Analysis of Melanoma Onset: Assessing Familial Aggregation by Using Estimating Equations and Fitting Variance Components via Bayesian Random Effects Models

We investigate whether relative contributions of genetic and shared environmental factors are associated with an increased risk in melanoma. Data from the Queensland Familial Melanoma Project comprising 15,907 subjects arising from 1912 families were analyzed to estimate the additive genetic, common and unique environmental contributions to variation in the age at onset of melanoma. Two complementary approaches for analyzing correlated time-to-onset family data were considered: the generalized estimating equations (GEE) method in which one can estimate relationship-specific dependence simultaneously with regression coefficients that describe the average population response to changing covariates; and a subject-specific Bayesian mixed model in which heterogeneity in regression parameters is explicitly modeled and the different components of variation may be estimated directly. The proportional hazards and Weibull models were utilized, as both produce natural frameworks for estimating relative risks while adjusting for simultaneous effects of other covariates. A simple Markov Chain Monte Carlo method for covariate imputation of missing data was used and the actual implementation of the Bayesian model was based on Gibbs sampling using the free ware package BUGS. In addition, we also used a Bayesian model to investigate the relative contribution of genetic and environmental effects on the expression of naevi and freckles, which are known risk factors for melanoma.

Multi-level zero-inflated Poisson regression modelling of correlated count data with excess zeros

Count data with excess zeros relative to a Poisson distribution are common in many biomedical applications. A popular approach to the analysis of such data is to use a zero-inflated Poisson (ZIP) regression model. Often, because of the hierarchical Study design or the data collection procedure, zero-inflation and lack of independence may occur simultaneously, which tender the standard ZIP model inadequate. To account for the preponderance of zero counts and the inherent correlation of observations, a class of multi-level ZIP regression model with random effects is presented. Model fitting is facilitated using an expectation-maximization algorithm, whereas variance components are estimated via residual maximum likelihood estimating equations. A score test for zero-inflation is also presented. The multi-level ZIP model is then generalized to cope with a more complex correlation structure. Application to the analysis of correlated count data from a longitudinal infant feeding study illustrates the usefulness of the approach.

Estimating Income Inequality in China Using Grouped Data and the Generalized Beta Distribution

There are two main types of data sources of income distributions in China: household survey data and grouped data. Household survey data are typically available for isolated years and individual provinces. In comparison, aggregate or grouped data are typically available more frequently and usually have national coverage. In principle, grouped data allow investigation of the change of inequality over longer, continuous periods of time, and the identification of patterns of inequality across broader regions. Nevertheless, a major limitation of grouped data is that only mean (average) income and income shares of quintile or decile groups of the population are reported. Directly using grouped data reported in this format is equivalent to assuming that all individuals in a quintile or decile group have the same income. This potentially distorts the estimate of inequality within each region. The aim of this paper is to apply an improved econometric method designed to use grouped data to study income inequality in China. A generalized beta distribution is employed to model income inequality in China at various levels and periods of time. The generalized beta distribution is more general and flexible than the lognormal distribution that has been used in past research, and also relaxes the assumption of a uniform distribution of income within quintile and decile groups of populations. The paper studies the nature and extent of inequality in rural and urban China over the period 1978 to 2002. Income inequality in the whole of China is then modeled using a mixture of province-specific distributions. The estimated results are used to study the trends in national inequality, and to discuss the empirical findings in the light of economic reforms, regional policies, and globalization of the Chinese economy.

Non-compact generalized variational inequalities for quasi-monotone and hemi-continuous operators with applications

Some results are obtained for non-compact cases in topological vector spaces for the existence problem of solutions for some set-valued variational inequalities with quasi-monotone and lower hemi-continuous operators, and with quasi-semi-monotone and upper hemi-continuous operators. Some applications are given in non-reflexive Banach spaces for these existence problems of solutions and for perturbation problems for these set-valued variational inequalities with quasi-monotone and quasi-semi-monotone operators.

Integrable generalized spin ladder models based on the SU(1|3) and SU(3|1) algebras

We present two integrable spin ladder models which possess a general free parameter besides the rung coupling J. The models are exactly solvable by means of the Bethe ansatz method and we present the Bethe ansatz equations. We analyze the elementary excitations of the models which reveal the existence of a gap for both models that depends on the free parameter. (C) 2003 American Institute of Physics.

