A continuous time model for election timing

We consider a continuous time model for election timing in a Majoritarian Parliamentary System where the government maintains a constitutional right to call an early election. Our model is based on the two-party-preferred data that measure the popularity of the government and the opposition over time. We describe the poll process by a Stochastic Differential Equation (SDE) and use a martingale approach to derive a Partial Differential Equation (PDE) for the government’s expected remaining life in office. A comparison is made between a three-year and a four-year maximum term and we also provide the exercise boundary for calling an election. Impacts on changes in parameters in the SDE, the probability of winning the election and maximum terms on the call exercise boundaries are discussed and analysed. An application of our model to the Australian Federal Election for House of Representatives is also given.

Efficiency comparison of Markov Chain Monte Carlo simulation with subset simulation (MCMC/ss) to standard Monte Carlo Simulation (sMC) for extreme event scenarios

Standard Monte Carlo (sMC) simulation models have been widely used in AEC industry research to address system uncertainties. Although the benefits of probabilistic simulation analyses over deterministic methods are well documented, the sMC simulation technique is quite sensitive to the probability distributions of the input variables. This phenomenon becomes highly pronounced when the region of interest within the joint probability distribution (a function of the input variables) is small. In such cases, the standard Monte Carlo approach is often impractical from a computational standpoint. In this paper, a comparative analysis of standard Monte Carlo simulation to Markov Chain Monte Carlo with subset simulation (MCMC/ss) is presented. The MCMC/ss technique constitutes a more complex simulation method (relative to sMC), wherein a structured sampling algorithm is employed in place of completely randomized sampling. Consequently, gains in computational efficiency can be made. The two simulation methods are compared via theoretical case studies.

Assessment on the effect of pollution abatement on environmental efficiency with Markov chain Monte Carlo simulation

Both environmental economists and policy makers have shown a great deal of interest in the effect of pollution abatement on environmental efficiency. In line with the modern resources available, however, no contribution is brought to the environmental economics field with the Markov chain Monte Carlo (MCMC) application, which enables simulation from a distribution of a Markov chain and simulating from the chain until it approaches equilibrium. The probability density functions gained prominence with the advantages over classical statistical methods in its simultaneous inference and incorporation of any prior information on all model parameters. This paper concentrated on this point with the application of MCMC to the database of China, the largest developing country with rapid economic growth and serious environmental pollution in recent years. The variables cover the economic output and pollution abatement cost from the year 1992 to 2003. We test the causal direction between pollution abatement cost and environmental efficiency with MCMC simulation. We found that the pollution abatement cost causes an increase in environmental efficiency through the algorithm application, which makes it conceivable that the environmental policy makers should make more substantial measures to reduce pollution in the near future.

Rapid analysis of GSTM1, GSTT1 and GSTP1 polymorphisms using real-time polymerase chain reaction

Polymorphisms of glutathione transferases (GST) are important genetic determinants of susceptibility to environmental carcinogens (Rebbeck, 1997). The GSTs are a multigene family of dimeric enzymes involved in detoxification, and, in a few cases, the bioactivation of a variety of xenobiotics (Hayes et al., 1995). The cytosolic GST enzyme family consists of four major classes of enzymes, referred to as alpha, mu, pi and theta. Several members of this family (for example, GSTM1, GSTT1 and GSTP1) are polymorphic in human populations (Wormhoudt et al., 1999). Molecular epidemiology studies have examined the role of GST polymorphisms as susceptibility factors for environmentally and/or occupationally induced cancers (Wormhoudt et al., 1999). In particular, case-control studies showed a relationship between the GSTM1 null genotype and the development of cancer in association with smoking habits, which has been shown for cancers of the respiratory and gastrointestinal tracts as well as other cancer types (Miller et al., 1997). Only a few molecular epidemiological studies addressed the role of GSTT1 and GSTP1 polymorphisms in cancer susceptibility. Since GSTP1 is a key player in biotransformation/bioactivation of benzo(a)pyrene, GSTP1 may be even more important than GSTM1 in the prevention of tobacco-induced cancers (Harries et al., 1997; Harris et al., 1998). To date, this relationship has not been sufficiently addressed in humans. Comprehensive molecular epidemiological studies may add to the current knowledge of the role of GST polymorphisms in cancer susceptibility and extent of the knowledge gained from approaches that used phenotyping, such as GSTM1 activity as it relates to trans-stilbene oxide, or polymerase chain reaction (PCR) based genotyping of polymorphic isoenzymes (Bell et al., 1993; Pemble et al., 1994; Harries et al., 1997).

