Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment

The buffer allocation problem (BAP) is a well-known difficult problem in the design of production lines. We present a stochastic algorithm for solving the BAP, based on the cross-entropy method, a new paradigm for stochastic optimization. The algorithm involves the following iterative steps: (a) the generation of buffer allocations according to a certain random mechanism, followed by (b) the modification of this mechanism on the basis of cross-entropy minimization. Through various numerical experiments we demonstrate the efficiency of the proposed algorithm and show that the method can quickly generate (near-)optimal buffer allocations for fairly large production lines.

On the equivalence of weighted Country-Product-Dummy (CPD) Method and the Rao-System for multilateral price comparisons

The country-product-dummy (CPD) method, originally proposed in Summers (1973), has recently been revisited in its weighted formulation to handle a variety of data related situations (Rao and Timmer, 2000, 2003; Heravi et al., 2001; Rao, 2001; Aten and Menezes, 2002; Heston and Aten, 2002; Deaton et al., 2004). The CPD method is also increasingly being used in the context of hedonic modelling instead of its original purpose of filling holes in Summers (1973). However, the CPD method is seen, among practitioners, as a black box due to its regression formulation. The main objective of the paper is to establish equivalence of purchasing power parities and international prices derived from the application of the weighted-CPD method with those arising out of the Rao-system for multilateral comparisons. A major implication of this result is that the weighted-CPD method would then be a natural method of aggregation at all levels of aggregation within the context of international comparisons.

GPNN: Power studies and applications of a neural network method for detecting gene-gene interactions in studies of human disease

Background The identification and characterization of genes that influence the risk of common, complex multifactorial disease primarily through interactions with other genes and environmental factors remains a statistical and computational challenge in genetic epidemiology. We have previously introduced a genetic programming optimized neural network (GPNN) as a method for optimizing the architecture of a neural network to improve the identification of gene combinations associated with disease risk. The goal of this study was to evaluate the power of GPNN for identifying high-order gene-gene interactions. We were also interested in applying GPNN to a real data analysis in Parkinson's disease. Results We show that GPNN has high power to detect even relatively small genetic effects (2–3% heritability) in simulated data models involving two and three locus interactions. The limits of detection were reached under conditions with very small heritability (

Assessment of statistical change criteria used to define significant change in neuropsychological test performance following cardiac surgery

Objective: This paper compares four techniques used to assess change in neuropsychological test scores before and after coronary artery bypass graft surgery (CABG), and includes a rationale for the classification of a patient as overall impaired. Methods: A total of 55 patients were tested before and after surgery on the MicroCog neuropsychological test battery. A matched control group underwent the same testing regime to generate test–retest reliabilities and practice effects. Two techniques designed to assess statistical change were used: the Reliable Change Index (RCI), modified for practice, and the Standardised Regression-based (SRB) technique. These were compared against two fixed cutoff techniques (standard deviation and 20% change methods). Results: The incidence of decline across test scores varied markedly depending on which technique was used to describe change. The SRB method identified more patients as declined on most measures. In comparison, the two fixed cutoff techniques displayed relatively reduced sensitivity in the detection of change. Conclusions: Overall change in an individual can be described provided the investigators choose a rational cutoff based on likely spread of scores due to chance. A cutoff value of ≥20% of test scores used provided acceptable probability based on the number of tests commonly encountered. Investigators must also choose a test battery that minimises shared variance among test scores.

On the statistical analysis of the GS-NS0 cell proteome: Imputation, clustering and variability testing

We have undertaken two-dimensional gel electrophoresis proteomic profiling on a series of cell lines with different recombinant antibody production rates. Due to the nature of gel-based experiments not all protein spots are detected across all samples in an experiment, and hence datasets are invariably incomplete. New approaches are therefore required for the analysis of such graduated datasets. We approached this problem in two ways. Firstly, we applied a missing value imputation technique to calculate missing data points. Secondly, we combined a singular value decomposition based hierarchical clustering with the expression variability test to identify protein spots whose expression correlates with increased antibody production. The results have shown that while imputation of missing data was a useful method to improve the statistical analysis of such data sets, this was of limited use in differentiating between the samples investigated, and highlighted a small number of candidate proteins for further investigation. (c) 2006 Elsevier B.V. All rights reserved.

