Point estimates and confidence regions for sequential trials involving selection

A number of authors have proposed clinical trial designs involving the comparison of several experimental treatments with a control treatment in two or more stages. At the end of the first stage, the most promising experimental treatment is selected, and all other experimental treatments are dropped from the trial. Provided it is good enough, the selected experimental treatment is then compared with the control treatment in one or more subsequent stages. The analysis of data from such a trial is problematic because of the treatment selection and the possibility of stopping at interim analyses. These aspects lead to bias in the maximum-likelihood estimate of the advantage of the selected experimental treatment over the control and to inaccurate coverage for the associated confidence interval. In this paper, we evaluate the bias of the maximum-likelihood estimate and propose a bias-adjusted estimate. We also propose an approach to the construction of a confidence region for the vector of advantages of the experimental treatments over the control based on an ordering of the sample space. These regions are shown to have accurate coverage, although they are also shown to be necessarily unbounded. Confidence intervals for the advantage of the selected treatment are obtained from the confidence regions and are shown to have more accurate coverage than the standard confidence interval based upon the maximum-likelihood estimate and its asymptotic standard error.

Asymptotic normality in mixtures of power series distributions

The problem of estimating the individual probabilities of a discrete distribution is considered. The true distribution of the independent observations is a mixture of a family of power series distributions. First, we ensure identifiability of the mixing distribution assuming mild conditions. Next, the mixing distribution is estimated by non-parametric maximum likelihood and an estimator for individual probabilities is obtained from the corresponding marginal mixture density. We establish asymptotic normality for the estimator of individual probabilities by showing that, under certain conditions, the difference between this estimator and the empirical proportions is asymptotically negligible. Our framework includes Poisson, negative binomial and logarithmic series as well as binomial mixture models. Simulations highlight the benefit in achieving normality when using the proposed marginal mixture density approach instead of the empirical one, especially for small sample sizes and/or when interest is in the tail areas. A real data example is given to illustrate the use of the methodology.

A practical approach to a multi-level analysis with a sparse binary outcome within a large surgical trial

Objectives: To assess the potential source of variation that surgeon may add to patient outcome in a clinical trial of surgical procedures. Methods: Two large (n = 1380) parallel multicentre randomized surgical trials were undertaken to compare laparoscopically assisted hysterectomy with conventional methods of abdominal and vaginal hysterectomy; involving 43 surgeons. The primary end point of the trial was the occurrence of at least one major complication. Patients were nested within surgeons giving the data set a hierarchical structure. A total of 10% of patients had at least one major complication, that is, a sparse binary outcome variable. A linear mixed logistic regression model (with logit link function) was used to model the probability of a major complication, with surgeon fitted as a random effect. Models were fitted using the method of maximum likelihood in SAS((R)). Results: There were many convergence problems. These were resolved using a variety of approaches including; treating all effects as fixed for the initial model building; modelling the variance of a parameter on a logarithmic scale and centring of continuous covariates. The initial model building process indicated no significant 'type of operation' across surgeon interaction effect in either trial, the 'type of operation' term was highly significant in the abdominal trial, and the 'surgeon' term was not significant in either trial. Conclusions: The analysis did not find a surgeon effect but it is difficult to conclude that there was not a difference between surgeons. The statistical test may have lacked sufficient power, the variance estimates were small with large standard errors, indicating that the precision of the variance estimates may be questionable.

Eye-tracking for avatar eye-gaze and interactional analysis in immersive collaborative virtual environments

Participants' eye-gaze is generally not captured or represented in immersive collaborative virtual environment (ICVE) systems. We present EyeCVE. which uses mobile eye-trackers to drive the gaze of each participant's virtual avatar, thus supporting remote mutual eye-contact and awareness of others' gaze in a perceptually unfragmented shared virtual workspace. We detail trials in which participants took part in three-way conferences between remote CAVE (TM) systems linked via EyeCVE. Eye-tracking data was recorded and used to evaluate interaction, confirming; the system's support for the use of gaze as a communicational and management resource in multiparty conversational scenarios. We point toward subsequent investigation of eye-tracking in ICVEs for enhanced remote social-interaction and analysis.

A comparison between feature-based and EM-based contour tracking

Most active-contour methods are based either on maximizing the image contrast under the contour or on minimizing the sum of squared distances between contour and image 'features'. The Marginalized Likelihood Ratio (MLR) contour model uses a contrast-based measure of goodness-of-fit for the contour and thus falls into the first class. The point of departure from previous models consists in marginalizing this contrast measure over unmodelled shape variations. The MLR model naturally leads to the EM Contour algorithm, in which pose optimization is carried out by iterated least-squares, as in feature-based contour methods. The difference with respect to other feature-based algorithms is that the EM Contour algorithm minimizes squared distances from Bayes least-squares (marginalized) estimates of contour locations, rather than from 'strongest features' in the neighborhood of the contour. Within the framework of the MLR model, alternatives to the EM algorithm can also be derived: one of these alternatives is the empirical-information method. Tracking experiments demonstrate the robustness of pose estimates given by the MLR model, and support the theoretical expectation that the EM Contour algorithm is more robust than either feature-based methods or the empirical-information method. (c) 2005 Elsevier B.V. All rights reserved.

