Models involving two inverse Weibull distributions

In this paper, we look at three models (mixture, competing risk and multiplicative) involving two inverse Weibull distributions. We study the shapes of the density and failure-rate functions and discuss graphical methods to determine if a given data set can be modelled by one of these models. (C) 2001 Elsevier Science Ltd. All rights reserved.

Modelling High-Dimensional Data by Mixtures of Factor Analyzers

We focus on mixtures of factor analyzers from the perspective of a method for model-based density estimation from high-dimensional data, and hence for the clustering of such data. This approach enables a normal mixture model to be fitted to a sample of n data points of dimension p, where p is large relative to n. The number of free parameters is controlled through the dimension of the latent factor space. By working in this reduced space, it allows a model for each component-covariance matrix with complexity lying between that of the isotropic and full covariance structure models. We shall illustrate the use of mixtures of factor analyzers in a practical example that considers the clustering of cell lines on the basis of gene expressions from microarray experiments. (C) 2002 Elsevier Science B.V. All rights reserved.

Stochastic structure and individual-tree growth models

The majority of past and current individual-tree growth modelling methodologies have failed to characterise and incorporate structured stochastic components. Rather, they have relied on deterministic predictions or have added an unstructured random component to predictions. In particular, spatial stochastic structure has been neglected, despite being present in most applications of individual-tree growth models. Spatial stochastic structure (also called spatial dependence or spatial autocorrelation) eventuates when spatial influences such as competition and micro-site effects are not fully captured in models. Temporal stochastic structure (also called temporal dependence or temporal autocorrelation) eventuates when a sequence of measurements is taken on an individual-tree over time, and variables explaining temporal variation in these measurements are not included in the model. Nested stochastic structure eventuates when measurements are combined across sampling units and differences among the sampling units are not fully captured in the model. This review examines spatial, temporal, and nested stochastic structure and instances where each has been characterised in the forest biometry and statistical literature. Methodologies for incorporating stochastic structure in growth model estimation and prediction are described. Benefits from incorporation of stochastic structure include valid statistical inference, improved estimation efficiency, and more realistic and theoretically sound predictions. It is proposed in this review that individual-tree modelling methodologies need to characterise and include structured stochasticity. Possibilities for future research are discussed. (C) 2001 Elsevier Science B.V. All rights reserved.

On modifications to the long-term survival mixture model in the presence of competing risks

A mixture model for long-term survivors has been adopted in various fields such as biostatistics and criminology where some individuals may never experience the type of failure under study. It is directly applicable in situations where the only information available from follow-up on individuals who will never experience this type of failure is in the form of censored observations. In this paper, we consider a modification to the model so that it still applies in the case where during the follow-up period it becomes known that an individual will never experience failure from the cause of interest. Unless a model allows for this additional information, a consistent survival analysis will not be obtained. A partial maximum likelihood (ML) approach is proposed that preserves the simplicity of the long-term survival mixture model and provides consistent estimators of the quantities of interest. Some simulation experiments are performed to assess the efficiency of the partial ML approach relative to the full ML approach for survival in the presence of competing risks.

Accelerating seismic energy release and evolution of event time and size statistics: Results from two heterogeneous cellular automaton models

The evolution of event time and size statistics in two heterogeneous cellular automaton models of earthquake behavior are studied and compared to the evolution of these quantities during observed periods of accelerating seismic energy release Drier to large earthquakes. The two automata have different nearest neighbor laws, one of which produces self-organized critical (SOC) behavior (PSD model) and the other which produces quasi-periodic large events (crack model). In the PSD model periods of accelerating energy release before large events are rare. In the crack model, many large events are preceded by periods of accelerating energy release. When compared to randomized event catalogs, accelerating energy release before large events occurs more often than random in the crack model but less often than random in the PSD model; it is easier to tell the crack and PSD model results apart from each other than to tell either model apart from a random catalog. The evolution of event sizes during the accelerating energy release sequences in all models is compared to that of observed sequences. The accelerating energy release sequences in the crack model consist of an increase in the rate of events of all sizes, consistent with observations from a small number of natural cases, however inconsistent with a larger number of cases in which there is an increase in the rate of only moderate-sized events. On average, no increase in the rate of events of any size is seen before large events in the PSD model.

