Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.

Mating system parameters at hierarchical levels of fruits, individuals and populations in the Brazilian insect-pollinated tropical tree, Tabebuia roseo-alba (Bignoniaceae)

For many tree species, mating system analyses have indicated potential variations in the selfing rate and paternity correlation among fruits within individuals, among individuals within populations, among populations, and from one flowering event to another. In this study, we used eight microsatellite markers to investigate mating systems at two hierarchical levels (fruits within individuals and individuals within populations) for the insect pollinated Neotropical tree Tabebuia roseo-alba. We found that T. roseo-alba has a mixed mating system with predominantly outcrossed mating. The outcrossing rates at the population level were similar across two T. roseo-alba populations; however, the rates varied considerably among individuals within populations. The correlated paternity results at different hierarchical levels showed that there is a high probability of shared paternal parentage when comparing seeds within fruits and among fruits within plants and full-sibs occur in much higher proportion within fruits than among fruits. Significant levels of fixation index were found in both populations and biparental inbreeding is believed to be the main cause of the observed inbreeding. The number of pollen donors contributing to mating was low. Furthermore, open-pollinated seeds varied according to relatedness, including half-sibs, full-sibs, self-sibs and self- half-sibs. In both populations, the effective population size within a family (seed-tree and its offspring) was lower than expected for panmictic populations. Thus, seeds for ex situ conservation genetics, progeny tests and reforestation must be collected from a large number of seed-trees to guarantee an adequate effective population in the sample.

Parameter recovery for a skew-normal IRT model under a Bayesian approach: hierarchical framework, prior and kernel sensitivity and sample size

Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is an interest in studying latent variables (or latent traits). Usually such latent traits are assumed to be random variables and a convenient distribution is assigned to them. A very common choice for such a distribution has been the standard normal. Recently, Azevedo et al. [Bayesian inference for a skew-normal IRT model under the centred parameterization, Comput. Stat. Data Anal. 55 (2011), pp. 353-365] proposed a skew-normal distribution under the centred parameterization (SNCP) as had been studied in [R. B. Arellano-Valle and A. Azzalini, The centred parametrization for the multivariate skew-normal distribution, J. Multivariate Anal. 99(7) (2008), pp. 1362-1382], to model the latent trait distribution. This approach allows one to represent any asymmetric behaviour concerning the latent trait distribution. Also, they developed a Metropolis-Hastings within the Gibbs sampling (MHWGS) algorithm based on the density of the SNCP. They showed that the algorithm recovers all parameters properly. Their results indicated that, in the presence of asymmetry, the proposed model and the estimation algorithm perform better than the usual model and estimation methods. Our main goal in this paper is to propose another type of MHWGS algorithm based on a stochastic representation (hierarchical structure) of the SNCP studied in [N. Henze, A probabilistic representation of the skew-normal distribution, Scand. J. Statist. 13 (1986), pp. 271-275]. Our algorithm has only one Metropolis-Hastings step, in opposition to the algorithm developed by Azevedo et al., which has two such steps. This not only makes the implementation easier but also reduces the number of proposal densities to be used, which can be a problem in the implementation of MHWGS algorithms, as can be seen in [R.J. Patz and B.W. Junker, A straightforward approach to Markov Chain Monte Carlo methods for item response models, J. Educ. Behav. Stat. 24(2) (1999), pp. 146-178; R. J. Patz and B. W. Junker, The applications and extensions of MCMC in IRT: Multiple item types, missing data, and rated responses, J. Educ. Behav. Stat. 24(4) (1999), pp. 342-366; A. Gelman, G.O. Roberts, and W.R. Gilks, Efficient Metropolis jumping rules, Bayesian Stat. 5 (1996), pp. 599-607]. Moreover, we consider a modified beta prior (which generalizes the one considered in [3]) and a Jeffreys prior for the asymmetry parameter. Furthermore, we study the sensitivity of such priors as well as the use of different kernel densities for this parameter. Finally, we assess the impact of the number of examinees, number of items and the asymmetry level on the parameter recovery. Results of the simulation study indicated that our approach performed equally as well as that in [3], in terms of parameter recovery, mainly using the Jeffreys prior. Also, they indicated that the asymmetry level has the highest impact on parameter recovery, even though it is relatively small. A real data analysis is considered jointly with the development of model fitting assessment tools. The results are compared with the ones obtained by Azevedo et al. The results indicate that using the hierarchical approach allows us to implement MCMC algorithms more easily, it facilitates diagnosis of the convergence and also it can be very useful to fit more complex skew IRT models.

