The generalized Onsager model for the secondary flow in a high-speed rotating cylinder

The generalizations of the Onsager model for the radial boundary layer and the Carrier-Maslen model for the end-cap axial boundary layer in a high-speed rotating cylinder are formulated for studying the secondary gas flow due to wall heating and due to insertion of mass, momentum and energy into the cylinder. The generalizations have wider applicability than the original Onsager and Carrier-Maslen models, because they are not restricted to the limit A >> 1, though they are restricted to the limit R e >> 1 and a high-aspect-ratio cylinder whose length/diameter ratio is large. Here, the stratification parameter A = root m Omega(2)R(2)/2k(B)T). This parameter A is the ratio of the peripheral speed, Omega R, to the most probable molecular speed, root 2k(B)T/m, the Reynolds number Re = rho w Omega R(2)/mu, where m is the molecular mass, Omega and R are the rotational speed and radius of the cylinder, k(B) is the Boltzmann constant, T is the gas temperature, rho(w) is the gas density at wall, and mu is the gas viscosity. In the case of wall forcing, analytical solutions are obtained for the sixth-order generalized Onsager equations for the master potential, and for the fourth-order generalized Carrier-Maslen equation for the velocity potential. For the case of mass/momentum/energy insertion into the flow, the separation-of-variables procedure is used, and the appropriate homogeneous boundary conditions are specified so that the linear operators in the axial and radial directions are self-adjoint. The discrete eigenvalues and eigenfunctions of the linear operators (sixth-order and second-order in the radial and axial directions for the Onsager equation, and fourth-order and second-order in the axial and radial directions for the Carrier-Maslen equation) are determined. These solutions are compared with direct simulation Monte Carlo (DSMC) simulations. The comparison reveals that the boundary conditions in the simulations and analysis have to be matched with care. The commonly used `diffuse reflection' boundary conditions at solid walls in DSMC simulations result in a non-zero slip velocity as well as a `temperature slip' (gas temperature at the wall is different from wall temperature). These have to be incorporated in the analysis in order to make quantitative predictions. In the case of mass/momentum/energy sources within the flow, it is necessary to ensure that the homogeneous boundary conditions are accurately satisfied in the simulations. When these precautions are taken, there is excellent agreement between analysis and simulations, to within 10 %, even when the stratification parameter is as low as 0.707, the Reynolds number is as low as 100 and the aspect ratio (length/diameter) of the cylinder is as low as 2, and the secondary flow velocity is as high as 0.2 times the maximum base flow velocity. The predictions of the generalized models are also significantly better than those of the original Onsager and Carrier-Maslen models, which are restricted to thin boundary layers in the limit of high stratification parameter.

Feasible estimation of generalized linear mixed models (GLMM) with weak dependency between groups

This paper presents a two-step pseudo likelihood estimation technique for generalized linear mixed models with the random effects being correlated between groups. The core idea is to deal with the intractable integrals in the likelihood function by multivariate Taylor's approximation. The accuracy of the estimation technique is assessed in a Monte-Carlo study. An application of it with a binary response variable is presented using a real data set on credit defaults from two Swedish banks. Thanks to the use of two-step estimation technique, the proposed algorithm outperforms conventional pseudo likelihood algorithms in terms of computational time.

Hglm: A package for fitting hierarchical generalized linear models

We present the hglm package for fitting hierarchical generalized linear models. It can be used for linear mixed models and generalized linear mixed models with random effects for a variety of links and a variety of distributions for both the outcomes and the random effects. Fixed effects can also be fitted in the dispersion part of the model.

Asymptotics for Marginal Generalized Linear Models With Sparse Correlations

Marginal generalized linear models can be used for clustered and longitudinal data by fitting a model as if the data were independent and using an empirical estimator of parameter standard errors. We extend this approach to data where the number of observations correlated with a given one grows with sample size and show that parameter estimates are consistent and asymptotically Normal with a slower convergence rate than for independent data, and that an information sandwich variance estimator is consistent. We present two problems that motivated this work, the modelling of patterns of HIV genetic variation and the behavior of clustered data estimators when clusters are large.

Gauss-Seidel Estimation of Generalized Linear Mixed Models with Application to Poisson Modeling of Spatially Varying Disease Rates

Generalized linear mixed models (GLMMs) provide an elegant framework for the analysis of correlated data. Due to the non-closed form of the likelihood, GLMMs are often fit by computational procedures like penalized quasi-likelihood (PQL). Special cases of these models are generalized linear models (GLMs), which are often fit using algorithms like iterative weighted least squares (IWLS). High computational costs and memory space constraints often make it difficult to apply these iterative procedures to data sets with very large number of cases. This paper proposes a computationally efficient strategy based on the Gauss-Seidel algorithm that iteratively fits sub-models of the GLMM to subsetted versions of the data. Additional gains in efficiency are achieved for Poisson models, commonly used in disease mapping problems, because of their special collapsibility property which allows data reduction through summaries. Convergence of the proposed iterative procedure is guaranteed for canonical link functions. The strategy is applied to investigate the relationship between ischemic heart disease, socioeconomic status and age/gender category in New South Wales, Australia, based on outcome data consisting of approximately 33 million records. A simulation study demonstrates the algorithm's reliability in analyzing a data set with 12 million records for a (non-collapsible) logistic regression model.

