A test of the predictive validity of non-linear QALY models using time trade-off utilities

This paper presents a test of the predictive validity of various classes ofQALY models (i.e., linear, power and exponential models). We first estimatedTTO utilities for 43 EQ-5D chronic health states and next these states wereembedded in health profiles. The chronic TTO utilities were then used topredict the responses to TTO questions with health profiles. We find that thepower QALY model clearly outperforms linear and exponential QALY models.Optimal power coefficient is 0.65. Our results suggest that TTO-based QALYcalculations may be biased. This bias can be avoided using a power QALY model.

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money implied volatility skew for a generalization of the Bates model, where the volatility does not need to be neither a difussion, nor a Markov process as the examples in section 7 show. This expression depends on the derivative of the volatility in the sense of Malliavin calculus.

Incorporating waiting time in competitive location models: Formulations and heuristics

In this paper we propose a metaheuristic to solve a new version of the Maximum CaptureProblem. In the original MCP, market capture is obtained by lower traveling distances or lowertraveling time, in this new version not only the traveling time but also the waiting time willaffect the market share. This problem is hard to solve using standard optimization techniques.Metaheuristics are shown to offer accurate results within acceptable computing times.

Eliciting consumers preferences using stated preference discrete choice models: Contingent ranking versus choice experiment

The aim of this paper is twofold: firstly, to carry out a theoreticalreview of the most recent stated preference techniques used foreliciting consumers preferences and, secondly, to compare the empiricalresults of two dierent stated preference discrete choice approaches.They dier in the measurement scale for the dependent variable and,therefore, in the estimation method, despite both using a multinomiallogit. One of the approaches uses a complete ranking of full-profiles(contingent ranking), that is, individuals must rank a set ofalternatives from the most to the least preferred, and the other usesa first-choice rule in which individuals must select the most preferredoption from a choice set (choice experiment). From the results werealize how important the measurement scale for the dependent variablebecomes and, to what extent, procedure invariance is satisfied.

The application of trend surface models to the analysis of time factors in Swiss cancer mortality.

To study different temporal components on cancer mortality (age, period and cohort) methods of graphic representation were applied to Swiss mortality data from 1950 to 1984. Maps using continuous slopes ("contour maps") and based on eight tones of grey according to the absolute distribution of rates were used to represent the surfaces defined by the matrix of various age-specific rates. Further, progressively more complex regression surface equations were defined, on the basis of two independent variables (age/cohort) and a dependent one (each age-specific mortality rate). General patterns of trends in cancer mortality were thus identified, permitting definition of important cohort (e.g., upwards for lung and other tobacco-related neoplasms, or downwards for stomach) or period (e.g., downwards for intestines or thyroid cancers) effects, besides the major underlying age component. For most cancer sites, even the lower order (1st to 3rd) models utilised provided excellent fitting, allowing immediate identification of the residuals (e.g., high or low mortality points) as well as estimates of first-order interactions between the three factors, although the parameters of the main effects remained still undetermined. Thus, the method should be essentially used as summary guide to illustrate and understand the general patterns of age, period and cohort effects in (cancer) mortality, although they cannot conceptually solve the inherent problem of identifiability of the three components.

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.

On the tractability of the piecewise-linear approximation for general discrete-choice network revenue management

The choice network revenue management (RM) model incorporates customer purchase behavioras customers purchasing products with certain probabilities that are a function of the offeredassortment of products, and is the appropriate model for airline and hotel network revenuemanagement, dynamic sales of bundles, and dynamic assortment optimization. The underlyingstochastic dynamic program is intractable and even its certainty-equivalence approximation, inthe form of a linear program called Choice Deterministic Linear Program (CDLP) is difficultto solve in most cases. The separation problem for CDLP is NP-complete for MNL with justtwo segments when their consideration sets overlap; the affine approximation of the dynamicprogram is NP-complete for even a single-segment MNL. This is in contrast to the independentclass(perfect-segmentation) case where even the piecewise-linear approximation has been shownto be tractable. In this paper we investigate the piecewise-linear approximation for network RMunder a general discrete-choice model of demand. We show that the gap between the CDLP andthe piecewise-linear bounds is within a factor of at most 2. We then show that the piecewiselinearapproximation is polynomially-time solvable for a fixed consideration set size, bringing itinto the realm of tractability for small consideration sets; small consideration sets are a reasonablemodeling tradeoff in many practical applications. Our solution relies on showing that forany discrete-choice model the separation problem for the linear program of the piecewise-linearapproximation can be solved exactly by a Lagrangian relaxation. We give modeling extensionsand show by numerical experiments the improvements from using piecewise-linear approximationfunctions.

