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.

Implicit online learning

Online learning algorithms have recently risen to prominence due to their strong theoretical guarantees and an increasing number of practical applications for large-scale data analysis problems. In this paper, we analyze a class of online learning algorithms based on fixed potentials and nonlinearized losses, which yields algorithms with implicit update rules. We show how to efficiently compute these updates, and we prove regret bounds for the algorithms. We apply our formulation to several special cases where our approach has benefits over existing online learning methods. In particular, we provide improved algorithms and bounds for the online metric learning problem, and show improved robustness for online linear prediction problems. Results over a variety of data sets demonstrate the advantages of our framework.

Evaluating multivariate volatility forecasts : how effective are statistical and economic loss functions?

Multivariate volatility forecasts are an important input in many financial applications, in particular portfolio optimisation problems. Given the number of models available and the range of loss functions to discriminate between them, it is obvious that selecting the optimal forecasting model is challenging. The aim of this thesis is to thoroughly investigate how effective many commonly used statistical (MSE and QLIKE) and economic (portfolio variance and portfolio utility) loss functions are at discriminating between competing multivariate volatility forecasts. An analytical investigation of the loss functions is performed to determine whether they identify the correct forecast as the best forecast. This is followed by an extensive simulation study examines the ability of the loss functions to consistently rank forecasts, and their statistical power within tests of predictive ability. For the tests of predictive ability, the model confidence set (MCS) approach of Hansen, Lunde and Nason (2003, 2011) is employed. As well, an empirical study investigates whether simulation findings hold in a realistic setting. In light of these earlier studies, a major empirical study seeks to identify the set of superior multivariate volatility forecasting models from 43 models that use either daily squared returns or realised volatility to generate forecasts. This study also assesses how the choice of volatility proxy affects the ability of the statistical loss functions to discriminate between forecasts. Analysis of the loss functions shows that QLIKE, MSE and portfolio variance can discriminate between multivariate volatility forecasts, while portfolio utility cannot. An examination of the effective loss functions shows that they all can identify the correct forecast at a point in time, however, their ability to discriminate between competing forecasts does vary. That is, QLIKE is identified as the most effective loss function, followed by portfolio variance which is then followed by MSE. The major empirical analysis reports that the optimal set of multivariate volatility forecasting models includes forecasts generated from daily squared returns and realised volatility. Furthermore, it finds that the volatility proxy affects the statistical loss functions’ ability to discriminate between forecasts in tests of predictive ability. These findings deepen our understanding of how to choose between competing multivariate volatility forecasts.

An advanced meshless method for time fractional diffusion equation

Recently, because of the new developments in sustainable engineering and renewable energy, which are usually governed by a series of fractional partial differential equations (FPDEs), the numerical modelling and simulation for fractional calculus are attracting more and more attention from researchers. The current dominant numerical method for modeling FPDE is Finite Difference Method (FDM), which is based on a pre-defined grid leading to inherited issues or shortcomings including difficulty in simulation of problems with the complex problem domain and in using irregularly distributed nodes. Because of its distinguished advantages, the meshless method has good potential in simulation of FPDEs. This paper aims to develop an implicit meshless collocation technique for FPDE. The discrete system of FPDEs is obtained by using the meshless shape functions and the meshless collocation formulation. The stability and convergence of this meshless approach are investigated theoretically and numerically. The numerical examples with regular and irregular nodal distributions are used to validate and investigate accuracy and efficiency of the newly developed meshless formulation. It is concluded that the present meshless formulation is very effective for the modeling and simulation of fractional partial differential equations.

Event-related brain potentials dissociate the developmental time-course of automatic numerical magnitude analysis and cognitive control functions during the first three years of primary school

In this study we set out to dissociate the developmental time course of automatic symbolic number processing and cognitive control functions in grade 1-3 British primary school children. Event-related potential (ERP) and behavioral data were collected in a physical size discrimination numerical Stroop task. Task-irrelevant numerical information was processed automatically already in grade 1. Weakening interference and strengthening facilitation indicated the parallel development of general cognitive control and automatic number processing. Relationships among ERP and behavioral effects suggest that control functions play a larger role in younger children and that automaticity of number processing increases from grade 1 to 3.

