A modified signed likelihood ratio test in elliptical structural models

In this paper we deal with the issue of performing accurate testing inference on a scalar parameter of interest in structural errors-in-variables models. The error terms are allowed to follow a multivariate distribution in the class of the elliptical distributions, which has the multivariate normal distribution as special case. We derive a modified signed likelihood ratio statistic that follows a standard normal distribution with a high degree of accuracy. Our Monte Carlo results show that the modified test is much less size distorted than its unmodified counterpart. An application is presented.

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.

Non-testability of equal weights spatial dependence

We show that any invariant test for spatial autocorrelation in a spatial error or spatial lag model with equal weights matrix has power equal to size. This result holds under the assumption of an elliptical distribution. Under Gaussianity, we also show that any test whose power is larger than its size for at least one point in the parameter space must be biased.

Semiparametric Bayesian measurement error modeling

This work presents a Bayesian semiparametric approach for dealing with regression models where the covariate is measured with error. Given that (1) the error normality assumption is very restrictive, and (2) assuming a specific elliptical distribution for errors (Student-t for example), may be somewhat presumptuous; there is need for more flexible methods, in terms of assuming only symmetry of errors (admitting unknown kurtosis). In this sense, the main advantage of this extended Bayesian approach is the possibility of considering generalizations of the elliptical family of models by using Dirichlet process priors in dependent and independent situations. Conditional posterior distributions are implemented, allowing the use of Markov Chain Monte Carlo (MCMC), to generate the posterior distributions. An interesting result shown is that the Dirichlet process prior is not updated in the case of the dependent elliptical model. Furthermore, an analysis of a real data set is reported to illustrate the usefulness of our approach, in dealing with outliers. Finally, semiparametric proposed models and parametric normal model are compared, graphically with the posterior distribution density of the coefficients. (C) 2009 Elsevier Inc. All rights reserved.

On the eigenvalues of the spatial sign covariance matrix in more than two dimensions

Acknowledgments Alexander Dürre was supported in part by the Collaborative Research Grant 823 of the German Research Foundation. David E. Tyler was supported in part by the National Science Foundation grant DMS-1407751. A visit of Daniel Vogel to David E. Tyler was supported by a travel grant from the Scottish Universities Physics Alliance. The authors are grateful to the editors and referees for their constructive comments.

Elliptical summary randomisation for sensor-based human activity recognition

Many conventional statistical machine learning al- gorithms generalise poorly if distribution bias ex- ists in the datasets. For example, distribution bias arises in the context of domain generalisation, where knowledge acquired from multiple source domains need to be used in a previously unseen target domains. We propose Elliptical Summary Randomisation (ESRand), an efficient domain generalisation approach that comprises of a randomised kernel and elliptical data summarisation. ESRand learns a domain interdependent projection to a la- tent subspace that minimises the existing biases to the data while maintaining the functional relationship between domains. In the latent subspace, ellipsoidal summaries replace the samples to enhance the generalisation by further removing bias and noise in the data. Moreover, the summarisation enables large-scale data processing by significantly reducing the size of the data. Through comprehensive analysis, we show that our subspace-based approach outperforms state-of-the-art results on several activity recognition benchmark datasets, while keeping the computational complexity significantly low.

Pulsatile flow of a viscous fluid in elliptical pipe of variable cross-section

The pulsatile flow of an incompressible viscous fluid in an elliptical pipe of slowly varying cross-section is considered. Asymptotic series solutions for the velocity distribution and pressure gradient are obtained in terms of Mathieu functions for a low Reynold number flow in which the volume flux is prescribed. An expression for shear stress on the boundary is derived. The physically significant quantities governing the flow are computed numerically and analysed for different types of constrictions. The effect of eccentricity and Womerslay parameter on the flow is discussed.

