Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Longitudinal familial analysis of blood pressure involving parametric (co)variance functions

Abstract Background For analyzing longitudinal familial data we adopted a log-linear form to incorporate heterogeneity in genetic variance components over the time, and additionally a serial correlation term in the genetic effects at different levels of ages. Due to the availability of multiple measures on the same individual, we permitted environmental correlations that may change across time. Results Systolic blood pressure from family members from the first and second cohort was used in the current analysis. Measures of subjects receiving hypertension treatment were set as censored values and they were corrected. An initial check of the variance and covariance functions proposed for analyzing longitudinal familial data, using empirical semi-variogram plots, indicated that the observed trait dispersion pattern follows the assumptions adopted. Conclusion The corrections for censored phenotypes based on ordinary linear models may be an appropriate simple model to correct the data, ensuring that the original variability in the data was retained. In addition, empirical semi-variogram plots are useful for diagnosis of the (co)variance model adopted.

A mixed model QTL analysis for sugarcane multiple-harvest-location trial data

Sugarcane-breeding programs take at least 12 years to develop new commercial cultivars. Molecular markers offer a possibility to study the genetic architecture of quantitative traits in sugarcane, and they may be used in marker-assisted selection to speed up artificial selection. Although the performance of sugarcane progenies in breeding programs are commonly evaluated across a range of locations and harvest years, many of the QTL detection methods ignore two- and three-way interactions between QTL, harvest, and location. In this work, a strategy for QTL detection in multi-harvest-location trial data, based on interval mapping and mixed models, is proposed and applied to map QTL effects on a segregating progeny from a biparental cross of pre-commercial Brazilian cultivars, evaluated at two locations and three consecutive harvest years for cane yield (tonnes per hectare), sugar yield (tonnes per hectare), fiber percent, and sucrose content. In the mixed model, we have included appropriate (co)variance structures for modeling heterogeneity and correlation of genetic effects and non-genetic residual effects. Forty-six QTLs were found: 13 QTLs for cane yield, 14 for sugar yield, 11 for fiber percent, and 8 for sucrose content. In addition, QTL by harvest, QTL by location, and QTL by harvest by location interaction effects were significant for all evaluated traits (30 QTLs showed some interaction, and 16 none). Our results contribute to a better understanding of the genetic architecture of complex traits related to biomass production and sucrose content in sugarcane.

Hausdorff Distance evaluation of orthodontic accessories' streaking artifacts in 3D model superimposition

The aim of this study was to determine whether image artifacts caused by orthodontic metal accessories interfere with the accuracy of 3D CBCT model superimposition. A human dry skull was subjected three times to a CBCT scan: at first without orthodontic brackets (T1), then with stainless steel brackets bonded without (T2) and with orthodontic arch wires (T3) inserted into the brackets' slots. The registration of image surfaces and the superimposition of 3D models were performed. Within-subject surface distances between T1-T2, T1-T3 and T2-T3 were computed and calculated for comparison among the three data sets. The minimum and maximum Hausdorff Distance units (HDu) computed between the corresponding data points of the T1 and T2 CBCT 3D surface images were 0.000000 and 0.049280 HDu, respectively, and the mean distance was 0.002497 HDu. The minimum and maximum Hausdorff Distances between T1 and T3 were 0.000000 and 0.047440 HDu, respectively, with a mean distance of 0.002585 HDu. In the comparison between T2 and T3, the minimum, maximum and mean Hausdorff Distances were 0.000000, 0.025616 and 0.000347 HDu, respectively. In the current study, the image artifacts caused by metal orthodontic accessories did not compromise the accuracy of the 3D model superimposition. Color-coded maps of overlaid structures complemented the computed Hausdorff Distances and demonstrated a precise fusion between the data sets.

Hydration and anomalous solubility of the Bell-Lavis model as solvent

We address the investigation of the solvation properties of the minimal orientational model for water originally proposed by [Bell and Lavis, J. Phys. A 3, 568 (1970)]. The model presents two liquid phases separated by a critical line. The difference between the two phases is the presence of structure in the liquid of lower density, described through the orientational order of particles. We have considered the effect of a small concentration of inert solute on the solvent thermodynamic phases. Solute stabilizes the structure of solvent by the organization of solvent particles around solute particles at low temperatures. Thus, even at very high densities, the solution presents clusters of structured water particles surrounding solute inert particles, in a region in which pure solvent would be free of structure. Solute intercalates with solvent, a feature which has been suggested by experimental and atomistic simulation data. Examination of solute solubility has yielded a minimum in that property, which may be associated with the minimum found for noble gases. We have obtained a line of minimum solubility (TmS) across the phase diagram, accompanying the line of maximum density. This coincidence is easily explained for noninteracting solute and it is in agreement with earlier results in the literature. We give a simple argument which suggests that interacting solute would dislocate TmS to higher temperatures.

