101 resultados para Time-varying covariance matrices


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Background. Many resource-limited countries rely on clinical and immunological monitoring without routine virological monitoring for human immunodeficiency virus (HIV)-infected children receiving highly active antiretroviral therapy (HAART). We assessed whether HIV load had independent predictive value in the presence of immunological and clinical data for the occurrence of new World Health Organization (WHO) stage 3 or 4 events (hereafter, WHO events) among HIV-infected children receiving HAART in Latin America. Methods. The NISDI (Eunice Kennedy Shriver National Institute of Child Health and Human Development International Site Development Initiative) Pediatric Protocol is an observational cohort study designed to describe HIV-related outcomes among infected children. Eligibility criteria for this analysis included perinatal infection, age ! 15 years, and continuous HAART for >= 6 months. Cox proportional hazards modeling was used to assess time to new WHO events as a function of immunological status, viral load, hemoglobin level, and potential confounding variables; laboratory tests repeated during the study were treated as time-varying predictors. Results. The mean duration of follow-up was 2.5 years; new WHO events occurred in 92 (15.8%) of 584 children. In proportional hazards modeling, most recent viral load 15000 copies/mL was associated with a nearly doubled risk of developing a WHO event (adjusted hazard ratio, 1.81; 95% confidence interval, 1.05-3.11; P = 033), even after adjustment for immunological status defined on the basis of CD4 T lymphocyte value, hemoglobin level, age, and body mass index. Conclusions. Routine virological monitoring using the WHO virological failure threshold of 5000 copies/mL adds independent predictive value to immunological and clinical assessments for identification of children receiving HAART who are at risk for significant HIV-related illness. To provide optimal care, periodic virological monitoring should be considered for all settings that provide HAART to children.

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In this paper, we present a fuzzy approach to the Reed-Frost model for epidemic spreading taking into account uncertainties in the diagnostic of the infection. The heterogeneities in the infected group is based on the clinical signals of the individuals (symptoms, laboratorial exams, medical findings, etc.), which are incorporated into the dynamic of the epidemic. The infectivity level is time-varying and the classification of the individuals is performed through fuzzy relations. Simulations considering a real problem with data of the viral epidemic in a children daycare are performed and the results are compared with a stochastic Reed-Frost generalization.

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This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of Sao Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of Sao Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

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Morphological integration refers to the modular structuring of inter-trait relationships in an organism, which could bias the direction and rate of morphological change, either constraining or facilitating evolution along certain dimensions of the morphospace. Therefore, the description of patterns and magnitudes of morphological integration and the analysis of their evolutionary consequences are central to understand the evolution of complex traits. Here we analyze morphological integration in the skull of several mammalian orders, addressing the following questions: are there common patterns of inter-trait relationships? Are these patterns compatible with hypotheses based on shared development and function? Do morphological integration patterns and magnitudes vary in the same way across groups? We digitized more than 3,500 specimens spanning 15 mammalian orders, estimated the correspondent pooled within-group correlation and variance/covariance matrices for 35 skull traits and compared those matrices among the orders. We also compared observed patterns of integration to theoretical expectations based on common development and function. Our results point to a largely shared pattern of inter-trait correlations, implying that mammalian skull diversity has been produced upon a common covariance structure that remained similar for at least 65 million years. Comparisons with a rodent genetic variance/covariance matrix suggest that this broad similarity extends also to the genetic factors underlying phenotypic variation. In contrast to the relative constancy of inter-trait correlation/covariance patterns, magnitudes varied markedly across groups. Several morphological modules hypothesized from shared development and function were detected in the mammalian taxa studied. Our data provide evidence that mammalian skull evolution can be viewed as a history of inter-module parcellation, with the modules themselves being more clearly marked in those lineages with lower overall magnitude of integration. The implication of these findings is that the main evolutionary trend in the mammalian skull was one of decreasing the constraints to evolution by promoting a more modular architecture.

