23 resultados para Variance-covariance Matrices
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
Resumo:
Most biological systems are formed by component parts that are to some degree interrelated. Groups of parts that are more associated among themselves and are relatively autonomous from others are called modules. One of the consequences of modularity is that biological systems usually present an unequal distribution of the genetic variation among traits. Estimating the covariance matrix that describes these systems is a difficult problem due to a number of factors such as poor sample sizes and measurement errors. We show that this problem will be exacerbated whenever matrix inversion is required, as in directional selection reconstruction analysis. We explore the consequences of varying degrees of modularity and signal-to-noise ratio on selection reconstruction. We then present and test the efficiency of available methods for controlling noise in matrix estimates. In our simulations, controlling matrices for noise vastly improves the reconstruction of selection gradients. We also perform an analysis of selection gradients reconstruction over a New World Monkeys skull database to illustrate the impact of noise on such analyses. Noise-controlled estimates render far more plausible interpretations that are in full agreement with previous results.
Resumo:
A total of 46,089 individual monthly test-day (TD) milk yields (10 test-days), from 7,331 complete first lactations of Holstein cattle were analyzed. A standard multivariate analysis (MV), reduced rank analyses fitting the first 2, 3, and 4 genetic principal components (PC2, PC3, PC4), and analyses that fitted a factor analytic structure considering 2, 3, and 4 factors (FAS2, FAS3, FAS4), were carried out. The models included the random animal genetic effect and fixed effects of the contemporary groups (herd-year-month of test-day), age of cow (linear and quadratic effects), and days in milk (linear effect). The residual covariance matrix was assumed to have full rank. Moreover, 2 random regression models were applied. Variance components were estimated by restricted maximum likelihood method. The heritability estimates ranged from 0.11 to 0.24. The genetic correlation estimates between TD obtained with the PC2 model were higher than those obtained with the MV model, especially on adjacent test-days at the end of lactation close to unity. The results indicate that for the data considered in this study, only 2 principal components are required to summarize the bulk of genetic variation among the 10 traits.
Resumo:
In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.
Resumo:
In this article, we present a new control chart for monitoring the covariance matrix in a bivariate process. In this method, n observations of the two variables were considered as if they came from a single variable (as a sample of 2n observations), and a sample variance was calculated. This statistic was used to build a new control chart specifically as a VMIX chart. The performance of the new control chart was compared with its main competitors: the generalized sampled variance chart, the likelihood ratio test, Nagao's test, probability integral transformation (v(t)), and the recently proposed VMAX chart. Among these statistics, only the VMAX chart was competitive with the VMIX chart. For shifts in both variances, the VMIX chart outperformed VMAX; however, VMAX showed better performance for large shifts (higher than 10%) in one variance.
Resumo:
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.
Resumo:
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.
Resumo:
The worldwide production of bamboo generates large volumes of leaf wastes, which are deposited in landfills or burned in an uncontrolled manner, with negative effects in the environment. The ash obtained by calcining of the bamboo leaf waste, shows good qualities as supplementary cementing material for the production of blended cements. The current paper shows a detailed scientific study of a Brazilian bamboo leaf ash (BLA) calcined at 600 degrees C in small scale condition, by using different techniques (XRF, XRD, SEM/EDX, FT-IR, TG/DTG) and technical study in order. to analyse the behaviour of this ash in blended cements elaborated with 10% and 20% by mass of BLA. The results stated that this ash shows a very high pozzolanic activity, with a reaction rate constant K of the order of 10(-1)/h and type I CSH gel was the main hydrated phase obtained from pozzolanic reaction. The BLA blended cements (10% and 20%) complied with the physical and mechanical requirements of the existing European standards. (c) 2012 Elsevier Ltd. All rights reserved.
Resumo:
Calcium carbonate is one of the most important biominerals, and it is the main constituent of pearls, seashells, and teeth. The in vitro crystallization of calcium carbonate using different organic matrices as templates has been reported. In this work, the growth of calcium carbonate thin films on special organic matrices consisting of layer-by-layer (LbL) polyelectrolyte films deposited on a pre-formed phospholipid Langmuir-Blodgett (LB) film has been studied. Two types of randomly coiled polyelectrolytes have been used: lambda-carrageenan and poly(acrylic acid). A precoating comprised of LB films has been prepared by employing a negatively charged phospholipid, the sodium salt of dimyristoilphosphatidyl acid (DMPA), or a zwitterionic phospholipid, namely dimyristoilphosphatidylethanolamine (DMPE). This approach resulted in the formation of particulate calcium carbonate continuous films with different morphologies, particle sizes, and roughness, as revealed by scanning electron microscopy (SEM) and atomic force microscopy (AFM). The crystalline structure of the calcium carbonate particles was analyzed by Raman spectroscopy. The randomly coiled conformation of the polyelectrolytes seems to be the main reason for the formation of continuous films rather than CaCO3 isolated crystals. (C) 2012 Elsevier B.V. All rights reserved.
