Continuous-time Proportional-Integral Distributed Optimization for Networked Systems

In this paper we explore the relationship between dual decomposition and the consensus-based method for distributed optimization. The relationship is developed by examining the similarities between the two approaches and their relationship to gradient-based constrained optimization. By formulating each algorithm in continuous-time, it is seen that both approaches use a gradient method for optimization with one using a proportional control term and the other using an integral control term to drive the system to the constraint set. Therefore, a significant contribution of this paper is to combine these methods to develop a continuous-time proportional-integral distributed optimization method. Furthermore, we establish convergence using Lyapunov stability techniques and utilizing properties from the network structure of the multi-agent system.Comment: 23 Pages, submission to Journal of Control and Decision, under review. Takes comments from previous review process into account. Reasons for a continuous approach are given and minor technical details are remedied. Largest revision is reformatting for the Journal of Control and Decisio

On the Existence of the Moments of the Asymptotic Trace Statistic

In this note we establish the existence of the first two moments of the asymptotic trace statistic, which appears as weak limit of the likelihood ratio statistic for testing the cointe- gration rank in a vector autoregressive model and whose moments may be used to develop panel cointegration tests. Moreover, we justify the common practice to approximate these moments by simulating a certain statistic, which converges weakly to the asymptotic trace statistic. To accomplish this we show that the moments of the mentioned statistic converge to those of the asymptotic trace statistic as the time dimension tends to infinity.Cointegration, Trace statistic, Asymptotic moments, Uniform integrability

Panel Cointegration Testing in the Presence of a Time Trend

The purpose of this paper is to propose a new likelihood-based panel cointegration test in the presence of a linear time trend in the data generating process. This new test is an extension of the likelihood ratio (LR) test of Saikkonen & Lütkepohl (2000) for trend-adjusted data to the panel data framework, and is called the panel SL test. The idea is first to take the average of the individual LR (trace) statistics over the cross-sections and then to standardize the test statistic with the appropriate asymptotic moments. Under the null hypothesis, this standardized statistic has a limiting normal distribution as the number of time periods (T) and the number of cross-sections (N) tend to infinity sequentially. In addition to the approximation based on asymptotic moments, a second approximation approach involving the moments from a vector autoregressive process of order one is also introduced. By means of a Monte Carlo study the finite sample size and size-adjusted power properties of the test are investigated. The test presents reasonable size with the increase in T and N, and has high power in small samples.Panel Cointegration Test, Likelihood Ratio, Time Trend, Monte Carlo Study

On the minimax regret estimation of a restricted normal mean, and implications

Consider estimating the mean of a normal distribution with known variance, when that mean is known to lie in a bounded interval. In a decision-theoretic framework we study finite sample properties of a class of nonlinear' estimators. These estimators are based on thresholding techniques which have become very popular in the context of wavelet estimation. Under squared errorloss we show that there exists unique minimax regret solution for the problem of selecting the threshold. For comparison, the behaviour' of linear shrinkers is also investigated. In special cases we illustrate the implications of our results for the problem of estimating the regression function in a nonparametric situation. This is possible since, as usual, a, coordinatewise application of the scalar results leads immediately to results for multivariate (sequence space) problems. Then it is well known that orthogonal transformations can be employed to turn statements about estimation over coefficient bodies in sequence space into statements about estimation over classes of smooth functions in noisy data. The performance of the proposed minimax regret optimal curve estimator is demonstrated by simulated data examples

Asymptotic properties of model selection procedures in linear regression

In regression analysis there is typically a large collection of competing models available from which we want to select an appropriate one. This paper is concerned with asymptotic properties of procedures for selecting linear models, which are based on certain data-dependent criteria such as Mallows´ Cp, cross-validation and the generalized information criterion. We avoid the assumption of an adequate ("correct") model and allow the maximal model dimension to increase with the sample size. General asymptotic concepts are introduced, covering the usual ones of consistency and asymptotic optimality. The focus is on conditions for penalizing the model complexity which are necessary to optain the different optimalities. For example, the consistency of a procedure is decided by the interplay between these penalties, the complexity of the class of model candidates, and some quantity describing the ability to identify "wrong" (pseudo-inadequate) models. Many results known from the literature appear as special cases or are slightly modified

Health Insurance Competition: The Effect of Group Contracts

In countries like the US and the Netherlands health insurance is provided by private firms. These private firms can offer both individual and group contracts. The strategic and welfare implications of such group contracts are not well understood. Using a Dutch data set of about 700 group health insurance contracts over the period 2007-2008, we estimate a model to determine which factors explain the price of group contracts. We find that groups that are located close to an insurers’ home turf pay a higher premium than other groups. This finding is not consistent with the bargaining argument in the literature as it implies that concentrated groups close to an insurer’s home turf should get (if any) a larger discount than other groups. A simple Hotelling model, however, does explain our empirical results.health insurance;health-plan choice;managed competition

The effect of writing to a real audience for a real purpose on the writing skills and self esteem of seventh grade inner city students.