On merging gradient estimation with mean-tracking techniques for cluster identification

This paper discusses how numerical gradient estimation methods may be used in order to reduce the computational demands on a class of multidimensional clustering algorithms. The study is motivated by the recognition that several current point-density based cluster identification algorithms could benefit from a reduction of computational demand if approximate a-priori estimates of the cluster centres present in a given data set could be supplied as starting conditions for these algorithms. In this particular presentation, the algorithm shown to benefit from the technique is the Mean-Tracking (M-T) cluster algorithm, but the results obtained from the gradient estimation approach may also be applied to other clustering algorithms and their related disciplines.

State estimation using the particle filter with mode tracking

A particle filter is a data assimilation scheme that employs a fully nonlinear, non-Gaussian analysis step. Unfortunately as the size of the state grows the number of ensemble members required for the particle filter to converge to the true solution increases exponentially. To overcome this Vaswani [Vaswani N. 2008. IEEE Trans Signal Process 56:4583–97] proposed a new method known as mode tracking to improve the efficiency of the particle filter. When mode tracking, the state is split into two subspaces. One subspace is forecast using the particle filter, the other is treated so that its values are set equal to the mode of the marginal pdf. There are many ways to split the state. One hypothesis is that the best results should be obtained from the particle filter with mode tracking when we mode track the maximum number of unimodal dimensions. The aim of this paper is to test this hypothesis using the three dimensional stochastic Lorenz equations with direct observations. It is found that mode tracking the maximum number of unimodal dimensions does not always provide the best result. The best choice of states to mode track depends on the number of particles used and the accuracy and frequency of the observations.

A general basis for quarter-power scaling in animals

It has been known for decades that the metabolic rate of animals scales with body mass with an exponent that is almost always <1, >2/3, and often very close to 3/4. The 3/4 exponent emerges naturally from two models of resource distribution networks, radial explosion and hierarchically branched, which incorporate a minimum of specific details. Both models show that the exponent is 2/3 if velocity of flow remains constant, but can attain a maximum value of 3/4 if velocity scales with its maximum exponent, 1/12. Quarterpower scaling can arise even when there is no underlying fractality. The canonical “fourth dimension” in biological scaling relations can result from matching the velocity of flow through the network to the linear dimension of the terminal “service volume” where resources are consumed. These models have broad applicability for the optimal design of biological and engineered systems where energy, materials, or information are distributed from a single source.

Military doctrine, command philosophy and the generation of fighting power: genesis and theory

Military doctrine is one of the conceptual components of war. Its raison d’être is that of a force multiplier. It enables a smaller force to take on and defeat a larger force in battle. This article’s departure point is the aphorism of Sir Julian Corbett, who described doctrine as ‘the soul of warfare’. The second dimension to creating a force multiplier effect is forging doctrine with an appropriate command philosophy. The challenge for commanders is how, in unique circumstances, to formulate, disseminate and apply an appropriate doctrine and combine it with a relevant command philosophy. This can only be achieved by policy-makers and senior commanders successfully answering the Clausewitzian question: what kind of conflict are they involved in? Once an answer has been provided, a synthesis of these two factors can be developed and applied. Doctrine has implications for all three levels of war. Tactically, doctrine does two things: first, it helps to create a tempo of operations; second, it develops a transitory quality that will produce operational effect, and ultimately facilitate the pursuit of strategic objectives. Its function is to provide both training and instruction. At the operational level instruction and understanding are critical functions. Third, at the strategic level it provides understanding and direction. Using John Gooch’s six components of doctrine, it will be argued that there is a lacunae in the theory of doctrine as these components can manifest themselves in very different ways at the three levels of war. They can in turn affect the transitory quality of tactical operations. Doctrine is pivotal to success in war. Without doctrine and the appropriate command philosophy military operations cannot be successfully concluded against an active and determined foe.

High resolution Northern Hemisphere wintertime mid-latitude dynamics during the Last Glacial Maximum

Hourly winter weather of the Last Glacial Maximum (LGM) is simulated using the Community Climate Model version 3 (CCM3) on a globally resolved T170 (75 km) grid. Results are compared to a longer LGM climatological run with the same boundary conditions and monthly saves. Hourly-scale animations are used to enhance interpretations. The purpose of the study is to explore whether additional insights into ice age conditions can be gleaned by going beyond the standard employment of monthly average model statistics to infer ice age weather and climate. Results for both LGM runs indicate a decrease in North Atlantic and increase in North Pacific cyclogenesis. Storm trajectories react to the mechanical forcing of the Laurentide Ice Sheet, with Pacific storms tracking over middle Alaska and northern Canada, terminating in the Labrador Sea. This result is coincident with other model results in also showing a significant reduction in Greenland wintertime precipitation – a response supported by ice core evidence. Higher-temporal resolution puts in sharper focus the close tracking of Pacific storms along the west coast of North America. This response is consistent with increased poleward heat transport in the LGM climatological run and could help explain “early” glacial warming inferred in this region from proxy climate records. Additional analyses shows a large increase in central Asian surface gustiness that support observational inferences that upper-level winds associated with Asian- Pacific storms transported Asian dust to Greenland during the LGM.

