MB-MDR: Model-Based Multifactor Dimensionality Reduction for detecting interactions in high-dimensional genomic data

L’anàlisi de l’efecte dels gens i els factors ambientals en el desenvolupament de malalties complexes és un gran repte estadístic i computacional. Entre les diverses metodologies de mineria de dades que s’han proposat per a l’anàlisi d’interaccions una de les més populars és el mètode Multifactor Dimensionality Reduction, MDR, (Ritchie i al. 2001). L’estratègia d’aquest mètode és reduir la dimensió multifactorial a u mitjançant l’agrupació dels diferents genotips en dos grups de risc: alt i baix. Tot i la seva utilitat demostrada, el mètode MDR té alguns inconvenients entre els quals l’agrupació excessiva de genotips pot fer que algunes interaccions importants no siguin detectades i que no permet ajustar per efectes principals ni per variables confusores. En aquest article il•lustrem les limitacions de l’estratègia MDR i d’altres aproximacions no paramètriques i demostrem la conveniència d’utilitzar metodologies parametriques per analitzar interaccions en estudis cas-control on es requereix l’ajust per variables confusores i per efectes principals. Proposem una nova metodologia, una versió paramètrica del mètode MDR, que anomenem Model-Based Multifactor Dimensionality Reduction (MB-MDR). La metodologia proposada té com a objectiu la identificació de genotips específics que estiguin associats a la malaltia i permet ajustar per efectes marginals i variables confusores. La nova metodologia s’il•lustra amb dades de l’Estudi Espanyol de Cancer de Bufeta.

Addressing Sea Surface Salinity retrieval at different spatial resolution. Feasibility study using OCCAM data within SEPS simulator and L2 processor tools

Projecte de recerca elaborat a partir d’una estada a la National Oceanography Centre of Southampton (NOCS), Gran Bretanya, entre maig i juliol del 2006. La possibilitat d’obtenir una estimació precissa de la salinitat marina (SSS) és important per a investigar i predir l’extensió del fenòmen del canvi climàtic. La missió Soil Moisture and Ocean Salinity (SMOS) va ser seleccionada per l’Agència Espacial Europea (ESA) per a obtenir mapes de salinitat de la superfície marina a escala global i amb un temps de revisita petit. Abans del llençament de SMOS es preveu l’anàlisi de la variabilitat horitzontal de la SSS i del potencial de les dades recuperades a partir de mesures de SMOS per a reproduir comportaments oceanogràfics coneguts. L’objectiu de tot plegat és emplenar el buit existent entre les fonts de dades d’entrada/auxiliars fiables i les eines desenvolupades per a simular i processar les dades adquirides segons la configuració de SMOS. El SMOS End-to-end Performance Simulator (SEPS) és un simulador adhoc desenvolupat per la Universitat Politècnica de Catalunya (UPC) per a generar dades segons la configuració de SMOS. Es va utilitzar dades d’entrada a SEPS procedents del projecte Ocean Circulation and Climate Advanced Modeling (OCCAM), utilitzat al NOCS, a diferents resolucions espacials. Modificant SEPS per a poder fer servir com a entrada les dades OCCAM es van obtenir dades de temperatura de brillantor simulades durant un mes amb diferents observacions ascendents que cobrien la zona seleccionada. Les tasques realitzades durant l’estada a NOCS tenien la finalitat de proporcionar una tècnica fiable per a realitzar la calibració externa i per tant cancel•lar el bias, una metodologia per a promitjar temporalment les diferents adquisicions durant les observacions ascendents, i determinar la millor configuració de la funció de cost abans d’explotar i investigar les posibiltats de les dades SEPS/OCCAM per a derivar la SSS recuperada amb patrons d’alta resolució.

Aplicaciones Single Program Multiple Data (SPMD) en ambientes distribuidos

Un reto al ejecutar las aplicaciones en un cluster es lograr mejorar las prestaciones utilizando los recursos de manera eficiente, y este reto es mayor al utilizar un ambiente distribuido. Teniendo en cuenta este reto, se proponen un conjunto de reglas para realizar el cómputo en cada uno de los nodos, basado en el análisis de cómputo y comunicaciones de las aplicaciones, se analiza un esquema de mapping de celdas y un método para planificar el orden de ejecución, tomando en consideración la ejecución por prioridad, donde las celdas de fronteras tienen una mayor prioridad con respecto a las celdas internas. En la experimentación se muestra el solapamiento del computo interno con las comunicaciones de las celdas fronteras, obteniendo resultados donde el Speedup aumenta y los niveles de eficiencia se mantienen por encima de un 85%, finalmente se obtiene ganancias de los tiempos de ejecución, concluyendo que si se puede diseñar un esquemas de solapamiento que permita que la ejecución de las aplicaciones SPMD en un cluster se hagan de forma eficiente.

