Methods for Imputing Missing Values and Synthesizing Confidential Values for Continuous and Magnitude Data

Abstract

Continuous variable is one of the major data types collected by the survey organizations. It can be incomplete such that the data collectors need to fill in the missingness. Or, it can contain sensitive information which needs protection from re-identification. One of the approaches to protect continuous microdata is to sum them up according to different cells of features. In this thesis, I represents novel methods of multiple imputation (MI) that can be applied to impute missing values and synthesize confidential values for continuous and magnitude data.

The first method is for limiting the disclosure risk of the continuous microdata whose marginal sums are fixed. The motivation for developing such a method comes from the magnitude tables of non-negative integer values in economic surveys. I present approaches based on a mixture of Poisson distributions to describe the multivariate distribution so that the marginals of the synthetic data are guaranteed to sum to the original totals. At the same time, I present methods for assessing disclosure risks in releasing such synthetic magnitude microdata. The illustration on a survey of manufacturing establishments shows that the disclosure risks are low while the information loss is acceptable.

The second method is for releasing synthetic continuous micro data by a nonstandard MI method. Traditionally, MI fits a model on the confidential values and then generates multiple synthetic datasets from this model. Its disclosure risk tends to be high, especially when the original data contain extreme values. I present a nonstandard MI approach conditioned on the protective intervals. Its basic idea is to estimate the model parameters from these intervals rather than the confidential values. The encouraging results of simple simulation studies suggest the potential of this new approach in limiting the posterior disclosure risk.

The third method is for imputing missing values in continuous and categorical variables. It is extended from a hierarchically coupled mixture model with local dependence. However, the new method separates the variables into non-focused (e.g., almost-fully-observed) and focused (e.g., missing-a-lot) ones. The sub-model structure of focused variables is more complex than that of non-focused ones. At the same time, their cluster indicators are linked together by tensor factorization and the focused continuous variables depend locally on non-focused values. The model properties suggest that moving the strongly associated non-focused variables to the side of focused ones can help to improve estimation accuracy, which is examined by several simulation studies. And this method is applied to data from the American Community Survey.

Impact of simian immunodeficiency virus infection on chimpanzee population dynamics.

Like human immunodeficiency virus type 1 (HIV-1), simian immunodeficiency virus of chimpanzees (SIVcpz) can cause CD4+ T cell loss and premature death. Here, we used molecular surveillance tools and mathematical modeling to estimate the impact of SIVcpz infection on chimpanzee population dynamics. Habituated (Mitumba and Kasekela) and non-habituated (Kalande) chimpanzees were studied in Gombe National Park, Tanzania. Ape population sizes were determined from demographic records (Mitumba and Kasekela) or individual sightings and genotyping (Kalande), while SIVcpz prevalence rates were monitored using non-invasive methods. Between 2002-2009, the Mitumba and Kasekela communities experienced mean annual growth rates of 1.9% and 2.4%, respectively, while Kalande chimpanzees suffered a significant decline, with a mean growth rate of -6.5% to -7.4%, depending on population estimates. A rapid decline in Kalande was first noted in the 1990s and originally attributed to poaching and reduced food sources. However, between 2002-2009, we found a mean SIVcpz prevalence in Kalande of 46.1%, which was almost four times higher than the prevalence in Mitumba (12.7%) and Kasekela (12.1%). To explore whether SIVcpz contributed to the Kalande decline, we used empirically determined SIVcpz transmission probabilities as well as chimpanzee mortality, mating and migration data to model the effect of viral pathogenicity on chimpanzee population growth. Deterministic calculations indicated that a prevalence of greater than 3.4% would result in negative growth and eventual population extinction, even using conservative mortality estimates. However, stochastic models revealed that in representative populations, SIVcpz, and not its host species, frequently went extinct. High SIVcpz transmission probability and excess mortality reduced population persistence, while intercommunity migration often rescued infected communities, even when immigrating females had a chance of being SIVcpz infected. Together, these results suggest that the decline of the Kalande community was caused, at least in part, by high levels of SIVcpz infection. However, population extinction is not an inevitable consequence of SIVcpz infection, but depends on additional variables, such as migration, that promote survival. These findings are consistent with the uneven distribution of SIVcpz throughout central Africa and explain how chimpanzees in Gombe and elsewhere can be at equipoise with this pathogen.

