The significance of endogeneity problems in crash models: An examination of left-turn lanes in intersection crash models

Crash prediction models are used for a variety of purposes including forecasting the expected future performance of various transportation system segments with similar traits. The influence of intersection features on safety have been examined extensively because intersections experience a relatively large proportion of motor vehicle conflicts and crashes compared to other segments in the transportation system. The effects of left-turn lanes at intersections in particular have seen mixed results in the literature. Some researchers have found that left-turn lanes are beneficial to safety while others have reported detrimental effects on safety. This inconsistency is not surprising given that the installation of left-turn lanes is often endogenous, that is, influenced by crash counts and/or traffic volumes. Endogeneity creates problems in econometric and statistical models and is likely to account for the inconsistencies reported in the literature. This paper reports on a limited-information maximum likelihood (LIML) estimation approach to compensate for endogeneity between left-turn lane presence and angle crashes. The effects of endogeneity are mitigated using the approach, revealing the unbiased effect of left-turn lanes on crash frequency for a dataset of Georgia intersections. The research shows that without accounting for endogeneity, left-turn lanes ‘appear’ to contribute to crashes; however, when endogeneity is accounted for in the model, left-turn lanes reduce angle crash frequencies as expected by engineering judgment. Other endogenous variables may lurk in crash models as well, suggesting that the method may be used to correct simultaneity problems with other variables and in other transportation modeling contexts.

Secure data aggregation in wireless sensor networks

A Wireless Sensor Network (WSN) is a set of sensors that are integrated with a physical environment. These sensors are small in size, and capable of sensing physical phenomena and processing them. They communicate in a multihop manner, due to a short radio range, to form an Ad Hoc network capable of reporting network activities to a data collection sink. Recent advances in WSNs have led to several new promising applications, including habitat monitoring, military target tracking, natural disaster relief, and health monitoring. The current version of sensor node, such as MICA2, uses a 16 bit, 8 MHz Texas Instruments MSP430 micro-controller with only 10 KB RAM, 128 KB program space, 512 KB external ash memory to store measurement data, and is powered by two AA batteries. Due to these unique specifications and a lack of tamper-resistant hardware, devising security protocols for WSNs is complex. Previous studies show that data transmission consumes much more energy than computation. Data aggregation can greatly help to reduce this consumption by eliminating redundant data. However, aggregators are under the threat of various types of attacks. Among them, node compromise is usually considered as one of the most challenging for the security of WSNs. In a node compromise attack, an adversary physically tampers with a node in order to extract the cryptographic secrets. This attack can be very harmful depending on the security architecture of the network. For example, when an aggregator node is compromised, it is easy for the adversary to change the aggregation result and inject false data into the WSN. The contributions of this thesis to the area of secure data aggregation are manifold. We firstly define the security for data aggregation in WSNs. In contrast with existing secure data aggregation definitions, the proposed definition covers the unique characteristics that WSNs have. Secondly, we analyze the relationship between security services and adversarial models considered in existing secure data aggregation in order to provide a general framework of required security services. Thirdly, we analyze existing cryptographic-based and reputationbased secure data aggregation schemes. This analysis covers security services provided by these schemes and their robustness against attacks. Fourthly, we propose a robust reputationbased secure data aggregation scheme for WSNs. This scheme minimizes the use of heavy cryptographic mechanisms. The security advantages provided by this scheme are realized by integrating aggregation functionalities with: (i) a reputation system, (ii) an estimation theory, and (iii) a change detection mechanism. We have shown that this addition helps defend against most of the security attacks discussed in this thesis, including the On-Off attack. Finally, we propose a secure key management scheme in order to distribute essential pairwise and group keys among the sensor nodes. The design idea of the proposed scheme is the combination between Lamport's reverse hash chain as well as the usual hash chain to provide both past and future key secrecy. The proposal avoids the delivery of the whole value of a new group key for group key update; instead only the half of the value is transmitted from the network manager to the sensor nodes. This way, the compromise of a pairwise key alone does not lead to the compromise of the group key. The new pairwise key in our scheme is determined by Diffie-Hellman based key agreement.

Affect, attention, or anticipatory arousal? Human blink startle modulation in forward and backward affective conditioning

Affect modulates the blink startle reflex in the picture-viewing paradigm, however, the process responsible for reflex modulation during conditional stimuli (CSs) that have acquired valence through affective conditioning remains unclear. In Experiment 1, neutral shapes (CSs) and valenced or neutral pictures (USs) were paired in a forward (CS → US) manner. Pleasantness ratings supported affective learning of positive and negative valence. Post-acquisition, blink reflexes were larger during the pleasant and unpleasant CSs than during the neutral CS. Rather than affect, attention or anticipatory arousal were suggested as sources of startle modulation. Experiment 2 confirmed that affective learning in the picture–picture paradigm was not affected by whether the CS preceded the US. Pleasantness ratings and affective priming revealed similar extents of affective learning following forward, backward or simultaneous pairings of CSs and USs. Experiment 3 utilized a backward conditioning procedure (US → CS) to minimize effects of US anticipation. Again, blink reflexes were larger during CSs paired with valenced USs regardless of US valence implicating attention rather than anticipatory arousal or affect as the process modulating startle in this paradigm.

