The multivariate A/C/E model and the genetics of fiber architecture

We present a new algorithm to compute the voxel-wise genetic contribution to brain fiber microstructure using diffusion tensor imaging (DTI) in a dataset of 25 monozygotic (MZ) twins and 25 dizygotic (DZ) twin pairs (100 subjects total). First, the structural and DT scans were linearly co-registered. Structural MR scans were nonlinearly mapped via a 3D fluid transformation to a geometrically centered mean template, and the deformation fields were applied to the DTI volumes. After tensor re-orientation to realign them to the anatomy, we computed several scalar and multivariate DT-derived measures including the geodesic anisotropy (GA), the tensor eigenvalues and the full diffusion tensors. A covariance-weighted distance was measured between twins in the Log-Euclidean framework [2], and used as input to a maximum-likelihood based algorithm to compute the contributions from genetics (A), common environmental factors (C) and unique environmental ones (E) to fiber architecture. Quanititative genetic studies can take advantage of the full information in the diffusion tensor, using covariance weighted distances and statistics on the tensor manifold.

Multivariate variance-components analysis in DTI

Twin studies are a major research direction in imaging genetics, a new field, which combines algorithms from quantitative genetics and neuroimaging to assess genetic effects on the brain. In twin imaging studies, it is common to estimate the intraclass correlation (ICC), which measures the resemblance between twin pairs for a given phenotype. In this paper, we extend the commonly used Pearson correlation to a more appropriate definition, which uses restricted maximum likelihood methods (REML). We computed proportion of phenotypic variance due to additive (A) genetic factors, common (C) and unique (E) environmental factors using a new definition of the variance components in the diffusion tensor-valued signals. We applied our analysis to a dataset of Diffusion Tensor Images (DTI) from 25 identical and 25 fraternal twin pairs. Differences between the REML and Pearson estimators were plotted for different sample sizes, showing that the REML approach avoids severe biases when samples are smaller. Measures of genetic effects were computed for scalar and multivariate diffusion tensor derived measures including the geodesic anisotropy (tGA) and the full diffusion tensors (DT), revealing voxel-wise genetic contributions to brain fiber microstructure.

Load-unloading response of intact and artificially degraded articular cartilage correlated with near infrared (NIR) absorption spectra

The conventional mechanical properties of articular cartilage, such as compressive stiffness, have been demonstrated to be limited in their capacity to distinguish intact (visually normal) from degraded cartilage samples. In this paper, we explore the correlation between a new mechanical parameter, namely the reswelling of articular cartilage following unloading from a given compressive load, and the near infrared (NIR) spectrum. The capacity to distinguish mechanically intact from proteoglycan-depleted tissue relative to the "reswelling" characteristic was first established, and the result was subsequently correlated with the NIR spectral data of the respective tissue samples. To achieve this, normal intact and enzymatically degraded samples were subjected to both NIR probing and mechanical compression based on a load-unload-reswelling protocol. The parameter δ(r), characteristic of the osmotic "reswelling" of the matrix after unloading to a constant small load in the order of the osmotic pressure of cartilage, was obtained for the different sample types. Multivariate statistics was employed to determine the degree of correlation between δ(r) and the NIR absorption spectrum of relevant specimens using Partial Least Squared (PLS) regression. The results show a strong relationship (R(2)=95.89%, p<0.0001) between the spectral data and δ(r). This correlation of δ(r) with NIR spectral data suggests the potential for determining the reswelling characteristics non-destructively. It was also observed that δ(r) values bear a significant relationship with the cartilage matrix integrity, indicated by its proteoglycan content, and can therefore differentiate between normal and artificially degraded proteoglycan-depleted cartilage samples. It is therefore argued that the reswelling of cartilage, which is both biochemical (osmotic) and mechanical (hydrostatic pressure) in origin, could be a strong candidate for characterizing the tissue, especially in regions surrounding focal cartilage defects in joints.

