Censored Linear Regression Models For Irregularly Observed Longitudinal Data Using The Multivariate-t Distribution.

In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.

Data collapse, scaling functions, and analytical solutions of generalized growth models

We consider a nontrivial one-species population dynamics model with finite and infinite carrying capacities. Time-dependent intrinsic and extrinsic growth rates are considered in these models. Through the model per capita growth rate we obtain a heuristic general procedure to generate scaling functions to collapse data into a simple linear behavior even if an extrinsic growth rate is included. With this data collapse, all the models studied become independent from the parameters and initial condition. Analytical solutions are found when time-dependent coefficients are considered. These solutions allow us to perceive nontrivial transitions between species extinction and survival and to calculate the transition's critical exponents. Considering an extrinsic growth rate as a cancer treatment, we show that the relevant quantity depends not only on the intensity of the treatment, but also on when the cancerous cell growth is maximum.

CHARACTERIZATION OF EXPONENTIAL DIVERGENCE OF THE KALMAN FILTER FOR TIME-VARYING SYSTEMS

This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for the filter to be semistable. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. We also compare semistability with the notions of stability and stability w.r.t. the initial error covariance, and we show that semistability in a sense makes no distinction between persistent and nonpersistent incorrect noise models, as opposed to stability. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included.

Use of bulk density profiles from X-radiography to examine structural crust models

Exponential and sigmoidal functions have been suggested to describe the bulk density profiles of crusts. The present work aims to evaluate these conceptual models using high resolution X-radiography. Repacked seedbeds from two soil materials, air-dried or prewetted by capillary rise, were subjected to simulated rain, which resulted in three types of structural crusts, namely, slaking, infilling, and coalescing. Bulk density distributions with depth were generated using high-resolution (70 mum), calibrated X-ray images of slices from the resin-impregnated crusted seedbeds. The bulk density decreased progressively with depth, which supports the suggestion that a crust should be considered as a nonuniform layer. For the slaking and the coalescing crusts, the exponential function underestimated the strong change in bulk density across the morphologically defined transition between the crust and the underlying material; the sigmoidal function provided a better description. Neither of these crust models effectively described the shape of the bulk density profiles through the whole seedbed. Below the infilling and slaking crusts, bulk density increased linearly with depth as a result of slumping. In the coalescing crusted seedbed, the whole seedbed uniformly collapsed and most of the bulk density change within the crust could be ascribed to slumping (0.33 g cm(-3)) rather than to crusting (0.12 g cm(-3)). Finally, (i) X-radiography appears as a unique tool to generate high resolution bulk density profiles and (ii) in structural crusts, bulk density profiles could be modeled using the existing exponential and sigmoidal crusting models, provided a slumping model would be coupled.

Evaluation of various pre-treatments for the dehydration of banana and selection of suitable drying models

The thin-layer drying behaviour of bananas in a beat pump dehumidifier dryer was examined. Four pre-treatments (blanching, chilling, freezing and combined blanching and freezing) were applied to the bananas, which were dried at 50 degreesC with an air velocity of 3.1 m s(-1) and with the relative humidity of the inlet air of 10-35%. Three drying models, the simple model, the two-term exponential model and the Page model were examined. All models were evaluated using three statistical measures, correlation coefficient, root means square error, and mean absolute percent error. Moisture diffusivity was calculated based on the diffusion equation for an infinite cylindrical shape using the slope method. The rate of drying was higher for the pre-treatments involving freezing. The sample which was blanched only did not show any improvement in drying rate. In fact, a longer drying time resulted due to water absorption during blanching. There was no change in the rate for the chilled sample compared with the control. While all models closely fitted the drying data, the simple model showed greatest deviation from the experimental results. The two-term exponential model was found to be the best model for describing the drying curves of bananas because its parameters represent better the physical characteristics of the drying process. Moisture diffusivities of bananas were in the range 4.3-13.2 x 10(-10) m(2)s(-1). (C) 2002 Published by Elsevier Science Ltd.