Elliptical tracers in two-dimensional, homogeneous, isotropic fluid turbulence: The statistics of alignment, rotation, and nematic order

We study the statistical properties of orientation and rotation dynamics of elliptical tracer particles in two-dimensional, homogeneous, and isotropic turbulence by direct numerical simulations. We consider both the cases in which the turbulent flow is generated by forcing at large and intermediate length scales. We show that the two cases are qualitatively different. For large-scale forcing, the spatial distribution of particle orientations forms large-scale structures, which are absent for intermediate-scale forcing. The alignment with the local directions of the flow is much weaker in the latter case than in the former. For intermediate-scale forcing, the statistics of rotation rates depends weakly on the Reynolds number and on the aspect ratio of particles. In contrast with what is observed in three-dimensional turbulence, in two dimensions the mean-square rotation rate increases as the aspect ratio increases.

Elliptical slice sampling

Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Monte Carlo algorithm for performing inference in models with multivariate Gaussian priors. Its key properties are: 1) it has simple, generic code applicable to many models, 2) it has no free parameters, 3) it works well for a variety of Gaussian process based models. These properties make our method ideal for use while model building, removing the need to spend time deriving and tuning updates for more complex algorithms.

Energy spectra of two-electron two-dimensional quantum dots confined by elliptical and bowl-like potentials

The laterally confining potential of quantum dots (QDs) fabricated in semiconductor heterostructures is approximated by an elliptical two-dimensional harmonic-oscillator well or a bowl-like circular well. The energy spectrum of two interacting electrons in these potentials is calculated in the effective-mass approximation as a function of dot size and characteristic frequency of the confining potential by the exact diagonalization method. Energy level crossover is displayed according to the ratio of the characteristic frequencies of the elliptical confinement potential along the y axis and that along the x axis. Investigating the rovibrational spectrum with pair-correlation function and conditional probability distribution, we could see the violation of circular symmetry. However, there are still some symmetries left in the elliptical QDs. When the QDs are confined by a "bowl-like" potential, the removal of the degeneracy in the energy levels of QDs is found. The distribution of energy levels is different for the different heights of the barriers. (C) 2003 American Institute of Physics.

A four-phase confocal elliptical cylinder model for predicting the effective thermal conductivity of coated fibre composites

A four-phase confocal elliptical cylinder model is proposed from which a generalised self-consistent method is developed for predicting the thermal conductivity of coated fibre reinforced composites. The method can account for the influence of the fibre section shape ratio on conductivity, and the physical reasonableness of the model is demonstrated by using the fibre distribution function. An exact solution is obtained for thermal conductivity by applying conformal mapping and Laurent series expansion techniques of the analytic function. The solution to the three-phase confocal elliptical model, which simulates composites with idealised fibre-matrix interfaces, is arrived at as the degenerated case. A comparison with other available micromechanics methods, Hashin and Shtrikman's bounds and experimental data shows that the present method provides convergent and reasonable results for a full range of variations in fibre section shapes and for a complete spectrum of the fibre volume fraction. Numerical results show the dependence of the effective conductivities of composites on the aspect ratio of coated fibres and demonstrate that a coating is effective in enhancing the thermal transport property of a composite. The present solutions are helpful to analysis and design of composites.

Random number generators for the generalized Birnbaum-Saunders distribution

The generalized Birnbaum-Saunders distribution pertains to a class of lifetime models including both lighter and heavier tailed distributions. This model adapts well to lifetime data, even when outliers exist, and has other good theoretical properties and application perspectives. However, statistical inference tools may not exist in closed form for this model. Hence, simulation and numerical studies are needed, which require a random number generator. Three different ways to generate observations from this model are considered here. These generators are compared by utilizing a goodness-of-fit procedure as well as their effectiveness in predicting the true parameter values by using Monte Carlo simulations. This goodness-of-fit procedure may also be used as an estimation method. The quality of this estimation method is studied here. Finally, through a real data set, the generalized and classical Birnbaum-Saunders models are compared by using this estimation method.