Development and implementation of the population Fisher information matrix for the evaluation of population pharmacokinetic designs.

In population pharmacokinetic studies, the precision of parameter estimates is dependent on the population design. Methods based on the Fisher information matrix have been developed and extended to population studies to evaluate and optimize designs. In this paper we propose simple programming tools to evaluate population pharmacokinetic designs. This involved the development of an expression for the Fisher information matrix for nonlinear mixed-effects models, including estimation of the variance of the residual error. We implemented this expression as a generic function for two software applications: S-PLUS and MATLAB. The evaluation of population designs based on two pharmacokinetic examples from the literature is shown to illustrate the efficiency and the simplicity of this theoretic approach. Although no optimization method of the design is provided, these functions can be used to select and compare population designs among a large set of possible designs, avoiding a lot of simulations.

Information Matrix for Beta Distributions

2000 Mathematics Subject Classification: 33C90, 62E99.

Natural gradient matrix momentum

Natural gradient learning is an efficient and principled method for improving on-line learning. In practical applications there will be an increased cost required in estimating and inverting the Fisher information matrix. We propose to use the matrix momentum algorithm in order to carry out efficient inversion and study the efficacy of a single step estimation of the Fisher information matrix. We analyse the proposed algorithm in a two-layer network, using a statistical mechanics framework which allows us to describe analytically the learning dynamics, and compare performance with true natural gradient learning and standard gradient descent.

The Poisson-exponential lifetime distribution

In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. (C) 2010 Elsevier B.V. All rights reserved.

The Kumaraswamy Weibull distribution with application to failure data

For the first time, we introduce and study some mathematical properties of the Kumaraswamy Weibull distribution that is a quite flexible model in analyzing positive data. It contains as special sub-models the exponentiated Weibull, exponentiated Rayleigh, exponentiated exponential, Weibull and also the new Kumaraswamy exponential distribution. We provide explicit expressions for the moments and moment generating function. We examine the asymptotic distributions of the extreme values. Explicit expressions are derived for the mean deviations, Bonferroni and Lorenz curves, reliability and Renyi entropy. The moments of the order statistics are calculated. We also discuss the estimation of the parameters by maximum likelihood. We obtain the expected information matrix. We provide applications involving two real data sets on failure times. Finally, some multivariate generalizations of the Kumaraswamy Weibull distribution are discussed. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

The beta modified Weibull distribution

A five-parameter distribution so-called the beta modified Weibull distribution is defined and studied. The new distribution contains, as special submodels, several important distributions discussed in the literature, such as the generalized modified Weibull, beta Weibull, exponentiated Weibull, beta exponential, modified Weibull and Weibull distributions, among others. The new distribution can be used effectively in the analysis of survival data since it accommodates monotone, unimodal and bathtub-shaped hazard functions. We derive the moments and examine the order statistics and their moments. We propose the method of maximum likelihood for estimating the model parameters and obtain the observed information matrix. A real data set is used to illustrate the importance and flexibility of the new distribution.

Bias-corrected Pearson estimating functions for Taylor`s power law applied to benthic macrofauna data

Estimation of Taylor`s power law for species abundance data may be performed by linear regression of the log empirical variances on the log means, but this method suffers from a problem of bias for sparse data. We show that the bias may be reduced by using a bias-corrected Pearson estimating function. Furthermore, we investigate a more general regression model allowing for site-specific covariates. This method may be efficiently implemented using a Newton scoring algorithm, with standard errors calculated from the inverse Godambe information matrix. The method is applied to a set of biomass data for benthic macrofauna from two Danish estuaries. (C) 2011 Elsevier B.V. All rights reserved.

A generalized modified Weibull distribution for lifetime modeling

A four parameter generalization of the Weibull distribution capable of modeling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone as well as non-monotone failure rates, which are quite common in lifetime problems and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the Weibull, extreme value, exponentiated Weibull, generalized Rayleigh and modified Weibull distributions, among others. We derive two infinite sum representations for its moments. The density of the order statistics is obtained. The method of maximum likelihood is used for estimating the model parameters. Also, the observed information matrix is obtained. Two applications are presented to illustrate the proposed distribution. (C) 2008 Elsevier B.V. All rights reserved.

