Predicting random effects with an expanded finite population mixed model

Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.

Estimation of the mean quality-adjusted survival using a multistate model for the sojourn times

In clinical trials, it may be of interest taking into account physical and emotional well-being in addition to survival when comparing treatments. Quality-adjusted survival time has the advantage of incorporating information about both survival time and quality-of-life. In this paper, we discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models for the sojourn times in health states. Semiparametric and parametric (with exponential distribution) approaches are considered. A simulation study is presented to evaluate the performance of the proposed estimator and the jackknife resampling method is used to compute bias and variance of the estimator. (C) 2007 Elsevier B.V. All rights reserved.

An information-theoretic approach to statistical dependence: Copula information

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter quantified by the mutual information. We define the information excess as a measure of deviation from a maximum-entropy distribution. The idea of marginal invariant dependence measures is also discussed and used to show that empirical linear correlation underestimates the amplitude of the actual correlation in the case of non-Gaussian marginals. The mutual information is shown to provide an upper bound for the asymptotic empirical log-likelihood of a copula. An analytical expression for the information excess of T-copulas is provided, allowing for simple model identification within this family. We illustrate the framework in a financial data set. Copyright (C) EPLA, 2009

Improved maximum-likelihood estimation in a regression model with general parametrization

We analyse the finite-sample behaviour of two second-order bias-corrected alternatives to the maximum-likelihood estimator of the parameters in a multivariate normal regression model with general parametrization proposed by Patriota and Lemonte [A. G. Patriota and A. J. Lemonte, Bias correction in a multivariate regression model with genereal parameterization, Stat. Prob. Lett. 79 (2009), pp. 1655-1662]. The two finite-sample corrections we consider are the conventional second-order bias-corrected estimator and the bootstrap bias correction. We present the numerical results comparing the performance of these estimators. Our results reveal that analytical bias correction outperforms numerical bias corrections obtained from bootstrapping schemes.

Optical and electrical characterization of samaria-doped ceria

Ce(0.8)SM(0.2)O(1.9) and CeO(2) nanomaterials were prepared by a solution technique to produce an ultrafine particulate material with high sinterability. In this work, the structural characteristics, the photoluminescent behavior and the ionic conductivity of the synthesized materials are focused. The thermally decomposed material consists of less than 10 nm in diameter nanoparticles. The Raman spectrum of pure CeO(2) consists of a single triple degenerate F(2g) model characteristic of the fluorite-like structure. The full width at half maximum of this band decreases linearly with increasing calcination temperature. The photoluminescence spectra show a broadened emission band assigned to the ligand-to-metal charge-transfer states O -> Ce(4+). The emission spectra of the Ce(0.8)Sm(0.2)O(1.9) specimens present narrow bands arising from the 4G(5/2) -> (6)H(J) transitions (J = 5/2, 7/2, 9/2 and 11/2) of Sm(3+) ion due to the efficient energy transfer from the O -> Ce(4+) transitions to the emitter 4G(5/2) level. The ionic conductivity of sintered specimens shows a significant dependence on density. (C) 2009 Elsevier B.V. All rights reserved.

Sample stacking in CZE using dynamic thermal junctions I. Analytes with low dpK(a)/dT crossing a single thermally induced pH junction in a BGE with high dpH/dT