Denitrification and inference of nitrogen sources in the karstic Floridan Aquifer

Aquifer denitrification is among the most poorly constrained fluxes in global and regional nitrogen budgets. The few direct measurements of denitrification in groundwaters provide limited information about its spatial and temporal variability, particularly at the scale of whole aquifers. Uncertainty in estimates of denitrification may also lead to underestimates of its effect on isotopic signatures of inorganic N, and thereby confound the inference of N source from these data. In this study, our objectives are to quantify the magnitude and variability of denitrification in the Upper Floridan Aquifer (UFA) and evaluate its effect on N isotopic signatures at the regional scale. Using dual noble gas tracers (Ne, Ar) to generate physical predictions of N2 gas concentrations for 112 observations from 61 UFA springs, we show that excess (i.e. denitrification-derived) N2 is highly variable in space and inversely correlated with dissolved oxygen (O2). Negative relationships between O2 and δ15N NO3 across a larger dataset of 113 springs, well-constrained isotopic fractionation coefficients, and strong 15N:18O covariation further support inferences of denitrification in this uniquely organic-matter-poor system. Despite relatively low average rates, denitrification accounted for 32 % of estimated aquifer N inputs across all sampled UFA springs. Back-calculations of source δ15N NO3 based on denitrification progression suggest that isotopically-enriched nitrate (NO3-) in many springs of the UFA reflects groundwater denitrification rather than urban- or animal-derived inputs. © Author(s) 2012.

Measuring the Severity of Negative and Traumatic Events.

We devised three measures of the general severity of events, which raters applied to participants' narrative descriptions: 1) placing events on a standard normed scale of stressful events, 2) placing events into five bins based on their severity relative to all other events in the sample, and 3) an average of ratings of the events' effects on six distinct areas of the participants' lives. Protocols of negative events were obtained from two non-diagnosed undergraduate samples (n = 688 and 328), a clinically diagnosed undergraduate sample all of whom had traumas and half of whom met PTSD criteria (n = 30), and a clinically diagnosed community sample who met PTSD criteria (n = 75). The three measures of severity correlated highly in all four samples but failed to correlate with PTSD symptom severity in any sample. Theoretical implications for the role of trauma severity in PTSD are discussed.

Micro-Anatomical Quantitative Imaging Towards Enabling Automated Diagnosis of Thick Tissues at the Point of Care

Histopathology is the clinical standard for tissue diagnosis. However, histopathology has several limitations including that it requires tissue processing, which can take 30 minutes or more, and requires a highly trained pathologist to diagnose the tissue. Additionally, the diagnosis is qualitative, and the lack of quantitation leads to possible observer-specific diagnosis. Taken together, it is difficult to diagnose tissue at the point of care using histopathology.

Several clinical situations could benefit from more rapid and automated histological processing, which could reduce the time and the number of steps required between obtaining a fresh tissue specimen and rendering a diagnosis. For example, there is need for rapid detection of residual cancer on the surface of tumor resection specimens during excisional surgeries, which is known as intraoperative tumor margin assessment. Additionally, rapid assessment of biopsy specimens at the point-of-care could enable clinicians to confirm that a suspicious lesion is successfully sampled, thus preventing an unnecessary repeat biopsy procedure. Rapid and low cost histological processing could also be potentially useful in settings lacking the human resources and equipment necessary to perform standard histologic assessment. Lastly, automated interpretation of tissue samples could potentially reduce inter-observer error, particularly in the diagnosis of borderline lesions.

To address these needs, high quality microscopic images of the tissue must be obtained in rapid timeframes, in order for a pathologic assessment to be useful for guiding the intervention. Optical microscopy is a powerful technique to obtain high-resolution images of tissue morphology in real-time at the point of care, without the need for tissue processing. In particular, a number of groups have combined fluorescence microscopy with vital fluorescent stains to visualize micro-anatomical features of thick (i.e. unsectioned or unprocessed) tissue. However, robust methods for segmentation and quantitative analysis of heterogeneous images are essential to enable automated diagnosis. Thus, the goal of this work was to obtain high resolution imaging of tissue morphology through employing fluorescence microscopy and vital fluorescent stains and to develop a quantitative strategy to segment and quantify tissue features in heterogeneous images, such as nuclei and the surrounding stroma, which will enable automated diagnosis of thick tissues.

