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.

Unbiased estimating equations from working correlation models for irregularly timed repeated measures

The method of generalized estimating equation-, (GEEs) has been criticized recently for a failure to protect against misspecification of working correlation models, which in some cases leads to loss of efficiency or infeasibility of solutions. However, the feasibility and efficiency of GEE methods can be enhanced considerably by using flexible families of working correlation models. We propose two ways of constructing unbiased estimating equations from general correlation models for irregularly timed repeated measures to supplement and enhance GEE. The supplementary estimating equations are obtained by differentiation of the Cholesky decomposition of the working correlation, or as score equations for decoupled Gaussian pseudolikelihood. The estimating equations are solved with computational effort equivalent to that required for a first-order GEE. Full details and analytic expressions are developed for a generalized Markovian model that was evaluated through simulation. Large-sample ".sandwich" standard errors for working correlation parameter estimates are derived and shown to have good performance. The proposed estimating functions are further illustrated in an analysis of repeated measures of pulmonary function in children.

Non-destructive prediction of 'Hass' avocado dry matter via FT-NIR spectroscopy.

BACKGROUND: The inability to consistently guarantee internal quality of horticulture produce is of major importance to the primary producer, marketers and ultimately the consumer. Currently, commercial avocado maturity estimation is based on the destructive assessment of percentage dry matter (%DM), and sometimes percentage oil, both of which are highly correlated with maturity. In this study the utility of Fourier transform (FT) near-infrared spectroscopy (NIRS) was investigated for the first time as a non-invasive technique for estimating %DM of whole intact 'Hass' avocado fruit. Partial least squares regression models were developed from the diffuse reflectance spectra to predict %DM, taking into account effects of intra-seasonal variation and orchard conditions. RESULTS: It was found that combining three harvests (early, mid and late) from a single farm in the major production district of central Queensland yielded a predictive model for %DM with a coefficient of determination for the validation set of 0.76 and a root mean square error of prediction of 1.53% for DM in the range 19.4-34.2%. CONCLUSION: The results of the study indicate the potential of FT-NIRS in diffuse reflectance mode to non-invasively predict %DM of whole 'Hass' avocado fruit. When the FT-NIRS system was assessed on whole avocados, the results compared favourably against data from other NIRS systems identified in the literature that have been used in research applications on avocados.

Star Camera Calibration Combined with Independent Spacecraft Attitude Determination

A methodology for determining spacecraft attitude and autonomously calibrating star camera, both independent of each other, is presented in this paper. Unlike most of the attitude determination algorithms where attitude of the satellite depend on the camera calibrating parameters (like principal point offset, focal length etc.), the proposed method has the advantage of computing spacecraft attitude independently of camera calibrating parameters except lens distortion. In the proposed method both attitude estimation and star camera calibration is done together independent of each other by directly utilizing the star coordinate in image plane and corresponding star vector in inertial coordinate frame. Satellite attitude, camera principal point offset, focal length (in pixel), lens distortion coefficient are found by a simple two step method. In the first step, all parameters (except lens distortion) are estimated using a closed-form solution based on a distortion free camera model. In the second step lens distortion coefficient is estimated by linear least squares method using the solution of the first step to be used in the camera model that incorporates distortion. These steps are applied in an iterative manner to refine the estimated parameters. The whole procedure is faster enough for onboard implementation.

Vapor phase oxidation of ethanol over thorium molybdate catalyst

Ethanol oxidation in the vapor phase was studied in an isothermal flow reactor using thorium molybdate catalyst in the temperature range 220–280 °C. Under these conditions the catalyst was highly selective to acetaldehyde formation. The rate data were well represented by a steady state two-stage redox model given by the equation: View the MathML source The parameters of the above model were estimated by linear and nonlinear least squares methods. In the case of nonlinear estimation the sum of the squares of residuals decreased. The activation energies and preexponential factors for the reduction and oxidation steps of the model, estimated by nonlinear least squares technique are: 9.47 kcal/mole, 9.31 g mole/ (sec) (g cat) (atm) and 9.85 kcal/mole, 0.17 g mole/(sec) (g cat) (atm)0.5, respectively. Oxidations of ethanol and methanol over thorium molybdate catalyst were compared under similar conditions.

