Cellular automaton model for molecular traffic jams

We consider the time evolution of an exactly solvable cellular automaton with random initial conditions both in the large-scale hydrodynamic limit and on the microscopic level. This model is a version of the totally asymmetric simple exclusion process with sublattice parallel update and thus may serve as a model for studying traffic jams in systems of self-driven particles. We study the emergence of shocks from the microscopic dynamics of the model. In particular, we introduce shock measures whose time evolution we can compute explicitly, both in the thermodynamic limit and for open boundaries where a boundary-induced phase transition driven by the motion of a shock occurs. The motion of the shock, which results from the collective dynamics of the exclusion particles, is a random walk with an internal degree of freedom that determines the jump direction. This type of hopping dynamics is reminiscent of some transport phenomena in biological systems.

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.

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).

Comparison of Two Methods for Caluculating the Partition Functions of Various Spatial Statistical Models

Likelihood computation in spatial statistics requires accurate and efficient calculation of the normalizing constant (i.e. partition function) of the Gibbs distribution of the model. Two available methods to calculate the normalizing constant by Markov chain Monte Carlo methods are compared by simulation experiments for an Ising model, a Gaussian Markov field model and a pairwise interaction point field model.

An innovative spam filtering model based on support vector machine

Spam is commonly defined as unsolicited email messages and the goal of spam categorization is to distinguish between spam and legitimate email messages. Many researchers have been trying to separate spam from legitimate emails using machine learning algorithms based on statistical learning methods. In this paper, an innovative and intelligent spam filtering model has been proposed based on support vector machine (SVM). This model combines both linear and nonlinear SVM techniques where linear SVM performs better for text based spam classification that share similar characteristics. The proposed model considers both text and image based email messages for classification by selecting an appropriate kernel function for information transformation.

Towards universal and statistical-driven heuristics for automatic classification of sports video events

Researchers worldwide have been actively seeking for the most robust and powerful solutions to detect and classify key events (or highlights) in various sports domains. Most approaches have employed manual heuristics that model the typical pattern of audio-visual features within particular sport events To avoid manual observation and knowledge, machine-learning can be used as an alternative approach. To bridge the gaps between these two alternatives, an attempt is made to integrate statistics into heuristic models during highlight detection in our investigation. The models can be designed with a modest amount of domain-knowledge, making them less subjective and more robust for different sports. We have also successfully used a universal scope of detection and a standard set of features that can be applied for different sports that include soccer, basketball and Australian football. An experiment on a large dataset of sport videos, with a total of around 15 hours, has demonstrated the effectiveness and robustness of our
aIlgorithms.

Correlation structure and model selection for negative binomial distribution in GEE

A new model selection criterion, termed as the “quasi-likelihood under the independence model criterion” (QIC), was proposed by Pan (2001) for GEE models. Cui (2007) developed a general computing program to implement the QIC method for a range of statistical distributions. However, only a special case of the negative binomial distribution was considered in Cui (2007), where the dispersion parameter equals to unity. This article introduces a new computing program that can be applied for the general negative binomial model, where the dispersion parameter can be any fixed value. An example is also given in this article.

Towards development of a quality cost model for automotive stamping

The current work used discrete event simulation techniques to model the economics of quality within an actual automotive stamping plant. Automotive stamping is a complex, capital intensive process requiring part-specific tooling and specialised machinery. Quality control and quality improvement is difficult in the stamping environment due to the general lack of process understanding and the large number to interacting variables. These factors have prevented the widespread use of statistical process control. In this work, a model of the quality control techniques used at the Ford Geelong Stamping plant is developed and indirectly validated against results from production. To date, most discrete event models are of systems where the quality control process is clearly defined by the rules of statistical process control. However, the quality control technique used within the stamping plant is for the operator to perform a 100% visual inspection while unloading the finished panels. In the developed model, control is enacted after a cumulative count of defective items is observed, thereby approximating the operator who allows a number of defective panels to accumulate before resetting the line. Analysis of this model found that the cost sensitivity to inspection error is dependent upon the level of control and that the level of control determines line utilisation. Additional analysis of this model demonstrated that additional inspection processes would lead to more stable cost structures but these structures many not necessarily be lower cost. The model was subsequently applied to investigate the economics of quality improvement. The quality problem of panel blemishes, induced by slivers (small metal fragments), was chosen as a case stuffy. Errors of 20-30% were observed during direct validation of the cost model and it was concluded that the use of discrete event simulation models for applications requiring high accuracy would not be possible unless the production system was of low complexity. However, the model could be used to evaluate the sensitivity of input factors and investigating the effects of a number of potential improvement opportunities. Therefore, the research concluded that it is possible to use discrete event simulation to determine the quality economics of an actual stamping plant. However, limitations imposed by inability of the model to consider a number of external factors, such as continuous improvement, operator working conditions or wear and the lack of reliable quality data, result in low cost accuracy. Despite this, it still can be demonstrated that discrete event simulation has significant benefits over the alternate modelling methods.