A directed continuous time random walk model with jump length depending on waiting time

In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density function P(x,t) of finding the walker at position at time is completely determined by the Laplace transform of the probability density function φ(t) of the waiting time. In terms of the probability density function of the waiting time in the Laplace domain, the limit distribution of the random process and the corresponding evolving equations are derived.

Detection of equine herpesvirus type 1 using a real-time polymerase chain reaction.

Equid herpesvirus 1 (EHV1) is a major disease of equids worldwide causing considerable losses to the horse industry. A variety of techniques, including PCR have been used to diagnose EHV1. Some of these PCRs were used in combination with other techniques such as restriction enzyme analysis (REA) or hybridisation, making them cumbersome for routine diagnostic testing and increasing the chances of cross-contamination. Furthermore, they involve the use of suspected carcinogens such as ethidium bromide and ultraviolet light. In this paper, we describe a real-time PCR, which uses minor groove-binding probe (MGB) technology for the diagnosis of EHV1. This technique does not require post-PCR manipulations thereby reducing the risk of cross-contamination. Most importantly, the technique is specific; it was able to differentiate EHV1 from the closely related member of the Alphaherpesvirinae, equid herpesvirus 4 (EHV4). It was not reactive with common opportunistic pathogens such as Escherichia coli, Klebsiella oxytoca, Pseudomonas aeruginosa and Enterobacter agglomerans often involved in abortion. Similarly, it did not react with equine pathogens such as Streptococcus equi, Streptococcus equisimilis, Streptococcus zooepidemicus, Taylorella equigenitalis and Rhodococcus equi, which also cause abortion. The results obtained with this technique agreed with results from published PCR methods. The assay was sensitive enough to detect EHV1 sequences in paraffin-embedded tissues and clinical samples. When compared to virus isolation, the test was more sensitive. This test will be useful for the routine diagnosis of EHV1 based on its specificity, sensitivity, ease of performance and rapidity.

Detection and differentiation of bovine herpesvirus 1 and 5 using a multiplex real-time polymerase chain reaction.

A multiplex real-time PCR was developed for the detection and differentiation of two closely related bovine herpesviruses 1 (BoHV-1) and 5 (BoHV-5). The multiplex real-time PCR combines a duplex real-time PCR that targets the DNA polymerase gene of BoHV-1 and BoHV-5 and a real-time PCR targeting mitochondrial DNA, as a house-keeping gene, described previously by Cawthraw et al. (2009). The assay correctly identified 22 BoHV-1 and six BoHV-5 isolates from the Biosecurity Sciences Laboratory virus collection. BoHV-1 and BoHV-5 were also correctly identified when incorporated in spiked semen and brain tissue samples. The detection limits of the duplex assay were 10 copies of BoHV-1 and 45 copies of BoHV-5. The multiplex real-time PCR had reaction efficiencies of 1.04 for BoHV-1 and 1.08 for BoHV-5. Standard curves relating Ct value to template copy number had correlation coefficients of 0.989 for BoHV-1 and 0.978 for BoHV-5. The assay specificity was demonstrated by testing bacterial and viral DNA from pathogens commonly isolated from bovine respiratory and reproductive tracts. The validated multiplex real-time PCR was used to detect and differentiate BoHV-1 and BoHV-5 in bovine clinical samples with known histories.

Bayesian Inference for Retrospective Population Genetics Models Using Markov Chain Monte Carlo Methods

Genetics, the science of heredity and variation in living organisms, has a central role in medicine, in breeding crops and livestock, and in studying fundamental topics of biological sciences such as evolution and cell functioning. Currently the field of genetics is under a rapid development because of the recent advances in technologies by which molecular data can be obtained from living organisms. In order that most information from such data can be extracted, the analyses need to be carried out using statistical models that are tailored to take account of the particular genetic processes. In this thesis we formulate and analyze Bayesian models for genetic marker data of contemporary individuals. The major focus is on the modeling of the unobserved recent ancestry of the sampled individuals (say, for tens of generations or so), which is carried out by using explicit probabilistic reconstructions of the pedigree structures accompanied by the gene flows at the marker loci. For such a recent history, the recombination process is the major genetic force that shapes the genomes of the individuals, and it is included in the model by assuming that the recombination fractions between the adjacent markers are known. The posterior distribution of the unobserved history of the individuals is studied conditionally on the observed marker data by using a Markov chain Monte Carlo algorithm (MCMC). The example analyses consider estimation of the population structure, relatedness structure (both at the level of whole genomes as well as at each marker separately), and haplotype configurations. For situations where the pedigree structure is partially known, an algorithm to create an initial state for the MCMC algorithm is given. Furthermore, the thesis includes an extension of the model for the recent genetic history to situations where also a quantitative phenotype has been measured from the contemporary individuals. In that case the goal is to identify positions on the genome that affect the observed phenotypic values. This task is carried out within the Bayesian framework, where the number and the relative effects of the quantitative trait loci are treated as random variables whose posterior distribution is studied conditionally on the observed genetic and phenotypic data. In addition, the thesis contains an extension of a widely-used haplotyping method, the PHASE algorithm, to settings where genetic material from several individuals has been pooled together, and the allele frequencies of each pool are determined in a single genotyping.

