Saddlepoint approximations

The saddlepoint method provides accurate approximations for the distributions of many test statistics, estimators and for important probabilities arising in various stochastic models. The saddlepoint approximation is a large deviations technique which is substantially more accurate than limiting normal or Edgeworth approximations, especially in presence of very small sample sizes or very small probabilities. The outstanding accuracy of the saddlepoint approximation can be explained by the fact that it has bounded relative error.

The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis

We examine the effects of the terms of trade and the expected real interest rate differential on the real exchange rate in a sample of small open developed economies. We employ cointegration analysis to search for possible long-term linkages. We find that while both the terms of trade and the expected real interest rate differentials affect the real exchange rate in the long run, the role of the terms of trade generally proves more consistent across countries. The speed of adjustment for the expected real interest rate differential in the error-correction model, however, is quantitatively larger than it is for the terms of trade.

A simulation study of the effects of small center enrollment in multi -center clinical trials

Multi-center clinical trials are very common in the development of new drugs and devices. One concern in such trials, is the effect of individual investigational sites enrolling small numbers of patients on the overall result. Can the presence of small centers cause an ineffective treatment to appear effective when treatment-by-center interaction is not statistically significant?^ In this research, simulations are used to study the effect that centers enrolling few patients may have on the analysis of clinical trial data. A multi-center clinical trial with 20 sites is simulated to investigate the effect of a new treatment in comparison to a placebo treatment. Twelve of these 20 investigational sites are considered small, each enrolling less than four patients per treatment group. Three clinical trials are simulated with sample sizes of 100, 170 and 300. The simulated data is generated with various characteristics, one in which treatment should be considered effective and another where treatment is not effective. Qualitative interactions are also produced within the small sites to further investigate the effect of small centers under various conditions.^ Standard analysis of variance methods and the "sometimes-pool" testing procedure are applied to the simulated data. One model investigates treatment and center effect and treatment-by-center interaction. Another model investigates treatment effect alone. These analyses are used to determine the power to detect treatment-by-center interactions, and the probability of type I error.^ We find it is difficult to detect treatment-by-center interactions when only a few investigational sites enrolling a limited number of patients participate in the interaction. However, we find no increased risk of type I error in these situations. In a pooled analysis, when the treatment is not effective, the probability of finding a significant treatment effect in the absence of significant treatment-by-center interaction is well within standard limits of type I error. ^

Combined effects of CO2 and light on large and small isolates of the unicellular N2-fixing cyanobacterium Crocosphaera watsonii from the western tropical Atlantic Ocean

We examined the combined effects of light and pCO2 on growth, CO2-fixation and N2-fixation rates by strains of the unicellular marine N2-fixing cyanobacterium Crocosphaera watsonii with small (WH0401) and large (WH0402) cells that were isolated from the western tropical Atlantic Ocean. In low-pCO2-acclimated cultures (190 ppm) of WH0401, growth, CO2-fixation and N2-fixation rates were significantly lower than those in cultures acclimated to higher (present-day 385 ppm, or future 750 ppm) pCO2 treatments. Growth rates were not significantly different, however, in low-pCO2-acclimated cultures of WH0402 in comparison with higher pCO2 treatments. Unlike previous reports for C. watsonii (strain WH8501), N2-fixation rates did not increase further in cultures of WH0401 or WH0402 when acclimated to 750 ppm relative to those maintained at present-day pCO2. Both light and pCO2 had a significant negative effect on gross : net N2-fixation rates in WH0402 and trends were similar in WH0401, implying that retention of fixed N was enhanced under elevated light and pCO2. These data, along with previously reported results, suggest that C. watsonii may have wide-ranging, strain-specific responses to changing light and pCO2, emphasizing the need for examining the effects of global change on a range of isolates within this biogeochemically important genus. In general, however, our data suggest that cellular N retention and CO2-fixation rates of C. watsonii may be positively affected by elevated light and pCO2 within the next 100 years, potentially increasing trophic transfer efficiency of C and N and thereby facilitating uptake of atmospheric carbon by the marine biota.

