Robust modeling using the generalized epsilon-skew-t distribution

In this paper, an alternative skew Student-t family of distributions is studied. It is obtained as an extension of the generalized Student-t (GS-t) family introduced by McDonald and Newey [10]. The extension that is obtained can be seen as a reparametrization of the skewed GS-t distribution considered by Theodossiou [14]. A key element in the construction of such an extension is that it can be stochastically represented as a mixture of an epsilon-skew-power-exponential distribution [1] and a generalized-gamma distribution. From this representation, we can readily derive theoretical properties and easy-to-implement simulation schemes. Furthermore, we study some of its main properties including stochastic representation, moments and asymmetry and kurtosis coefficients. We also derive the Fisher information matrix, which is shown to be nonsingular for some special cases such as when the asymmetry parameter is null, that is, at the vicinity of symmetry, and discuss maximum-likelihood estimation. Simulation studies for some particular cases and real data analysis are also reported, illustrating the usefulness of the extension considered.

The new class of Kummer beta generalized distributions

Ng and Kotz (1995) introduced a distribution that provides greater flexibility to extremes. We define and study a new class of distributions called the Kummer beta generalized family to extend the normal, Weibull, gamma and Gumbel distributions, among several other well-known distributions. Some special models are discussed. The ordinary moments of any distribution in the new family can be expressed as linear functions of probability weighted moments of the baseline distribution. We examine the asymptotic distributions of the extreme values. We derive the density function of the order statistics, mean absolute deviations and entropies. We use maximum likelihood estimation to fit the distributions in the new class and illustrate its potentiality with an application to a real data set.

On the generalized canonical equations of Hamilton for a time-dependent mass particle

Fundamental principles of mechanics were primarily conceived for constant mass systems. Since the pioneering works of Meshcherskii (see historical review in Mikhailov (Mech. Solids 10(5):32-40, 1975), efforts have been made in order to elaborate an adequate mathematical formalism for variable mass systems. This is a current research field in theoretical mechanics. In this paper, attention is focused on the derivation of the so-called 'generalized canonical equations of Hamilton' for a variable mass particle. The applied technique consists in the consideration of the mass variation process as a dissipative phenomenon. Kozlov's (Stek. Inst. Math 223:178-184, 1998) method, originally devoted to the derivation of the generalized canonical equations of Hamilton for dissipative systems, is accordingly extended to the scenario of variable mass systems. This is done by conveniently writing the flux of kinetic energy from or into the variable mass particle as a 'Rayleigh-like dissipation function'. Cayley (Proc. R Soc. Lond. 8:506-511, 1857) was the first scholar to propose such an analogy. A deeper discussion on this particular subject will be left for a future paper.

Levels of Selenomonas species in generalized aggressive periodontitis

Goncalves LFH, Fermiano D, Feres M, Figueiredo LC, Teles FRP, Mayer MPA, Faveri M. Levels of Selenomonas species in generalized aggressive periodontitis. J Periodont Res 2012; 47: 711718. (c) 2012 John Wiley & Sons A/S Background and Objective: To compare the levels of Selenomonas sputigena and uncultivated/unrecognized Selenomonas species in subgingival biofilms from periodontally healthy subjects and from subjects with generalized aggressive periodontitis. Material and Methods: Fifteen periodontally healthy subjects and 15 subjects with generalized aggressive periodontitis were recruited and their clinical periodontal parameters were evaluated. Nine subgingival plaque samples were collected from each subject and all were individually analyzed for the levels of 10 bacterial taxa, including cultured and uncultivated/unrecognized microorganisms, using the RNA-oligonucleotide quantification technique. Between-group differences in the levels of the test taxa were determined using the MannWhitney U-test. Results: Subjects with generalized aggressive periodontitis showed significantly higher mean counts of Porphyromonas gingivalis, S. sputigena and the Mitsuokella sp. Human Oral Taxon (HOT) 131 (previously described as Selenomonas sp. oral clone CS002), while higher mean counts of Actinomyces gerencseriae and Streptococcus sanguinis were found in periodontally healthy subjects (p < 0.01). Selenomonas sp. HOT 146 was only detected in the generalized aggressive periodontitis group. In the generalized aggressive periodontitis group, the levels of P.gingivalis and S.sputigena were higher in deep sites (probing depth = 5 mm) than in shallow sites (probing depth = 3 mm) (p < 0.01). Furthermore, in subjects with generalized aggressive periodontitis, sites with probing depth of = 3 mm harbored higher levels of these two species than sites with the same probing depth in periodontally healthy subjects. There were positive correlations between probing depth and the levels of P.gingivalis (r = 0.77; p < 0.01), S.sputigena (r = 0.60; p < 0.01) and Selenomonas dianae (previously described as Selenomonas sp. oral clone EW076) (r = 0.42, p < 0.05). Conclusion: S. sputigena and Mitsuokella sp. HOT 131 may be associated with the pathogenesis of generalized aggressive periodontitis, and their role in the onset and progression of this infection should be investigated further.