The purpose of this study was to determine the effects of writing to a real audience for a real purpose on the writing skills and self esteem of seventh grade students. Inner city, culturally diverse seventh graders exchanged a series of letters with successful members of an urban community. The study investigated the effects of this exchange on the writing skills and self esteem of the students. The twenty five seventh graders in the study were matched randomly with the adults. They wrote at least four letters each, over a four month period, and received responses. They celebrated their connection by meeting at the middle school for a breakfast. The results of the study were documented by pre and post tests, opinion questionnaires from students, teachers and parents, overall grades and grades in English and reading, anecdotal observations, and an exit interview. The data supports the general hypothesis that when seventh grade students in an inner city, culturally diverse middle school write to a real audience for a real purpose, their writing skills improve and their self esteem is enhanced. After writing at least four letters to caring local adults, many students showed improved overall grades, and better English and reading grades. They used the appropriate friendly letter heading, longer sentences, varied end punctuation, and more interesting topic sentences. Their paragraphs indicated clear thought, and were better organized. Their stories during the exit interview proved to be overwhelmingly in favor of the writing exchange. Their parents and teachers felt the students showed improved self esteem, and a clearer connection to their community. Students indicated a greater comfort level with school, made friends with their Pals, got advice from them, and enjoyed their company. The study validated the idea that students become more conscious of thinking and learning when their tasks are real and that learning is best achieved in a social context

A Simulated Annealing Approach to the Scheduling of Battery-Electric Bus Charging

With an increasing adoption of battery-electric bus (BEB) fleets, developing a reliable charging schedule is vital to a successful migration from their fossil fuel counterparts. In this paper, a simulated annealing (SA) implementation is developed for a charge scheduling framework for a fixed-schedule fleet of BEBs that utilizes a proportional battery dynamics model, accounts for multiple charger types, allows partial charging, and further considers the total energy consumed by the schedule as well as peak power use. Two generation mechanisms are implemented for the SA algorithm, denoted as the quick and heuristic implementations, respectively. The model validity is demonstrated by utilizing a set of routes sampled from the Utah Transit Authority (UTA) and comparing the results against two other models: the BPAP and the Qin-Modified. The results presented show that both SA techniques offer a means of generating operationally feasible schedules quickly while minimizing the cost of operation and considering battery health

IDENTIFYING THE INFLUENCE OF SELECTIVE EPISODES AND MECHANISMS ON REPRODUCTIVE SUCCESS IN TRIBOLIUM CASTANEUM AND DROSOPHILA MELANOGASTER

Parsing out what makes some individuals more reproductively successful than others is a key pursuit in evolutionary biology. While reproductive success can ultimately be defined as the number of offspring produced over an individual’s lifetime, there are many selective episodes that shape this outcome. Because the majority of animals have multiple mates, achieving matings is but one influence on reproductive success. After copulation occurs, sperm from multiple males compete within the female reproductive tract to fertilize eggs, while females morphologically or behaviorally bias fertilization to preferred males, further shaping reproductive success. Additionally, the act of mating itself may influence parental lifespan or rate of offspring production. Here, I investigate the influence of multiple selective episodes on different aspects of reproductive success in two insects: the fruit fly, Drosophila melanogaster and the red flour beetle, Tribolium castaneum. Established genomes in both systems enabled the generation of transgenic, fluorescently labeled lines: green fluorescent protein (GFP) driven by a ubiquitin promoter in D. melanogaster to look at paternity in eggs, and GFP or red fluorescent protein (RFP) tagged protamines to identify different male’s sperm by head color in T. castaneum. I investigated relationships between different episodes of reproductive success in D. melanogaster and found positive correlations between sperm competitive success and offspring viability; offspring viability itself was influenced by a male × female interaction on hatching success. In T. castaneum, I explored potential drivers of their extremely promiscuous mating system and how that system influences mechanisms of postcopulatory reproductive success. I found that repeated receipt of a complete ejaculate directly benefits female reproductive success, but comes at a longevity cost to males. This direct benefit of remating to females may explain why I found that the proportion of different male’s sperm in the main chamber of the female reproductive tract, and not the specialized sperm storage organ as in D. melanogaster and many other arthropods, determine the proportion of offspring sired by each male. The great differences in postcopulatory mechanics between D. melanogaster, found previously, and T. castaneum, found here, illustrate the importance of mating system in shaping aspects of reproductive success