Linear scalar-on-surface random effects regression models

Many research fields increasingly involve analyzing data of a complex structure. Models investigating the dependence of a response on a predictor have moved beyond the ordinary scalar-on-vector regression. We propose a regression model for a scalar response and a surface (or a bivariate function) predictor. The predictor has a random component and the regression model falls in the framework of linear random effects models. We estimate the model parameters via maximizing the log-likelihood with the ECME (Expectation/Conditional Maximization Either) algorithm. We use the approach to analyze a data set where the response is the neuroticism score and the predictor is the resting-state brain function image. In the simulations we tried, the approach has better performance than two other approaches, a functional principal component regression approach and a smooth scalar-on-image regression approach.     

A Shiny Update to an Old Experiment Game

ABSTRACT

Games can be a powerful tool for learning about statistical methodology. Effective game design involves a fine balance between caricature and realism, to simultaneously illustrate salient concepts in a controlled setting and serve as a testament to real-world applicability. Striking that balance is particularly challenging in response surface and design domains, where real-world scenarios often play out over long time scales, during which theories are revised, model and inferential techniques are improved, and knowledge is updated. Here, I present a game, borrowing liberally from one first played over 40 years ago, which attempts to achieve that balance while reinforcing a cascade of topics in modern nonparametric response surfaces, sequential design, and optimization. The game embeds a blackbox simulation within a shiny app whose interface is designed to simulate a realistic information–availability setting, while offering a stimulating, competitive environment wherein students can try out new methodology, and ultimately appreciate its power and limitations. Interface, rules, timing with course material, and evaluation are described, along with a “case study” involving a cohort of students at Virginia Tech. Supplementary materials for this article are available online.     

传统藏戏的审美张力分析

传统藏戏将教化性和审美性融合统一，形成了具有无限延展的审美空间，被藏民族一代代接受和传承。传统藏戏的多种元素彼此之间相互对抗、冲突和矛盾，形成具有张力的审美空间和强大的审美冲击力，使接受者产生共鸣，在艺术的审美中获得精神的洗礼。在传统藏戏中，主客体巨大反差产生崇高美，体现出藏民不屈的超越精神，以及克服和战胜恐惧后的心灵慰藉和平静；传统藏戏采用佛教逻辑叙述故事，集中体现藏民的人生姿态和精神信仰以及对于真善美的认知和追求，凸显世俗的人性美；藏戏以美的艺术形式和程序化的艺术表演再现普通大众的味与情，形成独具特色的审美情感和审美趣味，最终达到宗教教化的目的；藏戏中戏师的理性讲述与演员的感性表演形成对照，让受众游走于理性与感性之间，对于人物与情节有了更加深刻的感性认知和理性反思；藏戏重复与回环的情节设置使故事情节发展更曲折，人物形象更丰满，主题思想更鲜明，形成了复调之美。     

How national identification matters: the development of European identification among established ethnic minority groups

Based upon the data from qualitative studies of eight national minorities between the Baltic and the Danube, this article investigates the formation of European identification among members of the minority groups representing ‘split nations’ along the new eastern borders of the enlarged EU. The analysis reveals mechanisms of the formation of supranational identification by focusing on the relationships between subnational, national and European identifications to ascertain the degree of interconnectedness of these identification levels. These relationships are examined in the context of the potential impact of perceived ethnic conflict and utilitarian expectations of socio-economic and cultural gains from the process of European integration.     

Testing for parameter constancy in the time series direction in panel data models

We propose tests for parameter constancy in the time series direction in panel data models. We construct a locally best invariant test based on Tanaka [Time series analysis: nonstationary and noninvertible distribution theory. New York: Wiley; 1996] and an asymptotically point optimal test based on Elliott and Müller [Efficient tests for general persistent time variation in regression coefficients. Rev Econ Stud. 2006;73:907–940]. We derive the limiting distributions of the test statistics as T→∞ while N is fixed, and calculate the critical values by applying numerical integration and response surface regression. Simulation results show that the proposed tests perform well if we apply them appropriately.     

