a composite likelihood approach to binary spatial data abstract conventional geostatistics addresses the problem of estimation and prediction for continuous observations but in many practical applications in public health environmental remediation or ecological research the most commonly available data are in the form of counts e g number of cases or indicator variables denoting above or below threshold values also in many situations it is less expensive to obtain an imprecise categorical observation than to obtain precise measurements of the variable of interest such as a contaminant this article proposes a computationally simple method for estimation and prediction using binary or indicator data in space the proposed method is based on pairwise likelihood contributions and the large sample properties of the estimators are obtained in a straightforward manner we illustrate the methodology through application to indicator data related to gypsy moth defoliation in massachusetts

lorelogram a regression approach to exploring dependence in longitudinal categorical responses abstract we propose flexible regression estimators of the marginal pairwise log odds ratio measure of association for longitudinal categorical responses the function that we estimate is the log odds ratio analog of the correlogram hence we name the function the lorelogram measuring the association of categorical responses on the log odds scale allows ease of interpretation and allows pairwise association to remain unconstrained by the marginal means a feature not shared by correlations with binary or multinomial responses estimation of the function is achieved through the use of standard parametric estimating equations or through an extension of generalized additive models that allows nonparametric estimation of dependence functions for fixed smoothing parameters we apply the methodology to binary longitudinal data where scientific interest focuses on the dependence structure

goodness of fit tests for open capture recapture models on propose des tests generaux d ajustement pour le modele de jolly seber ces tests sont fondes sur des raisonnements conditionnels utilisant des statistiques minimales exhaustives les liens de ces tests avec les autres tests existant sont examines la procedure de test est illustree sur des donnees de capture recapture des campagnols

contact with friction in multi material arbitrary lagrangian eulerian formulations using x fem a contact method with friction for the multi dimensional lagrangian step in multi material arbitrary lagrangian eulerian ale formulations is presented in our previous research the extended finite element method x fem was used to create independent fields i e velocity strain rate force mass etc for each material in the problem to model contact without friction the research presented here includes the extension to friction and improvements to the accuracy and robustness of our previous study the accelerations of the multi material nodes are obtained by coupling the material force and mass fields as a function of the prescribed contact similarly the velocities of the multi material nodes are recalculated using the conservation of momentum when the prescribed contact requires it the coupling procedures impose the same nodal velocity on the coupled materials in the direction normal to their interface during the time step update as a result the overlap of materials is prevented and unwanted separation does not occur three different types of contacts are treated perfectly bonded frictionless slip and slip with friction example impact problems are solved and the numerical solutions are presented copyright 2008 john wiley sons ltd

statistical inference for poisson and multinomial models for capture recapture experiments summary the classical multinomial model used for estimating the size of a closed population is compared to the highly flexible poisson models introduced by cormack 1981 the multinomial model and generalizations of it which allow for dependence between samples may be obtained from that of cormack by conditioning on the population size the maximum likelihood estimators for n the population size and 0 the vector of parameters describing the capture process are the same in both models completely general formulae for the asymptotic variances of the maximum likelihood estimates of n for both models are given the substantial differences between the variances under the two models are discussed hypotheses concerning 0 may be tested using the log likelihood ratio the procedures which result from both models are asymptotically equivalent under the null hypothesis but differ in power under the alternative

an eulerian finite element formulation for modelling stationary finite strain elastic deformation processes a new finite element formulation aimed at the modelling of stationary finite strain elastic deformation processes is presented the new formulation is based on an eulerian description of motion and on the transport of the deformation gradient tensor copyright 2004 john wiley sons ltd

an extended finite element formulation for contact in multi material arbitrary lagrangian eulerian calculations a contact method for the multi dimensional lagrangian step in multi material arbitrary lagrangian eulerian ale formulations is presented the extended finite element method x fem is used to create independent fields i e velocity strain rate force mass etc for each material in the problem the accelerations of the multi material nodes are obtained by coupling the material force and mass fields as a function of the prescribed contact similarly the velocities of the multi material nodes are recalculated using the conservation of momentum when the prescribed contact requires it the coupling procedures impose the same nodal velocity on the coupled materials in the direction normal to their interface during the time step update as a result the overlap of materials is prevented and unwanted separation does not occur three different contacts are treated perfectly bonded frictionless slip and slip with friction example impact problems are solved and the numerical solutions are presented

treatment of contact separation in eulerian high speed multimaterial dynamic simulations summary a frictionless contact separation treatment in a sharp interface eulerian framework is presented to handle the general situation of high speed impact and separation of materials the algorithm has been developed for an established eulerian based cartesian grid multimaterial flow code in which the interfaces are tracked in a sharp manner using a standard narrow band level set approach boundary conditions have been applied using a modified ghost fluid method for elasto plastic materials the sharp interface treatment maintains the distinct interacting interfaces without smearing the contact zone while also removing the difficulties associated with lagrangian moving mesh entities in contact separation situations the algorithm has been tested and verified against experimental and numerical results for three different problems in the high strain rate regime which involve contact separation and sliding of materials copyright 2014 john wiley sons ltd

