Physical Sciences and Mathematics Commons^™

Semi-Parametric Box-Cox Power Transformation Models For Censored Survival Observations, Tianxi Cai, Lu Tian, L. J. Wei

Harvard University Biostatistics Working Paper Series

No abstract provided.

Statistical Inferences Based On Non-Smooth Estimating Functions, Lu Tian, Jun S. Liu, Mary Zhao, L. J. Wei

Harvard University Biostatistics Working Paper Series

No abstract provided.

Maximum Likelihood Estimation Of Ordered Multinomial Parameters , Nicholas P. Jewell, Jack Kalbfleisch

The University of Michigan Department of Biostatistics Working Paper Series

The pool-adjacent violator-algorithm (Ayer et al., 1955) has long been known to give the maximum likelihood estimator of a series of ordered binomial parameters, based on an independent observation from each distribution (see, Barlow et al., 1972). This result has immediate application to estimation of a survival distribution based on current survival status at a set of monitoring times. This paper considers an extended problem of maximum likelihood estimation of a series of ‘ordered’ multinomial parameters pi = (p1i, p2i, . . . , pmi) for 1 < = I < = k, where ordered means that pj1 < = pj2 < = .. . < = pjk for each j with 1 < = j < = m-1. The data consist of k independent observations X1, . . . ,Xk where Xi has a multinomial distribution with probability parameter pi and known index ni > = 1. By making use of variants of the pool adjacent violator algorithm, …

A Population Pharmacokinetic Model With Time-Dependent Covariates Measured With Errors, Lang Lil, Xihong Lin, Mort B. Brown, Suneel Gupta, Kyung-Hoon Lee

The University of Michigan Department of Biostatistics Working Paper Series

We propose a population pharmacokinetic (PK) model with time-dependent covariates measured with errors. This model is used to model S-oxybutynin's kinetics following an oral administration of Ditropan, and allows the distribution rate to depend on time-dependent covariates blood pressure and heart rate, which are measured with errors. We propose two two-step estimation methods: the second order two-step method with numerical solutions of differential equations (2orderND), and the second order two-step method with closed form approximate solutions of differential equations (2orderAD). The proposed methods are computationally easy and require fitting a linear mixed model at the first step and a nonlinear …

Controllability And Local Accessibility—A Normal Form Approach, Wei Kang, Mingqing Xiao, Issa Amadou Tall

Articles and Preprints

Given a system with an uncontrollable linearization at the origin, we study the controllability of the system at equilibria around the origin. If the uncontrollable mode is nonzero, we prove that the system always has other equilibria around the origin. We also prove that these equilibria are linearly controllable provided a coefficient in the normal form is nonzero. Thus, the system is qualitatively changed from being linearly uncontrollable to linearly controllable when the equilibrium point is moved from the origin to a different one. This is called a bifurcation of controllability. As an application of the bifurcation, systems with a …

Dirichlet Boundary Control Of Hyperbolic Equations In The Presence Of State Constraints, Boris S. Mordukhovich, Jean-Pierre Raymond

Mathematics Research Reports

We study optimal control problems for hyperbolic equations (focusing on the multidimensional wave equation) with control functions in the Dirichlet boundary conditions under hard/pointwise control and state constraints. Imposing appropriate convexity assumptions on the cost integral functional, we establish the existence of optimal control and derive new necessary optimality conditions in the integral form of the Pontryagin Maximum Principle for hyperbolic state-constrained systems.

Exact Multiplicity For Periodic Solutions Of Duffing Type, Hongbin Chen, Yi Li, Xiaojie Hou

Yi Li

In this paper, we study the following Duffing-type equation: x″+cx′+g(t,x)=h(t),

where g(t,x) is a 2π-periodic continuous function in t and concave–convex in x, and h(t) is a small continuous 2π-periodic function. The exact multiplicity and stability of periodic solutions are obtained.

Exact Multiplicity For Periodic Solutions Of Duffing Type, Hongbin Chen, Yi Li, Xiaojie Hou

Mathematics and Statistics Faculty Publications

In this paper, we study the following Duffing-type equation:

x″+cx′+g(t,x)=h(t),

where g(t,x) is a 2π-periodic continuous function in t and concave–convex in x, and h(t) is a small continuous 2π-periodic function. The exact multiplicity and stability of periodic solutions are obtained.