Gaussian process models for sensor-centric robot localisation

This paper presents an approach to building an observation likelihood function from a set of sparse, noisy training observations taken from known locations by a sensor with no obvious geometric model. The basic approach is to fit an interpolant to the training data, representing the expected observation, and to assume additive sensor noise. This paper takes a Bayesian view of the problem, maintaining a posterior over interpolants rather than simply the maximum-likelihood interpolant, giving a measure of uncertainty in the map at any point. This is done using a Gaussian process framework. To validate the approach experimentally, a model of an environment is built using observations from an omni-directional camera. After a model has been built from the training data, a particle filter is used to localise while traversing this environment

Branch-length estimation bias misleads molecular dating for a vertebrate mitochondrial phylogeny

Despite recent methodological advances in inferring the time-scale of biological evolution from molecular data, the fundamental question of whether our substitution models are sufficiently well specified to accurately estimate branch-lengths has received little attention. I examine this implicit assumption of all molecular dating methods, on a vertebrate mitochondrial protein-coding dataset. Comparison with analyses in which the data are RY-coded (AG → R; CT → Y) suggests that even rates-across-sites maximum likelihood greatly under-compensates for multiple substitutions among the standard (ACGT) NT-coded data, which has been subject to greater phylogenetic signal erosion. Accordingly, the fossil record indicates that branch-lengths inferred from the NT-coded data translate into divergence time overestimates when calibrated from deeper in the tree. Intriguingly, RY-coding led to the opposite result. The underlying NT and RY substitution model misspecifications likely relate respectively to “hidden” rate heterogeneity and changes in substitution processes across the tree, for which I provide simulated examples. Given the magnitude of the inferred molecular dating errors, branch-length estimation biases may partly explain current conflicts with some palaeontological dating estimates.

Parameter estimation of structural commodity price models

Commodity price modeling is normally approached in terms of structural time-series models, in which the different components (states) have a financial interpretation. The parameters of these models can be estimated using maximum likelihood. This approach results in a non-linear parameter estimation problem and thus a key issue is how to obtain reliable initial estimates. In this paper, we focus on the initial parameter estimation problem for the Schwartz-Smith two-factor model commonly used in asset valuation. We propose the use of a two-step method. The first step considers a univariate model based only on the spot price and uses a transfer function model to obtain initial estimates of the fundamental parameters. The second step uses the estimates obtained in the first step to initialize a re-parameterized state-space-innovations based estimator, which includes information related to future prices. The second step refines the estimates obtained in the first step and also gives estimates of the remaining parameters in the model. This paper is part tutorial in nature and gives an introduction to aspects of commodity price modeling and the associated parameter estimation problem.

Survival models of community tenure and length of hospital stay for the seriously mentally ill : a 10-year perspective

Objective: To examine the effects of personal and community characteristics, specifically race and rurality, on lengths of state psychiatric hospital and community stays using maximum likelihood survival analysis with a special emphasis on change over a ten year period of time. Data Sources: We used the administrative data of the Virginia Department of Mental Health, Mental Retardation, and Substance Abuse Services (DMHMRSAS) from 1982-1991 and the Area Resources File (ARF). Given these two sources, we constructed a history file for each individual who entered the state psychiatric system over the ten year period. Histories included demographic, treatment, and community characteristics. Study Design: We used a longitudinal, population-based design with maximum likelihood estimation of survival models. We presented a random effects model with unobserved heterogeneity that was independent of observed covariates. The key dependent variables were lengths of inpatient stay and subsequent length of community stay. Explanatory variables measured personal, diagnostic, and community characteristics, as well as controls for calendar time. Data Collection: This study used secondary, administrative, and health planning data. Principal Findings: African-American clients leave the community more quickly than whites. After controlling for other characteristics, however, race does not affect hospital length of stay. Rurality does not affect length of community stays once other personal and community characteristics are controlled for. However, people from rural areas have longer hospital stays even after controlling for personal and community characteristics. The effects of time are significantly smaller than expected. Diagnostic composition effects and a decrease in the rate of first inpatient admissions explain part of this reduced impact of time. We also find strong evidence for the existence of unobserved heterogeneity in both types of stays and adjust for this in our final models. Conclusions: Our results show that information on client characteristics available from inpatient stay records is useful in predicting not only the length of inpatient stay but also the length of the subsequent community stay. This information can be used to target increased discharge planning for those at risk of more rapid readmission to inpatient care. Correlation across observed and unobserved factors affecting length of stay has significant effects on the measurement of relationships between individual factors and lengths of stay. Thus, it is important to control for both observed and unobserved factors in estimation.

