Weighted rank regression for clustered data analysis

We consider ranked-based regression models for clustered data analysis. A weighted Wilcoxon rank method is proposed to take account of within-cluster correlations and varying cluster sizes. The asymptotic normality of the resulting estimators is established. A method to estimate covariance of the estimators is also given, which can bypass estimation of the density function. Simulation studies are carried out to compare different estimators for a number of scenarios on the correlation structure, presence/absence of outliers and different correlation values. The proposed methods appear to perform well, in particular, the one incorporating the correlation in the weighting achieves the highest efficiency and robustness against misspecification of correlation structure and outliers. A real example is provided for illustration.

Iterative estimating equations: Linear convergence and asymptotic properties

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size increases to infinity. Furthermore, we show that the limiting estimator is consistent and asymptotically efficient, as expected. The method applies to semiparametric regression models with unspecified covariances among the observations. In the special case of linear models, the procedure reduces to iterative reweighted least squares. Finite sample performance of the procedure is studied by simulations, and compared with other methods. A numerical example from a medical study is considered to illustrate the application of the method.

Agreement Patterns in English : Diachronic Corpus Studies on Common-Number Pronouns

This study reports a diachronic corpus investigation of common-number pronouns used to convey unknown or otherwise unspecified reference. The study charts agreement patterns in these pronouns in various diachronic and synchronic corpora. The objective is to provide base-line data on variant frequencies and distributions in the history of English, as there are no previous systematic corpus-based observations on this topic. This study seeks to answer the questions of how pronoun use is linked with the overall typological development in English and how their diachronic evolution is embedded in the linguistic and social structures in which they are used. The theoretical framework draws on corpus linguistics and historical sociolinguistics, grammaticalisation, diachronic typology, and multivariate analysis of modelling sociolinguistic variation. The method employs quantitative corpus analyses from two main electronic corpora, one from Modern English and the other from Present-day English. The Modern English material is the Corpus of Early English Correspondence, and the time frame covered is 1500-1800. The written component of the British National Corpus is used in the Present-day English investigations. In addition, the study draws supplementary data from other electronic corpora. The material is used to compare the frequencies and distributions of common-number pronouns between these two time periods. The study limits the common-number uses to two subsystems, one anaphoric to grammatically singular antecedents and one cataphoric, in which the pronoun is followed by a relative clause. Various statistical tools are used to process the data, ranging from cross-tabulations to multivariate VARBRUL analyses in which the effects of sociolinguistic and systemic parameters are assessed to model their impact on the dependent variable. This study shows how one pronoun type has extended its uses in both subsystems, an increase linked with grammaticalisation and the changes in other pronouns in English through the centuries. The variationist sociolinguistic analysis charts how grammaticalisation in the subsystems is embedded in the linguistic and social structures in which the pronouns are used. The study suggests a scale of two statistical generalisations of various sociolinguistic factors which contribute to grammaticalisation and its embedding at various stages of the process.

Asymptotic behavior of a hierarchical system of learning automata

Learning automata arranged in a two-level hierarchy are considered. The automata operate in a stationary random environment and update their action probabilities according to the linear-reward- -penalty algorithm at each level. Unlike some hierarchical systems previously proposed, no information transfer exists from one level to another, and yet the hierarchy possesses good convergence properties. Using weak-convergence concepts it is shown that for large time and small values of parameters in the algorithm, the evolution of the optimal path probability can be represented by a diffusion whose parameters can be computed explicitly.

Overfitting Bayesian mixture models with an unknown number of components

This paper proposes solutions to three issues pertaining to the estimation of finite mixture models with an unknown number of components: the non-identifiability induced by overfitting the number of components, the mixing limitations of standard Markov Chain Monte Carlo (MCMC) sampling techniques, and the related label switching problem. An overfitting approach is used to estimate the number of components in a finite mixture model via a Zmix algorithm. Zmix provides a bridge between multidimensional samplers and test based estimation methods, whereby priors are chosen to encourage extra groups to have weights approaching zero. MCMC sampling is made possible by the implementation of prior parallel tempering, an extension of parallel tempering. Zmix can accurately estimate the number of components, posterior parameter estimates and allocation probabilities given a sufficiently large sample size. The results will reflect uncertainty in the final model and will report the range of possible candidate models and their respective estimated probabilities from a single run. Label switching is resolved with a computationally light-weight method, Zswitch, developed for overfitted mixtures by exploiting the intuitiveness of allocation-based relabelling algorithms and the precision of label-invariant loss functions. Four simulation studies are included to illustrate Zmix and Zswitch, as well as three case studies from the literature. All methods are available as part of the R package Zmix, which can currently be applied to univariate Gaussian mixture models.