General results for the beta-modified Weibull distribution

We study in detail the so-called beta-modified Weibull distribution, motivated by the wide use of the Weibull distribution in practice, and also for the fact that the generalization provides a continuous crossover towards cases with different shapes. The new distribution is important since it contains as special sub-models some widely-known distributions, such as the generalized modified Weibull, beta Weibull, exponentiated Weibull, beta exponential, modified Weibull and Weibull distributions, among several others. It also provides more flexibility to analyse complex real data. Various mathematical properties of this distribution are derived, including its moments and moment generating function. We examine the asymptotic distributions of the extreme values. Explicit expressions are also derived for the chf, mean deviations, Bonferroni and Lorenz curves, reliability and entropies. The estimation of parameters is approached by two methods: moments and maximum likelihood. We compare by simulation the performances of the estimates from these methods. We obtain the expected information matrix. Two applications are presented to illustrate the proposed distribution.

The exponentiated generalized gamma distribution with application to lifetime data

A four-parameter extension of the generalized gamma distribution capable of modelling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone and non-monotone failure rate functions, which are quite common in lifetime data analysis and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the exponentiated Weibull, exponentiated generalized half-normal, exponentiated gamma and generalized Rayleigh, among others. We derive two infinite sum representations for its moments. We calculate the density of the order statistics and two expansions for their moments. The method of maximum likelihood is used for estimating the model parameters and the observed information matrix is obtained. Finally, a real data set from the medical area is analysed.

Experimental design methodologies for the identification of Michaelis-Menten type kinetics

The main objective of this work was to investigate the application of experimental design techniques for the identification of Michaelis-Menten kinetic parameters. More specifically, this study attempts to elucidate the relative advantages/disadvantages of employing complex experimental design techniques in relation to equidistant sampling when applied to different reactor operation modes. All studies were supported by simulation data of a generic enzymatic process that obeys to the Michaelis-Menten kinetic equation. Different aspects were investigated, such as the influence of the reactor operation mode (batch, fed-batch with pulse wise feeding and fed-batch with continuous feeding) and the experimental design optimality criteria on the effectiveness of kinetic parameters identification. The following experimental design optimality criteria were investigated: 1) minimization of the sum of the diagonal of the Fisher information matrix (FIM) inverse (A-criterion), 2) maximization of the determinant of the FIM (D-criterion), 3) maximization of the smallest eigenvalue of the FIM (E-criterion) and 4) minimization of the quotient between the largest and the smallest eigenvalue (modified E-criterion). The comparison and assessment of the different methodologies was made on the basis of the Cramér-Rao lower bounds (CRLB) error in respect to the parameters vmax and Km of the Michaelis-Menten kinetic equation. In what concerns the reactor operation mode, it was concluded that fed-batch (pulses) is better than batch operation for parameter identification. When the former operation mode is adopted, the vmax CRLB error is lowered by 18.6 % while the Km CRLB error is lowered by 26.4 % when compared to the batch operation mode. Regarding the optimality criteria, the best method was the A-criterion, with an average vmax CRLB of 6.34 % and 5.27 %, for batch and fed-batch (pulses), respectively, while presenting a Km’s CRLB of 25.1 % and 18.1 %, for batch and fed-batch (pulses), respectively. As a general conclusion of the present study, it can be stated that experimental design is justified if the starting parameters CRLB errors are inferior to 19.5 % (vmax) and 45% (Km), for batch processes, and inferior to 42 % and to 50% for fed-batch (pulses) process. Otherwise equidistant sampling is a more rational decision. This conclusion clearly supports that, for fed-batch operation, the use of experimental design is likely to largely improve the identification of Michaelis-Menten kinetic parameters.

The convenient calculation of some test statistics in models of discrete choice

The paper considers the use of artificial regression in calculating different types of score test when the log

MIAR: hacia un entorno colaborativo de editores, autores y evaluadores de revistas

Se describe la evolución del proyecto MIAR (Matriu d'Informació per l'Avaluació de Revistes), un sistema originalmente diseñado para cuantificar la indización en bases de datos de revistas de humanidades y ciencias sociales. Sin embargo, a la vista del panorama de recursos de evaluación actualmente disponibles en España, los autores plantean la transformación de MIAR hacia un portal colaborativo en el que todos los interesados puedan difundir las principales características de las revistas en las que participan directa o indirectamente. Se estudia una transformación del proyecto contemplando el uso de redes sociales, sistemas de votación y de sugerencia, y la aplicación de tecnologías como open linked data que permiten una mayor difusión y socialización de los datos recogidos para cada publicación. De esta manera los datos podrían ser mejor aprovechados por los tres colectivos más directamente interesados: evaluadores, editores y autores/lectores.

