Incorporating historical control information into quantal bioassay with Bayesian approach

A Bayesian approach with an iterative reweighted least squares is used to incorporate historical control information into quantal bioassays to estimate the dose-response relationship, where the logit of the historical control responses are assumed to have a normal distribution. The parameters from this normal distribution are estimated from both empirical and full Bayesian approaches with a marginal likelihood function being approximated by Laplace’s Method. A comparison is made using real data between estimates that include the historical control information and those that do not. It was found that the inclusion of the historical control information improves the efficiency of the estimators. In addition, this logit-normal formulation is compared with the traditional beta-binomial for its improvement in parameter estimates. Consequently the estimated dose-response relationship is used to formulate the point estimator and confidence bands for ED(100p) for various values of risk rate p and the potency for any dose level.     

Likelihood-free Bayesian estimation of multivariate quantile distributions

In this paper, we present new multivariate quantile distributions and utilise likelihood-free Bayesian algorithms for inferring the parameters. In particular, we apply a sequential Monte Carlo (SMC) algorithm that is adaptive in nature and requires very little tuning compared with other approximate Bayesian computation algorithms. Furthermore, we present a framework for the development of multivariate quantile distributions based on a copula. We consider bivariate and time series extensions of the g-and-k distribution under this framework, and develop an efficient component-wise updating scheme free of likelihood functions to be used within the SMC algorithm. In addition, we trial the set of octiles as summary statistics as well as functions of these that form robust measures of location, scale, skewness and kurtosis. We show that these modifications lead to reasonably precise inferences that are more closely comparable to computationally intensive likelihood-based inference. We apply the quantile distributions and algorithms to simulated data and an example involving daily exchange rate returns.     

Smooth semiparametric and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data

Penalized B-splines combined with the composite link model are used to estimate a bivariate density from a histogram with wide bins. The goals are multiple: they include the visualization of the dependence between the two variates, but also the estimation of derived quantities like Kendall’s tau, conditional moments and quantiles. Two strategies are proposed: the first one is semiparametric with flexible margins modeled using B-splines and a parametric copula for the dependence structure; the second one is nonparametric and is based on Kronecker products of the marginal B-spline bases. Frequentist and Bayesian estimations are described. A large simulation study quantifies the performances of the two methods under different dependence structures and for varying strengths of dependence, sample sizes and amounts of grouping. It suggests that Schwarz’s BIC is a good tool for classifying the competing models. The density estimates are used to evaluate conditional quantiles in two applications in social and in medical sciences.     

Model-free Q-learning designs for linear discrete-time zero-sum games with application to H-infinity control

In this paper, the optimal strategies for discrete-time linear system quadratic zero-sum games related to the H-infinity optimal control problem are solved in forward time without knowing the system dynamical matrices. The idea is to solve for an action dependent value function Q(x,u,w) of the zero-sum game instead of solving for the state dependent value function V(x) which satisfies a corresponding game algebraic Riccati equation (GARE). Since the state and actions spaces are continuous, two action networks and one critic network are used that are adaptively tuned in forward time using adaptive critic methods. The result is a Q-learning approximate dynamic programming (ADP) model-free approach that solves the zero-sum game forward in time. It is shown that the critic converges to the game value function and the action networks converge to the Nash equilibrium of the game. Proofs of convergence of the algorithm are shown. It is proven that the algorithm ends up to be a model-free iterative algorithm to solve the GARE of the linear quadratic discrete-time zero-sum game. The effectiveness of this method is shown by performing an H-infinity control autopilot design for an F-16 aircraft.     

