Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

Cwc24p Is a General Saccharomyces cerevisiae Splicing Factor Required for the Stable U2 snRNP Binding to Primary Transcripts

Splicing of primary transcripts is an essential process for the control of gene expression. Specific conserved sequences in premature transcripts are important to recruit the spliceosome machinery. The Saccharomyces cerevisiae catalytic spliceosome is composed of about 60 proteins and 5 snRNAs (U1, U2, U4/U6 and U5). Among these proteins, there are core components and regulatory factors, which might stabilize or facilitate splicing of specific substrates. Assembly of a catalytic complex depends on the dynamics of interactions between these proteins and RNAs. Cwc24p is an essential S. cerevisiae protein, originally identified as a component of the NTC complex, and later shown to affect splicing in vivo. In this work, we show that Cwc24p also affects splicing in vitro. We show that Cwc24p is important for the U2 snRNP binding to primary transcripts, co-migrates with spliceosomes, and that it interacts with Brr2p. Additionally, we show that Cwc24p is important for the stable binding of Prp19p to the spliceosome. We propose a model in which Cwc24p is required for stabilizing the U2 association with primary transcripts, and therefore, especially important for splicing of RNAs containing non- consensus branchpoint sequences.

Clusters of leprosy transmission and of late diagnosis in a highly endemic area in Brazil: focus on different spatial analysis approaches

Objective The Brazilian National Hansens Disease Control Program recently identified clusters with high disease transmission. Herein, we present different spatial analytical approaches to define highly vulnerable areas in one of these clusters. Method The study area included 373 municipalities in the four Brazilian states Maranha o, Para ', Tocantins and Piaui '. Spatial analysis was based on municipalities as the observation unit, considering the following disease indicators: (i) rate of new cases / 100 000 population, (ii) rate of cases < 15 years / 100 000 population, (iii) new cases with grade-2 disability / 100 000 population and (iv) proportion of new cases with grade-2 disabilities. We performed descriptive spatial analysis, local empirical Bayesian analysis and spatial scan statistic. Results A total of 254 (68.0%) municipalities were classified as hyperendemic (mean annual detection rates > 40 cases / 100 000 inhabitants). There was a concentration of municipalities with higher detection rates in Para ' and in the center of Maranha o. Spatial scan statistic identified 23 likely clusters of new leprosy case detection rates, most of them localized in these two states. These clusters included only 32% of the total population, but 55.4% of new leprosy cases. We also identified 16 significant clusters for the detection rate < 15 years and 11 likely clusters of new cases with grade-2. Several clusters of new cases with grade-2 / population overlap with those of new cases detection and detection of children < 15 years of age. The proportion of new cases with grade-2 did not reveal any significant clusters. Conclusions Several municipality clusters for high leprosy transmission and late diagnosis were identified in an endemic area using different statistical approaches. Spatial scan statistic is adequate to validate and confirm high-risk leprosy areas for transmission and late diagnosis, identified using descriptive spatial analysis and using local empirical Bayesian method. National and State leprosy control programs urgently need to intensify control actions in these highly vulnerable municipalities.

Applying the National Institute for Clinical Excellence criteria to patients treated with the Genous (TM) Bio-engineered R stent (TM): a sub-study of the e-HEALING (Healthy Endothelial Accelerated Lining Inhibits Neointimal Growth) worldwide registry

The National Institute for Clinical Excellence (NICE) guidelines recommend the use of bare-metal stents (BMS) in non-complex lesions with a low risk of restenosis (diameter a parts per thousand yen3 mm and lesion length a parts per thousand currency sign15 mm) and the use of drug-eluting stents (DES) in more complex lesions with a high risk of restenosis (diameter < 3.0 mm or lesion length > 15 mm). However, the guidelines were created based on studies evaluating BMS and DES only. We performed an analysis of patients undergoing non-urgent percutaneous coronary intervention with the novel endothelial cell capturing stent (ECS). The ECS is coated with CD34(+) antibodies that attract circulating endothelial progenitor cells to the stent surface, thereby accelerating the endothelialization of the stented area. We analyzed all patients enrolled in the worldwide e-HEALING registry that met the NICE criteria for either low-risk or high-risk lesions and were treated with a parts per thousand yen1 ECS. The main study outcome was target vessel failure (TVF) at 12-month follow-up, defined as the composite of cardiac death or MI and target vessel revascularization (TVR). A total of 4,241 patients were assessed in the current analysis. At 12-month follow-up, TVF occurred in 7.0% of the patients with low-risk lesions and in 8.8% of the patients with high-risk lesions (p = 0.045). When evaluating the diabetic patients versus the non-diabetic patients per risk group, no significant differences were found in TVF, MI or TVR in either risk group. The ECS shows good clinical outcomes in lesions carrying either a high or a low risk of restenosis according to the NICE guidelines with comparable rates of cardiac death, myocardial infarction, and stent thrombosis. The TVF rate with ECS was slightly higher in patients with high-risk lesions, driven by higher clinically driven TLR. The risk of restenosis with ECS in patients carrying high-risk lesions needs to be carefully considered relative to other risks associated with DES. Furthermore, the presence of diabetes mellitus did not influence the incidence of TVF in either risk group.

