Stacked Laplace-EM algorithm for duration models with time-varying and random effects

An extension of the Cox proportional hazards model for clustered survival data is proposed. This allows both general random effects (frailties) and time-varying regression coefficients, the latter being smooth functions of time. The model is fitted using a mixed-model representation of penalized spline smoothing which offers a unified framework for estimation of the baseline hazard, the smooth effects and the random effects. The estimator is computed using a stacked laplace-EM (SLaEM) algorithm. More specifically, the smoothing parameters are integrated out in the log likelihood via a Laplace approximation. The approximation itself involves an integrated log-likelihood over the random cluster effects, for which the EM algorithm is used. A marginal Akaike information criterion is developed for selection among possible candidate models. The time-varying and mixed effects model is applied to unemployment data taken from the German Socio-Economic Panel. The duration of unemployment is modeled in a flexible way including smooth covariate effects and individual random effects.     

Squeeze-film effects in MEMS devices with perforated plates for small amplitude vibration

Squeeze-film effects of perforated plates for small amplitude vibration are analyzed through modified Reynolds equation (MRE). The analytical analysis reckons in most important influential factors: compressibility of the air, border effects, and the resistance caused by vertical air flow passing through perforated holes. It is found that consideration of air compressibility is necessary for high operating frequency and small ratio of the plate width to the attenuation length. The analytical results presented in this paper agree with ANSYS simulation results better than that under the air incompressibility assumption. The analytical analysis can be used to estimate the squeeze-film effects causing damping and stiffness added to the system. Since the value of Reynolds number involved in this paper is low (< 1), inertial effects are neglected.     

Geometrical nonlinearities on the static analysis of highly flexible steel cable-stayed bridges

An evaluation of the importance of geometrically nonlinear effects on the structural static analysis of steel cable-stayed bridges is presented. A finite element model is analyzed using linear, pseudo-linear and nonlinear methods. The pseudo-linear approach is based on the modified elastic modulus. The nonlinear analysis involves cable sag, large displacement and beam-column effects. The results confirm that both cable sag and large displacement originate the most important nonlinear effects in those structures. Beam-column effects are irrelevant for service loads. Both the pseudo-linear approach and the modified modulus element prove to be very limited or even inappropriate.     

火焰原子吸收法测定钙时某些化学干扰的计算消除方法

本文研究了火焰原子吸收法测定钙时某些化学干扰的计算消除方法，提出了一个普遍性的数学模型，本文旨在研究包括待测元素和干扰元素的两元体系中干扰效应的一些规律，筛选出表达其相互关系的数学模型，经测定混合液中钙的含量，表明计算法能较好地消除磷酸根和铝对钙的化学干扰。     

Generalized linear models with clustered data: Fixed and random effects models

The statistical analysis of mixed effects models for binary and count data is investigated. In the statistical computing environment R, there are a few packages that estimate models of this kind. The package lme4 is a de facto standard for mixed effects models. The package glmmML allows non-normal distributions in the specification of random intercepts. It also allows for the estimation of a fixed effects model, assuming that all cluster intercepts are distinct fixed parameters; moreover, a bootstrapping technique is implemented to replace asymptotic analysis. The random intercepts model is fitted using a maximum likelihood estimator with adaptive Gauss-Hermite and Laplace quadrature approximations of the likelihood function. The fixed effects model is fitted through a profiling approach, which is necessary when the number of clusters is large. In a simulation study, the two approaches are compared. The fixed effects model has severe bias when the mixed effects variance is positive and the number of clusters is large.     

基于QoS的动态服务组合研究

传统的动态服务组合在可靠性和效率方面存在缺陷,随着Web服务的不断进步和发展,如何克服这些缺陷显得日益重要。着重从如何提高动态服务组合的执行效率和改善服务组合结构入手,进行基于QoS的动态服务组合研究,以期达到提高动态服务组合效率的目的。     

Factors that influence algorithm performance in the Face Recognition Grand Challenge

A statistical study is presented quantifying the effects of covariates such as gender, age, expression, image resolution and focus on three face recognition algorithms. Specifically, a Generalized Linear Mixed Effect model is used to relate probability of verification to subject and image covariates. The data and algorithms are selected from the Face Recognition Grand Challenge and the results show that the effects of covariates are strong and algorithm specific. The paper presents in detail all of the significant effects including interactions among covariates.One significant conclusion is that covariates matter. The variation in verification rates as a function of covariates is greater than the difference in average performance between the two best algorithms. Another is that few or no universal effects emerge; almost no covariates effect all algorithms in the same way and to the same degree. To highlight one specific effect, there is evidence that verification systems should enroll subjects with smiling rather than neutral expressions for best performance.     

