bluuebunny/crossref_metadata_2025_split huggingface dataset:
Non-conjugate Prior Distribution Assessment for Multivariate Normal Sampling
Authors: Garthwaite Paul H. , Al-Awadhi Shafeeqah A. 
Published: March 2003

Summary
Elicitation methods are proposed for quantifying expert opinion about a multivariate normal sampling model. The natural conjugate prior family imposes a relationship between the mean vector and the covariance matrix that can portray an expert's opinion poorly. Instead we assume that opinions about the mean and the covariance are independent and suggest innovative forms of question which enable the expert to quantify separately his or her opinion about each of these parameters. Prior opinion about the mean vector is modelled by a multivariate normal distribution and about the covariance matrix by both an inverse Wishart distribution and a generalized inverse-Wishart (GIW) distribution. To construct the latter, results are developed that give insight into the GIW parameters and their interrelationships. Certain of the elicitation methods exploit unconditional assessments as fully as possible, since these can reflect an expert's beliefs more accurately than conditional assessments. Methods are illustrated through an example.
Smoothing for Discrete-Valued Time Series
Authors: Cai Zongwu , Yao Qiwei , Zhang Wenyang 
Published: March 2003

Summary
We deal with smoothed estimators for conditional probability functions of discrete-valued time series {Yt} under two different settings. When the conditional distribution of Yt given its lagged values falls in a parametric family and depends on exogenous random variables, a smoothed maximum (partial) likelihood estimator for the unknown parameter is proposed. While there is no prior information on the distribution, various nonparametric estimation methods have been compared and the adjusted Nadaraya–Watson estimator stands out as it shares the advantages of both Nadaraya–Watson and local linear regression estimators. The asymptotic normality of the estimators proposed has been established in the manner of sparse asymptotics, which shows that the smoothed methods proposed outperform their conventional, unsmoothed, parametric counterparts under very mild conditions. Simulation results lend further support to this assertion. Finally, the new method is illustrated via a real data set concerning the relationship between the number of daily hospital admissions and the levels of pollutants in Hong Kong in 1994–1995. An ad hoc model selection procedure based on a local Akaike information criterion is proposed to select the significant pollutant indices.
Particle Filtering for Partially Observed Gaussian State Space Models
Authors: Andrieu Christophe , Doucet Arnaud 
Published: March 2003

SummarySolving Bayesian estimation problems where the posterior distribution evolves over time through the accumulation of data has many applications for dynamic models. A large number of algorithms based on particle filtering methods, also known as sequential Monte Carlo algorithms, have recently been proposed to solve these problems. We propose a special particle filtering method which uses random mixtures of normal distributions to represent the posterior distributions of partially observed Gaussian state space models. This algorithm is based on a marginalization idea for improving efficiency and can lead to substantial gains over standard algorithms. It differs from previous algorithms which were only applicable to conditionally linear Gaussian state space models. Computer simulations are carried out to evaluate the performance of the proposed algorithm for dynamic tobit and probit models.
Parametric Multiplicative Intensities Models Fitted to Bus Motor Failure Data
Authors: Lindsey J. K. 
Published: March 2003

SUMMARY
Classes of two- and three-parameter multiplicative intensities models are presented. These have the advantage that they can be simply fitted by standard software. The two-parameter models include the Weibull and extreme value models, whereas the three-parameter models can have bathtub-shaped forms. The bus motor failure data are reanalysed to show that all five failures of the 191 buses can be adequately described by the same two-parameter multiplicative intensity model based on the squared logarithm of distance travelled in service since previous repair. This is a new member of the multiplicative intensity family, based on the squared logarithm of distance, or of time for survival data.
Charpy Impact Energy Data: A Markov Chain Monte Carlo Analysis
Authors: Stephens D. A. , Smith A. F. M. 
Published: March 2003

