Posterior Simulation in the Generalized Linear Model with Semiparmetric Random Effects

Generalized linear mixed models with semiparametric random effects are useful in a wide variety of Bayesian applications. When the random effects arise from a mixture of Dirichlet process (MDP) model, normal base measures and Gibbs sampling procedures based on the Pólya urn scheme are often used to simulate posterior draws. These algorithms are applicable in the conjugate case when (for a normal base measure) the likelihood is normal. In the non-conjugate case, the algorithms proposed by MacEachern and Müller (1998) and Neal (2000) are often applied to generate posterior samples. Some common problems associated with simulation algorithms for non-conjugate MDP models include convergence and mixing difficulties. This paper proposes an algorithm based on the Pólya urn scheme that extends the Gibbs sampling algorithms to non-conjugate models with normal base measures and exponential family likelihoods. The algorithm proceeds by making Laplace approximations to the likelihood function, thereby reducing the procedure to that of conjugate normal MDP models. To ensure the validity of the stationary distribution in the non-conjugate case, the proposals are accepted or rejected by a Metropolis-Hastings step. In the special case where the data are normally distributed, the algorithm is identical to the Gibbs sampler.

Monte Carlo simulation of a dynamic MLC based on a multiple source model

Detailed knowledge of the characteristics of the radiation field shaped by a multileaf collimator (MLC) is essential in intensity modulated radiotherapy (IMRT). A previously developed multiple source model (MSM) for a 6 MV beam was extended to a 15 MV beam and supplemented with an accurate model of an 80-leaf dynamic MLC. Using the supplemented MSM and the MC code GEANT, lateral dose distributions were calculated in a water phantom and a portal water phantom. A field which is normally used for the validation of the step and shoot technique and a field from a realistic IMRT treatment plan delivered with dynamic MLC are investigated. To assess possible spectral changes caused by the modulation of beam intensity by an MLC, the energy spectra in five portal planes were calculated for moving slits of different widths. The extension of the MSM to 15 MV was validated by analysing energy fluences, depth doses and dose profiles. In addition, the MC-calculated primary energy spectrum was verified with an energy spectrum which was reconstructed from transmission measurements. MC-calculated dose profiles using the MSM for the step and shoot case and for the dynamic MLC case are in very good agreement with the measured data from film dosimetry. The investigation of a 13 cm wide field shows an increase in mean photon energy of up to 16% for the 0.25 cm slit compared to the open beam for 6 MV and of up to 6% for 15 MV, respectively. In conclusion, the MSM supplemented with the dynamic MLC has proven to be a powerful tool for investigational and benchmarking purposes or even for dose calculations in IMRT.

Reynolds-stress turbulence model in the KIVA code for engine simulation

A Reynolds-Stress Turbulence Model has been incorporated with success into the KIVA code, a computational fluid dynamics hydrocode for three-dimensional simulation of fluid flow in engines. The newly implemented Reynolds-stress turbulence model greatly improves the robustness of KIVA, which in its original version has only eddy-viscosity turbulence models. Validation of the Reynolds-stress turbulence model is accomplished by conducting pipe-flow and channel-flow simulations, and comparing the computed results with experimental and direct numerical simulation data. Flows in engines of various geometry and operating conditions are calculated using the model, to study the complex flow fields as well as confirm the model’s validity. Results show that the Reynolds-stress turbulence model is able to resolve flow details such as swirl and recirculation bubbles. The model is proven to be an appropriate choice for engine simulations, with consistency and robustness, while requiring relatively low computational effort.

Implementation of a phenomenological evaporation model into a porous network simulation for water management in low temperature fuel cells

A phenomenological transition film evaporation model was introduced to a pore network model with the consideration of pore radius, contact angle, non-isothermal interface temperature, microscale fluid flows and heat and mass transfers. This was achieved by modeling the transition film region of the menisci in each pore throughout the porous transport layer of a half-cell polymer electrolyte membrane (PEM) fuel cell. The model presented in this research is compared with the standard diffusive fuel cell modeling approach to evaporation and shown to surpass the conventional modeling approach in terms of predicting the evaporation rates in porous media. The current diffusive evaporation models used in many fuel cell transport models assumes a constant evaporation rate across the entire liquid-air interface. The transition film model was implemented into the pore network model to address this issue and create a pore size dependency on the evaporation rates. This is accomplished by evaluating the transition film evaporation rates determined by the kinetic model for every pore containing liquid water in the porous transport layer (PTL). The comparison of a transition film and diffusive evaporation model shows an increase in predicted evaporation rates for smaller pore sizes with the transition film model. This is an important parameter when considering the micro-scaled pore sizes seen in the PTL and becomes even more substantial when considering transport in fuel cells containing an MPL, or a large variance in pore size. Experimentation was performed to validate the transition film model by monitoring evaporation rates from a non-zero contact angle water droplet on a heated substrate. The substrate was a glass plate with a hydrophobic coating to reduce wettability. The tests were performed at a constant substrate temperature and relative humidity. The transition film model was able to accurately predict the drop volume as time elapsed. By implementing the transition film model to a pore network model the evaporation rates present in the PTL can be more accurately modeled. This improves the ability of a pore network model to predict the distribution of liquid water and ultimately the level of flooding exhibited in a PTL for various operating conditions.

