Prediction in Multilevel Logistic Regression

The purpose of this article is to present a new method to predict the response variable of an observation in a new cluster for a multilevel logistic regression. The central idea is based on the empirical best estimator for the random effect. Two estimation methods for multilevel model are compared: penalized quasi-likelihood and Gauss-Hermite quadrature. The performance measures for the prediction of the probability for a new cluster observation of the multilevel logistic model in comparison with the usual logistic model are examined through simulations and an application.

Estimação em modelos de tempo de falha acelerado para dados de sobrevivência correlacionados

We presented in this work two methods of estimation for accelerated failure time models with random e_ects to process grouped survival data. The _rst method, which is implemented in software SAS, by NLMIXED procedure, uses an adapted Gauss-Hermite quadrature to determine marginalized likelihood. The second method, implemented in the free software R, is based on the method of penalized likelihood to estimate the parameters of the model. In the _rst case we describe the main theoretical aspects and, in the second, we briey presented the approach adopted with a simulation study to investigate the performance of the method. We realized implement the models using actual data on the time of operation of oil wells from the Potiguar Basin (RN / CE).

Modélisation bayésienne des changements aux niches écologiques causés par le réchauffement climatique

Cette thèse présente des méthodes de traitement de données de comptage en particulier et des données discrètes en général. Il s'inscrit dans le cadre d'un projet stratégique du CRNSG, nommé CC-Bio, dont l'objectif est d'évaluer l'impact des changements climatiques sur la répartition des espèces animales et végétales. Après une brève introduction aux notions de biogéographie et aux modèles linéaires mixtes généralisés aux chapitres 1 et 2 respectivement, ma thèse s'articulera autour de trois idées majeures. Premièrement, nous introduisons au chapitre 3 une nouvelle forme de distribution dont les composantes ont pour distributions marginales des lois de Poisson ou des lois de Skellam. Cette nouvelle spécification permet d'incorporer de l'information pertinente sur la nature des corrélations entre toutes les composantes. De plus, nous présentons certaines propriétés de ladite distribution. Contrairement à la distribution multidimensionnelle de Poisson qu'elle généralise, celle-ci permet de traiter les variables avec des corrélations positives et/ou négatives. Une simulation permet d'illustrer les méthodes d'estimation dans le cas bidimensionnel. Les résultats obtenus par les méthodes bayésiennes par les chaînes de Markov par Monte Carlo (CMMC) indiquent un biais relatif assez faible de moins de 5% pour les coefficients de régression des moyennes contrairement à ceux du terme de covariance qui semblent un peu plus volatils. Deuxièmement, le chapitre 4 présente une extension de la régression multidimensionnelle de Poisson avec des effets aléatoires ayant une densité gamma. En effet, conscients du fait que les données d'abondance des espèces présentent une forte dispersion, ce qui rendrait fallacieux les estimateurs et écarts types obtenus, nous privilégions une approche basée sur l'intégration par Monte Carlo grâce à l'échantillonnage préférentiel. L'approche demeure la même qu'au chapitre précédent, c'est-à-dire que l'idée est de simuler des variables latentes indépendantes et de se retrouver dans le cadre d'un modèle linéaire mixte généralisé (GLMM) conventionnel avec des effets aléatoires de densité gamma. Même si l'hypothèse d'une connaissance a priori des paramètres de dispersion semble trop forte, une analyse de sensibilité basée sur la qualité de l'ajustement permet de démontrer la robustesse de notre méthode. Troisièmement, dans le dernier chapitre, nous nous intéressons à la définition et à la construction d'une mesure de concordance donc de corrélation pour les données augmentées en zéro par la modélisation de copules gaussiennes. Contrairement au tau de Kendall dont les valeurs se situent dans un intervalle dont les bornes varient selon la fréquence d'observations d'égalité entre les paires, cette mesure a pour avantage de prendre ses valeurs sur (-1;1). Initialement introduite pour modéliser les corrélations entre des variables continues, son extension au cas discret implique certaines restrictions. En effet, la nouvelle mesure pourrait être interprétée comme la corrélation entre les variables aléatoires continues dont la discrétisation constitue nos observations discrètes non négatives. Deux méthodes d'estimation des modèles augmentés en zéro seront présentées dans les contextes fréquentiste et bayésien basées respectivement sur le maximum de vraisemblance et l'intégration de Gauss-Hermite. Enfin, une étude de simulation permet de montrer la robustesse et les limites de notre approche.

