Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics

The purpose of this paper is to develop a Bayesian analysis for nonlinear regression models under scale mixtures of skew-normal distributions. This novel class of models provides a useful generalization of the symmetrical nonlinear regression models since the error distributions cover both skewness and heavy-tailed distributions such as the skew-t, skew-slash and the skew-contaminated normal distributions. The main advantage of these class of distributions is that they have a nice hierarchical representation that allows the implementation of Markov chain Monte Carlo (MCMC) methods to simulate samples from the joint posterior distribution. In order to examine the robust aspects of this flexible class, against outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. Further, some discussions on the model selection criteria are given. The newly developed procedures are illustrated considering two simulations study, and a real data previously analyzed under normal and skew-normal nonlinear regression models. (C) 2010 Elsevier B.V. All rights reserved.

On estimation and influence diagnostics for log-Birnbaum-Saunders Student-t regression models: Full Bayesian analysis

The purpose of this paper is to develop a Bayesian approach for log-Birnbaum-Saunders Student-t regression models under right-censored survival data. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the considered model. In order to attenuate the influence of the outlying observations on the parameter estimates, we present in this paper Birnbaum-Saunders models in which a Student-t distribution is assumed to explain the cumulative damage. Also, some discussions on the model selection to compare the fitted models are given and case deletion influence diagnostics are developed for the joint posterior distribution based on the Kullback-Leibler divergence. The developed procedures are illustrated with a real data set. (C) 2010 Elsevier B.V. All rights reserved.

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.

Decentralized and robust target tracking with sensor networks

In this paper we address the problem of decentralized and robust linear filtering for target tracking using networks of (radar) sensors taking nonlinear range and bearing measurements. The algorithm introduced in this paper permits efficient data fusion from multiple sensors through a summation style fusion architecture. Moreover, we prove that the state estimation error for the linear filtering algorithm is bounded.

Position estimation and tracking of an autonomous mobile sensor using received signal strength

In this paper, an algorithm for approximating the path of a moving autonomous mobile sensor with an unknown position location using Received Signal Strength (RSS) measurements is proposed. Using a Least Squares (LS) estimation method as an input, a Maximum-Likelihood (ML) approach is used to determine the location of the unknown mobile sensor. For the mobile sensor case, as the sensor changes position the characteristics of the RSS measurements also change; therefore the proposed method adapts the RSS measurement model by dynamically changing the pass loss value alpha to aid in position estimation. Secondly, a Recursive Least-Squares (RLS) algorithm is used to estimate the path of a moving mobile sensor using the Maximum-Likelihood position estimation as an input. The performance of the proposed algorithm is evaluated via simulation and it is shown that this method can accurately determine the position of the mobile sensor, and can efficiently track the position of the mobile sensor during motion.

Robust functional estimation and fault diagnosis for complex uncertain systems

System monitoring and fault diagnosis capabilities are the most important aspects in improving safety and reliability of automatic control systems. This research proposed new methodologies on fault diagnosis and estimation for complex uncertain systems. As a result of this research, complex industrial plants can now be more effectively controlled.

Demographic demand systems with application to equivalence scales estimation and inequality analysis : the Australian evidence

This paper proposes and applies an alternative demographic procedure for extending a demand system to allow for the effect of household size and composition changes, along with price changes, on expenditure allocation. The demographic procedure is applied to two recent demand functional forms to obtain their estimable demographic extensions. The estimation on pooled time series of Australian Household Expenditure Surveys yields sensible and robust estimates of the equivalence scale, and of its variation with relative prices. Further evidence on the usefulness of this procedure is provided by using it to evaluate the nature and magnitude of the inequality bias of relative price changes in Australia over a period from the late 1980s to the early part of the new millennium.

