Context tree selection: A unifying view

Context tree models have been introduced by Rissanen in [25] as a parsimonious generalization of Markov models. Since then, they have been widely used in applied probability and statistics. The present paper investigates non-asymptotic properties of two popular procedures of context tree estimation: Rissanen's algorithm Context and penalized maximum likelihood. First showing how they are related, we prove finite horizon bounds for the probability of over- and under-estimation. Concerning overestimation, no boundedness or loss-of-memory conditions are required: the proof relies on new deviation inequalities for empirical probabilities of independent interest. The under-estimation properties rely on classical hypotheses for processes of infinite memory. These results improve on and generalize the bounds obtained in Duarte et al. (2006) [12], Galves et al. (2008) [18], Galves and Leonardi (2008) [17], Leonardi (2010) [22], refining asymptotic results of Buhlmann and Wyner (1999) [4] and Csiszar and Talata (2006) [9]. (C) 2011 Elsevier B.V. All rights reserved.

Effects of biomass burning on nasal mucociliary clearance and mucus properties after sugarcane harvesting

Objective: Biofuel from sugarcane is widely produced in developing countries and is a clean and renewable alternative source of energy. However, sugarcane harvesting is mostly performed after biomass burning. The aim of this study was to evaluate the effects of harvesting after biomass burning on nasal mucociliary clearance and the nasal mucus properties of farm workers. Methods: Twenty seven sugarcane workers (21-45 years old) were evaluated at the end of two successive time-periods: first at the end of a 6-month harvesting period (harvesting), and then at the end of a 3-month period without harvesting (non-harvesting). Nasal mucociliary clearance was evaluated by the saccharine transit test, and mucus properties were analyzed using in vitro mucus contact angle and mucus transportability by sneeze. Arterial blood pressure, heart rate, respiratory rate, pulse oximetry, body temperature, associated illness, and exhaled carbon monoxide were registered. Results: Data are presented as mean values (95% confidence interval). The multivariate model analysis adjusted for age, body-mass index, smoking status and years of working with this agricultural practice showed that harvesting yielded prolonged saccharine transit test in 7.83 min (1.88-13.78), increased mucus contact angle in 8.68 degrees (3.18-14.17) and decreased transportability by sneeze in 32.12 mm (-44.83 to -19.42) compared with the non-harvesting period. No significant differences were detected in any of the clinical parameter at either time-period. Conclusion: Sugarcane harvesting after biomass burning negatively affects the first barrier of the respiratory system in farm workers by impairing nasal mucociliary clearance and inducing abnormal mucus properties. (C) 2011 Elsevier Inc. All rights reserved.

Signed likelihood ratio tests in the Birnbaum-Saunders regression model

The Birnbaum-Saunders regression model is becoming increasingly popular in lifetime analyses and reliability studies. In this model, the signed likelihood ratio statistic provides the basis for testing inference and construction of confidence limits for a single parameter of interest. We focus on the small sample case, where the standard normal distribution gives a poor approximation to the true distribution of the statistic. We derive three adjusted signed likelihood ratio statistics that lead to very accurate inference even for very small samples. Two empirical applications are presented. (C) 2010 Elsevier B.V. All rights reserved.

A general hazard model for lifetime data in the presence of cure rate

Historically, the cure rate model has been used for modeling time-to-event data within which a significant proportion of patients are assumed to be cured of illnesses, including breast cancer, non-Hodgkin lymphoma, leukemia, prostate cancer, melanoma, and head and neck cancer. Perhaps the most popular type of cure rate model is the mixture model introduced by Berkson and Gage [1]. In this model, it is assumed that a certain proportion of the patients are cured, in the sense that they do not present the event of interest during a long period of time and can found to be immune to the cause of failure under study. In this paper, we propose a general hazard model which accommodates comprehensive families of cure rate models as particular cases, including the model proposed by Berkson and Gage. The maximum-likelihood-estimation procedure is discussed. A simulation study analyzes the coverage probabilities of the asymptotic confidence intervals for the parameters. A real data set on children exposed to HIV by vertical transmission illustrates the methodology.

Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model

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.