The possibility to compress analyte bands at the beginning of CE runs has many advantages. Analytes at low concentration can be analyzed with high signal-to-noise ratios by using the so-called sample stacking methods. Moreover, sample injections with very narrow initial band widths (small initial standard deviations) are sometimes useful, especially if high resolutions among the bands are required in the shortest run time. In the present work, a method of sample stacking is proposed and demonstrated. It is based on BGEs with high thermal sensitive pHs (high dpH/dT) and analytes with low dpK(a)/dT. High thermal sensitivity means that the working pK(a) of the BGE has a high dpK(a)/dT in modulus. For instance, Tris and Ethanolamine have dpH/dT = -0.028/degrees C and -0.029/degrees C, respectively, whereas carboxylic acids have low dpK(a)/dT values, i.e. in the -0.002/degrees C to+0.002/degrees C range. The action of cooling and heating sections along the capillary during the runs affects also the local viscosity, conductivity, and electric field strength. The effect of these variables on electrophoretic velocity and band compression is theoretically calculated using a simple model. Finally, this stacking method was demonstrated for amino acids derivatized with naphthalene-2,3-dicarboxaldehyde and fluorescamine using a temperature difference of 70 degrees C between two neighbor sections and Tris as separation buffer. In this case, the BGE has a high pH thermal coefficient whereas the carboxylic groups of the analytes have low pK(a) thermal coefficients. The application of these dynamic thermal gradients increased peak height by a factor of two (and decreased the standard deviations of peaks by a factor of two) of aspartic acid and glutamic acid derivatized with naphthalene-2,3-dicarboxaldehyde and serine derivatized with fluorescamine. The effect of thermal compression of bands was not observed when runs were accomplished using phosphate buffer at pH 7 (negative control). Phosphate has a low dpH/dT in this pH range, similar to the dK(a)/dT of analytes. It is shown that vertical bar dK(a)/dT-dpH/dT vertical bar >> 0 is one determinant factor to have significant stacking produced by dynamic thermal junctions.

Novel Statistical Methods in Quantitative Genetics : Modeling Genetic Variance for Quantitative Trait Loci Mapping and Genomic Evaluation

This thesis develops and evaluates statistical methods for different types of genetic analyses, including quantitative trait loci (QTL) analysis, genome-wide association study (GWAS), and genomic evaluation. The main contribution of the thesis is to provide novel insights in modeling genetic variance, especially via random effects models. In variance component QTL analysis, a full likelihood model accounting for uncertainty in the identity-by-descent (IBD) matrix was developed. It was found to be able to correctly adjust the bias in genetic variance component estimation and gain power in QTL mapping in terms of precision.  Double hierarchical generalized linear models, and a non-iterative simplified version, were implemented and applied to fit data of an entire genome. These whole genome models were shown to have good performance in both QTL mapping and genomic prediction. A re-analysis of a publicly available GWAS data set identified significant loci in Arabidopsis that control phenotypic variance instead of mean, which validated the idea of variance-controlling genes.  The works in the thesis are accompanied by R packages available online, including a general statistical tool for fitting random effects models (hglm), an efficient generalized ridge regression for high-dimensional data (bigRR), a double-layer mixed model for genomic data analysis (iQTL), a stochastic IBD matrix calculator (MCIBD), a computational interface for QTL mapping (qtl.outbred), and a GWAS analysis tool for mapping variance-controlling loci (vGWAS).

Recent developments in statistical methods for detecting genetic loci affecting phenotypic variability

A number of recent works have introduced statistical methods for detecting genetic loci that affect phenotypic variability, which we refer to as variability-controlling quantitative trait loci (vQTL). These are genetic variants whose allelic state predicts how much phenotype values will vary about their expected means. Such loci are of great potential interest in both human and non-human genetic studies, one reason being that a detected vQTL could represent a previously undetected interaction with other genes or environmental factors. The simultaneous publication of these new methods in different journals has in many cases precluded opportunity for comparison. We survey some of these methods, the respective trade-offs they imply, and the connections between them. The methods fall into three main groups: classical non-parametric, fully parametric, and semi-parametric two-stage approximations. Choosing between alternatives involves balancing the need for robustness, flexibility, and speed. For each method, we identify important assumptions and limitations, including those of practical importance, such as their scope for including covariates and random effects. We show in simulations that both parametric methods and their semi-parametric approximations can give elevated false positive rates when they ignore mean-variance relationships intrinsic to the data generation process. We conclude that choice of method depends on the trait distribution, the need to include non-genetic covariates, and the population size and structure, coupled with a critical evaluation of how these fit with the assumptions of the statistical model.

