Bayesian Analysis for Nonlinear Regression Model Under Skewed Errors, with Application in Growth Curves

We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.

Billiards in a General Domain with Random Reflections

We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain D R(d) until it hits the boundary and bounces randomly inside, according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord ""picked at random"" in D, and we study the angle of intersection of the process with a (d - 1) -dimensional manifold contained in D.

Modelos de volatilidade estocástica em séries financeiras: uma aplicação para o IBOVESPA

Neste artigo apresentamos uma análise Bayesiana para o modelo de volatilidade estocástica (SV) e uma forma generalizada deste, cujo objetivo é estimar a volatilidade de séries temporais financeiras. Considerando alguns casos especiais dos modelos SV usamos algoritmos de Monte Carlo em Cadeias de Markov e o software WinBugs para obter sumários a posteriori para as diferentes formas de modelos SV. Introduzimos algumas técnicas Bayesianas de discriminação para a escolha do melhor modelo a ser usado para estimar as volatilidades e fazer previsões de séries financeiras. Um exemplo empírico de aplicação da metodologia é introduzido com a série financeira do IBOVESPA.

Frequency and genotypic distribution of GB virus C (GBV-C) among Colombian population with Hepatitis B (HBV) or Hepatitis C (HCV) infection

Background: GB virus C (GBV-C) is an enveloped positive-sense ssRNA virus belonging to the Flaviviridae family. Studies on the genetic variability of the GBV-C reveals the existence of six genotypes: genotype 1 predominates in West Africa, genotype 2 in Europe and America, genotype 3 in Asia, genotype 4 in Southwest Asia, genotype 5 in South Africa and genotype 6 in Indonesia. The aim of this study was to determine the frequency and genotypic distribution of GBV-C in the Colombian population. Methods: Two groups were analyzed: i) 408 Colombian blood donors infected with HCV (n = 250) and HBV (n = 158) from Bogota and ii) 99 indigenous people with HBV infection from Leticia, Amazonas. A fragment of 344 bp from the 5' untranslated region (5' UTR) was amplified by nested RT PCR. Viral sequences were genotyped by phylogenetic analysis using reference sequences from each genotype obtained from GenBank (n = 160). Bayesian phylogenetic analyses were conducted using Markov chain Monte Carlo (MCMC) approach to obtain the MCC tree using BEAST v. 1.5.3. Results: Among blood donors, from 158 HBsAg positive samples, eight 5.06% (n = 8) were positive for GBV-C and from 250 anti-HCV positive samples, 3.2%(n = 8) were positive for GBV-C. Also, 7.7% (n = 7) GBV-C positive samples were found among indigenous people from Leticia. A phylogenetic analysis revealed the presence of the following GBV-C genotypes among blood donors: 2a (41.6%), 1 (33.3%), 3 (16.6%) and 2b (8.3%). All genotype 1 sequences were found in co-infection with HBV and 4/5 sequences genotype 2a were found in co-infection with HCV. All sequences from indigenous people from Leticia were classified as genotype 3. The presence of GBV-C infection was not correlated with the sex (p = 0.43), age (p = 0.38) or origin (p = 0.17). Conclusions: It was found a high frequency of GBV-C genotype 1 and 2 in blood donors. The presence of genotype 3 in indigenous population was previously reported from Santa Marta region in Colombia and in native people from Venezuela and Bolivia. This fact may be correlated to the ancient movements of Asian people to South America a long time ago.

A Markovian model market-Akerlof`s lemons and the asymmetry of information

In this work we study an agent based model to investigate the role of asymmetric information degrees for market evolution. This model is quite simple and may be treated analytically since the consumers evaluate the quality of a certain good taking into account only the quality of the last good purchased plus her perceptive capacity beta. As a consequence, the system evolves according to a stationary Markov chain. The value of a good offered by the firms increases along with quality according to an exponent alpha, which is a measure of the technology. It incorporates all the technological capacity of the production systems such as education, scientific development and techniques that change the productivity rates. The technological level plays an important role to explain how the asymmetry of information may affect the market evolution in this model. We observe that, for high technological levels, the market can detect adverse selection. The model allows us to compute the maximum asymmetric information degree before the market collapses. Below this critical point the market evolves during a limited period of time and then dies out completely. When beta is closer to 1 (symmetric information), the market becomes more profitable for high quality goods, although high and low quality markets coexist. The maximum asymmetric information level is a consequence of an ergodicity breakdown in the process of quality evaluation. (C) 2011 Elsevier B.V. All rights reserved.

