Active-control trials with binary data: a comparison of methods for testing superiority or non-inferiority using the odds ratio

This paper considers methods for testing for superiority or non-inferiority in active-control trials with binary data, when the relative treatment effect is expressed as an odds ratio. Three asymptotic tests for the log-odds ratio based on the unconditional binary likelihood are presented, namely the likelihood ratio, Wald and score tests. All three tests can be implemented straightforwardly in standard statistical software packages, as can the corresponding confidence intervals. Simulations indicate that the three alternatives are similar in terms of the Type I error, with values close to the nominal level. However, when the non-inferiority margin becomes large, the score test slightly exceeds the nominal level. In general, the highest power is obtained from the score test, although all three tests are similar and the observed differences in power are not of practical importance. Copyright (C) 2007 John Wiley & Sons, Ltd.

Declining survival rates in a reintroduced population of the Mauritius kestrel: evidence for non-linear density dependence and environmental stochasticity

1. We studied a reintroduced population of the formerly critically endangered Mauritius kestrel Falco punctatus Temmink from its inception in 1987 until 2002, by which time the population had attained carrying capacity for the study area. Post-1994 the population received minimal management other than the provision of nestboxes. 2. We analysed data collected on survival (1987-2002) using program MARK to explore the influence of density-dependent and independent processes on survival over the course of the population's development. 3.We found evidence for non-linear, threshold density dependence in juvenile survival rates. Juvenile survival was also strongly influenced by climate, with the temporal distribution of rainfall during the cyclone season being the most influential climatic variable. Adult survival remained constant throughout. 4. Our most parsimonious capture-mark-recapture statistical model, which was constrained by density and climate, explained 75.4% of the temporal variation exhibited in juvenile survival rates over the course of the population's development. 5. This study is an example of how data collected as part of a threatened species recovery programme can be used to explore the role and functional form of natural population regulatory processes. With the improvements in conservation management techniques and the resulting success stories, formerly threatened species offer unique opportunities to further our understanding of the fundamental principles of population ecology.

Statistical deconvolution of enthalpic energetic contributions to MHC-peptide binding affinity

Background: MHC Class I molecules present antigenic peptides to cytotoxic T cells, which forms an integral part of the adaptive immune response. Peptides are bound within a groove formed by the MHC heavy chain. Previous approaches to MHC Class I-peptide binding prediction have largely concentrated on the peptide anchor residues located at the P2 and C-terminus positions. Results: A large dataset comprising MHC-peptide structural complexes was created by remodelling pre-determined x-ray crystallographic structures. Static energetic analysis, following energy minimisation, was performed on the dataset in order to characterise interactions between bound peptides and the MHC Class I molecule, partitioning the interactions within the groove into van der Waals, electrostatic and total non-bonded energy contributions. Conclusion: The QSAR techniques of Genetic Function Approximation (GFA) and Genetic Partial Least Squares (G/PLS) algorithms were used to identify key interactions between the two molecules by comparing the calculated energy values with experimentally-determined BL50 data. Although the peptide termini binding interactions help ensure the stability of the MHC Class I-peptide complex, the central region of the peptide is also important in defining the specificity of the interaction. As thermodynamic studies indicate that peptide association and dissociation may be driven entropically, it may be necessary to incorporate entropic contributions into future calculations.

Modelling metal cutting using modern ductile fracture mechanics: Quantitative explanations for some longstanding problems

The assumption that negligible work is involved in the formation of new surfaces in the machining of ductile metals, is re-examined in the light of both current Finite Element Method (FEM) simulations of cutting and modern ductile fracture mechanics. The work associated with separation criteria in FEM models is shown to be in the kJ/m2 range rather than the few J/m2 of the surface energy (surface tension) employed by Shaw in his pioneering study of 1954 following which consideration of surface work has been omitted from analyses of metal cutting. The much greater values of surface specific work are not surprising in terms of ductile fracture mechanics where kJ/m2 values of fracture toughness are typical of the ductile metals involved in machining studies. This paper shows that when even the simple Ernst–Merchant analysis is generalised to include significant surface work, many of the experimental observations for which traditional ‘plasticity and friction only’ analyses seem to have no quantitative explanation, are now given meaning. In particular, the primary shear plane angle φ becomes material-dependent. The experimental increase of φ up to a saturated level, as the uncut chip thickness is increased, is predicted. The positive intercepts found in plots of cutting force vs. depth of cut, and in plots of force resolved along the primary shear plane vs. area of shear plane, are shown to be measures of the specific surface work. It is demonstrated that neglect of these intercepts in cutting analyses is the reason why anomalously high values of shear yield stress are derived at those very small uncut chip thicknesses at which the so-called size effect becomes evident. The material toughness/strength ratio, combined with the depth of cut to form a non-dimensional parameter, is shown to control ductile cutting mechanics. The toughness/strength ratio of a given material will change with rate, temperature, and thermomechanical treatment and the influence of such changes, together with changes in depth of cut, on the character of machining is discussed. Strength or hardness alone is insufficient to describe machining. The failure of the Ernst–Merchant theory seems less to do with problems of uniqueness and the validity of minimum work, and more to do with the problem not being properly posed. The new analysis compares favourably and consistently with the wide body of experimental results available in the literature. Why considerable progress in the understanding of metal cutting has been achieved without reference to significant surface work is also discussed.

