to WTP reliability. It is argued that empirical assessments of the reliability of contingent values may be better dealt with by using multiple indicators to measure the latent WTP distribution. This latent variable approach is demonstrated with data obtained from a WTP study for stormwater pollution abatement. Attitude variables were employed as a way of assessing the reliability of open-ended WTP (with benchmarked payment cards) for stormwater pollution abatement. The results indicated that participants' decisions to pay were reliably measured, but not the magnitude of the WTP bids. This finding highlights the need to better discern what is actually being measured in VVTP studies, (C) 2003 Elsevier B.V. All rights reserved.

Computation of the linear elastic properties of random porous materials with a wide variety of microstructure

A finite-element method is used to study the elastic properties of random three-dimensional porous materials with highly interconnected pores. We show that Young's modulus, E, is practically independent of Poisson's ratio of the solid phase, nu(s), over the entire solid fraction range, and Poisson's ratio, nu, becomes independent of nu(s) as the percolation threshold is approached. We represent this behaviour of nu in a flow diagram. This interesting but approximate behaviour is very similar to the exactly known behaviour in two-dimensional porous materials. In addition, the behaviour of nu versus nu(s) appears to imply that information in the dilute porosity limit can affect behaviour in the percolation threshold limit. We summarize the finite-element results in terms of simple structure-property relations, instead of tables of data, to make it easier to apply the computational results. Without using accurate numerical computations, one is limited to various effective medium theories and rigorous approximations like bounds and expansions. The accuracy of these equations is unknown for general porous media. To verify a particular theory it is important to check that it predicts both isotropic elastic moduli, i.e. prediction of Young's modulus alone is necessary but not sufficient. The subtleties of Poisson's ratio behaviour actually provide a very effective method for showing differences between the theories and demonstrating their ranges of validity. We find that for moderate- to high-porosity materials, none of the analytical theories is accurate and, at present, numerical techniques must be relied upon.

Usefulness of clinical risk markers and ischemic threshold to stratify risk in patients undergoing major noncardiac surgery

The risk of cardiac events in patients undergoing major noncardiac surgery is dependent on their clinical characteristics and the results of stress testing. The purpose of this study was to develop a composite approach to defining levels of risk and to examine whether different approaches to prophylaxis influenced this prediction of outcome. One hundred forty-five consecutive patients (aged 68 +/- 9 years, 79 men) with >1 clinical risk variable were studied with standard dobutamine-atropine stress echo before major noncardiac surgery. Risk levels were stratified according to the presence of ischemia (new or worsening wall motion abnormality), ischemic threshold (heart rate at development of ischemia), and number of clinical risk variables. Patients were followed for perioperative events (during hospital admission) and death or infarction over the subsequent 16 10 months. Ten perioperative events occurred in 105 patients who proceeded to surgery (10%, 95% confidence interval [CI] 5% to 17%), 40 being cancelled because of cardiac or other risk. No ischemia was identified in 56 patients, 1 of whom (1.8%) had a perioperative infarction. Of the 49 patients with ischemia, 22 (45%) had 1 or 2 clinical risk factors; 2 (9%, 95% CI 1% to 29%) had events. Another 15 patients had a high ischemic threshold and 3 or 4 risk factors; 3 (20%, 95% Cl 4% to 48%) had events. Twelve patients had a low ischemic threshold and 3 or 4 risk factors; 4 (33%, 95% CI 10% to 65%) had events. Preoperative myocardial revascularization was performed in only 3 patients, none of whom had events. Perioperative and long-term events occurred despite the use of beta blockers; 7 of 41 eta blocker-treated patients had a perioperative event (17%, 95% CI 7% to 32%); these treated patients were at higher anticipated risk than untreated patients (20 +/- 24% vs 10 +/- 19%, p = 0.02). The total event rate over late follow-up was 13%, and was predicted by dobutamine-atropine stress echo results and heart rate response. (C) 2002 by Excerpta Medica, Inc.

The phasevarion: A genetic system controlling coordinated, random switching of expression of multiple genes

Several host-adapted bacterial pathogens contain methyltransferases associated with type III restriction-modification (R-M) systems that are subject to reversible, high-frequency on/off switching of expression (phase variation). To investigate the role of phase-variable expression of R-M systems, we made a mutant strain lacking the methyltransferase (mod) associated with a type III R-M system of Haemophilus influenzae and analyzed its phenotype. By microarray analysis, we identified a number of genes that were either up- or down-regulated in the mod mutant strain. This system reports the coordinated random switching of a set of genes in a bacterial pathogen and may represent a widely used mechanism.

Coherent-state quantum key distribution without random basis switching

The random switching of measurement bases is commonly assumed to be a necessary step of quantum key distribution protocols. In this paper we present a no-switching protocol and show that switching is not required for coherent-state continuous-variable quantum key distribution. Further, this protocol achieves higher information rates and a simpler experimental setup compared to previous protocols that rely on switching. We propose an optimal eavesdropping attack against this protocol, assuming individual Gaussian attacks. Finally, we investigate and compare the no-switching protocol applied to the original Bennett-Brassard 1984 scheme.