Optimization And Equilibrium Problems With Equilibrium Constraints, Boris S. Mordukhovich

Mathematics Research Reports

The paper concerns optimization and equilibrium problems with the so-called equilibrium constraints (MPEC and EPEC), which frequently appear in applications to operations research. These classes of problems can be naturally unified in the framework of multiobjective optimization with constraints governed by parametric variational systems (generalized equations, variational inequalities, complementarity problems, etc.). We focus on necessary conditions for optimal solutions to MPECs and EPECs under general assumptions in finite-dimensional spaces. Since such problems are intrinsically nonsmooth, we use advanced tools of generalized differentiation to study optimal solutions by methods of modern variational analysis. The general results obtained are concretized for special …

Cross-Calibration Of Stroke Disability Measures: Bayesian Analysis Of Longitudinal Ordinal Categorical Data Using Negative Dependence, Giovanni Parmigiani, Heidi W. Ashih, Gregory P. Samsa, Pamela W. Duncan, Sue Min Lai, David B. Matchar

Johns Hopkins University, Dept. of Biostatistics Working Papers

It is common to assess disability of stroke patients using standardized scales, such as the Rankin Stroke Outcome Scale (RS) and the Barthel Index (BI). The Rankin Scale, which was designed for applications to stroke, is based on assessing directly the global conditions of a patient. The Barthel Index, which was designed for general applications, is based on a series of questions about the patient’s ability to carry out 10 basis activities of daily living. As both scales are commonly used, but few studies use both, translating between scales is important in gaining an overall understanding of the efficacy of …

Optimal Control Of Differential-Algebraic Inclusions, Boris S. Mordukhovich, Lianwen Wang

Mathematics Research Reports

No abstract provided.

When Abelian Groups Split, Rachel M. Thomas, Robert C. Rhoades

Mathematical Sciences Technical Reports (MSTR)

Let S be a hyperbolic surface tiled by kaleidoscopic triangles. Let R_e denote the set of fixed points by the reflection in an edge, e, of a triangle. We say that R_e is separating if S-R_e has two components. Once we have a tiling, we can define a group of orientation preserving transformations, G. We develop a method for determining when a reflection is separating using the group algebra of G. Using this method we give necessary and sufficient conditions for a mirror to be separating when G is abelian. We also conjecture, that …

An Extended General Location Model For Causal Inference From Data Subject To Noncompliance And Missing Values, Yahong Peng, Rod Little, Trivellore E. Raghuanthan

The University of Michigan Department of Biostatistics Working Paper Series

Noncompliance is a common problem in experiments involving randomized assignment of treatments, and standard analyses based on intention-to treat or treatment received have limitations. An attractive alternative is to estimate the Complier-Average Causal Effect (CACE), which is the average treatment effect for the subpopulation of subjects who would comply under either treatment (Angrist, Imbens and Rubin, 1996, henceforth AIR). We propose an Extended General Location Model to estimate the CACE from data with non-compliance and missing data in the outcome and in baseline covariates. Models for both continuous and categorical outcomes and ignorable and latent ignorable (Frangakis and Rubin, 1999) …

Computational Models For Diffusion Of Second Messengers In Visual Transduction, Harihar Khanal

Publications

The process of phototransduction, whereby light is converted into an electrical response in retinal rod and cone photoreceptors, involves, as a crucial step, the diffusion of cytoplasmic signaling molecules, termed second messengers. A barrier to mathematical and computational modeling is the complex geometry of the rod outer segment which contains about 1000 thin discs. Most current investigations on the subject assume a well-stirred bulk aqueous environment thereby avoiding such geometrical complexity. We present theoretical and computational spatio-temporal models for phototransduction in vertebrate rod photoreceptors, which are pointwise in nature and thus take into account the complex geometry of the …

Network Security Risk Assessment Modeling Tools For Critical Infrastructure Assessment, George H. Baker, Samuel Redwine, Joseph Blandino

George H Baker

The James Madison University (JMU) CIPP research team is developing Network Security Risk Assessment Modeling (NSRAM) tools that will enable the assessment of both cyber and physical infrastructure security risks. The effort is driven by the need to predict and compute the probability of adverse effects stemming from system attacks and malfunctions, to understand their consequences, and to improve existing systems to minimize these consequences.