Process variability-aware statistical hybrid modeling of dynamic power dissipation in 65 nm CMOS designs

A generalized technique is proposed for modeling the effects of process variations on dynamic power by directly relating the variations in process parameters to variations in dynamic power of a digital circuit. The dynamic power of a 2-input NAND gate is characterized by mixed-mode simulations, to be used as a library element for 65mn gate length technology. The proposed methodology is demonstrated with a multiplier circuit built using the NAND gate library, by characterizing its dynamic power through Monte Carlo analysis. The statistical technique of Response. Surface Methodology (RSM) using Design of Experiments (DOE) and Least Squares Method (LSM), are employed to generate a "hybrid model" for gate power to account for simultaneous variations in multiple process parameters. We demonstrate that our hybrid model based statistical design approach results in considerable savings in the power budget of low power CMOS designs with an error of less than 1%, with significant reductions in uncertainty by atleast 6X on a normalized basis, against worst case design.

Kalman Filter Algorithm for Rating and Prediction in Basketball

The Thesis presents a state-space model for a basketball league and a Kalman filter algorithm for the estimation of the state of the league. In the state-space model, each of the basketball teams is associated with a rating that represents its strength compared to the other teams. The ratings are assumed to evolve in time following a stochastic process with independent Gaussian increments. The estimation of the team ratings is based on the observed game scores that are assumed to depend linearly on the true strengths of the teams and independent Gaussian noise. The team ratings are estimated using a recursive Kalman filter algorithm that produces least squares optimal estimates for the team strengths and predictions for the scores of the future games. Additionally, if the Gaussianity assumption holds, the predictions given by the Kalman filter maximize the likelihood of the observed scores. The team ratings allow probabilistic inference about the ranking of the teams and their relative strengths as well as about the teams’ winning probabilities in future games. The predictions about the winners of the games are correct 65-70% of the time. The team ratings explain 16% of the random variation observed in the game scores. Furthermore, the winning probabilities given by the model are concurrent with the observed scores. The state-space model includes four independent parameters that involve the variances of noise terms and the home court advantage observed in the scores. The Thesis presents the estimation of these parameters using the maximum likelihood method as well as using other techniques. The Thesis also gives various example analyses related to the American professional basketball league, i.e., National Basketball Association (NBA), and regular seasons played in year 2005 through 2010. Additionally, the season 2009-2010 is discussed in full detail, including the playoffs.

Monetary policy rules and estimated reaction functions for the European Central Bank

This thesis studies the interest-rate policy of the ECB by estimating monetary policy rules using real-time data and central bank forecasts. The aim of the estimations is to try to characterize a decade of common monetary policy and to look at how different models perform at this task.The estimated rules include: contemporary Taylor rules, forward-looking Taylor rules, nonlinearrules and forecast-based rules. The nonlinear models allow for the possibility of zone-like preferences and an asymmetric response to key variables. The models therefore encompass the most popular sub-group of simple models used for policy analysis as well as the more unusual non-linear approach. In addition to the empirical work, this thesis also contains a more general discussion of monetary policy rules mostly from a New Keynesian perspective. This discussion includes an overview of some notable related studies, optimal policy, policy gradualism and several other related subjects. The regression estimations are performed with either least squares or the generalized method of moments depending on the requirements of the estimations. The estimations use data from both the Euro Area Real-Time Database and the central bank forecasts published in ECB Monthly Bulletins. These data sources represent some of the best data that is available for this kind of analysis. The main results of this thesis are that forward-looking behavior appears highly prevalent, but that standard forward-looking Taylor rules offer only ambivalent results with regard to inflation. Nonlinear models are shown to work, but on the other hand do not have a strong rationale over a simpler linear formulation. However, the forecasts appear to be highly useful in characterizing policy and may offer the most accurate depiction of a predominantly forward-looking central bank. In particular the inflation response appears much stronger while the output response becomes highly forward-looking as well.