A comparison of Markov and generalized linear models of hospital mortality

This paper reports a comparison of three modeling strategies for the analysis of hospital mortality in a sample of general medicine inpatients in a Department of Veterans Affairs medical center. Logistic regression, a Markov chain model, and longitudinal logistic regression were evaluated on predictive performance as measured by the c-index and on accuracy of expected numbers of deaths compared to observed. The logistic regression used patient information collected at admission; the Markov model was comprised of two absorbing states for discharge and death and three transient states reflecting increasing severity of illness as measured by laboratory data collected during the hospital stay; longitudinal regression employed Generalized Estimating Equations (GEE) to model covariance structure for the repeated binary outcome. Results showed that the logistic regression predicted hospital mortality as well as the alternative methods but was limited in scope of application. The Markov chain provides insights into how day to day changes of illness severity lead to discharge or death. The longitudinal logistic regression showed that increasing illness trajectory is associated with hospital mortality. The conclusion is reached that for standard applications in modeling hospital mortality, logistic regression is adequate, but for new challenges facing health services research today, alternative methods are equally predictive, practical, and can provide new insights. ^

Bayesian generalized linear models for meta-analysis of diagnostic tests

With the recognition of the importance of evidence-based medicine, there is an emerging need for methods to systematically synthesize available data. Specifically, methods to provide accurate estimates of test characteristics for diagnostic tests are needed to help physicians make better clinical decisions. To provide more flexible approaches for meta-analysis of diagnostic tests, we developed three Bayesian generalized linear models. Two of these models, a bivariate normal and a binomial model, analyzed pairs of sensitivity and specificity values while incorporating the correlation between these two outcome variables. Noninformative independent uniform priors were used for the variance of sensitivity, specificity and correlation. We also applied an inverse Wishart prior to check the sensitivity of the results. The third model was a multinomial model where the test results were modeled as multinomial random variables. All three models can include specific imaging techniques as covariates in order to compare performance. Vague normal priors were assigned to the coefficients of the covariates. The computations were carried out using the 'Bayesian inference using Gibbs sampling' implementation of Markov chain Monte Carlo techniques. We investigated the properties of the three proposed models through extensive simulation studies. We also applied these models to a previously published meta-analysis dataset on cervical cancer as well as to an unpublished melanoma dataset. In general, our findings show that the point estimates of sensitivity and specificity were consistent among Bayesian and frequentist bivariate normal and binomial models. However, in the simulation studies, the estimates of the correlation coefficient from Bayesian bivariate models are not as good as those obtained from frequentist estimation regardless of which prior distribution was used for the covariance matrix. The Bayesian multinomial model consistently underestimated the sensitivity and specificity regardless of the sample size and correlation coefficient. In conclusion, the Bayesian bivariate binomial model provides the most flexible framework for future applications because of its following strengths: (1) it facilitates direct comparison between different tests; (2) it captures the variability in both sensitivity and specificity simultaneously as well as the intercorrelation between the two; and (3) it can be directly applied to sparse data without ad hoc correction. ^

Parameterized Link Functions in Generalized Linear Random Effect Models: a Case Study on Breast Cancer Treatment

In non-linear random effects some attention has been very recently devoted to the analysis ofsuitable transformation of the response variables separately (Taylor 1996) or not (Oberg and Davidian 2000) from the transformations of the covariates and, as far as we know, no investigation has been carried out on the choice of link function in such models. In our study we consider the use of a random effect model when a parameterized family of links (Aranda-Ordaz 1981, Prentice 1996, Pregibon 1980, Stukel 1988 and Czado 1997) is introduced. We point out the advantages and the drawbacks associated with the choice of this data-driven kind of modeling. Difficulties in the interpretation of regression parameters, and therefore in understanding the influence of covariates, as well as problems related to loss of efficiency of estimates and overfitting, are discussed. A case study on radiotherapy usage in breast cancer treatment is discussed.

Application of the D-Fullness Technique for Breakdown Point Study of the Trimmed Likelihood Estimator to a Generalized Logistic Model

2000 Mathematics Subject Classification: 62J12, 62F35

Mixtures of g-priors in Generalized Linear Models

Mixtures of Zellner's g-priors have been studied extensively in linear models and have been shown to have numerous desirable properties for Bayesian variable selection and model averaging. Several extensions of g-priors to Generalized Linear Models (GLMs) have been proposed in the literature; however, the choice of prior distribution of g and resulting properties for inference have received considerably less attention. In this paper, we extend mixtures of g-priors to GLMs by assigning the truncated Compound Confluent Hypergeometric (tCCH) distribution to 1/(1+g) and illustrate how this prior distribution encompasses several special cases of mixtures of g-priors in the literature, such as the Hyper-g, truncated Gamma, Beta-prime, and the Robust prior. Under an integrated Laplace approximation to the likelihood, the posterior distribution of 1/(1+g) is in turn a tCCH distribution, and approximate marginal likelihoods are thus available analytically. We discuss the local geometric properties of the g-prior in GLMs and show that specific choices of the hyper-parameters satisfy the various desiderata for model selection proposed by Bayarri et al, such as asymptotic model selection consistency, information consistency, intrinsic consistency, and measurement invariance. We also illustrate inference using these priors and contrast them to others in the literature via simulation and real examples.