Improved maximum-likelihood estimation in a regression model with general parametrization

We analyse the finite-sample behaviour of two second-order bias-corrected alternatives to the maximum-likelihood estimator of the parameters in a multivariate normal regression model with general parametrization proposed by Patriota and Lemonte [A. G. Patriota and A. J. Lemonte, Bias correction in a multivariate regression model with genereal parameterization, Stat. Prob. Lett. 79 (2009), pp. 1655-1662]. The two finite-sample corrections we consider are the conventional second-order bias-corrected estimator and the bootstrap bias correction. We present the numerical results comparing the performance of these estimators. Our results reveal that analytical bias correction outperforms numerical bias corrections obtained from bootstrapping schemes.

Richards growth model and viability indicators for populations subject to interventions

In this work we study the problem of modeling identification of a population employing a discrete dynamic model based on the Richards growth model. The population is subjected to interventions due to consumption, such as hunting or farming animals. The model identification allows us to estimate the probability or the average time for a population number to reach a certain level. The parameter inference for these models are obtained with the use of the likelihood profile technique as developed in this paper. The identification method here developed can be applied to evaluate the productivity of animal husbandry or to evaluate the risk of extinction of autochthon populations. It is applied to data of the Brazilian beef cattle herd population, and the the population number to reach a certain goal level is investigated.

Generalized Sznajd model for opinion propagation

In the last decade the Sznajd model has been successfully employed in modeling some properties and scale features of both proportional and majority elections. We propose a version of the Sznajd model with a generalized bounded confidence rule-a rule that limits the convincing capability of agents and that is essential to allow coexistence of opinions in the stationary state. With an appropriate choice of parameters it can be reduced to previous models. We solved this model both in a mean-field approach (for an arbitrary number of opinions) and numerically in a Barabaacutesi-Albert network (for three and four opinions), studying the transient and the possible stationary states. We built the phase portrait for the special cases of three and four opinions, defining the attractors and their basins of attraction. Through this analysis, we were able to understand and explain discrepancies between mean-field and simulation results obtained in previous works for the usual Sznajd model with bounded confidence and three opinions. Both the dynamical system approach and our generalized bounded confidence rule are quite general and we think it can be useful to the understanding of other similar models.

Coexistence of interacting opinions in a generalized Sznajd model

The Sznajd model is a sociophysics model that mimics the propagation of opinions in a closed society, where the interactions favor groups of agreeing people. It is based in the Ising and Potts ferromagnetic models and, although the original model used only linear chains, it has since been adapted to general networks. This model has a very rich transient, which has been used to model several aspects of elections, but its stationary states are always consensus states. In order to model more complex behaviors, we have, in a recent work, introduced the idea of biases and prejudices to the Sznajd model by generalizing the bounded confidence rule, which is common to many continuous opinion models, to what we called confidence rules. In that work we have found that the mean field version of this model (corresponding to a complete network) allows for stationary states where noninteracting opinions survive, but never for the coexistence of interacting opinions. In the present work, we provide networks that allow for the coexistence of interacting opinions for certain confidence rules. Moreover, we show that the model does not become inactive; that is, the opinions keep changing, even in the stationary regime. This is an important result in the context of understanding how a rule that breeds local conformity is still able to sustain global diversity while avoiding a frozen stationary state. We also provide results that give some insights on how this behavior approaches the mean field behavior as the networks are changed.

A note on the likelihood and moments of the skew-normal distribution

In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood equation are established, which seem to hold in more general setting.

A log-extended Weibull regression model

A bathtub-shaped failure rate function is very useful in survival analysis and reliability studies. The well-known lifetime distributions do not have this property. For the first time, we propose a location-scale regression model based on the logarithm of an extended Weibull distribution which has the ability to deal with bathtub-shaped failure rate functions. We use the method of maximum likelihood to estimate the model parameters and some inferential procedures are presented. We reanalyze a real data set under the new model and the log-modified Weibull regression model. We perform a model check based on martingale-type residuals and generated envelopes and the statistics AIC and BIC to select appropriate models. (C) 2009 Elsevier B.V. All rights reserved.