To achieve these goals, three specific aims were proposed. The first aim was to develop an image processing method that can differentiate nuclei from background tissue heterogeneity and enable automated diagnosis of thick tissue at the point of care. A computational technique called sparse component analysis (SCA) was adapted to isolate features of interest, such as nuclei, from the background. SCA has been used previously in the image processing community for image compression, enhancement, and restoration, but has never been applied to separate distinct tissue types in a heterogeneous image. In combination with a high resolution fluorescence microendoscope (HRME) and a contrast agent acriflavine, the utility of this technique was demonstrated through imaging preclinical sarcoma tumor margins. Acriflavine localizes to the nuclei of cells where it reversibly associates with RNA and DNA. Additionally, acriflavine shows some affinity for collagen and muscle. SCA was adapted to isolate acriflavine positive features or APFs (which correspond to RNA and DNA) from background tissue heterogeneity. The circle transform (CT) was applied to the SCA output to quantify the size and density of overlapping APFs. The sensitivity of the SCA+CT approach to variations in APF size, density and background heterogeneity was demonstrated through simulations. Specifically, SCA+CT achieved the lowest errors for higher contrast ratios and larger APF sizes. When applied to tissue images of excised sarcoma margins, SCA+CT correctly isolated APFs and showed consistently increased density in tumor and tumor + muscle images compared to images containing muscle. Next, variables were quantified from images of resected primary sarcomas and used to optimize a multivariate model. The sensitivity and specificity for differentiating positive from negative ex vivo resected tumor margins was 82% and 75%. The utility of this approach was further tested by imaging the in vivo tumor cavities from 34 mice after resection of a sarcoma with local recurrence as a bench mark. When applied prospectively to images from the tumor cavity, the sensitivity and specificity for differentiating local recurrence was 78% and 82%. The results indicate that SCA+CT can accurately delineate APFs in heterogeneous tissue, which is essential to enable automated and rapid surveillance of tissue pathology.

Two primary challenges were identified in the work in aim 1. First, while SCA can be used to isolate features, such as APFs, from heterogeneous images, its performance is limited by the contrast between APFs and the background. Second, while it is feasible to create mosaics by scanning a sarcoma tumor bed in a mouse, which is on the order of 3-7 mm in any one dimension, it is not feasible to evaluate an entire human surgical margin. Thus, improvements to the microscopic imaging system were made to (1) improve image contrast through rejecting out-of-focus background fluorescence and to (2) increase the field of view (FOV) while maintaining the sub-cellular resolution needed for delineation of nuclei. To address these challenges, a technique called structured illumination microscopy (SIM) was employed in which the entire FOV is illuminated with a defined spatial pattern rather than scanning a focal spot, such as in confocal microscopy.

Thus, the second aim was to improve image contrast and increase the FOV through employing wide-field, non-contact structured illumination microscopy and optimize the segmentation algorithm for new imaging modality. Both image contrast and FOV were increased through the development of a wide-field fluorescence SIM system. Clear improvement in image contrast was seen in structured illumination images compared to uniform illumination images. Additionally, the FOV is over 13X larger than the fluorescence microendoscope used in aim 1. Initial segmentation results of SIM images revealed that SCA is unable to segment large numbers of APFs in the tumor images. Because the FOV of the SIM system is over 13X larger than the FOV of the fluorescence microendoscope, dense collections of APFs commonly seen in tumor images could no longer be sparsely represented, and the fundamental sparsity assumption associated with SCA was no longer met. Thus, an algorithm called maximally stable extremal regions (MSER) was investigated as an alternative approach for APF segmentation in SIM images. MSER was able to accurately segment large numbers of APFs in SIM images of tumor tissue. In addition to optimizing MSER for SIM image segmentation, an optimal frequency of the illumination pattern used in SIM was carefully selected because the image signal to noise ratio (SNR) is dependent on the grid frequency. A grid frequency of 31.7 mm-1 led to the highest SNR and lowest percent error associated with MSER segmentation.

Once MSER was optimized for SIM image segmentation and the optimal grid frequency was selected, a quantitative model was developed to diagnose mouse sarcoma tumor margins that were imaged ex vivo with SIM. Tumor margins were stained with acridine orange (AO) in aim 2 because AO was found to stain the sarcoma tissue more brightly than acriflavine. Both acriflavine and AO are intravital dyes, which have been shown to stain nuclei, skeletal muscle, and collagenous stroma. A tissue-type classification model was developed to differentiate localized regions (75x75 µm) of tumor from skeletal muscle and adipose tissue based on the MSER segmentation output. Specifically, a logistic regression model was used to classify each localized region. The logistic regression model yielded an output in terms of probability (0-100%) that tumor was located within each 75x75 µm region. The model performance was tested using a receiver operator characteristic (ROC) curve analysis that revealed 77% sensitivity and 81% specificity. For margin classification, the whole margin image was divided into localized regions and this tissue-type classification model was applied. In a subset of 6 margins (3 negative, 3 positive), it was shown that with a tumor probability threshold of 50%, 8% of all regions from negative margins exceeded this threshold, while over 17% of all regions exceeded the threshold in the positive margins. Thus, 8% of regions in negative margins were considered false positives. These false positive regions are likely due to the high density of APFs present in normal tissues, which clearly demonstrates a challenge in implementing this automatic algorithm based on AO staining alone.