a mixture theory for contact in multi material eulerian formulations abstract multi material eulerian methods are attractive for solving a broad range of highly nonlinear problems in solid mechanics because they permit arbitrarily large deformations and automatically allow new free surfaces to evolve many of these problems involve the contact and separation of surfaces there is an extensive literature for including contact inequality constraints in lagrangian finite element methods but little consideration has been given to contact in eulerian methods the contact forces between adjacent bodies are governed by the mixture theory in the eulerian formulation making the mixture theory the natural starting point in the treatment of the contact inequalities a mixture theory that equilibrates the traction across the material interface and limits the shear stress according to a coulomb friction law is developed

an eulerian particle level set method for compressible deforming solids with arbitrary eos in this study an eulerian finite volume method is developed for the numerical simulation of elastic plastic response of compressible solid materials with arbitrary equation of state eos under impact loading the governing equations of mass momentum and energy along with evolution equations for deviatoric stresses are solved in eulerian conservation law form since the position of material boundaries is determined implicitly by eulerian schemes the solution procedure is split into two separate subproblems which are solved sequentially at each time step first the conserved variables are evolved in time with appropriate boundary conditions at the material interfaces in the present work a fourth order central weighted essentially non oscillatory shock capturing method that was developed for gas dynamics has been extended to high strain rate solids problems in this method fluxes are determined on a staggered grid at places where solution is smooth as a result the method does not rely on the solution of riemann problems but enjoys the flexibility of using any type of eos boundary conditions at material interfaces are also treated by a special ghost cell approach then in the second subproblem the position of material interfaces is advanced to the new time using a particle level set method a fifth order godunov type central scheme is used to solve the hamilton jacobi equation of level sets in two space dimensions the capabilities of the proposed method are evaluated at the end by comparing numerical results with the experimental results and the reported benchmark solutions for the taylor rod impact spherical groove jetting and void collapse problems copyright 2009 john wiley sons ltd

markov regression models for time series a quasi likelihood approach this paper discusses a quasi likelihood ql approach to regression analysis with time series data we consider a class of markov models referred to by cox 1981 scandinavian journal of statistics 8 93 115 as observation driven models in which the conditional means and variances given the past are explicit functions of past outcomes the class includes autoregressive and markov chain models for continuous and categorical observations as well as models for counts e g poisson and continuous outcomes with constant coefficient of variation e g gamma we focus on poisson and gamma data for illustration analogous to ql for independent observations large sample properties of the regression coefficients depend only on correct specification of the first conditional moment

a time series analysis of binary data abstract binary data d 1 d 2 dn are assumed to be generated by an underlying real valued strictly stationary process xk and a response function f for a given monotone nondecreasing function f from r to 0 1 dk takes on 1 with probability f xk and 0 with probability 1 f xk where xk xk it is shown that all strictly stationary binary processes are characterized by such a procedure several approximations to the n dimensional joint probabilities of dk are developed when xk is a gaussian first order autoregressive process model building procedures and methods by which to estimate parameters of a given model are discussed the predictor of d n 1 that minimizes probability of error among all randomized rules is determined and for certain cases a bound for this probability is found

on binary time series obtained from continuous time point processes describing rainfall recent work on modeling rainfall occurrence has used continuous time point process models in many cases the available data is not sufficiently precise to properly fit such a model for example if only occurrence or nonoccurrence of precipitation is given daily a more appropriate model would be a binary time series in this work we relate some parameters of the time series thus obtained to parameters of the underlying but not observed continuous time process we carry out the details for several models proposed in the literature such as the neyman scott poisson cluster process and the smith karr renewal cox process an application of the theory is illustrated on some washington state rainfall data

a class of logistic regression models for multivariate binary time series abstract a logistic model for multivariate binary time series is proposed first we establish the equivalence between a log linear model for the marginal distribution of a multivariate binary random vector and logistic models for the conditional distributions of each component given the others the logistic formulation is used to describe a markov chain for each series which implies a markov model for the vector of time series a pseudolikelihood estimation procedure is presented the methods are illustrated with data on psychosomatic and psychological diagnoses for families in a health maintenance plan

a high order godunov method for multiple condensed phases presented in this work is a nonlinear adaptive nonreflecting boundary condition nrbc that when compared with classical local nrbcs further reduces the wave reflection error at far fields in the numerical simulation of wave dominated problems a nonlinear procedure can considerably improve the accuracy of nrbcs even if the problem itself is linear as in the case of the 2d wave equation in fact the first and second order nrbcs of engquist and majda can be modified by adding proper weights to the coefficients of the difference equations the weights are adaptively determined in such a way that the angle of complete absorption is locally coincident with the outgoing wave direction the theoretical reflection coefficients and the numerical experiments show that a considerable reduction of the numerical error due to wave reflections is achieved by applying the present adaptive algorithm