Cross-section data, disequilibrium situations and estimated coefficients: evidence from car ownership demand

The objective of this paper is to analyse to what extent the use of cross-section data will distort the estimated elasticities for car ownership demand when the observed variables do not correspond to a state equilibrium for some individuals in the sample. Our proposal consists of approximating the equilibrium values of the observed variables by constructing a pseudo-panel data set which entails averaging individuals observed at different points of time into cohorts. The results show that individual and aggregate data lead to almost the same value for income elasticity, whereas with respect to working adult elasticity the similarity is less pronounced.

Two different 3D biogeochemical models for the NW mediterranean sea: validation with Meris data and intercomparison

Report for the scientific sojourn carried out at the University of New South Wales from February to June the 2007. Two different biogeochemical models are coupled to a three dimensional configuration of the Princeton Ocean Model (POM) for the Northwestern Mediterranean Sea (Ahumada and Cruzado, 2007). The first biogeochemical model (BLANES) is the three-dimensional version of the model described by Bahamon and Cruzado (2003) and computes the nitrogen fluxes through six compartments using semi-empirical descriptions of biological processes. The second biogeochemical model (BIOMEC) is the biomechanical NPZD model described in Baird et al. (2004), which uses a combination of physiological and physical descriptions to quantify the rates of planktonic interactions. Physical descriptions include, for example, the diffusion of nutrients to phytoplankton cells and the encounter rate of predators and prey. The link between physical and biogeochemical processes in both models is expressed by the advection-diffusion of the non-conservative tracers. The similarities in the mathematical formulation of the biogeochemical processes in the two models are exploited to determine the parameter set for the biomechanical model that best fits the parameter set used in the first model. Three years of integration have been carried out for each model to reach the so called perpetual year run for biogeochemical conditions. Outputs from both models are averaged monthly and then compared to remote sensing images obtained from sensor MERIS for chlorophyll.

Market Competition and Lower Tier Incentives

The relationship between competition and performance-related pay has been analyzed in single-principal-single-agent models. While this approach yields good predictions for managerial pay schemes, the predictions fail to apply for employees at lower tiers of a firm's hierarchy. In this paper, a principal-multi-agent model of incentive pay is developed which makes it possible to analyze the effect of changes in the competitiveness of markets on lower tier incentive payment schemes. The results explain why the payment schemes of agents located at low and mid tiers are less sensitive to changes in competition when aggregated firm data is used. Journal of Economic Literature classiffication numbers: D82, J21, L13, L22. Keywords: Cournot Competition, Contract Delegation, Moral Hazard, Entry, Market Size, Wage Cost.

Analyzing aggregate real exchange rate persistence through the lens of sectoral data

In this paper we analyze the persistence of aggregate real exchange rates (RERs) for a group of EU-15 countries by using sectoral data. The tight relation between aggregate and sectoral persistence recently investigated by Mayoral (2008) allows us to decompose aggregate RER persistence into the persistence of its different subcomponents. We show that the distribution of sectoral persistence is highly heterogeneous and very skewed to the right, and that a limited number of sectors are responsible for the high levels of persistence observed at the aggregate level. We use quantile regression to investigate whether the traditional theories proposed to account for the slow reversion to parity (lack of arbitrage due to nontradibilities or imperfect competition and price stickiness) are able to explain the behavior of the upper quantiles of sectoral persistence. We conclude that pricing to market in the intermediate goods sector together with price stickiness have more explanatory power than variables related to the tradability of the goods or their inputs.

A Data mining approach to indirect inference

Consider a model with parameter phi, and an auxiliary model with parameter theta. Let phi be a randomly sampled from a given density over the known parameter space. Monte Carlo methods can be used to draw simulated data and compute the corresponding estimate of theta, say theta_tilde. A large set of tuples (phi, theta_tilde) can be generated in this manner. Nonparametric methods may be use to fit the function E(phi|theta_tilde=a), using these tuples. It is proposed to estimate phi using the fitted E(phi|theta_tilde=theta_hat), where theta_hat is the auxiliary estimate, using the real sample data. This is a consistent and asymptotically normally distributed estimator, under certain assumptions. Monte Carlo results for dynamic panel data and vector autoregressions show that this estimator can have very attractive small sample properties. Confidence intervals can be constructed using the quantiles of the phi for which theta_tilde is close to theta_hat. Such confidence intervals are found to have very accurate coverage.

