scholarly journals A Multivariate Flexible Skew-Symmetric-Normal Distribution: Scale-Shape Mixtures and Parameter Estimation via Selection Representation

Symmetry ◽  
2021 ◽  
Vol 13 (8) ◽  
pp. 1343
Author(s):  
Abbas Mahdavi ◽  
Vahid Amirzadeh ◽  
Ahad Jamalizadeh ◽  
Tsung-I Lin

Multivariate skew-symmetric-normal (MSSN) distributions have been recognized as an appealing tool for modeling data with non-normal features such as asymmetry and heavy tails, rendering them suitable for applications in diverse areas. We introduce a richer class of MSSN distributions based on a scale-shape mixture of (multivariate) flexible skew-symmetric normal distributions, called the SSMFSSN distributions. This very general class of SSMFSSN distributions can capture various shapes of multimodality, skewness, and leptokurtic behavior in the data. We investigate some of its probabilistic characterizations and distributional properties which are useful for further methodological developments. An efficient EM-type algorithm designed under the selection mechanism is advocated to compute the maximum likelihood (ML) estimates of parameters. Simulation studies as well as applications to a real dataset are employed to illustrate the usefulness of the presented methods. Numerical results show the superiority of our proposed model in comparison to several existing competitors.

2021 ◽  
Vol 9 (4) ◽  
pp. 383
Author(s):  
Ting Yu ◽  
Jichao Wang

Mean wave period (MWP) is one of the key parameters affecting the design of marine facilities. Currently, there are two main methods, numerical and data-driven methods, for forecasting wave parameters, of which the latter are widely used. However, few studies have focused on MWP forecasting, and even fewer have investigated it with spatial and temporal information. In this study, correlations between ocean dynamic parameters are explored to obtain appropriate input features, significant wave height (SWH) and MWP. Subsequently, a data-driven approach, the convolution gated recurrent unit (Conv-GRU) model with spatiotemporal characteristics, is utilized to field forecast MWP with 1, 3, 6, 12, and 24-h lead times in the South China Sea. Six points at different locations and six consecutive moments at every 12-h intervals are selected to study the forecasting ability of the proposed model. The Conv-GRU model has a better performance than the single gated recurrent unit (GRU) model in terms of root mean square error (RMSE), the scattering index (SI), Bias, and the Pearson’s correlation coefficient (R). With the lead time increasing, the forecast effect shows a decreasing trend, specifically, the experiment displays a relatively smooth forecast curve and presents a great advantage in the short-term forecast of the MWP field in the Conv-GRU model, where the RMSE is 0.121 m for 1-h lead time.


Mathematics ◽  
2021 ◽  
Vol 9 (15) ◽  
pp. 1815
Author(s):  
Diego I. Gallardo ◽  
Mário de Castro ◽  
Héctor W. Gómez

A cure rate model under the competing risks setup is proposed. For the number of competing causes related to the occurrence of the event of interest, we posit the one-parameter Bell distribution, which accommodates overdispersed counts. The model is parameterized in the cure rate, which is linked to covariates. Parameter estimation is based on the maximum likelihood method. Estimates are computed via the EM algorithm. In order to compare different models, a selection criterion for non-nested models is implemented. Results from simulation studies indicate that the estimation method and the model selection criterion have a good performance. A dataset on melanoma is analyzed using the proposed model as well as some models from the literature.


2020 ◽  
Vol 9 (1) ◽  
pp. 61-81
Author(s):  
Lazhar BENKHELIFA

A new lifetime model, with four positive parameters, called the Weibull Birnbaum-Saunders distribution is proposed. The proposed model extends the Birnbaum-Saunders distribution and provides great flexibility in modeling data in practice. Some mathematical properties of the new distribution are obtained including expansions for the cumulative and density functions, moments, generating function, mean deviations, order statistics and reliability. Estimation of the model parameters is carried out by the maximum likelihood estimation method. A simulation study is presented to show the performance of the maximum likelihood estimates of the model parameters. The flexibility of the new model is examined by applying it to two real data sets.


2018 ◽  
Author(s):  
Christopher A Penfold

During the cell-cycle and meiosis, during development, or in response to stress, chromosomes undertake dramatic programs of reorganisation, which can result in major changes to genomic architecture, as well as local changes to chromatin structure via chromatin remodelling and epigenetic modification. The biophysical properties of the genome may therefore vary significantly over time, from region to region, and from cell to cell. Semifleixble polymer models are frequently used to decipher the spatial and temporal aspects of chromosome organisation. Such models allow for parameter estimation from experimental observations (Bystricky et al., 2004, Ding et al., 2006, Koszul et al., 2008, Arbona et al., 2017), and so provide a concise quantification of the state of the system in terms of meaningful biophysical parameters, such as the compaction factor and bending-modulus. Simulation studies using appropriately parameterised models may also provide novel insights, and allow for predictions without confounding pleiotropic effects (Penfold et al., 2012), thus guiding future studies. Most semifleixble polymer models do not explicitly consider the spatial non-stationarity of chromosomes and chromatin. Furthermore, recent advances in chromosome conformation capture (3C)-based allow chromosome organisation to be (indirectly) measured in single cells (Belton et al., 2012, Nagano et al., 2013, 2016). The increasing availability of ensembles of trajectories sampled from potentially heterogeneous populations of cells means it is of interest to develop polymer statistic models that can capture both the spatial nonstationarity of the biophysical parameters, and the statistical relationships that exist within the population. Here we outline a statistical framework for non-stationary semiflexible polymers, and demonstrate how inference can be performed using ensembles of trajectories. For cells belonging to a homogenous population where the biophysical parameters are approximately identical in all cells, a (transformed) Gaussian process prior is assigned to the bending-modulus, and Markov chain Monte Carlo (MCMC) used to infer the posterior distribution of free parameters. For heterogeneous populations of cells, a transformed hierarchical GP (HGP) prior is assigned to the biophysical parameters, which naturally captures the statistical dependency of the parameters that exist across the population. Simulation studies demonstrate the accuracy of the model for homogenous and heterogeneous populations, while applications to yeast chromosome data demonstrates an improved ability to recapitulate trajectories of held out loci compared to related stationary models.


