Influence diagnostics in nonlinear mixed-effects elliptical models

In this work we propose and analyze nonlinear elliptical models for longitudinal data, which represent an alternative to gaussian models in the cases of heavy tails, for instance. The elliptical distributions may help to control the influence of the observations in the parameter estimates by naturally attributing different weights for each case. We consider random effects to introduce the within-group correlation and work with the marginal model without requiring numerical integration. An iterative algorithm to obtain maximum likelihood estimates for the parameters is presented, as well as diagnostic results based on residual distances and local influence [Cook, D., 1986. Assessment of local influence. journal of the Royal Statistical Society - Series B 48 (2), 133-169; Cook D., 1987. Influence assessment. journal of Applied Statistics 14 (2),117-131; Escobar, L.A., Meeker, W.Q., 1992, Assessing influence in regression analysis with censored data, Biometrics 48, 507-528]. As numerical illustration, we apply the obtained results to a kinetics longitudinal data set presented in [Vonesh, E.F., Carter, R.L., 1992. Mixed-effects nonlinear regression for unbalanced repeated measures. Biometrics 48, 1-17], which was analyzed under the assumption of normality. (C) 2009 Elsevier B.V. All rights reserved.

Transformed symmetric models

For the first time, we introduce a class of transformed symmetric models to extend the Box and Cox models to more general symmetric models. The new class of models includes all symmetric continuous distributions with a possible non-linear structure for the mean and enables the fitting of a wide range of models to several data types. The proposed methods offer more flexible alternatives to Box-Cox or other existing procedures. We derive a very simple iterative process for fitting these models by maximum likelihood, whereas a direct unconditional maximization would be more difficult. We give simple formulae to estimate the parameter that indexes the transformation of the response variable and the moments of the original dependent variable which generalize previous published results. We discuss inference on the model parameters. The usefulness of the new class of models is illustrated in one application to a real dataset.

Power series generalized nonlinear models

We introduce in this paper a new class of discrete generalized nonlinear models to extend the binomial, Poisson and negative binomial models to cope with count data. This class of models includes some important models such as log-nonlinear models, logit, probit and negative binomial nonlinear models, generalized Poisson and generalized negative binomial regression models, among other models, which enables the fitting of a wide range of models to count data. We derive an iterative process for fitting these models by maximum likelihood and discuss inference on the parameters. The usefulness of the new class of models is illustrated with an application to a real data set. (C) 2008 Elsevier B.V. All rights reserved.

Measurement of thermal neutron cross section and resonance integral for the (165)Ho(n, gamma)(166g)Ho reaction

The ground state thermal neutron cross section and the resonance integral for the (165)Ho(n, gamma)(166)Ho reaction in thermal and 1/E regions, respectively, of a thermal reactor neutron spectrum have been measured experimentally by activation technique. The reaction product, (166)Ho in the ground state, is gaining considerable importance as a therapeutic radionuclide and precisely measured data of the reaction are of significance from the fundamental point of view as well as for application. In this work, the spectrographically pure holmium oxide (Ho(2)O(3)) powder samples were irradiated with and without cadmium covers at the IEA-RI reactor (IPEN, Sao Paulo), Brazil. The deviation of the neutron spectrum shape from 1/E law was measured by co-irradiating Co, Zn, Zr and Au activation detectors with thermal and epithermal neutrons followed by regression and iterative procedures. The magnitudes of the discrepancies that can occur in measurements made with the ideal 1/E law considerations in the epithermal range were studied. The measured thermal neutron cross section at the Maxwellian averaged thermal energy of 0.0253 eV is 59.0 +/- 2.1 b and for the resonance integral 657 +/- 36b. The results are measured with good precision and indicated a consistency trend to resolve the discrepant status of the literature data. The results are compared with the values in main libraries such as ENDF/B-VII, JEF-2.2 and JENDL-3.2, and with other measurements in the literature.

Excited state electronic polarization and reappraisal of the n <- pi* emission of acetone in water

Electronic polarization of the acetone molecule in the excited n -> pi* state is considered and its influence on the solvent shift in the emission spectrum is analyzed. Using an iterative procedure the electronic polarizations of both the ground and the excited states are included and compared with previous results obtained with Car-Parrinello dynamics. Analysis of the emission transition obtained using CIS(D)/aug-cc-pVDZ on statistically uncorrelated solute-solvent structures, composed of acetone and twelve explicit water molecules embedded in the electrostatic field of remaining 263 water molecules, corroborates that the solvent effect is mild, calculated here between 80 and 380 cm (1). (c) 2010 Published by Elsevier B.V.