Instructional strategies integrating cognitive style construct : a meta-knowledge processing model

The overarching goal of this dissertation was to evaluate the contextual components of instructional strategies for the acquisition of complex programming concepts. A meta-knowledge processing model is proposed, on the basis of the research findings, thereby facilitating the selection of media treatment for electronic courseware. When implemented, this model extends the work of Smith (1998), as a front-end methodology, for his glass-box interpreter called Bradman, for teaching novice programmers. Technology now provides the means to produce individualized instructional packages with relative ease. Multimedia and Web courseware development accentuate a highly graphical (or visual) approach to instructional formats. Typically, little consideration is given to the effectiveness of screen-based visual stimuli, and curiously, students are expected to be visually literate, despite the complexity of human-computer interaction. Visual literacy is much harder for some people to acquire than for others! (see Chapter Four: Conditions-of-the-Learner) An innovative research programme was devised to investigate the interactive effect of instructional strategies, enhanced with text-plus-textual metaphors or text-plus-graphical metaphors, and cognitive style, on the acquisition of a special category of abstract (process) programming concept. This type of concept was chosen to focus on the role of analogic knowledge involved in computer programming. The results are discussed within the context of the internal/external exchange process, drawing on Ritchey's (1980) concepts of within-item and between-item encoding elaborations. The methodology developed for the doctoral project integrates earlier research knowledge in a novel, interdisciplinary, conceptual framework, including: from instructional science in the USA, for the concept learning models; British cognitive psychology and human memory research, for defining the cognitive style construct; and Australian educational research, to provide the measurement tools for instructional outcomes. The experimental design consisted of a screening test to determine cognitive style, a pretest to determine prior domain knowledge in abstract programming knowledge elements, the instruction period, and a post-test to measure improved performance. This research design provides a three-level discovery process to articulate: 1) the fusion of strategic knowledge required by the novice learner for dealing with contexts within instructional strategies 2) acquisition of knowledge using measurable instructional outcome and learner characteristics 3) knowledge of the innate environmental factors which influence the instructional outcomes This research has successfully identified the interactive effect of instructional strategy, within an individual's cognitive style construct, in their acquisition of complex programming concepts. However, the significance of the three-level discovery process lies in the scope of the methodology to inform the design of a meta-knowledge processing model for instructional science. Firstly, the British cognitive style testing procedure, is a low cost, user friendly, computer application that effectively measures an individual's position on the two cognitive style continua (Riding & Cheema,1991). Secondly, the QUEST Interactive Test Analysis System (Izard,1995), allows for a probabilistic determination of an individual's knowledge level, relative to other participants, and relative to test-item difficulties. Test-items can be related to skill levels, and consequently, can be used by instructional scientists to measure knowledge acquisition. Finally, an Effect Size Analysis (Cohen,1977) allows for a direct comparison between treatment groups, giving a statistical measurement of how large an effect the independent variables have on the dependent outcomes. Combined with QUEST's hierarchical positioning of participants, this tool can assist in identifying preferred learning conditions for the evaluation of treatment groups. By combining these three assessment analysis tools into instructional research, a computerized learning shell, customised for individuals' cognitive constructs can be created (McKay & Garner,1999). While this approach has widespread application, individual researchers/trainers would nonetheless, need to validate with an extensive pilot study programme (McKay,1999a; McKay,1999b), the interactive effects within their specific learning domain. Furthermore, the instructional material does not need to be limited to a textual/graphical comparison, but could be applied to any two or more instructional treatments of any kind. For instance: a structured versus exploratory strategy. The possibilities and combinations are believed to be endless, provided the focus is maintained on linking of the front-end identification of cognitive style with an improved performance outcome. My in-depth analysis provides a better understanding of the interactive effects of the cognitive style construct and instructional format on the acquisition of abstract concepts, involving spatial relations and logical reasoning. In providing the basis for a meta-knowledge processing model, this research is expected to be of interest to educators, cognitive psychologists, communications engineers and computer scientists specialising in computer-human interactions.

Selection of working correlation structure and best model in GEE analyses of longitudinal data

The Generalized Estimating Equations (GEE) method is one of the most commonly used statistical methods for the analysis of longitudinal data in epidemiological studies. A working correlation structure for the repeated measures of the outcome variable of a subject needs to be specified by this method. However, statistical criteria for selecting the best correlation structure and the best subset of explanatory variables in GEE are only available recently because the GEE method is developed on the basis of quasi-likelihood theory. Maximum likelihood based model selection methods, such as the widely used Akaike Information Criterion (AIC), are not applicable to GEE directly. Pan (2001) proposed a selection method called QIC which can be used to select the best correlation structure and the best subset of explanatory variables. Based on the QIC method, we developed a computing program to calculate the QIC value for a range of different distributions, link functions and correlation structures. This program was written in Stata software. In this article, we introduce this program and demonstrate how to use it to select the most parsimonious model in GEE analyses of longitudinal data through several representative examples.

Changing philosophies and tools for statistical inferences in behavioral ecology

Recent developments in ecological statistics have reached behavioral ecology, and an increasing number of studies now apply analytical tools that incorporate alternatives to the conventional null hypothesis testing based on significance levels. However, these approaches continue to receive mixed support in our field. Because our statistical choices can influence research design and the interpretation of data, there is a compelling case for reaching consensus on statistical philosophy and practice. Here, we provide a brief overview of the recently proposed approaches and open an online forum for future discussion (https://bestat.ecoinformatics.org/). From the perspective of practicing behavioral ecologists relying on either correlative or experimental data, we review the most relevant features of information theoretic approaches, Bayesian inference, and effect size statistics. We also discuss concerns about data quality, missing data, and repeatability. We emphasize the necessity of moving away from a heavy reliance on statistical significance while focusing attention on biological relevance and effect sizes, with the recognition that uncertainty is an inherent feature of biological data. Furthermore, we point to the importance of integrating previous knowledge in the current analysis, for which novel approaches offer a variety of tools. We note, however, that the drawbacks and benefits of these approaches have yet to be carefully examined in association with behavioral data. Therefore, we encourage a philosophical change in the interpretation of statistical outcomes, whereas we still retain a pluralistic perspective for making objective statistical choices given the uncertainties around different approaches in behavioral ecology. We provide recommendations on how these concepts could be made apparent in the presentation of statistical outputs in scientific papers.