Extending Zelterman’s approach for robust estimation of population size to zero-truncated clustered data

Estimation of population size with missing zero-class is an important problem that is encountered in epidemiological assessment studies. Fitting a Poisson model to the observed data by the method of maximum likelihood and estimation of the population size based on this fit is an approach that has been widely used for this purpose. In practice, however, the Poisson assumption is seldom satisfied. Zelterman (1988) has proposed a robust estimator for unclustered data that works well in a wide class of distributions applicable for count data. In the work presented here, we extend this estimator to clustered data. The estimator requires fitting a zero-truncated homogeneous Poisson model by maximum likelihood and thereby using a Horvitz-Thompson estimator of population size. This was found to work well, when the data follow the hypothesized homogeneous Poisson model. However, when the true distribution deviates from the hypothesized model, the population size was found to be underestimated. In the search of a more robust estimator, we focused on three models that use all clusters with exactly one case, those clusters with exactly two cases and those with exactly three cases to estimate the probability of the zero-class and thereby use data collected on all the clusters in the Horvitz-Thompson estimator of population size. Loss in efficiency associated with gain in robustness was examined based on a simulation study. As a trade-off between gain in robustness and loss in efficiency, the model that uses data collected on clusters with at most three cases to estimate the probability of the zero-class was found to be preferred in general. In applications, we recommend obtaining estimates from all three models and making a choice considering the estimates from the three models, robustness and the loss in efficiency. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

Bayesian sample size for exploratory clinical trials incorporating historical data

This paper presents a simple Bayesian approach to sample size determination in clinical trials. It is required that the trial should be large enough to ensure that the data collected will provide convincing evidence either that an experimental treatment is better than a control or that it fails to improve upon control by some clinically relevant difference. The method resembles standard frequentist formulations of the problem, and indeed in certain circumstances involving 'non-informative' prior information it leads to identical answers. In particular, unlike many Bayesian approaches to sample size determination, use is made of an alternative hypothesis that an experimental treatment is better than a control treatment by some specified magnitude. The approach is introduced in the context of testing whether a single stream of binary observations are consistent with a given success rate p(0). Next the case of comparing two independent streams of normally distributed responses is considered, first under the assumption that their common variance is known and then for unknown variance. Finally, the more general situation in which a large sample is to be collected and analysed according to the asymptotic properties of the score statistic is explored. Copyright (C) 2007 John Wiley & Sons, Ltd.

Exposing the myth of the 1:5:200 ratio relating initial cost, maintenance and staffing costs of office buildings

In an attempt to focus clients' minds on the importance of considering the construction and maintenance costs of a commercial office building (both as a factor in staff productivity and as a fraction of lifetime staff costs) there is an often-quoted ratio of costs of 1:5:200, where for every one pound spent on construction cost, five are spent on maintenance and building operating costs and 200 on staffing and business operating costs. This seems to stem from a paper published by the Royal Academy of Engineering, in which no data is given and no derivation or defence of the ratio appears. The accompanying belief that higher quality design and construction increases staff productivity, and simultaneously reduces maintenance costs, how ever laudable, appears unsupported by research, and carries all the hallmarks of an "urban myth". In tracking down data about real buildings, a more realistic ratio appears to depend on a huge variety of variables, as well as the definition of the number of "lifetime" years. The ill-defined origins of the original ratio (1:5:200) describing these variables have made replication impossible. However, by using published sources of data, we have found that for three office buildings, a more realistic ratio is 1:0.4:12. As there is nothing in the public domain about what comprised the original research that gave rise to 1:5:200, it is not possible to make a true comparison between these new calculations and the originals. Clients and construction professionals stand to be misled because the popularity and widespread use of the wrong ratio appears to be mis-informing important investment and policy decisions.

The role of schizotypy and creativity in a group problem-solving task

The well-studied link between psychotic traits and creativity is a subject of much debate. The present study investigated the extent to which schizotypic personality traits - as measured by O-LIFE (Oxford-Liverpool Inventory of Feelings and Experiences) - equip healthy individuals to engage as groups in everyday tasks. From a sample of 69 students, eight groups of four participants - comprised of high, medium, or low-schizotypy individuals - were assembled to work as a team to complete a creative problem-solving task. Predictably, high scorers on the O-LIFE formulated a greater number of strategies to solve the task, indicative of creative divergent thinking. However, for task success (as measured by time taken to complete the problem) an inverted U shaped pattern emerged, whereby high and low-schizotypy groups were consistently faster than medium schizotypy groups. Intriguing data emerged concerning leadership within the groups, and other tangential findings relating to anxiety, competition and motivation were explored. These findings challenge the traditional cliche that psychotic personality traits are linearly related to creative performance, and suggest that the nature of the problem determines which thinking styles are optimally equipped to solve it. (C) 2009 Elsevier Ltd. All rights reserved.

