Bayesian Analysis for Nonlinear Regression Model Under Skewed Errors, with Application in Growth Curves

We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.

Randomized nonlinear component analysis

Copyright © (2014) by the International Machine Learning Society (IMLS) All rights reserved. Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear re-lationships in data. Although nonlinear variants of PCA and CCA have been proposed, these are computationally prohibitive in the large scale. In a separate strand of recent research, randomized methods have been proposed to construct features that help reveal nonlinear patterns in data. For basic tasks such as regression or classification, random features exhibit little or no loss in performance, while achieving drastic savings in computational requirements. In this paper we leverage randomness to design scalable new variants of nonlinear PCA and CCA; our ideas extend to key multivariate analysis tools such as spectral clustering or LDA. We demonstrate our algorithms through experiments on real- world data, on which we compare against the state-of-the-art. A simple R implementation of the presented algorithms is provided.

Heteroscedastic Nonlinear Regression Models

In this article, we present a generalization of the Bayesian methodology introduced by Cepeda and Gamerman (2001) for modeling variance heterogeneity in normal regression models where we have orthogonality between mean and variance parameters to the general case considering both linear and highly nonlinear regression models. Under the Bayesian paradigm, we use MCMC methods to simulate samples for the joint posterior distribution. We illustrate this algorithm considering a simulated data set and also considering a real data set related to school attendance rate for children in Colombia. Finally, we present some extensions of the proposed MCMC algorithm.

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.

Influence diagnostics in Birnbaum-Saunders nonlinear regression models

We consider the issue of assessing influence of observations in the class of Birnbaum-Saunders nonlinear regression models, which is useful in lifetime data analysis. Our results generalize those in Galea et al. [8] which are confined to Birnbaum-Saunders linear regression models. Some influence methods, such as the local influence, total local influence of an individual and generalized leverage are discussed. Additionally, the normal curvatures for studying local influence are derived under some perturbation schemes. We also give an application to a real fatigue data set.

Birnbaum-Saunders nonlinear regression models

We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

Bartlett corrections in Birnbaum-Saunders nonlinear regression models

Lemonte and Cordeiro [Birnbaum-Saunders nonlinear regression models, Comput. Stat. Data Anal. 53 (2009), pp. 4441-4452] introduced a class of Birnbaum-Saunders (BS) nonlinear regression models potentially useful in lifetime data analysis. We give a general matrix Bartlett correction formula to improve the likelihood ratio (LR) tests in these models. The formula is simple enough to be used analytically to obtain several closed-form expressions in special cases. Our results generalize those in Lemonte et al. [Improved likelihood inference in Birnbaum-Saunders regressions, Comput. Stat. DataAnal. 54 (2010), pp. 1307-1316], which hold only for the BS linear regression models. We consider Monte Carlo simulations to show that the corrected tests work better than the usual LR tests.

Nonlinear speech analysis algorithms mapped to a standard metric achieve clinically useful quantification of average Parkinson's disease symptom severity

The standard reference clinical score quantifying average Parkinson's disease (PD) symptom severity is the Unified Parkinson's Disease Rating Scale (UPDRS). At present, UPDRS is determined by the subjective clinical evaluation of the patient's ability to adequately cope with a range of tasks. In this study, we extend recent findings that UPDRS can be objectively assessed to clinically useful accuracy using simple, self-administered speech tests, without requiring the patient's physical presence in the clinic. We apply a wide range of known speech signal processing algorithms to a large database (approx. 6000 recordings from 42 PD patients, recruited to a six-month, multi-centre trial) and propose a number of novel, nonlinear signal processing algorithms which reveal pathological characteristics in PD more accurately than existing approaches. Robust feature selection algorithms select the optimal subset of these algorithms, which is fed into non-parametric regression and classification algorithms, mapping the signal processing algorithm outputs to UPDRS. We demonstrate rapid, accurate replication of the UPDRS assessment with clinically useful accuracy (about 2 UPDRS points difference from the clinicians' estimates, p < 0.001). This study supports the viability of frequent, remote, cost-effective, objective, accurate UPDRS telemonitoring based on self-administered speech tests. This technology could facilitate large-scale clinical trials into novel PD treatments.