Do socially responsible investment indexes outperform conventional indexes?

The question of whether more Socially Responsible (SR) firms outperform or underperform other conventional firms has been debated in the economic literature. In this study, using the Socially Responsible Investment (SRI) indexes and conventional stock indexes in the US, the UK and Japan, first and second moments of firm performance distributions are estimated based on the Markov Switching (MS) model. We find two distinct regimes (bear and bull) in the SRI markets as well as the stock markets for all the three countries. These regimes occur with the same timing in both types of market. No statistical difference in means and volatilities generated from the SRI indexes and conventional indexes in either region was found. Furthermore, we find strong comovements between the two indexes in both the regimes.

Theorizing the use of multiple conceptual models in combination

Conceptual modelling continues to be an important means for graphically capturing the requirements of an information system. Observations of modelling practice suggest that modellers often use multiple conceptual models in combination, because they articulate different aspects of real-world domains. Yet, the available empirical as well as theoretical research in this area has largely studied the use of single models, or single modelling grammars. We develop a Theory of Combined Ontological Coverage by extending an existing theory of ontological expressiveness of conceptual modelling grammars. Our new theory posits that multiple conceptual models are used to increase the maximum coverage of the real-world domain being modelled, whilst trying to minimize the ontological overlap between the models. We illustrate how the theory can be applied to analyse sets of conceptual models. We develop three propositions of the theory about evaluations of model combinations in terms of users’ selection, understandability and usefulness of conceptual models.

An MRF based abnormal event detection approach using motion and appearance features

Abnormal event detection has attracted a lot of attention in the computer vision research community during recent years due to the increased focus on automated surveillance systems to improve security in public places. Due to the scarcity of training data and the definition of an abnormality being dependent on context, abnormal event detection is generally formulated as a data-driven approach where activities are modeled in an unsupervised fashion during the training phase. In this work, we use a Gaussian mixture model (GMM) to cluster the activities during the training phase, and propose a Gaussian mixture model based Markov random field (GMM-MRF) to estimate the likelihood scores of new videos in the testing phase. Further-more, we propose two new features: optical acceleration, and the histogram of optical flow gradients; to detect the presence of any abnormal objects and speed violations in the scene. We show that our proposed method outperforms other state of the art abnormal event detection algorithms on publicly available UCSD dataset.

Estimating the parameters of stochastic volatility models using option price data

This article describes a maximum likelihood method for estimating the parameters of the standard square-root stochastic volatility model and a variant of the model that includes jumps in equity prices. The model is fitted to data on the S&P 500 Index and the prices of vanilla options written on the index, for the period 1990 to 2011. The method is able to estimate both the parameters of the physical measure (associated with the index) and the parameters of the risk-neutral measure (associated with the options), including the volatility and jump risk premia. The estimation is implemented using a particle filter whose efficacy is demonstrated under simulation. The computational load of this estimation method, which previously has been prohibitive, is managed by the effective use of parallel computing using graphics processing units (GPUs). The empirical results indicate that the parameters of the models are reliably estimated and consistent with values reported in previous work. In particular, both the volatility risk premium and the jump risk premium are found to be significant.

Generalised growth models for aquatic species with an application to blacklip abalone (Haliotis rubra)

This paper presents a maximum likelihood method for estimating growth parameters for an aquatic species that incorporates growth covariates, and takes into consideration multiple tag-recapture data. Individual variability in asymptotic length, age-at-tagging, and measurement error are also considered in the model structure. Using distribution theory, the log-likelihood function is derived under a generalised framework for the von Bertalanffy and Gompertz growth models. Due to the generality of the derivation, covariate effects can be included for both models with seasonality and tagging effects investigated. Method robustness is established via comparison with the Fabens, improved Fabens, James and a non-linear mixed-effects growth models, with the maximum likelihood method performing the best. The method is illustrated further with an application to blacklip abalone (Haliotis rubra) for which a strong growth-retarding tagging effect that persisted for several months was detected

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.

Multi Pattern Dynamic Time Warping For Automatic Speech Recognition

We are addressing the problem of jointly using multiple noisy speech patterns for automatic speech recognition (ASR), given that they come from the same class. If the user utters a word K times, the ASR system should try to use the information content in all the K patterns of the word simultaneously and improve its speech recognition accuracy compared to that of the single pattern based speech recognition. T address this problem, recently we proposed a Multi Pattern Dynamic Time Warping (MPDTW) algorithm to align the K patterns by finding the least distortion path between them. A Constrained Multi Pattern Viterbi algorithm was used on this aligned path for isolated word recognition (IWR). In this paper, we explore the possibility of using only the MPDTW algorithm for IWR. We also study the properties of the MPDTW algorithm. We show that using only 2 noisy test patterns (10 percent burst noise at -5 dB SNR) reduces the noisy speech recognition error rate by 37.66 percent when compared to the single pattern recognition using the Dynamic Time Warping algorithm.