40,368 research outputs found

    On Modeling and Estimation for the Relative Risk and Risk Difference

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    A common problem in formulating models for the relative risk and risk difference is the variation dependence between these parameters and the baseline risk, which is a nuisance model. We address this problem by proposing the conditional log odds-product as a preferred nuisance model. This novel nuisance model facilitates maximum-likelihood estimation, but also permits doubly-robust estimation for the parameters of interest. Our approach is illustrated via simulations and a data analysis.Comment: To appear in Journal of the American Statistical Association: Theory and Method

    Congenial Causal Inference with Binary Structural Nested Mean Models

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    Structural nested mean models (SNMMs) are among the fundamental tools for inferring causal effects of time-dependent exposures from longitudinal studies. With binary outcomes, however, current methods for estimating multiplicative and additive SNMM parameters suffer from variation dependence between the causal SNMM parameters and the non-causal nuisance parameters. Estimating methods for logistic SNMMs do not suffer from this dependence. Unfortunately, in contrast with the multiplicative and additive models, unbiased estimation of the causal parameters of a logistic SNMM rely on additional modeling assumptions even when the treatment probabilities are known. These difficulties have hindered the uptake of SNMMs in epidemiological practice, where binary outcomes are common. We solve the variation dependence problem for the binary multiplicative SNMM by a reparametrization of the non-causal nuisance parameters. Our novel nuisance parameters are variation independent of the causal parameters, and hence allows the fitting of a multiplicative SNMM by unconstrained maximum likelihood. It also allows one to construct true (i.e. congenial) doubly robust estimators of the causal parameters. Along the way, we prove that an additive SNMM with binary outcomes does not admit a variation independent parametrization, thus explaining why we restrict ourselves to the multiplicative SNMM

    Premium: An R package for profile regression mixture models using dirichlet processes

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    PReMiuM is a recently developed R package for Bayesian clustering using a Dirichlet process mixture model. This model is an alternative to regression models, nonparametrically linking a response vector to covariate data through cluster membership (Molitor, Papathomas, Jerrett, and Richardson 2010). The package allows binary, categorical, count and continuous response, as well as continuous and discrete covariates. Additionally, predictions may be made for the response, and missing values for the covariates are handled. Several samplers and label switching moves are implemented along with diagnostic tools to assess convergence. A number of R functions for post-processing of the output are also provided. In addition to fitting mixtures, it may additionally be of interest to determine which covariates actively drive the mixture components. This is implemented in the package as variable selection

    The integration of on-line monitoring and reconfiguration functions using IEEE1149.4 into a safety critical automotive electronic control unit.

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    This paper presents an innovative application of IEEE 1149.4 and the integrated diagnostic reconfiguration (IDR) as tools for the implementation of an embedded test solution for an automotive electronic control unit, implemented as a fully integrated mixed signal system. The paper describes how the test architecture can be used for fault avoidance with results from a hardware prototype presented. The paper concludes that fault avoidance can be integrated into mixed signal electronic systems to handle key failure modes

    A mathematical model for mechanically-induced deterioration of the binder in lithium-ion electrodes

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    This study is concerned with modeling detrimental deformations of the binder phase within lithium-ion batteries that occur during cell assembly and usage. A two-dimensional poroviscoelastic model for the mechanical behavior of porous electrodes is formulated and posed on a geometry corresponding to a thin rectangular electrode, with a regular square array of microscopic circular electrode particles, stuck to a rigid base formed by the current collector. Deformation is forced both by (i) electrolyte absorption driven binder swelling, and; (ii) cyclic growth and shrinkage of electrode particles as the battery is charged and discharged. The governing equations are upscaled in order to obtain macroscopic effective-medium equations. A solution to these equations is obtained, in the asymptotic limit that the height of the rectangular electrode is much smaller than its width, that shows the macroscopic deformation is one-dimensional. The confinement of macroscopic deformations to one dimension is used to obtain boundary conditions on the microscopic problem for the deformations in a 'unit cell' centered on a single electrode particle. The resulting microscale problem is solved using numerical (finite element) techniques. The two different forcing mechanisms are found to cause distinctly different patterns of deformation within the microstructure. Swelling of the binder induces stresses that tend to lead to binder delamination from the electrode particle surfaces in a direction parallel to the current collector, whilst cycling causes stresses that tend to lead to delamination orthogonal to that caused by swelling. The differences between the cycling-induced damage in both: (i) anodes and cathodes, and; (ii) fast and slow cycling are discussed. Finally, the model predictions are compared to microscopy images of nickel manganese cobalt oxide cathodes and a qualitative agreement is found.Comment: 25 pages, 11 figure

    Nested Markov Properties for Acyclic Directed Mixed Graphs

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    Directed acyclic graph (DAG) models may be characterized in at least four different ways: via a factorization, the d-separation criterion, the moralization criterion, and the local Markov property. As pointed out by Robins (1986, 1999), Verma and Pearl (1990), and Tian and Pearl (2002b), marginals of DAG models also imply equality constraints that are not conditional independences. The well-known `Verma constraint' is an example. Constraints of this type were used for testing edges (Shpitser et al., 2009), and an efficient marginalization scheme via variable elimination (Shpitser et al., 2011). We show that equality constraints like the `Verma constraint' can be viewed as conditional independences in kernel objects obtained from joint distributions via a fixing operation that generalizes conditioning and marginalization. We use these constraints to define, via Markov properties and a factorization, a graphical model associated with acyclic directed mixed graphs (ADMGs). We show that marginal distributions of DAG models lie in this model, prove that a characterization of these constraints given in (Tian and Pearl, 2002b) gives an alternative definition of the model, and finally show that the fixing operation we used to define the model can be used to give a particularly simple characterization of identifiable causal effects in hidden variable graphical causal models.Comment: 67 pages (not including appendix and references), 8 figure

    Sparse Nested Markov models with Log-linear Parameters

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    Hidden variables are ubiquitous in practical data analysis, and therefore modeling marginal densities and doing inference with the resulting models is an important problem in statistics, machine learning, and causal inference. Recently, a new type of graphical model, called the nested Markov model, was developed which captures equality constraints found in marginals of directed acyclic graph (DAG) models. Some of these constraints, such as the so called `Verma constraint', strictly generalize conditional independence. To make modeling and inference with nested Markov models practical, it is necessary to limit the number of parameters in the model, while still correctly capturing the constraints in the marginal of a DAG model. Placing such limits is similar in spirit to sparsity methods for undirected graphical models, and regression models. In this paper, we give a log-linear parameterization which allows sparse modeling with nested Markov models. We illustrate the advantages of this parameterization with a simulation study.Comment: Appears in Proceedings of the Twenty-Ninth Conference on Uncertainty in Artificial Intelligence (UAI2013
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