Automatic binding-related error diagnosis in logic programs

This paper proposes a diagnosis algorithm for locating a certain kind of errors in logic programs: variable binding errors that result in abstract symptoms during compile-time checking of assertions based on abstract interpretation. The diagnoser analyzes the graph generated by the abstract interpreter, which is a provably safe approximation of the program semantics. The proposed algorithm traverses this graph to find the point where the actual error originates (a reason of the symptom), leading to the point the error has been reported (the symptom). The procedure is fully automatic, not requiring any interaction with the user. A prototype diagnoser has been implemented and preliminary results are encouraging.

Automatic mesh generation processor for 3-D parabolic boundary discretization

An automatic Mesh Generation Preprocessor for BE Programs with a considerable of capabilities has been developed. This program allows almost any kind of geometry and tipology to be defined with a small amount of external data, and with an important approximation of the boundary geometry. Also the error checking possibility is very important for a fast comprobation of the results.

Regularized model learning in EDAs for continuous and multi-objective optimization

Probabilistic modeling is the de�ning characteristic of estimation of distribution algorithms (EDAs) which determines their behavior and performance in optimization. Regularization is a well-known statistical technique used for obtaining an improved model by reducing the generalization error of estimation, especially in high-dimensional problems. `1-regularization is a type of this technique with the appealing variable selection property which results in sparse model estimations. In this thesis, we study the use of regularization techniques for model learning in EDAs. Several methods for regularized model estimation in continuous domains based on a Gaussian distribution assumption are presented, and analyzed from di�erent aspects when used for optimization in a high-dimensional setting, where the population size of EDA has a logarithmic scale with respect to the number of variables. The optimization results obtained for a number of continuous problems with an increasing number of variables show that the proposed EDA based on regularized model estimation performs a more robust optimization, and is able to achieve signi�cantly better results for larger dimensions than other Gaussian-based EDAs. We also propose a method for learning a marginally factorized Gaussian Markov random �eld model using regularization techniques and a clustering algorithm. The experimental results show notable optimization performance on continuous additively decomposable problems when using this model estimation method. Our study also covers multi-objective optimization and we propose joint probabilistic modeling of variables and objectives in EDAs based on Bayesian networks, speci�cally models inspired from multi-dimensional Bayesian network classi�ers. It is shown that with this approach to modeling, two new types of relationships are encoded in the estimated models in addition to the variable relationships captured in other EDAs: objectivevariable and objective-objective relationships. An extensive experimental study shows the e�ectiveness of this approach for multi- and many-objective optimization. With the proposed joint variable-objective modeling, in addition to the Pareto set approximation, the algorithm is also able to obtain an estimation of the multi-objective problem structure. Finally, the study of multi-objective optimization based on joint probabilistic modeling is extended to noisy domains, where the noise in objective values is represented by intervals. A new version of the Pareto dominance relation for ordering the solutions in these problems, namely �-degree Pareto dominance, is introduced and its properties are analyzed. We show that the ranking methods based on this dominance relation can result in competitive performance of EDAs with respect to the quality of the approximated Pareto sets. This dominance relation is then used together with a method for joint probabilistic modeling based on `1-regularization for multi-objective feature subset selection in classi�cation, where six di�erent measures of accuracy are considered as objectives with interval values. The individual assessment of the proposed joint probabilistic modeling and solution ranking methods on datasets with small-medium dimensionality, when using two di�erent Bayesian classi�ers, shows that comparable or better Pareto sets of feature subsets are approximated in comparison to standard methods.

