EWMA control charts for monitoring correlated counts with finite range

In this work, we develop and study upper and lower one-sided EWMA control charts for monitoring correlated counts with finite range. Often in practice, data of that kind can be adequately described by a first-order binomial or beta-binomial autoregressive model. Especially, when there is evidence that data demonstrate extra-binomial variation, the latter model is preferable than the former. The proposed charts can be used for detecting upward or downward shifts in process mean level. Practical guidelines concerning the statistical design of the proposed charts are given, while the effect of the extra-binomial variation is investigated as well. Comparisons with existing control charting procedures are also provided. Finally, an illustrative real-data example is also given.     

Hierarchical Bayesian modeling of marked non-homogeneous Poisson processes with finite mixtures and inclusion of covariate information

We investigate marked non-homogeneous Poisson processes using finite mixtures of bivariate normal components to model the spatial intensity function. We employ a Bayesian hierarchical framework for estimation of the parameters in the model, and propose an approach for including covariate information in this context. The methodology is exemplified through an application involving modeling of and inference for tornado occurrences.     

The effect of parameter estimation on the performance of one-sided Shewhart control charts for zero-inflated processes

ABSTRACT

Zero-inflated probability models are used to model count data that have an excessive number of zeros. Shewhart-type control charts have been proposed for the monitoring of zero-inflated processes. Usually their performance is evaluated under the assumption of known process parameters. However, in practice, their values are rarely known and they have to be estimated from an in-control historical Phase I sample. In the present paper, we investigate the performance of Shewhart-type control charts for zero-inflated processes with estimated parameters and propose practical guidelines for the statistical design of the examined charts, when the size of the preliminary sample is predetermined.     

Discussion of paper “nonparametric Bayesian inference in applications” by Peter Müller,Fernando A. Quintana and Garritt L. Page

This is an invited discussion of review paper “Nonparametric Bayesian Inference in Applications” by Peter Müller, Fernando A. Quintana and Garritt L. Page.     

Modelling stochastic order in the analysis of receiver operating characteristic data: Bayesian non-parametric approaches

Summary.  The evaluation of the performance of a continuous diagnostic measure is a commonly encountered task in medical research. We develop Bayesian non-parametric models that use Dirichlet process mixtures and mixtures of Polya trees for the analysis of continuous serologic data. The modelling approach differs from traditional approaches to the analysis of receiver operating characteristic curve data in that it incorporates a stochastic ordering constraint for the distributions of serologic values for the infected and non-infected populations. Biologically such a constraint is virtually always feasible because serologic values from infected individuals tend to be higher than those for non-infected individuals. The models proposed provide data-driven inferences for the infected and non-infected population distributions, and for the receiver operating characteristic curve and corresponding area under the curve. We illustrate and compare the predictive performance of the Dirichlet process mixture and mixture of Polya trees approaches by using serologic data for Johne's disease in dairy cattle.     

Discriminating membrane proteins using the joint distribution of length sums of success and failure runs

Discriminating integral membrane proteins from water-soluble ones, has been over the past decades an important goal for computational molecular biology. A major drawback of methods appeared in the literature, is that most of the authors tried to solve the problem using machine learning techniques. Specifically, most of the proposed methods require an appropriate dataset for training, and consequently the results depend heavily on the suitability of the dataset, itself. Motivated by these facts, in this paper we develop a formal discrimination procedure that is based on appropriate theoretical observations on the sequence of hydrophobic and polar residues along the protein sequence and on the exact distribution of a two dimensional runs-related statistic defined on the same sequence. Specifically, for setting up our discrimination procedure, we study thoroughly the exact distribution of a bivariate random variable, which accumulates the exact lengths of both success and failure runs of at least a specific length in a sequence of Bernoulli trials. To investigate the properties of this bivariate random variable, we use the Markov chain embedding technique. Finally, we apply the new procedure to a well-defined dataset of proteins.     

The EWMA sign chart revisited: performance and alternatives without and with ties

The EWMA Sign control chart is an efficient tool for monitoring shifts in a process regardless the observations'' underlying distribution. Recent studies have shown that, for nonparametric control charts, due to the discrete nature of the statistics being used (such as the Sign statistic), it is impossible to accurately compute their Run Length properties using Markov chain or integral equation methods. In this work, a modified nonparametric Phase II EWMA chart based on the Sign statistic is proposed and its exact Run Length properties are discussed. A continuous transformation of the Sign statistic, combined with the classical Markov Chain method, is used for the determination of the chart''s in- and out-of-control Run Length properties. Additionally, we show that when ties occur due to measurement rounding-off errors, the EWMA Sign control chart is no longer distribution-free and a Bernoulli trial approach is discussed to handle the occurrence of ties and makes the proposed chart almost distribution-free. Finally, an illustrative example is provided to show the practical implementation of our proposed chart.     

Multiple phase neighborhood Search—GRASP based on Lagrangean relaxation, random backtracking Lin–Kernighan and path relinking for the TSP

In this paper, a new modified version of Greedy Randomized Adaptive Search Procedure (GRASP), called Multiple Phase Neighborhood Search—GRASP (MPNS-GRASP), is proposed for the solution of the Traveling Salesman Problem. In this method, some procedures have been included to the classical GRASP algorithm in order to improve its performance and to cope with the major disadvantage of GRASP which is that it does not have a stopping criterion that will prevent the algorithm from spending time in iterations that give minor, if any, improvement in the solution. Thus, in MPNS-GRASP a stopping criterion based on Lagrangean Relaxation and Subgradient Optimization is proposed. Also, a different way for expanding the neighborhood search is used based on a new strategy, the Circle Restricted Local Search Moves strategy. A new variant of the Lin-Kernighan algorithm, called Random Backtracking Lin-Kernighan that helps the algorithm to diversify the search in non-promising regions of the search space is used in the Expanding Neighborhood Search phase of the algorithm. Finally, a Path Relinking Strategy is used in order to explore trajectories between elite solutions. The proposed algorithm is tested on numerous benchmark problems from TSPLIB with very satisfactory results.     

Bayesian Procrustes analysis with applications to hydrology

In this paper, we introduce Procrustes analysis in a Bayesian framework, by treating the classic Procrustes regression equation from a Bayesian perspective, while modeling shapes in two dimensions. The Bayesian approach allows us to compute point estimates and credible sets for the full Procrustes fit parameters. The methods are illustrated through an application to radar data from short-term weather forecasts (nowcasts), a very important problem in hydrology and meteorology.