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Changes in patterns and magnitudes of integration may influence the ability of a species to respond to selection. Consequently, modularity has often been linked to the concept of evolvability, but their relationship has rarely been tested empirically. One possible explanation is the lack of analytical tools to compare patterns and magnitudes of integration among diverse groups that explicitly relate these aspects to the quantitative genetics framework. We apply such framework here using the multivariate response to selection equation to simulate the evolutionary behavior of several mammalian orders in terms of their flexibility, evolvability and constraints in the skull. We interpreted these simulation results in light of the integration patterns and magnitudes of the same mammalian groups, described in a companion paper. We found that larger magnitudes of integration were associated with a blur of the modules in the skull and to larger portions of the total variation explained by size variation, which in turn can exert a strong evolutionary constraint, thus decreasing the evolutionary flexibility. Conversely, lower overall magnitudes of integration were associated with distinct modules in the skull, to smaller fraction of the total variation associated with size and, consequently, to weaker constraints and more evolutionary flexibility. Flexibility and constraints are, therefore, two sides of the same coin and we found them to be quite variable among mammals. Neither the overall magnitude of morphological integration, the modularity itself, nor its consequences in terms of constraints and flexibility, were associated with absolute size of the organisms, but were strongly associated with the proportion of the total variation in skull morphology captured by size. Therefore, the history of the mammalian skull is marked by a trade-off between modularity and evolvability. Our data provide evidence that, despite the stasis in integration patterns, the plasticity in the magnitude of integration in the skull had important consequences in terms of evolutionary flexibility of the mammalian lineages.

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In this paper we deal with robust inference in heteroscedastic measurement error models Rather than the normal distribution we postulate a Student t distribution for the observed variables Maximum likelihood estimates are computed numerically Consistent estimation of the asymptotic covariance matrices of the maximum likelihood and generalized least squares estimators is also discussed Three test statistics are proposed for testing hypotheses of interest with the asymptotic chi-square distribution which guarantees correct asymptotic significance levels Results of simulations and an application to a real data set are also reported (C) 2009 The Korean Statistical Society Published by Elsevier B V All rights reserved

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For many learning tasks the duration of the data collection can be greater than the time scale for changes of the underlying data distribution. The question we ask is how to include the information that data are aging. Ad hoc methods to achieve this include the use of validity windows that prevent the learning machine from making inferences based on old data. This introduces the problem of how to define the size of validity windows. In this brief, a new adaptive Bayesian inspired algorithm is presented for learning drifting concepts. It uses the analogy of validity windows in an adaptive Bayesian way to incorporate changes in the data distribution over time. We apply a theoretical approach based on information geometry to the classification problem and measure its performance in simulations. The uncertainty about the appropriate size of the memory windows is dealt with in a Bayesian manner by integrating over the distribution of the adaptive window size. Thus, the posterior distribution of the weights may develop algebraic tails. The learning algorithm results from tracking the mean and variance of the posterior distribution of the weights. It was found that the algebraic tails of this posterior distribution give the learning algorithm the ability to cope with an evolving environment by permitting the escape from local traps.

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The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

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In this work, the modifications promoted by alkaline hydrolysis and glutaraldehyde (GA) crosslinking on type I collagen found in porcine skin have been studied. Collagen matrices were obtained from the alkaline hydrolysis of porcine skin, with subsequent GA crosslinking in different concentrations and reaction times. The elastin content determination showed that independent of the treatment, elastin was present in the matrices. Results obtained from in vitro trypsin degradation indicated that with the increase of GA concentration and reaction time, the degradation rate decreased. From thermogravimetry and differential scanning calorimetry analysis it can be observed that the collagen in the matrices becomes more resistant to thermal degradation as a consequence of the increasing crosslink degree. Scanning electron microscopy analysis indicated that after the GA crosslinking, collagen fibers become more organized and well-defined. Therefore, the preparations of porcine skin matrices with different degradation rates, which can be used in soft tissue reconstruction, are viable.