Thus, the third aim was to improve the specificity of the diagnostic model through leveraging other sources of contrast. Modifications were made to the SIM system to enable fluorescence imaging at a variety of wavelengths. Specifically, the SIM system was modified to enabling imaging of red fluorescent protein (RFP) expressing sarcomas, which were used to delineate the location of tumor cells within each image. Initial analysis of AO stained panels confirmed that there was room for improvement in tumor detection, particularly in regards to false positive regions that were negative for RFP. One approach for improving the specificity of the diagnostic model was to investigate using a fluorophore that was more specific to staining tumor. Specifically, tetracycline was selected because it appeared to specifically stain freshly excised tumor tissue in a matter of minutes, and was non-toxic and stable in solution. Results indicated that tetracycline staining has promise for increasing the specificity of tumor detection in SIM images of a preclinical sarcoma model and further investigation is warranted.

In conclusion, this work presents the development of a combination of tools that is capable of automated segmentation and quantification of micro-anatomical images of thick tissue. When compared to the fluorescence microendoscope, wide-field multispectral fluorescence SIM imaging provided improved image contrast, a larger FOV with comparable resolution, and the ability to image a variety of fluorophores. MSER was an appropriate and rapid approach to segment dense collections of APFs from wide-field SIM images. Variables that reflect the morphology of the tissue, such as the density, size, and shape of nuclei and nucleoli, can be used to automatically diagnose SIM images. The clinical utility of SIM imaging and MSER segmentation to detect microscopic residual disease has been demonstrated by imaging excised preclinical sarcoma margins. Ultimately, this work demonstrates that fluorescence imaging of tissue micro-anatomy combined with a specialized algorithm for delineation and quantification of features is a means for rapid, non-destructive and automated detection of microscopic disease, which could improve cancer management in a variety of clinical scenarios.

Essays in Macro Finance

I study the link between capital markets and sources of macroeconomic risk. In chapter 1 I show that expected inflation risk is priced in the cross section of stock returns even after controlling for cash flow growth and volatility risks. Motivated by this evidence I study a long run risk model with a built-in inflation non-neutrality channel that allows me to decompose the real stochastic discount factor into news about current and expected cash flow growth, news about expected inflation and news about volatility. The model can successfully price a broad menu of assets and provides a setting for analyzing cross sectional variation in expected inflation risk premium. For industries like retail and durable goods inflation risk can account for nearly a third of the overall risk premium while the energy industry and a broad commodity index act like inflation hedges. Nominal bonds are exposed to expected inflation risk and have inflation premiums that increase with bond maturity. The price of expected inflation risk was very high during the 70's and 80's, but has come down a lot since being very close to zero over the past decade. On average, the expected inflation price of risk is negative, consistent with the view that periods of high inflation represent a "bad" state of the world and are associated with low economic growth and poor stock market performance. In chapter 2 I look at the way capital markets react to predetermined macroeconomic announcements. I document significantly higher excess returns on the US stock market on macro release dates as compared to days when no macroeconomic news hit the market. Almost the entire equity premium since 1997 is being realized on days when macroeconomic news are released. At high frequency, there is a pattern of returns increasing in the hours prior to the pre-determined announcement time, peaking around the time of the announcement and dropping thereafter.

Can a Broader Education Narrow the Gap? Evidence on Non-Academic Features of Schooling

Empirical studies of education programs and systems, by nature, rely upon use of student outcomes that are measurable. Often, these come in the form of test scores. However, in light of growing evidence about the long-run importance of other student skills and behaviors, the time has come for a broader approach to evaluating education. This dissertation undertakes experimental, quasi-experimental, and descriptive analyses to examine social, behavioral, and health-related mechanisms of the educational process. My overarching research question is simply, which inside- and outside-the-classroom features of schools and educational interventions are most beneficial to students in the long term? Furthermore, how can we apply this evidence toward informing policy that could effectively reduce stark social, educational, and economic inequalities?

The first study of three assesses mechanisms by which the Fast Track project, a randomized intervention in the early 1990s for high-risk children in four communities (Durham, NC; Nashville, TN; rural PA; and Seattle, WA), reduced delinquency, arrests, and health and mental health service utilization in adolescence through young adulthood (ages 12-20). A decomposition of treatment effects indicates that about a third of Fast Track’s impact on later crime outcomes can be accounted for by improvements in social and self-regulation skills during childhood (ages 6-11), such as prosocial behavior, emotion regulation and problem solving. These skills proved less valuable for the prevention of mental and physical health problems.