Non-linear principal components analysis: an alternative method for finding patterns in environmental data

The main purpose of this article is to gain an insight into the relationships between variables describing the environmental conditions of the Far Northern section of the Great Barrier Reef, Australia, Several of the variables describing these conditions had different measurement levels and often they had non-linear relationships. Using non-linear principal component analysis, it was possible to acquire an insight into these relationships. Furthermore. three geographical areas with unique environmental characteristics could be identified. Copyright (c) 2005 John Wiley & Sons, Ltd.

Small-scale randomized controlled trials need more powerful methods of mediational analysis than the Baron-Kenny method

Objective: To devise more-effective physical activity interventions, the mediating mechanisms yielding behavioral change need to be identified. The Baron-Kenny method is most commonly used. but has low statistical power and May not identify mechanisms of behavioral change in small-to-medium size Studies. More powerful statistical tests are available, Study Design and Setting: Inactive adults (N = 52) were randomized to either a print or a print-plus-telephone intervention. Walking and exercise-related social support Were assessed at baseline, after file intervention, and 4 weeks later. The Baron-Kenny and three alternative methods of mediational analysis (Freedman-Schatzkin; MacKinnon et al.: bootstrap method) were used to examine the effects of social support on initial behavior change and maintenance. Results: A significant mediational effect of social support on initial behavior change was indicated by the MacKinnon et al., bootstrap. and. marginally. Freedman-Schatzkin methods, but not by the Baron-Kenny method. No significant mediational effecl of social support on maintenance of walking was found. Conclusions: Methodologically rigorous intervention studies to identify mediators of change in physical activity are costly and labor intensive, and may not be feasible with large samples. The Use of statistically powerful tests of mediational effects in small-scale studies can inform the development of more effective interventions. (C) 2006 Elsevier Inc. All rights reserved.

GPNN: Power studies and applications of a neural network method for detecting gene-gene interactions in studies of human disease

Background: The identification and characterization of genes that influence the risk of common, complex multifactorial disease primarily through interactions with other genes and environmental factors remains a statistical and computational challenge in genetic epidemiology. We have previously introduced a genetic programming optimized neural network (GPNN) as a method for optimizing the architecture of a neural network to improve the identification of gene combinations associated with disease risk. The goal of this study was to evaluate the power of GPNN for identifying high-order gene-gene interactions. We were also interested in applying GPNN to a real data analysis in Parkinson's disease. Results: We show that GPNN has high power to detect even relatively small genetic effects (2-3% heritability) in simulated data models involving two and three locus interactions. The limits of detection were reached under conditions with very small heritability (

A simple method to localise pleiotropic susceptibility loci using univariate linkage analyses of correlated traits

Univariate linkage analysis is used routinely to localise genes for human complex traits. Often, many traits are analysed but the significance of linkage for each trait is not corrected for multiple trait testing, which increases the experiment-wise type-I error rate. In addition, univariate analyses do not realise the full power provided by multivariate data sets. Multivariate linkage is the ideal solution but it is computationally intensive, so genome-wide analysis and evaluation of empirical significance are often prohibitive. We describe two simple methods that efficiently alleviate these caveats by combining P-values from multiple univariate linkage analyses. The first method estimates empirical pointwise and genome-wide significance between one trait and one marker when multiple traits have been tested. It is as robust as an appropriate Bonferroni adjustment, with the advantage that no assumptions are required about the number of independent tests performed. The second method estimates the significance of linkage between multiple traits and one marker and, therefore, it can be used to localise regions that harbour pleiotropic quantitative trait loci (QTL). We show that this method has greater power than individual univariate analyses to detect a pleiotropic QTL across different situations. In addition, when traits are moderately correlated and the QTL influences all traits, it can outperform formal multivariate VC analysis. This approach is computationally feasible for any number of traits and was not affected by the residual correlation between traits. We illustrate the utility of our approach with a genome scan of three asthma traits measured in families with a twin proband.