Two-dimensional flow past circular cylinders using finite volume lattice Boltzmann formulation

In this article, an extension to the total variation diminishing finite volume formulation of the lattice Boltzmann equation method on unstructured meshes was presented. The quadratic least squares procedure is used for the estimation of first-order and second-order spatial gradients of the particle distribution functions. The distribution functions were extrapolated quadratically to the virtual upwind node. The time integration was performed using the fourth-order RungeKutta procedure. A grid convergence study was performed in order to demonstrate the order of accuracy of the present scheme. The formulation was validated for the benchmark two-dimensional, laminar, and unsteady flow past a single circular cylinder. These computations were then investigated for the low Mach number simulations. Further validation was performed for flow past two circular cylinders arranged in tandem and side-by-side. Results of these simulations were extensively compared with the previous numerical data. Copyright (C) 2011 John Wiley & Sons, Ltd.

A LSQR-type method provides a computationally efficient automated optimal choice of regularization parameter in diffuse optical tomography

Purpose: Developing a computationally efficient automated method for the optimal choice of regularization parameter in diffuse optical tomography. Methods: The least-squares QR (LSQR)-type method that uses Lanczos bidiagonalization is known to be computationally efficient in performing the reconstruction procedure in diffuse optical tomography. The same is effectively deployed via an optimization procedure that uses the simplex method to find the optimal regularization parameter. The proposed LSQR-type method is compared with the traditional methods such as L-curve, generalized cross-validation (GCV), and recently proposed minimal residual method (MRM)-based choice of regularization parameter using numerical and experimental phantom data. Results: The results indicate that the proposed LSQR-type and MRM-based methods performance in terms of reconstructed image quality is similar and superior compared to L-curve and GCV-based methods. The proposed method computational complexity is at least five times lower compared to MRM-based method, making it an optimal technique. Conclusions: The LSQR-type method was able to overcome the inherent limitation of computationally expensive nature of MRM-based automated way finding the optimal regularization parameter in diffuse optical tomographic imaging, making this method more suitable to be deployed in real-time. (C) 2013 American Association of Physicists in Medicine. http://dx.doi.org/10.1118/1.4792459]

Performance evaluation of typical approximation algorithms for nonconvex l(p)-minimization in diffuse optical tomography

The sparse estimation methods that utilize the l(p)-norm, with p being between 0 and 1, have shown better utility in providing optimal solutions to the inverse problem in diffuse optical tomography. These l(p)-norm-based regularizations make the optimization function nonconvex, and algorithms that implement l(p)-norm minimization utilize approximations to the original l(p)-norm function. In this work, three such typical methods for implementing the l(p)-norm were considered, namely, iteratively reweighted l(1)-minimization (IRL1), iteratively reweighted least squares (IRLS), and the iteratively thresholding method (ITM). These methods were deployed for performing diffuse optical tomographic image reconstruction, and a systematic comparison with the help of three numerical and gelatin phantom cases was executed. The results indicate that these three methods in the implementation of l(p)-minimization yields similar results, with IRL1 fairing marginally in cases considered here in terms of shape recovery and quantitative accuracy of the reconstructed diffuse optical tomographic images. (C) 2014 Optical Society of America

TIME VARYING LINEAR PREDICTION USING SPARSITY CONSTRAINTS

Time-varying linear prediction has been studied in the context of speech signals, in which the auto-regressive (AR) coefficients of the system function are modeled as a linear combination of a set of known bases. Traditionally, least squares minimization is used for the estimation of model parameters of the system. Motivated by the sparse nature of the excitation signal for voiced sounds, we explore the time-varying linear prediction modeling of speech signals using sparsity constraints. Parameter estimation is posed as a 0-norm minimization problem. The re-weighted 1-norm minimization technique is used to estimate the model parameters. We show that for sparsely excited time-varying systems, the formulation models the underlying system function better than the least squares error minimization approach. Evaluation with synthetic and real speech examples show that the estimated model parameters track the formant trajectories closer than the least squares approach.

