A practical comparison of blinded methods for sample size reviews in survival data clinical trials.

This paper presents practical approaches to the problem of sample size re-estimation in the case of clinical trials with survival data when proportional hazards can be assumed. When data are readily available at the time of the review, on a full range of survival experiences across the recruited patients, it is shown that, as expected, performing a blinded re-estimation procedure is straightforward and can help to maintain the trial's pre-specified error rates. Two alternative methods for dealing with the situation where limited survival experiences are available at the time of the sample size review are then presented and compared. In this instance, extrapolation is required in order to undertake the sample size re-estimation. Worked examples, together with results from a simulation study are described. It is concluded that, as in the standard case, use of either extrapolation approach successfully protects the trial error rates. Copyright © 2012 John Wiley & Sons, Ltd.

Sparse probability density function estimation using the minimum integrated square error

We develop a new sparse kernel density estimator using a forward constrained regression framework, within which the nonnegative and summing-to-unity constraints of the mixing weights can easily be satisfied. Our main contribution is to derive a recursive algorithm to select significant kernels one at time based on the minimum integrated square error (MISE) criterion for both the selection of kernels and the estimation of mixing weights. The proposed approach is simple to implement and the associated computational cost is very low. Specifically, the complexity of our algorithm is in the order of the number of training data N, which is much lower than the order of N2 offered by the best existing sparse kernel density estimators. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with comparable accuracy to those of the classical Parzen window estimate and other existing sparse kernel density estimators.

Adaptive nonlinear equalizer using a mixture of gaussians based on-line density estimator

This paper introduces a new adaptive nonlinear equalizer relying on a radial basis function (RBF) model, which is designed based on the minimum bit error rate (MBER) criterion, in the system setting of the intersymbol interference channel plus a co-channel interference. Our proposed algorithm is referred to as the on-line mixture of Gaussians estimator aided MBER (OMG-MBER) equalizer. Specifically, a mixture of Gaussians based probability density function (PDF) estimator is used to model the PDF of the decision variable, for which a novel on-line PDF update algorithm is derived to track the incoming data. With the aid of this novel on-line mixture of Gaussians based sample-by-sample updated PDF estimator, our adaptive nonlinear equalizer is capable of updating its equalizer’s parameters sample by sample to aim directly at minimizing the RBF nonlinear equalizer’s achievable bit error rate (BER). The proposed OMG-MBER equalizer significantly outperforms the existing on-line nonlinear MBER equalizer, known as the least bit error rate equalizer, in terms of both the convergence speed and the achievable BER, as is confirmed in our simulation study

Reliability comparison of transmit/receive diversity and error control coding in low-power medium access control protocols

Low-power medium access control (MAC) protocols used for communication of energy constraint wireless embedded devices do not cope well with situations where transmission channels are highly erroneous. Existing MAC protocols discard corrupted messages which lead to costly retransmissions. To improve transmission performance, it is possible to include an error correction scheme and transmit/receive diversity. It is possible to add redundant information to transmitted packets in order to recover data from corrupted packets. It is also possible to make use of transmit/receive diversity via multiple antennas to improve error resiliency of transmissions. Both schemes may be used in conjunction to further improve the performance. In this study, the authors show how an error correction scheme and transmit/receive diversity can be integrated in low-power MAC protocols. Furthermore, the authors investigate the achievable performance gains of both methods. This is important as both methods have associated costs (processing requirements; additional antennas and power) and for a given communication situation it must be decided which methods should be employed. The authors’ results show that, in many practical situations, error control coding outperforms transmission diversity; however, if very high reliability is required, it is useful to employ both schemes together.

The importance of accurate wind resource assessment for evaluating the economic viability of small wind turbines

The techno-economic performance of a small wind turbine is very sensitive to the available wind resource. However, due to financial and practical constraints installers rely on low resolution wind speed databases to assess a potential site. This study investigates whether the two site assessment tools currently used in the UK, NOABL or the Energy Saving Trust wind speed estimator, are accurate enough to estimate the techno-economic performance of a small wind turbine. Both the tools tend to overestimate the wind speed, with a mean error of 23% and 18% for the NOABL and Energy Saving Trust tool respectively. A techno-economic assessment of 33 small wind turbines at each site has shown that these errors can have a significant impact on the estimated load factor of an installation. Consequently, site/turbine combinations which are not economically viable can be predicted to be viable. Furthermore, both models tend to underestimate the wind resource at relatively high wind speed sites, this can lead to missed opportunities as economically viable turbine/site combinations are predicted to be non-viable. These results show that a better understanding of the local wind resource is a required to make small wind turbines a viable technology in the UK.