Latching control of a point absorber

In this paper the authors investigate the use of optimal control techniques for improving the efficiency of the power conversion system in a point absorber wave power device. A simple mathematical model of the system is developed and an optimal control strategy for power generation is determined. They describe an algorithm for solving the problem numerically, provided the incident wave force is given. The results show that the performance of the device is significantly improved with the handwidth of the response being widened by the control strategy.

Power allocation strategies for distributed space-time codes in two-way relay networks

We study a two-way relay network (TWRN), where distributed space-time codes are constructed across multiple relay terminals in an amplify-and-forward mode. Each relay transmits a scaled linear combination of its received symbols and their conjugates,with the scaling factor chosen based on automatic gain control. We consider equal power allocation (EPA) across the relays, as well as the optimal power allocation (OPA) strategy given access to instantaneous channel state information (CSI). For EPA, we derive an upper bound on the pairwise-error-probability (PEP), from which we prove that full diversity is achieved in TWRNs. This result is in contrast to one-way relay networks, in which case a maximum diversity order of only unity can be obtained. When instantaneous CSI is available at the relays, we show that the OPA which minimizes the conditional PEP of the worse link can be cast as a generalized linear fractional program, which can be solved efficiently using the Dinkelback-type procedure.We also prove that, if the sum-power of the relay terminals is constrained, then the OPA will activate at most two relays.

On the nature of ULF wave power during nightside auroral activations and substorms: 2. temporal evolution

We present a statistical analysis of the time evolution of ground magnetic fluctuations in three (12–48 s, 24–96 s and 48–192 s) period bands during nightside auroral activations. We use an independently derived auroral activation list composed of both substorms and pseudo-breakups to provide an estimate of the activation times of nightside aurora during periods with comprehensive ground magnetometer coverage. One hundred eighty-one events in total are studied to demonstrate the statistical nature of the time evolution of magnetic wave power during the ∼30 min surrounding auroral activations. We find that the magnetic wave power is approximately constant before an auroral activation, starts to grow up to 90 s prior to the optical onset time, maximizes a few minutes after the auroral activation, then decays slightly to a new, and higher, constant level. Importantly, magnetic ULF wave power always remains elevated after an auroral activation, whether it is a substorm or a pseudo-breakup. We subsequently divide the auroral activation list into events that formed part of ongoing auroral activity and events that had little preceding geomagnetic activity. We find that the evolution of wave power in the ∼10–200 s period band essentially behaves in the same manner through auroral onset, regardless of event type. The absolute power across ULF wave bands, however, displays a power law-like dependency throughout a 30 min period centered on auroral onset time. We also find evidence of a secondary maximum in wave power at high latitudes ∼10 min following isolated substorm activations. Most significantly, we demonstrate that magnetic wave power levels persist after auroral activations for ∼10 min, which is consistent with recent findings of wave-driven auroral precipitation during substorms. This suggests that magnetic wave power and auroral particle precipitation are intimately linked and key components of the substorm onset process.

Sensitivities of a cyclone detection and tracking algorithm: individual tracks and climatology

Northern Hemisphere cyclone activity is assessed by applying an algorithm for the detection and tracking of synoptic scale cyclones to mean sea level pressure data. The method, originally developed for the Southern Hemisphere, is adapted for application in the Northern Hemisphere winter season. NCEP-Reanalysis data from 1958/59 to 1997/98 are used as input. The sensitivities of the results to particular parameters of the algorithm are discussed for both case studies and from a climatological point of view. Results show that the choice of settings is of major relevance especially for the tracking of smaller scale and fast moving systems. With an appropriate setting the algorithm is capable of automatically tracking different types of cyclones at the same time: Both fast moving and developing systems over the large ocean basins and smaller scale cyclones over the Mediterranean basin can be assessed. The climatology of cyclone variables, e.g., cyclone track density, cyclone counts, intensification rates, propagation speeds and areas of cyclogenesis and -lysis gives detailed information on typical cyclone life cycles for different regions. The lowering of the spatial and temporal resolution of the input data from full resolution T62/06h to T42/12h decreases the cyclone track density and cyclone counts. Reducing the temporal resolution alone contributes to a decline in the number of fast moving systems, which is relevant for the cyclone track density. Lowering spatial resolution alone mainly reduces the number of weak cyclones.