EU cohesion aid to Spain: a data set. Part I: 2000-06 planning period

In this paper we construct a data set on EU cohesion aid to Spain during the planning period 2000-06. The data are disaggregated by region, year and function and attempt to approximate the timing of actual executed expenditure on assisted projects.

Linear Aggregation In The Social Accounting Matrix Framework

In economic literature, information deficiencies and computational complexities have traditionally been solved through the aggregation of agents and institutions. In inputoutput modelling, researchers have been interested in the aggregation problem since the beginning of 1950s. Extending the conventional input-output aggregation approach to the social accounting matrix (SAM) models may help to identify the effects caused by the information problems and data deficiencies that usually appear in the SAM framework. This paper develops the theory of aggregation and applies it to the social accounting matrix model of multipliers. First, we define the concept of linear aggregation in a SAM database context. Second, we define the aggregated partitioned matrices of multipliers which are characteristic of the SAM approach. Third, we extend the analysis to other related concepts, such as aggregation bias and consistency in aggregation. Finally, we provide an illustrative example that shows the effects of aggregating a social accounting matrix model.

Singling out individual inventors from patent data

An increasing number of studies have sprung up in recent years seeking to identify individual inventors from patent data. Different heuristics have been suggested to use their names and other information disclosed in patent documents in order to find out “who is who” in patents. This paper contributes to this literature by setting forth a methodology to identify them using patents applied to the European Patent Office (EPO hereafter). As in the large part of this literature, we basically follow a three-steps procedure: (1) the parsing stage, aimed at reducing the noise in the inventor’s name and other fields of the patent; (2) the matching stage, where name matching algorithms are used to group possible similar names; (3) the filtering stage, where additional information and different scoring schemes are used to filter out these potential same inventors. The paper includes some figures resulting of applying the algorithms to the set of European inventors applying to the EPO for a large period of time.

How to use the standard model with own data?

In this work discuss the use of the standard model for the calculation of the solvency capital requirement (SCR) when the company aims to use the specific parameters of the model on the basis of the experience of its portfolio. In particular, this analysis focuses on the formula presented in the latest quantitative impact study (2010 CEIOPS) for non-life underwriting premium and reserve risk. One of the keys of the standard model for premium and reserves risk is the correlation matrix between lines of business. In this work we present how the correlation matrix between lines of business could be estimated from a quantitative perspective, as well as the possibility of using a credibility model for the estimation of the matrix of correlation between lines of business that merge qualitative and quantitative perspective.

Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data

We use historical data that cover more than one century on real GDP for industrial countries and employ the Pesaran panel unit root test that allows for cross-sectional dependence to test for a unit root on real GDP. We find strong evidence against the unit root null. Our results are robust to the chosen group of countries and the sample period. Key words: real GDP stationarity, cross-sectional dependence, CIPS test. JEL Classification: C23, E32

La capa de persistènica : Java Data Objects

L'objectiu que es proposa aquest document és conèixer la problemàtica de la persistència dels objectes, trobar i estudiar les diferents solucions existents i estudiar-ne una de concreta, la capa de persistència JDO.

Application of compositional data analysis to geochemical data of marine sediments

In an earlier investigation (Burger et al., 2000) five sediment cores near the RodriguesTriple Junction in the Indian Ocean were studied applying classical statistical methods(fuzzy c-means clustering, linear mixing model, principal component analysis) for theextraction of endmembers and evaluating the spatial and temporal variation ofgeochemical signals. Three main factors of sedimentation were expected by the marinegeologists: a volcano-genetic, a hydro-hydrothermal and an ultra-basic factor. Thedisplay of fuzzy membership values and/or factor scores versus depth providedconsistent results for two factors only; the ultra-basic component could not beidentified. The reason for this may be that only traditional statistical methods wereapplied, i.e. the untransformed components were used and the cosine-theta coefficient assimilarity measure.During the last decade considerable progress in compositional data analysis was madeand many case studies were published using new tools for exploratory analysis of thesedata. Therefore it makes sense to check if the application of suitable data transformations,reduction of the D-part simplex to two or three factors and visualinterpretation of the factor scores would lead to a revision of earlier results and toanswers to open questions . In this paper we follow the lines of a paper of R. Tolosana-Delgado et al. (2005) starting with a problem-oriented interpretation of the biplotscattergram, extracting compositional factors, ilr-transformation of the components andvisualization of the factor scores in a spatial context: The compositional factors will beplotted versus depth (time) of the core samples in order to facilitate the identification ofthe expected sources of the sedimentary process.Kew words: compositional data analysis, biplot, deep sea sediments