Multiple imputation for sharing precise geographies in public use data

When releasing data to the public, data stewards are ethically and often legally obligated to protect the confidentiality of data subjects' identities and sensitive attributes. They also strive to release data that are informative for a wide range of secondary analyses. Achieving both objectives is particularly challenging when data stewards seek to release highly resolved geographical information. We present an approach for protecting the confidentiality of data with geographic identifiers based on multiple imputation. The basic idea is to convert geography to latitude and longitude, estimate a bivariate response model conditional on attributes, and simulate new latitude and longitude values from these models. We illustrate the proposed methods using data describing causes of death in Durham, North Carolina. In the context of the application, we present a straightforward tool for generating simulated geographies and attributes based on regression trees, and we present methods for assessing disclosure risks with such simulated data.Comment: Published in at http://dx.doi.org/10.1214/11-AOAS506 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Robust semi-explicit model predictive control for hybrid automata

In this paper we propose an on-line design technique for the target control problem of hybrid automata. First, we compute on-line the shortest path, which has the minimum discrete cost, from an initial state to the given target set. Next, we derive a controller which successfully drives the system from the initial state to the target set while minimizing a cost function. The (robust) model predictive control (MPC) technique is used when the current state is not within a guard set, otherwise the (robust) mixed-integer predictive control (MIPC) technique is employed. An on-line, semi-explicit control algorithm is derived by combining the two techniques and applied on a high-speed and energy-saving control problem of the CPU processing

Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions

This paper considers multi-dimensional affine processes with continuous sample paths. By analyzing the Riccati system, which is associated with affine processes via the transform formula, we fully characterize the regions of exponents in which exponential moments of a given process do not explode at any time or explode at a given time. In these two cases, we also compute the long-term growth rate and the explosion rate for exponential moments. These results provide a handle to study implied volatility asymptotics in models where returns of stock prices are described by affine processes whose exponential moments do not have an explicit formula.Comment: 36 pages, 5 figure