The generalized log-gamma mixture model with covariates: local influence and residual analysis

In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

Relation of Aortic Valve Calcium Detected by Cardiac Computed Tomography to All-Cause Mortality

Aortic valve calcium (AVC) can be quantified on the same computed tomographic scan as coronary artery calcium (CAC). Although CAC is an established predictor of cardiovascular events, limited evidence is available for an independent predictive value for AVC. We studied a cohort of 8,401 asymptomatic subjects (mean age 53 10 years, 69% men), who were free of known coronary heart disease and were undergoing electron beam computed tomography for assessment of subclinical atherosclerosis. The patients were followed for a median of 5 years (range 1 to 7) for the occurrence of mortality from any cause. Multivariate Cox regression models were developed to predict all-cause mortality according to the presence of AVC. A total of 517 patients (6%) had AVC on electron beam computed tomography. During follow-up, 124 patients died (1.5%), for an overall survival rate of 96.1% and 98.7% for those with and without AVC, respectively (hazard ratio 3.39, 95% confidence interval 2.09 to 5.49). After adjustment for age, gender, hypertension, dyslipidemia, diabetes mellitus, smoking, and a family history of premature coronary heart disease, AVC remained a significant predictor of mortality (hazard ratio 1.82, 95% confidence interval 1.11 to 2.98). Likelihood ratio chi-square statistics demonstrated that the addition of AVC contributed significantly to the prediction of mortality in a model adjusted for traditional risk factors (chi-square = 5.03, p = 0.03) as well as traditional risk factors plus the presence of CAC (chi-square = 3.58, p = 0.05). In conclusion, AVC was associated with increased all-cause mortality, independent of the traditional risk factors and the presence of CAC. (C) 2010 Published by Elsevier Inc. (Am J Cardiol 2010;106:1787-1791)

Strategies for genetic model specification in the screening of genome-wide meta-analysis signals for further replication

Background Meta-analysis is increasingly being employed as a screening procedure in large-scale association studies to select promising variants for follow-up studies. However, standard methods for meta-analysis require the assumption of an underlying genetic model, which is typically unknown a priori. This drawback can introduce model misspecifications, causing power to be suboptimal, or the evaluation of multiple genetic models, which augments the number of false-positive associations, ultimately leading to waste of resources with fruitless replication studies. We used simulated meta-analyses of large genetic association studies to investigate naive strategies of genetic model specification to optimize screenings of genome-wide meta-analysis signals for further replication. Methods Different methods, meta-analytical models and strategies were compared in terms of power and type-I error. Simulations were carried out for a binary trait in a wide range of true genetic models, genome-wide thresholds, minor allele frequencies (MAFs), odds ratios and between-study heterogeneity (tau(2)). Results Among the investigated strategies, a simple Bonferroni-corrected approach that fits both multiplicative and recessive models was found to be optimal in most examined scenarios, reducing the likelihood of false discoveries and enhancing power in scenarios with small MAFs either in the presence or in absence of heterogeneity. Nonetheless, this strategy is sensitive to tau(2) whenever the susceptibility allele is common (MAF epsilon 30%), resulting in an increased number of false-positive associations compared with an analysis that considers only the multiplicative model. Conclusion Invoking a simple Bonferroni adjustment and testing for both multiplicative and recessive models is fast and an optimal strategy in large meta-analysis-based screenings. However, care must be taken when examined variants are common, where specification of a multiplicative model alone may be preferable.

Derivation and external validation of a simple prediction model for the diagnosis of type 2 Diabetes Mellitus in the Brazilian urban population

A risk score model was developed based in a population of 1,224 individuals from the general population without known diabetes aging 35 years or more from an urban Brazilian population sample in order to select individuals who should be screened in subsequent testing and improve the efficacy of public health assurance. External validation was performed in a second, independent, population from a different city ascertained through a similar epidemiological protocol. The risk score was developed by multiple logistic regression and model performance and cutoff values were derived from a receiver operating characteristic curve. Model`s capacity of predicting fasting blood glucose levels was tested analyzing data from a 5-year follow-up protocol conducted in the general population. Items independently and significantly associated with diabetes were age, BMI and known hypertension. Sensitivity, specificity and proportion of further testing necessary for the best cutoff value were 75.9, 66.9 and 37.2%, respectively. External validation confirmed the model`s adequacy (AUC equal to 0.72). Finally, model score was also capable of predicting fasting blood glucose progression in non-diabetic individuals in a 5-year follow-up period. In conclusion, this simple diabetes risk score was able to identify individuals with an increased likelihood of having diabetes and it can be used to stratify subpopulations in which performing of subsequent tests is necessary and probably cost-effective.