Energy-momentum conserving algorithm for nonlinear transient analysis within the framework of hybrid elements

This work deals with the formulation and implementation of an energy-momentum conserving algorithm for conducting the nonlinear transient analysis of structures, within the framework of stress-based hybrid elements. Hybrid elements, which are based on a two-field variational formulation, are much less susceptible to locking than conventional displacement-based elements within the static framework. We show that this advantage carries over to the transient case, so that not only are the solutions obtained more accurate, but they are obtained in fewer iterations. We demonstrate the efficacy of the algorithm on a wide range of problems such as ones involving dynamic buckling, complicated three-dimensional motions, et cetera.

Rank regression analysis of correlated water quality data from South East Queensland

With growing population and fast urbanization in Australia, it is a challenging task to maintain our water quality. It is essential to develop an appropriate statistical methodology in analyzing water quality data in order to draw valid conclusions and hence provide useful advices in water management. This paper is to develop robust rank-based procedures for analyzing nonnormally distributed data collected over time at different sites. To take account of temporal correlations of the observations within sites, we consider the optimally combined estimating functions proposed by Wang and Zhu (Biometrika, 93:459-464, 2006) which leads to more efficient parameter estimation. Furthermore, we apply the induced smoothing method to reduce the computational burden. Smoothing leads to easy calculation of the parameter estimates and their variance-covariance matrix. Analysis of water quality data from Total Iron and Total Cyanophytes shows the differences between the traditional generalized linear mixed models and rank regression models. Our analysis also demonstrates the advantages of the rank regression models for analyzing nonnormal data.

Efficient regression analysis with ranked-set sampling

This article is motivated by a lung cancer study where a regression model is involved and the response variable is too expensive to measure but the predictor variable can be measured easily with relatively negligible cost. This situation occurs quite often in medical studies, quantitative genetics, and ecological and environmental studies. In this article, by using the idea of ranked-set sampling (RSS), we develop sampling strategies that can reduce cost and increase efficiency of the regression analysis for the above-mentioned situation. The developed method is applied retrospectively to a lung cancer study. In the lung cancer study, the interest is to investigate the association between smoking status and three biomarkers: polyphenol DNA adducts, micronuclei, and sister chromatic exchanges. Optimal sampling schemes with different optimality criteria such as A-, D-, and integrated mean square error (IMSE)-optimality are considered in the application. With set size 10 in RSS, the improvement of the optimal schemes over simple random sampling (SRS) is great. For instance, by using the optimal scheme with IMSE-optimality, the IMSEs of the estimated regression functions for the three biomarkers are reduced to about half of those incurred by using SRS.

Nonlinear vibration analysis of composite laminated and sandwich plates with random material properties

Nonlinear vibration analysis is performed using a C-0 assumed strain interpolated finite element plate model based on Reddy's third order theory. An earlier model is modified to include the effect of transverse shear variation along the plate thickness and Von-Karman nonlinear strain terms. Monte Carlo Simulation with Latin Hypercube Sampling technique is used to obtain the variance of linear and nonlinear natural frequencies of the plate due to randomness in its material properties. Numerical results are obtained for composite plates with different aspect ratio, stacking sequence and oscillation amplitude ratio. The numerical results are validated with the available literature. It is found that the nonlinear frequencies show increasing non-Gaussian probability density function with increasing amplitude of vibration and show dual peaks at high amplitude ratios. This chaotic nature of the dispersion of nonlinear eigenvalues is also r

Optimization of an ammonia reactor using regression analysis

This paper presents an optimization algorithm for an ammonia reactor based on a regression model relating the yield to several parameters, control inputs and disturbances. This model is derived from the data generated by hybrid simulation of the steady-state equations describing the reactor behaviour. The simplicity of the optimization program along with its ability to take into account constraints on flow variables make it best suited in supervisory control applications.

Generation of novel materials for nonlinear optics: Analysis of hydrogen-bonded networks in haloaromatic and aliphatic amine-tartrate complexes

Five tartrate-amine complexes have been studied in terms of crystal packing and hydrogen bonding frameworks. The salts are 3-bromoanilinium-L-monohydrogen tartrate 1, 3-fluoroanilinium-D-dibenzoylmonohydrogen tartrate 2, 1-nonylium-D-dibenzoylmonohydrogen tartrate 3, 1 -decylium-D-dibenzoylmonohydrogen tartrate 4, and 1,4-diaminobutanium-D-dibenzoyl tartrate trihydrate 5. The results indicate that there are no halogen-halogen interactions in the haloaromatic-tartrate complexes. The anionic framework allows accomodation of ammonium ions that bear alkyl chain residues of variable lengths. The long chain amines in these structures remain disordered while the short chain amines form multidirectional hydrogen bonds on either side.