An Alternating l(p) - l(2) Projections Algorithm (ALPA) for Speech Modeling using Sparsity Constraints

We address the problem of separating a speech signal into its excitation and vocal-tract filter components, which falls within the framework of blind deconvolution. Typically, the excitation in case of voiced speech is assumed to be sparse and the vocal-tract filter stable. We develop an alternating l(p) - l(2) projections algorithm (ALPA) to perform deconvolution taking into account these constraints. The algorithm is iterative, and alternates between two solution spaces. The initialization is based on the standard linear prediction decomposition of a speech signal into an autoregressive filter and prediction residue. In every iteration, a sparse excitation is estimated by optimizing an l(p)-norm-based cost and the vocal-tract filter is derived as a solution to a standard least-squares minimization problem. We validate the algorithm on voiced segments of natural speech signals and show applications to epoch estimation. We also present comparisons with state-of-the-art techniques and show that ALPA gives a sparser impulse-like excitation, where the impulses directly denote the epochs or instants of significant excitation.

Convex Relaxation for Low-Dimensional Representation: Phase Transitions and Limitations

There is a growing interest in taking advantage of possible patterns and structures in data so as to extract the desired information and overcome the curse of dimensionality. In a wide range of applications, including computer vision, machine learning, medical imaging, and social networks, the signal that gives rise to the observations can be modeled to be approximately sparse and exploiting this fact can be very beneficial. This has led to an immense interest in the problem of efficiently reconstructing a sparse signal from limited linear observations. More recently, low-rank approximation techniques have become prominent tools to approach problems arising in machine learning, system identification and quantum tomography.

In sparse and low-rank estimation problems, the challenge is the inherent intractability of the objective function, and one needs efficient methods to capture the low-dimensionality of these models. Convex optimization is often a promising tool to attack such problems. An intractable problem with a combinatorial objective can often be "relaxed" to obtain a tractable but almost as powerful convex optimization problem. This dissertation studies convex optimization techniques that can take advantage of low-dimensional representations of the underlying high-dimensional data. We provide provable guarantees that ensure that the proposed algorithms will succeed under reasonable conditions, and answer questions of the following flavor:

More specifically, i) Focusing on linear inverse problems, we generalize the classical error bounds known for the least-squares technique to the lasso formulation, which incorporates the signal model. ii) We show that intuitive convex approaches do not perform as well as expected when it comes to signals that have multiple low-dimensional structures simultaneously. iii) Finally, we propose convex relaxations for the graph clustering problem and give sharp performance guarantees for a family of graphs arising from the so-called stochastic block model. We pay particular attention to the following aspects. For i) and ii), we aim to provide a general geometric framework, in which the results on sparse and low-rank estimation can be obtained as special cases. For i) and iii), we investigate the precise performance characterization, which yields the right constants in our bounds and the true dependence between the problem parameters.

Análise dos erros na estimação de gradientes em malhas de Voronoi

Este trabalho apresenta um estudo teórico e numérico sobre os erros que ocorrem nos cálculos de gradientes em malhas não estruturadas constituídas pelo diagrama de Voronoi, malhas estas, formadas também pela triangulação de Delaunay. As malhas adotadas, no trabalho, foram as malhas cartesianas e as malhas triangulares, esta última é gerada pela divisão de um quadrado em dois ou quatro triângulos iguais. Para tal análise, adotamos a escolha de três metodologias distintas para o cálculo dos gradientes: método de Green Gauss, método do Mínimo Resíduo Quadrático e método da Média do Gradiente Projetado Corrigido. O texto se baseia em dois enfoques principais: mostrar que as equações de erros dadas pelos gradientes podem ser semelhantes, porém com sinais opostos, para pontos de cálculos em volumes vizinhos e que a ordem do erro das equações analíticas pode ser melhorada em malhas uniformes quando comparada as não uniformes, nos casos unidimensionais, e quando analisada na face de tais volumes vizinhos nos casos bidimensionais.