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This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent repeated samples from one or two populations. These inference problems are relevant in the analysis of diffusion tensor imaging data and polarized cosmic background radiation data, where the observations are, respectively, 3 x 3 and 2 x 2 symmetric positive definite matrices. The parameter sets involved in the inference problems for eigenvalues and eigenvectors are subsets of Euclidean space that are either affine subspaces, embedded submanifolds that are invariant under orthogonal transformations or polyhedral convex cones. We show that for a class of sets that includes the ones considered in this paper, the MLEs of the mean parameter do not depend on the covariance parameters if and only if the covariance structure is orthogonally invariant. Closed-form expressions for the MLEs and the associated LLRs are derived for this covariance structure.

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The adaptive process in motor learning was examined in terms of effects of varying amounts of constant practice performed before random practice. Participants pressed five response keys sequentially, the last one coincident with the lighting of a final visual stimulus provided by a complex coincident timing apparatus. Different visual stimulus speeds were used during the random practice. 33 children (M age=11.6 yr.) were randomly assigned to one of three experimental groups: constant-random, constant-random 33%, and constant-random 66%. The constant-random group practiced constantly until they reached a criterion of performance stabilization three consecutive trials within 50 msec. of error. The other two groups had additional constant practice of 33 and 66%, respectively, of the number of trials needed to achieve the stabilization criterion. All three groups performed 36 trials under random practice; in the adaptation phase, they practiced at a different visual stimulus speed adopted in the stabilization phase. Global performance measures were absolute, constant, and variable errors, and movement pattern was analyzed by relative timing and overall movement time. There was no group difference in relation to global performance measures and overall movement time. However, differences between the groups were observed on movement pattern, since constant-random 66% group changed its relative timing performance in the adaptation phase.

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Different gelation times (4, 18, 24 and 48 h) were used for the preparation of silica sol-gel supports and encapsulated Candida rugosa lipase using tetraethoxysilane (TEOS) as precursor. The hydrophobic matrices and immobilized lipases produced were characterized with regard to pore volume and size by nitrogen adsorption (BJH method), weight loss upon heating (TGA), differential scanning calorimetry (DSC), scanning electron microscopy (SEM), chemical composition (FTIR) and percentage of hydrolysis (POH%) of olive oil. These structural parameters were found to change with the gelation time, but no direct relation was found between the percentage of oil hydrolysis (POH%) and the gelation time. The best combination of high thermal stability and high POH% (99.5%) occurred for encapsulated lipase produced with 24 h gelation time. (C) 2007 Elsevier B.V. All rights reserved.

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This study evaluated two different support materials (polystyrene and expanded clay) for biohydrogen production in an anaerobic fluidized bed reactor (AFBR) treating synthetic wastewater containing glucose (4000 mg L(-1)). The AFBRs contained either polystyrene (R1) or expanded clay (R2) as support materials were inoculated with thermally pre-treated anaerobic sludge and operated at a temperature of 30 degrees C and a pH of approximately 5.5. The AFBRs were operated with a range of hydraulic retention times (HRTs) between 1 and 8 h. For R1 with an HRT of 2 h, the maximum hydrogen yield (HY) was 1.90 mol H(2) mol(-1) glucose, with 0.805 mg of biomass (as total volatile solids, or TVS) attached to each g of polystyrene. For R2 operated at an HRT of 2 h, the maximum HY was 2.59 mol H(2) moll glucose, with 1.100 mg of attached biomass (as TVS) g(-1) expanded clay. The highest hydrogen production rates (HPR) were 0.95 and 1.21 L h(-1) L(-1) for R1 and R2, respectively, using an HRT of 1 h. The H(2) content increased from 16-47% for R1 and from 22-51% for R2. No methane was detected in the biogas produced throughout the period of AFBR operation. These results show that the values of HY, HPR, H(2) content, and g of attached biomass g(-1) support material were all higher for AFBRs containing expanded clay than for reactors containing polystyrene. (C) 2010 Professor T. Nejat Veziroglu. Published by Elsevier Ltd. All rights reserved.

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In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

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In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.