Human thermal comfort: an irreversibility-based approach emulating empirical clothed-body correlations and the conceptual energy balance equation

Exergetic analysis can provide useful information as it enables the identification of irreversible phenomena bringing about entropy generation and, therefore, exergy losses (also referred to as irreversibilities). As far as human thermal comfort is concerned, irreversibilities can be evaluated based on parameters related to both the occupant and his surroundings. As an attempt to suggest more insights for the exergetic analysis of thermal comfort, this paper calculates irreversibility rates for a sitting person wearing fairly light clothes and subjected to combinations of ambient air and mean radiant temperatures. The thermodynamic model framework relies on the so-called conceptual energy balance equation together with empirical correlations for invoked thermoregulatory heat transfer rates adapted for a clothed body. Results suggested that a minimum irreversibility rate may exist for particular combinations of the aforesaid surrounding temperatures. By separately considering the contribution of each thermoregulatory mechanism, the total irreversibility rate rendered itself more responsive to either convective or radiative clothing-influenced heat transfers, with exergy losses becoming lower if the body is able to transfer more heat (to the ambient) via convection.

A general threshold stress hybrid hazard model for lifetime data

In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model with a threshold stress is considered. For parameter estimation we develop a sampling-based posterior inference procedure based on Markov Chain Monte Carlo techniques. We assume proper but vague priors for the parameters of interest. A simulation study investigates the frequentist properties of the proposed estimators obtained under the assumption of vague priors. Further, some discussions on model selection criteria are given. The methodology is illustrated on simulated and real lifetime data set.

Equation of Motion Governing the Dynamics of Vertically Collapsing Buildings

The present paper aims at contributing to a discussion, opened by several authors, on the proper equation of motion that governs the vertical collapse of buildings. The most striking and tragic example is that of the World Trade Center Twin Towers, in New York City, about 10 years ago. This is a very complex problem and, besides dynamics, the analysis involves several areas of knowledge in mechanics, such as structural engineering, materials sciences, and thermodynamics, among others. Therefore, the goal of this work is far from claiming to deal with the problem in its completeness, leaving aside discussions about the modeling of the resistive load to collapse, for example. However, the following analysis, restricted to the study of motion, shows that the problem in question holds great similarity to the classic falling-chain problem, very much addressed in a number of different versions as the pioneering one, by von Buquoy or the one by Cayley. Following previous works, a simple single-degree-of-freedom model was readdressed and conceptually discussed. The form of Lagrange's equation, which leads to a proper equation of motion for the collapsing building, is a general and extended dissipative form, which is proper for systems with mass varying explicitly with position. The additional dissipative generalized force term, which was present in the extended form of the Lagrange equation, was shown to be derivable from a Rayleigh-like energy function. DOI: 10.1061/(ASCE)EM.1943-7889.0000453. (C) 2012 American Society of Civil Engineers.