Reanalysis-driven climate simulation over CORDEX North America domain using the Canadian Regional Climate Model, version 5: model performance evaluation

The performance of reanalysis-driven Canadian Regional Climate Model, version 5 (CRCM5) in reproducing the present climate over the North American COordinated Regional climate Downscaling EXperiment domain for the 1989–2008 period has been assessed in comparison with several observation-based datasets. The model reproduces satisfactorily the near-surface temperature and precipitation characteristics over most part of North America. Coastal and mountainous zones remain problematic: a cold bias (2–6 °C) prevails over Rocky Mountains in summertime and all year-round over Mexico; winter precipitation in mountainous coastal regions is overestimated. The precipitation patterns related to the North American Monsoon are well reproduced, except on its northern limit. The spatial and temporal structure of the Great Plains Low-Level Jet is well reproduced by the model; however, the night-time precipitation maximum in the jet area is underestimated. The performance of CRCM5 was assessed against earlier CRCM versions and other RCMs. CRCM5 is shown to have been substantially improved compared to CRCM3 and CRCM4 in terms of seasonal mean statistics, and to be comparable to other modern RCMs.

Construct Validity of the Pig Intestine Model in the Simulation of Laparoscopic Urethrovesical Anastomosis

Introduction: Laparoscopic training models are increasingly important in urology to allow trainees to improve their laparoscopic skills prior to going to the operating room. For a training model to be valid, it must correlate with performance in a real case. The model must also discriminate between experienced and inexperienced subjects. [See PDF for complete abstract]

Simulation of Drosophila circadian oscillations, mutations, and light responses by a model with VRI, PDP-1, and CLK.

A model of Drosophila circadian rhythm generation was developed to represent feedback loops based on transcriptional regulation of per, Clk (dclock), Pdp-1, and vri (vrille). The model postulates that histone acetylation kinetics make transcriptional activation a nonlinear function of [CLK]. Such a nonlinearity is essential to simulate robust circadian oscillations of transcription in our model and in previous models. Simulations suggest that two positive feedback loops involving Clk are not essential for oscillations, because oscillations of [PER] were preserved when Clk, vri, or Pdp-1 expression was fixed. However, eliminating positive feedback by fixing vri expression altered the oscillation period. Eliminating the negative feedback loop in which PER represses per expression abolished oscillations. Simulations of per or Clk null mutations, of per overexpression, and of vri, Clk, or Pdp-1 heterozygous null mutations altered model behavior in ways similar to experimental data. The model simulated a photic phase-response curve resembling experimental curves, and oscillations entrained to simulated light-dark cycles. Temperature compensation of oscillation period could be simulated if temperature elevation slowed PER nuclear entry or PER phosphorylation. The model makes experimental predictions, some of which could be tested in transgenic Drosophila.

Simulation study of joint transition and Weibull survival model with shared parameters

This study investigates a theoretical model where a longitudinal process, that is a stationary Markov-Chain, and a Weibull survival process share a bivariate random effect. Furthermore, a Quality-of-Life adjusted survival is calculated as the weighted sum of survival time. Theoretical values of population mean adjusted survival of the described model are computed numerically. The parameters of the bivariate random effect do significantly affect theoretical values of population mean. Maximum-Likelihood and Bayesian methods are applied on simulated data to estimate the model parameters. Based on the parameter estimates, predicated population mean adjusted survival can then be calculated numerically and compared with the theoretical values. Bayesian method and Maximum-Likelihood method provide parameter estimations and population mean prediction with comparable accuracy; however Bayesian method suffers from poor convergence due to autocorrelation and inter-variable correlation. ^

Assessment of the effect on statistical power of regression model misspecification by using techniques of mathematical statistics and simulation study

Objectives. This paper seeks to assess the effect on statistical power of regression model misspecification in a variety of situations. ^ Methods and results. The effect of misspecification in regression can be approximated by evaluating the correlation between the correct specification and the misspecification of the outcome variable (Harris 2010).In this paper, three misspecified models (linear, categorical and fractional polynomial) were considered. In the first section, the mathematical method of calculating the correlation between correct and misspecified models with simple mathematical forms was derived and demonstrated. In the second section, data from the National Health and Nutrition Examination Survey (NHANES 2007-2008) were used to examine such correlations. Our study shows that comparing to linear or categorical models, the fractional polynomial models, with the higher correlations, provided a better approximation of the true relationship, which was illustrated by LOESS regression. In the third section, we present the results of simulation studies that demonstrate overall misspecification in regression can produce marked decreases in power with small sample sizes. However, the categorical model had greatest power, ranging from 0.877 to 0.936 depending on sample size and outcome variable used. The power of fractional polynomial model was close to that of linear model, which ranged from 0.69 to 0.83, and appeared to be affected by the increased degrees of freedom of this model.^ Conclusion. Correlations between alternative model specifications can be used to provide a good approximation of the effect on statistical power of misspecification when the sample size is large. When model specifications have known simple mathematical forms, such correlations can be calculated mathematically. Actual public health data from NHANES 2007-2008 were used as examples to demonstrate the situations with unknown or complex correct model specification. Simulation of power for misspecified models confirmed the results based on correlation methods but also illustrated the effect of model degrees of freedom on power.^

Slope estimation in a parametric measurement error model: A simulation study

In regression analysis, covariate measurement error occurs in many applications. The error-prone covariates are often referred to as latent variables. In this proposed study, we extended the study of Chan et al. (2008) on recovering latent slope in a simple regression model to that in a multiple regression model. We presented an approach that applied the Monte Carlo method in the Bayesian framework to the parametric regression model with the measurement error in an explanatory variable. The proposed estimator applied the conditional expectation of latent slope given the observed outcome and surrogate variables in the multiple regression models. A simulation study was presented showing that the method produces estimator that is efficient in the multiple regression model, especially when the measurement error variance of surrogate variable is large.^