A random effects epidemic-type aftershock sequence model

We consider an extension of the temporal epidemic-type aftershock sequence (ETAS) model with random effects as a special case of a well-known doubly stochastic self-exciting point process. The new model arises from a deterministic function that is randomly scaled by a nonnegative random variable, which is unobservable but assumed to follow either positive stable or one-parameter gamma distribution with unit mean. Both random effects models are of interest although the one-parameter gamma random effects model is more popular when modeling associated survival times. Our estimation is based on the maximum likelihood approach with marginalized intensity. The methods are shown to perform well in simulation experiments. When applied to an earthquake sequence on the east coast of Taiwan, the extended model with positive stable random effects provides a better model fit, compared to the original ETAS model and the extended model with one-parameter gamma random effects.     

Yield analysis via induction of process statistics into the design of MEMS and other microsystems

This paper presents an emerging theory on the effects of unavoidable process variations during the fabrication of MEMS and other microsystems. The effects of parametric variations on device performance and design yield of the microsystems devices are analyzed and presented. A novel methodology in the design cycle of MEMS and other microsystems is introduced. The methodology is based on the concept of worst-case analysis having colossal advantages to offer. This paper describes some steps of this methodology with elaborated results. Also described in this paper is how each step contributes to counteract the effects produced by the parametric variations in the product cycle of microsystems.     

Quantifying the indirect effects of a marketing contact

The Internet banner advertising has become an important marketing channel in recent years. There is a strong demand in the industry to quantify the expected return from a marketing contact. Contacts have both direct effects, such as a banner ad prompting the viewer to click and buy, and indirect effects, such as building awareness so that future exposures are more likely to result in a sale. While it is usually straightforward to track and model direct effects, models that fail to account for indirect effects produce inaccurate estimates of the contact value and allocate marketing resources inefficiently. Our research is based on a relational database for banner ads from a major American internet service provider, which records the complete information about the exposures, the clicks and the transactions. The indirect effect of marketing contacts is modeled with a decaying function of the time since the prospect gets into the system. Discrete survival analysis is used to estimate the marginal effects of each additional exposure. The approach is illustrated with a pedagogical example based on the estimates from the internet banner ad model.     

Etiological analysis as an approach to the detection of association networks in the case of a shortage of external information

An approach to the enhancement of mental alertness in order to extract implicit knowledge and convert it into new information is considered. The approach is based on multifaceted analysis of certain objects, situations, problems, ideas, or confusions that appear to be important for a person or a legal entity. The distinctive feature of the approach is the formulation of a large number of “relevant” statements at the initial stage. Each of these statements is used to construct (1) a set of ”factors,” or statements that express the causes, the pretexts, and the conditions (including starting and boundary conditions) and (2) a set of “effects,” or statements that present the consequences, the results, the conclusions, novel requirements and/or suggestions concerning the conditions of implementation, etc. Each factor and effect is subsequently considered as a statement that requires analysis of the same type as the primary statements. The procedure is repeated until the factors and effects that were detected become limited by factors that are not amenable to further analysis or effects that can be regarded as boundary effects relatively to all other effects. The analytical procedure has been validated and is used to solve diverse tasks of pedagogics, to resolve conflicts, and to conduct research.     

计算机图像外发光和投影算法的研究与实现

针对计算机图像外发光和投影处理的高质量视觉艺术要求，该文提出了把膨胀法和均值滤波法分别应用于处理图像外发光和投影效果的两种算法，通过一般性的实例和应用，证实了这两种算法都完全达到了与Photoshop对应处理效果相媲美的结果。并已实现在自主开发的商业字幕机软件里的成功应用。     

误导信息对进化算法性能的影响研究

以适应值曲面模型为基础分析误导信息对进化算法性能的影响。基于最优吸引子提出描述进化算法作用过程的一般方法,提出梯度信息关联集合的概念以描述误导信息的种类和作用。在此基础上,将误导信息的作用分为欺骗和多峰两类,并分别对其作用和影响进行理论分析。通过测试数值函数验证并补充理论分析的结果。     

基于参考效应的动态定价和减排决策

考虑顾客需求具有参考效应等非理性的特性,基于动态规划方法,对价格和减排水平两种参考效应不同组合情形下企业定价和减排水平问题进行研究.研究发现,相对于无参考效应情形,存在价格参考效应时,垄断制造商应降低产品价格和减排水平,而存在减排水平参考效应时则相反;价格或减排水平参考效应并存时,垄断制造商长期的瞬时利润低于无参考效应情形,表明两种参考效应都将对企业的长远利润产生不利影响.通过对两种参考效应并存情形的分析,并考虑当前消费者低碳意识较弱、产品关切仍集中于价格的现实,建议两种参考效应并存下企业的产品价格应低于无参考效应的情形.     