SUMMARY
To assess radiation damage in steel for reactor pressure vessels in the nuclear industry, specimens are subjected to the Charpy test, which measures how much energy a specimen can absorb at a given test temperature before cracking. The resulting Charpy impact energy data are well represented by a three-parameter Burr curve as a function of test temperature, in which the parameters of the Burr curve are themselves dependent on irradiation dose. The resulting non-linear model function, combined with heteroscedastic random errors, gives rise to complicated likelihood surfaces that make conventional statistical techniques difficult to implement. To compute estimates of parameters of practical interest, Markov chain Monte Carlo sampling-based techniques are implemented. The approach is applied to 40 data sets from specimens subjected to no irradiation or one or two doses of irradiation. The influence of irradiation dose on the amount of energy absorbed is investigated.
The Binomial Failure Rate Mixture Model for Common Cause Failure Data From the Nuclear Industry
Authors: Kvam Paul H. 
Published: March 2003

SUMMARY
A model for the lifetime of a system is considered in which the system is susceptible to simultaneous failures of two or more components, the failures having a common external cause. Three sets of discrete failure data from the US nuclear industry are examined to motivate and illustrate the model derivation: they are for motor-operated valves, cooling fans and emergency diesel generators. To achieve target reliabilities, these components must be placed in systems that have built-in redundancy. Consequently, multiple failures due to a common cause are critical in the risk of core meltdown. Vesely has offered a simple methodology for inference, called the binomial failure rate model: external events are assumed to be governed by a Poisson shock model in which resulting shocks kill X out of m system components, X having a binomial distribution with parameters (m, p), 0&lt;p&lt;1. In many applications the binomial failure rate model fits failure data poorly, and the model has not typically been applied to probabilistic risk assessments in the nuclear industry. We introduce a realistic generalization of the binomial failure rate model by assigning a mixing distribution to the unknown parameter p. The distribution is generally identifiable, and its unique nonparametric maximum likelihood estimator can be obtained by using a simple iterative scheme.
Exact Principal Component Influence Measures Applied to the Analysis of Spectroscopic Data on Rice
Authors: Mertens B. J. A. 
Published: March 2003

SUMMARY
Exact influence measures are applied in the evaluation of a principal component decomposition for high dimensional data. Some data used for classifying samples of rice from their near infra-red transmission profiles, following a preliminary principal component analysis, are examined in detail. A normalization of eigenvalue influence statistics is proposed which ensures that measures reflect the relative orientations of observations, rather than their overall Euclidean distance from the sample mean. Thus, the analyst obtains more information from an analysis of eigenvalues than from approximate approaches to eigenvalue influence. This is particularly important for high dimensional data where a complete investigation of eigenvector perturbations may be cumbersome. The results are used to suggest a new class of influence measures based on ratios of Euclidean distances in orthogonal spaces.
Application of Markov Chain Monte Carlo Methods to Modelling Birth Prevalence of Down Syndrome
Authors: Bray Isabelle , Wright David E. 
Published: March 2003

SUMMARY
Data collected before the routine application of prenatal screening are of unique value in estimating the natural live-birth prevalence of Down syndrome. However, much of these data are from births from over 20 years ago and they are of uncertain quality. In particular, they are subject to varying degrees of underascertainment. Published approaches have used ad hoc corrections to deal with this problem or have been restricted to data sets in which ascertainment is assumed to be complete. In this paper we adopt a Bayesian approach to modelling ascertainment and live-birth prevalence. We consider three prior specifications concerning ascertainment and compare predicted maternal-age-specific prevalence under these three different prior specifications. The computations are carried out by using Markov chain Monte Carlo methods in which model parameters and missing data are sampled.
Stochastic Templates for Aquaculture Images and a Parallel Pattern Detector
Authors: De Souza K. M. A. , Kent J. T. , Mardia K. V. 
Published: March 2003