The STATFLUX code: a statistical method for calculation of flow and set of parameters, based on the Multiple-Compartment Biokinetical Model

The code STATFLUX, implementing a new and simple statistical procedure for the calculation of transfer coefficients in radionuclide transport to animals and plants, is proposed. The method is based on the general multiple-compartment model, which uses a system of linear equations involving geometrical volume considerations. Flow parameters were estimated by employing two different least-squares procedures: Derivative and Gauss-Marquardt methods, with the available experimental data of radionuclide concentrations as the input functions of time. The solution of the inverse problem, which relates a given set of flow parameter with the time evolution of concentration functions, is achieved via a Monte Carlo Simulation procedure.Program summaryTitle of program: STATFLUXCatalogue identifier: ADYS_v1_0Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADYS_v1_0Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandLicensing provisions: noneComputer for which the program is designed and others on which it has been tested: Micro-computer with Intel Pentium III, 3.0 GHzInstallation: Laboratory of Linear Accelerator, Department of Experimental Physics, University of São Paulo, BrazilOperating system: Windows 2000 and Windows XPProgramming language used: Fortran-77 as implemented in Microsoft Fortran 4.0. NOTE: Microsoft Fortran includes non-standard features which are used in this program. Standard Fortran compilers such as, g77, f77, ifort and NAG95, are not able to compile the code and therefore it has not been possible for the CPC Program Library to test the program.Memory, required to execute with typical data: 8 Mbytes of RAM memory and 100 MB of Hard disk memoryNo. of bits in a word: 16No. of lines in distributed program, including test data, etc.: 6912No. of bytes in distributed Program, including test data, etc.: 229 541Distribution format: tar.gzNature of the physical problem: the investigation of transport mechanisms for radioactive substances, through environmental pathways, is very important for radiological protection of populations. One such pathway, associated with the food chain, is the grass-animal-man sequence. The distribution of trace elements in humans and laboratory animals has been intensively studied over the past 60 years [R.C. Pendlenton, C.W. Mays, R.D. Lloyd, A.L. Brooks, Differential accumulation of iodine-131 from local fallout in people and milk, Health Phys. 9 (1963) 1253-1262]. In addition, investigations on the incidence of cancer in humans, and a possible causal relationship to radioactive fallout, have been undertaken [E.S. Weiss, M.L. Rallison, W.T. London, W.T. Carlyle Thompson, Thyroid nodularity in southwestern Utah school children exposed to fallout radiation, Amer. J. Public Health 61 (1971) 241-249; M.L. Rallison, B.M. Dobyns, F.R. Keating, J.E. Rall, F.H. Tyler, Thyroid diseases in children, Amer. J. Med. 56 (1974) 457-463; J.L. Lyon, M.R. Klauber, J.W. Gardner, K.S. Udall, Childhood leukemia associated with fallout from nuclear testing, N. Engl. J. Med. 300 (1979) 397-402]. From the pathways of entry of radionuclides in the human (or animal) body, ingestion is the most important because it is closely related to life-long alimentary (or dietary) habits. Those radionuclides which are able to enter the living cells by either metabolic or other processes give rise to localized doses which can be very high. The evaluation of these internally localized doses is of paramount importance for the assessment of radiobiological risks and radiological protection. The time behavior of trace concentration in organs is the principal input for prediction of internal doses after acute or chronic exposure. The General Multiple-Compartment Model (GMCM) is the powerful and more accepted method for biokinetical studies, which allows the calculation of concentration of trace elements in organs as a function of time, when the flow parameters of the model are known. However, few biokinetics data exist in the literature, and the determination of flow and transfer parameters by statistical fitting for each system is an open problem.Restriction on the complexity of the problem: This version of the code works with the constant volume approximation, which is valid for many situations where the biological half-live of a trace is lower than the volume rise time. Another restriction is related to the central flux model. The model considered in the code assumes that exist one central compartment (e.g., blood), that connect the flow with all compartments, and the flow between other compartments is not included.Typical running time: Depends on the choice for calculations. Using the Derivative Method the time is very short (a few minutes) for any number of compartments considered. When the Gauss-Marquardt iterative method is used the calculation time can be approximately 5-6 hours when similar to 15 compartments are considered. (C) 2006 Elsevier B.V. All rights reserved.

An integral equation method for a mixed initial boundary value problem for unsteady Stokes system in a doubly-connected domain

We present a novel numerical method for a mixed initial boundary value problem for the unsteady Stokes system in a planar doubly-connected domain. Using a Laguerre transformation the unsteady problem is reduced to a system of boundary value problems for the Stokes resolvent equations. Employing a modied potential approach we obtain a system of boundary integral equations with various singularities and we use a trigonometric quadrature method for their numerical solution. Numerical examples are presented showing that accurate approximations can be obtained with low computational cost.