Training conditional and cumulative risk judgements: the role of frequencies, problem-structure and Einstellung

Two experiments implement and evaluate a training scheme for learning to apply frequency formats to probability judgements couched in terms of percentages. Results indicate that both conditional and cumulative probability judgements can be improved in this manner, however the scheme is insufficient to promote any deeper understanding of the problem structure. In both experiments, training on one problem type only (either conditional or cumulative risk judgements) resulted in an inappropriate transfer of a learned method at test. The obstacles facing a frequency-based training programme for teaching appropriate use of probability data are discussed. Copyright (c) 2006 John Wiley & Sons, Ltd.

A new algorithm for OFDM joint data detection and phase noise cancellation

This paper proposes a new iterative algorithm for OFDM joint data detection and phase noise (PHN) cancellation based on minimum mean square prediction error. We particularly highlight the problem of "overfitting" such that the iterative approach may converge to a trivial solution. Although it is essential for this joint approach, the overfitting problem was relatively less studied in existing algorithms. In this paper, specifically, we apply a hard decision procedure at every iterative step to overcome the overfitting. Moreover, compared with existing algorithms, a more accurate Pade approximation is used to represent the phase noise, and finally a more robust and compact fast process based on Givens rotation is proposed to reduce the complexity to a practical level. Numerical simulations are also given to verify the proposed algorithm.

Instance generators and test suites for the multiobjective quadratic assignment problem

We describe, and make publicly available, two problem instance generators for a multiobjective version of the well-known quadratic assignment problem (QAP). The generators allow a number of instance parameters to be set, including those controlling epistasis and inter-objective correlations. Based on these generators, several initial test suites are provided and described. For each test instance we measure some global properties and, for the smallest ones, make some initial observations of the Pareto optimal sets/fronts. Our purpose in providing these tools is to facilitate the ongoing study of problem structure in multiobjective (combinatorial) optimization, and its effects on search landscape and algorithm performance.

Parallel Monte Carlo algorithms for information retrieval

In any data mining applications, automated text and text and image retrieval of information is needed. This becomes essential with the growth of the Internet and digital libraries. Our approach is based on the latent semantic indexing (LSI) and the corresponding term-by-document matrix suggested by Berry and his co-authors. Instead of using deterministic methods to find the required number of first "k" singular triplets, we propose a stochastic approach. First, we use Monte Carlo method to sample and to build much smaller size term-by-document matrix (e.g. we build k x k matrix) from where we then find the first "k" triplets using standard deterministic methods. Second, we investigate how we can reduce the problem to finding the "k"-largest eigenvalues using parallel Monte Carlo methods. We apply these methods to the initial matrix and also to the reduced one. The algorithms are running on a cluster of workstations under MPI and results of the experiments arising in textual retrieval of Web documents as well as comparison of the stochastic methods proposed are presented. (C) 2003 IMACS. Published by Elsevier Science B.V. All rights reserved.

OFDM joint data detection and phase noise cancellation based on minimum mean square prediction error

This paper proposes a new iterative algorithm for orthogonal frequency division multiplexing (OFDM) joint data detection and phase noise (PHN) cancellation based on minimum mean square prediction error. We particularly highlight the relatively less studied problem of "overfitting" such that the iterative approach may converge to a trivial solution. Specifically, we apply a hard-decision procedure at every iterative step to overcome the overfitting. Moreover, compared with existing algorithms, a more accurate Pade approximation is used to represent the PHN, and finally a more robust and compact fast process based on Givens rotation is proposed to reduce the complexity to a practical level. Numerical Simulations are also given to verify the proposed algorithm. (C) 2008 Elsevier B.V. All rights reserved.

OFDM joint data detection and phase noise cancellation for constant modulus modulations

This correspondence proposes a new algorithm for the OFDM joint data detection and phase noise (PHN) cancellation for constant modulus modulations. We highlight that it is important to address the overfitting problem since this is a major detrimental factor impairing the joint detection process. In order to attack the overfitting problem we propose an iterative approach based on minimum mean square prediction error (MMSPE) subject to the constraint that the estimated data symbols have constant power. The proposed constrained MMSPE algorithm (C-MMSPE) significantly improves the performance of existing approaches with little extra complexity being imposed. Simulation results are also given to verify the proposed algorithm.

A neurofuzzy network knowledge extraction and extended gram-Schmidt algorithm for model subspace decomposition

