Regression approaches for Approximate Bayesian Computation

This book chapter introduces regression approaches and regression adjustment for Approximate Bayesian Computation (ABC). Regression adjustment adjusts parameter values after rejection sampling in order to account for the imperfect match between simulations and observations. Imperfect match between simulations and observations can be more pronounced when there are many summary statistics, a phenomenon coined as the curse of dimensionality. Because of this imperfect match, credibility intervals obtained with regression approaches can be inflated compared to true credibility intervals. The chapter presents the main concepts underlying regression adjustment. A theorem that compares theoretical properties of posterior distributions obtained with and without regression adjustment is presented. Last, a practical application of regression adjustment in population genetics shows that regression adjustment shrinks posterior distributions compared to rejection approaches, which is a solution to avoid inflated credibility intervals.Comment: Book chapter, published in Handbook of Approximate Bayesian Computation 201

Non-stationary patterns of isolation-by-distance: inferring measures of local genetic differentiation with Bayesian kriging

Patterns of isolation-by-distance arise when population differentiation increases with increasing geographic distances. Patterns of isolation-by-distance are usually caused by local spatial dispersal, which explains why differences of allele frequencies between populations accumulate with distance. However, spatial variations of demographic parameters such as migration rate or population density can generate non-stationary patterns of isolation-by-distance where the rate at which genetic differentiation accumulates varies across space. To characterize non-stationary patterns of isolation-by-distance, we infer local genetic differentiation based on Bayesian kriging. Local genetic differentiation for a sampled population is defined as the average genetic differentiation between the sampled population and fictive neighboring populations. To avoid defining populations in advance, the method can also be applied at the scale of individuals making it relevant for landscape genetics. Inference of local genetic differentiation relies on a matrix of pairwise similarity or dissimilarity between populations or individuals such as matrices of FST between pairs of populations. Simulation studies show that maps of local genetic differentiation can reveal barriers to gene flow but also other patterns such as continuous variations of gene flow across habitat. The potential of the method is illustrated with 2 data sets: genome-wide SNP data for human Swedish populations and AFLP markers for alpine plant species. The software LocalDiff implementing the method is available at http://membres-timc.imag.fr/Michael.Blum/LocalDiff.htmlComment: In press, Evolution 201

The mean, variance and limiting distribution of two statistics sensitive to phylogenetic tree balance

For two decades, the Colless index has been the most frequently used statistic for assessing the balance of phylogenetic trees. In this article, this statistic is studied under the Yule and uniform model of phylogenetic trees. The main tool of analysis is a coupling argument with another well-known index called the Sackin statistic. Asymptotics for the mean, variance and covariance of these two statistics are obtained, as well as their limiting joint distribution for large phylogenies. Under the Yule model, the limiting distribution arises as a solution of a functional fixed point equation. Under the uniform model, the limiting distribution is the Airy distribution. The cornerstone of this study is the fact that the probabilistic models for phylogenetic trees are strongly related to the random permutation and the Catalan models for binary search trees.Comment: Published at http://dx.doi.org/10.1214/105051606000000547 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

An Investigation of the Emotional Connotations of Printing Types

This thesis addresses itself to the problem of understanding the emotional connotations of printing types. It is hypothesized that there is a model useful in predicting reactions to a given type style based on atmosphere value and usage. The majority of the literature on this subject is nonempirical. It is characterized by the author\u27s stating their opinions with little or no attempt to validate them. The empirical literature shows that there is an emotional connotation associated with particular type faces. These studies have not shown, however, the importance of this connotation in terms of appropriate choice of type faces . There seems to be a need for research which measures the ability of printing type to change the contextual meaning of a message. Five hypotheses were formulated in order to study this problem. The hypotheses utilized type face predictions -- appropriate, inappropriate, and neutral. It was hypothesized that those type faces predicted to be appropriate would arouse stronger emotions compared to type faces predicted to be neutral or inappropriate; and that those predicted to be inappropriate would arouse stronger emotions compared to a type face predicted to be neutral. It was also hypothesized that the prediction for the neutral type face would not arouse stronger emotions compared to all other types tested. A six-scale semantic differential was used to test the reactions of students and employees at RIT to six type faces and six messages. The scores were taken as absolute values in order to see the strength of the emotional response to the message/type face combinations. Z scores were calculated to test the hypotheses at the 90% level of significance. The results show that some of tne hypotheses are valid at the desired level of significance in all cases tested, some are valid for certain messages only, and a few are rarely valid. The results seem to show that the emotional connotations of messages are indeed influenced by type face selection, and that a methodology for measuring this phenomonen has been developed. While the number of type faces and messages tested was small, the large number of responses obtained tend to establish the methodology as a sound one for developing a more extensive body of knowledge on this subject

The East German Cement Cartel : An Inquiry into Comparable Markets, Industry Structure, and Antitrust Policy

