A new MM algorithm for constrained estimation in the proportional hazards model

The constrained estimation in Cox’s model for the right-censored survival data is studied and the asymptotic properties of the constrained estimators are derived by using the Lagrangian method based on Karush–Kuhn–Tucker conditions. A novel minorization–maximization (MM) algorithm is developed for calculating the maximum likelihood estimates of the regression coefficients subject to box or linear inequality restrictions in the proportional hazards model. The first M-step of the proposed MM algorithm is to construct a surrogate function with a diagonal Hessian matrix, which can be reached by utilizing the convexity of the exponential function and the negative logarithm function. The second M-step is to maximize the surrogate function with a diagonal Hessian matrix subject to box constraints, which is equivalent to separately maximizing several one-dimensional concave functions with a lower bound and an upper bound constraint, resulting in an explicit solution via a median function. The ascent property of the proposed MM algorithm under constraints is theoretically justified. Standard error estimation is also presented via a non-parametric bootstrap approach. Simulation studies are performed to compare the estimations with and without constraints. Two real data sets are used to illustrate the proposed methods.postprin

Analysing Large Scale Structure: I. Weighted Scaling Indices and Constrained Randomisation

The method of constrained randomisation is applied to three-dimensional simulated galaxy distributions. With this technique we generate for a given data set surrogate data sets which have the same linear properties as the original data whereas higher order or nonlinear correlations are not preserved. The analysis of the original and surrogate data sets with measures, which are sensitive to nonlinearities, yields information about the existence of nonlinear correlations in the data. We demonstrate how to generate surrogate data sets from a given point distribution, which have the same linear properties (power spectrum) as well as the same density amplitude distribution. We propose weighted scaling indices as a nonlinear statistical measure to quantify local morphological elements in large scale structure. Using surrogates is is shown that the data sets with the same 2-point correlation functions have slightly different void probability functions and especially a different set of weighted scaling indices. Thus a refined analysis of the large scale structure becomes possible by calculating local scaling properties whereby the method of constrained randomisation yields a vital tool for testing the performance of statistical measures in terms of sensitivity to different topological features and discriminative power.Comment: 10 pages, 5 figures, accepted for publication in MNRA

An optimization method for dynamics of structures with repetitive component patterns

The occurrence of dynamic problems during the operation of machinery may have devastating effects on a product. Therefore, design optimization of these products becomes essential in order to meet safety criteria. In this research, a hybrid design optimization method is proposed where attention is focused on structures having repeating patterns in their geometries. In the proposed method, the analysis is decomposed but the optimization problem itself is treated as a whole. The model of an entire structure is obtained without modeling all the repetitive components using the merits of the Component Mode Synthesis method. Backpropagation Neural Networks are used for surrogate modeling. The optimization is performed using two techniques: Genetic Algorithms (GAs) and Sequential Quadratic Programming (SQP). GAs are utilized to increase the chance of finding the location of the global optimum and since this optimum may not be exact, SQP is employed afterwards to improve the solution. A theoretical test problem is used to demonstrate the method

Surrogate Test to Distinguish between Chaotic and Pseudoperiodic Time Series

In this communication a new algorithm is proposed to produce surrogates for pseudoperiodic time series. By imposing a few constraints on the noise components of pseudoperiodic data sets, we devise an effective method to generate surrogates. Unlike other algorithms, this method properly copes with pseudoperiodic orbits contaminated with linear colored observational noise. We will demonstrate the ability of this algorithm to distinguish chaotic orbits from pseudoperiodic orbits through simulation data sets from theR\"{o}ssler system. As an example of application of this algorithm, we will also employ it to investigate a human electrocardiogram (ECG) record.Comment: Accepted version, to appear in Phys. Rev.

Influence of wiring cost on the large-scale architecture of human cortical connectivity

In the past two decades some fundamental properties of cortical connectivity have been discovered: small-world structure, pronounced hierarchical and modular organisation, and strong core and rich-club structures. A common assumption when interpreting results of this kind is that the observed structural properties are present to enable the brain's function. However, the brain is also embedded into the limited space of the skull and its wiring has associated developmental and metabolic costs. These basic physical and economic aspects place separate, often conflicting, constraints on the brain's connectivity, which must be characterized in order to understand the true relationship between brain structure and function. To address this challenge, here we ask which, and to what extent, aspects of the structural organisation of the brain are conserved if we preserve specific spatial and topological properties of the brain but otherwise randomise its connectivity. We perform a comparative analysis of a connectivity map of the cortical connectome both on high- and low-resolutions utilising three different types of surrogate networks: spatially unconstrained (‘random’), connection length preserving (‘spatial’), and connection length optimised (‘reduced’) surrogates. We find that unconstrained randomisation markedly diminishes all investigated architectural properties of cortical connectivity. By contrast, spatial and reduced surrogates largely preserve most properties and, interestingly, often more so in the reduced surrogates. Specifically, our results suggest that the cortical network is less tightly integrated than its spatial constraints would allow, but more strongly segregated than its spatial constraints would necessitate. We additionally find that hierarchical organisation and rich-club structure of the cortical connectivity are largely preserved in spatial and reduced surrogates and hence may be partially attributable to cortical wiring constraints. In contrast, the high modularity and strong s-core of the high-resolution cortical network are significantly stronger than in the surrogates, underlining their potential functional relevance in the brain

Simulating spatial variability of cereal yields from historical yield maps and satellite imagery

[Abstract]: The management of spatial variability of crop yields relies on the availability of affordable and accurate spatial data. Yield maps are a direct measure of the crop yields, however, costs and difficulties in collection and processing to generate yield maps results in poor availability of such data in Australia. In this study, we used historical mid-season normalised difference vegetation index (NDVI), generated from Landsat imagery over 4 years. Using linear regression model, the NDVI was compared to the actual yield map from a 257 ha paddock. The difference between actual and predicted yield showed that 77% and 93% of the paddock area had an error of <20% and <30%, respectively. The linear model obtained in the paddock was used to simulate crop yield for an adjoining paddock of 162 ha. On an average of 4 years, the difference between actual and simulated yield showed that 87% of the paddock had an error of <20%. However, this error varied from season to season. Paddock area with <20% error increased exponentially with decreasing in-crop rainfall between anthesis and crop maturity. Furthermore, the error in simulating crop yield also varied with the soil constraints. Paddock zones with high concentrations of subsoil chloride and surface soil exchangeable sodium percentage generally had higher percent of error in simulating crop yields. Satellite imagery consistently over-predicted cereal yields in areas with subsoil constraints, possibly due to chloride-induced water stress during grain filling. The simulated yield mapping methodology offers an opportunity to identify within-field spatial variability using satellite imagery as a surrogate measure of biomass. However, the ability to successfully simulate crop yields at farm scale or regional scale requires wider evaluation across different soil types and climatic conditions