Evaluation of physiologic complexity in time series using generalized sample entropy and surrogate data analysis

Complexity in time series is an intriguing feature of living dynamical systems, with potential use for identification of system state. Although various methods have been proposed for measuring physiologic complexity, uncorrelated time series are often assigned high values of complexity, errouneously classifying them as a complex physiological signals. Here, we propose and discuss a method for complex system analysis based on generalized statistical formalism and surrogate time series. Sample entropy (SampEn) was rewritten inspired in Tsallis generalized entropy, as function of q parameter (qSampEn). qSDiff curves were calculated, which consist of differences between original and surrogate series qSampEn. We evaluated qSDiff for 125 real heart rate variability (HRV) dynamics, divided into groups of 70 healthy, 44 congestive heart failure (CHF), and 11 atrial fibrillation (AF) subjects, and for simulated series of stochastic and chaotic process. The evaluations showed that, for nonperiodic signals, qSDiff curves have a maximum point (qSDiff(max)) for q not equal 1. Values of q where the maximum point occurs and where qSDiff is zero were also evaluated. Only qSDiff(max) values were capable of distinguish HRV groups (p-values 5.10 x 10(-3); 1.11 x 10(-7), and 5.50 x 10(-7) for healthy vs. CHF, healthy vs. AF, and CHF vs. AF, respectively), consistently with the concept of physiologic complexity, and suggests a potential use for chaotic system analysis. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4758815]

Thermodynamics of Ising model with infinite-range interactions by generalized canonical ensemble

In this work we present the idea of how generalized ensembles can be used to simplify the operational study of non-additive physical systems. As alternative of the usual methods of direct integration or mean-field theory, we show how the solution of the Ising model with infinite-range interactions is obtained by using a generalized canonical ensemble. We describe how the thermodynamical properties of this model in the presence of an external magnetic field are founded by simple parametric equations. Without impairing the usual interpretation, we obtain an identical critical behaviour as observed in traditional approaches.

Generalized beta-generated distributions

This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets. (c) 2011 Elsevier B.V. All rights reserved.

The log-exponentiated generalized gamma regression model for censored data

For the first time, we introduce a generalized form of the exponentiated generalized gamma distribution [Cordeiro et al. The exponentiated generalized gamma distribution with application to lifetime data, J. Statist. Comput. Simul. 81 (2011), pp. 827-842.] that is the baseline for the log-exponentiated generalized gamma regression model. The new distribution can accommodate increasing, decreasing, bathtub- and unimodal-shaped hazard functions. A second advantage is that it includes classical distributions reported in the lifetime literature as special cases. We obtain explicit expressions for the moments of the baseline distribution of the new regression model. The proposed model can be applied to censored data since it includes as sub-models several widely known regression models. It therefore can be used more effectively in the analysis of survival data. We obtain maximum likelihood estimates for the model parameters by considering censored data. We show that our extended regression model is very useful by means of two applications to real data.

A generalized finite element method with global-local enrichment functions for confined plasticity problems

The main feature of partition of unity methods such as the generalized or extended finite element method is their ability of utilizing a priori knowledge about the solution of a problem in the form of enrichment functions. However, analytical derivation of enrichment functions with good approximation properties is mostly limited to two-dimensional linear problems. This paper presents a procedure to numerically generate proper enrichment functions for three-dimensional problems with confined plasticity where plastic evolution is gradual. This procedure involves the solution of boundary value problems around local regions exhibiting nonlinear behavior and the enrichment of the global solution space with the local solutions through the partition of unity method framework. This approach can produce accurate nonlinear solutions with a reduced computational cost compared to standard finite element methods since computationally intensive nonlinear iterations can be performed on coarse global meshes after the creation of enrichment functions properly describing localized nonlinear behavior. Several three-dimensional nonlinear problems based on the rate-independent J (2) plasticity theory with isotropic hardening are solved using the proposed procedure to demonstrate its robustness, accuracy and computational efficiency.

Generalized Metropolis dynamics with a generalized master equation: An approach for time-independent and time-dependent Monte Carlo simulations of generalized spin systems

The extension of Boltzmann-Gibbs thermostatistics, proposed by Tsallis, introduces an additional parameter q to the inverse temperature beta. Here, we show that a previously introduced generalized Metropolis dynamics to evolve spin models is not local and does not obey the detailed energy balance. In this dynamics, locality is only retrieved for q = 1, which corresponds to the standard Metropolis algorithm. Nonlocality implies very time-consuming computer calculations, since the energy of the whole system must be reevaluated when a single spin is flipped. To circumvent this costly calculation, we propose a generalized master equation, which gives rise to a local generalized Metropolis dynamics that obeys the detailed energy balance. To compare the different critical values obtained with other generalized dynamics, we perform Monte Carlo simulations in equilibrium for the Ising model. By using short-time nonequilibrium numerical simulations, we also calculate for this model the critical temperature and the static and dynamical critical exponents as functions of q. Even for q not equal 1, we show that suitable time-evolving power laws can be found for each initial condition. Our numerical experiments corroborate the literature results when we use nonlocal dynamics, showing that short-time parameter determination works also in this case. However, the dynamics governed by the new master equation leads to different results for critical temperatures and also the critical exponents affecting universality classes. We further propose a simple algorithm to optimize modeling the time evolution with a power law, considering in a log-log plot two successive refinements.