NMR Chemical Shielding and Spin-Spin Coupling Constants of Liquid NH(3): A Systematic Investigation using the Sequential QM/MM Method

The NMR spin coupling parameters, (1)J(N,H) and (2)J(H,H), and the chemical shielding, sigma((15)N), of liquid ammonia are studied from a combined and sequential QM/MM methodology. Monte Carlo simulations are performed to generate statistically uncorrelated configurations that are submitted to density functional theory calculations. Two different Lennard-Jones potentials are used in the liquid simulations. Electronic polarization is included in these two potentials via an iterative procedure with and without geometry relaxation, and the influence on the calculated properties are analyzed. B3LYP/aug-cc-pVTZ-J calculations were used to compute the V(N,H) constants in the interval of -67.8 to -63.9 Hz, depending on the theoretical model used. These can be compared with the experimental results of -61.6 Hz. For the (2)J(H,H) coupling the theoretical results vary between -10.6 to -13.01 Hz. The indirect experimental result derived from partially deuterated liquid is -11.1 Hz. Inclusion of explicit hydrogen bonded molecules gives a small but important contribution. The vapor-to-liquid shifts are also considered. This shift is calculated to be negligible for (1)J(N,H) in agreement with experiment. This is rationalized as a cancellation of the geometry relaxation and pure solvent effects. For the chemical shielding, U(15 N) Calculations at the B3LYP/aug-pcS-3 show that the vapor-to-liquid chemical shift requires the explicit use of solvent molecules. Considering only one ammonia molecule in an electrostatic embedding gives a wrong sign for the chemical shift that is corrected only with the use of explicit additional molecules. The best result calculated for the vapor to liquid chemical shift Delta sigma((15)N) is -25.2 ppm, in good agreement with the experimental value of -22.6 ppm.

Star products made (somewhat) easier

We develop an approach to the deformation quantization on the real plane with an arbitrary Poisson structure which is based on Weyl symmetrically ordered operator products. By using a polydifferential representation for the deformed coordinates, xj we are able to formulate a simple and effective iterative procedure which allowed us to calculate the fourth-order star product (and may be extended to the fifth order at the expense of tedious but otherwise straightforward calculations). Modulo some cohomology issues which we do not consider here, the method gives an explicit and physics-friendly description of the star products.

Energy of bond defects in quantum spin chains obtained from local approximations and from exact diagonalization

We study the influence of ferromagnetic and antiferromagnetic bond defects on the ground-state energy of antiferromagnetic spin chains. In the absence of translational invariance, the energy spectrum of the full Hamiltonian is obtained numerically, by an iterative modi. cation of the power algorithm. In parallel, approximate analytical energies are obtained from a local-bond approximation, proposed here. This approximation results in significant improvement upon the mean-field approximation, at negligible extra computational effort. (C) 2008 Published by Elsevier B.V.

Refraction corrected transmission ultrasound computed tomography for application in breast imaging

Purpose: We present an iterative framework for CT reconstruction from transmission ultrasound data which accurately and efficiently models the strong refraction effects that occur in our target application: Imaging the female breast. Methods: Our refractive ray tracing framework has its foundation in the fast marching method (FNMM) and it allows an accurate as well as efficient modeling of curved rays. We also describe a novel regularization scheme that yields further significant reconstruction quality improvements. A final contribution is the development of a realistic anthropomorphic digital breast phantom based on the NIH Visible Female data set. Results: Our system is able to resolve very fine details even in the presence of significant noise, and it reconstructs both sound speed and attenuation data. Excellent correspondence with a traditional, but significantly more computationally expensive wave equation solver is achieved. Conclusions: Apart from the accurate modeling of curved rays, decisive factors have also been our regularization scheme and the high-quality interpolation filter we have used. An added benefit of our framework is that it accelerates well on GPUs where we have shown that clinical 3D reconstruction speeds on the order of minutes are possible.

Outer Trust-Region Method for Constrained Optimization

Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an outer trust-region (OTR) modification of A is the result of adding a trust-region constraint to each subproblem. The trust-region size is adaptively updated according to the behavior of crucial variables. The new subproblems should not be more complex than the original ones, and the convergence properties of the OTR algorithm should be the same as those of Algorithm A. In the present work, the OTR approach is exploited in connection with the ""greediness phenomenon"" of nonlinear programming. Convergence results for an OTR version of an augmented Lagrangian method for nonconvex constrained optimization are proved, and numerical experiments are presented.