Evolutionarily stable learning schedules and cumulative culture in discrete generation models.

Individual learning (e.g., trial-and-error) and social learning (e.g., imitation) are alternative ways of acquiring and expressing the appropriate phenotype in an environment. The optimal choice between using individual learning and/or social learning may be dictated by the life-stage or age of an organism. Of special interest is a learning schedule in which social learning precedes individual learning, because such a schedule is apparently a necessary condition for cumulative culture. Assuming two obligatory learning stages per discrete generation, we obtain the evolutionarily stable learning schedules for the three situations where the environment is constant, fluctuates between generations, or fluctuates within generations. During each learning stage, we assume that an organism may target the optimal phenotype in the current environment by individual learning, and/or the mature phenotype of the previous generation by oblique social learning. In the absence of exogenous costs to learning, the evolutionarily stable learning schedules are predicted to be either pure social learning followed by pure individual learning ("bang-bang" control) or pure individual learning at both stages ("flat" control). Moreover, we find for each situation that the evolutionarily stable learning schedule is also the one that optimizes the learned phenotype at equilibrium.

Investigation of discrete imaging models and iterative image reconstruction in differential X-ray phase-contrast tomography.

Differential X-ray phase-contrast tomography (DPCT) refers to a class of promising methods for reconstructing the X-ray refractive index distribution of materials that present weak X-ray absorption contrast. The tomographic projection data in DPCT, from which an estimate of the refractive index distribution is reconstructed, correspond to one-dimensional (1D) derivatives of the two-dimensional (2D) Radon transform of the refractive index distribution. There is an important need for the development of iterative image reconstruction methods for DPCT that can yield useful images from few-view projection data, thereby mitigating the long data-acquisition times and large radiation doses associated with use of analytic reconstruction methods. In this work, we analyze the numerical and statistical properties of two classes of discrete imaging models that form the basis for iterative image reconstruction in DPCT. We also investigate the use of one of the models with a modern image reconstruction algorithm for performing few-view image reconstruction of a tissue specimen.

Artificial evolution on network structures : how time and space influence dynamics