New insights on integer-programming models for the kidney exchange problem

In recent years several countries have set up policies that allow exchange of kidneys between two or more incompatible patient–donor pairs. These policies lead to what is commonly known as kidney exchange programs. The underlying optimization problems can be formulated as integer programming models. Previously proposed models for kidney exchange programs have exponential numbers of constraints or variables, which makes them fairly difficult to solve when the problem size is large. In this work we propose two compact formulations for the problem, explain how these formulations can be adapted to address some problem variants, and provide results on the dominance of some models over others. Finally we present a systematic comparison between our models and two previously proposed ones via thorough computational analysis. Results show that compact formulations have advantages over non-compact ones when the problem size is large.

Modelling adhesive joints with cohesive zone models: effect of the cohesive law shape of the adhesive layer

Adhesively-bonded joints are extensively used in several fields of engineering. Cohesive Zone Models (CZM) have been used for the strength prediction of adhesive joints, as an add-in to Finite Element (FE) analyses that allows simulation of damage growth, by consideration of energetic principles. A useful feature of CZM is that different shapes can be developed for the cohesive laws, depending on the nature of the material or interface to be simulated, allowing an accurate strength prediction. This work studies the influence of the CZM shape (triangular, exponential or trapezoidal) used to model a thin adhesive layer in single-lap adhesive joints, for an estimation of its influence on the strength prediction under different material conditions. By performing this study, guidelines are provided on the possibility to use a CZM shape that may not be the most suited for a particular adhesive, but that may be more straightforward to use/implement and have less convergence problems (e.g. triangular shaped CZM), thus attaining the solution faster. The overall results showed that joints bonded with ductile adhesives are highly influenced by the CZM shape, and that the trapezoidal shape fits best the experimental data. Moreover, the smaller is the overlap length (LO), the greater is the influence of the CZM shape. On the other hand, the influence of the CZM shape can be neglected when using brittle adhesives, without compromising too much the accuracy of the strength predictions.

Polyglutamine diseases (PolyQ): construction and characterization of yeast models

Dissertação apresentada para a obtenção do Grau de Mestre em Genética Molecular e Biomedicina, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Double-Exponential Model of a Photovoltaic Cell with Temperature Dependence

The purpose of the research is the creation of mathematical models in MATLAB based on the double exponential model of the photovoltaic cell. The developed model allows for different physical and environmental parameters. An equivalent circuit of the model includes a photocurrent source, two diodes, and a series and parallel resistance. The paper presents the simulation results for each parameter. The simulation data are displayed graphically and numerical results are saved in a file.

Slow Dynamics of Ising Models with Energy Barriers

Using Monte Carlo simulations we study the dynamics of three-dimensional Ising models with nearest-, next-nearest-, and four-spin (plaquette) interactions. During coarsening, such models develop growing energy barriers, which leads to very slow dynamics at low temperature. As already reported, the model with only the plaquette interaction exhibits some of the features characteristic of ordinary glasses: strong metastability of the supercooled liquid, a weak increase of the characteristic length under cooling, stretched-exponential relaxation, and aging. The addition of two-spin interactions, in general, destroys such behavior: the liquid phase loses metastability and the slow-dynamics regime terminates well below the melting transition, which is presumably related with a certain corner-rounding transition. However, for a particular choice of interaction constants, when the ground state is strongly degenerate, our simulations suggest that the slow-dynamics regime extends up to the melting transition. The analysis of these models leads us to the conjecture that in the four-spin Ising model domain walls lose their tension at the glassy transition and that they are basically tensionless in the glassy phase.

Percolation transition and the onset of nonexponential relaxation in fully frustrated models

We numerically study the dynamical properties of fully frustrated models in two and three dimensions. The results obtained support the hypothesis that the percolation transition of the Kasteleyn-Fortuin clusters corresponds to the onset of stretched exponential autocorrelation functions in systems without disorder. This dynamical behavior may be due to the large scale effects of frustration, present below the percolation threshold. Moreover, these results are consistent with the picture suggested by Campbell et al. [J. Phys. C 20, L47 (1987)] in the space of configurations.