Hydropower Energy Simulation Using Mike 11 Model; A Case Study In South Germany's Small Run-Of-River Hydropower Plants

Renewable energy production is a basic supplement to stabilize rapidly increasing global energy demand and skyrocketing energy price as well as to balance the fluctuation of supply from non-renewable energy sources at electrical grid hubs. The European energy traders, government and private company energy providers and other stakeholders have been, since recently, a major beneficiary, customer and clients of Hydropower simulation solutions. The relationship between rainfall-runoff model outputs and energy productions of hydropower plants has not been clearly studied. In this research, association of rainfall, catchment characteristics, river network and runoff with energy production of a particular hydropower station is examined. The essence of this study is to justify the correspondence between runoff extracted from calibrated catchment and energy production of hydropower plant located at a catchment outlet; to employ a unique technique to convert runoff to energy based on statistical and graphical trend analysis of the two, and to provide environment for energy forecast. For rainfall-runoff model setup and calibration, MIKE 11 NAM model is applied, meanwhile MIKE 11 SO model is used to track, adopt and set a control strategy at hydropower location for runoff-energy correlation. The model is tested at two selected micro run-of-river hydropower plants located in South Germany. Two consecutive calibration is compromised to test the model; one for rainfall-runoff model and other for energy simulation. Calibration results and supporting verification plots of two case studies indicated that simulated discharge and energy production is comparable with the measured discharge and energy production respectively.

A Resource Centric Approach For Advancing Collaboration Through Hydrologic Data And Model Sharing

HydroShare is an online, collaborative system being developed for open sharing of hydrologic data and models. The goal of HydroShare is to enable scientists to easily discover and access hydrologic data and models, retrieve them to their desktop or perform analyses in a distributed computing environment that may include grid, cloud or high performance computing model instances as necessary. Scientists may also publish outcomes (data, results or models) into HydroShare, using the system as a collaboration platform for sharing data, models and analyses. HydroShare is expanding the data sharing capability of the CUAHSI Hydrologic Information System by broadening the classes of data accommodated, creating new capability to share models and model components, and taking advantage of emerging social media functionality to enhance information about and collaboration around hydrologic data and models. One of the fundamental concepts in HydroShare is that of a Resource. All content is represented using a Resource Data Model that separates system and science metadata and has elements common to all resources as well as elements specific to the types of resources HydroShare will support. These will include different data types used in the hydrology community and models and workflows that require metadata on execution functionality. The HydroShare web interface and social media functions are being developed using the Drupal content management system. A geospatial visualization and analysis component enables searching, visualizing, and analyzing geographic datasets. The integrated Rule-Oriented Data System (iRODS) is being used to manage federated data content and perform rule-based background actions on data and model resources, including parsing to generate metadata catalog information and the execution of models and workflows. This presentation will introduce the HydroShare functionality developed to date, describe key elements of the Resource Data Model and outline the roadmap for future development.

NDVI With Artificial Neural Networks For SRTM Elevation Model Improvement – Hydrological Model Application

Digital elevation model (DEM) plays a substantial role in hydrological study, from understanding the catchment characteristics, setting up a hydrological model to mapping the flood risk in the region. Depending on the nature of study and its objectives, high resolution and reliable DEM is often desired to set up a sound hydrological model. However, such source of good DEM is not always available and it is generally high-priced. Obtained through radar based remote sensing, Shuttle Radar Topography Mission (SRTM) is a publicly available DEM with resolution of 92m outside US. It is a great source of DEM where no surveyed DEM is available. However, apart from the coarse resolution, SRTM suffers from inaccuracy especially on area with dense vegetation coverage due to the limitation of radar signals not penetrating through canopy. This will lead to the improper setup of the model as well as the erroneous mapping of flood risk. This paper attempts on improving SRTM dataset, using Normalised Difference Vegetation Index (NDVI), derived from Visible Red and Near Infra-Red band obtained from Landsat with resolution of 30m, and Artificial Neural Networks (ANN). The assessment of the improvement and the applicability of this method in hydrology would be highlighted and discussed.