The tools are targeted at systems supporting critical infrastructures varying from individual systems to organization-wide systems, to systems covering entire geographical regions. Early work emphasizes computing systems, but systems sharing the network nature of computing …

Locally Efficient Estimation Of Nonparametric Causal Effects On Mean Outcomes In Longitudinal Studies, Romain Neugebauer, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Marginal Structural Models (MSM) have been introduced by Robins (1998a) as a powerful tool for causal inference as they directly model causal curves of interest, i.e. mean treatment-specific outcomes possibly adjusted for baseline covariates. Two estimators of the corresponding MSM parameters of interest have been proposed, see van der Laan and Robins (2002): the Inverse Probability of Treatment Weighted (IPTW) and the Double Robust (DR) estimators. A parametric MSM approach to causal inference has been favored since the introduction of MSM. It relies on correct specification of a parametric MSM to consistently estimate the parameter of interest using the IPTW …

Natural Superconvergent Points Of Triangular Finite Elements, Zhimin Zhang, Runchang Lin

Mathematics Research Reports

In this work, we analytically identify natural superconvergent points of function values and gradients for triangular elements. Both the Poisson equation and the Laplace equation are discussed for polynomial finite element spaces (with degrees up to 8) under four different mesh patterns. Our results verify computer findings of [2], especially, we confirm that the computed data have 9 digits of accuracy with an exception of one pair (which has 8-7 digits of accuracy). In addition, we demonstrate that the function value superconvergent points predicted by the symmetry theory [14] are the only superconvergent points for the Poisson equation. Finally, we …

On The Stability Of The Positive Radial Steady States For A Semilinear Cauchy Problem, Yinbin Deng, Yi Li, Yi Liu

Mathematics and Statistics Faculty Publications

No abstract provided.

On Adaptive Estimation In Orthogonal Saturated Designs, Weizhen Wang, Daniel T. Voss

Mathematics and Statistics Faculty Publications

A simple method is provided to construct a general class of individual and simultaneous confidence intervals for the effects in orthogonal saturated designs. These intervals use the data adaptively, maintain the confidence levels sharply at 1 - α at the least favorable parameter configuration, work effectively under effect sparsity, and include the intervals by Wang and Voss (2001) as a special case.

A Forward-Backward Fluence Model For The Low-Energy Neutron Boltzmann Equation, Gary Alan Feldman

Mathematics & Statistics Theses & Dissertations

In this research work, the neutron Boltzmann equation was separated into two coupled integro-differential equations describing forward and backward neutron fluence in selected materials. Linear B-splines were used to change the integro-differential equations into a coupled system of ordinary differential equations (O.D.E.'s). Difference approximations were then used to recast the O.D.E.'s into a coupled system of linear equations that were solved for forward and backward neutron fluences. Adding forward and backward fluences gave the total fluence at selected energies and depths in the material. Neutron fluences were computed in single material shields and in a shield followed by a target …

Resampling-Based Multiple Testing: Asymptotic Control Of Type I Error And Applications To Gene Expression Data, Katherine S. Pollard, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

We define a general statistical framework for multiple hypothesis testing and show that the correct null distribution for the test statistics is obtained by projecting the true distribution of the test statistics onto the space of mean zero distributions. For common choices of test statistics (based on an asymptotically linear parameter estimator), this distribution is asymptotically multivariate normal with mean zero and the covariance of the vector influence curve for the parameter estimator. This test statistic null distribution can be estimated by applying the non-parametric or parametric bootstrap to correctly centered test statistics. We prove that this bootstrap estimated null …

Maximization By Parts In Likelihood Inference, Peter Xuekun Song, Yanqin Fan, Jack Kalbfleisch

The University of Michigan Department of Biostatistics Working Paper Series

This paper presents and examines a new algorithm for solving a score equation for the maximum likelyhood estimate in certain problems of practical interest. The method circumvents the need to compute second order derivaties of the full likelihood function. It exploits the structure of certain models that yield a natural decomposition of a very complicated likelihood function. In this decomposition, the first part is a log likelihood from a simply analyzed model and the second part is used to update estimates from the first. Convergence properties of this fixed point algorithm are examined and asymptotics are derived for estimators obtained …