Online computation with advice

We consider a model for online computation in which the online algorithm receives, together with each request, some information regarding the future, referred to as advice. The advice is a function, defined by the online algorithm, of the whole request sequence. The advice provided to the online algorithm may allow an improvement in its performance, compared to the classical model of complete lack of information regarding the future. We are interested in the impact of such advice on the competitive ratio, and in particular, in the relation between the size b of the advice, measured in terms of bits of information per request, and the (improved) competitive ratio. Since b=0 corresponds to the classical online model, and b=⌈log∣A∣⌉, where A is the algorithm’s action space, corresponds to the optimal (offline) one, our model spans a spectrum of settings ranging from classical online algorithms to offline ones.In this paper we propose the above model and illustrate its applicability by considering two of the most extensively studied online problems, namely, metrical task systems (MTS) and the k-server problem. For MTS we establish tight (up to constant factors) upper and lower bounds on the competitive ratio of deterministic and randomized online algorithms with advice for any choice of 1≤b≤Θ(logn), where n is the number of states in the system: we prove that any randomized online algorithm for MTS has competitive ratio Ω(log(n)/b) and we present a deterministic online algorithm for MTS with competitive ratio O(log(n)/b). For the k-server problem we construct a deterministic online algorithm for general metric spaces with competitive ratio k^O(1/b) for any choice of Θ(1)≤b≤logk.     

Optimal designs for conjoint experiments

In conjoint experiments, each respondent receives a set of profiles to rate. Sometimes, the profiles are expensive prototypes that respondents have to test before rating them. Designing these experiments involves determining how many and which profiles each respondent has to rate and how many respondents are needed. To that end, the set of profiles offered to a respondent is treated as a separate block in the design and a random respondent effect is used in the model because profile ratings from the same respondent are correlated. Optimal conjoint designs are then obtained by means of an adapted version of an algorithm for finding D-optimal split-plot designs. A key feature of the design construction algorithm is that it returns the optimal number of respondents and the optimal number of profiles each respondent has to evaluate for a given number of profiles. The properties of the optimal designs are described in detail and some practical recommendations are given.     

A necessary and sufficient condition for parameter insensitive disturbance-rejection problem with state feedback

In this paper a necessary and sufficient condition for a parameter insensitive disturbance-rejection problem with state feedback which was pointed out as an open problem by Bhattacharyya to be solvable is proved. A constructive algorithm of simultaneously (A,B)-invariant subspaces for a finite-number of linear systems and a relationship between simultaneously (A,B)-invariant subspaces and generalized (A,B)-invariant subspaces play an important role to prove the main result.     

A comparison of design and model selection methods for supersaturated experiments

Various design and model selection methods are available for supersaturated designs having more factors than runs but little research is available on their comparison and evaluation. Simulated experiments are used to evaluate the use of E(s²)-optimal and Bayesian D-optimal designs and to compare three analysis strategies representing regression, shrinkage and a novel model-averaging procedure. Suggestions are made for choosing the values of the tuning constants for each approach. Findings include that (i) the preferred analysis is via shrinkage; (ii) designs with similar numbers of runs and factors can be effective for a considerable number of active effects of only moderate size; and (iii) unbalanced designs can perform well. Some comments are made on the performance of the design and analysis methods when effect sparsity does not hold.     

Makespan minimization on single batch-processing machine via ant colony optimization

This paper investigates the problem of minimizing makespan on a single batch-processing machine, and the machine can process multiple jobs simultaneously. Each job is characterized by release time, processing time, and job size. We established a mixed integer programming model and proposed a valid lower bound for this problem. By introducing a definition of waste and idle space (WIS), this problem is proven to be equivalent to minimizing the WIS for the schedule. Since the problem is NP-hard, we proposed a heuristic and an ant colony optimization (ACO) algorithm based on the theorems presented. A candidate list strategy and a new method to construct heuristic information were introduced for the ACO approach to achieve a satisfactory solution in a reasonable computational time. Through extensive computational experiments, appropriate ACO parameter values were chosen and the effectiveness of the proposed algorithms was evaluated by solution quality and run time. The results showed that the ACO algorithm combined with the candidate list was more robust and consistently outperformed genetic algorithm (GA), CPLEX, and the other two heuristics, especially for large job instances.     