a finite strain eulerian formulation for compressible and nearly incompressible hyperelasticity using high order b spline finite elements summary we present a numerical formulation aimed at modeling the nonlinear response of elastic materials using large deformation continuum mechanics in three dimensions this finite element formulation is based on the eulerian description of motion and the transport of the deformation gradient when modeling a nearly incompressible solid the transport of the deformation gradient is decomposed into its isochoric part and the jacobian determinant as independent fields a homogeneous isotropic hyperelastic solid is assumed and b splines based finite elements are used for the spatial discretization a variational multiscale residual based approach is employed to stabilize the transport equations the performance of the scheme is explored for both compressible and nearly incompressible applications the numerical results are in good agreement with theory illustrating the viability of the computational scheme copyright 2011 john wiley sons ltd

post release stratification in band recovery models brownie et al statistical inferencefrom band recovery data a handbook 2nd edition washington d c fish and wildlife service u s department of the interior 1985 present methodology for the analysis of band recovery data when all animals are assumed to behave independently and all animals are homogeneous with respect to annual survival and band recovery rates we extend these results and investigate band recovery models in cases where stratum assignment takes place after the banded animals are released usually at recovery time and each stratum may have different annual survival rates or band recovery rates or both estimation under four possible models is examined tests to distinguish among models the asymptotic power of the tests and goodness of fit tests for each model are also developed the methods are applied to band recoveries of north american mallards by flyways

mark recapture models with parameters constant in time the jolly seber method which allows for both death and immigration is easy to apply but often requires a larger number of parameters to be estimated tha would otherwise be necessary if i survival rate phi or ii probability of capture p or iii both phi and p can be assumed constant over the experimental period models with a reduced number of parameters are desirable in the present paper maximum likelihood ml solutions for these three situations are derived from the general ml equations of jolly 1979 in sampling biological populations r m cormack g p patil and d s robson eds 277 282 a test is proposed for heterogeneity arising from a breakdown of assumptions in the general jolly seber model tests for constancy of phi and p are provided an example is given in which these models are fitted to data from a local butterfly population

some models for discretized series of events a discretized series of events is a binary time series that indicates whether or not events of a point process in the line occur in successive intervals such data are common in environmental applications we describe a class of models for them based on an unobserved continuous time discrete state markov process which determines the rate of a doubly stochastic poisson process from which the binary time series is constructed by discretization we discuss likelihood inference for these processes and their second order properties and extend them to multiple series an application involves modeling the times of exposures to air pollution at a number of receptors in western europe

a general methodology for maximum likelihood inference from band recovery data description d une procedure numerique permettant d obtenir les estimations du maximum de vraisemblance et les statistiques associees adaptees a des donnees de reprises d individus bagues

an extended eulerian method for contacts in godunov formulations summary this paper offers a new method to treat contacts in eulerian godunov formulations the inadequacy of classic eulerian formulations to describe contacts behavior is identified in the lack of degrees of freedom this limitation is overcome by employing a set of state variables per material for the calculation of multi material elements and faces the extra state variables allow for the independent analysis of the materials present in the problem materials interactions are characterized by introducing contact constraints in the formulation the locality of the method limits the memory burden copyright 2012 john wiley sons ltd

unified maximum likelihood estimates for closed capture recapture models using mixtures summary agresti 1994 biometrics50 494 500 and norris and pollock 1996a biometrics52 639 649 suggested using methods of finite mixtures to partition the animals in a closed capture recapture experiment into two or more groups with relatively homogeneous capture probabilities this enabled them to fit the models mh mbh norris and pollock and mth agresti of otis et al 1978 wildlife monographs62 1 135 in this article finite mixture partitions of animals and or samples are used to give a unified linear logistic framework for fitting all eight models of otis et al by maximum likelihood likelihood ratio tests are available for model comparisons for many data sets a simple dichotomy of animals is enough to substantially correct for heterogeneity induced bias in the estimation of population size although there is the option of fitting more than two groups if the data warrant it

a markov renewal model for rainfall occurrences a probabilistic model for the temporal description of daily rainfall occurrences at a single location is presented by defining an event as a day with measurable precipitation the model is cast into the discrete time point process framework in the proposed model the sequence of times between events is formed by sampling from two geometric distributions according to transition probabilities specified by a markov chain the model belongs to the class of markov renewal processes and exhibits clustering relative to the independent bernoulli process as a special case it reduces to a renewal model with a mixture distribution for the interarrival times the rainfall occurrence model coupled with a mixed exponential distribution for the nonzero daily rainfall amounts was applied to the daily rainfall series for snoqualmie falls washington and was successful in preserving the short term structure of the occurrence process as well as the distributional properties of the seasonal rainfall amounts