Improved likelihood inference for the shape parameter in Weibull regression

We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid [Cox, D.R. and Reid, N., 1987, Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 49, 1-39.], and (ii) an approximation to the one proposed by Barndorff-Nielsen [Barndorff-Nielsen, O.E., 1983, On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343-365.], the approximation having been obtained using the results by Fraser and Reid [Fraser, D.A.S. and Reid, N., 1995, Ancillaries and third-order significance. Utilitas Mathematica, 47, 33-53.] and by Fraser et al. [Fraser, D.A.S., Reid, N. and Wu, J., 1999, A simple formula for tail probabilities for frequentist and Bayesian inference. Biometrika, 86, 655-661.]. We focus on point estimation and likelihood ratio tests on the shape parameter in the class of Weibull regression models. We derive some distributional properties of the different maximum likelihood estimators and likelihood ratio tests. The numerical evidence presented in the paper favors the approximation to Barndorff-Nielsen`s adjustment.

Prediction in Multilevel Logistic Regression

The purpose of this article is to present a new method to predict the response variable of an observation in a new cluster for a multilevel logistic regression. The central idea is based on the empirical best estimator for the random effect. Two estimation methods for multilevel model are compared: penalized quasi-likelihood and Gauss-Hermite quadrature. The performance measures for the prediction of the probability for a new cluster observation of the multilevel logistic model in comparison with the usual logistic model are examined through simulations and an application.

A matrix formula for the skewness of maximum likelihood estimators

We give a general matrix formula for computing the second-order skewness of maximum likelihood estimators. The formula was firstly presented in a tensorial version by Bowman and Shenton (1998). Our matrix formulation has numerical advantages, since it requires only simple operations on matrices and vectors. We apply the second-order skewness formula to a normal model with a generalized parametrization and to an ARMA model. (c) 2010 Elsevier B.V. All rights reserved.

Improved maximum-likelihood estimation in a regression model with general parametrization

We analyse the finite-sample behaviour of two second-order bias-corrected alternatives to the maximum-likelihood estimator of the parameters in a multivariate normal regression model with general parametrization proposed by Patriota and Lemonte [A. G. Patriota and A. J. Lemonte, Bias correction in a multivariate regression model with genereal parameterization, Stat. Prob. Lett. 79 (2009), pp. 1655-1662]. The two finite-sample corrections we consider are the conventional second-order bias-corrected estimator and the bootstrap bias correction. We present the numerical results comparing the performance of these estimators. Our results reveal that analytical bias correction outperforms numerical bias corrections obtained from bootstrapping schemes.

Finding Quasi-Optimal Network Topologies for Information Transmission in Active Networks

This work clarifies the relation between network circuit (topology) and behaviour (information transmission and synchronization) in active networks, e.g. neural networks. As an application, we show how one can find network topologies that are able to transmit a large amount of information, possess a large number of communication channels, and are robust under large variations of the network coupling configuration. This theoretical approach is general and does not depend on the particular dynamic of the elements forming the network, since the network topology can be determined by finding a Laplacian matrix (the matrix that describes the connections and the coupling strengths among the elements) whose eigenvalues satisfy some special conditions. To illustrate our ideas and theoretical approaches, we use neural networks of electrically connected chaotic Hindmarsh-Rose neurons.

Character of magnetic excitations in a quasi-one-dimensional antiferromagnet near the quantum critical points: Impact on magnetoacoustic properties

We report results of magnetoacoustic studies in the quantum spin-chain magnet NiCl(2)-4SC(NH(2))(2) (DTN) having a field-induced ordered antiferromagnetic (AF) phase. In the vicinity of the quantum critical points (QCPs) the acoustic c(33) mode manifests a pronounced softening accompanied by energy dissipation of the sound wave. The acoustic anomalies are traced up to T > T(N), where the thermodynamic properties are determined by fermionic magnetic excitations, the ""hallmark"" of one-dimensional (1D) spin chains. On the other hand, as established in earlier studies, the AF phase in DTN is governed by bosonic magnetic excitations. Our results suggest the presence of a crossover from a 1D fermionic to a three-dimensional bosonic character of the magnetic excitations in DTN in the vicinity of the QCPs.

Quasi-elastic barrier distribution of the (17)O+(64)Zn system and the derivation of the (17)O nuclear matter diffuseness

The quasi-elastic excitation function for the (17)O+(64)Zn system was measured at energies near and below the Coulomb barrier, at the backward angle theta(lab) = 161 degrees. The corresponding quasi-elastic barrier distribution was derived. The excitation function for the neutron stripping reactions was also measured, at the same angle and energies, and the experimental values of the spectroscopic factors were deduced by fitting the data. A reasonably good agreement was obtained between the experimental quasi-elastic barrier distribution with the coupled-channel calculations including a very large number of channels. Of the channels investigated, three dominated the coupling matrix: two inelastic channels, (64)Zn(2(1)(+)) and (17)O(1/(+)(2)), and one-neutron transfer channel, particularly the first one. On the other hand, a very good agreement is obtained when we use a nuclear diffuseness for the (17)O nucleus larger than the one for (16)O. We verify that quasi-elastic barrier distribution is a sensitive tool for determining nuclear matter diffuseness.

