PARALLEL ALGORITHMS FOR MAXIMAL CLIQUES IN CIRCLE GRAPHS AND UNRESTRICTED DEPTH SEARCH

We present parallel algorithms on the BSP/CGM model, with p processors, to count and generate all the maximal cliques of a circle graph with n vertices and m edges. To count the number of all the maximal cliques, without actually generating them, our algorithm requires O(log p) communication rounds with O(nm/p) local computation time. We also present an algorithm to generate the first maximal clique in O(log p) communication rounds with O(nm/p) local computation, and to generate each one of the subsequent maximal cliques this algorithm requires O(log p) communication rounds with O(m/p) local computation. The maximal cliques generation algorithm is based on generating all maximal paths in a directed acyclic graph, and we present an algorithm for this problem that uses O(log p) communication rounds with O(m/p) local computation for each maximal path. We also show that the presented algorithms can be extended to the CREW PRAM model.

Bayesian Estimation of the Logistic Positive Exponent IRT Model

A Bayesian inference approach using Markov Chain Monte Carlo (MCMC) is developed for the logistic positive exponent (LPE) model proposed by Samejima and for a new skewed Logistic Item Response Theory (IRT) model, named Reflection LPE model. Both models lead to asymmetric item characteristic curves (ICC) and can be appropriate because a symmetric ICC treats both correct and incorrect answers symmetrically, which results in a logical contradiction in ordering examinees on the ability scale. A data set corresponding to a mathematical test applied in Peruvian public schools is analyzed, where comparisons with other parametric IRT models also are conducted. Several model comparison criteria are discussed and implemented. The main conclusion is that the LPE and RLPE IRT models are easy to implement and seem to provide the best fit to the data set considered.

Bayesian estimation of regression parameters in elliptical measurement error models

The main object of this paper is to discuss the Bayes estimation of the regression coefficients in the elliptically distributed simple regression model with measurement errors. The posterior distribution for the line parameters is obtained in a closed form, considering the following: the ratio of the error variances is known, informative prior distribution for the error variance, and non-informative prior distributions for the regression coefficients and for the incidental parameters. We proved that the posterior distribution of the regression coefficients has at most two real modes. Situations with a single mode are more likely than those with two modes, especially in large samples. The precision of the modal estimators is studied by deriving the Hessian matrix, which although complicated can be computed numerically. The posterior mean is estimated by using the Gibbs sampling algorithm and approximations by normal distributions. The results are applied to a real data set and connections with results in the literature are reported. (C) 2011 Elsevier B.V. All rights reserved.

Reliability Nonparametric Bayesian Estimation in Parallel Systems

Relevant results for (sub-)distribution functions related to parallel systems are discussed. The reverse hazard rate is defined using the product integral. Consequently, the restriction of absolute continuity for the involved distributions can be relaxed. The only restriction is that the sets of discontinuity points of the parallel distributions have to be disjointed. Nonparametric Bayesian estimators of all survival (sub-)distribution functions are derived. Dual to the series systems that use minimum life times as observations, the parallel systems record the maximum life times. Dirichlet multivariate processes forming a class of prior distributions are considered for the nonparametric Bayesian estimation of the component distribution functions, and the system reliability. For illustration, two striking numerical examples are presented.

A semi-Markov multistate model for estimation of the mean quality-adjusted survival for non-progressive processes

We discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models. We generalize an earlier work, considering the sojourn times in health states are not identically distributed, for a given vector of covariates. Approaches based on semiparametric and parametric (exponential and Weibull distributions) methodologies are considered. A simulation study is conducted to evaluate the performance of the proposed estimator and the jackknife resampling method is used to estimate the variance of such estimator. An application to a real data set is also included.

On estimation and influence diagnostics for the Grubbs` model under heavy-tailed distributions

The Grubbs` measurement model is frequently used to compare several measuring devices. It is common to assume that the random terms have a normal distribution. However, such assumption makes the inference vulnerable to outlying observations, whereas scale mixtures of normal distributions have been an interesting alternative to produce robust estimates, keeping the elegancy and simplicity of the maximum likelihood theory. The aim of this paper is to develop an EM-type algorithm for the parameter estimation, and to use the local influence method to assess the robustness aspects of these parameter estimates under some usual perturbation schemes, In order to identify outliers and to criticize the model building we use the local influence procedure in a Study to compare the precision of several thermocouples. (C) 2008 Elsevier B.V. All rights reserved.

Systematic risk estimation in symmetric models

The aim of this article is to discuss the estimation of the systematic risk in capital asset pricing models with heavy-tailed error distributions to explain the asset returns. Diagnostic methods for assessing departures from the model assumptions as well as the influence of observations on the parameter estimates are also presented. It may be shown that outlying observations are down weighted in the maximum likelihood equations of linear models with heavy-tailed error distributions, such as Student-t, power exponential, logistic II, so on. This robustness aspect may also be extended to influential observations. An application in which the systematic risk estimate of Microsoft is compared under normal and heavy-tailed errors is presented for illustration.

Bayesian density estimation using Skew Student-t-Normal mixtures

We present a Bayesian approach for modeling heterogeneous data and estimate multimodal densities using mixtures of Skew Student-t-Normal distributions [Gomez, H.W., Venegas, O., Bolfarine, H., 2007. Skew-symmetric distributions generated by the distribution function of the normal distribution. Environmetrics 18, 395-407]. A stochastic representation that is useful for implementing a MCMC-type algorithm and results about existence of posterior moments are obtained. Marginal likelihood approximations are obtained, in order to compare mixture models with different number of component densities. Data sets concerning the Gross Domestic Product per capita (Human Development Report) and body mass index (National Health and Nutrition Examination Survey), previously studied in the related literature, are analyzed. (c) 2008 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.

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.

Photocatalyst TiO(2)-Co: the effect of doping depth profile on methylene blue degradation

In this work, we study the effect of doping depth profile on the photocatalytic and surface properties of TiO(2) films. Two thin film layers of TiO(2) (200 nm) and Co (5 nm), respectively, were deposited by physical evaporation on glass substrate. These films were annealed for 1 s at 100 and 400 A degrees C and the Co layer was removed by chemical etching. Atomic force microscopy (AFM) phase images showed changes in the surface in function of thermal treatment. The grazing-incidence X-ray fluorescence (GIXRF) measurements indicated that the thermal treatment caused migration of Co atoms to below the surface, the depths found were between 19 and 29 nm. The contact angle showed distinct values in function of the doped profile or Co surface concentration. The UV-vis spectra presented a red shift with the increasing of thermal treatment. Photocatalytical assays were performed by methylene blue discoloration and the higher activity was found for TiO(2)-Co treated at 400 A degrees C, the ESI-MS showed the fragments formed during the methylene blue decomposition.

3D roll-forming of hat-profile with variable depth and width

The use of roll-formed products in automotive, furniture, buildings etc. increases every year due to the low part-production cost and the complicated cross-sections that can be produced. The limitation with roll-forming until recent years is that one could only produce profiles with a constant cross-section in the longitudinal direction. About eight years ago ORTIC AB [1] developed a machine in which it was possible to produce profiles with a variable width (“3D roll-forming”) for the building industry. Experimental equipment was recently built for research and prototyping of profiles with variable cross-section in both width and depth for the automotive industry. The objective with the current study is to investigate the new tooling concept that makes it possible to roll-form hat-profiles, made of ultra high strength steel, with variable cross-section in depth and width. The result shows that it is possible to produce 3D roll-formed profiles with close tolerances.