Application of Electrochemical Degradation of Wastewater Composed of Mixtures of Phenol-Formaldehyde

The industrial wastewater from resin production plants contains as major components phenol and formaldehyde, which are traditionally treated by biological methods. As a possible alternative method, electrochemical treatment was tested using solutions containing a mixture of phenol and formaldehyde simulating an industrial effluent. The anode used was a dimensionally stable anode (DSAA (R)) of nominal composition Ti/Ru0.3Ti0.7O2, and the solution composition during the degradation process was analyzed by liquid chromatography and the removal of total organic carbon. From cyclic voltammetry, it is observed that for formaldehyde, a small offset of the beginning of the oxygen evolution reaction occurs, but for phenol, the reaction is inhibited and the current density decreases. From the electrochemical degradations, it was determined that 40 mA cm(-2) is the most efficient current density and the comparison of different supporting electrolytes (Na2SO4, NaNO3, and NaCl) indicated a higher removal of total organic carbon in NaCl medium.

Solvation in aqueous binary mixtures: consequences of the hydrophobic character of the ionic liquids and the solvatochromic probes

Information on the solvation in mixtures of water, W, and the ionic liquids, ILs, 1-allyl-3-R-imidazolium chlorides; R = methyl, 1-butyl, and 1-hexyl, has been obtained from the responses of the following solvatochromic probes: 2,6-dibromo-4-[(E)-2-(1-R-pyridinium-4-yl)ethenyl] phenolate, R = methyl, MePMBr2; 1-octyl, OcPMBr(2), and the corresponding quinolinium derivative, MeQMBr(2). A model developed for solvation in binary mixtures of W and molecular solvents has been extended to the present mixtures. Our objective is to assess the relevance to solvation of hydrogen-bonding and the hydrophobic character of the IL and the solvatochromic probe. Plots of the medium empirical polarity, E-T(probe) versus its composition revealed non-ideal behavior, attributed to preferential solvation by the IL and, more efficiently, by the IL-W hydrogen-bonded complex. The deviation from linearity increases as a function of increasing number of carbon atoms in the alkyl group of the IL, and is larger than that observed for solvation by W plus molecular solvents (1-propanol and 2-(1-butoxy)ethanol) that are more hydrophobic than the ILs investigated. This enhanced deviation is attributed to the more organized structure of the ILs proper, which persists in their aqueous solutions. MeQMBr(2) is more susceptible to solvent lipophilicity than OcPMBr(2), although the former probe is less lipophilic. This enhanced susceptibility agrees with the important effect of annelation on the contributions of the quinonoid and zwitterionic limiting structures to the ground and excited states of the probe, hence on its response to both medium composition and lipophilicity of the IL.

Kinetics and product distribution of p-nitrophenyl phosphate dianion solvolysis in ternary DMSO/alcohol/water mixtures are compatible with metaphosphate formation

The rate of solvolysis of p-nitrophenyl phosphate (PNPP) dianion in DMSO/water strongly decreases by increasing water concentration. Addition of linear alcohols (methanol, propanol, butanol, pentanol, and hexanol) at constant DMSO/water molar ratio produced an even sharper rate decrease. Alkyl phosphate formation, resulting from PNPP solvolysis in ternary DMSO/water/alcohol mixtures, increased with alcohol concentration and was essentially temperature independent. Methanol and hexanol were the poorest nucleophiles under all conditions. Activation energies and enthalpies for solvolysis in ternary mixtures were similar and entropies varied with alcohol concentration. Taken together these results can be best interpreted in terms of a dissociative mechanism with the intervention of metaphosphate. Copyright (C) 2011 John Wiley & Sons, Ltd.