Average performance analysis of circular and hyperbolic geolocation

A comparative performance analysis of four geolocation methods in terms of their theoretical root mean square positioning errors is provided. Comparison is established in two different ways: strict and average. In the strict type, methods are examined for a particular geometric configuration of base stations(BSs) with respect to mobile position, which determines a givennoise profile affecting the respective time-of-arrival (TOA) or timedifference-of-arrival (TDOA) estimates. In the average type, methodsare evaluated in terms of the expected covariance matrix ofthe position error over an ensemble of random geometries, so thatcomparison is geometry independent. Exact semianalytical equationsand associated lower bounds (depending solely on the noiseprofile) are obtained for the average covariance matrix of the positionerror in terms of the so-called information matrix specific toeach geolocation method. Statistical channel models inferred fromfield trials are used to define realistic prior probabilities for therandom geometries. A final evaluation provides extensive resultsrelating the expected position error to channel model parametersand the number of base stations.

Improving sampling, optimization and feature extraction in Boltzmann machines

L’apprentissage supervisé de réseaux hiérarchiques à grande échelle connaît présentement un succès fulgurant. Malgré cette effervescence, l’apprentissage non-supervisé représente toujours, selon plusieurs chercheurs, un élément clé de l’Intelligence Artificielle, où les agents doivent apprendre à partir d’un nombre potentiellement limité de données. Cette thèse s’inscrit dans cette pensée et aborde divers sujets de recherche liés au problème d’estimation de densité par l’entremise des machines de Boltzmann (BM), modèles graphiques probabilistes au coeur de l’apprentissage profond. Nos contributions touchent les domaines de l’échantillonnage, l’estimation de fonctions de partition, l’optimisation ainsi que l’apprentissage de représentations invariantes. Cette thèse débute par l’exposition d’un nouvel algorithme d'échantillonnage adaptatif, qui ajuste (de fa ̧con automatique) la température des chaînes de Markov sous simulation, afin de maintenir une vitesse de convergence élevée tout au long de l’apprentissage. Lorsqu’utilisé dans le contexte de l’apprentissage par maximum de vraisemblance stochastique (SML), notre algorithme engendre une robustesse accrue face à la sélection du taux d’apprentissage, ainsi qu’une meilleure vitesse de convergence. Nos résultats sont présent ́es dans le domaine des BMs, mais la méthode est générale et applicable à l’apprentissage de tout modèle probabiliste exploitant l’échantillonnage par chaînes de Markov. Tandis que le gradient du maximum de vraisemblance peut-être approximé par échantillonnage, l’évaluation de la log-vraisemblance nécessite un estimé de la fonction de partition. Contrairement aux approches traditionnelles qui considèrent un modèle donné comme une boîte noire, nous proposons plutôt d’exploiter la dynamique de l’apprentissage en estimant les changements successifs de log-partition encourus à chaque mise à jour des paramètres. Le problème d’estimation est reformulé comme un problème d’inférence similaire au filtre de Kalman, mais sur un graphe bi-dimensionnel, où les dimensions correspondent aux axes du temps et au paramètre de température. Sur le thème de l’optimisation, nous présentons également un algorithme permettant d’appliquer, de manière efficace, le gradient naturel à des machines de Boltzmann comportant des milliers d’unités. Jusqu’à présent, son adoption était limitée par son haut coût computationel ainsi que sa demande en mémoire. Notre algorithme, Metric-Free Natural Gradient (MFNG), permet d’éviter le calcul explicite de la matrice d’information de Fisher (et son inverse) en exploitant un solveur linéaire combiné à un produit matrice-vecteur efficace. L’algorithme est prometteur: en terme du nombre d’évaluations de fonctions, MFNG converge plus rapidement que SML. Son implémentation demeure malheureusement inefficace en temps de calcul. Ces travaux explorent également les mécanismes sous-jacents à l’apprentissage de représentations invariantes. À cette fin, nous utilisons la famille de machines de Boltzmann restreintes “spike & slab” (ssRBM), que nous modifions afin de pouvoir modéliser des distributions binaires et parcimonieuses. Les variables latentes binaires de la ssRBM peuvent être rendues invariantes à un sous-espace vectoriel, en associant à chacune d’elles, un vecteur de variables latentes continues (dénommées “slabs”). Ceci se traduit par une invariance accrue au niveau de la représentation et un meilleur taux de classification lorsque peu de données étiquetées sont disponibles. Nous terminons cette thèse sur un sujet ambitieux: l’apprentissage de représentations pouvant séparer les facteurs de variations présents dans le signal d’entrée. Nous proposons une solution à base de ssRBM bilinéaire (avec deux groupes de facteurs latents) et formulons le problème comme l’un de “pooling” dans des sous-espaces vectoriels complémentaires.