Postbuckling of piezoelectric FGM plates subject to thermo-electro-mechanical loading

In this paper, we examine the postbuckling behavior of functionally graded material FGM rectangular plates that are integrated with surface-bonded piezoelectric actuators and are subjected to the combined action of uniform temperature change, in-plane forces, and constant applied actuator voltage. A Galerkin-differential quadrature iteration algorithm is proposed for solution of the non-linear partial differential governing equations. To account for the transverse shear strains, the Reddy higher-order shear deformation plate theory is employed. The bifurcation-type thermo-mechanical buckling of fully clamped plates, and the postbuckling behavior of plates with more general boundary conditions subject to various thermo-electro-mechanical loads, are discussed in detail. Parametric studies are also undertaken, and show the effects of applied actuator voltage, in-plane forces, volume fraction exponents, temperature change, and the character of boundary conditions on the buckling and postbuckling characteristics of the plates. (C) 2003 Elsevier Science Ltd. All rights reserved.

Interferometric technique for measuring terahertz antenna phase patterns

A quasi-optical interferometric technique capable of measuring antenna phase patterns without the need for a heterodyne receiver is presented. It is particularly suited to the characterization of terahertz antennas feeding power detectors or mixers employing quasi-optical local oscillator injection. Examples of recorded antenna phase patterns at frequencies of 1.4 and 2.5 THz using homodyne detectors are presented. To our knowledge, these are the highest frequency antenna phase patterns ever recovered. Knowledge of both the amplitude and phase patterns in the far field enable a Gauss-Hermite or Gauss-Laguerre beam-mode analysis to be carried out for the antenna, of importance in performance optimization calculations, such as antenna gain and beam efficiency parameters at the design and prototype stage of antenna development. A full description of the beam would also be required if the antenna is to be used to feed a quasi-optical system in the near-field to far-field transition region. This situation could often arise when the device is fitted directly at the back of telescopes in flying observatories. A further benefit of the proposed technique is simplicity for characterizing systems in situ, an advantage of considerable importance as in many situations, the components may not be removable for further characterization once assembled. The proposed methodology is generic and should be useful across the wider sensing community, e.g., in single detector acoustic imaging or in adaptive imaging array applications. Furthermore, it is applicable across other frequencies of the EM spectrum, provided adequate spatial and temporal phase stability of the source can be maintained throughout the measurement process. Phase information retrieval is also of importance to emergent research areas, such as band-gap structure characterization, meta-materials research, electromagnetic cloaking, slow light, super-lens design as well as near-field and virtual imaging applications.

Efficient calculation of the green function for acoustic propagation above a homogeneous impedance plane

This paper is concerned with the problem of propagation from a monofrequency coherent line source above a plane of homogeneous surface impedance. The solution of this problem occurs in the kernel of certain boundary integral equation formulations of acoustic propagation above an impedance boundary, and the discussion of the paper is motivated by this application. The paper starts by deriving representations, as Laplace-type integrals, of the solution and its first partial derivatives. The evaluation of these integral representations by Gauss-Laguerre quadrature is discussed, and theoretical bounds on the truncation error are obtained. Specific approximations are proposed which are shown to be accurate except in the very near field, for all angles of incidence and a wide range of values of surface impedance. The paper finishes with derivations of partial results and analogous Laplace-type integral representations for the case of a point source.

Mobile-to-mobile MIMO transmit-receive diversity systems: analysis and performance in three-dimensional double-correlated channels

Mobile-to-mobile (M-to-M) communications are expected to play a crucial role in future wireless systems and networks. In this paper, we consider M-to-M multiple-input multiple-output (MIMO) maximal ratio combining system and assess its performance in spatially correlated channels. The analysis assumes double-correlated Rayleigh-and-Lognormal fading channels and is performed in terms of average symbol error probability, outage probability, and ergodic capacity. To obtain the receive and transmit spatial correlation functions needed for the performance analysis, we used a three-dimensional (3D) M-to-M MIMO channel model, which takes into account the effects of fast fading and shadowing. The expressions for the considered metrics are derived as a function of the average signal-to-noise ratio per receive antenna in closed-form and are further approximated using the recursive adaptive Simpson quadrature method. Numerical results are provided to show the effects of system parameters, such as distance between antenna elements, maximum elevation angle of scatterers, orientation angle of antenna array in the x–y plane, angle between the x–y plane and the antenna array orientation, and degree of scattering in the x–y plane, on the system performance. Copyright © 2011 John Wiley & Sons, Ltd.

