Improved bridge constructs for stochastic differential equations

We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an Itô stochastic differential equation conditional on an observation taken at a fixed future time-point. Such realisations are typically termed diffusion bridges. Since, in general, no closed form expression exists for the transition densities of the process of interest, a widely adopted solution works with the Euler–Maruyama approximation, by replacing the intractable transition densities with Gaussian approximations. However, the density of the conditioned discrete-time process remains intractable, necessitating the use of computationally intensive methods such as Markov chain Monte Carlo. Designing an efficient proposal mechanism which can be applied to a noisy and partially observed system that exhibits nonlinear dynamics is a challenging problem, and is the focus of this paper. By partitioning the process into two parts, one that accounts for nonlinear dynamics in a deterministic way, and another as a residual stochastic process, we develop a class of novel constructs that bridge the residual process via a linear approximation. In addition, we adapt a recently proposed construct to a partial and noisy observation regime. We compare the performance of each new construct with a number of existing approaches, using three applications.     

Transformational Leadership, Organizational Culture, Organizational Effectiveness, and Programme Outcomes in Non-Governmental Organizations

This study examines whether transformational leadership influences organizational culture that furthers NGOs?? effectiveness. It also examines whether transformational leadership at the top directly influences NGOs?? effectiveness. Further, it tests whether NGO effectiveness improves the programme outcomes in terms of health, income, education, and happiness of villagers. Data were collected from 312 NGOs in Jharkhand state (India). Transformational leadership, organizational culture, and NGO effectiveness were assessed from NGO personnel using standard instruments, and programme outcomes on health, income, education, and happiness were evaluated from villagers using wooden cubes. Findings reveal that transformational leadership builds organizational culture that furthers NGO effectiveness. Transformational leadership does not influence directly NGO effectiveness but it enhances NGO effectiveness promoting organizational culture. Furthermore, NGO effectiveness improves the outcomes of programmes undertaken by NGOs in terms of better health, income, education, and happiness of beneficiaries.     

Selecting the normal population with the smallest variance: A restricted subset selection rule

Consider k( ? 2) normal populations whose means are all known or unknown and whose variances are unknown. Let σ²_[1] ? ??? ? σ_[k]² denote the ordered variances. Our goal is to select a non empty subset of the k populations whose size is at most m(1 ? m ? k ? 1) so that the population associated with the smallest variance (called the best population) is included in the selected subset with a guaranteed minimum probability P* whenever σ²_[2]/σ_[1]² ? δ* > 1, where P* and δ* are specified in advance of the experiment. Based on samples of size n from each of the populations, we propose and investigate a procedure called R_BCP. We also derive some asymptotic results for our procedure. Some comparisons with an earlier available procedure are presented in terms of the average subset sizes for selected slippage configurations based on simulations. The results are illustrated by an example.     

Bayesian averaging of classical estimates in asymmetric vector autoregressive models

The estimated vector autoregressive (VAR) model is sensitive to model misspecifications, resulting to biased and inconsistent parameter estimates. This article extends the Bayesian averaging of classical estimates, a robustness procedure in cross-section data, to a vector time-series that is estimated using a large number of asymmetric VAR models. The proposed procedure was applied to simulated data from various forms of model misspecifications. The results of the simulation suggest that, under misspecification problems, particularly if an important variable and moving average (MA) terms were omitted, the proposed procedure gives robust results and better forecasts than the automatically selected equal lag-length VAR model.     

Bayesian Design of Special Type of Double Sampling Plans for Compliance Testing

Bayesian acceptance sampling plans, which utilize prior information on the process variation, can be employed as an alternative to conventional types of plans for taking decisions on the disposition of submitted lots. A special type of double sampling inspection plans by attributes with small acceptance numbers using Bayesian methodology is presented in this paper emphasizing its significance over small acceptance number single sampling plans. The procedures for designing such sampling plans for specified degree of discrimination which would ensure protection to the producer and consumer are discussed with illustrations under the conditions for the application of gamma-Poisson distribution.     

Empty Looks or Paying Attention? Exploring Infants' Visual Behavior during Encoding of an Elicited Imitation Task

Recently, there has been an increased interest in the relationship between looking time during encoding and subsequent memory performance in imitation tasks. Hitherto, the results have been inconclusive: one line of research supporting the link between looking time and performance and another line finding no relation. The existing studies may, however, have been restricted by using small samples, limited looking time measures, and short retention intervals. We here examined the relationship between the encoding process by means of looking time as well as pupil dilation (by means of eye‐tracking technology) in sixty‐eight 20‐month‐old infants participating in an elicited imitation task and their subsequent memory performance (at an encoding test and at a 2‐week delayed recall test). Additional twenty‐two infants provided baseline measures. Simple looking time (assessed as fixation duration) did not correlate consistently with subsequent memory measures. In some cases, however, looking time correlated negatively with imitation scores. In contrast, positive correlations were found between pupil dilation and some of the memory measures, suggesting that pupil dilation may be a more sensitive tool compared to looking time measures.     

Odd-Burr generalized family of distributions with some applications

We study a new family of continuous distributions with two extra shape parameters called the Burr generalized family of distributions. We investigate the shapes of the density and hazard rate function. We derive explicit expressions for some of its mathematical quantities. The estimation of the model parameters is performed by maximum likelihood. We prove the flexibility of the new family by means of applications to two real data sets. Furthermore, we propose a new extended regression model based on the logarithm of the Burr generalized distribution. This model can be very useful to the analysis of real data and provide more realistic fits than other special regression models.     

A Preliminary Evaluation of the 1-2-3-Magic Parenting Program in an Australian Community Services Setting

Cognitive-behavioural parenting programs provide caregivers with alternative strategies to harsh disciplining practices but the choice of programs that are evidence-based in Australia is limited. Australian community service workers suggest that having a choice of evidence-based programs is important when matching programs to client needs, and that 1-2-3 Magic is a program used widely in Australia despite its small Australian evidence base. The efficacy of the 1-2-3 Magic program has previously been shown in a controlled trial in an Australian university research setting but little is known about its effectiveness in a “real-world” setting. This study examined a three-session group-format of the Australian 1-2-3 Magic & Emotion Coaching program in a typical metropolitan community service setting. Thirty-eight caregivers with children aged 2–6 years reported a significant decrease in disruptive child behaviour (ECBI), permissive parenting (PS), and parental depression and stress (DASS) from pre- to post-intervention, with results maintained at 3-month follow-up. While these findings suggest that a brief 1-2-3 Magic program is beneficial, it is important to note that methodological limitations (intervention-group only study design and possible confounding variables) do not allow ruling out alternative causes for these improvements. Further research will be needed to confirm that this program can generalise to “real-world” settings.