Breakup coupling effects on near-barrier quasi-elastic scattering of (6,7)Li on (144)Sm

Excitation functions of quasi-elastic scattering at backward angles have been measured for the (6,7)Li + (144)Sm systems at near-barrier energies, and fusion barrier distributions have been extracted from the first derivatives of the experimental cross sections with respect to the bombarding energies. The data have been analyzed in the framework of continuum discretized coupled-channel calculations, and the results have been obtained in terms of the influence exerted by the inclusion of different reaction channels, with emphasis on the role played by the projectile breakup.

Orbital multicriticality in spin-gapped quasi-one-dimensional antiferromagnets

Motivated by the quasi-one-dimensional antiferromagnet CaV(2)O(4), we explore spin-orbital systems in which the spin modes are gapped but orbitals are near a macroscopically degenerate classical transition. Within a simplified model we show that gapless orbital liquid phases possessing power-law correlations may occur without the strict condition of a continuous orbital symmetry. For the model proposed for CaV(2)O(4), we find that an orbital phase with coexisting order parameters emerges from a multicritical point. The effective orbital model consists of zigzag-coupled transverse field Ising chains. The corresponding global phase diagram is constructed using field theory methods and analyzed near the multicritical point with the aid of an exact solution of a zigzag XXZ model.

Continuous structural transitions in quasi-one-dimensional classical Wigner crystals

We study the structural phase transitions in confined systems of strongly interacting particles. We consider infinite quasi-one-dimensional systems with different pairwise repulsive interactions in the presence of an external confinement following a power law. Within the framework of Landau's theory, we find the necessary conditions to observe continuous transitions and demonstrate that the only allowed continuous transition is between the single-and the double-chain configurations and that it only takes place when the confinement is parabolic. We determine analytically the behavior of the system at the transition point and calculate the critical exponents. Furthermore, we perform Monte Carlo simulations and find a perfect agreement between theory and numerics.

A note on the likelihood and moments of the skew-normal distribution

In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood equation are established, which seem to hold in more general setting.

Experimental results on the nonlinear H(infinity) control via quasi-LPV representation and game theory for wheeled mobile robots

In this paper, nonlinear dynamic equations of a wheeled mobile robot are described in the state-space form where the parameters are part of the state (angular velocities of the wheels). This representation, known as quasi-linear parameter varying, is useful for control designs based on nonlinear H(infinity) approaches. Two nonlinear H(infinity) controllers that guarantee induced L(2)-norm, between input (disturbances) and output signals, bounded by an attenuation level gamma, are used to control a wheeled mobile robot. These controllers are solved via linear matrix inequalities and algebraic Riccati equation. Experimental results are presented, with a comparative study among these robust control strategies and the standard computed torque, plus proportional-derivative, controller.

Non-linear boundary element formulation with tangent operator to analyse crack propagation in quasi-brittle materials

This work deals with analysis of cracked structures using BEM. Two formulations to analyse the crack growth process in quasi-brittle materials are discussed. They are based on the dual formulation of BEM where two different integral equations are employed along the opposite sides of the crack surface. The first presented formulation uses the concept of constant operator, in which the corrections of the nonlinear process are made only by applying appropriate tractions along the crack surfaces. The second presented BEM formulation to analyse crack growth problems is an implicit technique based on the use of a consistent tangent operator. This formulation is accurate, stable and always requires much less iterations to reach the equilibrium within a given load increment in comparison with the classical approach. Comparison examples of classical problem of crack growth are shown to illustrate the performance of the two formulations. (C) 2009 Elsevier Ltd. All rights reserved.

A comparison of dynamic and quasi-static results for the flow towards a well

The present analysis takes into account the acceleration term in the differential equation of motion to obtain exact dynamic solutions concerning the groundwater flow towards a well in a confined aquifer. The results show that the error contained in the traditional quasi-static solution is very small in typical situations.

Adaptive Carrier Tracking for Mars to Earth Communications During Entry, Descent, and Landing

We propose a robust and low complexity scheme to estimate and track carrier frequency from signals traveling under low signal-to-noise ratio (SNR) conditions in highly nonstationary channels. These scenarios arise in planetary exploration missions subject to high dynamics, such as the Mars exploration rover missions. The method comprises a bank of adaptive linear predictors (ALP) supervised by a convex combiner that dynamically aggregates the individual predictors. The adaptive combination is able to outperform the best individual estimator in the set, which leads to a universal scheme for frequency estimation and tracking. A simple technique for bias compensation considerably improves the ALP performance. It is also shown that retrieval of frequency content by a fast Fourier transform (FFT)-search method, instead of only inspecting the angle of a particular root of the error predictor filter, enhances performance, particularly at very low SNR levels. Simple techniques that enforce frequency continuity improve further the overall performance. In summary we illustrate by extensive simulations that adaptive linear prediction methods render a robust and competitive frequency tracking technique.