Mobile agent tracking with single frequency continuous wave radar : a linear robust filtering based approach

3-alkylpyrrole to the fabric surface. Direct applications of a conductive paint to the textile surface eliminate the exposure of the substrate to damaging oxidizing agents which allow the coating of more sensitive and delicate substrates. All textiles produced are tested for abrasion resistance and conductivity. For alkyl polypyrrole coated fabrics, the optimum carbon chain lengths are between n=10 and n=14, which result in optimum values of conductivity and solubility. The darkness of the tone is inversely related to the surface resistivity of the resulting conductive fabric. Therefore, deep black coatings have low resistivity whereas light gray coatings on a white fabric surface have higher surface resistivity. Longer alkyl chains result in higher surface resistivity in fabrics. The conductive coating of poly(3-decanylpyrrole) on the textile surface has a better abrasion resistance compared to that of an unsubstituted polypyrrole coating.

A multi-tier ensemble construction of classifiers for phishing email detection and filtering

This paper is devoted to multi-tier ensemble classifiers for the detection and filtering of phishing emails. We introduce a new construction of ensemble classifiers, based on the well known and productive multi-tier approach. Our experiments evaluate their performance for the detection and filtering of phishing emails. The multi-tier constructions are well known and have been used to design effective classifiers for email classification and other applications previously. We investigate new multi-tier ensemble classifiers, where diverse ensemble methods are combined in a unified system by incorporating different ensembles at a lower tier as an integral part of another ensemble at the top tier. Our novel contribution is to investigate the possibility and effectiveness of combining diverse ensemble methods into one large multi-tier ensemble for the example of detection and filtering of phishing emails. Our study handled a few essential ensemble methods and more recent approaches incorporated into a combined multi-tier ensemble classifier. The results show that new large multi-tier ensemble classifiers achieved better performance compared with the outcomes of the base classifiers and ensemble classifiers incorporated in the multi-tier system. This demonstrates that the new method of combining diverse ensembles into one unified multi-tier ensemble can be applied to increase the performance of classifiers if diverse ensembles are incorporated in the system.

On the estimation and inference in factor-augmented panel regressions with correlated loadings

In an influential paper, Pesaran [Pesaran, M.H. (2006). Estimation and inference in large heterogeneous panels with a multifactor error structure. Econometrica 74, 967–1012] proposes a very simple estimator of factor-augmented regressions that has since then become very popular. In this note we demonstrate how the presence of correlated factor loadings can render this estimator inconsistent.

Estimation and extrapolation of optimal treatment and testing strategies

We review recent developments in the estimation of an optimal treatment strategy or regime from longitudinal data collected in an observational study. We also propose novel methods for using the data obtained from an observational database in one health-care system to determine the optimal treatment regime for biologically similar subjects in a second health-care system when, for cultural, logistical, or financial reasons, the two health-care systems differ (and will continue to differ) in the frequency of, and reasons for, both laboratory tests and physician visits. Finally, we propose a novel method for estimating the optimal timing of expensive and/or painful diagnostic or prognostic tests. Diagnostic or prognostic tests are only useful in so far as they help a physician to determine the optimal dosing strategy, by providing information on both the current health state and the prognosis of a patient because, in contrast to drug therapies, these tests have no direct causal effect on disease progression. Our new method explicitly incorporates this no direct effect restriction.

Intuitive haptics interface with accurate force estimation and reflection at nanoscale

Technologies, such as Atomic Force Microscopy (AFM), have proven to be one of the most versatile research equipments in the field of nanotechnology by providing physical access to the materials at nanoscale. Working principles of AFM involve physical interaction with the sample at nanometre scale to estimate the topography of the sample surface. Size of the cantilever tip, within the range of few nanometres diameter, and inherent elasticity of the cantilever allow it to bend in response to the changes in the sample surface leading to accurate estimation of the sample topography. Despite the capabilities of the AFM, there is a lack of intuitive user interfaces that could allow interaction with the materials at nanoscale, analogous to the way we are accustomed to at macro level. To bridge this gap of intuitive interface design and development, a haptics interface is designed in conjunction with Bruker Nanos AFM. Interaction with the materials at nanoscale is characterised by estimating the forces experienced by the cantilever tip employing geometric deformation principles. Estimated forces are reflected to the user, in a controlled manner, through haptics interface. Established mathematical framework for force estimation can be adopted for AFM operations in air as well as in liquid mediums.