The impact of temperature on mortality in Tianjin, China : a case-crossover design with a distributed lag non-linear model

Background There has been increasing interest in assessing the impacts of temperature on mortality. However, few studies have used a case–crossover design to examine non-linear and distributed lag effects of temperature on mortality. Additionally, little evidence is available on the temperature-mortality relationship in China, or what temperature measure is the best predictor of mortality. Objectives To use a distributed lag non-linear model (DLNM) as a part of case–crossover design. To examine the non-linear and distributed lag effects of temperature on mortality in Tianjin, China. To explore which temperature measure is the best predictor of mortality; Methods: The DLNM was applied to a case¬−crossover design to assess the non-linear and delayed effects of temperatures (maximum, mean and minimum) on deaths (non-accidental, cardiopulmonary, cardiovascular and respiratory). Results A U-shaped relationship was consistently found between temperature and mortality. Cold effects (significantly increased mortality associated with low temperatures) were delayed by 3 days, and persisted for 10 days. Hot effects (significantly increased mortality associated with high temperatures) were acute and lasted for three days, and were followed by mortality displacement for non-accidental, cardiopulmonary, and cardiovascular deaths. Mean temperature was a better predictor of mortality (based on model fit) than maximum or minimum temperature. Conclusions In Tianjin, extreme cold and hot temperatures increased the risk of mortality. Results suggest that the effects of cold last longer than the effects of heat. It is possible to combine the case−crossover design with DLNMs. This allows the case−crossover design to flexibly estimate the non-linear and delayed effects of temperature (or air pollution) whilst controlling for season.

An estimation of crash risks using a log-linear model and the induced exposure technique

Prevention and safety promotion programmes. Traditionally, in-depth investigations of crash risks are conducted using exposure controlled study or case-control methodology. However, these studies need either observational data for control cases or exogenous exposure data like vehicle-kilometres travel, entry flow or product of conflicting flow for a particular traffic location, or a traffic site. These data are not readily available and often require extensive data collection effort on a system-wide basis. Aim: The objective of this research is to propose an alternative methodology to investigate crash risks of a road user group in different circumstances using readily available traffic police crash data. Methods: This study employs a combination of a log-linear model and the quasi-induced exposure technique to estimate crash risks of a road user group. While the log-linear model reveals the significant interactions and thus the prevalence of crashes of a road user group under various sets of traffic, environmental and roadway factors, the quasi-induced exposure technique estimates relative exposure of that road user in the same set of explanatory variables. Therefore, the combination of these two techniques provides relative measures of crash risks under various influences of roadway, environmental and traffic conditions. The proposed methodology has been illustrated using Brisbane motorcycle crash data of five years. Results: Interpretations of results on different combination of interactive factors show that the poor conspicuity of motorcycles is a predominant cause of motorcycle crashes. Inability of other drivers to correctly judge the speed and distance of an oncoming motorcyclist is also evident in right-of-way violation motorcycle crashes at intersections. Discussion and Conclusions: The combination of a log-linear model and the induced exposure technique is a promising methodology and can be applied to better estimate crash risks of other road users. This study also highlights the importance of considering interaction effects to better understand hazardous situations. A further study on the comparison between the proposed methodology and case-control method would be useful.

Non-linear model predictive control for UAVs with slung/swung load

Suspended loads on UAVs can provide significant benefits to several applications in agriculture, law enforcement and construction. The load impact on the underlying system dynamics should not be neglected as significant feedback forces may be induced on the vehicle during certain flight manoeuvres. Much research has focused on standard multi-rotor position and attitude control with and without a slung load. However, predictive control schemes, such as Nonlinear Model Predictive Control (NMPC), have not yet been fully explored. To this end, we present software and flight system architecture to test controller for safe and precise operation of multi-rotors with heavy slung load in three dimensions.

A generalized Linear Programming based approach to optimal divisible load scheduling

In this paper we propose a general Linear Programming (LP) based formulation and solution methodology for obtaining optimal solution to the load distribution problem in divisible load scheduling. We exploit the power of the versatile LP formulation to propose algorithms that yield exact solutions to several very general load distribution problems for which either no solutions or only heuristic solutions were available. We consider both star (single-level tree) networks and linear daisy chain networks, having processors equipped with front-ends, that form the generic models for several important network topologies. We consider arbitrary processing node availability or release times and general models for communication delays and computation time that account for constant overheads such as start up times in communication and computation. The optimality of the LP based algorithms is proved rigorously.