A capture–recapture approach for screening using two diagnostic tests with availability of disease status for the test positives only

The article considers screening human populations with two screening tests. If any of the two tests is positive, then full evaluation of the disease status is undertaken; however, if both diagnostic tests are negative, then disease status remains unknown. This procedure leads to a data constellation in which, for each disease status, the 2 × 2 table associated with the two diagnostic tests used in screening has exactly one empty, unknown cell. To estimate the unobserved cell counts, previous approaches assume independence of the two diagnostic tests and use specific models, including the special mixture model of Walter or unconstrained capture–recapture estimates. Often, as is also demonstrated in this article by means of a simple test, the independence of the two screening tests is not supported by the data. Two new estimators are suggested that allow associations of the screening test, although the form of association must be assumed to be homogeneous over disease status. These estimators are modifications of the simple capture–recapture estimator and easy to construct. The estimators are investigated for several screening studies with fully evaluated disease status in which the superior behavior of the new estimators compared to the previous conventional ones can be shown. Finally, the performance of the new estimators is compared with maximum likelihood estimators, which are more difficult to obtain in these models. The results indicate the loss of efficiency as minor.

A capture-recapture approach for screening using two diagnostic tests with availability of disease status for the test positives only

The article considers screening human populations with two screening tests. If any of the two tests is positive, then full evaluation of the disease status is undertaken; however, if both diagnostic tests are negative, then disease status remains unknown. This procedure leads to a data constellation in which, for each disease status, the 2 x 2 table associated with the two diagnostic tests used in screening has exactly one empty, unknown cell. To estimate the unobserved cell counts, previous approaches assume independence of the two diagnostic tests and use specific models, including the special mixture model of Walter or unconstrained capture-recapture estimates. Often, as is also demonstrated in this article by means of a simple test, the independence of the two screening tests is not supported by the data. Two new estimators are suggested that allow associations of the screening test, although the form of association must be assumed to be homogeneous over disease status. These estimators are modifications of the simple capture-recapture estimator and easy to construct. The estimators are investigated for several screening studies with fully evaluated disease status in which the superior behavior of the new estimators compared to the previous conventional ones can be shown. Finally, the performance of the new estimators is compared with maximum likelihood estimators, which are more difficult to obtain in these models. The results indicate the loss of efficiency as minor.

Lagrangian validation of numerical drifter trajectories using drifting buoys: Application to the Agulhas system

The skill of numerical Lagrangian drifter trajectories in three numerical models is assessed by comparing these numerically obtained paths to the trajectories of drifting buoys in the real ocean. The skill assessment is performed using the two-sample Kolmogorov–Smirnov statistical test. To demonstrate the assessment procedure, it is applied to three different models of the Agulhas region. The test can either be performed using crossing positions of one-dimensional sections in order to test model performance in specific locations, or using the total two-dimensional data set of trajectories. The test yields four quantities: a binary decision of model skill, a confidence level which can be used as a measure of goodness-of-fit of the model, a test statistic which can be used to determine the sensitivity of the confidence level, and cumulative distribution functions that aid in the qualitative analysis. The ordering of models by their confidence levels is the same as the ordering based on the qualitative analysis, which suggests that the method is suited for model validation. Only one of the three models, a 1/10° two-way nested regional ocean model, might have skill in the Agulhas region. The other two models, a 1/2° global model and a 1/8° assimilative model, might have skill only on some sections in the region

T testing the immune system

Amid the flurry of grant writing and experimentation, statistical analysis sometimes gets less attention than it requires. Here, we describe fully the considerations that should go into the employment of the statistical two-sample t test.

Prediction of processed cheese instrumental texture and meltability by mid-infrared spectroscopy coupled with chemometric tools

The objective of this study was to determine the potential of mid-infrared spectroscopy coupled with multidimensional statistical analysis for the prediction of processed cheese instrumental texture and meltability attributes. Processed cheeses (n = 32) of varying composition were manufactured in a pilot plant. Following two and four weeks storage at 4 degrees C samples were analysed using texture profile analysis, two meltability tests (computer vision, Olson and Price) and mid-infrared spectroscopy (4000-640 cm(-1)). Partial least squares regression was used to develop predictive models for all measured attributes. Five attributes were successfully modelled with varying degrees of accuracy. The computer vision meltability model allowed for discrimination between high and low melt values (R-2 = 0.64). The hardness and springiness models gave approximate quantitative results (R-2 = 0.77) and the cohesiveness (R-2 = 0.81) and Olson and Price meltability (R-2 = 0.88) models gave good prediction results. (c) 2006 Elsevier Ltd. All rights reserved..

A word of caution on calculating market-based minimum capital risk requirements

This paper demonstrates that the use of GARCH-type models for the calculation of minimum capital risk requirements (MCRRs) may lead to the production of inaccurate and therefore inefficient capital requirements. We show that this inaccuracy stems from the fact that GARCH models typically overstate the degree of persistence in return volatility. A simple modification to the model is found to improve the accuracy of MCRR estimates in both back- and out-of-sample tests. Given that internal risk management models are currently in widespread usage in some parts of the world (most notably the USA), and will soon be permitted for EC banks and investment firms, we believe that our paper should serve as a valuable caution to risk management practitioners who are using, or intend to use this popular class of models.