Conservation planning with irreplaceability: does the method matter?

A number of systematic conservation planning tools are available to aid in making land use decisions. Given the increasing worldwide use and application of reserve design tools, including measures of site irreplaceability, it is essential that methodological differences and their potential effect on conservation planning outcomes are understood. We compared the irreplaceability of sites for protecting ecosystems within the Brigalow Belt Bioregion, Queensland, Australia, using two alternative reserve system design tools, Marxan and C-Plan. We set Marxan to generate multiple reserve systems that met targets with minimal area; the first scenario ignored spatial objectives, while the second selected compact groups of areas. Marxan calculates the irreplaceability of each site as the proportion of solutions in which it occurs for each of these set scenarios. In contrast, C-Plan uses a statistical estimate of irreplaceability as the likelihood that each site is needed in all combinations of sites that satisfy the targets. We found that sites containing rare ecosystems are almost always irreplaceable regardless of the method. Importantly, Marxan and C-Plan gave similar outcomes when spatial objectives were ignored. Marxan with a compactness objective defined twice as much area as irreplaceable, including many sites with relatively common ecosystems. However, targets for all ecosystems were met using a similar amount of area in C-Plan and Marxan, even with compactness. The importance of differences in the outcomes of using the two methods will depend on the question being addressed; in general, the use of two or more complementary tools is beneficial.

A generalisation of the Delogne-Kasa method for fitting hyperspheres

In this paper, we examine the problem of fitting a hypersphere to a set of noisy measurements of points on its surface. Our work generalises an estimator of Delogne (Proc. IMEKO-Symp. Microwave Measurements 1972,117-123) which he proposed for circles and which has been shown by Kasa (IEEE Trans. Instrum. Meas. 25, 1976, 8-14) to be convenient for its ease of analysis and computation. We also generalise Chan's 'circular functional relationship' to describe the distribution of points. We derive the Cramer-Rao lower bound (CRLB) under this model and we derive approximations for the mean and variance for fixed sample sizes when the noise variance is small. We perform a statistical analysis of the estimate of the hypersphere's centre. We examine the existence of the mean and variance of the estimator for fixed sample sizes. We find that the mean exists when the number of sample points is greater than M + 1, where M is the dimension of the hypersphere. The variance exists when the number of sample points is greater than M + 2. We find that the bias approaches zero as the noise variance diminishes and that the variance approaches the CRLB. We provide simulation results to support our findings.

Delay estimation for multivariate time series

Most traditional methods for extracting the relationships between two time series are based on cross-correlation. In a non-linear non-stationary environment, these techniques are not sufficient. We show in this paper how to use hidden Markov models (HMMs) to identify the lag (or delay) between different variables for such data. We first present a method using maximum likelihood estimation and propose a simple algorithm which is capable of identifying associations between variables. We also adopt an information-theoretic approach and develop a novel procedure for training HMMs to maximise the mutual information between delayed time series. Both methods are successfully applied to real data. We model the oil drilling process with HMMs and estimate a crucial parameter, namely the lag for return.

Advanced mean field methods:theory and practice

A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximate computations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models. Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel application areas. Leading approaches include the variational approach, which goes beyond factorizable distributions to achieve systematic improvements; the TAP (Thouless-Anderson-Palmer) approach, which incorporates correlations by including effective reaction terms in the mean field theory; and the more general methods of graphical models. Bringing together ideas and techniques from these diverse disciplines, this book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling.

Statistical physics of irregular low-density parity-check codes

Low-density parity-check codes with irregular constructions have recently been shown to outperform the most advanced error-correcting codes to date. In this paper we apply methods of statistical physics to study the typical properties of simple irregular codes. We use the replica method to find a phase transition which coincides with Shannon's coding bound when appropriate parameters are chosen. The decoding by belief propagation is also studied using statistical physics arguments; the theoretical solutions obtained are in good agreement with simulation results. We compare the performance of irregular codes with that of regular codes and discuss the factors that contribute to the improvement in performance.