Reports of Conferences,Institutes, and Seminars

This installment of "Serials Spoken Here" covers events that transpired between late September and late October 2008. Reported herein are two Webinars, one on ONIX for Serials, the other on SUSHI, and two conferences: the eighty-fourth annual Meeting of the Potomac Technical Processing Librarians and the New England Library Association's Annual Conference.     

Hypotheses testing: Poisson versus stress-release

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a stress-release point process. The underlying family of measures is locally asymptotically quadratic and we describe the behavior of score-function, likelihood ratio and Wald tests in the asymptotics of large samples. The results of numerical simulations are presented.     

Order statistics from trivariate normal and -distributions in terms of generalized skew-normal and skew- distributions

We consider here a generalization of the skew-normal distribution, GSN(λ₁,λ₂,ρ), defined through a standard bivariate normal distribution with correlation ρ, which is a special case of the unified multivariate skew-normal distribution studied recently by Arellano-Valle and Azzalini [2006. On the unification of families of skew-normal distributions. Scand. J. Statist. 33, 561–574]. We then present some simple and useful properties of this distribution and also derive its moment generating function in an explicit form. Next, we show that distributions of order statistics from the trivariate normal distribution are mixtures of these generalized skew-normal distributions; thence, using the established properties of the generalized skew-normal distribution, we derive the moment generating functions of order statistics, and also present expressions for means and variances of these order statistics.Next, we introduce a generalized skew-t_ν distribution, which is a special case of the unified multivariate skew-elliptical distribution presented by Arellano-Valle and Azzalini [2006. On the unification of families of skew-normal distributions. Scand. J. Statist. 33, 561–574] and is in fact a three-parameter generalization of Azzalini and Capitanio's [2003. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution. J. Roy. Statist. Soc. Ser. B 65, 367–389] univariate skew-t_ν form. We then use the relationship between the generalized skew-normal and skew-t_ν distributions to discuss some properties of generalized skew-t_ν as well as distributions of order statistics from bivariate and trivariate t_ν distributions. We show that these distributions of order statistics are indeed mixtures of generalized skew-t_ν distributions, and then use this property to derive explicit expressions for means and variances of these order statistics.     

A new estimation method for Weibull-type tails based on the mean excess function

Studying the right tail of a distribution, one can classify the distributions into three classes based on the extreme value index γ$\gamma$. The class γ>0$\gamma >0$ corresponds to Pareto-type or heavy tailed distributions, while γ<0$\gamma <0$ indicates that the underlying distribution has a finite endpoint. The Weibull-type distributions form an important subgroup within the Gumbel class with γ=0$\gamma =0$. The tail behaviour can then be specified using the Weibull tail index. Classical estimators of this index show severe bias. In this paper we present a new estimation approach based on the mean excess function, which exhibits improved bias and mean squared error. The asserted properties are supported by simulation experiments and asymptotic results. Illustrations with real life data sets are provided.     

A counterexample to Beder's conjectures about Hadamard matrices

In this note we provide a counterexample which resolves conjectures about Hadamard matrices made in this journal. Beder [1998. Conjectures about Hadamard matrices. Journal of Statistical Planning and Inference 72, 7–14] conjectured that if H$\mathit{H}$ is a maximal m×n$m\times n$ row-Hadamard matrix then m is a multiple of 4; and that if n   is a power of 2 then every row-Hadamard matrix can be extended to a Hadamard matrix. Using binary integer programming we obtain a maximal 13×32$13\times 32$ row-Hadamard matrix, which disproves both conjectures. Additionally for n being a multiple of 4 up to 64, we tabulate values of m   for which we have found a maximal row-Hadamard matrix. Based on the tabulated results we conjecture that a m×n$m\times n$ row-Hadamard matrix with m?n-7$m?n-7$ can be extended to a Hadamard matrix.     

A robust QTL mapping procedure

In quantitative trait linkage studies using experimental crosses, the conventional normal location-shift model or other parameterizations may be unnecessarily restrictive. We generalize the mapping problem to a genuine nonparametric setup and provide a robust estimation procedure for the situation where the underlying phenotype distributions are completely unspecified. Classical Wilcoxon–Mann–Whitney statistics are employed for point and interval estimation of QTL positions and effects.     

Two-dimensional generalisations of dynamic programming for image analysis

Dynamic programming (DP) is a fast, elegant method for solving many one-dimensional optimisation problems but, unfortunately, most problems in image analysis, such as restoration and warping, are two-dimensional. We consider three generalisations of DP. The first is iterated dynamic programming (IDP), where DP is used to recursively solve each of a sequence of one-dimensional problems in turn, to find a local optimum. A second algorithm is an empirical, stochastic optimiser, which is implemented by adding progressively less noise to IDP. The final approach replaces DP by a more computationally intensive Forward-Backward Gibbs Sampler, and uses a simulated annealing cooling schedule. Results are compared with existing pixel-by-pixel methods of iterated conditional modes (ICM) and simulated annealing in two applications: to restore a synthetic aperture radar (SAR) image, and to warp a pulsed-field electrophoresis gel into alignment with a reference image. We find that IDP and its stochastic variant outperform the remaining algorithms.     

Nonparametric density deconvolution by weighted kernel estimators

Nonparametric density estimation in the presence of measurement error is considered. The usual kernel deconvolution estimator seeks to account for the contamination in the data by employing a modified kernel. In this paper a new approach based on a weighted kernel density estimator is proposed. Theoretical motivation is provided by the existence of a weight vector that perfectly counteracts the bias in density estimation without generating an excessive increase in variance. In practice a data driven method of weight selection is required. Our strategy is to minimize the discrepancy between a standard kernel estimate from the contaminated data on the one hand, and the convolution of the weighted deconvolution estimate with the measurement error density on the other hand. We consider a direct implementation of this approach, in which the weights are optimized subject to sum and non-negativity constraints, and a regularized version in which the objective function includes a ridge-type penalty. Numerical tests suggest that the weighted kernel estimation can lead to tangible improvements in performance over the usual kernel deconvolution estimator. Furthermore, weighted kernel estimates are free from the problem of negative estimation in the tails that can occur when using modified kernels. The weighted kernel approach generalizes to the case of multivariate deconvolution density estimation in a very straightforward manner.     

Automating and evaluating reversible jump MCMC proposal distributions

The reversible jump Markov chain Monte Carlo (MCMC) sampler (Green in Biometrika 82:711–732, 1995) has become an invaluable device for Bayesian practitioners. However, the primary difficulty with the sampler lies with the efficient construction of transitions between competing models of possibly differing dimensionality and interpretation. We propose the use of a marginal density estimator to construct between-model proposal distributions. This provides both a step towards black-box simulation for reversible jump samplers, and a tool to examine the utility of common between-model mapping strategies. We compare the performance of our approach to well established alternatives in both time series and mixture model examples.     

Cemetery locus as a mechanism of socio-cultural identity

In cultural studies of cemetery locus there is a very important aspect of understanding the cemetery as a tool for the formation of the socio-cultural identity of living people. I adhere to the point of view that the cemetery has always produced, and continues to produce, a variety of identities. While during the pre-Modern period the cemetery was a necessary element of individual self-understanding as a member of a certain community, in the Modern era the cemetery produces more particularistic identities. Modernity generates some universal and abstract schemes of identification, and by means of the repression of death from public consciousness, cemeteries lose their role as a focal point in social communication. I draw attention to the radical utopian ideas of the Russian philosopher Nikolai Fedorov, who not only considered the cemetery as a locus of memory, but also proclaimed the task of the transformation of cemeteries into a base for universal work on resurrection of dead ancestors and the restoration of brotherly relations in all mankind.