Probing the 2D kinematic structure of early-type galaxies out to three effective radii

We detail an innovative new technique for measuring the two-dimensional (2D) velocity moments (rotation velocity, velocity dispersion and Gauss-Hermite coefficients h(3) and h(4)) of the stellar populations of galaxy haloes using spectra from Keck DEIMOS (Deep Imaging Multi-Object Spectrograph) multi-object spectroscopic observations. The data are used to reconstruct 2D rotation velocity maps. Here we present data for five nearby early-type galaxies to similar to three effective radii. We provide significant insights into the global kinematic structure of these galaxies, and challenge the accepted morphological classification in several cases. We show that between one and three effective radii the velocity dispersion declines very slowly, if at all, in all five galaxies. For the two galaxies with velocity dispersion profiles available from planetary nebulae data we find very good agreement with our stellar profiles. We find a variety of rotation profiles beyond one effective radius, i.e. rotation speed remaining constant, decreasing and increasing with radius. These results are of particular importance to studies which attempt to classify galaxies by their kinematic structure within one effective radius, such as the recent definition of fast- and slow-rotator classes by the Spectrographic Areal Unit for Research on Optical Nebulae project. Our data suggest that the rotator class may change when larger galactocentric radii are probed. This has important implications for dynamical modelling of early-type galaxies. The data from this study are available on-line.

IDM - A New Parallel Methodology to Calculate the Determinant of Matrices of the Order n, with Computational Complexity O(n)

This paper presents a new parallel methodology for calculating the determinant of matrices of the order n, with computational complexity O(n), using the Gauss-Jordan Elimination Method and Chio's Rule as references. We intend to present our step-by-step methodology using clear mathematical language, where we will demonstrate how to calculate the determinant of a matrix of the order n in an analytical format. We will also present a computational model with one sequential algorithm and one parallel algorithm using a pseudo-code.

Variations of the FEAST Eigenvalue Algorithm

FEAST is a recently developed eigenvalue algorithm which computes selected interior eigenvalues of real symmetric matrices. It uses contour integral resolvent based projections. A weakness is that the existing algorithm relies on accurate reasoned estimates of the number of eigenvalues within the contour. Examining the singular values of the projections on moderately-sized, randomly-generated test problems motivates orthogonalization-based improvements to the algorithm. The singular value distributions provide experimentally robust estimates of the number of eigenvalues within the contour. The algorithm is modified to handle both Hermitian and general complex matrices. The original algorithm (based on circular contours and Gauss-Legendre quadrature) is extended to contours and quadrature schemes that are recursively subdividable. A general complex recursive algorithm is implemented on rectangular and diamond contours. The accuracy of different quadrature schemes for various contours is investigated.

Semi-analytical solution for nonlinear vibration of laminated FGM plates with geometric imperfections

This paper investigates the nonlinear vibration of imperfect shear deformable laminated rectangular plates comprising a homogeneous substrate and two layers of functionally graded materials (FGMs). A theoretical formulation based on Reddy's higher-order shear deformation plate theory is presented in terms of deflection, mid-plane rotations, and the stress function. A semi-analytical method, which makes use of the one-dimensional differential quadrature method, the Galerkin technique, and an iteration process, is used to obtain the vibration frequencies for plates with various boundary conditions. Material properties are assumed to be temperature-dependent. Special attention is given to the effects of sine type imperfection, localized imperfection, and global imperfection on linear and nonlinear vibration behavior. Numerical results are presented in both dimensionless tabular and graphical forms for laminated plates with graded silicon nitride/stainless steel layers. It is shown that the vibration frequencies are very much dependent on the vibration amplitude and the imperfection mode and its magnitude. While most of the imperfect laminated plates show the well-known hard-spring vibration, those with free edges can display soft-spring vibration behavior at certain imperfection levels. The influences of material composition, temperature-dependence of material properties and side-to-thickness ratio are also discussed. (C) 2004 Elsevier Ltd. All rights reserved.

An alternating potential based approach for a Cauchy problem for the Laplace equation in a planar domain with a cut

We consider a Cauchy problem for the Laplace equation in a bounded region containing a cut, where the region is formed by removing a sufficiently smooth arc (the cut) from a bounded simply connected domain D. The aim is to reconstruct the solution on the cut from the values of the solution and its normal derivative on the boundary of the domain D. We propose an alternating iterative method which involves solving direct mixed problems for the Laplace operator in the same region. These mixed problems have either a Dirichlet or a Neumann boundary condition imposed on the cut and are solved by a potential approach. Each of these mixed problems is reduced to a system of integral equations of the first kind with logarithmic and hypersingular kernels and at most a square root singularity in the densities at the endpoints of the cut. The full discretization of the direct problems is realized by a trigonometric quadrature method which has super-algebraic convergence. The numerical examples presented illustrate the feasibility of the proposed method.

Approximations for the generalized temperature integral: a method based on quadrature rules

The generalized temperature integral I(m, x) appears in non-isothermal kinetic analysis when the frequency factor depends on the temperature. A procedure based on Gaussian quadrature to obtain analytical approximations for the integral I(m, x) was proposed. The results showed good agreement between the obtained approximation values and those obtained by numerical integration. Unless other approximations found in literature, the methodology presented in this paper can be easily generalized in order to obtain approximations with the maximum of accurate.