Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics

The purpose of this paper is to develop a Bayesian analysis for nonlinear regression models under scale mixtures of skew-normal distributions. This novel class of models provides a useful generalization of the symmetrical nonlinear regression models since the error distributions cover both skewness and heavy-tailed distributions such as the skew-t, skew-slash and the skew-contaminated normal distributions. The main advantage of these class of distributions is that they have a nice hierarchical representation that allows the implementation of Markov chain Monte Carlo (MCMC) methods to simulate samples from the joint posterior distribution. In order to examine the robust aspects of this flexible class, against outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. Further, some discussions on the model selection criteria are given. The newly developed procedures are illustrated considering two simulations study, and a real data previously analyzed under normal and skew-normal nonlinear regression models. (C) 2010 Elsevier B.V. All rights reserved.

Charged Kaon Interferometric Probes of Space-Time Evolution in Au plus Au Collisions at s(NN)=200 GeV

Bose-Einstein correlations of charged kaons are used to probe Au+Au collisions at s(NN)=200 GeV and are compared to charged pion probes, which have a larger hadronic scattering cross section. Three-dimensional Gaussian source radii are extracted, along with a one-dimensional kaon emission source function. The centrality dependences of the three Gaussian radii are well described by a single linear function of N(part)(1/3) with a zero intercept. Imaging analysis shows a deviation from a Gaussian tail at r greater than or similar to 10 fm, although the bulk emission at lower radius is well described by a Gaussian. The presence of a non-Gaussian tail in the kaon source reaffirms that the particle emission region in a heavy-ion collision is extended, and that similar measurements with pions are not solely due to the decay of long-lived resonances.

Bayesian Analysis for the Generalized Lognormal Distribution Applied to Failure Time Analysis

There are several versions of the lognormal distribution in the statistical literature, one is based in the exponential transformation of generalized normal distribution (GN). This paper presents the Bayesian analysis for the generalized lognormal distribution (logGN) considering independent non-informative Jeffreys distributions for the parameters as well as the procedure for implementing the Gibbs sampler to obtain the posterior distributions of parameters. The results are used to analyze failure time models with right-censored and uncensored data. The proposed method is illustrated using actual failure time data of computers.

Pricing farm-level agricultural insurance: a Bayesian approach

This paper applies Hierarchical Bayesian Models to price farm-level yield insurance contracts. This methodology considers the temporal effect, the spatial dependence and spatio-temporal models. One of the major advantages of this framework is that an estimate of the premium rate is obtained directly from the posterior distribution. These methods were applied to a farm-level data set of soybean in the State of the Parana (Brazil), for the period between 1994 and 2003. The model selection was based on a posterior predictive criterion. This study improves considerably the estimation of the fair premium rates considering the small number of observations.

Predator-prey models: an application for the plankton dynamics of lake Geneva

In this paper we present a hierarchical Bayesian analysis for a predator-prey model applied to ecology considering the use of Markov Chain Monte Carlo methods. We consider the introduction of a random effect in the model and the presence of a covariate vector. An application to ecology is considered using a data set related to the plankton dynamics of lake Geneva for the year 1990. We also discuss some aspects of discrimination of the proposed models.

Bayesian ratemaking procedure of crop insurance contracts with skewed distribution

Over the years, crop insurance programs became the focus of agricultural policy in the USA, Spain, Mexico, and more recently in Brazil. Given the increasing interest in insurance, accurate calculation of the premium rate is of great importance. We address the crop-yield distribution issue and its implications in pricing an insurance contract considering the dynamic structure of the data and incorporating the spatial correlation in the Hierarchical Bayesian framework. Results show that empirical (insurers) rates are higher in low risk areas and lower in high risk areas. Such methodological improvement is primarily important in situations of limited data.

Spatio-temporal modeling of agricultural yield data with an application to pricing crop insurance contracts

This article presents a statistical model of agricultural yield data based on a set of hierarchical Bayesian models that allows joint modeling of temporal and spatial autocorrelation. This method captures a comprehensive range of the various uncertainties involved in predicting crop insurance premium rates as opposed to the more traditional ad hoc, two-stage methods that are typically based on independent estimation and prediction. A panel data set of county-average yield data was analyzed for 290 counties in the State of Parana (Brazil) for the period of 1990 through 2002. Posterior predictive criteria are used to evaluate different model specifications. This article provides substantial improvements in the statistical and actuarial methods often applied to the calculation of insurance premium rates. These improvements are especially relevant to situations where data are limited.

Longitudinal Poisson modeling: an application for CD4 counting in HIV-infected patients

In this paper, we present different ofrailtyo models to analyze longitudinal data in the presence of covariates. These models incorporate the extra-Poisson variability and the possible correlation among the repeated counting data for each individual. Assuming a CD4 counting data set in HIV-infected patients, we develop a hierarchical Bayesian analysis considering the different proposed models and using Markov Chain Monte Carlo methods. We also discuss some Bayesian discrimination aspects for the choice of the best model.

VACUUM POLARIZATION EFFECTS ON QUASINORMAL MODES IN ELECTRICALLY CHARGED BLACK HOLE SPACE-TIMES

We investigate the influence of vacuum polarization of quantum massive fields on the scalar sector of quasinormal modes in spherically symmetric black holes. We consider the evolution of a massless scalar field on the space-time corresponding to a charged semiclassical black hole, consisting of the quantum-corrected geometry of a Reissner-Nordstrom black hole dressed by a quantum massive scalar field in the large mass limit. Using a sixth order WKB approach we find a shift in the quasinormal mode frequencies due to vacuum polarization.