Unsupervised segmentation using Gabor wavelets and statistical features in LIDAR data analysis

In this paper, we address issues in segmentation Of remotely sensed LIDAR (LIght Detection And Ranging) data. The LIDAR data, which were captured by airborne laser scanner, contain 2.5 dimensional (2.5D) terrain surface height information, e.g. houses, vegetation, flat field, river, basin, etc. Our aim in this paper is to segment ground (flat field)from non-ground (houses and high vegetation) in hilly urban areas. By projecting the 2.5D data onto a surface, we obtain a texture map as a grey-level image. Based on the image, Gabor wavelet filters are applied to generate Gabor wavelet features. These features are then grouped into various windows. Among these windows, a combination of their first and second order of statistics is used as a measure to determine the surface properties. The test results have shown that ground areas can successfully be segmented from LIDAR data. Most buildings and high vegetation can be detected. In addition, Gabor wavelet transform can partially remove hill or slope effects in the original data by tuning Gabor parameters.

Evaluating the potential for statistical decadal predictions of sea surface temperatures with a perfect model approach

We explore the potential for making statistical decadal predictions of sea surface temperatures (SSTs) in a perfect model analysis, with a focus on the Atlantic basin. Various statistical methods (Lagged correlations, Linear Inverse Modelling and Constructed Analogue) are found to have significant skill in predicting the internal variability of Atlantic SSTs for up to a decade ahead in control integrations of two different global climate models (GCMs), namely HadCM3 and HadGEM1. Statistical methods which consider non-local information tend to perform best, but which is the most successful statistical method depends on the region considered, GCM data used and prediction lead time. However, the Constructed Analogue method tends to have the highest skill at longer lead times. Importantly, the regions of greatest prediction skill can be very different to regions identified as potentially predictable from variance explained arguments. This finding suggests that significant local decadal variability is not necessarily a prerequisite for skillful decadal predictions, and that the statistical methods are capturing some of the dynamics of low-frequency SST evolution. In particular, using data from HadGEM1, significant skill at lead times of 6–10 years is found in the tropical North Atlantic, a region with relatively little decadal variability compared to interannual variability. This skill appears to come from reconstructing the SSTs in the far north Atlantic, suggesting that the more northern latitudes are optimal for SST observations to improve predictions. We additionally explore whether adding sub-surface temperature data improves these decadal statistical predictions, and find that, again, it depends on the region, prediction lead time and GCM data used. Overall, we argue that the estimated prediction skill motivates the further development of statistical decadal predictions of SSTs as a benchmark for current and future GCM-based decadal climate predictions.

The statistical properties of tropical ice clouds generated by the West-African and Australian monsoons from ground-based radar-lidar observations

