The Kumaraswamy Gumbel distribution

The Gumbel distribution is perhaps the most widely applied statistical distribution for problems in engineering. We propose a generalization-referred to as the Kumaraswamy Gumbel distribution-and provide a comprehensive treatment of its structural properties. We obtain the analytical shapes of the density and hazard rate functions. We calculate explicit expressions for the moments and generating function. The variation of the skewness and kurtosis measures is examined and the asymptotic distribution of the extreme values is investigated. Explicit expressions are also derived for the moments of order statistics. The methods of maximum likelihood and parametric bootstrap and a Bayesian procedure are proposed for estimating the model parameters. We obtain the expected information matrix. An application of the new model to a real dataset illustrates the potentiality of the proposed model. Two bivariate generalizations of the model are proposed.

The exponential COM-Poisson distribution

The Conway-Maxwell Poisson (COMP) distribution as an extension of the Poisson distribution is a popular model for analyzing counting data. For the first time, we introduce a new three parameter distribution, so-called the exponential-Conway-Maxwell Poisson (ECOMP) distribution, that contains as sub-models the exponential-geometric and exponential-Poisson distributions proposed by Adamidis and Loukas (Stat Probab Lett 39:35-42, 1998) and KuAY (Comput Stat Data Anal 51:4497-4509, 2007), respectively. The new density function can be expressed as a mixture of exponential density functions. Expansions for moments, moment generating function and some statistical measures are provided. The density function of the order statistics can also be expressed as a mixture of exponential densities. We derive two formulae for the moments of order statistics. The elements of the observed information matrix are provided. Two applications illustrate the usefulness of the new distribution to analyze positive data.

Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.

The McDonald inverted beta distribution

We introduce a five-parameter continuous model, called the McDonald inverted beta distribution, to extend the two-parameter inverted beta distribution and provide new four- and three-parameter sub-models. We give a mathematical treatment of the new distribution including expansions for the density function, moments, generating and quantile functions, mean deviations, entropy and reliability. The model parameters are estimated by maximum likelihood and the observed information matrix is derived. An application of the new model to real data shows that it can give consistently a better fit than other important lifetime models. (C) 2012 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

Dynamical evolution of quantum states: a geometrical approach.

Questo lavoro di tesi si inserisce nel recente filone di ricerca che ha lo scopo di studiare le strutture della Meccanica quantistica facendo impiego della geometria differenziale. In particolare, lo scopo della tesi è analizzare la geometria dello spazio degli stati quantistici puri e misti. Dopo aver riportato i risultati noti relativi a questo argomento, vengono calcolati esplicitamente il tensore metrico e la forma simplettica come parte reale e parte immaginaria del tensore di Fisher per le matrici densità 2×2 e 3×3. Quest’ultimo altro non é che la generalizzazione di uno strumento molto usato in Teoria dell’Informazione: l’Informazione di Fisher. Dal tensore di Fisher si può ottenere un tensore metrico non solo sulle orbite generate dall'azione del gruppo unitario ma anche su percorsi generati da trasformazioni non unitarie. Questo fatto apre la strada allo studio di tutti i percorsi possibili all'interno dello spazio delle matrici densità, che in questa tesi viene esplicitato per le matrici 2×2 e affrontato utilizzando il formalismo degli operatori di Kraus. Proprio grazie a questo formalismo viene introdotto il concetto di semi-gruppo dinamico che riflette la non invertibilità di evoluzioni non unitarie causate dall'interazione tra il sistema sotto esame e l’ambiente. Viene infine presentato uno schema per intraprendere la stessa analisi sulle matrici densità 3×3, e messe in evidenza le differenze con il caso 2×2.

Dissonance as a resource for probing the qubit depolarizing channel

Quantum channel identification, a standard problem in quantum metrology, is the task of estimating parameter(s) of a quantum channel. We investigate dissonance (quantum discord in the absence of entanglement) as an aid to quantum channel identification and find evidence for dissonance as a resource for quantum information processing. We consider the specific case of dissonant Bell-diagonal probes of the qubit depolarizing channel, using quantum Fisher information as a measure of statistical information extracted by the probe. In this setting dissonant quantum probes yield more statistical information about the depolarizing probability than do corresponding probes without dissonance and greater dissonance yields greater information. This effect only operates consistently when we control for classical correlation between the probe and its ancilla and the joint and marginal purities of the ancilla and probe.

Prospective evaluation of a D-optimal designed population pharmacokinetic study

Recently, methods for computing D-optimal designs for population pharmacokinetic studies have become available. However there are few publications that have prospectively evaluated the benefits of D-optimality in population or single-subject settings. This study compared a population optimal design with an empirical design for estimating the base pharmacokinetic model for enoxaparin in a stratified randomized setting. The population pharmacokinetic D-optimal design for enoxaparin was estimated using the PFIM function (MATLAB version 6.0.0.88). The optimal design was based on a one-compartment model with lognormal between subject variability and proportional residual variability and consisted of a single design with three sampling windows (0-30 min, 1.5-5 hr and 11 - 12 hr post-dose) for all patients. The empirical design consisted of three sample time windows per patient from a total of nine windows that collectively represented the entire dose interval. Each patient was assigned to have one blood sample taken from three different windows. Windows for blood sampling times were also provided for the optimal design. Ninety six patients were recruited into the study who were currently receiving enoxaparin therapy. Patients were randomly assigned to either the optimal or empirical sampling design, stratified for body mass index. The exact times of blood samples and doses were recorded. Analysis was undertaken using NONMEM (version 5). The empirical design supported a one compartment linear model with additive residual error, while the optimal design supported a two compartment linear model with additive residual error as did the model derived from the full data set. A posterior predictive check was performed where the models arising from the empirical and optimal designs were used to predict into the full data set. This revealed the optimal'' design derived model was superior to the empirical design model in terms of precision and was similar to the model developed from the full dataset. This study suggests optimal design techniques may be useful, even when the optimized design was based on a model that was misspecified in terms of the structural and statistical models and when the implementation of the optimal designed study deviated from the nominal design.