Maintaining sufficient levels of competition ranks among the core interests of any national – and increasingly international – antitrust policy; however, the formal proof that a cartel really functioned economically and did not only exist in a legal sense is hard to deliver: market power is not identical to the existence of a legal cartel unless the monopolistic frontier is reached; the legal proof of a cartel does not imply that the market was harmed. From an economic point of view, focusing on legal proof of a cartel is fruitless unless collusion resulted in excess profits or excess revenues. This economic evidence, however, rests empirically on the proper definition of comparable markets, and a sound statistical methodology. When in spring 2003, the German Antitrust Agency (GAA) fined the German cement industry – € 661 million for having established quotas in each of the four market regions through the end of 2001, the legal issue seemed beyond doubt as, beside formal inquiries, two of the industry members had acted as key witnesses. However, the economic implications drawn by the GAA remain doubtful. In this paper, we use the quota agreement in the East German market, the region for which these allegations are undisputed by all major suppliers, as a reference case. We challenge the GAA’s computation of excess income of 10 €/ton on two grounds: (i), the comparative market period chosen, 2002, does not meet the requirements of a reference market, especially regarding a certain level of stability and converging prices; (ii) three parallel developments could have triggered the price decline: the openly announced end of the quota cartel, which generated general price-setting insecurity (ii-a), the price war triggered by one of the oligopolists, who desperately tried to improve poor utilization of capacity and squeeze out competitors (ii-b), and the general decline in construction activity (ii-c). Within the framework of an econometric model based on data of one German cement producer, we find that sufficient levels of competition prevailed throughout the cartel period. Furthermore, the demand structure did not change from 2001 to 2002 so as to suggest a fundamental change in competition. Finally, no excess income or profit can be computed. In fact, we show that the general demand regime estimated for the period 1995 to 2001, which is the period of alleged market power, equally well describes the market condition of 2002. Price war and a collapsing construction market lead suppliers to maintain levels of production and capacity utilization, thus sacrificing profits at the expense of the market shares of small and medium-sized suppliers independently from the cartel issue. This empirical finding of an agreed but ineffective cartel is supported by theoretical evidence on the conditions under which cartels can work effectively – which did not exist in the East: strong import competition, a high level of transparency limiting the effects of „cheap talk“ and spatial pricing that generates local market power in the absence of cartels. Furthermore, general supply-side conditions in the cement industry suggest that a considerable level of imperfect competition is structurally unavoidable; antitrust possibilities that in the short run enforce additional competition based on the wrong assessment of effective collusion may lead to exits and less competition in the long run. We conclude that the methodology described may be useful for antitrust policy as it offers a credible analytical tool to compute excess income and profit. --antitrust,cement,competition,collusion,Germany,econometrics,excess income,excess profit,quota agreement

Temperature effects on helium filled soap bubble particle tracking velocimetry.

Helium Filled Soap Bubble (HFSB) Particle Tracking Velocimetry (PTV) methods are becoming increasingly popular as they provide a low cost, safe option for reliable flow visualization. Several studies have been conducted to understand the accuracy of such systems under normal temperatures and pressures; however, no such studies to date have examined accuracy of HFSB PTV at high temperatures. The goal of this study is to characterize the capability of HFSB PTV methods to visualize air flow through a rectangular duct at elevated temperature. A heated wind tunnel was designed to heat up to 150 m3/h of 25 °C dry air to 150 °C, and Reynolds numbers ranging from 3500 to 17000 were considered. It was determined that bubble survival at temperatures in excess of 65°C was too low to obtain reliable velocity measurements. In the range of temperatures in which HFSBs survived in adequate numbers, it was demonstrated that Stokes’ law was valid and elevated temperatures yielded no significant impact on the ability of HFSBs to trace fluid flow

Modeling a contact patch using a multiple laser system

This research examined the repeatability problems associated with data collection with road profiling equipment on textured concrete roads. Over time, the test equipment used for road profiling has evolved from a contact type instrument and to a non-contact instrument. Problems with textured or tined concrete have surfaced which question the repeatability using the newest non-contact type devices. Through previous research studies, repeatability issues have narrowed, and an industry consensus has been reached and documented to correct these problems. In response to the consensus and in an attempt to provide the customers with a robust product, a solution was developed to respond to the need for repeatability testing on textured surfaces. For the past seven years, the standard single laser system has provided adequate repeatability on tight mix asphalt and lightly textured concrete, however, this research led to the development of a multi laser sensor system called the TriODS laser system. The TriODS is a multiple laser system that has taken the single laser system technology and built upon it to provide a means to handle textured/tined concrete. Typically, three lasers are used in tandem to read the road surface with the intention of modeling the surface to eliminate or bridge any texture/tining

Handling Emergent Conflicts in Adaptable Rule-based Sensor Networks

This thesis presents a study into conflicts that emerge amongst sensor device rules when such devices are formed into networks. It describes conflicting patterns of communication and computation that can disturb the monitoring of subjects, and lower the quality of service. Such conflicts can negatively affect the lifetimes of the devices and cause incorrect information to be reported. A novel approach to detecting and resolving conflicts is presented. The approach is considered within the context of home-based psychiatric Ambulatory Assessment (AA). Rules are considered that can be used to control the behaviours of devices in a sensor network for AA. The research provides examples of rule conflict that can be found for AA sensor networks. Sensor networks and AA are active areas of research and many questions remain open regarding collaboration amongst collections of heterogeneous devices to collect data, process information in-network, and report personalised findings. This thesis presents an investigation into reliable rule-based service provisioning for a variety of stakeholders, including care providers, patients and technicians. It contributes a collection of rules for controlling AA sensor networks. This research makes a number of contributions to the field of rule-based sensor networks, including areas of knowledge representation, heterogeneous device support, system personalisation, and in particular, system reliability. This thesis provides evidence to support the conclusion that conflicts can be detected and resolved in adaptable rule-based sensor networks