Estimating the specific heat capacity of starch-water-glycerol systems as a function of temperature and compositions

Increasing interests in the use of starch as biodegradable plastic materials demand, amongst others, accurate information on thermal properties of starch systems particularly in the processing of thermoplastic starch (TPS), where plasticisers (water and glycerol) are added. The specific heat capacity of starch-water-glycerol mixtures was determined within a temperature range of 40-120degreesC. A modulated temperature differential scanning calorimeter (MTDSC) was employed and regression equations were obtained to predict the specific heat capacity as a function of temperature, water and glycerol content for four maize starches of differing amylose content (0 - 85%). Generally, temperature and water content are directly proportional to the specific heat capacity of the systems, but the influence of glycerol content on the thermal property varied according to the starch type.

Estimating variable returns to scale production frontiers with alternative stochastic assumptions

Two stochastic production frontier models are formulated within the generalized production function framework popularized by Zellner and Revankar (Rev. Econ. Stud. 36 (1969) 241) and Zellner and Ryu (J. Appl. Econometrics 13 (1998) 101). This framework is convenient for parsimonious modeling of a production function with returns to scale specified as a function of output. Two alternatives for introducing the stochastic inefficiency term and the stochastic error are considered. In the first the errors are added to an equation of the form h(log y, theta) = log f (x, beta) where y denotes output, x is a vector of inputs and (theta, beta) are parameters. In the second the equation h(log y,theta) = log f(x, beta) is solved for log y to yield a solution of the form log y = g[theta, log f(x, beta)] and the errors are added to this equation. The latter alternative is novel, but it is needed to preserve the usual definition of firm efficiency. The two alternative stochastic assumptions are considered in conjunction with two returns to scale functions, making a total of four models that are considered. A Bayesian framework for estimating all four models is described. The techniques are applied to USDA state-level data on agricultural output and four inputs. Posterior distributions for all parameters, for firm efficiencies and for the efficiency rankings of firms are obtained. The sensitivity of the results to the returns to scale specification and to the stochastic specification is examined. (c) 2004 Elsevier B.V. All rights reserved.

Individual calibration for estimating free-living walking speed using the MTI monitor

Purpose: This study was conducted to devise a new individual calibration method to enhance MTI accelerometer estimation of free-living level walking speed. Method: Five female and five male middle-aged adults walked 400 m at 3.5, 4.5, and 5.5 km(.)h(-1), and 800 in at 6.5 km(.)h(-1) on an outdoor track, following a continuous protocol. Lap speed was controlled by a global positioning system (GPS) monitor. MTI counts-to-speed calibration equations were derived for each trial, for each subject for four such trials with each of four MTI, for each subject for the average MTI. and for the pooled data. Standard errors of the estimate (SEE) with and without individual calibration were compared. To assess accuracy of prediction of free-living walking speed, subjects also completed a self-paced, brisk 3-km walk wearing one of the four MTI, and differences between actual and predicted walking speed with and without individual calibration were examined. Results: Correlations between MTI counts and walking speed were 0.90 without individual calibration, 0.98 with individual calibration for the average MTI. and 0.99 with individual calibration for a specific MTI. The SEE (mean +/- SD) was 0.58 +/- 0.30 km(.)h(-1) without individual calibration, 0.19 +/- 0.09 km h(-1) with individual calibration for the average MTI monitor, and 0.16 +/- 0.08 km(.)h(-1) with individual calibration for a specific MTI monitor. The difference between actual and predicted walking speed on the brisk 3-km walk was 0.06 +/- 0.25 km(.)h(-1) using individual calibration and 0.28 +/- 0.63 km(.)h(-1) without individual calibration (for specific accelerometers). Conclusion: MTI accuracy in predicting walking speed without individual calibration might be sufficient for population-based studies but not for intervention trials. This individual calibration method will substantially increase precision of walking speed predicted from MTI counts.