Error estimation for the linearized auto-localization algorithm

The Linearized Auto-Localization (LAL) algorithm estimates the position of beacon nodes in Local Positioning Systems (LPSs), using only the distance measurements to a mobile node whose position is also unknown. The LAL algorithm calculates the inter-beacon distances, used for the estimation of the beacons’ positions, from the linearized trilateration equations. In this paper we propose a method to estimate the propagation of the errors of the inter-beacon distances obtained with the LAL algorithm, based on a first order Taylor approximation of the equations. Since the method depends on such approximation, a confidence parameter τ is defined to measure the reliability of the estimated error. Field evaluations showed that by applying this information to an improved weighted-based auto-localization algorithm (WLAL), the standard deviation of the inter-beacon distances can be improved by more than 30% on average with respect to the original LAL method.

Optimal Piecewise Linear Function Approximation for GPU-based Applications

Many computer vision and human-computer interaction applications developed in recent years need evaluating complex and continuous mathematical functions as an essential step toward proper operation. However, rigorous evaluation of this kind of functions often implies a very high computational cost, unacceptable in real-time applications. To alleviate this problem, functions are commonly approximated by simpler piecewise-polynomial representations. Following this idea, we propose a novel, efficient, and practical technique to evaluate complex and continuous functions using a nearly optimal design of two types of piecewise linear approximations in the case of a large budget of evaluation subintervals. To this end, we develop a thorough error analysis that yields asymptotically tight bounds to accurately quantify the approximation performance of both representations. It provides an improvement upon previous error estimates and allows the user to control the trade-off between the approximation error and the number of evaluation subintervals. To guarantee real-time operation, the method is suitable for, but not limited to, an efficient implementation in modern Graphics Processing Units (GPUs), where it outperforms previous alternative approaches by exploiting the fixed-function interpolation routines present in their texture units. The proposed technique is a perfect match for any application requiring the evaluation of continuous functions, we have measured in detail its quality and efficiency on several functions, and, in particular, the Gaussian function because it is extensively used in many areas of computer vision and cybernetics, and it is expensive to evaluate.

Aerodynamic database error filtering via high order singular value decomposition

Esta Tesis presenta un nuevo método para filtrar errores en bases de datos multidimensionales. Este método no precisa ninguna información a priori sobre la naturaleza de los errores. En concreto, los errrores no deben ser necesariamente pequeños, ni de distribución aleatoria ni tener media cero. El único requerimiento es que no estén correlados con la información limpia propia de la base de datos. Este nuevo método se basa en una extensión mejorada del método básico de reconstrucción de huecos (capaz de reconstruir la información que falta de una base de datos multidimensional en posiciones conocidas) inventado por Everson y Sirovich (1995). El método de reconstrucción de huecos mejorado ha evolucionado como un método de filtrado de errores de dos pasos: en primer lugar, (a) identifica las posiciones en la base de datos afectadas por los errores y después, (b) reconstruye la información en dichas posiciones tratando la información de éstas como información desconocida. El método resultante filtra errores O(1) de forma eficiente, tanto si son errores aleatorios como sistemáticos e incluso si su distribución en la base de datos está concentrada o esparcida por ella. Primero, se ilustra el funcionamiento delmétodo con una base de datosmodelo bidimensional, que resulta de la dicretización de una función transcendental. Posteriormente, se presentan algunos casos prácticos de aplicación del método a dos bases de datos tridimensionales aerodinámicas que contienen la distribución de presiones sobre un ala a varios ángulos de ataque. Estas bases de datos resultan de modelos numéricos calculados en CFD. ABSTRACT A method is presented to filter errors out in multidimensional databases. The method does not require any a priori information about the nature the errors. In particular, the errors need not to be small, neither random, nor exhibit zero mean. Instead, they are only required to be relatively uncorrelated to the clean information contained in the database. The method is based on an improved extension of a seminal iterative gappy reconstruction method (able to reconstruct lost information at known positions in the database) due to Everson and Sirovich (1995). The improved gappy reconstruction method is evolved as an error filtering method in two steps, since it is adapted to first (a) identify the error locations in the database and then (b) reconstruct the information in these locations by treating the associated data as gappy data. The resultingmethod filters out O(1) errors in an efficient fashion, both when these are random and when they are systematic, and also both when they concentrated and when they are spread along the database. The performance of the method is first illustrated using a two-dimensional toymodel database resulting fromdiscretizing a transcendental function and then tested on two CFD-calculated, three-dimensional aerodynamic databases containing the pressure coefficient on the surface of a wing for varying values of the angle of attack. A more general performance analysis of the method is presented with the intention of quantifying the randomness factor the method admits maintaining a correct performance and secondly, quantifying the size of error the method can detect. Lastly, some improvements of the method are proposed with their respective verification.

