Pub Date : 2009-01-01DOI: 10.3929/ETHZ-A-006733700
M. Piccioni, M. Oriol, B. Meyer, T. Schneider
Most large software systems rely on extensive amounts of persistent data — objects. Most large software systems last a long time, over which they need to change program elements — classes. Inevitably, these two characteristics clash: how do we retrieve previously “persisted” objects when the classes that describe them have changed? Naive solutions, such as initializing new fields to default values, are dangerous, since they risk invalidating the consistency of objects. For example it would be wrong for a bank account class to initialize a newly added “balance” field, in every retrieved object, to zero. Practical considerations also apply: we cannot force the code for each class to retain all its previous versions. The ESCHER framework addresses these theoretical and practical issues through an IDE-based approach, guiding the developers interactively in the process of defining object adaptation on a class-by-class basis, respecting consistency requirements expressed by class invariants. Based on the conversions specified in this process, an algorithm will transform objects as needed, enforcing class invariants to prevent the creation of any corrupt objects. The presentation describes the principles behind invariant-safe schema evolution, the design and implementation of the ESCHER system, and the experience so far.
{"title":"An IDE-based Solution for Schema Evolution of Object-Oriented Software","authors":"M. Piccioni, M. Oriol, B. Meyer, T. Schneider","doi":"10.3929/ETHZ-A-006733700","DOIUrl":"https://doi.org/10.3929/ETHZ-A-006733700","url":null,"abstract":"Most large software systems rely on extensive amounts of persistent data — objects. Most large software systems last a long time, over which they need to change program elements — classes. Inevitably, these two characteristics clash: how do we retrieve previously “persisted” objects when the classes that describe them have changed? Naive solutions, such as initializing new fields to default values, are dangerous, since they risk invalidating the consistency of objects. For example it would be wrong for a bank account class to initialize a newly added “balance” field, in every retrieved object, to zero. Practical considerations also apply: we cannot force the code for each class to retain all its previous versions. The ESCHER framework addresses these theoretical and practical issues through an IDE-based approach, guiding the developers interactively in the process of defining object adaptation on a class-by-class basis, respecting consistency requirements expressed by class invariants. Based on the conversions specified in this process, an algorithm will transform objects as needed, enforcing class invariants to prevent the creation of any corrupt objects. The presentation describes the principles behind invariant-safe schema evolution, the design and implementation of the ESCHER system, and the experience so far.","PeriodicalId":10841,"journal":{"name":"CTIT technical reports series","volume":"13 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2009-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81192420","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2009-01-01DOI: 10.3929/ETHZ-A-006733717
Peter Kaufmann, Sebastian Martin, M. Botsch
This technical report describes an implementation of the discontinuous Galerkin (DG) finite element method for thin shells presented by [Noels and Radovitzky 2008]. After a short summary of the Kirchhoff-Love shell theory, the DG weak form is reviewed and the assembly of the stiffness matrix is described in detail. We also present a co-rotational extension to the method which allows us to simulate large rotational deformations without the typical linearization artifacts of a linear shell model. The proposed model has been successfully applied to the simulation of cutting and fracturing of thin shells by means of harmonic enrichments [Kaufmann et al. 2009].
本技术报告描述了[Noels and Radovitzky 2008]提出的薄壳的不连续Galerkin (DG)有限元方法的实现。在对Kirchhoff-Love壳理论进行简要总结后，对DG弱形式进行了回顾，并对刚度矩阵的装配进行了详细描述。我们还提出了该方法的共旋转扩展，使我们能够模拟大的旋转变形，而没有线性壳模型的典型线性化伪影。所提出的模型已成功应用于通过谐波富集模拟薄壳的切割和破裂[Kaufmann et al. 2009]。
{"title":"Implementation of Discontinuous Galerkin Kirchhoff-Love Shells","authors":"Peter Kaufmann, Sebastian Martin, M. Botsch","doi":"10.3929/ETHZ-A-006733717","DOIUrl":"https://doi.org/10.3929/ETHZ-A-006733717","url":null,"abstract":"This technical report describes an implementation of the discontinuous Galerkin (DG) finite element method for thin shells presented by [Noels and Radovitzky 2008]. After a short summary of the Kirchhoff-Love shell theory, the DG weak form is reviewed and the assembly of the stiffness matrix is described in detail. We also present a co-rotational extension to the method which allows us to simulate large rotational deformations without the typical linearization artifacts of a linear shell model. The proposed model has been successfully applied to the simulation of cutting and fracturing of thin shells by means of harmonic enrichments [Kaufmann et al. 2009].","PeriodicalId":10841,"journal":{"name":"CTIT technical reports series","volume":"18 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2009-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81822399","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2009-01-01DOI: 10.3929/ETHZ-A-006733647
Michaela Pedroni, M. Oriol
It is difficult to think of another field that, at the outset of the studies, has to face heterogeneity in prior experience similar to what CS1 instructors handle. This student diversity in Computer Science seems to be a global phenomenon. The present work investigates to what extent the student backgrounds concerning prior programming and computing experience are similar both at ETH Zurich, Switzerland and at University of York, United Kingdom. The results are surprising: there exist no significant differences between the entering CS majors at the two institutions with respect to their prior programming expertise, computing literacy and number of languages that they know. The only differences that proved significant were in the specific programming languages with which students had worked before entering the university.