Constraining H-0 in general dark energy models from Sunyaev-Zeldovich/X-ray technique and complementary probes

In accelerating dark energy models, the estimates of the Hubble constant, Ho, from Sunyaev-Zerdovich effect (SZE) and X-ray surface brightness of galaxy clusters may depend on the matter content (Omega(M)), the curvature (Omega(K)) and the equation of state parameter GO. In this article, by using a sample of 25 angular diameter distances of galaxy clusters described by the elliptical beta model obtained through the SZE/X-ray technique, we constrain Ho in the framework of a general ACDM model (arbitrary curvature) and a flat XCDM model with a constant equation of state parameter omega = p(x)/rho(x). In order to avoid the use of priors in the cosmological parameters, we apply a joint analysis involving the baryon acoustic oscillations (BA()) and the (MB Shift Parameter signature. By taking into account the statistical and systematic errors of the SZE/X-ray technique we obtain for nonflat ACDM model H-0 = 74(-4.0)(+5.0) km s(-1) Mpc(-1) (1 sigma) whereas for a fiat universe with constant equation of state parameter we find H-0 = 72(-4.0)(+5.5) km s(-1) Mpc(-1)(1 sigma). By assuming that galaxy clusters are described by a spherical beta model these results change to H-0 = 6(-7.0)(+8.0) and H-0 = 59(-6.0)(+9.0) km s(-1) Mpc(-1)(1 sigma), respectively. The results from elliptical description are in good agreement with independent studies from the Hubble Space Telescope key project and recent estimates based on the Wilkinson Microwave Anisotropy Probe, thereby suggesting that the combination of these three independent phenomena provides an interesting method to constrain the Bubble constant. As an extra bonus, the adoption of the elliptical description is revealed to be a quite realistic assumption. Finally, by comparing these results with a recent determination for a, flat ACDM model using only the SZE/X-ray technique and BAO, we see that the geometry has a very weak influence on H-0 estimates for this combination of data.

Bayesian analysis of weak gravitational lensing and Sunyaev-Zel'dovich data for six galaxy clusters

We present an analysis of observations made with the Arcminute Microkelvin Imager (AMI) and the CanadaFranceHawaii Telescope (CFHT) of six galaxy clusters in a redshift range of 0.160.41. The cluster gas is modelled using the SunyaevZeldovich (SZ) data provided by AMI, while the total mass is modelled using the lensing data from the CFHT. In this paper, we (i) find very good agreement between SZ measurements (assuming large-scale virialization and a gas-fraction prior) and lensing measurements of the total cluster masses out to r200; (ii) perform the first multiple-component weak-lensing analysis of A115; (iii) confirm the unusual separation between the gas and mass components in A1914 and (iv) jointly analyse the SZ and lensing data for the relaxed cluster A611, confirming our use of a simulation-derived masstemperature relation for parametrizing measurements of the SZ effect.

Average control of Markov decision processes with Feller transition probabilities and general action spaces

This paper studies the average control problem of discrete-time Markov Decision Processes (MDPs for short) with general state space, Feller transition probabilities, and possibly non-compact control constraint sets A(x). Two hypotheses are considered: either the cost function c is strictly unbounded or the multifunctions A(r)(x) = {a is an element of A(x) : c(x, a) <= r} are upper-semicontinuous and compact-valued for each real r. For these two cases we provide new results for the existence of a solution to the average-cost optimality equality and inequality using the vanishing discount approach. We also study the convergence of the policy iteration approach under these conditions. It should be pointed out that we do not make any assumptions regarding the convergence and the continuity of the limit function generated by the sequence of relative difference of the alpha-discounted value functions and the Poisson equations as often encountered in the literature. (C) 2012 Elsevier Inc. All rights reserved.

General results for the Kumaraswamy-G distribution

For any continuous baseline G distribution [G. M. Cordeiro and M. de Castro, A new family of generalized distributions, J. Statist. Comput. Simul. 81 (2011), pp. 883-898], proposed a new generalized distribution (denoted here with the prefix 'Kw-G'(Kumaraswamy-G)) with two extra positive parameters. They studied some of its mathematical properties and presented special sub-models. We derive a simple representation for the Kw-Gdensity function as a linear combination of exponentiated-G distributions. Some new distributions are proposed as sub-models of this family, for example, the Kw-Chen [Z.A. Chen, A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statist. Probab. Lett. 49 (2000), pp. 155-161], Kw-XTG [M. Xie, Y. Tang, and T.N. Goh, A modified Weibull extension with bathtub failure rate function, Reliab. Eng. System Safety 76 (2002), pp. 279-285] and Kw-Flexible Weibull [M. Bebbington, C. D. Lai, and R. Zitikis, A flexible Weibull extension, Reliab. Eng. System Safety 92 (2007), pp. 719-726]. New properties of the Kw-G distribution are derived which include asymptotes, shapes, moments, moment generating function, mean deviations, Bonferroni and Lorenz curves, reliability, Renyi entropy and Shannon entropy. New properties of the order statistics are investigated. We discuss the estimation of the parameters by maximum likelihood. We provide two applications to real data sets and discuss a bivariate extension of the Kw-G distribution.

