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Robust nonlinear data smoothers: Definitions and recommendations

P F Velleman1

  • 1Department of Statistics, Princeton University, Princeton, New Jersey 08540.

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Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving01:29

Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving

Mechanistic models play a crucial role in algorithms for numerical problem-solving, particularly in nonlinear mixed effects modeling (NMEM). These models aim to minimize specific objective functions by evaluating various parameter estimates, leading to the development of systematic algorithms. In some cases, linearization techniques approximate the model using linear equations.
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
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Residuals and Least-Squares Property

The vertical distance between the actual value of y and the estimated value of y. In other words, it measures the vertical distance between the actual data point and the predicted point on the line
If the observed data point lies above the line, the residual is positive, and the line underestimates the actual data value for y. If the observed data point lies below the line, the residual is negative, and the line overestimates the actual data value for y.
The process of fitting the best-fit...
Linear Approximations01:23

Linear Approximations

For a differentiable function of two variables, linear approximation estimates values near a known point by replacing the curved surface with its tangent plane. Consider the function\begin{equation*}f(x,y)=x^2+3y^2\end{equation*}near the point (2, 1). The exact value at this point is f(2, 1) = 22 + 3(1)2 = 4 + 3 = 7.The linear approximation of f(x, y)) near (a, b) is\begin{equation*}L(x,y)=f(a,b)+f_x(a,b)(x-a)+f_y(a,b)(y-b)\end{equation*}First, compute the partial derivatives: fx(x, y) = 2x and...
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Application of Nonlinear Inequalities

A nonlinear inequality describes a comparison involving an expression that curves or behaves more complexly than a straight line. These inequalities often appear in forms that include squares, products, or variables in the denominator.To solve such an inequality, one starts by rewriting it so that zero appears on one side. For example, the inequality:  can be factored as: This form makes it easier to identify the values that cause the expression to equal zero. In this case, the key values are 3...
Linearization and Approximation01:26

Linearization and Approximation

Linearization is a mathematical technique used to approximate complex, nonlinear functions with simpler linear models in the vicinity of a chosen reference point. The method is based on the idea that, although a function may be difficult to evaluate exactly, its behavior near a specific input value can often be closely approximated by the tangent line at that point. This approach is particularly useful when small deviations from a known value are involved.Consider the square root function, for...
Reconstruction of Signal using Interpolation01:10

Reconstruction of Signal using Interpolation

Signal processing techniques are essential for accurately converting continuous signals to digital formats and vice versa. When a continuous signal is sampled with a period T, the resulting sampled signal exhibits replicas of the original spectrum in the frequency domain, spaced at intervals equal to the sampling frequency. To handle this sampled signal, a zero-order hold method can be applied, which creates a piecewise constant signal by retaining each sample's value until the next sampling...