Krylov subspace methods for approximating functions of symmetric positive definite matrices with applications to applied statistics and anomalous diffusion

Matrix function approximation is a current focus of worldwide interest and finds application in a variety of areas of applied mathematics and statistics. In this thesis we focus on the approximation of A^(-α/2)b, where A ∈ ℝ^(n×n) is a large, sparse symmetric positive definite matrix and b ∈ ℝ^n is a vector. In particular, we will focus on matrix function techniques for sampling from Gaussian Markov random fields in applied statistics and the solution of fractional-in-space partial differential equations. Gaussian Markov random fields (GMRFs) are multivariate normal random variables characterised by a sparse precision (inverse covariance) matrix. GMRFs are popular models in computational spatial statistics as the sparse structure can be exploited, typically through the use of the sparse Cholesky decomposition, to construct fast sampling methods. It is well known, however, that for sufficiently large problems, iterative methods for solving linear systems outperform direct methods. Fractional-in-space partial differential equations arise in models of processes undergoing anomalous diffusion. Unfortunately, as the fractional Laplacian is a non-local operator, numerical methods based on the direct discretisation of these equations typically requires the solution of dense linear systems, which is impractical for fine discretisations. In this thesis, novel applications of Krylov subspace approximations to matrix functions for both of these problems are investigated. Matrix functions arise when sampling from a GMRF by noting that the Cholesky decomposition A = LL^T is, essentially, a `square root' of the precision matrix A. Therefore, we can replace the usual sampling method, which forms x = L^(-T)z, with x = A^(-1/2)z, where z is a vector of independent and identically distributed standard normal random variables. Similarly, the matrix transfer technique can be used to build solutions to the fractional Poisson equation of the form ϕn = A^(-α/2)b, where A is the finite difference approximation to the Laplacian. Hence both applications require the approximation of f(A)b, where f(t) = t^(-α/2) and A is sparse. In this thesis we will compare the Lanczos approximation, the shift-and-invert Lanczos approximation, the extended Krylov subspace method, rational approximations and the restarted Lanczos approximation for approximating matrix functions of this form. A number of new and novel results are presented in this thesis. Firstly, we prove the convergence of the matrix transfer technique for the solution of the fractional Poisson equation and we give conditions by which the finite difference discretisation can be replaced by other methods for discretising the Laplacian. We then investigate a number of methods for approximating matrix functions of the form A^(-α/2)b and investigate stopping criteria for these methods. In particular, we derive a new method for restarting the Lanczos approximation to f(A)b. We then apply these techniques to the problem of sampling from a GMRF and construct a full suite of methods for sampling conditioned on linear constraints and approximating the likelihood. Finally, we consider the problem of sampling from a generalised Matern random field, which combines our techniques for solving fractional-in-space partial differential equations with our method for sampling from GMRFs.

Modeling multivariate autoregressive conditional heteroskedasticity with the double smooth transition conditional correlation GARCH Model

In this paper, we propose a multivariate GARCH model with a time-varying conditional correlation structure. The new double smooth transition conditional correlation (DSTCC) GARCH model extends the smooth transition conditional correlation (STCC) GARCH model of Silvennoinen and Teräsvirta (2005) by including another variable according to which the correlations change smoothly between states of constant correlations. A Lagrange multiplier test is derived to test the constancy of correlations against the DSTCC-GARCH model, and another one to test for another transition in the STCC-GARCH framework. In addition, other specification tests, with the aim of aiding the model building procedure, are considered. Analytical expressions for the test statistics and the required derivatives are provided. Applying the model to the stock and bond futures data, we discover that the correlation pattern between them has dramatically changed around the turn of the century. The model is also applied to a selection of world stock indices, and we find evidence for an increasing degree of integration in the capital markets.