2016 ◽  
Vol 12 (1) ◽  
pp. 8-26
Author(s):  
Meriem Kermani ◽  
Mahmoud Boufaida

The dynamic formation of a consortium, combining the most adequate set of competencies and resources to satisfy the needs of each new situation sounds indeed as a very appealing approach. However, reaching a rapid ‘alignment' among a diverse group of heterogeneous entities is not simple and may require a considerable time to achieve. In this collaborative context, the integration of industrial partners depends strongly on the ability to use a collaborative model to interact efficiently. In this paper, the authors propose a model to tackle this point according to the fact that the partners of the collaboration may change. They propose the development of an approach to achieve a dynamic inter-company collaboration. In this cooperation mode, many companies share their resources, data services and processes. These companies have their own mechanisms and applications, which are heterogeneous. First, the authors define a framework to establish this kind of collaboration. The purpose of this solution is to keep the company architecture and to ask the mediator for playing an intermediary role between companies. Then, the authors propose a service selection mechanism based on the agent technology and on the decision tree paradigm. They present an offline composition service process. Finally, they illustrate their solution with an example of treating an emergency case to show the feasibility of the proposed model.


Biometrika ◽  
2020 ◽  
Author(s):  
Huijuan Ma ◽  
Limin Peng ◽  
Chiung-Yu Huang ◽  
Haoda Fu

Summary Progression of chronic disease is often manifested by repeated occurrences of disease-related events over time. Delineating the heterogeneity in the risk of such recurrent events can provide valuable scientific insight for guiding customized disease management. We propose a new sensible measure of individual risk of recurrent events and present a dynamic modelling framework thereof, which accounts for both observed covariates and unobservable frailty. The proposed modelling requires no distributional specification of the unobservable frailty, while permitting exploration of the dynamic effects of the observed covariates. We develop estimation and inference procedures for the proposed model through a novel adaptation of the principle of conditional score. The asymptotic properties of the proposed estimator, including the uniform consistency and weak convergence, are established. Extensive simulation studies demonstrate satisfactory finite-sample performance of the proposed method. We illustrate the practical utility of the new method via an application to a diabetes clinical trial that explores the risk patterns of hypoglycemia in type 2 diabetes patients.


Mathematics ◽  
2020 ◽  
Vol 8 (9) ◽  
pp. 1578 ◽  
Author(s):  
Hazem Al-Mofleh ◽  
Ahmed Z. Afify ◽  
Noor Akma Ibrahim

In this paper, a new two-parameter generalized Ramos–Louzada distribution is proposed. The proposed model provides more flexibility in modeling data with increasing, decreasing, J-shaped, and reversed-J shaped hazard rate functions. Several statistical properties of the model were derived. The unknown parameters of the new distribution were explored using eight frequentist estimation approaches. These approaches are important for developing guidelines to choose the best method of estimation for the model parameters, which would be of great interest to practitioners and applied statisticians. Detailed numerical simulations are presented to examine the bias and the mean square error of the proposed estimators. The best estimation method and ordering performance of the estimators were determined using the partial and overall ranks of all estimation methods for various parameter combinations. The performance of the proposed distribution is illustrated using two real datasets from the fields of medicine and geology, and both datasets show that the new model is more appropriate as compared to the Marshall–Olkin exponential, exponentiated exponential, beta exponential, gamma, Poisson–Lomax, Lindley geometric, generalized Lindley, and Lindley distributions, among others.


2008 ◽  
Vol 20 (2) ◽  
pp. 555-572 ◽  
Author(s):  
Junbin Gao

We introduce a robust probabilistic L1-PCA model in which the conventional gaussian distribution for the noise in the observed data was replaced by the Laplacian distribution (or L1 distribution). Due to the heavy tail characteristics of the L1 distribution, the proposed model is supposed to be more robust against data outliers. In this letter, we demonstrate how a variational approximation scheme enables effective inference of key parameters in the probabilistic L1-PCA model. As the L1 density can be expanded as a superposition of infinite number of gaussian densities, we express the L1-PCA model as a marginalized model over the superpositions. By doing so, a tractable Bayesian inference can be achieved based on the variational expectation-maximization-type algorithm.


Author(s):  
Aoulaiche Mokrane ◽  
M’hamed Boutaous ◽  
Shihe Xin ◽  
Dennis Siginer

A comprehensive model of the selective laser sintering (SLS) process at the scale of the part is presented for application to polymeric powders. The powder bed is considered as a continuous medium with homogenized properties. A thermal model with detailed multiphysics coupling is presented. The model accounts for all elements of the thermal history : laser absorption, melting, coalescence, densification and volume shrinkage. For numerical resolution, a 3D in-house fortran code using FV method is developed. The proposed model is validated through the comparison of modeling data with experimental results available in the published literature. A parametric analysis about the thermal efficiency of the heating process against the laser energy input is proposed and the influence on the densification and thermal kinetics is discussed with regarding the evolution of the structure of the material.


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