This is a repository copy of Inductive identification of functional status information and establishing a gold standard corpus: a case study on the mobility domain.
The stochastic characteristics of the voids result in the randomness of the equivalent elastic modulus. It is computationally expensive to quantify the stochastic characteristics of the equivalent elastic modulus using the representative volume element. This paper is focused on the stochastic elastic properties of composite material with random voids. The Karhunen–Loeve Transform is introduced to convert the random variables to a certain number of principal components; the approximate relationship is established between the principal components and the equivalent elastic modulus taking use of the radial basis function network to reduce the computational burden. The dispersion-based sampling is proposed to solve the overfitting problem. The cumulative distribution function (CDF) and probability density function (PDF) are obtained from the surrogate model, which has good agreement with the results from Monte Carlo simulations from the original model.
Evaluating the accuracy (ie, estimating the sensitivity and specificity) of new diagnostic tests without the presence of a gold standard is of practical meaning and has been the subject of intensive study for several decades. Existing methods use 2 or more diagnostic tests under several basic assumptions and then estimate the accuracy parameters via the maximum likelihood estimation. One of the basic assumptions is the conditional independence of the tests given the disease status. This assumption is impractical in many real applications in veterinary research. Several methods have been proposed with various dependence models to relax this assumption. However, these methods impose subjective dependence structures, which may not be practical and may introduce additional nuisance parameters. In this article, we propose a simple method for addressing this problem without the conditional independence assumption, using an empirical conditioning approach. The proposed method reduces to the popular Hui-Walter model in the case of conditional independence. Also, our likelihood function is of order-2 polynomial in parameters, while that of Hui-Walter is of order-3. The reduced model complexity increases the stability in estimation. Simulation studies are conducted to evaluate the performance of the proposed method, which shows overall smaller biases in estimation and is more stable than the existing method, especially when tests are conditionally dependent. Two real data examples are used to illustrate the proposed method.
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