{"title":"A comparison of CS student backgrounds at two universities","authors":"Michaela Pedroni, M. Oriol","doi":"10.3929/ETHZ-A-006733647","DOIUrl":"https://doi.org/10.3929/ETHZ-A-006733647","url":null,"abstract":"It is difficult to think of another field that, at the outset of the studies, has to face heterogeneity in prior experience similar to what CS1 instructors handle. This student diversity in Computer Science seems to be a global phenomenon. The present work investigates to what extent the student backgrounds concerning prior programming and computing experience are similar both at ETH Zurich, Switzerland and at University of York, United Kingdom. The results are surprising: there exist no significant differences between the entering CS majors at the two institutions with respect to their prior programming expertise, computing literacy and number of languages that they know. The only differences that proved significant were in the specific programming languages with which students had worked before entering the university.","PeriodicalId":10841,"journal":{"name":"CTIT technical reports series","volume":"72 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2009-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83658763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We construct uniform confidence bands for the regression function in inverse, homoscedastic regression models with convolution-type operators. Here, the convolution is between two non-periodic functions on the whole real line rather than between two period functions on a compact interval, since the former situation arguably arises more often in applications. First, following Bickel and Rosenblatt [Ann. Statist. 1, 10711095] we construct asymptotic confidence bands which are based on strong approximations and on a limit theorem for the supremum of a stationary Gaussian process. Further, we propose bootstrap confidence bands based on the residual bootstrap. A simulation study shows that the bootstrap confidence bands perform reasonably well for moderate sample sizes. Finally, we apply our method to data from a gel electrophoresis experiment with genetically engineered neuronal receptor subunits incubated with rat brain extract.
{"title":"Confidence bands for inverse regression models with application to gel electrophoresis","authors":"M. Birke, N. Bissantz, H. Holzmann","doi":"10.17877/DE290R-14439","DOIUrl":"https://doi.org/10.17877/DE290R-14439","url":null,"abstract":"We construct uniform confidence bands for the regression function in inverse, homoscedastic regression models with convolution-type operators. Here, the convolution is between two non-periodic functions on the whole real line rather than between two period functions on a compact interval, since the former situation arguably arises more often in applications. First, following Bickel and Rosenblatt [Ann. Statist. 1, 10711095] we construct asymptotic confidence bands which are based on strong approximations and on a limit theorem for the supremum of a stationary Gaussian process. Further, we propose bootstrap confidence bands based on the residual bootstrap. A simulation study shows that the bootstrap confidence bands perform reasonably well for moderate sample sizes. Finally, we apply our method to data from a gel electrophoresis experiment with genetically engineered neuronal receptor subunits incubated with rat brain extract.","PeriodicalId":10841,"journal":{"name":"CTIT technical reports series","volume":"26 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2008-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81167778","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
RFreak is an R package providing a framework for evolutionary computation. By enwrapping the functionality of an evolutionary algorithm kit written in Java, it offers an easy way to do evolutionary computation in R. In addition, application examples where an evolutionary approach is promising in computational statistics are included and described in this paper. The package is thus further supporting the use of evolutionary computation in computational statistics.
{"title":"RFreak – an R package for evolutionary computation","authors":"Robin Nunkesser","doi":"10.17877/DE290R-14226","DOIUrl":"https://doi.org/10.17877/DE290R-14226","url":null,"abstract":"RFreak is an R package providing a framework for evolutionary computation. By enwrapping the functionality of an evolutionary algorithm kit written in Java, it offers an easy way to do evolutionary computation in R. In addition, application examples where an evolutionary approach is promising in computational statistics are included and described in this paper. The package is thus further supporting the use of evolutionary computation in computational statistics.","PeriodicalId":10841,"journal":{"name":"CTIT technical reports series","volume":"41 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2008-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74895080","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In nonparametric curve estimation, the smoothing parameter is critical for performance. In order to estimate the hazard rate, we compare nearest neighbor selectors that minimize the quadratic, the Kullback-Leibler, and the uniform loss. These measures result in a rule of thumb, a cross-validation, and a plug-in selector. A Monte Carlo simulation within the three-parameter exponentiated Weibull distribution indicates that a counter-factual normal distribution, as an input to the selector, does provide a good rule of thumb. If bias is the main concern, minimizing the uniform loss yields the best results, but at the cost of very high variability. Cross-validation has a similar bias to the rule of thumb, but also with high variability.