Decision Tree Classification Model In Water Supply Network

With the service life of water supply network (WSN) growth, the growing phenomenon of aging pipe network has become exceedingly serious. As urban water supply network is hidden underground asset, it is difficult for monitoring staff to make a direct classification towards the faults of pipe network by means of the modern detecting technology. In this paper, based on the basic property data (e.g. diameter, material, pressure, distance to pump, distance to tank, load, etc.) of water supply network, decision tree algorithm (C4.5) has been carried out to classify the specific situation of water supply pipeline. Part of the historical data was used to establish a decision tree classification model, and the remaining historical data was used to validate this established model. Adopting statistical methods were used to access the decision tree model including basic statistical method, Receiver Operating Characteristic (ROC) and Recall-Precision Curves (RPC). These methods has been successfully used to assess the accuracy of this established classification model of water pipe network. The purpose of classification model was to classify the specific condition of water pipe network. It is important to maintain the pipeline according to the classification results including asset unserviceable (AU), near perfect condition (NPC) and serious deterioration (SD). Finally, this research focused on pipe classification which plays a significant role in maintaining water supply networks in the future.

A model to estimate the US term structure of interest rates

The US term structure of interest rates plays a central role in fixed-income analysis. For example, estimating accurately the US term structure is a crucial step for those interested in analyzing Brazilian Brady bonds such as IDUs, DCBs, FLIRBs, EIs, etc. In this work we present a statistical model to estimate the US term structure of interest rates. We address in this report all major issues which drove us in the process of implementing the model developed, concentrating on important practical issues such as computational efficiency, robustness of the final implementation, the statistical properties of the final model, etc. Numerical examples are provided in order to illustrate the use of the model on a daily basis.

A Modular and digitally programmable interface based on band-pass sigma-delta modulator for mixed-signal systems-on-chip

The focus of this thesis is to discuss the development and modeling of an interface architecture to be employed for interfacing analog signals in mixed-signal SOC. We claim that the approach that is going to be presented is able to achieve wide frequency range, and covers a large range of applications with constant performance, allied to digital configuration compatibility. Our primary assumptions are to use a fixed analog block and to promote application configurability in the digital domain, which leads to a mixed-signal interface. The use of a fixed analog block avoids the performance loss common to configurable analog blocks. The usage of configurability on the digital domain makes possible the use of all existing tools for high level design, simulation and synthesis to implement the target application, with very good performance prediction. The proposed approach utilizes the concept of frequency translation (mixing) of the input signal followed by its conversion to the ΣΔ domain, which makes possible the use of a fairly constant analog block, and also, a uniform treatment of input signal from DC to high frequencies. The programmability is performed in the ΣΔ digital domain where performance can be closely achieved according to application specification. The interface performance theoretical and simulation model are developed for design space exploration and for physical design support. Two prototypes are built and characterized to validate the proposed model and to implement some application examples. The usage of this interface as a multi-band parametric ADC and as a two channels analog multiplier and adder are shown. The multi-channel analog interface architecture is also presented. The characterization measurements support the main advantages of the approach proposed.

Robust statistical modeling of portfolios

Atypical points in the data may result in meaningless e±cient frontiers. This follows since portfolios constructed using classical estimates may re°ect neither the usual nor the unusual days patterns. On the other hand, portfolios constructed using robust approaches are able to capture just the dynamics of the usual days, which constitute the majority of the business days. In this paper we propose an statistical model and a robust estimation procedure to obtain an e±cient frontier which would take into account the behavior of both the usual and most of the atypical days. We show, using real data and simulations, that portfolios constructed in this way require less frequent rebalancing, and may yield higher expected returns for any risk level.