Asymptotic behaviour of point processes with Markov-dependent intervals

This splitting techniques for MARKOV chains developed by NUMMELIN (1978a) and ATHREYA and NEY (1978b) are used to derive an imbedded renewal process in WOLD's point process with MARKOV-correlated intervals. This leads to a simple proof of renewal theorems for such processes. In particular, a key renewal theorem is proved, from which analogues to both BLACKWELL's and BREIMAN's forms of the renewal theorem can be deduced.

A new data source for fisheries resource assessment: genetic estimates of the effective number of spawners. Final Report to the Fisheries Research and Development Corporation.

The development of innovative methods of stock assessment is a priority for State and Commonwealth fisheries agencies. It is driven by the need to facilitate sustainable exploitation of naturally occurring fisheries resources for the current and future economic, social and environmental well being of Australia. This project was initiated in this context and took advantage of considerable recent achievements in genomics that are shaping our comprehension of the DNA of humans and animals. The basic idea behind this project was that genetic estimates of effective population size, which can be made from empirical measurements of genetic drift, were equivalent to estimates of the successful number of spawners that is an important parameter in process of fisheries stock assessment. The broad objectives of this study were to 1. Critically evaluate a variety of mathematical methods of calculating effective spawner numbers (Ne) by a. conducting comprehensive computer simulations, and by b. analysis of empirical data collected from the Moreton Bay population of tiger prawns (P. esculentus). 2. Lay the groundwork for the application of the technology in the northern prawn fishery (NPF). 3. Produce software for the calculation of Ne, and to make it widely available. The project pulled together a range of mathematical models for estimating current effective population size from diverse sources. Some of them had been recently implemented with the latest statistical methods (eg. Bayesian framework Berthier, Beaumont et al. 2002), while others had lower profiles (eg. Pudovkin, Zaykin et al. 1996; Rousset and Raymond 1995). Computer code and later software with a user-friendly interface (NeEstimator) was produced to implement the methods. This was used as a basis for simulation experiments to evaluate the performance of the methods with an individual-based model of a prawn population. Following the guidelines suggested by computer simulations, the tiger prawn population in Moreton Bay (south-east Queensland) was sampled for genetic analysis with eight microsatellite loci in three successive spring spawning seasons in 2001, 2002 and 2003. As predicted by the simulations, the estimates had non-infinite upper confidence limits, which is a major achievement for the application of the method to a naturally-occurring, short generation, highly fecund invertebrate species. The genetic estimate of the number of successful spawners was around 1000 individuals in two consecutive years. This contrasts with about 500,000 prawns participating in spawning. It is not possible to distinguish successful from non-successful spawners so we suggest a high level of protection for the entire spawning population. We interpret the difference in numbers between successful and non-successful spawners as a large variation in the number of offspring per family that survive – a large number of families have no surviving offspring, while a few have a large number. We explored various ways in which Ne can be useful in fisheries management. It can be a surrogate for spawning population size, assuming the ratio between Ne and spawning population size has been previously calculated for that species. Alternatively, it can be a surrogate for recruitment, again assuming that the ratio between Ne and recruitment has been previously determined. The number of species that can be analysed in this way, however, is likely to be small because of species-specific life history requirements that need to be satisfied for accuracy. The most universal approach would be to integrate Ne with spawning stock-recruitment models, so that these models are more accurate when applied to fisheries populations. A pathway to achieve this was established in this project, which we predict will significantly improve fisheries sustainability in the future. Regardless of the success of integrating Ne into spawning stock-recruitment models, Ne could be used as a fisheries monitoring tool. Declines in spawning stock size or increases in natural or harvest mortality would be reflected by a decline in Ne. This would be good for data-poor fisheries and provides fishery independent information, however, we suggest a species-by-species approach. Some species may be too numerous or experiencing too much migration for the method to work. During the project two important theoretical studies of the simultaneous estimation of effective population size and migration were published (Vitalis and Couvet 2001b; Wang and Whitlock 2003). These methods, combined with collection of preliminary genetic data from the tiger prawn population in southern Gulf of Carpentaria population and a computer simulation study that evaluated the effect of differing reproductive strategies on genetic estimates, suggest that this technology could make an important contribution to the stock assessment process in the northern prawn fishery (NPF). Advances in the genomics world are rapid and already a cheaper, more reliable substitute for microsatellite loci in this technology is available. Digital data from single nucleotide polymorphisms (SNPs) are likely to super cede ‘analogue’ microsatellite data, making it cheaper and easier to apply the method to species with large population sizes.