Female fertility in a Guzerat dairy subpopulation: Heterogeneity of variance components for calving intervals

The objectives of the present study were to determine if variance components of calving intervals varied with age at calving and if considering calving intervals as a longitudinal trait would be a useful approach for fertility analysis of Zebu dairy herds. With these purposes, calving records from females born from 1940 to 2006 in a Guzerat dairy subpopulation in Brazil were analyzed. The fixed effects of contemporary groups, formed by year and farm at birth or at calving, and the regressions of age at calving, equivalent inbreeding coefficient and day of the year on the studied traits were considered in the statistical models. In one approach, calving intervals (Cl) were analyzed as a single trait, by fitting a statistical model on which both animal and permanent environment effects were adjusted for the effect of age at calving by random regression. In a second approach, a four-trait analysis was conducted, including age at first calving (AFC) and three different female categories for the calving intervals: first calving females; young females (less than 80 months old, but not first calving); or mature females (80 months old or more). Finally, a two-trait analysis was performed, also including AFC and Cl, but calving intervals were regarded as a single trait in a repeatability model. Additionally, the ranking of sires was compared among approaches. Calving intervals decreased with age until females were about 80 months old, remaining nearly constant after that age. A quasi-linear increase of 11.5 days on the calving intervals was observed for each 10% increase in the female's equivalent inbreeding coefficient. The heritability of AFC was 0.37. For Cl. the genetic-phenotypic variance ratios ranged from 0.064 to 0.141, depending on the approach and on ages at calving. Differences among genetic variance components for calving intervals were observed along the animal's lifetime. Those differences confirmed the longitudinal aspect of that trait, indicating the importance of such consideration when accessing fertility of Zebu dairy females, especially in situations where the available information relies on their calving intervals. Spearman rank correlations among approaches ranged from 0.90 to 0.95, and changes observed in the ranking of sires suggested that the genetic progress of the population could be affected by the approach chosen for the analysis of calving intervals. (C) 2012 Elsevier ay. All rights reserved.

Assessment of variance components in nonlinear mixed-effects elliptical models

The issue of assessing variance components is essential in deciding on the inclusion of random effects in the context of mixed models. In this work we discuss this problem by supposing nonlinear elliptical models for correlated data by using the score-type test proposed in Silvapulle and Silvapulle (1995). Being asymptotically equivalent to the likelihood ratio test and only requiring the estimation under the null hypothesis, this test provides a fairly easy computable alternative for assessing one-sided hypotheses in the context of the marginal model. Taking into account the possible non-normal distribution, we assume that the joint distribution of the response variable and the random effects lies in the elliptical class, which includes light-tailed and heavy-tailed distributions such as Student-t, power exponential, logistic, generalized Student-t, generalized logistic, contaminated normal, and the normal itself, among others. We compare the sensitivity of the score-type test under normal, Student-t and power exponential models for the kinetics data set discussed in Vonesh and Carter (1992) and fitted using the model presented in Russo et al. (2009). Also, a simulation study is performed to analyze the consequences of the kurtosis misspecification.

Sympathetic overactivity precedes metabolic dysfunction in a fructose model of glucose intolerance in mice