Solitary Waves In Layered Nonlinear Media, Randall J. Leveque, Darryl H. Yong

All HMC Faculty Publications and Research

We study longitudinal elastic strain waves in a one-dimensional periodically layered medium, alternating between two materials with different densities and stress-strain relations. If the impedances are different, dispersive effects are seen due to reflection at the interfaces. When the stress-strain relations are nonlinear, the combination of dispersion and nonlinearity leads to the appearance of solitary waves that interact like solitons. We study the scaling properties of these solitary waves and derive a homogenized system of equations that includes dispersive terms. We show that pseudospectral solutions to these equations agree well with direct solutions of the hyperbolic conservation laws in the …

Double Robust Estimation In Longitudinal Marginal Structural Models, Zhuo Yu, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Consider estimation of causal parameters in a marginal structural model for the discrete intensity of the treatment specific counting process (e.g. hazard of a treatment specific survival time) based on longitudinal observational data on treatment, covariates and survival. We assume the sequential randomization assumption (SRA) on the treatment assignment mechanism and the so called experimental treatment assignment assumption which is needed to identify the causal parameters from the observed data distribution. Under SRA, the likelihood of the observed data structure factorizes in the auxiliary treatment mechanism and the partial likelihood consisting of the product over time of conditional distributions of …

Orthogonal Macroelement Scaling Vectors And Wavelets In 1-D, Douglas P. Hardin, Bruce Kessler

Mathematics Faculty Publications

We develop a {\em macroelement} based technique for constructing orthogonal univariate multiwavelets. We illustrate the technique with two examples. In the first example we provide a new construction of the symmetric, orthogonal, continuous scaling vector given in \cite{GHM}. In the second example, we construct a continuous orthogonal scaling vector with three components. The components of this scaling vector are symmetric or antisymmetric and provide approximation order 3, (equivalently, the components of $\Psi$ are orthogonal to polynomials of degree 2 or less.) We believe this second example to be new.

Validation Of The A Posteriori Error Estimator Based On Polynomial Preserving Recovery For Linear Elements, Zhimin Zhang, Ahmed Naga

Mathematics Research Reports

In this paper the quality of the error estimator based on the Polynomial Preserving Recovery (PPR) is investigated using the computer-based approach proposed by Babiiska et al. A comparison is made between the error estimator based on the PPR and the one based on the Superconvergence Patch Recovery (SPR). It was found that the PPR is at least as good as the SPR.

New Graphical Approach On The Analysis Of Experimental Data, Suha Sari

Dissertations

This study presents a new graphical method to identify significant effects in factorial experiments. The proposed methods are obtained for the different cases in which the design can be of full factorial or fractional factorial and the factor levels can be pure or mixed.

We focus on the different decomposition methods, for example orthogonal components system and orthogonal contrast method, to make use of the chisquare plot which requires that the sums of squares are of the same degrees of freedom. Examples and simulations illustrating the different cases of the procedure are presented.

A Model For Shear Stress Sensing And Transmission In Vascular Endothelial Cells, Borbala Mazzag, John S. Tamaresis, Abdul Barakat

Borbala Mazzag

The Inverse Problem: Christianity Through A Mathematical Lens, Sharon K. Robbert

ACMS Conference Proceedings 2003

An inverse problem is a partner problem that reverses some type of direct problem. Usually the inverse problem is more challenging to solve than the direct problem: integration is more challenging than differentiation, factoring large numbers is more challenging than multiplying numbers. In this paper, the author poses that using mathematical thinking to understand the concepts of theological principles is the direct problem to the much more challenging inverse problem of using theological thinking to influence understanding in mathematics. Acknowledging that a problem is difficult allows one to be satisfied with understanding small pieces and progressing slowly to a complete …

The Search For The Real Josephus Problem, Eric Gossett

ACMS Conference Proceedings 2003

Many of the problems that mathematicians and computer scientists dearly love have been around for a long time. One such problem is known as the Josephus Problem, named after the first century Jewish historian Flavius Josephus. Josephus did not invent the problem. Instead, an event from his life served as the inspiration for the problem statement. Many current books refer to "Mathematical Recreations and Essays" by W. W. Rouse Ball [originally published in 1892] for the problem statement. The problem is quite interesting (and will be solved here). However, the story, as quoted in Bell, is not completely accurate.