An Ensemble Smoother with Error Estimates

A smoother introduced earlier by van Leeuwen and Evensen is applied to a problem in which real obser vations are used in an area with strongly nonlinear dynamics. The derivation is new , but it resembles an earlier derivation by van Leeuwen and Evensen. Again a Bayesian view is taken in which the prior probability density of the model and the probability density of the obser vations are combined to for m a posterior density . The mean and the covariance of this density give the variance-minimizing model evolution and its errors. The assumption is made that the prior probability density is a Gaussian, leading to a linear update equation. Critical evaluation shows when the assumption is justified. This also sheds light on why Kalman filters, in which the same ap- proximation is made, work for nonlinear models. By reference to the derivation, the impact of model and obser vational biases on the equations is discussed, and it is shown that Bayes’ s for mulation can still be used. A practical advantage of the ensemble smoother is that no adjoint equations have to be integrated and that error estimates are easily obtained. The present application shows that for process studies a smoother will give superior results compared to a filter , not only owing to the smooth transitions at obser vation points, but also because the origin of features can be followed back in time. Also its preference over a strong-constraint method is highlighted. Further more, it is argued that the proposed smoother is more efficient than gradient descent methods or than the representer method when error estimates are taken into account

Sparse density estimator with tunable kernels

A new sparse kernel density estimator with tunable kernels is introduced within a forward constrained regression framework whereby the nonnegative and summing-to-unity constraints of the mixing weights can easily be satisfied. Based on the minimum integrated square error criterion, a recursive algorithm is developed to select significant kernels one at time, and the kernel width of the selected kernel is then tuned using the gradient descent algorithm. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing very sparse kernel density estimators with competitive accuracy to existing kernel density estimators.

A multivariate ultrastructural errors-in-variables model with equation error

This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors Sufficient conditions for attaining consistent estimators for model parameters are presented Asymptotic distributions for the line regression estimators are derived Applications to the elliptical class of distributions with two error assumptions are presented The model generalizes previous results aimed at univariate scenarios (C) 2010 Elsevier Inc All rights reserved

A finite sample improvement of the fixed effects estimator : applied to technical infficiency

The FE ('fixed effects') estimator of technical inefficiency performs poorly when N ('number of firms') is large and T ('number of time observations') is small. We propose estimators of both the firm effects and the inefficiencies, which have small sample gains compared to the traditional FE estimator. The estimators are based on nonparametric kernel regression of unordered variables, which includes the FE estimator as a special case. In terms of global conditional MSE ('mean square error') criterions, it is proved that there are kernel estimators which are efficient to the FE estimators of firm effects and inefficiencies, in finite samples. Monte Carlo simulations supports our theoretical findings and in an empirical example it is shown how the traditional FE estimator and the proposed kernel FE estimator lead to very different conclusions about inefficiency of Indonesian rice farmers.

H-2 and H-infinity-optimal control for the tracking problem with zero variation

The problem of signal tracking, in the presence of a disturbance signal in the plant, is solved using a zero-variation methodology. A state feedback controller is designed in order to minimise the H-2-norm of the closed-loop system, such that the effect of the disturbance is attenuated. Then, a state estimator is designed and the modification of the zeros is used to minimise the H-infinity-norm from the reference input signal to the error signal. The error is taken to be the difference between the reference and the output signals, thereby making it a tracking problem. The design is formulated in a linear matrix inequality framework, such that the optimal solution of the stated control problem is obtained. Practical examples illustrate the effectiveness of the proposed method.

Some practical advice on polynomial regression analysis from blocked response surface designs

It is often necessary to run response surface designs in blocks. In this paper the analysis of data from such experiments, using polynomial regression models, is discussed. The definition and estimation of pure error in blocked designs are considered. It is recommended that pure error is estimated by assuming additive block and treatment effects, as this is more consistent with designs without blocking. The recovery of inter-block information using REML analysis is discussed, although it is shown that it has very little impact if thc design is nearly orthogonally blocked. Finally prediction from blocked designs is considered and it is shown that prediction of many quantities of interest is much simpler than prediction of the response itself.

Speed Neuro-fuzzy Estimator Applied To Sensorless Induction Motor Control

This work proposes the development of an Adaptive Neuro-fuzzy Inference System (ANFIS) estimator applied to speed control in a three-phase induction motor sensorless drive. Usually, ANFIS is used to replace the traditional PI controller in induction motor drives. The evaluation of the estimation capability of the ANFIS in a sensorless drive is one of the contributions of this work. The ANFIS speed estimator is validated in a magnetizing flux oriented control scheme, consisting in one more contribution. As an open-loop estimator, it is applied to moderate performance drives and it is not the proposal of this work to solve the low and zero speed estimation problems. Simulations to evaluate the performance of the estimator considering the vector drive system were done from the Matlab/Simulink(R) software. To determine the benefits of the proposed model, a practical system was implemented using a voltage source inverter (VSI) to drive the motor and the vector control including the ANFIS estimator, which is carried out by the Real Time Toolbox from Matlab/Simulink(R) software and a data acquisition card from National Instruments.

Inference on Survival Data with Covariate Measurement Error - An Imputation-based Approach

We propose a new method for fitting proportional hazards models with error-prone covariates. Regression coefficients are estimated by solving an estimating equation that is the average of the partial likelihood scores based on imputed true covariates. For the purpose of imputation, a linear spline model is assumed on the baseline hazard. We discuss consistency and asymptotic normality of the resulting estimators, and propose a stochastic approximation scheme to obtain the estimates. The algorithm is easy to implement, and reduces to the ordinary Cox partial likelihood approach when the measurement error has a degenerative distribution. Simulations indicate high efficiency and robustness. We consider the special case where error-prone replicates are available on the unobserved true covariates. As expected, increasing the number of replicate for the unobserved covariates increases efficiency and reduces bias. We illustrate the practical utility of the proposed method with an Eastern Cooperative Oncology Group clinical trial where a genetic marker, c-myc expression level, is subject to measurement error.