On empirical Bayes penalized quasi-likelihood inference in GLMMs and in Bayesian disease mapping and ecological modeling

Penalized quasi-likelihood(PQL) procedure for statistical inference in generalized linear mixed models (GLMMs) and in Bayesian disease mapping and ecological modeling are revisited. In GLMM framework, empirical Bayes PQL (EBPQL) procedure is discussed in the context of approximating posterior point and interval prediction of random effects. An in-depth Monte Carlo assessment on EBPQL point and interval estimation of random effects, fixed effects, and prior parameters in univariate and bivariate (shared component) disease mapping and ecological models is presented, with illustrative examples including spatial and ecological modeling of infant mortality rates (relative uncommon events), suicide hospitalization rates (rare events) and suicide mortality rates (extremely rare events), and associated ecological risk factors in local health areas in British Columbia Canada. In particular, EBPQL interval prediction of random effects is explored by prediction uncertainty attributions with respect to uncertainties associated with estimation of random effects, fixed effects, and prior parameters. Estimation of percent attributions of EBPQL random effects prediction errors to prior uncertainty is developed in the context of GLMMs and explored in Bayesian disease mapping and ecological models, suggesting evidence that uncertainty about prior parameter(s) may have minor and negligible influence on EBPQL interval prediction of random effects in Bayesian hierarchical disease mapping and ecological modeling of moderate Poisson observations. The EBPQL inference procedure may be judiciously and profitably utilized in Bayesian disease mapping and ecological model development.     

A mixed effects least squares support vector machine model for classification of longitudinal data

A mixed effects least squares support vector machine (LS-SVM) classifier is introduced to extend the standard LS-SVM classifier for handling longitudinal data. The mixed effects LS-SVM model contains a random intercept and allows to classify highly unbalanced data, in the sense that there is an unequal number of observations for each case at non-fixed time points. The methodology consists of a regression modeling and a classification step based on the obtained regression estimates. Regression and classification of new cases are performed in a straightforward manner by solving a linear system. It is demonstrated that the methodology can be generalized to deal with multi-class problems and can be extended to incorporate multiple random effects. The technique is illustrated on simulated data sets and real-life problems concerning human growth.     

GA和RBF神经网络的Hilbert.Huang变换端点问题研究

Hilbert.Huang变换(HHT)在对信号进行经验模态分解和对各内禀模态函数进行Hilbert变换时会产生端点效应,端点效应会严重影响HHT的应用质量;为克服该问题,文中采用多目标分配遗传算法(GA)解决RBF神经网络(NN)模型训练的参数选择,并利用RBF_NN对信号延拓后再进行经验模态分解;该方法可有效克服经验模态分解方法的端点效应问题,得到具有明确物理意义的内禀模态函数和Hilbert谱;通过对典型确定信号和实际信号的仿真分析表明:文中提出的算法能有效解决HHT中存在的端点效应问题,且其效果优于RBF神经网络和支持向量机(SVM)的数据序列延拓方法。     

Piece rates and their effects on health and safety - A literature review

The purpose of this study was to carry out a broad survey and analysis of relevant research articles about piece rate wages and their effects on health and safety that were published internationally until the fall of 2008. The aim was to summarize and describe the state of the art of the research in this field and if possible draw conclusions from the accumulated research results. A total of 75 research articles were examined extensively and 31 of these were found relevant and had sufficient quality to serve the purpose of this study. The findings of these relevant articles are summarized and analyzed in the survey. Since the late 1980s, there has been a change of research focus regarding piece rates and their effects on health and safety. More recent research shows a clear interest for health, musculoskeletal injuries, physical workload, pains and occupational injuries. The previous interest in risk behavior, security and accidents is still there, but no longer dominates the research scene.Although research is still sparse and fragmented, much of the accumulated knowledge about the effects of piece rate work tells us that piece rates in many situations have a negative effect on health and safety. The fact that 27 of the 31 studied articles found negative effects of piece rates on different aspects of health and safety does not prove causality, but together they give very strong support for the hypothesis that in most situations piece rates have negative effects on health and safety.In order to achieve better knowledge about the effects of piece rates in branches where piece rates are regarded problematic, further research is needed and such research has to be designed to meet the specific questions that are to be answered.     

Approximate reasoning about the semantic effects of program changes

It is pointed out that the incremental cost of a change to a program is often disproportionately high because of inadequate means of determining the semantic effects of the change. A practical logical technique for finding the semantic effects of changes through a direct analysis of the program is presented. The programming language features considered include parametrized modules, procedures, and global variables. The logic described is approximate in that weak (conservative) results sometimes are inferred. Isolating the exact effects of a change is undecidable in general. The basis for an approximation is a structural interpretation of the information-flow relationships among program objects. The approximate inference system is concise, abstract, extensible, and decidable, giving it significant advantages over the main alternative formalizations. The authors' implementation of the logic records the justification for each dependency to facilitate the interpretation of results