Reconstruction of populations by stochastic optimization: Sensitivity analysis

The reconstruction of populations by stochastic optimization solves the nontrivial problem of finding demographic flows from population registers or vital statistics and censuses, if available. These flows allow the reconstruction of stocks (age pyramids and vital statistics). After a review of reconstruction methods, the sensitivity analysis shows the robustness of the method by stochastic optimization to flawed or missing values, to the length of the reconstruction period, and to variations in the actual demographic flows.     

An algorithmic approach to construct D-optimal saturated designs for logistic model

In this paper, locally D-optimal saturated designs for a logistic model with one and two continuous input variables have been constructed by modifying the famous Fedorov exchange algorithm. A saturated design not only ensures the minimum number of runs in the design but also simplifies the row exchange computation. The basic idea is to exchange a design point with a point from the design space. The algorithm performs the best row exchange between design points and points form a candidate set representing the design space. Naturally, the resultant designs depend on the candidate set. For gain in precision, intuitively a candidate set with a larger number of points and the low discrepancy is desirable, but it increases the computational cost. Apart from the modification in row exchange computation, we propose implementing the algorithm in two stages. Initially, construct a design with a candidate set of affordable size and then later generate a new candidate set around the points of design searched in the former stage. In order to validate the optimality of constructed designs, we have used the general equivalence theorem. Algorithms for the construction of optimal designs have been implemented by developing suitable codes in R.     

Some properties of Lin–Wong divergence on the past lifetime data

Measures of statistical divergence are used to assess mutual similarities between distributions of multiple variables through a variety of methodologies including Shannon entropy and Csiszar divergence. Modified measures of statistical divergence are introduced throughout the present article. Those modified measures are related to the Lin–Wong (LW) divergence applied on the past lifetime data. Accordingly, the relationship between Fisher information and the LW divergence measure was explored when applied on the past lifetime data. Throughout this study, a number of relations are proposed between various assessment methods which implement the Jensen–Shannon, Jeffreys, and Hellinger divergence measures. Also, relations between the LW measure and the Kullback–Leibler (KL) measures for past lifetime data were examined. Furthermore, the present study discusses the relationship between the proposed ordering scheme and the distance interval between LW and KL measures under certain conditions.     

HDDA: DataSifter: statistical obfuscation of electronic health records and other sensitive datasets

There are no practical and effective mechanisms to share high-dimensional data including sensitive information in various fields like health financial intelligence or socioeconomics without compromising either the utility of the data or exposing private personal or secure organizational information. Excessive scrambling or encoding of the information makes it less useful for modelling or analytical processing. Insufficient preprocessing may compromise sensitive information and introduce a substantial risk for re-identification of individuals by various stratification techniques. To address this problem, we developed a novel statistical obfuscation method (DataSifter) for on-the-fly de-identification of structured and unstructured sensitive high-dimensional data such as clinical data from electronic health records (EHR). DataSifter provides complete administrative control over the balance between risk of data re-identification and preservation of the data information. Simulation results suggest that DataSifter can provide privacy protection while maintaining data utility for different types of outcomes of interest. The application of DataSifter on a large autism dataset provides a realistic demonstration of its promise practical applications.     

Multilevel maximum likelihood estimation with application to covariance matrices

The asymptotic variance of the maximum likelihood estimate is proved to decrease when the maximization is restricted to a subspace that contains the true parameter value. Maximum likelihood estimation allows a systematic fitting of covariance models to the sample, which is important in data assimilation. The hierarchical maximum likelihood approach is applied to the spectral diagonal covariance model with different parameterizations of eigenvalue decay, and to the sparse inverse covariance model with specified parameter values on different sets of nonzero entries. It is shown computationally that using smaller sets of parameters can decrease the sampling noise in high dimension substantially.     

New calibration estimator based on two auxiliary variables in stratified sampling

In recent years, calibration estimation has become an important field of research in survey sampling. This paper proposes a new calibration estimator for the population mean in the presence of two auxiliary variables in stratified sampling. The theory of new calibration estimator is given and optimum calibration weights are derived. A simulation study is carried out to performance of the proposed calibration estimator over other existing calibration estimators. The results reveal that the proposed calibration estimators are more efficient than other existing calibration estimators in stratified sampling.     

Blinded continuous monitoring in clinical trials with recurrent event endpoints

In studies with recurrent event endpoints, misspecified assumptions of event rates or dispersion can lead to underpowered trials or overexposure of patients. Specification of overdispersion is often a particular problem as it is usually not reported in clinical trial publications. Changing event rates over the years have been described for some diseases, adding to the uncertainty in planning. To mitigate the risks of inadequate sample sizes, internal pilot study designs have been proposed with a preference for blinded sample size reestimation procedures, as they generally do not affect the type I error rate and maintain trial integrity. Blinded sample size reestimation procedures are available for trials with recurrent events as endpoints. However, the variance in the reestimated sample size can be considerable in particular with early sample size reviews. Motivated by a randomized controlled trial in paediatric multiple sclerosis, a rare neurological condition in children, we apply the concept of blinded continuous monitoring of information, which is known to reduce the variance in the resulting sample size. Assuming negative binomial distributions for the counts of recurrent relapses, we derive information criteria and propose blinded continuous monitoring procedures. The operating characteristics of these are assessed in Monte Carlo trial simulations demonstrating favourable properties with regard to type I error rate, power, and stopping time, ie, sample size.     

Shannon Information In k-records

In this article, we present results on the Shannon information (SI) contained in upper(lower) k-record values and associated k-record times. We then establish an interesting relationship between the SI content of a random sample of fixed size, and the SI in the data consisting of sequential maxima. We also consider the information contained in the k-record data from an inverse sampling plan (ISP).     

Simultaneous Confidence Intervals for the Population Cell Means,for Two-by-Two Factorial Data,that Utilize Uncertain Prior Information

Consider a two-by-two factorial experiment with more than one replicate. Suppose that we have uncertain prior information that the two-factor interaction is zero. We describe new simultaneous frequentist confidence intervals for the four population cell means, with simultaneous confidence coefficient 1 ? α, that utilize this prior information in the following sense. These simultaneous confidence intervals define a cube with expected volume that (a) is relatively small when the two-factor interaction is zero and (b) has maximum value that is not too large. Also, these intervals coincide with the standard simultaneous confidence intervals obtained by Tukey’s method, with simultaneous confidence coefficient 1 ? α, when the data strongly contradict the prior information that the two-factor interaction is zero. We illustrate the application of these new simultaneous confidence intervals to a real data set.