Low Power continuous time common mode sensing for common mode feedback circuits

Continuous common mode feedback (CMFB) circuits having high input impedance and low distortion are proposed. The proposed circuits are characterized for 0.18 mu m CMOS process with 1.8 V supply. Simulation results indicate that the proposed common mode detector consumes no standby power and CMFB circuit consumes 27-34% less power than previous high swing CMFB circuits.

Markov Chain Model for Cracking Behavior of Reinforced Concrete Beams

In this paper, nonhomogeneous Markov chains are proposed for modeling the cracking behavior of reinforced concrete beams subjected to monotonically increasing loads. The model facilitates prediction of the maximum crackwidth at a given load given the crackwidth at a lower load level, and thus leads to a better understanding of the cracking phenomenon. To illustrate the methodology developed, the results of three reinforced concrete beams tested in the laboratory are analyzed and presented.

Continuous-time Single Network Adaptive Critic for Regulator Design of Nonlinear Control Affine Systems

An optimal control law for a general nonlinear system can be obtained by solving Hamilton-Jacobi-Bellman equation. However, it is difficult to obtain an analytical solution of this equation even for a moderately complex system. In this paper, we propose a continuoustime single network adaptive critic scheme for nonlinear control affine systems where the optimal cost-to-go function is approximated using a parametric positive semi-definite function. Unlike earlier approaches, a continuous-time weight update law is derived from the HJB equation. The stability of the system is analysed during the evolution of weights using Lyapunov theory. The effectiveness of the scheme is demonstrated through simulation examples.

Markov chain modeling of evolution of strains in reinforced concrete flexural beams

From the analysis of experimentally observed variations in surface strains with loading in reinforced concrete beams, it is noted that there is a need to consider the evolution of strains (with loading) as a stochastic process. Use of Markov Chains for modeling stochastic evolution of strains with loading in reinforced concrete flexural beams is studied in this paper. A simple, yet practically useful, bi-level homogeneous Gaussian Markov Chain (BLHGMC) model is proposed for determining the state of strain in reinforced concrete beams. The BLHGMC model will be useful for predicting behavior/response of reinforced concrete beams leading to more rational design.

Methodology for Pavement Design Reliability and Back Analysis Using Markov Chain Monte Carlo Simulation

Given the increasing cost of designing and building new highway pavements, reliability analysis has become vital to ensure that a given pavement performs as expected in the field. Recognizing the importance of failure analysis to safety, reliability, performance, and economy, back analysis has been employed in various engineering applications to evaluate the inherent uncertainties of the design and analysis. The probabilistic back analysis method formulated on Bayes' theorem and solved using the Markov chain Monte Carlo simulation method with a Metropolis-Hastings algorithm has proved to be highly efficient to address this issue. It is also quite flexible and is applicable to any type of prior information. In this paper, this method has been used to back-analyze the parameters that influence the pavement life and to consider the uncertainty of the mechanistic-empirical pavement design model. The load-induced pavement structural responses (e.g., stresses, strains, and deflections) used to predict the pavement life are estimated using the response surface methodology model developed based on the results of linear elastic analysis. The failure criteria adopted for the analysis were based on the factor of safety (FOS), and the study was carried out for different sample sizes and jumping distributions to estimate the most robust posterior statistics. From the posterior statistics of the case considered, it was observed that after approximately 150 million standard axle load repetitions, the mean values of the pavement properties decrease as expected, with a significant decrease in the values of the elastic moduli of the expected layers. An analysis of the posterior statistics indicated that the parameters that contribute significantly to the pavement failure were the moduli of the base and surface layer, which is consistent with the findings from other studies. After the back analysis, the base modulus parameters show a significant decrease of 15.8% and the surface layer modulus a decrease of 3.12% in the mean value. The usefulness of the back analysis methodology is further highlighted by estimating the design parameters for specified values of the factor of safety. The analysis revealed that for the pavement section considered, a reliability of 89% and 94% can be achieved by adopting FOS values of 1.5 and 2, respectively. The methodology proposed can therefore be effectively used to identify the parameters that are critical to pavement failure in the design of pavements for specified levels of reliability. DOI: 10.1061/(ASCE)TE.1943-5436.0000455. (C) 2013 American Society of Civil Engineers.