Evidence of a critical time in constrained Kinetic Ising models

We study the relaxational dynamics of the one-spin facilitated Ising model introduced by Fredrickson and Andersen. We show the existence of a critical time which separates an initial regime in which the relaxation is exponentially fast and aging is absent from a regime in which relaxation becomes slow and aging effects are present. The presence of this fast exponential process and its associated critical time is in agreement with some recent experimental results on fragile glasses.

Semivariogram models for estimating fig fly population density throughout the year

The objective of this work was to select semivariogram models to estimate the population density of fig fly (Zaprionus indianus; Diptera: Drosophilidae) throughout the year, using ordinary kriging. Nineteen monitoring sites were demarcated in an area of 8,200 m2, cropped with six fruit tree species: persimmon, citrus, fig, guava, apple, and peach. During a 24 month period, 106 weekly evaluations were done in these sites. The average number of adult fig flies captured weekly per trap, during each month, was subjected to the circular, spherical, pentaspherical, exponential, Gaussian, rational quadratic, hole effect, K-Bessel, J-Bessel, and stable semivariogram models, using ordinary kriging interpolation. The models with the best fit were selected by cross-validation. Each data set (months) has a particular spatial dependence structure, which makes it necessary to define specific models of semivariograms in order to enhance the adjustment to the experimental semivariogram. Therefore, it was not possible to determine a standard semivariogram model; instead, six theoretical models were selected: circular, Gaussian, hole effect, K-Bessel, J-Bessel, and stable.

Valuing equity-linked death benefits in jump diffusion models

The paper is motivated by the valuation problem of guaranteed minimum death benefits in various equity-linked products. At the time of death, a benefit payment is due. It may depend not only on the price of a stock or stock fund at that time, but also on prior prices. The problem is to calculate the expected discounted value of the benefit payment. Because the distribution of the time of death can be approximated by a combination of exponential distributions, it suffices to solve the problem for an exponentially distributed time of death. The stock price process is assumed to be the exponential of a Brownian motion plus an independent compound Poisson process whose upward and downward jumps are modeled by combinations (or mixtures) of exponential distributions. Results for exponential stopping of a Lévy process are used to derive a series of closed-form formulas for call, put, lookback, and barrier options, dynamic fund protection, and dynamic withdrawal benefit with guarantee. We also discuss how barrier options can be used to model lapses and surrenders.

Using time and stochastic models for software reliability forecasting and analysis

Tämä työ luo katsauksen ajallisiin ja stokastisiin ohjelmien luotettavuus malleihin sekä tutkii muutamia malleja käytännössä. Työn teoriaosuus sisältää ohjelmien luotettavuuden kuvauksessa ja arvioinnissa käytetyt keskeiset määritelmät ja metriikan sekä varsinaiset mallien kuvaukset. Työssä esitellään kaksi ohjelmien luotettavuusryhmää. Ensimmäinen ryhmä ovat riskiin perustuvat mallit. Toinen ryhmä käsittää virheiden ”kylvöön” ja merkitsevyyteen perustuvat mallit. Työn empiirinen osa sisältää kokeiden kuvaukset ja tulokset. Kokeet suoritettiin käyttämällä kolmea ensimmäiseen ryhmään kuuluvaa mallia: Jelinski-Moranda mallia, ensimmäistä geometrista mallia sekä yksinkertaista eksponenttimallia. Kokeiden tarkoituksena oli tutkia, kuinka syötetyn datan distribuutio vaikuttaa mallien toimivuuteen sekä kuinka herkkiä mallit ovat syötetyn datan määrän muutoksille. Jelinski-Moranda malli osoittautui herkimmäksi distribuutiolle konvergaatio-ongelmien vuoksi, ensimmäinen geometrinen malli herkimmäksi datan määrän muutoksille.