Cross-correlations and cross-bicorrelations in Sterling exchange rates

This paper proposes two new tests for linear and nonlinear lead/lag relationships between time series based on the concepts of cross-correlations and cross-bicorrelations, respectively. The tests are then applied to a set of Sterling-denominated exchange rates. Our analysis indicates that there existed periods during the post-Bretton Woods era where the temporal relationship between different exchange rates was strong, although these periods have become less frequent over the past 20 years. In particular, our results demonstrate the episodic nature of the nonlinearity, and have implications for the speed of flow of information between financial series. The method generalises recently proposed tests for nonlinearity to the multivariate context.

Noticing, exploring and practicing: functional grammar in the ESL classroom

This book introduces six general procedures for teaching grammar to learners of English as a second language. The procedures are designed to encourage learners to notice, explore and practice grammar in context. Each description and discussion of a procedure is followed by two sample lesson plans together with sample texts and worksheets. Teachers can either use these 'as is' or adapt them for their own students. The lessons are suitable for a wide range of students from beginning learners to advanced learners. A final chapter provides examples of lessons in which several procedures are combined. In addition, before each sample lesson plan, the grammar focus of the lesson is briefly explained for the teacher. These procedures all illustrate how grammar can be taught through texts, and they are based on an understanding of the latest research on pedagogical grammar and the role of language awareness and discovery in second language learning and provide teachers with principles they can apply in developing their own teaching materials and activities. The grammar explanations preceding each teaching plan provide a fresh look at English grammar drawing on work in systemic functional linguistics.

Comparison of terrain following and cut cell grids using a non-hydrostatic model

Terrain following coordinates are widely used in operational models but the cut cell method has been proposed as an alternative that can more accurately represent atmospheric dynamics over steep orography. Because the type of grid is usually chosen during model implementation, it becomes necessary to use different models to compare the accuracy of different grids. In contrast, here a C-grid finite volume model enables a like-for-like comparison of terrain following and cut cell grids. A series of standard two-dimensional tests using idealised terrain are performed: tracer advection in a prescribed horizontal velocity field, a test starting from resting initial conditions, and orographically induced gravity waves described by nonhydrostatic dynamics. In addition, three new tests are formulated: a more challenging resting atmosphere case, and two new advection tests having a velocity field that is everywhere tangential to the terrain following coordinate surfaces. These new tests present a challenge on cut cell grids. The results of the advection tests demonstrate that accuracy depends primarily upon alignment of the flow with the grid rather than grid orthogonality. A resting atmosphere is well-maintained on all grids. In the gravity waves test, results on all grids are in good agreement with existing results from the literature, although terrain following velocity fields lead to errors on cut cell grids. Due to semi-implicit timestepping and an upwind-biased, explicit advection scheme, there are no timestep restrictions associated with small cut cells. We do not find the significant advantages of cut cells or smoothed coordinates that other authors find.

Some implications of a sample of practical Turing tests

A series of imitation games involving 3-participant (simultaneous comparison of two hidden entities) and 2-participant (direct interrogation of a hidden entity) were conducted at Bletchley Park on the 100th anniversary of Alan Turing’s birth: 23 June 2012. From the ongoing analysis of over 150 games involving (expert and non-expert, males and females, adults and child) judges, machines and hidden humans (foils for the machines), we present six particular conversations that took place between human judges and a hidden entity that produced unexpected results. From this sample we focus on features of Turing’s machine intelligence test that the mathematician/code breaker did not consider in his examination for machine thinking: the subjective nature of attributing intelligence to another mind.

Portmanteau model diagnostics and tests for nonlinearity: a comparative Monte Carlo study of two alternative methods

This paper employs an extensive Monte Carlo study to test the size and power of the BDS and close return methods of testing for departures from independent and identical distribution. It is found that the finite sample properties of the BDS test are far superior and that the close return method cannot be recommended as a model diagnostic. Neither test can be reliably used for very small samples, while the close return test has low power even at large sample sizes

Tropospheric planetary wave dynamics and mixture modeling: Two preferred regimes and a regime shift

Investigation of preferred structures of planetary wave dynamics is addressed using multivariate Gaussian mixture models. The number of components in the mixture is obtained using order statistics of the mixing proportions, hence avoiding previous difficulties related to sample sizes and independence issues. The method is first applied to a few low-order stochastic dynamical systems and data from a general circulation model. The method is next applied to winter daily 500-hPa heights from 1949 to 2003 over the Northern Hemisphere. A spatial clustering algorithm is first applied to the leading two principal components (PCs) and shows significant clustering. The clustering is particularly robust for the first half of the record and less for the second half. The mixture model is then used to identify the clusters. Two highly significant extratropical planetary-scale preferred structures are obtained within the first two to four EOF state space. The first pattern shows a Pacific-North American (PNA) pattern and a negative North Atlantic Oscillation (NAO), and the second pattern is nearly opposite to the first one. It is also observed that some subspaces show multivariate Gaussianity, compatible with linearity, whereas others show multivariate non-Gaussianity. The same analysis is also applied to two subperiods, before and after 1978, and shows a similar regime behavior, with a slight stronger support for the first subperiod. In addition a significant regime shift is also observed between the two periods as well as a change in the shape of the distribution. The patterns associated with the regime shifts reflect essentially a PNA pattern and an NAO pattern consistent with the observed global warming effect on climate and the observed shift in sea surface temperature around the mid-1970s.