Influence diagnostics for linear models with first-order autoregressive elliptical errors

We introduce in this paper the class of linear models with first-order autoregressive elliptical errors. The score functions and the Fisher information matrices are derived for the parameters of interest and an iterative process is proposed for the parameter estimation. Some robustness aspects of the maximum likelihood estimates are discussed. The normal curvatures of local influence are also derived for some usual perturbation schemes whereas diagnostic graphics to assess the sensitivity of the maximum likelihood estimates are proposed. The methodology is applied to analyse the daily log excess return on the Microsoft whose empirical distributions appear to have AR(1) and heavy-tailed errors. (C) 2008 Elsevier B.V. All rights reserved.

Efficient solutions to robust, semi-implicit discretizations of the immersed boundary method

The immersed boundary method is a versatile tool for the investigation of flow-structure interaction. In a large number of applications, the immersed boundaries or structures are very stiff and strong tangential forces on these interfaces induce a well-known, severe time-step restriction for explicit discretizations. This excessive stability constraint can be removed with fully implicit or suitable semi-implicit schemes but at a seemingly prohibitive computational cost. While economical alternatives have been proposed recently for some special cases, there is a practical need for a computationally efficient approach that can be applied more broadly. In this context, we revisit a robust semi-implicit discretization introduced by Peskin in the late 1970s which has received renewed attention recently. This discretization, in which the spreading and interpolation operators are lagged. leads to a linear system of equations for the inter-face configuration at the future time, when the interfacial force is linear. However, this linear system is large and dense and thus it is challenging to streamline its solution. Moreover, while the same linear system or one of similar structure could potentially be used in Newton-type iterations, nonlinear and highly stiff immersed structures pose additional challenges to iterative methods. In this work, we address these problems and propose cost-effective computational strategies for solving Peskin`s lagged-operators type of discretization. We do this by first constructing a sufficiently accurate approximation to the system`s matrix and we obtain a rigorous estimate for this approximation. This matrix is expeditiously computed by using a combination of pre-calculated values and interpolation. The availability of a matrix allows for more efficient matrix-vector products and facilitates the design of effective iterative schemes. We propose efficient iterative approaches to deal with both linear and nonlinear interfacial forces and simple or complex immersed structures with tethered or untethered points. One of these iterative approaches employs a splitting in which we first solve a linear problem for the interfacial force and then we use a nonlinear iteration to find the interface configuration corresponding to this force. We demonstrate that the proposed approach is several orders of magnitude more efficient than the standard explicit method. In addition to considering the standard elliptical drop test case, we show both the robustness and efficacy of the proposed methodology with a 2D model of a heart valve. (C) 2009 Elsevier Inc. All rights reserved.

On Approximate KKT Condition and its Extension to Continuous Variational Inequalities

In this work, we introduce a necessary sequential Approximate-Karush-Kuhn-Tucker (AKKT) condition for a point to be a solution of a continuous variational inequality, and we prove its relation with the Approximate Gradient Projection condition (AGP) of Garciga-Otero and Svaiter. We also prove that a slight variation of the AKKT condition is sufficient for a convex problem, either for variational inequalities or optimization. Sequential necessary conditions are more suitable to iterative methods than usual punctual conditions relying on constraint qualifications. The AKKT property holds at a solution independently of the fulfillment of a constraint qualification, but when a weak one holds, we can guarantee the validity of the KKT conditions.

En applikationsinfrastruktur för massutskick av e-post

In today's society it is becoming more and more important with direct marketing. Some of the direct marketing is done through e-mail, in which companies see an easy way to advertise himself. I did this thesis work at WebDoc Systems. They have a product that creates web documents directly in your browser, also called CMS. The CMS has a module for sending mass e-mail, but this module does not function properly and WebDoc Systems customers are dissatisfied with that part of the product. The problem with the module was that sometimes it didn't send the e-mail, and that it was not possible to obtain some form of follow-up information on the e-mail. The goal of this work was to develop a Web service that could easily send e-mail to many receivers, just as easily be able to view statistics on how mailing has gone. The first step was to do a literature review to get a good picture of available programming platforms, but also to be able create a good application infrastructure. The next step was to implement this design and improve it over time by using an iterative development methodology. The result was an application infrastructure that consists of three main parts and a plugin interface. The parts that were implemented were a Web service application, a Web application and a Windows service application. The three elements cooperate with each other and share a database, and plugins.

Computational study of the step size parameter of the subgradient optimization method

The subgradient optimization method is a simple and flexible linear programming iterative algorithm. It is much simpler than Newton's method and can be applied to a wider variety of problems. It also converges when the objective function is non-differentiable. Since an efficient algorithm will not only produce a good solution but also take less computing time, we always prefer a simpler algorithm with high quality. In this study a series of step size parameters in the subgradient equation is studied. The performance is compared for a general piecewise function and a specific p-median problem. We examine how the quality of solution changes by setting five forms of step size parameter.