Modelling solute transport in structured soils: Performance evaluation of the ADR and TRM models

The movement of chemicals through the soil to the groundwater or discharged to surface waters represents a degradation of these resources. In many cases, serious human and stock health implications are associated with this form of pollution. The chemicals of interest include nutrients, pesticides, salts, and industrial wastes. Recent studies have shown that current models and methods do not adequately describe the leaching of nutrients through soil, often underestimating the risk of groundwater contamination by surface-applied chemicals, and overestimating the concentration of resident solutes. This inaccuracy results primarily from ignoring soil structure and nonequilibrium between soil constituents, water, and solutes. A multiple sample percolation system (MSPS), consisting of 25 individual collection wells, was constructed to study the effects of localized soil heterogeneities on the transport of nutrients (NO3-, Cl-, PO43-) in the vadose zone of an agricultural soil predominantly dominated by clay. Very significant variations in drainage patterns across a small spatial scale were observed tone-way ANOVA, p < 0.001) indicating considerable heterogeneity in water flow patterns and nutrient leaching. Using data collected from the multiple sample percolation experiments, this paper compares the performance of two mathematical models for predicting solute transport, the advective-dispersion model with a reaction term (ADR), and a two-region preferential flow model (TRM) suitable for modelling nonequilibrium transport. These results have implications for modelling solute transport and predicting nutrient loading on a larger scale. (C) 2001 Elsevier Science Ltd. All rights reserved.

Reconciling paleodistribution models and comparative phylogeography in the Wet Tropics rainforest land snail Gnarosophia bellendenkerensis (Brazier 1875)

Comparative phylogeography has proved useful for investigating biological responses to past climate change and is strongest when combined with extrinsic hypotheses derived from the fossil record or geology. However, the rarity of species with sufficient, spatially explicit fossil evidence restricts the application of this method. Here, we develop an alternative approach in which spatial models of predicted species distributions under serial paleoclimates are compared with a molecular phylogeography, in this case for a snail endemic to the rainforests of North Queensland, Australia. We also compare the phylogeography of the snail to those from several endemic vertebrates and use consilience across all of these approaches to enhance biogeographical inference for this rainforest fauna. The snail mtDNA phylogeography is consistent with predictions from paleoclimate modeling in relation to the location and size of climatic refugia through the late Pleistocene-Holocene and broad patterns of extinction and recolonization. There is general agreement between quantitative estimates of population expansion from sequence data (using likelihood and coalescent methods) vs. distributional modeling. The snail phylogeography represents a composite of both common and idiosyncratic patterns seen among vertebrates, reflecting the geographically finer scale of persistence and subdivision in the snail. In general, this multifaceted approach, combining spatially explicit paleoclimatological models and comparative phylogeography, provides a powerful approach to locating historical refugia and understanding species' responses to them.

Coordination and movement pathology: models of structure and function

Here we consider the role of abstract models in advancing our understanding of movement pathology. Models of movement coordination and control provide the frameworks necessary for the design and interpretation of studies of acquired and developmental disorders. These models do not however provide the resolution necessary to reveal the nature of the functional impairments that characterise specific movement pathologies. In addition, they do not provide a mapping between the structural bases of various pathologies and the associated disorders of movement. Current and prospective approaches to the study and treatment of movement disorders are discussed. It is argued that the appreciation of structure-function relationships, to which these approaches give rise, represents a challenge to current models of interlimb coordination, and a stimulus for their continued development. (C) 2002 Elsevier Science B.V. All rights reserved.

On the robustness of short-term interest rate models

This paper investigates the robustness of a range of short–term interest rate models. We examine the robustness of these models over different data sets, time periods, sampling frequencies, and estimation techniques. We examine a range of popular one–factor models that allow the conditional mean (drift) and conditional variance (diffusion) to be functions of the current short rate. We find that parameter estimates are highly sensitive to all of these factors in the eight countries that we examine. Since parameter estimates are not robust, these models should be used with caution in practice.

Long-term in vivo biostability of poly(dimethylsiloxane) / poly(hexamethylene oxide) mixed macrodiol-based polyurethane elastomers

The long-term biostability of a novel thermoplastic polyurethane elastomer (Elast-Eon(TM) 2 80A) synthesized using poly(hexamethylene oxide) (PHMO) and poly(dimethylsiloxane) (PDMS) macrodiols has been studied using an in vivo ovine model. The material's biostability was compared with that of three commercially available control materials, Pellethane(R) 2363-80A, Pellethane(R) 2363-55D and Bionate(R) 55D, after subcutaneous implantation of strained compression moulded flat sheet dumbbells in sheep for periods ranging from 3 to 24 months. Scanning electron microscopy, attenuated total reflectance-Fourier transform infrared spectroscopy, and X-ray photoelectron spectroscopy were used to assess changes in the surface chemical structure and morphology of the materials. Gel permeation chromatography, differential scanning calorimetry and tensile testing were used to examine changes in bulk characteristics of the materials. The results showed that the biostability of the soft flexible PDMS-based test polyurethane was significantly better than the control material of similar softness, Pellethane(R) 80A, and as good as or better than both of the harder commercially available negative control polyurethanes. Pellethane(R) 55D and Bionate(R) 55D. Changes observed in the surface of the Pellethane(R) materials were consistent with oxidation of the aliphatic polyether soft segment and hydrolysis of the urethane bonds joining hard to soft segment with degradation in Pellethane(R) 80A significantly more severe than that observed in Pellethane(R) 55D. Very minor changes were seen on the surfaces of the Elast-Eon(TM) 2 80A and Bionate(R) 55D materials. There was a general trend of molecular weight decreasing with time across all polymers and the molecular weights of all materials decreased at a similar relative rate. The polydispersity ratio, M-w/M-n, increased with time for all materials. Tensile tests indicated that UTS increased in Elast-Eon(TM) 2 80A and Bionate(R) 55D following implantation under strained conditions. However, ultimate strain decreased and elastic modulus increased in the explanted specimens of all three materials when compared with their unimplanted unstrained counterparts. The results indicate that a soft, flexible PDMS-based polyurethane synthesized using 20% PHMO and 80% PDMS macrodiols has excellent long-term biostability compared with commercially available polyurethanes. (C) 2004 Elsevier Ltd. All rights reserved.