De Angelis K, Senador DD, Mostarda C, Irigoyen MC, Morris M. Sympathetic overactivity precedes metabolic dysfunction in a fructose model of glucose intolerance in mice. Am J Physiol Regul Integr Comp Physiol 302: R950-R957, 2012. First published February 8, 2012; doi: 10.1152/ajpregu.00450.2011.-Consumption of high levels of fructose in humans and animals leads to metabolic and cardiovascular dysfunction. There are questions as to the role of the autonomic changes in the time course of fructose-induced dysfunction. C57/BL male mice were given tap water or fructose water (100 g/l) to drink for up to 2 mo. Groups were control (C), 15-day fructose (F15), and 60-day fructose (F60). Light-dark patterns of arterial pressure (AP) and heart rate (HR), and their respective variabilities were measured. Plasma glucose, lipids, insulin, leptin, resistin, adiponectin, and glucose tolerance were quantified. Fructose increased systolic AP (SAP) at 15 and 60 days during both light (F15: 123 +/- 2 and F60: 118 +/- 2 mmHg) and dark periods (F15: 136 +/- 4 and F60: 136 +/- 5 mmHg) compared with controls (light: 111 +/- 2 and dark: 117 +/- 2 mmHg). SAP variance (VAR) and the low-frequency component (LF) were increased in F15 (>60% and >80%) and F60 (>170% and >140%) compared with C. Cardiac sympatho-vagal balance was enhanced, while baroreflex function was attenuated in fructose groups. Metabolic parameters were unchanged in F15. However, F60 showed significant increases in plasma glucose (26%), cholesterol (44%), triglycerides (22%), insulin (95%), and leptin (63%), as well as glucose intolerance. LF of SAP was positively correlated with SAP. Plasma leptin was correlated with triglycerides, insulin, and glucose tolerance. Results show that increased sympathetic modulation of vessels and heart preceded metabolic dysfunction in fructose-consuming mice. Data suggest that changes in autonomic modulation may be an initiating mechanism underlying the cluster of symptoms associated with cardiometabolic disease.

Structure and anomalous solubility for hard spheres in an associating lattice gas model

In this paper we investigate the solubility of a hard-sphere gas in a solvent modeled as an associating lattice gas. The solution phase diagram for solute at 5% is compared with the phase diagram of the original solute free model. Model properties are investigated both through Monte Carlo simulations and a cluster approximation. The model solubility is computed via simulations and is shown to exhibit a minimum as a function of temperature. The line of minimum solubility (TmS) coincides with the line of maximum density (TMD) for different solvent chemical potentials, in accordance with the literature on continuous realistic models and on the "cavity" picture. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4743635]

Bayesian analysis of random regression models using B-splines to model test-day milk yield of Holstein cattle in Brazil

The objective of this paper is to model variations in test-day milk yields of first lactations of Holstein cows by RR using B-spline functions and Bayesian inference in order to fit adequate and parsimonious models for the estimation of genetic parameters. They used 152,145 test day milk yield records from 7317 first lactations of Holstein cows. The model established in this study was additive, permanent environmental and residual random effects. In addition, contemporary group and linear and quadratic effects of the age of cow at calving were included as fixed effects. Authors modeled the average lactation curve of the population with a fourth-order orthogonal Legendre polynomial. They concluded that a cubic B-spline with seven random regression coefficients for both the additive genetic and permanent environment effects was to be the best according to residual mean square and residual variance estimates. Moreover they urged a lower order model (quadratic B-spline with seven random regression coefficients for both random effects) could be adopted because it yielded practically the same genetic parameter estimates with parsimony. (C) 2012 Elsevier B.V. All rights reserved.

Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile

Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e. g., fractional Brownian motion, Levy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation sigma t which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.

Random regression analyses using B-spline functions to model growth of Nellore cattle

The objective of this study was to estimate (co)variance components using random regression on B-spline functions to weight records obtained from birth to adulthood. A total of 82 064 weight records of 8145 females obtained from the data bank of the Nellore Breeding Program (PMGRN/Nellore Brazil) which started in 1987, were used. The models included direct additive and maternal genetic effects and animal and maternal permanent environmental effects as random. Contemporary group and dam age at calving (linear and quadratic effect) were included as fixed effects, and orthogonal Legendre polynomials of age (cubic regression) were considered as random covariate. The random effects were modeled using B-spline functions considering linear, quadratic and cubic polynomials for each individual segment. Residual variances were grouped in five age classes. Direct additive genetic and animal permanent environmental effects were modeled using up to seven knots (six segments). A single segment with two knots at the end points of the curve was used for the estimation of maternal genetic and maternal permanent environmental effects. A total of 15 models were studied, with the number of parameters ranging from 17 to 81. The models that used B-splines were compared with multi-trait analyses with nine weight traits and to a random regression model that used orthogonal Legendre polynomials. A model fitting quadratic B-splines, with four knots or three segments for direct additive genetic effect and animal permanent environmental effect and two knots for maternal additive genetic effect and maternal permanent environmental effect, was the most appropriate and parsimonious model to describe the covariance structure of the data. Selection for higher weight, such as at young ages, should be performed taking into account an increase in mature cow weight. Particularly, this is important in most of Nellore beef cattle production systems, where the cow herd is maintained on range conditions. There is limited modification of the growth curve of Nellore cattle with respect to the aim of selecting them for rapid growth at young ages while maintaining constant adult weight.

