Design of experiments for bivariate binary responses modelled by Copula functions

Optimal design for generalized linear models has primarily focused on univariate data. Often experiments are performed that have multiple dependent responses described by regression type models, and it is of interest and of value to design the experiment for all these responses. This requires a multivariate distribution underlying a pre-chosen model for the data. Here, we consider the design of experiments for bivariate binary data which are dependent. We explore Copula functions which provide a rich and flexible class of structures to derive joint distributions for bivariate binary data. We present methods for deriving optimal experimental designs for dependent bivariate binary data using Copulas, and demonstrate that, by including the dependence between responses in the design process, more efficient parameter estimates are obtained than by the usual practice of simply designing for a single variable only. Further, we investigate the robustness of designs with respect to initial parameter estimates and Copula function, and also show the performance of compound criteria within this bivariate binary setting.

Generalized azimuthal shear deformations in compressible isotropic elastic materials

In this article we study the azimuthal shear deformations in a compressible Isotropic elastic material. This class of deformations involves an azimuthal displacement as a function of the radial and axial coordinates. The equilibrium equations are formulated in terms of the Cauchy-Green strain tensors, which form an overdetermined system of partial differential equations for which solutions do not exist in general. By means of a Legendre transformation, necessary and sufficient conditions for the material to support this deformation are obtained explicitly, in the sense that every solution to the azimuthal equilibrium equation will satisfy the remaining two equations. Additionally, we show how these conditions are sufficient to support all currently known deformations that locally reduce to simple shear. These conditions are then expressed both in terms of the invariants of the Cauchy-Green strain and stretch tensors. Several classes of strain energy functions for which this deformation can be supported are studied. For certain boundary conditions, exact solutions to the equilibrium equations are obtained. © 2005 Society for Industrial and Applied Mathematics.

Identity in dialogue : identity as hyper-generalized personal sense

In this paper I propose that identity is momentary, fluid, and multiple while simultaneously providing us with a sense of sameness and continuity. Building on Valsiner’s ideas about human sense-making I suggest that we can reasonably deal with the multiplicity/unity paradox if we conceive of this process as resulting in the construction of a fuzzy field of hyper-generalized personal sense, which ordinarily functions as an implicit and unspeakable background of our everyday functioning, while being constantly re-created through momentary instances of foregrounded and explicit identity-dialogues. I illustrate the ideas put forward in the paper by analysing a case of a young woman experiencing a change in her being. Finally, in an attempt to illustrate and further develop the case I introduce a metaphor of carpet-weaving as an apposite image for thinking about identity as a process of a multiple and fragmented, yet also a united and constant being.

Generalized element load method for first- and second-order element solutions with element load effect

The finite element method in principle adaptively divides the continuous domain with complex geometry into discrete simple subdomain by using an approximate element function, and the continuous element loads are also converted into the nodal load by means of the traditional lumping and consistent load methods, which can standardise a plethora of element loads into a typical numerical procedure, but element load effect is restricted to the nodal solution. It in turn means the accurate continuous element solutions with the element load effects are merely restricted to element nodes discretely, and further limited to either displacement or force field depending on which type of approximate function is derived. On the other hand, the analytical stability functions can give the accurate continuous element solutions due to element loads. Unfortunately, the expressions of stability functions are very diverse and distinct when subjected to different element loads that deter the numerical routine for practical applications. To this end, this paper presents a displacement-based finite element function (generalised element load method) with a plethora of element load effects in the similar fashion that never be achieved by the stability function, as well as it can generate the continuous first- and second-order elastic displacement and force solutions along an element without loss of accuracy considerably as the analytical approach that never be achieved by neither the lumping nor consistent load methods. Hence, the salient and unique features of this paper (generalised element load method) embody its robustness, versatility and accuracy in continuous element solutions when subjected to the great diversity of transverse element loads.