Emulation of random output simulators

Computer models, or simulators, are widely used in a range of scientific fields to aid understanding of the processes involved and make predictions. Such simulators are often computationally demanding and are thus not amenable to statistical analysis. Emulators provide a statistical approximation, or surrogate, for the simulators accounting for the additional approximation uncertainty. This thesis develops a novel sequential screening method to reduce the set of simulator variables considered during emulation. This screening method is shown to require fewer simulator evaluations than existing approaches. Utilising the lower dimensional active variable set simplifies subsequent emulation analysis. For random output, or stochastic, simulators the output dispersion, and thus variance, is typically a function of the inputs. This work extends the emulator framework to account for such heteroscedasticity by constructing two new heteroscedastic Gaussian process representations and proposes an experimental design technique to optimally learn the model parameters. The design criterion is an extension of Fisher information to heteroscedastic variance models. Replicated observations are efficiently handled in both the design and model inference stages. Through a series of simulation experiments on both synthetic and real world simulators, the emulators inferred on optimal designs with replicated observations are shown to outperform equivalent models inferred on space-filling replicate-free designs in terms of both model parameter uncertainty and predictive variance.

Approximately optimal experimental design for heteroscedastic Gaussian process models

This paper presents a greedy Bayesian experimental design criterion for heteroscedastic Gaussian process models. The criterion is based on the Fisher information and is optimal in the sense of minimizing parameter uncertainty for likelihood based estimators. We demonstrate the validity of the criterion under different noise regimes and present experimental results from a rabies simulator to demonstrate the effectiveness of the resulting approximately optimal designs.

Optimal design for correlated processes with input-dependent noise

Optimal design for parameter estimation in Gaussian process regression models with input-dependent noise is examined. The motivation stems from the area of computer experiments, where computationally demanding simulators are approximated using Gaussian process emulators to act as statistical surrogates. In the case of stochastic simulators, which produce a random output for a given set of model inputs, repeated evaluations are useful, supporting the use of replicate observations in the experimental design. The findings are also applicable to the wider context of experimental design for Gaussian process regression and kriging. Designs are proposed with the aim of minimising the variance of the Gaussian process parameter estimates. A heteroscedastic Gaussian process model is presented which allows for an experimental design technique based on an extension of Fisher information to heteroscedastic models. It is empirically shown that the error of the approximation of the parameter variance by the inverse of the Fisher information is reduced as the number of replicated points is increased. Through a series of simulation experiments on both synthetic data and a systems biology stochastic simulator, optimal designs with replicate observations are shown to outperform space-filling designs both with and without replicate observations. Guidance is provided on best practice for optimal experimental design for stochastic response models. © 2013 Elsevier Inc. All rights reserved.

Detecting metrologically useful entanglement in the vicinity of Dicke states

We present a method to verify the metrological usefulness of noisy Dicke states of a particle ensemble with only a few collective measurements, without the need for a direct measurement of the sensitivity. Our method determines the usefulness of the state for the usual protocol for estimating the angle of rotation with Dicke states, which is based on the measurement of the second moment of a total spin component. It can also be used to detect entangled states that are useful for quantum metrology. We apply our method to recent experimental results.

Qubit state estimation and enhancement by quantum thermal noise

International audience

Optimized probing states for qubit phase estimation with general quantum noise

International audience

Sublimation of new matrix candidates for high spatial resolution imaging mass spectrometry of lipids: enhanced information in both positive and negative polarities after 1,5-diaminonapthalene deposition.

Matrix sublimation has demonstrated to be a powerful approach for high-resolution matrix-assisted laser desorption ionization (MALDI) imaging of lipids, providing very homogeneous solvent-free deposition. This work presents a comprehensive study aiming to evaluate current and novel matrix candidates for high spatial resolution MALDI imaging mass spectrometry of lipids from tissue section after deposition by sublimation. For this purpose, 12 matrices including 2,5-dihydroxybenzoic acid (DHB), sinapinic acid (SA), α-cyano-4-hydroxycinnamic acid (CHCA), 2,6-dihydroxyacetphenone (DHA), 2',4',6'-trihydroxyacetophenone (THAP), 3-hydroxypicolinic acid (3-HPA), 1,8-bis(dimethylamino)naphthalene (DMAN), 1,8,9-anthracentriol (DIT), 1,5-diaminonapthalene (DAN), p-nitroaniline (NIT), 9-aminoacridine (9-AA), and 2-mercaptobenzothiazole (MBT) were investigated for lipid detection efficiency in both positive and negative ionization modes, matrix interferences, and stability under vacuum. For the most relevant matrices, ion maps of the different lipid species were obtained from tissue sections at high spatial resolution and the detected peaks were characterized by matrix-assisted laser desorption ionization time-of-flight/time-of-flight (MALDI-TOF/TOF) mass spectrometry. First proposed for imaging mass spectrometry (IMS) after sublimation, DAN has demonstrated to be of high efficiency providing rich lipid signatures in both positive and negative polarities with high vacuum stability and sub-20 μm resolution capacity. Ion images from adult mouse brain were generated with a 10 μm scanning resolution. Furthermore, ion images from adult mouse brain and whole-body fish tissue sections were also acquired in both polarity modes from the same tissue section at 100 μm spatial resolution. Sublimation of DAN represents an interesting approach to improve information with respect to currently employed matrices providing a deeper analysis of the lipidome by IMS.