CAUSAL INFERENCE WITH A CONTINUOUS TREATMENT AND OUTCOME: ALTERNATIVE ESTIMATORS FOR PARAMETRIC DOSE-RESPONSE FUNCTIONS WITH APPLICATIONS.

Causal inference with a continuous treatment is a relatively under-explored problem. In this dissertation, we adopt the potential outcomes framework. Potential outcomes are responses that would be seen for a unit under all possible treatments. In an observational study where the treatment is continuous, the potential outcomes are an uncountably infinite set indexed by treatment dose. We parameterize this unobservable set as a linear combination of a finite number of basis functions whose coefficients vary across units. This leads to new techniques for estimating the population average dose-response function (ADRF). Some techniques require a model for the treatment assignment given covariates, some require a model for predicting the potential outcomes from covariates, and some require both. We develop these techniques using a framework of estimating functions, compare them to existing methods for continuous treatments, and simulate their performance in a population where the ADRF is linear and the models for the treatment and/or outcomes may be misspecified. We also extend the comparisons to a data set of lottery winners in Massachusetts. Next, we describe the methods and functions in the R package causaldrf using data from the National Medical Expenditure Survey (NMES) and Infant Health and Development Program (IHDP) as examples. Additionally, we analyze the National Growth and Health Study (NGHS) data set and deal with the issue of missing data. Lastly, we discuss future research goals and possible extensions.

Frame-rate stereopsis using non-parametric transforms and programmable logic

A frame-rate stereo vision system, based on non-parametric matching metrics, is described. Traditional metrics, such as normalized cross-correlation, are expensive in terms of logic. Non-parametric measures require only simple, parallelizable, functions such as comparators, counters and exclusive-or, and are thus very well suited to implementation in reprogrammable logic.

Transmission loss analysis of rectangular expansion chamber with arbitrary location of inlet/outlet by means of Green's functions

Transmission loss of a rectangular expansion chamber, the inlet and outlet of which are situated at arbitrary locations of the chamber, i.e., the side wall or the face of the chamber, are analyzed here based on the Green's function of a rectangular cavity with homogeneous boundary conditions. The rectangular chamber Green's function is expressed in terms of a finite number of rigid rectangular cavity mode shapes. The inlet and outlet ports are modeled as uniform velocity pistons. If the size of the piston is small compared to wavelength, then the plane wave excitation is a valid assumption. The velocity potential inside the chamber is expressed by superimposing the velocity potentials of two different configurations. The first configuration is a piston source at the inlet port and a rigid termination at the outlet, and the second one is a piston at the outlet with a rigid termination at the inlet. Pressure inside the chamber is derived from velocity potentials using linear momentum equation. The average pressure acting on the pistons at the inlet and outlet locations is estimated by integrating the acoustic pressure over the piston area in the two constituent configurations. The transfer matrix is derived from the average pressure values and thence the transmission loss is calculated. The results are verified against those in the literature where use has been made of modal expansions and also numerical models (FEM fluid). The transfer matrix formulation for yielding wall rectangular chambers has been derived incorporating the structural–acoustic coupling. Parametric studies are conducted for different inlet and outlet configurations, and the various phenomena occurring in the TL curves that cannot be explained by the classical plane wave theory, are discussed.

Parametric instability of stochastic columns

Columns which have stochastically distributed Young's modulus and mass density and are subjected to deterministic periodic axial loadings are considered. The general case of a column supported on a Winkler elastic foundation of random stiffness and also on discrete elastic supports which are also random is considered. Material property fluctuations are modeled as independent one-dimensional univariate homogeneous real random fields in space. In addition to autocorrelation functions or their equivalent power spectral density functions, the input random fields are characterized by scale of fluctuations or variance functions for their second order properties. The foundation stiffness coefficient and the stiffnesses of discrete elastic supports are treated to constitute independent random variables. The system equations of boundary frequencies are obtained using Bolotin's method for deterministic systems. Stochastic FEM is used to obtain the discrete system with random as well as periodic coefficients. Statistical properties of boundary frequencies are derived in terms of input parameter statistics. A complete covariance structure is obtained. The equations developed are illustrated using a numerical example employing a practical correlation structure.

Monte Carlo simulation of cooling induced by parametric resonance

We demonstrate that the parametric resonance in a magnetic quadrupole trap can be exploited to cool atoms by using Bird's method. In our programme the parametric resonance was realized by anisotropically modulating the trap potential. The modulation frequency dependences of temperature and fraction of the trapped atoms are explored. Furthermore, the temperature after the modulation as functions of the modulation amplitude and the mean elastic collision time are also studied. These results are valuable for the experiment of parametric resonance in a quadrupole trap.

Construction of nonparametric Bayesian models from parametric Bayes equations

We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.