In the present paper we characterize the statistical properties of non-precipitating tropical ice clouds (deep ice anvils resulting from deep convection and cirrus clouds) over Niamey, Niger, West Africa, and Darwin, northern Australia, using ground-based radar–lidar observations from the Atmospheric Radiation Measurement (ARM) programme. The ice cloud properties analysed in this paper are the frequency of ice cloud occurrence, cloud fraction, the morphological properties (cloud-top height, base height, and thickness), the microphysical and radiative properties (ice water content, visible extinction, effective radius, terminal fall speed, and concentration), and the internal cloud dynamics (in-cloud vertical air velocity). The main highlight of the paper is that it characterizes for the first time the probability density functions of the tropical ice cloud properties, their vertical variability and their diurnal variability at the same time. This is particularly important over West Africa, since the ARM deployment in Niamey provides the first vertically resolved observations of non-precipitating ice clouds in this crucial area in terms of redistribution of water and energy in the troposphere. The comparison between the two sites also provides an additional observational basis for the evaluation of the parametrization of clouds in large-scale models, which should be able to reproduce both the statistical properties at each site and the differences between the two sites. The frequency of ice cloud occurrence is found to be much larger over Darwin when compared to Niamey, and with a much larger diurnal variability, which is well correlated with the diurnal cycle of deep convective activity. The diurnal cycle of the ice cloud occurrence over Niamey is also much less correlated with that of deep convective activity than over Darwin, probably owing to the fact that Niamey is further away from the deep convective sources of the region. The frequency distributions of cloud fraction are strongly bimodal and broadly similar over the two sites, with a predominance of clouds characterized either by a very small cloud fraction (less than 0.3) or a very large cloud fraction (larger than 0.9). The ice clouds over Darwin are also much thicker (by 1 km or more statistically) and are characterized by a much larger diurnal variability than ice clouds over Niamey. Ice clouds over Niamey are also characterized by smaller particle sizes and fall speeds but in much larger concentrations, thereby carrying more ice water and producing more visible extinction than the ice clouds over Darwin. It is also found that there is a much larger occurrence of downward in-cloud air motions less than 1 m s−1 over Darwin, which together with the larger fall speeds retrieved over Darwin indicates that the life cycle of ice clouds is probably shorter over Darwin than over Niamey.

A statistical approach to the problem of restoring damaged and contaminated images

We address the problem of automatically identifying and restoring damaged and contaminated images. We suggest a novel approach based on a semi-parametric model. This has two components, a parametric component describing known physical characteristics and a more flexible non-parametric component. The latter avoids the need for a detailed model for the sensor, which is often costly to produce and lacking in robustness. We assess our approach using an analysis of electroencephalographic images contaminated by eye-blink artefacts and highly damaged photographs contaminated by non-uniform lighting. These experiments show that our approach provides an effective solution to problems of this type.

Turbulence dynamics near a turbulent/non-turbulent interface

The characteristics of the boundary layer separating a turbulence region from an irrotational (or non-turbulent) flow region are investigated using rapid distortion theory (RDT). The turbulence region is approximated as homogeneous and isotropic far away from the bounding turbulent/non-turbulent (T/NT) interface, which is assumed to remain approximately flat. Inviscid effects resulting from the continuity of the normal velocity and pressure at the interface, in addition to viscous effects resulting from the continuity of the tangential velocity and shear stress, are taken into account by considering a sudden insertion of the T/NT interface, in the absence of mean shear. Profiles of the velocity variances, turbulent kinetic energy (TKE), viscous dissipation rate (epsilon), turbulence length scales, and pressure statistics are derived, showing an excellent agreement with results from direct numerical simulations (DNS). Interestingly, the normalized inviscid flow statistics at the T/NT interface do not depend on the form of the assumed TKE spectrum. Outside the turbulent region, where the flow is irrotational (except inside a thin viscous boundary layer), epsilon decays as z^{-6}, where z is the distance from the T/NT interface. The mean pressure distribution is calculated using RDT, and exhibits a decrease towards the turbulence region due to the associated velocity fluctuations, consistent with the generation of a mean entrainment velocity. The vorticity variance and epsilon display large maxima at the T/NT interface due to the inviscid discontinuities of the tangential velocity variances existing there, and these maxima are quantitatively related to the thickness delta of the viscous boundary layer (VBL). For an equilibrium VBL, the RDT analysis suggests that delta ~ eta (where eta is the Kolmogorov microscale), which is consistent with the scaling law identified in a very recent DNS study for shear-free T/NT interfaces.

An exact local conservation theorem for finite-amplitude disturbances to non-parallel shear flows, with remarks on Hamiltonian structure and on Arnol'd's stability theorems

