28 resultados para multivariate hidden Markov model


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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.

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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.

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The main goal of this paper is to investigate a cure rate model that comprehends some well-known proposals found in the literature. In our work the number of competing causes of the event of interest follows the negative binomial distribution. The model is conveniently reparametrized through the cured fraction, which is then linked to covariates by means of the logistic link. We explore the use of Markov chain Monte Carlo methods to develop a Bayesian analysis in the proposed model. The procedure is illustrated with a numerical example.

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The topology of real-world complex networks, such as in transportation and communication, is always changing with time. Such changes can arise not only as a natural consequence of their growth, but also due to major modi. cations in their intrinsic organization. For instance, the network of transportation routes between cities and towns ( hence locations) of a given country undergo a major change with the progressive implementation of commercial air transportation. While the locations could be originally interconnected through highways ( paths, giving rise to geographical networks), transportation between those sites progressively shifted or was complemented by air transportation, with scale free characteristics. In the present work we introduce the path-star transformation ( in its uniform and preferential versions) as a means to model such network transformations where paths give rise to stars of connectivity. It is also shown, through optimal multivariate statistical methods (i.e. canonical projections and maximum likelihood classification) that while the US highways network adheres closely to a geographical network model, its path-star transformation yields a network whose topological properties closely resembles those of the respective airport transportation network.

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We consider a four dimensional field theory with target space being CP(N) which constitutes a generalization of the usual Skyrme-Faddeev model defined on CP(1). We show that it possesses an integrable sector presenting an infinite number of local conservation laws, which are associated to the hidden symmetries of the zero curvature representation of the theory in loop space. We construct an infinite class of exact solutions for that integrable submodel where the fields are meromorphic functions of the combinations (x(1) + i x(2)) and (x(3) + x(0)) of the Cartesian coordinates of four dimensional Minkowski space-time. Among those solutions we have static vortices and also vortices with waves traveling along them with the speed of light. The energy per unity of length of the vortices show an interesting and intricate interaction among the vortices and waves.

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This letter presents pseudolikelihood equations for the estimation of the Potts Markov random field model parameter on higher order neighborhood systems. The derived equation for second-order systems is a significantly reduced version of a recent result found in the literature (from 67 to 22 terms). Also, with the proposed method, a completely original equation for Potts model parameter estimation in third-order systems was obtained. These equations allow the modeling of less restrictive contextual systems for a large number of applications in a computationally feasible way. Experiments with both simulated and real remote sensing images provided good results.

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This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysics, epidemiology and analytical chemistry, where the variables are subject to measurement errors and the variances vary with the observations. We conduct Monte Carlo simulations to investigate the performance of the corrected estimators. The numerical results show that the bias correction scheme yields nearly unbiased estimates. We also give an application to a real data set.

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A Bayesian inference approach using Markov Chain Monte Carlo (MCMC) is developed for the logistic positive exponent (LPE) model proposed by Samejima and for a new skewed Logistic Item Response Theory (IRT) model, named Reflection LPE model. Both models lead to asymmetric item characteristic curves (ICC) and can be appropriate because a symmetric ICC treats both correct and incorrect answers symmetrically, which results in a logical contradiction in ordering examinees on the ability scale. A data set corresponding to a mathematical test applied in Peruvian public schools is analyzed, where comparisons with other parametric IRT models also are conducted. Several model comparison criteria are discussed and implemented. The main conclusion is that the LPE and RLPE IRT models are easy to implement and seem to provide the best fit to the data set considered.

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This work presents a Bayesian semiparametric approach for dealing with regression models where the covariate is measured with error. Given that (1) the error normality assumption is very restrictive, and (2) assuming a specific elliptical distribution for errors (Student-t for example), may be somewhat presumptuous; there is need for more flexible methods, in terms of assuming only symmetry of errors (admitting unknown kurtosis). In this sense, the main advantage of this extended Bayesian approach is the possibility of considering generalizations of the elliptical family of models by using Dirichlet process priors in dependent and independent situations. Conditional posterior distributions are implemented, allowing the use of Markov Chain Monte Carlo (MCMC), to generate the posterior distributions. An interesting result shown is that the Dirichlet process prior is not updated in the case of the dependent elliptical model. Furthermore, an analysis of a real data set is reported to illustrate the usefulness of our approach, in dealing with outliers. Finally, semiparametric proposed models and parametric normal model are compared, graphically with the posterior distribution density of the coefficients. (C) 2009 Elsevier Inc. All rights reserved.

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Scale mixtures of the skew-normal (SMSN) distribution is a class of asymmetric thick-tailed distributions that includes the skew-normal (SN) distribution as a special case. The main advantage of these classes of distributions is that they are easy to simulate and have a nice hierarchical representation facilitating easy implementation of the expectation-maximization algorithm for the maximum-likelihood estimation. In this paper, we assume an SMSN distribution for the unobserved value of the covariates and a symmetric scale mixtures of the normal distribution for the error term of the model. This provides a robust alternative to parameter estimation in multivariate measurement error models. Specific distributions examined include univariate and multivariate versions of the SN, skew-t, skew-slash and skew-contaminated normal distributions. The results and methods are applied to a real data set.

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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.

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Measurement error models often arise in epidemiological and clinical research. Usually, in this set up it is assumed that the latent variable has a normal distribution. However, the normality assumption may not be always correct. Skew-normal/independent distribution is a class of asymmetric thick-tailed distributions which includes the Skew-normal distribution as a special case. In this paper, we explore the use of skew-normal/independent distribution as a robust alternative to null intercept measurement error model under a Bayesian paradigm. We assume that the random errors and the unobserved value of the covariate (latent variable) follows jointly a skew-normal/independent distribution, providing an appealing robust alternative to the routine use of symmetric normal distribution in this type of model. Specific distributions examined include univariate and multivariate versions of the skew-normal distribution, the skew-t distributions, the skew-slash distributions and the skew contaminated normal distributions. The methods developed is illustrated using a real data set from a dental clinical trial. (C) 2008 Elsevier B.V. All rights reserved.

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There is a need of scientific evidence of claimed nutraceutical effects, but also there is a social movement towards the use of natural products and among them algae are seen as rich resources. Within this scenario, the development of methodology for rapid and reliable assessment of markers of efficiency and security of these extracts is necessary. The rat treated with streptozotocin has been proposed as the most appropriate model of systemic oxidative stress for studying antioxidant therapies. Cystoseira is a brown alga containing fucoxanthin and other carothenes whose pressure-assisted extracts were assayed to discover a possible beneficial effect on complications related to diabetes evolution in an acute but short-term model. Urine was selected as the sample and CE-TOF-MS as the analytical technique to obtain the fingerprints in a non-target metabolomic approach. Multivariate data analysis revealed a good clustering of the groups and permitted the putative assignment of compounds statistically significant in the classification. Interestingly a group of compounds associated to lysine glycation and cleavage from proteins was found to be increased in diabetic animals receiving vehicle as compared to control animals receiving vehicle (N6, N6, N6-trimethyl-L-lysine, N-methylnicotinamide, galactosylhydroxylysine, L-carnitine, N6-acetyl-N6-hydroxylysine, fructose-lysine, pipecolic acid, urocanic acid, amino-isobutanoate, formylisoglutamine. Fructoselysine significantly decreased after the treatment changing from a 24% increase to a 19% decrease. CE-MS fingerprinting of urine has provided a group of compounds different to those detected with other techniques and therefore proves the necessity of a cross-platform analysis to obtain a broad view of biological samples.