Resumo:
Arnold [V.I. Arnold, On matrices depending on parameters, Russian Math. Surveys 26 (2) (1971) 29-43] constructed miniversal deformations of square complex matrices under similarity; that is, a simple normal form to which not only a given square matrix A but all matrices B close to it can be reduced by similarity transformations that smoothly depend on the entries of B. We construct miniversal deformations of matrices under congruence. (C) 2011 Elsevier Inc. All rights reserved.
Resumo:
Drug testing is used by employers to detect drug use by employees or job candidates. It can identify recent use of alcohol, prescription drugs, and illicit drugs as a screening tool for potential health and safety and performance issues. Urine is the most commonly used sample for illicit drugs. It detects the use of a drug within the last few days and as such is evidence of recent use; but a positive test does not necessarily mean that the individual was impaired at the time of the test. Abstention from use for three days will often produce a negative test result. Analysis of hair provides a much longer window of detection, typically 1 to 3 months. Hence the likelihood of a falsely negative test using hair is very much less than with a urine test. Conversely, a negative hair test is a substantially stronger indicator of a non-drug user than a negative urine test. Oral fluid (saliva) is also easy to collect. Drugs remain in oral fluid for a similar time as in blood. The method is a good way of detecting current use and is more likely to reflect current impairment. It offers promise as a test in post-accident, for cause, and on-duty situations. Studies have shown that within the same industrial settings, hair testing can detect twice as many drug users as urine testing. Copyright (C) 2012 John Wiley & Sons, Ltd.
Resumo:
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.
Resumo:
Starting from the Fisher matrix for counts in cells, we derive the full Fisher matrix for surveys of multiple tracers of large-scale structure. The key step is the classical approximation, which allows us to write the inverse of the covariance of the galaxy counts in terms of the naive matrix inverse of the covariance in a mixed position-space and Fourier-space basis. We then compute the Fisher matrix for the power spectrum in bins of the 3D wavenumber , the Fisher matrix for functions of position (or redshift z) such as the linear bias of the tracers and/or the growth function and the cross-terms of the Fisher matrix that expresses the correlations between estimations of the power spectrum and estimations of the bias. When the bias and growth function are fully specified, and the Fourier-space bins are large enough that the covariance between them can be neglected, the Fisher matrix for the power spectrum reduces to the widely used result that was first derived by Feldman, Kaiser & Peacock. Assuming isotropy, a fully analytical calculation of the Fisher matrix in the classical approximation can be performed in the case of a constant-density, volume-limited survey.
Resumo:
The method of steepest descent is used to study the integral kernel of a family of normal random matrix ensembles with eigenvalue distribution P-N (z(1), ... , z(N)) = Z(N)(-1)e(-N)Sigma(N)(i=1) V-alpha(z(i)) Pi(1 <= i<j <= N) vertical bar z(i) - z(j)vertical bar(2), where V-alpha(z) = vertical bar z vertical bar(alpha), z epsilon C and alpha epsilon inverted left perpendicular0, infinity inverted right perpendicular. Asymptotic formulas with error estimate on sectors are obtained. A corollary of these expansions is a scaling limit for the n-point function in terms of the integral kernel for the classical Segal-Bargmann space. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.3688293]
Resumo:
The concept of effective population size (N(e)) is an important measure of representativeness in many areas. In this research, we consider the statistical properties of the number of contributed gametes under practical situations by adapting Crow and Denninston's (1988) N(e) formulas for dioecious species. Three sampling procedures were considered. In all circumstances, results show that as the offspring sex ratio (r) deviates from 0.5, N(e) values become smaller, and the efficiency of gametic control for increasing N(e) is reduced. For finite populations, where all individuals are potentially functional parents, the reduction in N(e) due to an unequal sex ratio can be compensated for through female gametic control when 0.28 <= r <= 0.72. This outcome is important when r is unknown. When only a fraction of the individuals in a population is taken for reproduction, N(e) is meaningful only if the size of the reference population is clearly defined. Gametic control is a compensating factor in accession regeneration when the viability of the accession is around 70 or 75%. For germ-plasm collection, when parents are a very small fraction of the population, maximum N(e) will be approximately 47 and 57% of the total number of offspring sampled, with female gametic control, r varying between 0.3 and 0.5, and being constant over generations.
Resumo:
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.