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How powerful new methods in nonlinear control engineering can be applied to neuroscience, from fundamental model formulation to advanced medical applications.Over the past sixty years, powerful methods of model-based control engineering have been responsible for such dramatic advances in engineering systems as autolanding aircraft, autonomous vehicles, and even weather forecasting. Over those same decades, our models of the nervous system have evolved from single-cell membranes to neuronal networks to large-scale models of the human brain. Yet until recently control theory was completely inapplicable to the types of nonlinear models being developed in neuroscience. The revolution in nonlinear control engineering in the late 1990s has made the intersection of control theory and neuroscience possible. In Neural Control Engineering, Steven Schiff seeks to bridge the two fields, examining the application of new methods in nonlinear control engineering to neuroscience. After presenting extensive material on formulating computational neuroscience models in a control environment-including some fundamentals of the algorithms helpful in crossing the divide from intuition to effective application-Schiff examines a range of applications, including brain-machine interfaces and neural stimulation. He reports on research that he and his colleagues have undertaken showing that nonlinear control theory methods can be applied to models of single cells, small neuronal networks, and large-scale networks in disease states of Parkinson's disease and epilepsy. With Neural Control Engineering the reader acquires a working knowledge of the fundamentals of control theory and computational neuroscience sufficient not only to understand the literature in this trandisciplinary area but also to begin working to advance the field. The book will serve as an essential guide for scientists in either biology or engineering and for physicians who wish to gain expertise in these areas.

This handbook and ready reference presents a combination of statistical, information-theoretic, and data analysis methods to meet the challenge of designing empirical models involving molecular descriptors within bioinformatics.

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many control variables, endogenous receipt of treatment, heterogeneous treatment effects, and function-valued outcomes. Our framework covers the special case of exogenous receipt of treatment, either conditional on controls or unconditionally as in randomized control trials. In the latter case, our approach produces efficient estimators and honest bands for (functional) average treatment effects (ATE) and quantile treatment effects (QTE). To make informative inference possible, we assume that key reduced-form predictive relationships are approximately sparse. This assumption allows the use of regularization and selection methods to estimate those relations, and we provide methods for postregularization and post-selection inference that are uniformly valid (honest) across a wide range of models. We show that a key ingredient enabling honest inference is the use of orthogonal or doubly robust moment conditions in estimating certain reducedform functional parameters. We illustrate the use of the proposed methods with an application to estimating the effect of 401(k) eligibility and participation on accumulated assets. The results on program evaluation are obtained as a consequence of more general results on honest inference in a general moment-condition framework, which arises from structural equation models in econometrics. Here, too, the crucial ingredient is the use of orthogonal moment conditions, which can be constructed from the initial moment conditions. We provide results on honest inference for (function-valued) parameters within this general framework where any high-quality, machine learning methods (e.g., boosted trees, deep neural networks, random forest, and their aggregated and hybrid versions) can be used to learn the nonparametric/high-dimensional components of the model. These include a number of supporting auxiliary results that are of major independent interest: namely, we (1) prove uniform validity of a multiplier bootstrap, (2) offer a uniformly valid functional delta method, and (3) provide results for sparsitybased estimation of regression functions for function-valued outcomes.

There are several models for magnetic hysteresis. Their key purposes are to model magnetization curves with a history dependence to achieve hysteresis cycles without a frequency dependence. There are different approaches to handling history dependence. The two main categories are Duhem-type models and Preisach-type models. Duhem models handle it via a simple directional dependence on the flux rate, without a proper memory. While the Preisach type model handles it via memory of the point where the direction of the flux rate is changed. The most common Duhem model is the phenomenological Jiles–Atherton model, with examples of other models including the Coleman–Hodgdon model and the Tellinen model. Examples of Preisach type models are the classical Preisach model and the Prandtl–Ishlinskii model, although there are also many other models with adoptions of a similar history dependence. Hysteresis is by definition rate-independent, and thereby not dependent on the speed of the alternating flux density. An additional rate dependence is still important and often included in many dynamic hysteresis models. The Chua model is common for modeling non-linear dynamic magnetization curves; however, it does not define classical hysteresis. Other similar adoptions also exist that combine hysteresis modeling with eddy current modeling, similar to how frequency dependence is included in core loss modeling. Most models are made for scalar values of alternating fields, but there are also several models with vector generalizations that also consider three-dimensional directions.

Program evaluation methods are widely applied in economics to assess the effects of policy interventions and other treatments of interest. In this article, we describe the main methodological frameworks of the econometrics of program evaluation. In the process, we delineate some of the directions along which this literature is expanding, discuss recent developments, and highlight specific areas where new research may be particularly fruitful.