Effect of changes in hook pattern and size on catch rate, hooking location, injury and bleeding for a number of tropical reef fish species

The Queensland Great Barrier Reef line fishery in Australia is regulated via a range of input and output controls including minimum size limits, daily catch limits and commercial catch quotas. As a result of these measures a substantial proportion of the catch is released or discarded. The fate of these released fish is uncertain, but hook-related mortality can potentially be decreased by using hooks that reduce the rates of injury, bleeding and deep hooking. There is also the potential to reduce the capture of non-target species though gear selectivity. A total of 1053 individual fish representing five target species and three non-target species were caught using six hook types including three hook patterns (non-offset circle, J and offset circle), each in two sizes (small 4/0 or 5/0 and large 8/0). Catch rates for each of the hook patterns and sizes varied between species with no consistent results for target or non-target species. When data for all of the fish species were aggregated there was a trend for larger hooks, J hooks and offset circle hooks to cause a greater number of injuries. Using larger hooks was more likely to result in bleeding, although this trend was not statistically significant. Larger hooks were also more likely to foul-hook fish or hook fish in the eye. There was a reduction in the rates of injuries and bleeding for both target and non-target species when using the smaller hook sizes. For a number of species included in our study the incidence of deep hooking decreased when using non-offset circle hooks, however, these results were not consistent for all species. Our results highlight the variability in hook performance across a range of tropical demersal finfish species. The most obvious conservation benefits for both target and non-target species arise from using smaller sized hooks and non-offset circle hooks. Fishers should be encouraged to use these hook configurations to reduce the potential for post-release mortality of released fish.

Characterisation of wood properties and transverse anatomy for vacuum drying modelling of commercially important Australian hardwood species.

Characterisation and investigation of a number of key wood properties, critical for further modelling work, has been achieved. The key results were: • Morphological characterisation, in terms of fibre cell wall thickness and porosity, was completed. A clear difference in fibre porosity, size, wall thickness and orientation was evident between species. Results were consistent with published data for other species. • Viscoelastic properties of wood were shown to differ greatly between species and in the radial and tangential directions, largely due to anatomical and chemical variations. Consistent with published data, the radial direction shows higher stiffness, internal friction and glass transition temperature than the tangential directions. The loss of stiffness over the measured temperature range was greater in the tangential direction than the radial direction. Due to time dependant molecular relaxation, the storage modulus and glass transition temperature decreased with decreasing test frequency, approaching an asymptotic limit. Thus the viscoelastic properties measured at lower frequencies are more representative of static material. • Dynamic interactions between relative humidity, moisture content and shrinkage of four Australian hardwood timbers can be accurately monitored on micro-samples using a specialised experimental device developed by AgroParisTech – ENGREF. The device generated shrinkage data that varied between species but were consistent (repeatable) within a species. Collapse shrinkage was clearly evident with this method for Eucalyptus obliqua, but not with other species, consistent with industrial seasoning experience. To characterise the wood-water relations of this species, free of collapse, thinner sample sections (in the R-T plane) should be used.

Motion of a viscous fluid with suspended particles in a curved tube

In this paper we have discussed the motion of a viscous fluid with suspended particles through a curved tube of small curvature ratio. The system is treated as two separate interacting continua. Solutions for axial and secondary velocities are obtained in the form of asymptotic expansions in powers of Dean Number. The streamline pattern for the particulate phase reveals many interesting features. The influence of the particulate continium on the fluid is described by the parameter τ which depends on the density ratio of the two continua. The concentration distribution of the particles in a given cross section is determined. It is noticed that the particles move closer to the wall for certain values of the concentration and the density ratio.

Analysis of the distribution of the number of bidders in construction contract auctions

The number of bidders, N, involved in a construction procurement auction is known to have an important effect on the value of the lowest bid and the mark up applied by bidders. In practice, for example, it is important for a bidder to have a good estimate of N when bidding for a current contract. One approach, instigated by Friedman in 1956, is to make such an estimate by statistical analysis and modelling. Since then, however, finding a suitable model for N has been an enduring problem for researchers and, despite intensive research activity in the subsequent thirty years little progress has been made - due principally to the absence of new ideas and perspectives. This paper resumes the debate by checking old assumptions, providing new evidence relating to concomitant variables and proposing a new model. In doing this and in order to assure universality, a novel approach is developed and tested by using a unique set of twelve construction tender databases from four continents. This shows the new model provides a significant advancement on previous versions. Several new research questions are also posed and other approaches identified for future study.