The second study contributes new evidence on how non-instructional investments – such as increased spending on school social workers, guidance counselors, and health services – affect multiple aspects of student performance and well-being. Merging several administrative data sources spanning the 1996-2013 school years in North Carolina, I use an instrumental variables approach to estimate the extent to which local expenditure shifts affect students’ academic and behavioral outcomes. My findings indicate that exogenous increases in spending on non-instructional services not only reduce student absenteeism and disciplinary problems (important predictors of long-term outcomes) but also significantly raise student achievement, in similar magnitude to corresponding increases in instructional spending. Furthermore, subgroup analyses suggest that investments in student support personnel such as social workers, health services, and guidance counselors, in schools with concentrated low-income student populations could go a long way toward closing socioeconomic achievement gaps.

The third study examines individual pathways that lead to high school graduation or dropout. It employs a variety of machine learning techniques, including decision trees, random forests with bagging and boosting, and support vector machines, to predict student dropout using longitudinal administrative data from North Carolina. I consider a large set of predictor measures from grades three through eight including academic achievement, behavioral indicators, and background characteristics. My findings indicate that the most important predictors include eighth grade absences, math scores, and age-for-grade as well as early reading scores. Support vector classification (with a high cost parameter and low gamma parameter) predicts high school dropout with the highest overall validity in the testing dataset at 90.1 percent followed by decision trees with boosting and interaction terms at 89.5 percent.

High susceptibility of MDR and XDR Gram-negative pathogens to biphenyl-diacetylene-based difluoromethyl-allo-threonyl-hydroxamate LpxC inhibitors.

OBJECTIVES: Inhibitors of uridine diphosphate-3-O-(R-3-hydroxymyristoyl)-N-acetylglucosamine deacetylase (LpxC, which catalyses the first, irreversible step in lipid A biosynthesis) are a promising new class of antibiotics against Gram-negative bacteria. The objectives of the present study were to: (i) compare the antibiotic activities of three LpxC inhibitors (LPC-058, LPC-011 and LPC-087) and the reference inhibitor CHIR-090 against Gram-negative bacilli (including MDR and XDR isolates); and (ii) investigate the effect of combining these inhibitors with conventional antibiotics. METHODS: MICs were determined for 369 clinical isolates (234 Enterobacteriaceae and 135 non-fermentative Gram-negative bacilli). Time-kill assays with LPC-058 were performed on four MDR/XDR strains, including Escherichia coli producing CTX-M-15 ESBL and Klebsiella pneumoniae, Pseudomonas aeruginosa and Acinetobacter baumannii producing KPC-2, VIM-1 and OXA-23 carbapenemases, respectively. RESULTS: LPC-058 was the most potent antibiotic and displayed the broadest spectrum of antimicrobial activity, with MIC90 values for Enterobacteriaceae, P. aeruginosa, Burkholderia cepacia and A. baumannii of 0.12, 0.5, 1 and 1 mg/L, respectively. LPC-058 was bactericidal at 1× or 2× MIC against CTX-M-15, KPC-2 and VIM-1 carbapenemase-producing strains and bacteriostatic at ≤4× MIC against OXA-23 carbapenemase-producing A. baumannii. Combinations of LPC-058 with β-lactams, amikacin and ciprofloxacin were synergistic against these strains, albeit in a species-dependent manner. LPC-058's high efficacy was attributed to the presence of the difluoromethyl-allo-threonyl head group and a linear biphenyl-diacetylene tail group. CONCLUSIONS: These in vitro data highlight the therapeutic potential of the new LpxC inhibitor LPC-058 against MDR/XDR strains and set the stage for subsequent in vivo studies.

Neural mechanisms of negative reinforcement in children and adolescents with autism spectrum disorders.

BACKGROUND: Previous research has found accumulating evidence for atypical reward processing in autism spectrum disorders (ASD), particularly in the context of social rewards. Yet, this line of research has focused largely on positive social reinforcement, while little is known about the processing of negative reinforcement in individuals with ASD. METHODS: The present study examined neural responses to social negative reinforcement (a face displaying negative affect) and non-social negative reinforcement (monetary loss) in children with ASD relative to typically developing children, using functional magnetic resonance imaging (fMRI). RESULTS: We found that children with ASD demonstrated hypoactivation of the right caudate nucleus while anticipating non-social negative reinforcement and hypoactivation of a network of frontostriatal regions (including the nucleus accumbens, caudate nucleus, and putamen) while anticipating social negative reinforcement. In addition, activation of the right caudate nucleus during non-social negative reinforcement was associated with individual differences in social motivation. CONCLUSIONS: These results suggest that atypical responding to negative reinforcement in children with ASD may contribute to social motivational deficits in this population.