This paper introduces a new neurofuzzy model construction and parameter estimation algorithm from observed finite data sets, based on a Takagi and Sugeno (T-S) inference mechanism and a new extended Gram-Schmidt orthogonal decomposition algorithm, for the modeling of a priori unknown dynamical systems in the form of a set of fuzzy rules. The first contribution of the paper is the introduction of a one to one mapping between a fuzzy rule-base and a model matrix feature subspace using the T-S inference mechanism. This link enables the numerical properties associated with a rule-based matrix subspace, the relationships amongst these matrix subspaces, and the correlation between the output vector and a rule-base matrix subspace, to be investigated and extracted as rule-based knowledge to enhance model transparency. The matrix subspace spanned by a fuzzy rule is initially derived as the input regression matrix multiplied by a weighting matrix that consists of the corresponding fuzzy membership functions over the training data set. Model transparency is explored by the derivation of an equivalence between an A-optimality experimental design criterion of the weighting matrix and the average model output sensitivity to the fuzzy rule, so that rule-bases can be effectively measured by their identifiability via the A-optimality experimental design criterion. The A-optimality experimental design criterion of the weighting matrices of fuzzy rules is used to construct an initial model rule-base. An extended Gram-Schmidt algorithm is then developed to estimate the parameter vector for each rule. This new algorithm decomposes the model rule-bases via an orthogonal subspace decomposition approach, so as to enhance model transparency with the capability of interpreting the derived rule-base energy level. This new approach is computationally simpler than the conventional Gram-Schmidt algorithm for resolving high dimensional regression problems, whereby it is computationally desirable to decompose complex models into a few submodels rather than a single model with large number of input variables and the associated curse of dimensionality problem. Numerical examples are included to demonstrate the effectiveness of the proposed new algorithm.

Mining gene networks with application to GAW15 problem 1

The genetic analysis workshop 15 (GAW15) problem 1 contained baseline expression levels of 8793 genes in immortalised B cells from 194 individuals in 14 Centre d’Etude du Polymorphisme Humane (CEPH) Utah pedigrees. Previous analysis of the data showed linkage and association and evidence of substantial individual variations. In particular, correlation was examined on expression levels of 31 genes and 25 target genes corresponding to two master regulatory regions. In this analysis, we apply Bayesian network analysis to gain further insight into these findings. We identify strong dependences and therefore provide additional insight into the underlying relationships between the genes involved. More generally, the approach is expected to be applicable for integrated analysis of genes on biological pathways.

Particle swarm optimization aided orthogonal forward regression for unified data modeling

We propose a unified data modeling approach that is equally applicable to supervised regression and classification applications, as well as to unsupervised probability density function estimation. A particle swarm optimization (PSO) aided orthogonal forward regression (OFR) algorithm based on leave-one-out (LOO) criteria is developed to construct parsimonious radial basis function (RBF) networks with tunable nodes. Each stage of the construction process determines the center vector and diagonal covariance matrix of one RBF node by minimizing the LOO statistics. For regression applications, the LOO criterion is chosen to be the LOO mean square error, while the LOO misclassification rate is adopted in two-class classification applications. By adopting the Parzen window estimate as the desired response, the unsupervised density estimation problem is transformed into a constrained regression problem. This PSO aided OFR algorithm for tunable-node RBF networks is capable of constructing very parsimonious RBF models that generalize well, and our analysis and experimental results demonstrate that the algorithm is computationally even simpler than the efficient regularization assisted orthogonal least square algorithm based on LOO criteria for selecting fixed-node RBF models. Another significant advantage of the proposed learning procedure is that it does not have learning hyperparameters that have to be tuned using costly cross validation. The effectiveness of the proposed PSO aided OFR construction procedure is illustrated using several examples taken from regression and classification, as well as density estimation applications.

Self-organising neural networks for adaptive control

Self-organizing neural networks have been implemented in a wide range of application areas such as speech processing, image processing, optimization and robotics. Recent variations to the basic model proposed by the authors enable it to order state space using a subset of the input vector and to apply a local adaptation procedure that does not rely on a predefined test duration limit. Both these variations have been incorporated into a new feature map architecture that forms an integral part of an Hybrid Learning System (HLS) based on a genetic-based classifier system. Problems are represented within HLS as objects characterized by environmental features. Objects controlled by the system have preset targets set against a subset of their features. The system's objective is to achieve these targets by evolving a behavioural repertoire that efficiently explores and exploits the problem environment. Feature maps encode two types of knowledge within HLS — long-term memory traces of useful regularities within the environment and the classifier performance data calibrated against an object's feature states and targets. Self-organization of these networks constitutes non-genetic-based (experience-driven) learning within HLS. This paper presents a description of the HLS architecture and an analysis of the modified feature map implementing associative memory. Initial results are presented that demonstrate the behaviour of the system on a simple control task.

Neurofuzzy design and model construction of nonlinear dynamical processes from data

A common problem in many data based modelling algorithms such as associative memory networks is the problem of the curse of dimensionality. In this paper, a new two-stage neurofuzzy system design and construction algorithm (NeuDeC) for nonlinear dynamical processes is introduced to effectively tackle this problem. A new simple preprocessing method is initially derived and applied to reduce the rule base, followed by a fine model detection process based on the reduced rule set by using forward orthogonal least squares model structure detection. In both stages, new A-optimality experimental design-based criteria we used. In the preprocessing stage, a lower bound of the A-optimality design criterion is derived and applied as a subset selection metric, but in the later stage, the A-optimality design criterion is incorporated into a new composite cost function that minimises model prediction error as well as penalises the model parameter variance. The utilisation of NeuDeC leads to unbiased model parameters with low parameter variance and the additional benefit of a parsimonious model structure. Numerical examples are included to demonstrate the effectiveness of this new modelling approach for high dimensional inputs.