{"title":"Bias in nearest-neighbor hazard estimation","authors":"R. Weißbach, H. Dette","doi":"10.17877/DE290R-14464","DOIUrl":"https://doi.org/10.17877/DE290R-14464","url":null,"abstract":"In nonparametric curve estimation, the smoothing parameter is critical for performance. In order to estimate the hazard rate, we compare nearest neighbor selectors that minimize the quadratic, the Kullback-Leibler, and the uniform loss. These measures result in a rule of thumb, a cross-validation, and a plug-in selector. A Monte Carlo simulation within the three-parameter exponentiated Weibull distribution indicates that a counter-factual normal distribution, as an input to the selector, does provide a good rule of thumb. If bias is the main concern, minimizing the uniform loss yields the best results, but at the cost of very high variability. Cross-validation has a similar bias to the rule of thumb, but also with high variability.","PeriodicalId":10841,"journal":{"name":"CTIT technical reports series","volume":"22 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2008-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83566580","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In the common Fourier regression model we investigate the optimal design problem for estimating pairs of the coefficients, where the explanatory variable varies in the interval [i¼; ¼]. L-optimal designs are considered and for many important cases L-optimal designs can be found explicitly, where the complexity of the solution depends on the degree of the trigonometric regression model and the order of the terms for which the pair of the coe±cients has to be estimated.
{"title":"Optimal designs for estimating pairs of coefficients in Fourier regression models","authors":"H. Dette, V. Melas","doi":"10.17877/DE290R-14447","DOIUrl":"https://doi.org/10.17877/DE290R-14447","url":null,"abstract":"In the common Fourier regression model we investigate the optimal design problem for estimating pairs of the coefficients, where the explanatory variable varies in the interval [i¼; ¼]. L-optimal designs are considered and for many important cases L-optimal designs can be found explicitly, where the complexity of the solution depends on the degree of the trigonometric regression model and the order of the terms for which the pair of the coe±cients has to be estimated.","PeriodicalId":10841,"journal":{"name":"CTIT technical reports series","volume":"34 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2008-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91294423","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2008-11-26DOI: 10.1007/978-3-7908-2121-5_12
W. Krämer, C. Hanck
{"title":"More on the F-test under nonspherical disturbances","authors":"W. Krämer, C. Hanck","doi":"10.1007/978-3-7908-2121-5_12","DOIUrl":"https://doi.org/10.1007/978-3-7908-2121-5_12","url":null,"abstract":"","PeriodicalId":10841,"journal":{"name":"CTIT technical reports series","volume":"15 1","pages":"179-184"},"PeriodicalIF":0.0,"publicationDate":"2008-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82498294","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper optimal experimental designs for inverse quadratic regression models are determined. We consider two difierent parameterizations of the model and investigate local optimal designs with respect to the c-, D- and E-criteria, which re∞ect various aspects of the precision of the maximum likelihood estimator for the parameters in inverse quadratic regression models. In particular it is demonstrated that for a su‐ciently large design space geometric allocation rules are optimal with respect to many optimality criteria. Moreover, in numerous cases the designs with respect to the difierent criteria are supported at the same points. Finally, the e‐ciencies of difierent optimal designs with respect to various optimality criteria are studied, and the e‐ciency of some commonly used designs are investigated.
{"title":"Optimal experimental designs for inverse quadratic regression models","authors":"H. Dette, C. Kiss","doi":"10.17877/DE290R-8058","DOIUrl":"https://doi.org/10.17877/DE290R-8058","url":null,"abstract":"In this paper optimal experimental designs for inverse quadratic regression models are determined. We consider two difierent parameterizations of the model and investigate local optimal designs with respect to the c-, D- and E-criteria, which re∞ect various aspects of the precision of the maximum likelihood estimator for the parameters in inverse quadratic regression models. In particular it is demonstrated that for a su‐ciently large design space geometric allocation rules are optimal with respect to many optimality criteria. Moreover, in numerous cases the designs with respect to the difierent criteria are supported at the same points. Finally, the e‐ciencies of difierent optimal designs with respect to various optimality criteria are studied, and the e‐ciency of some commonly used designs are investigated.","PeriodicalId":10841,"journal":{"name":"CTIT technical reports series","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2008-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84359562","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In the common nonparametric regression model the problem of testing for a specific parametric form of the variance function is considered. Recently Dette and Hetzler (2008) proposed a test statistic, which is based on an empirical process of pseudo residuals. The process converges weakly to a Gaussian process with a complicated covariance kernel depending on the data generating process. In the present paper we consider a standardized version of this process and propose a martingale transform to obtain asymptotically distribution free tests for the corresponding Kolmogorov-Smirnov and Cramer-von-Mises functionals. The finite sample properties of the proposed tests are investigated by means of a simulation study.
{"title":"A martingale-transform goodness-of-fit test for the form of the conditional variance","authors":"H. Dette, B. Hetzler","doi":"10.17877/DE290R-14287","DOIUrl":"https://doi.org/10.17877/DE290R-14287","url":null,"abstract":"In the common nonparametric regression model the problem of testing for a specific parametric form of the variance function is considered. Recently Dette and Hetzler (2008) proposed a test statistic, which is based on an empirical process of pseudo residuals. The process converges weakly to a Gaussian process with a complicated covariance kernel depending on the data generating process. In the present paper we consider a standardized version of this process and propose a martingale transform to obtain asymptotically distribution free tests for the corresponding Kolmogorov-Smirnov and Cramer-von-Mises functionals. The finite sample properties of the proposed tests are investigated by means of a simulation study.","PeriodicalId":10841,"journal":{"name":"CTIT technical reports series","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2008-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76761381","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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