A General Latent Class Model for Performance Evaluation of Diagnostic Tests in the Absence of a Gold Standard: An Application to Chagas Disease

We propose a new general Bayesian latent class model for evaluation of the performance of multiple diagnostic tests in situations in which no gold standard test exists based on a computationally intensive approach. The modeling represents an interesting and suitable alternative to models with complex structures that involve the general case of several conditionally independent diagnostic tests, covariates, and strata with different disease prevalences. The technique of stratifying the population according to different disease prevalence rates does not add further marked complexity to the modeling, but it makes the model more flexible and interpretable. To illustrate the general model proposed, we evaluate the performance of six diagnostic screening tests for Chagas disease considering some epidemiological variables. Serology at the time of donation (negative, positive, inconclusive) was considered as a factor of stratification in the model. The general model with stratification of the population performed better in comparison with its concurrents without stratification. The group formed by the testing laboratory Biomanguinhos FIOCRUZ-kit (c-ELISA and rec-ELISA) is the best option in the confirmation process by presenting false-negative rate of 0.0002% from the serial scheme. We are 100% sure that the donor is healthy when these two tests have negative results and he is chagasic when they have positive results.

Conditions for the validity of the quantum Langevin equation

From microscopic models, a Langevin equation can, in general, be derived only as an approximation. Two possible conditions to validate this approximation are studied. One is, for a linear Langevin equation, that the frequency of the Fourier transform should be close to the natural frequency of the system. The other is by the assumption of "slow" variables. We test this method by comparison with an exactly soluble model and point out its limitations. We base our discussion on two approaches. The first is a direct, elementary treatment of Senitzky. The second is via a generalized Langevin equation as an intermediate step.

Estimating total body fat using a skinfold prediction equation in Brazilian children

Background: The double burden of obesity and underweight is increasing in developing countries and simple methods for the assessment of fat mass in children are needed. Aim: To develop and validate a new anthropometric predication equation for assessment of fat mass in children. Subjects and methods: Body composition was assessed in 145 children aged 9.8 +/- 1.3 (SD) years from Sao Paulo, Brazil using dual energy X-ray absorptiometry (DEXA) and skinfold measurements. The study sample was divided into development and validation sub-sets to develop a new prediction equation for FM (PE). Results: Using multiple linear regression analyses, the best equation for predicting FM (R-2 - 0.77) included body weight, triceps skinfold, height, gender and age as independent variables. When cross-validated, the new PE was valid in this sample (R-2 = 0.80), while previously published equations were not. Conclusion: The PE was more valid for Brazilian children that existing equations, but further studies are needed to assess the validity of this PE in other populations.

Phylodynamics and Dispersal of HRSV Entails Its Permanence in the General Population in between Yearly Outbreaks in Children

Background: Human respiratory syncytial virus (HRSV) is one of the major etiologic agents of respiratory tract infections among children worldwide. Methodology/Principal Findings: Here through a comprehensive analysis of the two major HRSV groups A and B (n = 1983) which comprise of several genotypes, we present a complex pattern of population dynamics of HRSV over a time period of 50 years (1956-2006). Circulation pattern of HRSV revealed a series of expansions and fluctuations of co-circulating lineages with a predominance of HRSVA. Positively selected amino acid substitutions of the G glycoprotein occurred upon population growth of GB3 with a 60-nucleotide insertion (GB3 Insert), while other genotypes acquired substitutions upon both population growth and decrease, thus possibly reflecting a role for immune selected epitopes in linkage to the traced substitution sites that may have important relevance for vaccine design. Analysis evidenced the co-circulation and predominance of distinct HRSV genotypes in Brazil and suggested a year-round presence of the virus. In Brazil, GA2 and GA5 were the main culprits of HRSV outbreaks until recently, when the GB3 Insert became highly prevalent. Using Bayesian methods, we determined the dispersal patterns of genotypes through several inferred migratory routes. Conclusions/Significance: Genotypes spread across continents and between neighboring areas. Crucially, genotypes also remained at any given region for extended periods, independent of seasonal outbreaks possibly maintained by re-infecting the general population.