Multivariate Markov Process Models for the transmission of methicillin-resistant Staphylococcus Aureus in a hospital ward

Methicillin-resistant Staphylococcus Aureus (MRSA) is a pathogen that continues to be of major concern in hospitals. We develop models and computational schemes based on observed weekly incidence data to estimate MRSA transmission parameters. We extend the deterministic model of McBryde, Pettitt, and McElwain (2007, Journal of Theoretical Biology 245, 470–481) involving an underlying population of MRSA colonized patients and health-care workers that describes, among other processes, transmission between uncolonized patients and colonized health-care workers and vice versa. We develop new bivariate and trivariate Markov models to include incidence so that estimated transmission rates can be based directly on new colonizations rather than indirectly on prevalence. Imperfect sensitivity of pathogen detection is modeled using a hidden Markov process. The advantages of our approach include (i) a discrete valued assumption for the number of colonized health-care workers, (ii) two transmission parameters can be incorporated into the likelihood, (iii) the likelihood depends on the number of new cases to improve precision of inference, (iv) individual patient records are not required, and (v) the possibility of imperfect detection of colonization is incorporated. We compare our approach with that used by McBryde et al. (2007) based on an approximation that eliminates the health-care workers from the model, uses Markov chain Monte Carlo and individual patient data. We apply these models to MRSA colonization data collected in a small intensive care unit at the Princess Alexandra Hospital, Brisbane, Australia.

Regression and hypothesis tests for multivariate GNSS state time series

A satellite based observation system can continuously or repeatedly generate a user state vector time series that may contain useful information. One typical example is the collection of International GNSS Services (IGS) station daily and weekly combined solutions. Another example is the epoch-by-epoch kinematic position time series of a receiver derived by a GPS real time kinematic (RTK) technique. Although some multivariate analysis techniques have been adopted to assess the noise characteristics of multivariate state time series, statistic testings are limited to univariate time series. After review of frequently used hypotheses test statistics in univariate analysis of GNSS state time series, the paper presents a number of T-squared multivariate analysis statistics for use in the analysis of multivariate GNSS state time series. These T-squared test statistics have taken the correlation between coordinate components into account, which is neglected in univariate analysis. Numerical analysis was conducted with the multi-year time series of an IGS station to schematically demonstrate the results from the multivariate hypothesis testing in comparison with the univariate hypothesis testing results. The results have demonstrated that, in general, the testing for multivariate mean shifts and outliers tends to reject less data samples than the testing for univariate mean shifts and outliers under the same confidence level. It is noted that neither univariate nor multivariate data analysis methods are intended to replace physical analysis. Instead, these should be treated as complementary statistical methods for a prior or posteriori investigations. Physical analysis is necessary subsequently to refine and interpret the results.

Location and scale mixtures of Gaussians with flexible tail behaviour: Properties, inference and application to multivariate clustering

The family of location and scale mixtures of Gaussians has the ability to generate a number of flexible distributional forms. The family nests as particular cases several important asymmetric distributions like the Generalized Hyperbolic distribution. The Generalized Hyperbolic distribution in turn nests many other well known distributions such as the Normal Inverse Gaussian. In a multivariate setting, an extension of the standard location and scale mixture concept is proposed into a so called multiple scaled framework which has the advantage of allowing different tail and skewness behaviours in each dimension with arbitrary correlation between dimensions. Estimation of the parameters is provided via an EM algorithm and extended to cover the case of mixtures of such multiple scaled distributions for application to clustering. Assessments on simulated and real data confirm the gain in degrees of freedom and flexibility in modelling data of varying tail behaviour and directional shape.

A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: Application to robust clustering

We propose a family of multivariate heavy-tailed distributions that allow variable marginal amounts of tailweight. The originality comes from introducing multidimensional instead of univariate scale variables for the mixture of scaled Gaussian family of distributions. In contrast to most existing approaches, the derived distributions can account for a variety of shapes and have a simple tractable form with a closed-form probability density function whatever the dimension. We examine a number of properties of these distributions and illustrate them in the particular case of Pearson type VII and t tails. For these latter cases, we provide maximum likelihood estimation of the parameters and illustrate their modelling flexibility on simulated and real data clustering examples.