SUMMARY
A general statistical approach is presented for the identification of objects in digital images, motivated by an application in aquaculture involving underwater images of fish. Using Procrustes analysis, a point distribution model is fitted on a set of training images and used as a prior distribution for the shape of a deformable template. The likelihood of a proposed template is calculated in terms of the response from a feature detector along the boundary of the template. The posterior distribution of template variables is examined by using Markov chain Monte Carlo analysis. A key challenge in the aquaculture application is the variable nature of edges arising from the surface curvature of fish and the low contrast between the foreground and background. Conventional gradient-based edge detection proves inadequate, but a parallel pattern detector copes much better. Results are presented for a fully automated analysis of the database. The strengths and weaknesses of this approach are discussed and future developments are outlined.
Modelling and Analysis of Data that Exhibit Temporal Decay
Authors: Faddy M. F. , Jones M. C. 
Published: March 2003

SUMMARY
Two recent examples of data from statistical consulting work form the basis of this paper. Both data sets arose from situations where temporal decay was expected, and different models for this are discussed, in particular, variants on simple exponential decay: hyperexponential (or mixed exponential) decay and models based on differential equations. Nonparametric estimation, using local quadratic smoothing of the data, of components of these models is discussed and employed to help to check the appropriateness or otherwise of existing parametric analyses of the data. In one example, the suitability of the parametric analysis is confirmed; in the other, the parametric assumptions made at the time are shown to have some flaws, and an improved parametric analysis is provided.
Factors Influencing Soay Sheep Survival
Authors: Catchpole E. A. , Morgan B. J. T. , Coulson T. N. , Freeman S. N. , Albon S. D. 
Published: March 2003

SUMMARY
We present a survival analysis of Soay sheep mark recapture and recovery data. Unlike previous conditional analyses, it is not necessary to assume equality of recovery and recapture probabilities; instead these are estimated by maximum likelihood. Male and female sheep are treated separately, with the higher numbers and survival probabilities of the females resulting in a more complex model than that used for the males. In both cases, however, age and time aspects need to be included and there is a strong indication of a reduction in survival for sheep aged 7 years or more. Time variation in survival is related to the size of the population and selected weather variables, by using logistic regression. The size of the population significantly affects the survival probabilities of male and female lambs, and of female sheep aged 7 or more years. March rainfall and a measure of the North Atlantic oscillation are found to influence survival significantly for all age groups considered, for both males and females. Either of these weather variables can be used in a model. Several phenotypic and genotypic individual covariates are also fitted. The only covariate which is found to influence survival significantly is the type of horn of first-year female sheep. There is a substantial variation in the recovery probabilities over time, reflecting in part the increased effort when a population crash was expected. The goodness of fit of the model is checked by using graphical procedures.
Spectral Analysis of Combustion Noise and Flame Pattern Recognition
Authors: Yuan J. , Zhang Y. 
Published: March 2003

SUMMARY
In many situations, flame patterns in a combustion chamber cannot be observed directly by using an electronic or optical probe. However, an experienced engineer can identify the burning process by listening to the noise that it generates. In this paper, we study acoustic characteristics of turbulent impinging flames by using spectral analysis and statistical pattern recognition. By experimenting with the ignition method, different flame patterns were generated in a laboratory. We find that each flame pattern can be characterized effectively by using the power spectrum of the noise and can be identified by using this information alone.
Flexible Estimates of Tumour Incidence for Intermediately Lethal Tumours in a Typical Long-Term Animal Bioassay
Authors: Parise Helen , Dinse Gregg E. , Ryan Louise M. 
Published: March 2003