Three-group ROC predictive analysis for ordinal outcomes

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine, machine learning, and credit scoring. The receiver operating characteristic (ROC) surface is a useful tool to assess the ability of a diagnostic test to discriminate among three-ordered classes or groups. In this article, nonparametric predictive inference (NPI) for three-group ROC analysis for ordinal outcomes is presented. NPI is a frequentist statistical method that is explicitly aimed at using few modeling assumptions, enabled through the use of lower and upper probabilities to quantify uncertainty. This article also includes results on the volumes under the ROC surfaces and consideration of the choice of decision thresholds for the diagnosis. Two examples are provided to illustrate our method.     

A Bayesian hierarchical approach to dual response surface modelling

In modern quality engineering, dual response surface methodology is a powerful tool to model an industrial process by using both the mean and the standard deviation of the measurements as the responses. The least squares method in regression is often used to estimate the coefficients in the mean and standard deviation models, and various decision criteria are proposed by researchers to find the optimal conditions. Based on the inherent hierarchical structure of the dual response problems, we propose a Bayesian hierarchical approach to model dual response surfaces. Such an approach is compared with two frequentist least squares methods by using two real data sets and simulated data.     

Joint modified block replacement and production/inventory control policy for a failure-prone manufacturing cell

This paper considers a joint preventive maintenance (PM) and production/inventory control policy of an unreliable single machine, mono-product manufacturing cell with stochastic non-negligible corrective and preventive delays. The production/inventory control policy, which is based on the hedging point policy (HPP), consists in building and maintaining a safety stock of finished products in order to respond to demand and to avoid shortages during maintenance actions. Without considering the impact of preventive and corrective actions on the overall performance of the production system, most authors working in the reliability and maintainability domains confirm that the age-based preventive maintenance policy (ARP) outperforms the classical block-replacement policy (BRP). In order to reduce wastage incurred by the classical BRP, we consider a modified block replacement policy (MBRP), which consists in canceling a preventive maintenance action if the time elapsed since the last maintenance action exceeds a specified time threshold. The main objective of this paper is to determine the joint optimal policy that minimizes the overall cost, which is composed of corrective and preventive maintenance costs as well as inventory holding and backlog costs. A simulation model mimicking the dynamic and stochastic behavior of the manufacturing cell, based on more realistic considerations of the real behavior of industrial manufacturing cells, is proposed. Based on simulation results, the joint optimal MBRP/HPP parameters are obtained through a numerical approach that combines design of experiment, analysis of variance and response surface methodologies. The joint optimal MBRP/HPP policy is compared to classical joint ARP/HPP and BRP/HPP optimal policies, and the results show that the proposed MBRP/HPP outperforms the latter. Sensitivity analyses are also carried out in order to confirm the superiority of the proposed MBRP/HPP, and it is observed that for practitioners, the proposed joint MBRP/HPP offers not only cost savings, but is also easy to manage, as compared to the ARP/HPP policy.     

外汇市场冲击与国内资本市场波动的关联机理解析

运用三元VAR-GARCH(1,1)-Asymmetric-BEKK模型,解析了汇市、股市和债市间的关联机制。结果显示,汇市对股市和债市有显著的均值与波动溢出,而股市和债市对汇市仅有波动溢出,且汇市对股市的溢出效应大于对债市的溢出。基于新闻冲击曲面的分析揭示了资本市场对汇市冲击呈明显的非对称性。为此,政府应将金融市场开放度的扩大与资本流动的监管相结合,构建针对资本市场风险的多层次测度与监控体系,并完善资本市场的制度架构,增强信息披露的有效性。     

考虑油膜结合面的机床动态特性分析

考虑油膜结合面特性的机床主运动板的动态特性分析,对油膜的刚度分布情况作了3种假设,将假设得到的机床动态特性与不考虑油膜的特性进行比较,并用实验测试数据进行验证正确性。结果表明考虑油膜即结合面的特性对模态分析结果产生不可忽略的影响,其影响效果从第5阶模态振型开始表现明显;油膜刚度成分布幂函数最接近实验测试结果,因此可以看做油膜工作状态下分布的简化函数。