Structural damage detection using frequency response functions and neural networks

This paper illustrates the damage identification and condition assessment of a three story bookshelf structure using a new frequency response functions (FRFs) based damage index and Artificial Neural Networks (ANNs). A major obstacle of using measured frequency response function data is a large size input variables to ANNs. This problem is overcome by applying a data reduction technique called principal component analysis (PCA). In the proposed procedure, ANNs with their powerful pattern recognition and classification ability were used to extract damage information such as damage locations and severities from measured FRFs. Therefore, simple neural network models are developed, trained by Back Propagation (BP), to associate the FRFs with the damage or undamaged locations and severity of the damage of the structure. Finally, the effectiveness of the proposed method is illustrated and validated by using the real data provided by the Los Alamos National Laboratory, USA. The illustrated results show that the PCA based artificial Neural Network method is suitable and effective for damage identification and condition assessment of building structures. In addition, it is clearly demonstrated that the accuracy of proposed damage detection method can also be improved by increasing number of baseline datasets and number of principal components of the baseline dataset.

Structural damage identification with noise polluted Frequency Response Functions (FRFs)

Damage detection in structures has become increasingly important in recent years. While a number of damage detection and localization methods have been proposed, very few attempts have been made to explore the structure damage with noise polluted data which is unavoidable effect in real world. The measurement data are contaminated by noise because of test environment as well as electronic devices and this noise tend to give error results with structural damage identification methods. Therefore it is important to investigate a method which can perform better with noise polluted data. This paper introduces a new damage index using principal component analysis (PCA) for damage detection of building structures being able to accept noise polluted frequency response functions (FRFs) as input. The FRF data are obtained from the function datagen of MATLAB program which is available on the web site of the IASC-ASCE (International Association for Structural Control– American Society of Civil Engineers) Structural Health Monitoring (SHM) Task Group. The proposed method involves a five-stage process: calculation of FRFs, calculation of damage index values using proposed algorithm, development of the artificial neural networks and introducing damage indices as input parameters and damage detection of the structure. This paper briefly describes the methodology and the results obtained in detecting damage in all six cases of the benchmark study with different noise levels. The proposed method is applied to a benchmark problem sponsored by the IASC-ASCE Task Group on Structural Health Monitoring, which was developed in order to facilitate the comparison of various damage identification methods. The illustrated results show that the PCA-based algorithm is effective for structural health monitoring with noise polluted FRFs which is of common occurrence when dealing with industrial structures.

Electro-cortical implicit race bias does not vary with participants' race or sex

Earlier research found evidence for electro-cortical race bias towards black target faces in white American participants irrespective of the task relevance of race. The present study investigated whether an implicit race bias generalizes across cultural contexts and racial in- and out-groups. An Australian sample of 56 Chinese and Caucasian males and females completed four oddball tasks that required sex judgements for pictures of male and female Chinese and Caucasian posers. The nature of the background (across task) and of the deviant stimuli (within task) was fully counterbalanced. Event-related potentials (ERPs) to deviant stimuli recorded from three midline sites were quantified in terms of mean amplitude for four components: N1, P2, N2 and a late positive complex (LPC; 350–700 ms). Deviants that differed from the backgrounds in sex or race elicited enhanced LPC activity. These differences were not modulated by participant race or sex. The current results replicate earlier reports of effects of poser race relative to background race on the LPC component of the ERP waveform. In addition, they indicate that an implicit race bias occurs regardless of participant's or poser's race and is not confined to a particular cultural context.

Anomalous subdiffusion equations by the meshless collocation method

This paper aims to develop an implicit meshless collocation technique based on the moving least squares approximation for numerical simulation of the anomalous subdiffusion equation(ASDE). The discrete system of equations is obtained by using the MLS meshless shape functions and the meshless collocation formulation. The stability and convergence of this meshless approach related to the time discretization are investigated theoretically and numerically. The numerical examples with regular and irregular nodal distributions are used to the newly developed meshless formulation. It is concluded that the present meshless formulation is very effective for the modeling of ASDEs.