1,045 research outputs found

    Weighted Majorization Algorithms for Weighted Least Squares Decomposition Models

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    For many least-squares decomposition models efficient algorithms are well known. A more difficult problem arises in decomposition models where each residual is weighted by a nonnegative value. A special case is principal components analysis with missing data. Kiers (1997) discusses an algorithm for minimizing weighteddecomposition models by iterative majorization. In this paper, we for computing a solution. We will show that the algorithm by Kiers is a special case of our algorithm. Here, we will apply weighted majorization to weighted principal components analysis, robust Procrustes analysis, and logistic bi-additive models of which the two parameter logistic model in item response theory is a specialcase. Simulation studies show that weighted majorization is generally faster than the method by Kiers by a factor one to four and obtains the same or better quality solutions. For logistic bi-additive models, we propose a new iterative majorization algorithm called logistic majorization.iterative majorization;IRT;logistic bi-additive model;robust Procrustes analysis;weighted principal component analysis;two parameter logistic model

    Weighted Majorization Algorithms for Weighted Least Squares Decomposition Models

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    For many least-squares decomposition models efficient algorithms are well known. A more difficult problem arises in decomposition models where each residual is weighted by a nonnegative value. A special case is principal components analysis with missing data. Kiers (1997) discusses an algorithm for minimizing weighted decomposition models by iterative majorization. In this paper, we for computing a solution. We will show that the algorithm by Kiers is a special case of our algorithm. Here, we will apply weighted majorization to weighted principal components analysis, robust Procrustes analysis, and logistic bi-additive models of which the two parameter logistic model in item response theory is a special case. Simulation studies show that weighted majorization is generally faster than the method by Kiers by a factor one to four and obtains the same or better quality solutions. For logistic bi-additive models, we propose a new iterative majorization algorithm called logistic majorization

    Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model

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    Various ways of extracting macroeconomic information from a data-rich environment are compared with the objective of forecasting yield curves using the Nelson-Siegel model. Five issues in factor extraction are addressed, namely, selection of a subset of the available information, incorporation of the forecast objective in constructing factors, specification of a multivariate forecast objective, data grouping before constructing factors, and selection of the number of factors in a data-driven way. Our empirical results show that each of these features helps to improve forecast accuracy, especially for the shortest and longest maturities. The data-driven methods perform well in relatively volatile periods, when simpler models do not suffice

    Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression

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    This paper puts forward kernel ridge regression as an approach for forecasting with many predictors that are related nonlinearly to the target variable. In kernel ridge regression, the observed predictor variables are mapped nonlinearly into a high-dimensional space, where estimation of the predictive regression model is based on a shrinkage estimator to avoid overfitting. We extend the kernel ridge regression methodology to enable its use for economic time-series forecasting, by including lags of the dependent variable or other individual variables as predictors, as is typically desired in macroeconomic and financial applications. Monte Carlo simulations as well as an empirical application to various key measures of real economic activity confirm that kernel ridge regression can produce more accurate forecasts than traditional linear methods for dealing with many predictors based on principal component regression

    Rapid freeze-quench EPR spectroscopy: improved collection of frozen particles

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    Biological and Soft Matter Physic

    Temperature-cycle electron paramagnetic resonance

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    Biological and Soft Matter Physic

    Alloying effects on the critical layer thickness in InxGa1−xAs/InP heterostructures analyzed by Raman scattering

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    International audienceRaman scattering has been used to estimate the critical layer thickness and to analyze the alloying effect on strain relaxation in InxGa1−xAs layers grown by molecular beam epitaxy on InP [001]-oriented substrate, for x ranging from 0.0 to 1.0. Measurements of longitudinal optical GaAs-like phonon frequency and Raman linewidth showed that the indium/gallium ratio contents greatly influences the strain relaxation. A comparison between Raman and x-ray diffraction measurements of relaxation ratios as a function of layer thickness is presented. The results can be explained in terms of the combined effect of strain and chemical and structural disorder

    Partial duplication of the PRLR and SPEF2 genes at the late feathering locus in chicken

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    Background One of the loci responsible for feather development in chickens is K. The K allele is partially dominant to the k+ allele and causes a retard in the emergence of flight feathers at hatch. The K locus is sex linked and located on the Z chromosome. Therefore, the locus can be utilized to produce phenotypes that identify the sexes of chicks at hatch. Previous studies on the organization of the K allele concluded the integration of endogenous retrovirus 21 (ev21) into one of two large homologous segments located on the Z chromosome of late feathering chickens. In this study, a detailed molecular analysis of the K locus and a DNA test to distinguish between homozygous and heterozygous late feathering males are presented. Results The K locus was investigated with quantitative PCR by examining copy number variations in a total of fourteen markers surrounding the ev21 integration site. The results showed a duplication at the K allele and sequence analysis of the breakpoint junction indicated a tandem duplication of 176,324 basepairs. The tandem duplication of this region results in the partial duplication of two genes; the prolactin receptor and the gene encoding sperm flagellar protein 2. Sequence analysis revealed that the duplication is similar in Broiler and White Leghorn. In addition, twelve late feathering animals, including Broiler, White Leghorn, and Brown Layer lines, contained a 78 bp breakpoint junction fragment, indicating that the duplication is similar in all breeds. The breakpoint junction was used to develop a TaqMan-based quantitative PCR test to allow distinction between homozygous and heterozygous late feathering males. In total, 85.3% of the animals tested were correctly assigned, 14.7% were unassigned and no animals were incorrectly assigned. Conclusion The detailed molecular analysis presented in this study revealed the presence of a tandem duplication in the K allele. The duplication resulted in the partial duplication of two genes; the prolactin receptor and the gene encoding sperm flagellar protein 2. Furthermore, a DNA test was developed to distinguish between homozygous and heterozygous late feathering males

    Computerisation of endoscopy reports using standard reports and text blocks

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    BACKGROUND: The widespread use of gastrointestinal endoscopy for diagnosis and treatment requires effective, standardised report systems. This need is further increased by the limited storage of images, and by the need for structured databases for surveillance and epidemiology. We therefore aimed for a report system which would be quick, easy to learn, and suitable for use in busy daily practice. METHODS: Endobase III is an endoscopy information system offering three different ways of report writing, i.e. standard reports, text blocks and Minimal Standard Terminology (MST). A working group of two university and four general hospitals worked as a reference group for the development of standard reports and text blocks. Guidelines from various gastrointestinal endoscopy societies were followed to compose the reports. RESULTS: Standard reports were based on a list of distinct diagnoses; text blocks were based on anatomic landmarks and individual procedures. As such, 316 standard reports were developed for upper and lower gastrointestinal endoscopy, and endoscopic retrograde cholangiopancreatography (ERCP). In this way selecting one diagnosis produces a complete report. A total of 1571 different text blocks were additionally developed for each part of the gastrointestinal tract and for procedures during endoscopy. This module allowed generation of a full report on the combination of text blocks. Reports could be composed and printed within two minutes for 90% of cases. CONCLUSION: Standard reports and text blocks are a quick, user-friendly way of report writing accepted and used by a number of gastroenterologists in the Netherlands
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