Dynamical self-stabilization of the Mott insulator: Time evolution of the density and entanglement entropy of out-of-equilibrium cold fermion gases

The time evolution of the out-of-equilibrium Mott insulator is investigated numerically through calculations of space-time-resolved density and entropy profiles resulting from the release of a gas of ultracold fermionic atoms from an optical trap. For adiabatic, moderate and sudden switching-off of the trapping potential, the out-of-equilibrium dynamics of the Mott insulator is found to differ profoundly from that of the band insulator and the metallic phase, displaying a self-induced stability that is robust within a wide range of densities, system sizes and interaction strengths. The connection between the entanglement entropy and changes of phase, known for equilibrium situations, is found to extend to the out-of-equilibrium regime. Finally, the relation between the system`s long time behavior and the thermalization limit is analyzed. Copyright (C) EPLA, 2011

First Description of a Cluster of Acute/Subacute Paracoccidioidomycosis Cases and Its Association with a Climatic Anomaly

Background: Identifying clusters of acute paracoccidioidomycosis cases could potentially help in identifying the environmental factors that influence the incidence of this mycosis. However, unlike other endemic mycoses, there are no published reports of clusters of paracoccidioidomycosis. Methodology/Principal Findings: A retrospective cluster detection test was applied to verify if an excess of acute form (AF) paracoccidioidomycosis cases in time and/or space occurred in Botucatu, an endemic area in Sao Paulo State. The scan-test SaTScan v7.0.3 was set to find clusters for the maximum temporal period of 1 year. The temporal test indicated a significant cluster in 1985 (P<0.005). This cluster comprised 10 cases, although 2.19 were expected for this year in this area. Age and clinical presentation of these cases were typical of AF paracccidioidomycosis. The space-time test confirmed the temporal cluster in 1985 and showed the localities where the risk was higher in that year. The cluster suggests that some particularities took place in the antecedent years in those localities. Analysis of climate variables showed that soil water storage was atypically high in 1982/83 (similar to 2.11/2.5 SD above mean), and the absolute air humidity in 1984, the year preceding the cluster, was much higher than normal (similar to 1.6 SD above mean), conditions that may have favored, respectively, antecedent fungal growth in the soil and conidia liberation in 1984, the probable year of exposure. These climatic anomalies in this area was due to the 1982/83 El Nino event, the strongest in the last 50 years. Conclusions/Significance: We describe the first cluster of AF paracoccidioidomycosis, which was potentially linked to a climatic anomaly caused by the 1982/83 El Nino Southern Oscillation. This finding is important because it may help to clarify the conditions that favor Paracoccidioides brasiliensis survival and growth in the environment and that enhance human exposure, thus allowing the development of preventive measures.

Suppression of away-side jet fragments with respect to the reaction plane in Au plus Au collisions at root s(NN)=200 GeV

Pair correlations between large transverse momentum neutral pion triggers (p(T) = 4-7 GeV/c) and charged hadron partners (p(T) = 3-7 GeV/c) in central (0%-20%) and midcentral (20%-60%) Au + Au collisions at root s(NN) = 200 GeV are presented as a function of trigger orientation with respect to the reaction plane. The particles are at larger momentum than where jet shape modifications have been observed, and the correlations are sensitive to the energy loss of partons traveling through hot densematter. An out-of-plane trigger particle produces only 26 +/- 20% of the away-side pairs that are observed opposite of an in-plane trigger particle for midcentral (20%-60%) collisions. In contrast, near-side jet fragments are consistent with no suppression or dependence on trigger orientation with respect to the reaction plane. These observations are qualitatively consistent with a picture of little near-side parton energy loss either due to surface bias or fluctuations and increased away-side parton energy loss due to a long path through the medium. The away-side suppression as a function of reaction-plane angle is shown to be sensitive to both the energy loss mechanism and the space-time evolution of heavy-ion collisions.

On the mixing property for a class of states of relativistic quantum fields

Let omega be a factor state on the quasilocal algebra A of observables generated by a relativistic quantum field, which, in addition, satisfies certain regularity conditions [satisfied by ground states and the recently constructed thermal states of the P(phi)(2) theory]. We prove that there exist space- and time-translation invariant states, some of which are arbitrarily close to omega in the weak * topology, for which the time evolution is weakly asymptotically Abelian. (C) 2010 American Institute of Physics. [doi: 10.1063/1.3372623]

Perturbations of black p-branes

We consider black p-brane solutions of the low-energy string action, computing scalar perturbations. Using standard methods, we derive the wave equations obeyed by the perturbations and treat them analytically and numerically. We have found that tensorial perturbations obtained via a gauge-invariant formalism leads to the same results as scalar perturbations. No instability has been found. Asymptotically, these solutions typically reduce to a AdSd((p+2)) x Sd((8-p)) space which, in the framework of Maldacena's conjecture, can be regarded as a gravitational dual to a conformal field theory defined in a (p+1)-dimensional flat space-time. The results presented open the possibility of a better understanding the AdS/CFT correspondence, as originally formulated in terms of the relation among brane structures and gauge theories.

Aetherlike Lorentz-breaking actions

We show that CPT-even aetherlike Lorentz-breaking actions, for the scalar and electromagnetic fields, are generated via their appropriate Lorentz-breaking coupling to spinor fields, in three, four, and five space-time dimensions. Besides, we also show that aetherlike terms for the spinor field can be generated as a consequence of the same couplings. We discuss the dispersion relations in the theories with aetherlike Lorentz-breaking terms and find the tree-level effective (Breit) potential for fermion scattering and the one-loop effective potential corresponding to the action of the scalar field.