A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems

We propose a general procedure for solving incomplete data estimation problems. The procedure can be used to find the maximum likelihood estimate or to solve estimating equations in difficult cases such as estimation with the censored or truncated regression model, the nonlinear structural measurement error model, and the random effects model. The procedure is based on the general principle of stochastic approximation and the Markov chain Monte-Carlo method. Applying the theory on adaptive algorithms, we derive conditions under which the proposed procedure converges. Simulation studies also indicate that the proposed procedure consistently converges to the maximum likelihood estimate for the structural measurement error logistic regression model.

On the uniform approximation of Cauchy continuous functions

In the context of real-valued functions defined on metric spaces, it is known that the locally Lipschitz functions are uniformly dense in the continuous functions and that the Lipschitz in the small functions - the locally Lipschitz functions where both the local Lipschitz constant and the size of the neighborhood can be chosen independent of the point - are uniformly dense in the uniformly continuous functions. Between these two basic classes of continuous functions lies the class of Cauchy continuous functions, i.e., the functions that map Cauchy sequences in the domain to Cauchy sequences in the target space. Here, we exhibit an intermediate class of Cauchy continuous locally Lipschitz functions that is uniformly dense in the real-valued Cauchy continuous functions. In fact, our result is valid when our target space is an arbitrary Banach space.

Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples

A new Stata command called -mgof- is introduced. The command is used to compute distributional tests for discrete (categorical, multinomial) variables. Apart from classic large sample $\chi^2$-approximation tests based on Pearson's $X^2$, the likelihood ratio, or any other statistic from the power-divergence family (Cressie and Read 1984), large sample tests for complex survey designs and exact tests for small samples are supported. The complex survey correction is based on the approach by Rao and Scott (1981) and parallels the survey design correction used for independence tests in -svy:tabulate-. The exact tests are computed using Monte Carlo methods or exhaustive enumeration. An exact Kolmogorov-Smirnov test for discrete data is also provided.

Reports of cases argued and determined in the Court of Exchequer, at law and in equity, and in the Exchequer Chamber in equity and in error.

Lettered: English exchequer reports.

Improving precision and reducing bias in biological surveys: estimating false-negative error rates

The use of presence/absence data in wildlife management and biological surveys is widespread. There is a growing interest in quantifying the sources of error associated with these data. We show that false-negative errors (failure to record a species when in fact it is present) can have a significant impact on statistical estimation of habitat models using simulated data. Then we introduce an extension of logistic modeling, the zero-inflated binomial (ZIB) model that permits the estimation of the rate of false-negative errors and the correction of estimates of the probability of occurrence for false-negative errors by using repeated. visits to the same site. Our simulations show that even relatively low rates of false negatives bias statistical estimates of habitat effects. The method with three repeated visits eliminates the bias, but estimates are relatively imprecise. Six repeated visits improve precision of estimates to levels comparable to that achieved with conventional statistics in the absence of false-negative errors In general, when error rates are less than or equal to50% greater efficiency is gained by adding more sites, whereas when error rates are >50% it is better to increase the number of repeated visits. We highlight the flexibility of the method with three case studies, clearly demonstrating the effect of false-negative errors for a range of commonly used survey methods.