Economic design of an X chart for short-run production

The aim of this paper is to present an economical design of an X chart for a short-run production. The process mean starts equal to mu(0) (in-control, State I) and in a random time it shifts to mu(1) > mu(0) (out-of-control, State II). The monitoring procedure consists of inspecting a single item at every m produced ones. If the measurement of the quality characteristic does not meet the control limits, the process is stopped, adjusted, and additional (r - 1) items are inspected retrospectively. The probabilistic model was developed considering only shifts in the process mean. A direct search technique is applied to find the optimum parameters which minimizes the expected cost function. Numerical examples illustrate the proposed procedure. (C) 2009 Elsevier B.V. All rights reserved.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Molecular characterization of the Hepatitis B virus genotypes in Colombia: A Bayesian inference on the genotype F

Hepatitis B is a worldwide health problem affecting about 2 billion people and more than 350 million are chronic carriers of the virus. Nine HBV genotypes (A to I) have been described. The geographical distribution of HBV genotypes is not completely understood due to the limited number of samples from some parts of the world. One such example is Colombia, in which few studies have described the HBV genotypes. In this study, we characterized HBV genotypes in 143 HBsAg-positive volunteer blood donors from Colombia. A fragment of 1306 bp partially comprising HBsAg and the DNA polymerase coding regions (S/POL) was amplified and sequenced. Bayesian phylogenetic analyses were conducted using the Markov Chain Monte Carlo (MCMC) approach to obtain the maximum clade credibility (MCC) tree using BEAST v.1.5.3. Of all samples, 68 were positive and 52 were successfully sequenced. Genotype F was the most prevalent in this population (77%) - subgenotypes F3 (75%) and Fib (2%). Genotype G (7.7%) and subgenotype A2 (15.3%) were also found. Genotype G sequence analysis suggests distinct introductions of this genotype in the country. Furthermore, we estimated the time of the most recent common ancestor (TMRCA) for each HBV/F subgenotype and also for Colombian F3 sequences using two different datasets: (i) 77 sequences comprising 1306 bp of S/POL region and (ii) 283 sequences comprising 681 bp of S/POL region. We also used two other previously estimated evolutionary rates: (i) 2.60 x 10(-4) s/s/y and (ii) 1.5 x 10(-5) s/s/y. Here we report the HBV genotypes circulating in Colombia and estimated the TMRCA for the four different subgenotypes of genotype F. (C) 2010 Elsevier B.V. All rights reserved.

miRNA analysis of prostate cancer by quantitative real time PCR: Comparison between formalin-fixed paraffin embedded and fresh-frozen tissue

Objective: Micro RNA (miRNA) is a class of small noncoding RNA that plays a major role in the regulation of gene expression, which has been related to cancer behavior. The possibility of analyzing miRNA from the archives of pathology laboratories is exciting, as it allows for large retrospective studies. Formalin is the most common fixative used in the surgical pathology routine, and its promotion of nucleic acid degradation is well known. Our aim is to compare miRNA profiles from formalin-fixed paraffin embedded (FFPE) tissues with fresh-frozen prostate cancer tissues. Methods: The expression of 14 miRNAs was determined by quantitative real time polymerase chain reaction (qRT-PCR) in 5 paired fresh-frozen and FFPE tissues, which were representative of prostate carcinoma. Results: There was a very good correlation of the miRNA expression of miR-let7c and miR-32 between the fresh-frozen and FFPE tissues, with Pearson`s correlation coefficients of 0.927 (P = 0.023) and 0.960 (P = 0.010), respectively. For the remaining miRNAs, the correlation was good with Spearman correlation coefficient of 0.638 (P < 0.001). Conclusion: Analysis of miRNAs from routinely processed and stored FFPE prostate tissue is feasible for some miRNAs using qRT-PCR. Further studies should be conducted to confirm the reliability of using stock tissues for miRNA expression determination. (C) 2011 Elsevier Inc. All rights reserved.

Estimating the number of ozone peaks in Mexico City using a non-homogeneous Poisson model

In this paper, we consider the problem of estimating the number of times an air quality standard is exceeded in a given period of time. A non-homogeneous Poisson model is proposed to analyse this issue. The rate at which the Poisson events occur is given by a rate function lambda(t), t >= 0. This rate function also depends on some parameters that need to be estimated. Two forms of lambda(t), t >= 0 are considered. One of them is of the Weibull form and the other is of the exponentiated-Weibull form. The parameters estimation is made using a Bayesian formulation based on the Gibbs sampling algorithm. The assignation of the prior distributions for the parameters is made in two stages. In the first stage, non-informative prior distributions are considered. Using the information provided by the first stage, more informative prior distributions are used in the second one. The theoretical development is applied to data provided by the monitoring network of Mexico City. The rate function that best fit the data varies according to the region of the city and/or threshold that is considered. In some cases the best fit is the Weibull form and in other cases the best option is the exponentiated-Weibull. Copyright (C) 2007 John Wiley & Sons, Ltd.

