16 resultados para hidden semi-Markov model

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


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We discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models. We generalize an earlier work, considering the sojourn times in health states are not identically distributed, for a given vector of covariates. Approaches based on semiparametric and parametric (exponential and Weibull distributions) methodologies are considered. A simulation study is conducted to evaluate the performance of the proposed estimator and the jackknife resampling method is used to estimate the variance of such estimator. An application to a real data set is also included.

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The Madden-Julian oscillation (MJO) is the most prominent form of tropical intraseasonal variability. This study investigated the following questions. Do inter-annual-to-decadal variations in tropical sea surface temperature (SST) lead to substantial changes in MJO activity? Was there a change in the MJO in the 1970s? Can this change be associated to SST anomalies? What was the level of MJO activity in the pre-reanalysis era? These questions were investigated with a stochastic model of the MJO. Reanalysis data (1948-2008) were used to develop a nine-state first order Markov model capable to simulate the non-stationarity of the MJO. The model is driven by observed SST anomalies and a large ensemble of simulations was performed to infer the activity of the MJO in the instrumental period (1880-2008). The model is capable to reproduce the activity of the MJO during the reanalysis period. The simulations indicate that the MJO exhibited a regime of near normal activity in 1948-1972 (3.4 events year(-1)) and two regimes of high activity in 1973-1989 (3.9 events) and 1990-2008 (4.6 events). Stochastic simulations indicate decadal shifts with near normal levels in 1880-1895 (3.4 events), low activity in 1896 1917 (2.6 events) and a return to near normal levels during 1918-1947 (3.3 events). The results also point out to significant decadal changes in probabilities of very active years (5 or more MJO events): 0.214 (1880-1895), 0.076 (1896-1917), 0.197 (1918-1947) and 0.193 (1948-1972). After a change in behavior in the 1970s, this probability has increased to 0.329 (1973-1989) and 0.510 (1990-2008). The observational and stochastic simulations presented here call attention to the need to further understand the variability of the MJO on a wide range of time scales.

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We studied superclusters of galaxies in a volume-limited sample extracted from the Sloan Digital Sky Survey Data Release 7 and from mock catalogues based on a semi-analytical model of galaxy evolution in the Millennium Simulation. A density field method was applied to a sample of galaxies brighter than M(r) = -21+5 log h(100) to identify superclusters, taking into account selection and boundary effects. In order to evaluate the influence of the threshold density, we have chosen two thresholds: the first maximizes the number of objects (D1) and the second constrains the maximum supercluster size to similar to 120 h(-1) Mpc (D2). We have performed a morphological analysis, using Minkowski Functionals, based on a parameter, which increases monotonically from filaments to pancakes. An anticorrelation was found between supercluster richness (and total luminosity or size) and the morphological parameter, indicating that filamentary structures tend to be richer, larger and more luminous than pancakes in both observed and mock catalogues. We have also used the mock samples to compare supercluster morphologies identified in position and velocity spaces, concluding that our morphological classification is not biased by the peculiar velocities. Monte Carlo simulations designed to investigate the reliability of our results with respect to random fluctuations show that these results are robust. Our analysis indicates that filaments and pancakes present different luminosity and size distributions.

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We study the stability regions and families of periodic orbits of two planets locked in a co-orbital configuration. We consider different ratios of planetary masses and orbital eccentricities; we also assume that both planets share the same orbital plane. Initially, we perform numerical simulations over a grid of osculating initial conditions to map the regions of stable/chaotic motion and identify equilibrium solutions. These results are later analysed in more detail using a semi-analytical model. Apart from the well-known quasi-satellite orbits and the classical equilibrium Lagrangian points L(4) and L(5), we also find a new regime of asymmetric periodic solutions. For low eccentricities these are located at (delta lambda, delta pi) = (+/- 60 degrees, -/+ 120 degrees), where delta lambda is the difference in mean longitudes and delta pi is the difference in longitudes of pericentre. The position of these anti-Lagrangian solutions changes with the mass ratio and the orbital eccentricities and are found for eccentricities as high as similar to 0.7. Finally, we also applied a slow mass variation to one of the planets and analysed its effect on an initially asymmetric periodic orbit. We found that the resonant solution is preserved as long as the mass variation is adiabatic, with practically no change in the equilibrium values of the angles.

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Neonatal anoxia is a worldwide clinical problem that has serious and lasting consequences. The diversity of models does not allow complete reproducibility, so a standardized model is needed. In this study, we developed a rat model of neonatal anoxia that utilizes a semi-hermetic system suitable for oxygen deprivation. The validity of this model was confirmed using pulse oximetry, arterial gasometry, observation of skin color and behavior and analysis of Fos immunoreactivity in brain regions that function in respiratory control. For these experiments, 87 male albino neonate rats (Rattus norvegicus, lineage Wistar) aged approximate 30 postnatal hours were divided into anoxia and control groups. The pups were kept in an euthanasia polycarbonate chamber at 36 +/- 1 degrees C, with continuous 100% nitrogen gas flow at 3 L/min and 101.7 kPa for 25 min. The peripheral arterial oxygen saturation of the anoxia group decreased 75% from its initial value. Decreased pH and partial pressure of oxygen and increased partial pressure of carbon dioxide were observed in this group, indicating metabolic acidosis, hypoxia and hypercapnia. respectively. Analysis of neuronal activation showed Fos immunoreactivity in the solitary tract nucleus, the lateral reticular nucleus and the area postrema, confirming that those conditions activated areas related to respiratory control in the nervous system. Therefore, the proposed model of neonatal anoxia allows standardization and precise control of the anoxic condition, which should be of great value in indentifying both the mechanisms underlying neonatal anoxia and novel therapeutic strategies to combat or prevent this widespread public health problem. (C) 2011 Elsevier B.V. All rights reserved.

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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 multivariate skew-t distribution (J Multivar Anal 79:93-113, 2001; J R Stat Soc, Ser B 65:367-389, 2003; Statistics 37:359-363, 2003) includes the Student t, skew-Cauchy and Cauchy distributions as special cases and the normal and skew-normal ones as limiting cases. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis of repeated measures, pretest/post-test data, under multivariate null intercept measurement error model (J Biopharm Stat 13(4):763-771, 2003) where the random errors and the unobserved value of the covariate (latent variable) follows a Student t and skew-t distribution, respectively. The results and methods are numerically illustrated with an example in the field of dentistry.

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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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Skew-normal distribution is a class of distributions that includes the normal distributions as a special case. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis in a multivariate, null intercept, measurement error model [R. Aoki, H. Bolfarine, J.A. Achcar, and D. Leao Pinto Jr, Bayesian analysis of a multivariate null intercept error-in -variables regression model, J. Biopharm. Stat. 13(4) (2003b), pp. 763-771] where the unobserved value of the covariate (latent variable) follows a skew-normal distribution. The results and methods are applied to a real dental clinical trial presented in [A. Hadgu and G. Koch, Application of generalized estimating equations to a dental randomized clinical trial, J. Biopharm. Stat. 9 (1999), pp. 161-178].

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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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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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In this article, we introduce a semi-parametric Bayesian approach based on Dirichlet process priors for the discrete calibration problem in binomial regression models. An interesting topic is the dosimetry problem related to the dose-response model. A hierarchical formulation is provided so that a Markov chain Monte Carlo approach is developed. The methodology is applied to simulated and real data.

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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.