A decaying factor accounts for contained activity in neuronal networks with no need of hierarchical or modular organization

The mechanisms responsible for containing activity in systems represented by networks are crucial in various phenomena, for example, in diseases such as epilepsy that affect the neuronal networks and for information dissemination in social networks. The first models to account for contained activity included triggering and inhibition processes, but they cannot be applied to social networks where inhibition is clearly absent. A recent model showed that contained activity can be achieved with no need of inhibition processes provided that the network is subdivided into modules (communities). In this paper, we introduce a new concept inspired in the Hebbian theory, through which containment of activity is achieved by incorporating a dynamics based on a decaying activity in a random walk mechanism preferential to the node activity. Upon selecting the decay coefficient within a proper range, we observed sustained activity in all the networks tested, namely, random, Barabasi-Albert and geographical networks. The generality of this finding was confirmed by showing that modularity is no longer needed if the dynamics based on the integrate-and-fire dynamics incorporated the decay factor. Taken together, these results provide a proof of principle that persistent, restrained network activation might occur in the absence of any particular topological structure. This may be the reason why neuronal activity does not spread out to the entire neuronal network, even when no special topological organization exists.

Comparison of the n-Alkanes and Polycyclic Aromatic Hydrocarbons Concentrations in the Atmosphere during the Preparation of Warm and Hot Mixtures Asphalt for Pavements

Asphalt binder is used in the production of hot mixes asphalt (HMA) for paving and, due to the high temperatures used, generates fumes thatcontainn-alkanes and polycyclic aromatic hydrocarbons (PAH). Asphalt mixes prepared at lower temperatures, such as warm mixes asphalt (WMA), may contribute to reduce the emissions of those compounds and save energy. This paper investigatesn-alkanes and PAH in the total suspended particles during the preparation of WMA, in comparison with HMA, in laboratory. The results showed that the n-alkanes of the WMA and HMA presented C-max at n-C-26 and n-C-28, respectively; also, the total content of n-alkanes was higher for the HMA than forthe WMA. Besides, benzo[b]fluoranthene and benzo[a]anthracene were the major PAH in the WMA, while the higher temperatures of the HMA were observed to volatilize all larger PAH, demonstrating higher potential of inhalation exposure.

Why Are Women With Cervical Cancer Not Being Diagnosed in Preinvasive Phase? An Analysis of Risk Factors Using a Hierarchical Model

Objective: To assess the risk factors for delayed diagnosis of uterine cervical lesions. Materials and Methods: This is a case-control study that recruited 178 women at 2 Brazilian hospitals. The cases (n = 74) were composed of women with a late diagnosis of a lesion in the uterine cervix (invasive carcinoma in any stage). The controls (n = 104) were composed of women with cervical lesions diagnosed early on (low-or high-grade intraepithelial lesions). The analysis was performed by means of logistic regression model using a hierarchical model. The socioeconomic and demographic variables were included at level I (distal). Level II (intermediate) included the personal and family antecedents and knowledge about the Papanicolaou test and human papillomavirus. Level III (proximal) encompassed the variables relating to individuals' care for their own health, gynecologic symptoms, and variables relating to access to the health care system. Results: The risk factors for late diagnosis of uterine cervical lesions were age older than 40 years (odds ratio [OR] = 10.4; 95% confidence interval [CI], 2.3-48.4), not knowing the difference between the Papanicolaou test and gynecological pelvic examinations (OR, = 2.5; 95% CI, 1.3-4.9), not thinking that the Papanicolaou test was important (odds ratio [OR], 4.2; 95% CI, 1.3-13.4), and abnormal vaginal bleeding (OR, 15.0; 95% CI, 6.5-35.0). Previous treatment for sexually transmissible disease was a protective factor (OR, 0.3; 95% CI, 0.1-0.8) for delayed diagnosis. Conclusions: Deficiencies in cervical cancer prevention programs in developing countries are not simply a matter of better provision and coverage of Papanicolaou tests. The misconception about the Papanicolaou test is a serious educational problem, as demonstrated by the present study.

Photo-activated phase separation in giant vesicles made from different lipid mixtures

Using giant unilamellar vesicles (GUVs) made from POPC. DPPC, cholesterol and a small amount of a porphyrin-based photosensitizer that we name PE-porph, we investigated the response of the lipid bilayer under visible light, focusing in the formation of domains during the lipid oxidation induced by singlet oxygen. This reactive species is generated by light excitation of PE-porf in the vicinity of the membrane, and thus promotes formation of hydroperoxides when unsaturated lipids and cholesterol are present. Using optical microscopy we determined the lipid compositions under which GUVs initially in the homogeneous phase displayed Lo-Ld phase separation following irradiation. Such an effect is attributed to the in situ formation of both hydroperoxized POPC and cholesterol. The boundary line separating homogeneous Lo phase and phase coexistence regions in the phase diagram is displaced vertically towards the higher cholesterol content in respect to ternary diagram of POPC:DPPC:cholesterol mixtures in the absence of oxidized species. Phase separated domains emerge from sub-micrometer initial sizes to evolve over hours into large Lo-Ld domains completely separated in the lipid membrane. This study provides not only a new tool to explore the kinetics of domain formation in mixtures of lipid membranes, but may also have implications in biological signaling of redox misbalance. (C) 2011 Elsevier B.V. All rights reserved.