SUMMARY
The estimation of the incidence of tumours in an animal carcinogenicity study is complicated by the occult nature of the tumours involved (i.e. tumours are not observable before an animal’s death). Also, the lethality of tumours is generally unknown, making the tumour incidence function non-identifiable without interim sacrifices, cause-of-death data or modelling assumptions. Although Kaplan–Meier curves for overall survival are typically displayed, obtaining analogous plots for tumour incidence generally requires fairly elaborate model fitting. We present a case-study of tetrafluoroethylene to illustrate a simple method for estimating the incidence of tumours as a function of more easily estimable components. One of the components, tumour prevalence, is modelled by using a generalized additive model, which leads to estimates that are more flexible than those derived under the usual parametric models. A multiplicative assumption for tumour lethality allows for the incorporation of concomitant information, such as the size of tumours. Our approach requires only terminal sacrifice data although additional sacrifice data are easily accommodated. Simulations are used to illustrate the estimator proposed and to evaluate its properties. The method also yields a simple summary measure of tumour lethality, which can be helpful in interpreting the results of a study.
Estimation of the Basic Reproduction Number for Infectious Diseases from Age-Stratified Serological Survey Data
Authors: Farrington C. P. , Kanaan M. N. , Gay N. J. 
Published: March 2003

SUMMARY
The basic reproduction number of an infection, R0, is the average number of secondary infections generated by a single typical infective individual in a totally susceptible population. It is directly related to the effort required to eliminate infection. We consider statistical methods for estimating R0 from age-stratified serological survey data. The main difficulty is indeterminacy, since the contacts between individuals of different ages are not observed. We show that, given an estimate of the average age-specific hazard of infection, a particular leading left eigenfunction is required to specify R0. We review existing methods of estimation in the light of this indeterminacy. We suggest using data from several infections transmitted via the same route, and we propose that the choice of model be guided by a criterion based on similarity of their contact functions. This approach also allows model uncertainty to be taken into account. If one infection induces no lasting immunity, we show that the only additional assumption required to estimate R0 is that the contact function is symmetric. When matched data on two or more infections transmitted by the same route are available, the methods may be extended to incorporate the effect of individual heterogeneity. The approach can also be applied in partially vaccinated populations and to populations comprising loosely linked communities. The methods are illustrated with data on hepatitis A, mumps, rubella, parvovirus, Haemophilus influenzae type b and measles infection.
Analysis of the Bovine Spongiform Encephalopathy Maternal Cohort Study, Revisited
Authors: Cooper J. D. , Bird S. M. 
Published: March 2003

SUMMARY
The bovine spongiform encephalopathy (BSE) maternal cohort study provided robust evidence of an enhanced risk of developing BSE for offspring of BSE-affected dams. We present for the first time, but in retrospect, an interim analysis of the BSE maternal cohort study and set it in historical context, some of which has only been revealed through the BSE inquiry. We also consider the implications for design of extending the BSE maternal cohort study once an enhanced risk to exposed calves had been established, to assess the risk to calves born further from the clinical onset of BSE in the dam than those in the original study. We demonstrate that, if a data monitoring committee had been established, conclusions similar to those based on the final results could have been drawn several years before the completion of the BSE maternal cohort study. Further, we conclude that an extension of the cohort study is unlikely to have been commissioned because of the substantial financial investment required, yet low power, and practical difficulties associated with implementation of any worthwhile extension.
A Note on the Nelson–Siegel Family
Authors: Filipović Damir 
Published: March 2003

We study a problem posed in Bj"ork and Christensen (1999): Does there exist any nontrivial interest rate model that is consistent with the Nelson–Siegel family? They show that within the Heath–Jarrow–Morton framework with deterministic volatility structure the answer is no.In this paper we give a generalized version of this result including stochastic volatility structure. For that purpose we introduce the class of consistent state space processes, which have the property to provide an arbitrage‐free interest rate model when representing the parameters of the Nelson–Siegel family. We characterize the consistent state space Itô processes in terms of their drift and diffusion coefficients. By solving an inverse problem we find their explicit form. It turns out that there exists no nontrivial interest rate model driven by a consistent state space Itô process.
Modernity or Morality? George White, Liberalism and the Nonconformist Conscience in Edwardian England
Authors: Doyle Barry M. 
Published: March 2003