Abstract The main objective of this work is to show how the choice of the temporal dimension and of the spatial structure of the population influences an artificial evolutionary process. In the field of Artificial Evolution we can observe a common trend in synchronously evolv¬ing panmictic populations, i.e., populations in which any individual can be recombined with any other individual. Already in the '90s, the works of Spiessens and Manderick, Sarma and De Jong, and Gorges-Schleuter have pointed out that, if a population is struc¬tured according to a mono- or bi-dimensional regular lattice, the evolutionary process shows a different dynamic with respect to the panmictic case. In particular, Sarma and De Jong have studied the selection pressure (i.e., the diffusion of a best individual when the only selection operator is active) induced by a regular bi-dimensional structure of the population, proposing a logistic modeling of the selection pressure curves. This model supposes that the diffusion of a best individual in a population follows an exponential law. We show that such a model is inadequate to describe the process, since the growth speed must be quadratic or sub-quadratic in the case of a bi-dimensional regular lattice. New linear and sub-quadratic models are proposed for modeling the selection pressure curves in, respectively, mono- and bi-dimensional regu¬lar structures. These models are extended to describe the process when asynchronous evolutions are employed. Different dynamics of the populations imply different search strategies of the resulting algorithm, when the evolutionary process is used to solve optimisation problems. A benchmark of both discrete and continuous test problems is used to study the search characteristics of the different topologies and updates of the populations. In the last decade, the pioneering studies of Watts and Strogatz have shown that most real networks, both in the biological and sociological worlds as well as in man-made structures, have mathematical properties that set them apart from regular and random structures. In particular, they introduced the concepts of small-world graphs, and they showed that this new family of structures has interesting computing capabilities. Populations structured according to these new topologies are proposed, and their evolutionary dynamics are studied and modeled. We also propose asynchronous evolutions for these structures, and the resulting evolutionary behaviors are investigated. Many man-made networks have grown, and are still growing incrementally, and explanations have been proposed for their actual shape, such as Albert and Barabasi's preferential attachment growth rule. However, many actual networks seem to have undergone some kind of Darwinian variation and selection. Thus, how these networks might have come to be selected is an interesting yet unanswered question. In the last part of this work, we show how a simple evolutionary algorithm can enable the emrgence o these kinds of structures for two prototypical problems of the automata networks world, the majority classification and the synchronisation problems. Synopsis L'objectif principal de ce travail est de montrer l'influence du choix de la dimension temporelle et de la structure spatiale d'une population sur un processus évolutionnaire artificiel. Dans le domaine de l'Evolution Artificielle on peut observer une tendence à évoluer d'une façon synchrone des populations panmictiques, où chaque individu peut être récombiné avec tout autre individu dans la population. Déjà dans les année '90, Spiessens et Manderick, Sarma et De Jong, et Gorges-Schleuter ont observé que, si une population possède une structure régulière mono- ou bi-dimensionnelle, le processus évolutionnaire montre une dynamique différente de celle d'une population panmictique. En particulier, Sarma et De Jong ont étudié la pression de sélection (c-à-d la diffusion d'un individu optimal quand seul l'opérateur de sélection est actif) induite par une structure régulière bi-dimensionnelle de la population, proposant une modélisation logistique des courbes de pression de sélection. Ce modèle suppose que la diffusion d'un individu optimal suit une loi exponentielle. On montre que ce modèle est inadéquat pour décrire ce phénomène, étant donné que la vitesse de croissance doit obéir à une loi quadratique ou sous-quadratique dans le cas d'une structure régulière bi-dimensionnelle. De nouveaux modèles linéaires et sous-quadratique sont proposés pour des structures mono- et bi-dimensionnelles. Ces modèles sont étendus pour décrire des processus évolutionnaires asynchrones. Différentes dynamiques de la population impliquent strategies différentes de recherche de l'algorithme résultant lorsque le processus évolutionnaire est utilisé pour résoudre des problèmes d'optimisation. Un ensemble de problèmes discrets et continus est utilisé pour étudier les charactéristiques de recherche des différentes topologies et mises à jour des populations. Ces dernières années, les études de Watts et Strogatz ont montré que beaucoup de réseaux, aussi bien dans les mondes biologiques et sociologiques que dans les structures produites par l'homme, ont des propriétés mathématiques qui les séparent à la fois des structures régulières et des structures aléatoires. En particulier, ils ont introduit la notion de graphe sm,all-world et ont montré que cette nouvelle famille de structures possède des intéressantes propriétés dynamiques. Des populations ayant ces nouvelles topologies sont proposés, et leurs dynamiques évolutionnaires sont étudiées et modélisées. Pour des populations ayant ces structures, des méthodes d'évolution asynchrone sont proposées, et la dynamique résultante est étudiée. Beaucoup de réseaux produits par l'homme se sont formés d'une façon incrémentale, et des explications pour leur forme actuelle ont été proposées, comme le preferential attachment de Albert et Barabàsi. Toutefois, beaucoup de réseaux existants doivent être le produit d'un processus de variation et sélection darwiniennes. Ainsi, la façon dont ces structures ont pu être sélectionnées est une question intéressante restée sans réponse. Dans la dernière partie de ce travail, on montre comment un simple processus évolutif artificiel permet à ce type de topologies d'émerger dans le cas de deux problèmes prototypiques des réseaux d'automates, les tâches de densité et de synchronisation.

Welding time models for cost calculations in the early stages of the design process

It is generally accepted that between 70 and 80% of manufacturing costs can be attributed to design. Nevertheless, it is difficult for the designer to estimate manufacturing costs accurately, especially when alternative constructions are compared at the conceptual design phase, because of the lack of cost information and appropriate tools. In general, previous reports concerning optimisation of a welded structure have used the mass of the product as the basis for the cost comparison. However, it can easily be shown using a simple example that the use of product mass as the sole manufacturing cost estimator is unsatisfactory. This study describes a method of formulating welding time models for cost calculation, and presents the results of the models for particular sections, based on typical costs in Finland. This was achieved by collecting information concerning welded products from different companies. The data included 71 different welded assemblies taken from the mechanical engineering and construction industries. The welded assemblies contained in total 1 589 welded parts, 4 257 separate welds, and a total welded length of 3 188 metres. The data were modelled for statistical calculations, and models of welding time were derived by using linear regression analysis. Themodels were tested by using appropriate statistical methods, and were found to be accurate. General welding time models have been developed, valid for welding in Finland, as well as specific, more accurate models for particular companies. The models are presented in such a form that they can be used easily by a designer, enabling the cost calculation to be automated.

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.