Functional linear regression after spline transformation

Functional linear regression has been widely used to model the relationship between a scalar response and functional predictors. If the original data do not satisfy the linear assumption, an intuitive solution is to perform some transformation such that transformed data will be linearly related. The problem of finding such transformations has been rather neglected in the development of functional data analysis tools. In this paper, we consider transformation on the response variable in functional linear regression and propose a nonparametric transformation model in which we use spline functions to construct the transformation function. The functional regression coefficients are then estimated by an innovative procedure called mixed data canonical correlation analysis (MDCCA). MDCCA is analogous to the canonical correlation analysis between two multivariate samples, but is between a multivariate sample and a set of functional data. Here, we apply the MDCCA to the projection of the transformation function on the B-spline space and the functional predictors. We then show that our estimates agree with the regularized functional least squares estimate for the transformation model subject to a scale multiplication. The dimension of the space of spline transformations can be determined by a model selection principle. Typically, a very small number of B-spline knots is needed. Real and simulation data examples are further presented to demonstrate the value of this approach.     

Negative selection algorithms on strings with efficient training and linear-time classification

A string-based negative selection algorithm is an immune-inspired classifier that infers a partitioning of a string space Σ^? into “normal” and “anomalous” partitions from a training set S containing only samples from the “normal” partition. The algorithm generates a set of patterns, called “detectors”, to cover regions of the string space containing none of the training samples. Strings that match at least one of these detectors are then classified as “anomalous”. A major problem with existing implementations of this approach is that the detector generating step needs exponential time in the worst case. Here we show that for the two most widely used kinds of detectors, the r-chunk and r-contiguous detectors based on partial matching to substrings of length r, negative selection can be implemented more efficiently by avoiding generating detectors altogether: for each detector type, training set S⊆Σ^? and parameter r≤? one can construct an automaton whose acceptance behaviour is equivalent to the algorithm’s classification outcome. The resulting runtime is O(|S|?r|Σ|) for constructing the automaton in the training phase and O(?) for classifying a string.     

Robust model selection with flexible trimming

The forward search provides data-driven flexible trimming of a C_p statistic for the choice of regression models that reveals the effect of outliers on model selection. An informed robust model choice follows. Even in small samples, the statistic has a null distribution indistinguishable from an F distribution. Limits on acceptable values of the C_p statistic follow. Two examples of widely differing size are discussed. A powerful graphical tool is the generalized candlestick plot, which summarizes the information on all forward searches and on the choice of models. A comparison is made with the use of M-estimation in robust model choice.     

Regularized reduced rank growth curve models

The growth curve model (GCM), also known as GMANOVA, is a useful technique for investigating patterns of change in repeated measurement data over time and examining the effects of predictor variables on temporal trajectories. The reduced rank feature had been introduced previously to GCM for capturing redundant information in the criterion variables in a parsimonious way. In this paper, a ridge type of regularization was incorporated to obtain better estimates of parameters. Separate ridge parameters were allowed in column and row regressions, and the generalized singular value decomposition (GSVD) was applied for rank reduction. It was shown that the regularized estimates of parameters could be obtained in closed form for fixed values of ridge parameters. Permutation tests were used to identify the best dimensionality in the solution, and the K-fold cross validation method was used to choose optimal values of the ridge parameters. A bootstrap method was used to assess the reliability of parameter estimates. The proposed model was further extended to a mixture of GMANOVA and MANOVA. Illustrative examples were given to demonstrate the usefulness of the proposed method.     

Bayesian skew selection for multivariate models

We develop a Bayesian approach for the selection of skew in multivariate skew t distributions constructed through hidden conditioning in the manners suggested by either Azzalini and Capitanio (2003) or Sahu et al. (2003). We show that the skew coefficients for each margin are the same for the standardized versions of both distributions. We introduce binary indicators to denote whether there is symmetry, or skew, in each dimension. We adopt a proper beta prior on each non-zero skew coefficient, and derive the corresponding prior on the skew parameters. In both distributions we show that as the degrees of freedom increases, the prior smoothly bounds the non-zero skew parameters away from zero and identifies the posterior. We estimate the model using Markov chain Monte Carlo (MCMC) methods by exploiting the conditionally Gaussian representation of the skew t distributions. This allows for the search through the posterior space of all possible combinations of skew and symmetry in each dimension. We show that the proposed method works well in a simulation setting, and employ it in two multivariate econometric examples. The first involves the modeling of foreign exchange rates and the second is a vector autoregression for intra-day electricity spot prices. The approach selects skew along the original coordinates of the data, which proves insightful in both examples.     

