Using Some Wavelet Shrinkage Techniques and Robust Methods to Estimate the Generalized Additive Model Parameters in Non-Linear Models

Author(s):  
Bashar A. Majeed Al-Talib ◽  
Ala’a A. Hammodat

The study's objective is to identify the non-linear relationship of differentially expressed genes that vary in terms of the tumour and normal tissue and correct for any variations among the RNA-Seq experiment focused on Oral squamous cell carcinoma samples from patients. A Laplacian Likelihood version of the Generalized Additive Model is proposed and compared with the regular GAM models in terms of the non-linear fitting. The Non-Linear machine learning approach of Laplacian Likelihood-based GAM could complement RNA-Seq Analysis mainly to interpret, validate, and prioritize the patient samples data of differentially expressed genes. The analysis eases the standard parametric presumption and helps discover complexity in the association between the dependent and the independent variable and parameter smoothing that might otherwise be neglected. Concurvity, standard error, deviance, and other statistical verification have been carried out to confirm Laplacian Likelihood-based GAM efficiency.


2021 ◽  
Author(s):  
Yuri Falzone ◽  
Luca Bosco ◽  
Giacomo Sferruzza ◽  
Tommaso Russo ◽  
Marco Vabanesi ◽  
...  

Abstract Restrictions to human mobility had a significant role in limiting SARS-CoV-2 spread. It has been suggested that seasonality might affect viral transmissibility. Our study retrospectively investigates the combined effect that seasonal environmental factors and human mobility played on transmissibility of SARS-CoV-2 in Lombardy, Italy, in 2020.Environmental data were collected from accredited open-source web services. Aggregated mobility data for different points of interests were collected from Google Community Reports. The Reproduction number (Rt), based on the weekly counts of confirmed symptomatic COVID-19, non-imported cases, was used as a proxy for SARS-CoV-2 transmissibility. Assuming a non-linear correlation between selected variables, we used a Generalized Additive Model (GAM) to investigate with univariate and multivariate analyses the association between seasonal environmental factors (UV-index, temperature, humidity, and atmospheric pressure), location-specific mobility indices, and Rt. UV-index was the most effective environmental variable in predicting Rt. An optimal two-week lag-effect between changes in explanatory variables and Rt was selected. The association between Rt variations and individually taken mobility indices differed: Grocery & Pharmacy, Transit Station and Workplaces displayed the best performances in predicting Rt when individually added to the multivariate model together with UV-index, accounting for 85.0%, 85.5% and 82.6% of Rt variance, respectively. According to our results, both seasonality and social interaction policies played a significant role in curbing the pandemic. Non-linear models including UV-index and location-specific mobility indices can predict a considerable amount of SARS-CoV-2 transmissibility in Lombardy during 2020, emphasizing the importance of social distancing policies to keep viral transmissibility under control, especially during colder months.


Author(s):  
Yuanchang Xie ◽  
Yunlong Zhang

Recent crash frequency studies have been based primarily on generalized linear models, in which a linear relationship is usually assumed between the logarithm of expected crash frequency and other explanatory variables. For some explanatory variables, such a linear assumption may be invalid. It is therefore worthwhile to investigate other forms of relationships. This paper introduces generalized additive models to model crash frequency. Generalized additive models use smooth functions of each explanatory variable and are very flexible in modeling nonlinear relationships. On the basis of an intersection crash frequency data set collected in Toronto, Canada, a negative binomial generalized additive model is compared with two negative binomial generalized linear models. The comparison results show that the negative binomial generalized additive model performs best for both the Akaike information criterion and the fitting and predicting performance.


Author(s):  
Muklas Rivai

Optimal design is a design which required in determining the points of variable factors that would be attempted to optimize the relevant information so that fulfilled the desired criteria. The optimal fulfillment criteria based on the information matrix of the selected model.


Author(s):  
O. P. Tomchina ◽  
D. N. Polyakhov ◽  
O. I. Tokareva ◽  
A. L. Fradkov

Introduction: The motion of many real world systems is described by essentially non-linear and non-stationary models. A number of approaches to the control of such plants are based on constructing an internal model of non-stationarity. However, the non-stationarity model parameters can vary widely, leading to more errors. It is only assumed in this paper that the change rate of the object parameters is limited, while the initial uncertainty can be quite large.Purpose: Analysis of adaptive control algorithms for non-linear and time-varying systems with an explicit reference model, synthesized by the speed gradient method.Results: An estimate was obtained for the maximum deviation of a closed-loop system solution from the reference model solution. It is shown that with sufficiently slow changes in the parameters and a small initial uncertainty, the limit error in the system can be made arbitrarily small. Systems designed by the direct approach and systems based on the identification approach are both considered. The procedures for the synthesis of an adaptive regulator and analysis of the synthesized system are illustrated by an example.Practical relevance: The obtained results allow us to build and analyze a broad class of adaptive systems with reference models under non-stationary conditions.


Author(s):  
Marcello Pericoli ◽  
Marco Taboga

Abstract We propose a general method for the Bayesian estimation of a very broad class of non-linear no-arbitrage term-structure models. The main innovation we introduce is a computationally efficient method, based on deep learning techniques, for approximating no-arbitrage model-implied bond yields to any desired degree of accuracy. Once the pricing function is approximated, the posterior distribution of model parameters and unobservable state variables can be estimated by standard Markov Chain Monte Carlo methods. As an illustrative example, we apply the proposed techniques to the estimation of a shadow-rate model with a time-varying lower bound and unspanned macroeconomic factors.


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