Predictive validity of three ActiGraph energy expenditure equations for children

Purpose: This Study evaluated the predictive validity of three previously published ActiGraph energy expenditure (EE) prediction equations developed for children and adolescents. Methods: A total of 45 healthy children and adolescents (mean age: 13.7 +/- 2.6 yr) completed four 5-min activity trials (normal walking. brisk walking, easy running, and fast running) in ail indoor exercise facility. During each trial, participants were all ActiGraph accelerometer oil the right hip. EE was monitored breath by breath using the Cosmed K4b(2) portable indirect calorimetry system. Differences and associations between measured and predicted EE were assessed using dependent t-tests and Pearson correlations, respectively. Classification accuracy was assessed using percent agreement, sensitivity, specificity, and area under the receiver operating characteristic (ROC) curve, Results: None of the equations accurately predicted mean energy expenditure during each of the four activity trials. Each equation, however, accurately predicted mean EE in at least one activity trial. The Puyau equation accurately predicted EE during slow walking. The Trost equation accurately predicted EE during slow running. The Freedson equation accurately predicted EE during fast running. None of the three equations accurately predicted EE during brisk walking. The equations exhibited fair to excellent classification accuracy with respect to activity intensity. with the Trost equation exhibiting the highest classification accuracy and the Puyau equation exhibiting the lowest. Conclusions: These data suggest that the three accelerometer prediction equations do not accurately predict EE on a minute-by-minute basis in children and adolescents during overground walking and running. The equations maybe, however, for estimating participation in moderate and vigorous activity.

Quantum noise in optical fibers. I. Stochastic equations

We analyze the quantum dynamics of radiation propagating in a single-mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known nonlinear effects and quantum-noise sources, including linear gain and loss. Both Markovian and frequency-dependent, non-Markovian reservoirs are treated. This treatment allows quantum Langevin equations, which have a classical form except for additional quantum-noise terms, to be calculated. In practical calculations, it is more useful to transform to Wigner or 1P quasi-probability operator representations. These transformations result in stochastic equations that can be analyzed by use of perturbation theory or exact numerical techniques. The results have applications to fiber-optics communications, networking, and sensor technology.

Elliptic Gaudin models and elliptic KZ equations

The Gaudin models based on the face-type elliptic quantum groups and the XYZ Gaudin models are studied. The Gaudin model Hamiltonians are constructed and are diagonalized by using the algebraic Bethe ansatz method. The corresponding face-type Knizhnik–Zamolodchikov equations and their solutions are given.

Sampling phylogenetic tree space with the generalized Gibbs sampler

The generalized Gibbs sampler (GGS) is a recently developed Markov chain Monte Carlo (MCMC) technique that enables Gibbs-like sampling of state spaces that lack a convenient representation in terms of a fixed coordinate system. This paper describes a new sampler, called the tree sampler, which uses the GGS to sample from a state space consisting of phylogenetic trees. The tree sampler is useful for a wide range of phylogenetic applications, including Bayesian, maximum likelihood, and maximum parsimony methods. A fast new algorithm to search for a maximum parsimony phylogeny is presented, using the tree sampler in the context of simulated annealing. The mathematics underlying the algorithm is explained and its time complexity is analyzed. The method is tested on two large data sets consisting of 123 sequences and 500 sequences, respectively. The new algorithm is shown to compare very favorably in terms of speed and accuracy to the program DNAPARS from the PHYLIP package.

A fast cross-entropy method for estimating buffer overflows in queuing networks

In this paper, we propose a fast adaptive importance sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First, we estimate the minimum cross-entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer level. Finally, the tilting parameter just found is used to estimate the overflow probability of interest. We study various properties of the method in more detail for the M/M/1 queue and conjecture that similar properties also hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.

Periodic or Bounded Solutions of Carathéodory Systems of Ordinary Differential Equations

In this paper we extend the guiding function approach to show that there are periodic or bounded solutions for first order systems of ordinary differential equations of the form x1 =f(t,x), a.e. epsilon[a,b], where f satisfies the Caratheodory conditions. Our results generalize recent ones of Mawhin and Ward.

A demonstration of artificial dissipation effects in some finite volume solution methods for the Navier-Stokes equations

The artificial dissipation effects in some solutions obtained with a Navier-Stokes flow solver are demonstrated. The solvers were used to calculate the flow of an artificially dissipative fluid, which is a fluid having dissipative properties which arise entirely from the solution method itself. This was done by setting the viscosity and heat conduction coefficients in the Navier-Stokes solvers to zero everywhere inside the flow, while at the same time applying the usual no-slip and thermal conducting boundary conditions at solid boundaries. An artificially dissipative flow solution is found where the dissipation depends entirely on the solver itself. If the difference between the solutions obtained with the viscosity and thermal conductivity set to zero and their correct values is small, it is clear that the artificial dissipation is dominating and the solutions are unreliable.