A discrete-time stable controller for an omni-directional mobile robot based on an approximated model

An adaptive controller based on multi-input fuzzy rules emulated networks (MIFRENs) is introduced for omni-directional mobile robot systems in the discrete-time domain without any kinematic or dynamic models. An approximated model for unknown systems is developed by using two MIFRENs with an online learning algorithm in addition to the stability analysis. The main theorem in this model is proposed to guarantee closed-loop performance and system robustness for all adjustable parameters inside MIFRENs. The system is validated by an experimental setup with a FESTO omni-directional mobile robot called Robotino^®. The proposed algorithm is shown to have superior performance compared to that of an algorithm that uses only an embedded controller. The advantage of the MIFREN initial setting is verified comparing its results with those of a controller that is based on neural networks.     

Three-dimensional beta shapes

The Voronoi diagram of a point set has been extensively used in various disciplines ever since it was first proposed. Its application realms have been even further extended to estimate the shape of point clouds when Edelsbrunner and Mücke introduced the concept of α-shape based on the Delaunay triangulation of a point set.In this paper, we present the theory of β-shape for a set of three-dimensional spheres as the generalization of the well-known α-shape for a set of points. The proposed β-shape fully accounts for the size differences among spheres and therefore it is more appropriate for the efficient and correct solution for applications in biological systems such as proteins.Once the Voronoi diagram of spheres is given, the corresponding β-shape can be efficiently constructed and various geometric computations on the sphere complex can be efficiently and correctly performed. It turns out that many important problems in biological systems such as proteins can be easily solved via the Voronoi diagram of atoms in proteins and β-shapes transformed from the Voronoi diagram.     

Improved deterministic algorithms for weighted matching and packing problems

Based on the method of (n,k)-universal sets, we present a deterministic parameterized algorithm for the weighted rd-matching problem with time complexity O^∗(4^{(r−1)k+o(k)}), improving the previous best upper bound O^∗(4^rk+o(k)). In particular, the algorithm applied to the unweighted 3d-matching problem results in a deterministic algorithm with time O^∗(16^k+o(k)), improving the previous best result O^∗(21.26^k). For the weighted r-set packing problem, we present a deterministic parameterized algorithm with time complexity O^∗(2^{(2r−1)k+o(k)}), improving the previous best result O^∗(2^2rk+o(k)). The algorithm, when applied to the unweighted 3-set packing problem, has running time O^∗(32^k+o(k)), improving the previous best result O^∗(43.62^k+o(k)). Moreover, for the weighted r-set packing and weighted rd-matching problems, we give a kernel of size O(k^r), which is the first kernelization algorithm for the problems on weighted versions.     

Obtaining more information from conjoint experiments by best-worst choices

Conjoint choice experiments elicit individuals’ preferences for the attributes of a good by asking respondents to indicate repeatedly their most preferred alternative in a number of choice sets. However, conjoint choice experiments can be used to obtain more information than that revealed by the individuals’ single best choices. A way to obtain extra information is by means of best-worst choice experiments in which respondents are asked to indicate not only their most preferred alternative but also their least preferred one in each choice set. To create D-optimal designs for these experiments, an expression for the Fisher information matrix for the maximum-difference model is developed. Semi-Bayesian D-optimal best-worst choice designs are derived and compared with commonly used design strategies in marketing in terms of the D-optimality criterion and prediction accuracy. Finally, it is shown that best-worst choice experiments yield considerably more information than choice experiments.     

Channel assignment via fast zeta transform

We show an O^?(n(?+1))-time algorithm for the channel assignment problem, where ? is the maximum edge weight. This improves on the previous O^?(n(?+2))-time algorithm by Král (2005) [1], as well as algorithms for important special cases, like L(2,1)-labeling. For the latter problem, our algorithm works in O^?(n³) time. The progress is achieved by applying the fast zeta transform in combination with the inclusion-exclusion principle.