Biosensor-based diagnostics of contaminated groundwater: assessment and remediation strategy

Shallow groundwater beneath a former airfield site in southern England has been heavily contaminated with a wide range of chlorinated solvents. The feasibility of using bacterial biosensors to complement chemical analysis and enable cost-effective, and focussed sampling has been assessed as part of a site evaluation programme. Five different biosensors, three metabolic (Vibrio fischeri, Pseudomonas fluorescens 10568 and Escherichia coli HB101) and two catabolic (Pseudomonas putida TVA8 and E. coli DH5alpha), were employed to identify areas where the availability and toxicity of pollutants is of most immediate environmental concern. The biosensors used showed different sensitivities to each other and to the groundwater samples tested. There was generally a good agreement with chemical analyses. The potential efficacy of remediation strategies was explored by coupling sample manipulation to biosensor tests. Manipulation involved sparging and charcoal treatment procedures to simulate remediative engineering solutions. Sparging was sufficient at most locations. (C) 2004 Elsevier Ltd. All rights reserved.

The development and contribution of surface charge by crop residues in two Malawian acid soils

The effects of maize and soya bean residues on the pH and charge of a loamy sand (Kawalazi) and a sandy clay loam (Naming'omba) from Malawi were measured to determine both the indirect effect of the residues on soil charge through the changes in pH, and the direct contribution of charge carried on the residue surfaces. The soils had pH values (10 mM CaCl2) of 4.3 and 5.0 and organic matter contents were 1.4% and 2.7%, respectively. The clay fractions were dominated by kaolinite and goethite, and mica was present in both samples. The soils were incubated for 28 days with maize (Zea mays) and soya bean (Glycine max) residues. The maximum addition of residue (12.0%) in the Kawalazi and Naming'omba soils increased the pH from 4.3 and 5.0 to 4.8 and 5.3 (maize) and to 9.0 and 8.8 (soya bean), respectively. Negative charge increased from 2.1 and 4.7 cmol(c) kg(-1) to 3.8 and 7.5 (maize) and to 5.3 and 9.3 cmol(c) kg(-1) (soya bean). Positive charge increased from 0.72 and 0.62 to 0.87 and 0.85 cmol(c) kg(-1) (maize) and to 0.75 and 0.68 (soya bean). The charge contribution by the residues was calculated by difference between the charge on a sample incubated with residue and the charge on a soil without residue limed to the same pH value. Up to 100 cmolc negative charge and 10 cmol(c) of positive charge per kg of residue were directly contributed to the soil-residue mixture, the amounts depending on the type of residue, the extent to which the residue was decomposed in the soil and the pH of the mixture. The Anderson and Sposito method [Soil Sci. Soc. Am. J. 55 (1991) 1569] was used to partition the permanent negative charge (holding Cs+) from variable negative charge (holding Li+). In the pH range 3.7-6.5 the maize residue contributed between 3 and 26 cmol(c) of variable charge per kg of residue in the Kawalazi soil and between 6 and 25 cmol(c) per kg of residue in the Naming'omba soil. For soya bean the values were between I and 28 and between 4 and 68 cmolc per kg of residue, respectively. At a given pH value, the charge tended to increase with time of incubation and for a given addition of residue, pH decreased during incubation. Addition of residues contributed no permanent negative charge and the charge on the soil measured by Cs adsorption was independent of pH change caused by the residue showing that the method is valid for soil-residue mixtures. With time there was a decrease in the amount of permanent charge probably due to masking as humic material become adsorbed on mineral surfaces. (C) 2003 Elsevier Science B.V. All rights reserved.

A comparison of two methods for developing the linearization of a shallow-water model

We develop the linearization of a semi-implicit semi-Lagrangian model of the one-dimensional shallow-water equations using two different methods. The usual tangent linear model, formed by linearizing the discrete nonlinear model, is compared with a model formed by first linearizing the continuous nonlinear equations and then discretizing. Both models are shown to perform equally well for finite perturbations. However, the asymptotic behaviour of the two models differs as the perturbation size is reduced. This leads to difficulties in showing that the models are correctly coded using the standard tests. To overcome this difficulty we propose a new method for testing linear models, which we demonstrate both theoretically and numerically. © Crown copyright, 2003. Royal Meteorological Society