Sperm head morphometry in ejaculates of adult marmosets (Callithrix jacchus): a model for studying sperm subpopulations and among-donor variations

In humans and other mammals, sperm morphology has been considered one of the most important predictive parameters of fertility. The objective was to determine the presence and distribution of sperm head morphometric subpopulations in a nonhuman primate model (Callithrix jacchus), using an objective computer analysis system and principal component analysis (PCA) methods to establish the relationship between the subpopulation distribution observed and among-donor variation. The PCA method revealed a stable number of principal components in all donors studied, that represented more than 85% of the cumulative variance in all cases. After cluster analysis, a variable number (from three to seven) sperm morphometric subpopulations were identified with defined sperm dimensions and shapes. There were differences in the distribution of the sperm morphometric subpopulations (P < 0.001) in all ejaculates among the four donors analyzed. In conclusion, in this study, computerized sperm analysis methods combined with PCA cluster analyses were useful to identify, classify, and characterize various head sperm morphometric subpopulations in nonhuman primates, yielding considerable biological information. In addition, because all individuals were kept in the same conditions, differences in the distribution of these subpopulations were not attributed to external or management factors. Finally, the substantial information derived from subpopulation analyses provided new and relevant biological knowledge which may have a practical use for future studies in human and nonhuman primate ejaculates, including identifying individuals more suitable for assisted reproductive technologies. (c) 2012 Elsevier Inc. All rights reserved.

Strategy and model building in the fourth dimension: a null model for genotype × age interaction as a Gaussian stationary stochastic process

Abstract Background Using univariate and multivariate variance components linkage analysis methods, we studied possible genotype × age interaction in cardiovascular phenotypes related to the aging process from the Framingham Heart Study. Results We found evidence for genotype × age interaction for fasting glucose and systolic blood pressure. Conclusions There is polygenic genotype × age interaction for fasting glucose and systolic blood pressure and quantitative trait locus × age interaction for a linkage signal for systolic blood pressure phenotypes located on chromosome 17 at 67 cM.

A mathematical model for optimizing the indications of liver transplantation in patients with hepatocellular carcinoma

Abstract Background The criteria for organ sharing has developed a system that prioritizes liver transplantation (LT) for patients with hepatocellular carcinoma (HCC) who have the highest risk of wait-list mortality. In some countries this model allows patients only within the Milan Criteria (MC, defined by the presence of a single nodule up to 5 cm, up to three nodules none larger than 3 cm, with no evidence of extrahepatic spread or macrovascular invasion) to be evaluated for liver transplantation. This police implies that some patients with HCC slightly more advanced than those allowed by the current strict selection criteria will be excluded, even though LT for these patients might be associated with acceptable long-term outcomes. Methods We propose a mathematical approach to study the consequences of relaxing the MC for patients with HCC that do not comply with the current rules for inclusion in the transplantation candidate list. We consider overall 5-years survival rates compatible with the ones reported in the literature. We calculate the best strategy that would minimize the total mortality of the affected population, that is, the total number of people in both groups of HCC patients that die after 5 years of the implementation of the strategy, either by post-transplantation death or by death due to the basic HCC. We illustrate the above analysis with a simulation of a theoretical population of 1,500 HCC patients with tumor size exponentially. The parameter λ obtained from the literature was equal to 0.3. As the total number of patients in these real samples was 327 patients, this implied in an average size of 3.3 cm and a 95% confidence interval of [2.9; 3.7]. The total number of available livers to be grafted was assumed to be 500. Results With 1500 patients in the waiting list and 500 grafts available we simulated the total number of deaths in both transplanted and non-transplanted HCC patients after 5 years as a function of the tumor size of transplanted patients. The total number of deaths drops down monotonically with tumor size, reaching a minimum at size equals to 7 cm, increasing from thereafter. With tumor size equals to 10 cm the total mortality is equal to the 5 cm threshold of the Milan criteria. Conclusion We concluded that it is possible to include patients with tumor size up to 10 cm without increasing the total mortality of this population.