Degenerate four-wave mixing based all-optical wavelength conversion in a semiconductor optical amplifier and highly-nonlinear photonic crystal fiber parametric loop mirror

The idler is separated from the co-propagating pump in a degenerate four-wave mixing (DFWM) with a symmetrical parametric loop mirror (PALM), which is composed of two identical SOAs and a 70 m highly-nonlinear photonic crystal fiber (HN-PCF). The signal and pump are coupled into the symmetrical PALM from different ports, respectively. After the DFWM based wavelength conversion (WC) in the clockwise and anticlockwise, the idler exits from the signal port, while the pump outputs from its input port. Therefore, the pump is effectively suppressed in the idler channel without a high-speed tunable filter. Contrast to a traditional PALM, the DFWM based conversion efficiency is increased greatly, and the functions of the amplification and the WC are integrated in the smart SOA and HN-PCF PALM. (C) 2008 Elsevier B.V. All rights reserved.

Parametric FIR Design of Propagation Loss Filters in Digital Waveguide String Models

One of the attractive features of sound synthesis by physical modeling is the potential to build acoustic-sounding digital instruments that offer more flexibility and different options in its design and control than their real-life counterparts. In order to develop such virtual-acoustic instruments, the models they are based on need to be fully parametric, i.e., all coefficients employed in the model are functions of physical parameters that are controlled either online or at the (offline) design stage. In this letter we show how propagation losses can be parametrically incorporated in digital waveguide string models with the use of zero-phase FIR filters. Starting from the simplest possible design in the form of a three-tap FIR filter, a higher-order FIR strategy is presented and discussed within the perspective of string sound synthesis with digital waveguide models.

Connections between Classical and Parametric Network Entropies

This paper explores relationships between classical and parametric measures of graph (or network) complexity. Classical measures are based on vertex decompositions induced by equivalence relations. Parametric measures, on the other hand, are constructed by using information functions to assign probabilities to the vertices. The inequalities established in this paper relating classical and parametric measures lay a foundation for systematic classification of entropy-based measures of graph complexity.

Non-parametric nonlinear system identification: A data-driven orthogonal basis function approach

In this paper, a data driven orthogonal basis function approach is proposed for non-parametric FIR nonlinear system identification. The basis functions are not fixed a priori and match the structure of the unknown system automatically. This eliminates the problem of blindly choosing the basis functions without a priori structural information. Further, based on the proposed basis functions, approaches are proposed for model order determination and regressor selection along with their theoretical justifications. © 2008 IEEE.

Transform both sides model: A parametric approach

A parametric regression model for right-censored data with a log-linear median regression function and a transformation in both response and regression parts, named parametric Transform-Both-Sides (TBS) model, is presented. The TBS model has a parameter that handles data asymmetry while allowing various different distributions for the error, as long as they are unimodal symmetric distributions centered at zero. The discussion is focused on the estimation procedure with five important error distributions (normal, double-exponential, Student's t, Cauchy and logistic) and presents properties, associated functions (that is, survival and hazard functions) and estimation methods based on maximum likelihood and on the Bayesian paradigm. These procedures are implemented in TBSSurvival, an open-source fully documented R package. The use of the package is illustrated and the performance of the model is analyzed using both simulated and real data sets.

Hypothesis verification using parametric models and active vision strategies

This paper proposes a methodology for determining the shape and ultimately the functionality of objects from intensity images; 2D analytic functions are used to track 3D features during known camera motions. Three analytic functions are proposed that describe the relationship between pairs of points that are either stationary or moving depending on whether the points are on occluding boundaries or otherwise. Many of the problems of correspondence are reduced by using foveation, known camera motion, and active vision methods. The three analytic functions are shown to enable hypothesis refinement of the functionality of a number of 3D objects without full 3D information about the shape.

Non- parametric specification tests for conditional duration models

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or hazard rate) function implied by the duration process and its non-parametric estimate. Asymptotic justification is derived using the functional delta method for fixed and gamma kernels, whereas finite sample properties are investigated through Monte Carlo simulations. Finally, we show the practical usefulness of such testing procedures by carrying out an empirical assessment of whether autoregressive conditional duration models are appropriate to oIs for modelling price durations of stocks traded at the New York Stock Exchange.

Generalized squeezing operators, bipartite Wigner functions and entanglement via Wehrl's entropy functionals

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Intelligence functions disorders in patients with complex partial epilepsy

Objective: To compare the performance of patients with complex partial epilepsy with the normal controls in the subtests of an instrument used to assess intelligence function. Method: Fifty epileptic patients, whose ages ranged from 19 to 49 years and 20 normal controls without any neuropsychiatric disorders. The Wechsler-Bellevue adult intelligence test was applied in groups, epileptic patients and control subjects. This test is composed of several subtests that assess specific cognitive functions. A statistical analysis was performed using non-parametric tests. Results: All the Wechsler-Bellevue subtests revealed that the intelligence functions of the patients were significantly inferior to that of the controls (p<0.05). This performance was supported by the patient's complaints in relation to their cognitive performance. Conclusion: Patients with complex partial epilepsy presented poorer results in the intelligence test when compared with individuals without neuropsychiatric disorders.