Since Quetelet's work in the nineteenth century, social science has iconified the average man, that hypothetical man without qualities who is comfortable with his head in the oven and his feet in a bucket of ice. Conventional statistical methods since Quetelet have sought to estimate the effects of policy treatments for this average man. However, such effects are often quite heterogeneous: Medical treatments may improve life expectancy but also impose serious short-term risks; reducing class sizes may improve the performance of good students but not help weaker ones, or vice versa. Quantile regression methods can help to explore these heterogeneous effects. Some recent developments in quantile regression methods are surveyed in this review.

Exploratory Testing technique is well applicable to software development projects, where test basis is not available (or at least not complete and consistent to the extent allowing the creation of efficient test cases). The key factor for the efficiency of this technique is a structured process for the recording of explored path in the system under test. This approach also allows the creation of the test cases during exploratory testing process. These test cases can be used in the following re-testing of the system. If performed manually, the efficiency of such process strongly depends on the team organization and systematic work of the individuals in the team. This process can be aided by an automated support. In the paper, a framework, which automatically records selected tester’s actions in the system under test is presented. From these recordings, a model of the screen and action flows is reengineered and test cases are prepared. Tester is also able to define more meta-data in the test cases during this process. The recorded model and defined test cases are then available for the next rounds of testing. The performed case study shows that Exploratory Testing aided by this machine support is less resource demanding than Exploratory Testing performed manually only. Also, larger part of SUT was explored during the tests, when this systematic support was available to testers.

This article introduces a new procedure for analyzing the quantile co-movement of a large number of financial time series based on a large-scale panel data model with factor structures. The proposed method attempts to capture the unobservable heterogeneity of each of the financial time series based on sensitivity to explanatory variables and to the unobservable factor structure. In our model, the dimension of the common factor structure varies across quantiles, and the explanatory variables is allowed to depend on the factor structure. The proposed method allows for both cross-sectional and serial dependence, and heteroscedasticity, which are common in financial markets. We propose new estimation procedures for both frequentist and Bayesian frameworks. Consistency and asymptotic normality of the proposed estimator are established. We also propose a new model selection criterion for determining the number of common factors together with theoretical support. We apply the method to analyze the returns for over 6000 international stocks from over 60 countries during the subprime crisis, European sovereign debt crisis, and subsequent period. The empirical analysis indicates that the common factor structure varies across quantiles. We find that the common factors for the quantiles and the common factors for the mean are different. Supplementary materials for this article are available online.

Mathematical modeling is critical to our understanding of how infectious diseases spread at the individual and population levels. This book gives readers the necessary skills to correctly formulate and analyze mathematical models in infectious disease epidemiology, and is the first treatment of the subject to integrate deterministic and stochastic models and methods. Mathematical Tools for Understanding Infectious Disease Dynamicsfully explains how to translate biological assumptions into mathematics to construct useful and consistent models, and how to use the biological interpretation and mathematical reasoning to analyze these models. It shows how to relate models to data through statistical inference, and how to gain important insights into infectious disease dynamics by translating mathematical results back to biology. This comprehensive and accessible book also features numerous detailed exercises throughout; full elaborations to all exercises are provided. Covers the latest research in mathematical modeling of infectious disease epidemiologyIntegrates deterministic and stochastic approachesTeaches skills in model construction, analysis, inference, and interpretationFeatures numerous exercises and their detailed elaborationsMotivated by real-world applications throughout

Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time-homogeneity conditions that are like \"time is randomly assigned\" or \"time is an instrument.\" Partial-identification results for average and quantile effects are given for discrete regressors, under static or dynamic conditions, in fully nonparametric and in semiparametric models, with time effects. It is shown that the usual, linear, fixed-effects estimator is not a consistent estimator of the identified average effect, and a consistent estimator is given. A simple estimator of identified quantile treatment effects is given, providing a solution to the important problem of estimating quantile treatment effects from panel data. Bounds for overall effects in static and dynamic models are given. The dynamic bounds provide a partial-identification solution to the important problem of estimating the effect of state dependence in the presence of unobserved heterogeneity. The impact of T, the number of time periods, is shown by deriving shrinkage rates for the identified set as T grows. We also consider semiparametric, discrete-choice models and find that semiparametric panel bounds can be much tighter than nonparametric bounds. Computationally convenient methods for semiparametric models are presented. We propose a novel inference method that applies in panel data and other settings and show that it produces uniformly valid confidence regions in large samples. We give empirical illustrations.