Finite volume evolution Galerkin method for hyperbolic conservation laws with spatially varying flux functions

We present a generalization of the finite volume evolution Galerkin scheme [M. Lukacova-Medvid'ova,J. Saibertov'a, G. Warnecke, Finite volume evolution Galerkin methods for nonlinear hyperbolic systems, J. Comp. Phys. (2002) 183 533-562; M. Luacova-Medvid'ova, K.W. Morton, G. Warnecke, Finite volume evolution Galerkin (FVEG) methods for hyperbolic problems, SIAM J. Sci. Comput. (2004) 26 1-30] for hyperbolic systems with spatially varying flux functions. Our goal is to develop a genuinely multi-dimensional numerical scheme for wave propagation problems in a heterogeneous media. We illustrate our methodology for acoustic waves in a heterogeneous medium but the results can be generalized to more complex systems. The finite volume evolution Galerkin (FVEG) method is a predictor-corrector method combining the finite volume corrector step with the evolutionary predictor step. In order to evolve fluxes along the cell interfaces we use multi-dimensional approximate evolution operator. The latter is constructed using the theory of bicharacteristics under the assumption of spatially dependent wave speeds. To approximate heterogeneous medium a staggered grid approach is used. Several numerical experiments for wave propagation with continuous as well as discontinuous wave speeds confirm the robustness and reliability of the new FVEG scheme.

Working covariance model selection for generalized estimating equations

We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice.

Robust estimating functions and bias correction for longitudinal data analysis

Robust methods are useful in making reliable statistical inferences when there are small deviations from the model assumptions. The widely used method of the generalized estimating equations can be "robustified" by replacing the standardized residuals with the M-residuals. If the Pearson residuals are assumed to be unbiased from zero, parameter estimators from the robust approach are asymptotically biased when error distributions are not symmetric. We propose a distribution-free method for correcting this bias. Our extensive numerical studies show that the proposed method can reduce the bias substantially. Examples are given for illustration.

Monetary policy rules and estimated reaction functions for the European Central Bank

This thesis studies the interest-rate policy of the ECB by estimating monetary policy rules using real-time data and central bank forecasts. The aim of the estimations is to try to characterize a decade of common monetary policy and to look at how different models perform at this task.The estimated rules include: contemporary Taylor rules, forward-looking Taylor rules, nonlinearrules and forecast-based rules. The nonlinear models allow for the possibility of zone-like preferences and an asymmetric response to key variables. The models therefore encompass the most popular sub-group of simple models used for policy analysis as well as the more unusual non-linear approach. In addition to the empirical work, this thesis also contains a more general discussion of monetary policy rules mostly from a New Keynesian perspective. This discussion includes an overview of some notable related studies, optimal policy, policy gradualism and several other related subjects. The regression estimations are performed with either least squares or the generalized method of moments depending on the requirements of the estimations. The estimations use data from both the Euro Area Real-Time Database and the central bank forecasts published in ECB Monthly Bulletins. These data sources represent some of the best data that is available for this kind of analysis. The main results of this thesis are that forward-looking behavior appears highly prevalent, but that standard forward-looking Taylor rules offer only ambivalent results with regard to inflation. Nonlinear models are shown to work, but on the other hand do not have a strong rationale over a simpler linear formulation. However, the forecasts appear to be highly useful in characterizing policy and may offer the most accurate depiction of a predominantly forward-looking central bank. In particular the inflation response appears much stronger while the output response becomes highly forward-looking as well.

Measurement of complex optical flow with use of an augmented generalized gradient scheme

We present a method for measuring the local velocities and first-order variations in velocities in a timevarying image. The scheme is an extension of the generalized gradient model that encompasses the local variation of velocity within a local patch of the image. Motion within a patch is analyzed in parallel by 42 different spatiotemporal filters derived from 6 linearly independent spatiotemporal kernels. No constraints are imposed on the image structure, and there is no need for smoothness constraints on the velocity field. The aperture problem does not arise so long as there is some two-dimensional structure in the patch being analyzed. Among the advantages of the scheme is that there is no requirement to calculate second or higher derivatives of the image function. This makes the scheme robust in the presence of noise. The spatiotemporal kernels are of simple form, involving Gaussian functions, and are biologically plausible receptive fields. The validity of the scheme is demonstrated by application to both synthetic and real video images sequences and by direct comparison with another recently published scheme Biol. Cybern. 63, 185 (1990)] for the measurement of complex optical flow.

Measurement of complex optical flow with use of an augmented generalized gradient scheme

We present a method for measuring the local velocities and first-order variations in velocities in a time-varying image. The scheme is an extension of the generalized gradient model that encompasses the local variation of velocity within a local patch of the image. Motion within a patch is analyzed in parallel by 42 different spatiotemporal filters derived from 6 linearly independent spatiotemporal kernels. No constraints are imposed on the image structure, and there is no need for smoothness constraints on the velocity field. The aperture problem does not arise so long as there is some two-dimensional structure in the patch being analyzed. Among the advantages of the scheme is that there is no requirement to calculate second or higher derivatives of the image function. This makes the scheme robust in the presence of noise. The spatiotemporal kernels are of simple form, involving Gaussian functions, and are biologically plausible receptive fields. The validity of the scheme is demonstrated by application to both synthetic and real video images sequences and by direct comparison with another recently published scheme [Biol. Cybern. 63, 185 (1990)] for the measurement of complex optical flow.