Comparison of the n-alkanes and polycyclic aromatic hydrocarbons concentrations in the atmosphere during the preparation of warm and hot mixtures asphalt for pavements

O asfalto é utilizado na produção de misturas asfálticas a quente (HMA) para a pavimentação e, devido às altas temperaturas empregadas, gera fumos que contêm n-alcanos e hidrocarbonetos policíclicos aromáticos (HPAs). As misturas asfálticas preparadas em temperaturas mais baixas, como as misturas asfálticas mornas (WMA), podem contribuir na redução das emissões daqueles compostos e economizar energia. Este trabalho investiga os n-alcanos e os HPAs nas partículas totais em suspensão durante a preparação de uma WMA, em comparação com uma HMA, em laboratório. Os resultados mostraram que os n-alcanos da WMA e da HMA apresentaram Cmáx no n-C26 e n-C28, respectivamente, e o teor de n-alcanos total foi maior na HMA do que na WMA. Ademais, verificou-se que o benzo[b]fluoranteno e benzo[a]antraceno constituíam os maiores HPAs na WMA, enquanto as temperaturas mais altas da HMA volatilizaram todos seus grandes HPAs, demonstrando maior potencial de exposição por inalação.

Annealed Ising model on hierarchical structures: a transfer matrix approach.

Spin systems in the presence of disorder are described by two sets of degrees of freedom, associated with orientational (spin) and disorder variables, which may be characterized by two distinct relaxation times. Disordered spin models have been mostly investigated in the quenched regime, which is the usual situation in solid state physics, and in which the relaxation time of the disorder variables is much larger than the typical measurement times. In this quenched regime, disorder variables are fixed, and only the orientational variables are duly thermalized. Recent studies in the context of lattice statistical models for the phase diagrams of nematic liquid-crystalline systems have stimulated the interest of going beyond the quenched regime. The phase diagrams predicted by these calculations for a simple Maier-Saupe model turn out to be qualitative different from the quenched case if the two sets of degrees of freedom are allowed to reach thermal equilibrium during the experimental time, which is known as the fully annealed regime. In this work, we develop a transfer matrix formalism to investigate annealed disordered Ising models on two hierarchical structures, the diamond hierarchical lattice (DHL) and the Apollonian network (AN). The calculations follow the same steps used for the analysis of simple uniform systems, which amounts to deriving proper recurrence maps for the thermodynamic and magnetic variables in terms of the generations of the construction of the hierarchical structures. In this context, we may consider different kinds of disorder, and different types of ferromagnetic and anti-ferromagnetic interactions. In the present work, we analyze the effects of dilution, which are produced by the removal of some magnetic ions. The system is treated in a “grand canonical" ensemble. The introduction of two extra fields, related to the concentration of two different types of particles, leads to higher-rank transfer matrices as compared with the formalism for the usual uniform models. Preliminary calculations on a DHL indicate that there is a phase transition for a wide range of dilution concentrations. Ising spin systems on the AN are known to be ferromagnetically ordered at all temperatures; in the presence of dilution, however, there are indications of a disordered (paramagnetic) phase at low concentrations of magnetic ions.

Hierarchical multi-label classification using local neural networks

Hierarchical multi-label classification is a complex classification task where the classes involved in the problem are hierarchically structured and each example may simultaneously belong to more than one class in each hierarchical level. In this paper, we extend our previous works, where we investigated a new local-based classification method that incrementally trains a multi-layer perceptron for each level of the classification hierarchy. Predictions made by a neural network in a given level are used as inputs to the neural network responsible for the prediction in the next level. We compare the proposed method with one state-of-the-art decision-tree induction method and two decision-tree induction methods, using several hierarchical multi-label classification datasets. We perform a thorough experimental analysis, showing that our method obtains competitive results to a robust global method regarding both precision and recall evaluation measures.