On dendrites in Down syndrome and DS murine models: a spiny way to learn

Since the discovery in the 1970s that dendritic abnormalities in cortical pyramidal neurons are the most consistent pathologic correlate of mental retardation, research has focused on how dendritic alterations are related to reduced intellectual ability. Due in part to obvious ethical problems and in part to the lack of fruitful methods to study neuronal circuitry in the human cortex, there is little data about the microanatomical contribution to mental retardation. The recent identification of the genetic bases of some mental retardation associated alterations, coupled with the technology to create transgenic animal models and the introduction of powerful sophisticated tools in the field of microanatomy, has led to a growth in the studies of the alterations of pyramidal cell morphology in these disorders. Studies of individuals with Down syndrome, the most frequent genetic disorder leading to mental retardation, allow the analysis of the relationships between cognition, genotype and brain microanatomy. In Down syndrome the crucial question is to define the mechanisms by which an excess of normal gene products, in interaction with the environment, directs and constrains neural maturation, and how this abnormal development translates into cognition and behaviour. In the present article we discuss mainly Down syndrome-associated dendritic abnormalities and plasticity and the role of animal models in these studies. We believe that through the further development of such approaches, the study of the microanatomical substrates of mental retardation will contribute significantly to our understanding of the mechanisms underlying human brain disorders associated with mental retardation. (C) 2004 Elsevier Ltd. All rights reserved.

The short-term effects of air pollution on daily mortality in four Australian cities

Objective: To examine the short-term health effects of air pollution on daily mortality in four Australian cities (Brisbane, Melbourne, Perth and Sydney), where more than 50% of Australians reside. Methods: The study used a similar protocol to APHEA2 (Air Pollution and Health: A European Approach) study and derived single-city and pooled estimates. Results: The results derived from the different approaches for the 1996-99 period showed consistent results for different statistical models used. There were significant effects on total mortality, (RR=1.0284 per 1 unit increase in nelphelometry [10(-4).m(-1)], RR=1.0011 per 1ppb increase in NO2), and on respiratory mortality (RR=1.0022 per 1ppb increase in O-2). No significant differences between cities were found, but the NO2 and particle effects may refer to the same impacts. Meta-analyses carried out for three cities yielded estimates for the increase in the daily total number of deaths of 0.2% (-0.8% to 1.2%) for a 10 mu g/m(3) increase in PM, concentration, and 0.9% (-0.7% to 2.5%) for a 10 mu g/m(3) increase in PM2.5 concentration. Conclusions: Air pollutants in Australian cities have significant effects on mortality.

On the estimation and comparison of short-rate models using the generalised method of moments

Subsequent to the influential paper of [Chan, K.C., Karolyi, G.A., Longstaff, F.A., Sanders, A.B., 1992. An empirical comparison of alternative models of the short-term interest rate. Journal of Finance 47, 1209-1227], the generalised method of moments (GMM) has been a popular technique for estimation and inference relating to continuous-time models of the short-term interest rate. GMM has been widely employed to estimate model parameters and to assess the goodness-of-fit of competing short-rate specifications. The current paper conducts a series of simulation experiments to document the bias and precision of GMM estimates of short-rate parameters, as well as the size and power of [Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054], J-test of over-identifying restrictions. While the J-test appears to have appropriate size and good power in sample sizes commonly encountered in the short-rate literature, GMM estimates of the speed of mean reversion are shown to be severely biased. Consequently, it is dangerous to draw strong conclusions about the strength of mean reversion using GMM. In contrast, the parameter capturing the levels effect, which is important in differentiating between competing short-rate specifications, is estimated with little bias. (c) 2006 Elsevier B.V. All rights reserved.