Abstract
This article addresses the debate about the character of the Edwardian Liberal party and the degree to which it had modernized its ideas by the outbreak of the First World War. It employs the concept of a ‘crisis of modernity’ to analyse the politics of the provincial businessman and leading Baptist, Sir George White, Liberal M.P. for North‐West Norfolk, 1900–12 and chairman of the Nonconformist Members of Parliament, 1907–12. It suggests White's views were shaped more by his experience of modernity than his sectarian position and that historians have underestimated the ends nonconformists sought from their traditional politics and the extent of their support for welfare reforms.
Between Majorities: the ‘Beauchamp Interregnum’, 1439–491
Authors: Hicks M. A. 
Published: March 2003

Abstract
This article questions the current orthodoxy that the hegemony of the earls of Warwick in the West Midlands collapsed during the minorities of Duke Henry and his daughter Anne in 1439–49 (the Beauchamp Interregnum) and was never successfully reconstructed. Using inquisitions post mortem and other chance surviving records, it demonstrates that the estate remained intact and was run throughout by the duke himself and the custodians and feoffees of his parents. There was no Beauchamp Interregnum. It is also a case study that suggests minorities to be much less disruptive than is commonly thought.
The Origins and Foundation of the Royal Naval College, Greenwich*
Authors: Dickinson H. W. 
Published: March 2003

Abstract
This article examines the conditions that led to the overhaul of higher education in the Royal Navy from 1869 to 1873 and the factors leading to the establishment of a college at Greenwich. It explains how the impetus for reform, with its attendant increase in costs, was established by an admiralty administration acknowledged as one of the most financially retrenched of the century and demonstrates the extent to which political expediency was woven into the proper requirement for change.
The Origin of the Leadership of the House of Lords Revisited*
Authors: Jones Clyve 
Published: March 2003

Abstract
From 1717 the ‘leadership’ of the house of lords was seen to be attached to the office of Secretary of State for the north (at that time occupied by the 3rd earl of Sunderland), for from then evidence exists in the form of lists of lords invited to or attending pre‐sessional meetings, held in the Secretary's office. However, the leadership did not suddenly emerge from nowhere. There is evidence, examined here, to show that aspects of the job were initiated by Sunderland in the last whig ministry of Anne's reign, which were then developed by Robert Harley, 1st earl of Oxford, between 1711 and 1714, and again by Sunderland after 1714.
Some Spalding Priory Vagabonds of the Twelve‐Sixties*
Authors: Jones E. D. 
Published: March 2003

Abstract
The censuses made around the twelve‐sixties relating to Spalding priory contain not only demographic information but information on emigrant serfs. One category of these was that classified as vagabonds. It is highly likely that most of these departed illegally. By using all the available sources on Spalding priory it is possible to investigate the vagabonds and reach some interesting conclusions about the priory, and more particularly its bond peasants. Perhaps not surprisingly, the priory seems to have been more worried about emigration after 1348 than before. More surprising is evidence that serfs with expectations of land or dowries were choosing to emigrate. The fact that parents were not being held responsible for female vagabonds is also worthy of note.
Medieval Christendom's encounter with the alien
Authors: Jackson Peter 
Published: March 2003

Abstract
To explain the devastation of eastern Europe in 1241–2 by a hitherto unknown people, the Mongols, Latin Christians resorted to Scripture and to apocalyptic prophecy, notably the seventh-century Revelations of Pseudo-Methodius. They may have been encouraged to do so by information gleaned from contemporary Rus' and the Islamic world and by the Mongols' own notions about their origins. For all the accuracy of their reports, the Friars who visited the Mongol empire in the period 1245–55 were still apparently influenced by this perspective; they also transmitted to the West fresh material derived from the folklore they encountered in Asia.
‘englandpast.net’: a framework for the social history of England*
Authors: Fletcher Anthony 
Published: March 2003

Abstract
This article reviews the progress made in research and writing on English social history since the nineteen–twenties and proposes a framework for the future work of the Victoria County History. This is built around six principal concepts: three of these—space, gender and order—help to unravel the structures within which people have lived; while three—custom, responsibility and politics—provide an entry into the dynamics of the English social past.