A fixed-grid finite element based enthalpy formulation for generalized phase change problems: role of superficial mushy region

The enthalpy method is primarily developed for studying phase change in a multicomponent material, characterized by a continuous liquid volume fraction (phi(1)) vs temperature (T) relationship. Using the Galerkin finite element method we obtain solutions to the enthalpy formulation for phase change in 1D slabs of pure material, by assuming a superficial phase change region (linear (phi(1) vs T) around the discontinuity at the melting point. Errors between the computed and analytical solutions are evaluated for the fluxes at, and positions of, the freezing front, for different widths of the superficial phase change region and spatial discretizations with linear and quadratic basis functions. For Stefan number (St) varying between 0.1 and 10 the method is relatively insensitive to spatial discretization and widths of the superficial phase change region. Greater sensitivity is observed at St = 0.01, where the variation in the enthalpy is large. In general the width of the superficial phase change region should span at least 2-3 Gauss quadrature points for the enthalpy to be computed accurately. The method is applied to study conventional melting of slabs of frozen brine and ice. Regardless of the forms for the phi(1) vs T relationships, the thawing times were found to scale as the square of the slab thickness. The ability of the method to efficiently capture multiple thawing fronts which may originate at any spatial location within the sample, is illustrated with the microwave thawing of slabs and 2D cylinders. (C) 2002 Elsevier Science Ltd. All rights reserved.

Confinement-deconfinement transition and spin correlations in a generalized Kitaev model

We present a spin model, namely, the Kitaev model augmented by a loop term and perturbed by an Ising Hamiltonian, and show that it exhibits both confinement-deconfinement transitions from spin liquid to antiferromagnetic/spin-chain/ferromagnetic phases and topological quantum phase transitions between gapped and gapless spin-liquid phases. We develop a fermionic resonating-valence-bonds (RVB) mean-field theory to chart out the phase diagram of the model and estimate the stability of its spin-liquid phases, which might be relevant for attempts to realize the model in optical lattices and other spin systems. We present an analytical mean-field theory to study the confinement-deconfinement transition for large coefficient of the loop term and show that this transition is first order within such mean-field analysis in this limit. We also conjecture that in some other regimes, the confinement-deconfinement transitions in the model, predicted to be first order within the mean-field theory, may become second order via a defect condensation mechanism. Finally, we present a general classification of the perturbations to the Kitaev model on the basis of their effect on it's spin correlation functions and derive a necessary and sufficient condition, within the regime of validity of perturbation theory, for the spin correlators to exhibit a long-ranged power-law behavior in the presence of such perturbations. Our results reproduce those of Tikhonov et al. [Phys. Rev. Lett. 106, 067203 (2011)] as a special case.

SOLUTIONS OF A SYSTEM OF FORCED BURGERS EQUATION IN TERMS OF GENERALIZED LAGUERRE POLYNOMIALS

In this article, we obtain explicit solutions of a linear PDE subject to a class of radial square integrable functions with a monotonically increasing weight function |x|(n-1)e(beta vertical bar x vertical bar 2)/2, beta >= 0, x is an element of R-n. This linear PDE is obtained from a system of forced Burgers equation via the Cole-Hopf transformation. For any spatial dimension n > 1, the solution is expressed in terms of a family of weighted generalized Laguerre polynomials. We also discuss the large time behaviour of the solution of the system of forced Burgers equation.

Assessment of driver vision functions in relation to their crash involvement in India

Among the human factors that influence safe driving, visual skills of the driver can be considered fundamental. This study mainly focuses on investigating the effect of visual functions of drivers in India on their road crash involvement. Experiments were conducted to assess vision functions of Indian licensed drivers belonging to various organizations, age groups and driving experience. The test results were further related to the crash involvement histories of drivers through statistical tools. A generalized linear model was developed to ascertain the influence of these traits on propensity of crash involvement. Among the sampled drivers, colour vision, vertical field of vision, depth perception, contrast sensitivity, acuity and phoria were found to influence their crash involvement rates. In India, there are no efficient standards and testing methods to assess the visual capabilities of drivers during their licensing process and this study highlights the need for the same.