Disturbances of arbitrary amplitude are superposed on a basic flow which is assumed to be steady and either (a) two-dimensional, homogeneous, and incompressible (rotating or non-rotating) or (b) stably stratified and quasi-geostrophic. Flow over shallow topography is allowed in either case. The basic flow, as well as the disturbance, is assumed to be subject neither to external forcing nor to dissipative processes like viscosity. An exact, local ‘wave-activity conservation theorem’ is derived in which the density A and flux F are second-order ‘wave properties’ or ‘disturbance properties’, meaning that they are O(a2) in magnitude as disturbance amplitude a [rightward arrow] 0, and that they are evaluable correct to O(a2) from linear theory, to O(a3) from second-order theory, and so on to higher orders in a. For a disturbance in the form of a single, slowly varying, non-stationary Rossby wavetrain, $\overline{F}/\overline{A}$ reduces approximately to the Rossby-wave group velocity, where (${}^{-}$) is an appropriate averaging operator. F and A have the formal appearance of Eulerian quantities, but generally involve a multivalued function the correct branch of which requires a certain amount of Lagrangian information for its determination. It is shown that, in a certain sense, the construction of conservable, quasi-Eulerian wave properties like A is unique and that the multivaluedness is inescapable in general. The connection with the concepts of pseudoenergy (quasi-energy), pseudomomentum (quasi-momentum), and ‘Eliassen-Palm wave activity’ is noted. The relationship of this and similar conservation theorems to dynamical fundamentals and to Arnol'd's nonlinear stability theorems is discussed in the light of recent advances in Hamiltonian dynamics. These show where such conservation theorems come from and how to construct them in other cases. An elementary proof of the Hamiltonian structure of two-dimensional Eulerian vortex dynamics is put on record, with explicit attention to the boundary conditions. The connection between Arnol'd's second stability theorem and the suppression of shear and self-tuning resonant instabilities by boundary constraints is discussed, and a finite-amplitude counterpart to Rayleigh's inflection-point theorem noted

Spectral nonlocality, absolute equilibria and Kraichnan-Leith-Batchelor phenomenology in two-dimensional turbulent energy cascades

We study the degree to which Kraichnan–Leith–Batchelor (KLB) phenomenology describes two-dimensional energy cascades in α turbulence, governed by ∂θ/∂t+J(ψ,θ)=ν∇2θ+f, where θ=(−Δ)α/2ψ is generalized vorticity, and ψ^(k)=k−αθ^(k) in Fourier space. These models differ in spectral non-locality, and include surface quasigeostrophic flow (α=1), regular two-dimensional flow (α=2) and rotating shallow flow (α=3), which is the isotropic limit of a mantle convection model. We re-examine arguments for dual inverse energy and direct enstrophy cascades, including Fjørtoft analysis, which we extend to general α, and point out their limitations. Using an α-dependent eddy-damped quasinormal Markovian (EDQNM) closure, we seek self-similar inertial range solutions and study their characteristics. Our present focus is not on coherent structures, which the EDQNM filters out, but on any self-similar and approximately Gaussian turbulent component that may exist in the flow and be described by KLB phenomenology. For this, the EDQNM is an appropriate tool. Non-local triads contribute increasingly to the energy flux as α increases. More importantly, the energy cascade is downscale in the self-similar inertial range for 2.5<α<10. At α=2.5 and α=10, the KLB spectra correspond, respectively, to enstrophy and energy equipartition, and the triad energy transfers and flux vanish identically. Eddy turnover time and strain rate arguments suggest the inverse energy cascade should obey KLB phenomenology and be self-similar for α<4. However, downscale energy flux in the EDQNM self-similar inertial range for α>2.5 leads us to predict that any inverse cascade for α≥2.5 will not exhibit KLB phenomenology, and specifically the KLB energy spectrum. Numerical simulations confirm this: the inverse cascade energy spectrum for α≥2.5 is significantly steeper than the KLB prediction, while for α<2.5 we obtain the KLB spectrum.

Online bayesian inference in some time-frequency representations of non-stationary processes

The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

Sample size considerations in active-control non-inferiority trials with binary data based on the odds ratio

This paper presents an approximate closed form sample size formula for determining non-inferiority in active-control trials with binary data. We use the odds-ratio as the measure of the relative treatment effect, derive the sample size formula based on the score test and compare it with a second, well-known formula based on the Wald test. Both closed form formulae are compared with simulations based on the likelihood ratio test. Within the range of parameter values investigated, the score test closed form formula is reasonably accurate when non-inferiority margins are based on odds-ratios of about 0.5 or above and when the magnitude of the odds ratio under the alternative hypothesis lies between about 1 and 2.5. The accuracy generally decreases as the odds ratio under the alternative hypothesis moves upwards from 1. As the non-inferiority margin odds ratio decreases from 0.5, the score test closed form formula increasingly overestimates the sample size irrespective of the magnitude of the odds ratio under the alternative hypothesis. The Wald test closed form formula is also reasonably accurate in the cases where the score test closed form formula works well. Outside these scenarios, the Wald test closed form formula can either underestimate or overestimate the sample size, depending on the magnitude of the non-inferiority margin odds ratio and the odds ratio under the alternative hypothesis. Although neither approximation is accurate for all cases, both approaches lead to satisfactory sample size calculation for non-inferiority trials with binary data where the odds ratio is the parameter of interest.