Generalized non-commutative inflation

Non-commutative geometry indicates a deformation of the energy-momentum dispersion relation f (E) = E/pc (not equal 1) for massless particles. This distorted energy-momentum relation can affect the radiation-dominated phase of the universe at sufficiently high temperature. This prompted the idea of non-commutative inflation by Alexander et al (2003 Phys. Rev. D 67 081301) and Koh and Brandenberger (2007 JCAP06(2007) 021 and JCAP11(2007) 013). These authors studied a one-parameter family of a non-relativistic dispersion relation that leads to inflation: the a family of curves f (E) = 1 + (lambda E)(alpha). We show here how the conceptually different structure of symmetries of non-commutative spaces can lead, in a mathematically consistent way, to the fundamental equations of non-commutative inflation driven by radiation. We describe how this structure can be considered independently of (but including) the idea of non-commutative spaces as a starting point of the general inflationary deformation of SL(2, C). We analyze the conditions on the dispersion relation that leads to inflation as a set of inequalities which plays the same role as the slow-roll conditions on the potential of a scalar field. We study conditions for a possible numerical approach to obtain a general one-parameter family of dispersion relations that lead to successful inflation.

On Wald Residuals in Generalized Linear Models

A rigorous asymptotic theory for Wald residuals in generalized linear models is not yet available. The authors provide matrix formulae of order O(n(-1)), where n is the sample size, for the first two moments of these residuals. The formulae can be applied to many regression models widely used in practice. The authors suggest adjusted Wald residuals to these models with approximately zero mean and unit variance. The expressions were used to analyze a real dataset. Some simulation results indicate that the adjusted Wald residuals are better approximated by the standard normal distribution than the Wald residuals.

Conditions for the validity of the quantum Langevin equation

From microscopic models, a Langevin equation can, in general, be derived only as an approximation. Two possible conditions to validate this approximation are studied. One is, for a linear Langevin equation, that the frequency of the Fourier transform should be close to the natural frequency of the system. The other is by the assumption of "slow" variables. We test this method by comparison with an exactly soluble model and point out its limitations. We base our discussion on two approaches. The first is a direct, elementary treatment of Senitzky. The second is via a generalized Langevin equation as an intermediate step.

ON THE CONSISTENCY OF TWISTED GENERALIZED WEYL ALGEBRAS

A twisted generalized Weyl algebra A of degree n depends on a. base algebra R, n commuting automorphisms sigma(i) of R, n central elements t(i) of R and on some additional scalar parameters. In a paper by Mazorchuk and Turowska, it is claimed that certain consistency conditions for sigma(i) and t(i) are sufficient for the algebra to be nontrivial. However, in this paper we give all example which shows that this is false. We also correct the statement by finding a new set of consistency conditions and prove that the old and new conditions together are necessary and sufficient for the base algebra R to map injectively into A. In particular they are sufficient for the algebra A to be nontrivial. We speculate that these consistency relations may play a role in other areas of mathematics, analogous to the role played by the Yang-Baxter equation in the theory of integrable systems.

GENERALIZED FINITE ELEMENT METHOD ON NONCONVENTIONAL HYBRID-MIXED FORMULATION

The generalized finite element method (GFEM) is applied to a nonconventional hybrid-mixed stress formulation (HMSF) for plane analysis. In the HMSF, three approximation fields are involved: stresses and displacements in the domain and displacement fields on the static boundary. The GFEM-HMSF shape functions are then generated by the product of a partition of unity associated to each field and the polynomials enrichment functions. In principle, the enrichment can be conducted independently over each of the HMSF approximation fields. However, stability and convergence features of the resulting numerical method can be affected mainly by spurious modes generated when enrichment is arbitrarily applied to the displacement fields. With the aim to efficiently explore the enrichment possibilities, an extension to GFEM-HMSF of the conventional Zienkiewicz-Patch-Test is proposed as a necessary condition to ensure numerical stability. Finally, once the extended Patch-Test is satisfied, some numerical analyses focusing on the selective enrichment over distorted meshes formed by bilinear quadrilateral finite elements are presented, thus showing the performance of the GFEM-HMSF combination.