Using stochastic volatility models to analyse weekly ozone averages in Mexico City

In this paper we make use of some stochastic volatility models to analyse the behaviour of a weekly ozone average measurements series. The models considered here have been used previously in problems related to financial time series. Two models are considered and their parameters are estimated using a Bayesian approach based on Markov chain Monte Carlo (MCMC) methods. Both models are applied to the data provided by the monitoring network of the Metropolitan Area of Mexico City. The selection of the best model for that specific data set is performed using the Deviance Information Criterion and the Conditional Predictive Ordinate method.

A flexible model for survival data with a cure rate: a Bayesian approach

In this paper we deal with a Bayesian analysis for right-censored survival data suitable for populations with a cure rate. We consider a cure rate model based on the negative binomial distribution, encompassing as a special case the promotion time cure model. Bayesian analysis is based on Markov chain Monte Carlo (MCMC) methods. We also present some discussion on model selection and an illustration with a real dataset.

Random sums of exchangeable variables and actuarial applications

In this paper we study the accumulated claim in some fixed time period, skipping the classical assumption of mutual independence between the variables involved. Two basic models are considered: Model I assumes that any pair of claims are equally correlated which means that the corresponding square-integrable sequence is exchangeable one. Model 2 states that the correlations between the adjacent claims are the same. Recurrence and explicit expressions for the joint probability generating function are derived and the impact of the dependence parameter (correlation coefficient) in both models is examined. The Markov binomial distribution is obtained as a particular case under assumptions of Model 2. (C) 2007 Elsevier B.V. All rights reserved.

Searching for molecular markers in head and neck squamous cell carcinomas (HNSCC) by statistical and bioinformatic analysis of larynx-derived SAGE libraries

Background: Head and neck squamous cell carcinoma (HNSCC) is one of the most common malignancies in humans. The average 5-year survival rate is one of the lowest among aggressive cancers, showing no significant improvement in recent years. When detected early, HNSCC has a good prognosis, but most patients present metastatic disease at the time of diagnosis, which significantly reduces survival rate. Despite extensive research, no molecular markers are currently available for diagnostic or prognostic purposes. Methods: Aiming to identify differentially-expressed genes involved in laryngeal squamous cell carcinoma (LSCC) development and progression, we generated individual Serial Analysis of Gene Expression (SAGE) libraries from a metastatic and non-metastatic larynx carcinoma, as well as from a normal larynx mucosa sample. Approximately 54,000 unique tags were sequenced in three libraries. Results: Statistical data analysis identified a subset of 1,216 differentially expressed tags between tumor and normal libraries, and 894 differentially expressed tags between metastatic and non-metastatic carcinomas. Three genes displaying differential regulation, one down-regulated (KRT31) and two up-regulated (BST2, MFAP2), as well as one with a non-significant differential expression pattern (GNA15) in our SAGE data were selected for real-time polymerase chain reaction (PCR) in a set of HNSCC samples. Consistent with our statistical analysis, quantitative PCR confirmed the upregulation of BST2 and MFAP2 and the downregulation of KRT31 when samples of HNSCC were compared to tumor-free surgical margins. As expected, GNA15 presented a non-significant differential expression pattern when tumor samples were compared to normal tissues. Conclusion: To the best of our knowledge, this is the first study reporting SAGE data in head and neck squamous cell tumors. Statistical analysis was effective in identifying differentially expressed genes reportedly involved in cancer development. The differential expression of a subset of genes was confirmed in additional larynx carcinoma samples and in carcinomas from a distinct head and neck subsite. This result suggests the existence of potential common biomarkers for prognosis and targeted-therapy development in this heterogeneous type of tumor.

Assessing influence in survival data with a cure fraction and covariates

Diagnostic methods have been an important tool in regression analysis to detect anomalies, such as departures from error assumptions and the presence of outliers and influential observations with the fitted models. Assuming censored data, we considered a classical analysis and Bayesian analysis assuming no informative priors for the parameters of the model with a cure fraction. A Bayesian approach was considered by using Markov Chain Monte Carlo Methods with Metropolis-Hasting algorithms steps to obtain the posterior summaries of interest. Some influence methods, such as the local influence, total local influence of an individual, local influence on predictions and generalized leverage were derived, analyzed and discussed in survival data with a cure fraction and covariates. The relevance of the approach was illustrated with a real data set, where it is shown that, by removing the most influential observations, the decision about which model best fits the data is changed.