Testing the niche apportionment hypothesis with parasite communities: is random assortment always the rule?

Niche apportionment models have only been applied once to parasite communities. Only the random assortment model (RA), which indicates that species abundances are independent from each other and that interspecific competition is unimportant, provided a good fit to 3 out of 6 parasite communities investigated. The generality of this result needs to be validated, however. In this study we apply 5 niche apportionment models to the parasite communities of 14 fish species from the Great Barrier Reef. We determined which model fitted the data when using either numerical abundance or biomass as an estimate of parasite abundance, and whether the fit of niche apportionment models depends on how the parasite community is defined (e.g. ecto, endoparasites or all parasites considered together). The RA model provided a good fit for the whole community of parasites in 7 fish species when using biovolume (as a surrogate of biomass) as a measure of species abundance. The RA model also fitted observed data when ecto- and endoparasites were considered separately, using abundance or biovolume, but less frequently. Variation in fish sizes among species was not associated with the probability of a model fitting the data. Total numerical abundance and biovolume of parasites were not related across host species, suggesting that they capture different aspects of abundance. Biovolume is not only a better measurement to use with niche-orientated models, it should also be the preferred descriptor to analyse parasite community structure in other contexts. Most of the biological assumptions behind the RA model, i.e. randomness in apportioning niche space, lack of interspecific competition, independence of abundance among different species, and species with variable niches in changeable environments, are in accordance with some previous findings on parasite communities. Thus, parasite communities may generally be unsaturated with species, with empty niches, and interspecific interactions may generally be unimportant in determining parasite community structure.

Measurement of functional ability following traumatic brain injury using the Clinical Outcomes Variable Scale: A reliability study

This study determined the inter-tester and intra-tester reliability of physiotherapists measuring functional motor ability of traumatic brain injury clients using the Clinical Outcomes Variable Scale (COVS). To test inter-tester reliability, 14 physiotherapists scored the ability of 16 videotaped patients to execute the items that comprise the COVS. Intra-tester reliability was determined by four physiotherapists repeating their assessments after one week, and three months later. The intra-class correlation coefficients (ICC) were very high for both inter-tester reliability (ICC > 0.97 for total COVS scores, ICC > 0.93 for individual COVS items) and intra-tester reliability (ICC > 0.97). This study demonstrates that physiotherapists are reliable in the administration of the COVS.

A modified discrete random pore model allowing for different initial surface reactivity

We investigate here a modification of the discrete random pore model [Bhatia SK, Vartak BJ, Carbon 1996;34:1383], by including an additional rate constant which takes into account the different reactivity of the initial pore surface having attached functional groups and hydrogens, relative to the subsequently exposed surface. It is observed that the relative initial reactivity has a significant effect on the conversion and structural evolution, underscoring the importance of initial surface chemistry. The model is tested against experimental data on chemically controlled char oxidation and steam gasification at various temperatures. It is seen that the variations of the reaction rate and surface area with conversion are better represented by the present approach than earlier random pore models. The results clearly indicate the improvement of model predictions in the low conversion region, where the effect of the initially attached functional groups and hydrogens is more significant, particularly for char oxidation. It is also seen that, for the data examined, the initial surface chemistry is less important for steam gasification as compared to the oxidation reaction. Further development of the approach must also incorporate the dynamics of surface complexation, which is not considered here.

Expertise and the perception of kinematic and situational probability information

Two experiments were conducted on the nature of expert perception in the sport of squash. In the first experiment, ten expert and fifteen novice players attempted to predict the direction and force of squash strokes from either a film display (occluded at variable time periods before and after the opposing player had struck the ball) or a matched point-light display (containing only the basic kinematic features of the opponent's movement pattern). Experts outperformed the novices under both display conditions, and the same basic time windows that characterised expert and novice pick-up of information in the film task also persisted in the point-light task. This suggests that the experts' perceptual advantage is directly related to their superior pick-up of essential kinematic information. In the second experiment, the vision of six expert and six less skilled players was occluded by remotely triggered liquid-crystal spectacles at quasi-random intervals during simulated match play. Players were required to complete their current stroke even when the display was occluded and their prediction performance was assessed with respect to whether they moved to the correct half of the court to match the direction and depth of the opponent's stroke. Consistent with experiment 1, experts were found to be superior in their advance pick-up of both directional and depth information when the display was occluded during the opponent's hitting action. However, experts also remained better than chance, and clearly superior to less skilled players, in their prediction performance under conditions where occlusion occurred before any significant pre-contact preparatory movement by the opposing player was visible. This additional source of expert superiority is attributable to their superior attunement to the information contained in the situational probabilities and sequential dependences within their opponent's pattern of play.

Random numbers from astronomical imaging

This article describes a method to turn astronomical imaging into a random number generator by using the positions of incident cosmic rays and hot pixels to generate bit streams. We subject the resultant bit streams to a battery of standard benchmark statistical tests for randomness and show that these bit streams are statistically the same as a perfect random bit stream. Strategies for improving and building upon this method are outlined.