Markov chain montecarlo method applied to rounding zeros of compositional data: first approach

As stated in Aitchison (1986), a proper study of relative variation in a compositional data set should be based on logratios, and dealing with logratios excludes dealing with zeros. Nevertheless, it is clear that zero observations might be present in real data sets, either because the corresponding part is completelyabsent –essential zeros– or because it is below detection limit –rounded zeros. Because the second kind of zeros is usually understood as “a trace too small to measure”, it seems reasonable to replace them by a suitable small value, and this has been the traditional approach. As stated, e.g. by Tauber (1999) and byMartín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000), the principal problem in compositional data analysis is related to rounded zeros. One should be careful to use a replacement strategy that does not seriously distort the general structure of the data. In particular, the covariance structure of the involvedparts –and thus the metric properties– should be preserved, as otherwise further analysis on subpopulations could be misleading. Following this point of view, a non-parametric imputation method isintroduced in Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000). This method is analyzed in depth by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2003) where it is shown that thetheoretical drawbacks of the additive zero replacement method proposed in Aitchison (1986) can be overcome using a new multiplicative approach on the non-zero parts of a composition. The new approachhas reasonable properties from a compositional point of view. In particular, it is “natural” in the sense thatit recovers the “true” composition if replacement values are identical to the missing values, and it is coherent with the basic operations on the simplex. This coherence implies that the covariance structure of subcompositions with no zeros is preserved. As a generalization of the multiplicative replacement, in thesame paper a substitution method for missing values on compositional data sets is introduced

Retaining principal components for discrete variables

The present study discusses retention criteria for principal components analysis (PCA) applied to Likert scale items typical in psychological questionnaires. The main aim is to recommend applied researchers to restrain from relying only on the eigenvalue-than-one criterion; alternative procedures are suggested for adjusting for sampling error. An additional objective is to add evidence on the consequences of applying this rule when PCA is used with discrete variables. The experimental conditions were studied by means of Monte Carlo sampling including several sample sizes, different number of variables and answer alternatives, and four non-normal distributions. The results suggest that even when all the items and thus the underlying dimensions are independent, eigenvalues greater than one are frequent and they can explain up to 80% of the variance in data, meeting the empirical criterion. The consequences of using Kaiser"s rule are illustrated with a clinical psychology example. The size of the eigenvalues resulted to be a function of the sample size and the number of variables, which is also the case for parallel analysis as previous research shows. To enhance the application of alternative criteria, an R package was developed for deciding the number of principal components to retain by means of confidence intervals constructed about the eigenvalues corresponding to lack of relationship between discrete variables.

The Analysis of interval censoring and double censoring via Markov chain Monte Carlo methods

L'Anàlisi de la supervivència s'utilitza en diferents camps per analitzar el temps transcorregut entre dos esdeveniments. El que distingeix l'anàlisi de la supervivència d'altres àrees de l'estadística és que les dades normalment estan censurades. La censura en un interval apareix quan l'esdeveniment final d'interès no és directament observable i només se sap que el temps de fallada està en un interval concret. Un esquema de censura més complex encara apareix quan tant el temps inicial com el temps final estan censurats en un interval. Aquesta situació s'anomena doble censura. En aquest article donem una descripció formal d'un mètode bayesà paramètric per a l'anàlisi de dades censurades en un interval i dades doblement censurades així com unes indicacions clares de la seva utilització o pràctica. La metodologia proposada s'ilustra amb dades d'una cohort de pacients hemofílics que es varen infectar amb el virus VIH a principis dels anys 1980's.

Intermediate asymptotics beyond homogeneity and self-similarity: long time behavior for [formula]

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The principal-agent matching market

We propose a model based on competitive markets in order to analyze an economy with several principals and agents. We model the principal-agent economy as a two-sided matching game and characterize the set of stable outcomes of this principal-agent matching market. A simple mechanism to implement the set of stable outcomes is proposed. Finally, we put forward examples of principal-agent economies where the results fit into.

Semigroups of matrices of intermediate growth

Finitely generated linear semigroups over a field K that have intermediate growth are considered. New classes of such semigroups are found and a conjecture on the equivalence of the subexponential growth of a finitely generated linear semigroup S and the nonexistence of free noncommutative subsemigroups in S, or equivalently the existence of a nontrivial identity satisfied in S, is stated. This ‘growth alternative’ conjecture is proved for linear semigroups of degree 2, 3 or 4. Certain results supporting the general conjecture are obtained. As the main tool, a new combinatorial property of groups is introduced and studied.

Las ideas de Marx llegan a la corriente principal de la economía

The paper first sets out simplified versions of recent mainstream papers which explain the rise of democracy in 19th century Europe and its instabliity in Latin America. Then it attempts to convince Marxists of the importance of these works for Marxist thought.

Sobre "clase y explotación" en la corriente principal de la economía

Recently a number of articles have appeared in the mainstream that deal with the economy in terms of class and exploitation. This paper sets out two of them in a simplified maner and explains why they may be of interest to left wing Latin American economists.

Contraction groups in complete Kac-Moody groups

Let G be an abstract Kac-Moody group over a finite field and G the closure of the image of G in the automorphism group of its positive building. We show that if the Dynkin diagram associated to G is irreducible and neither of spherical nor of affine type, then the contraction groups of elements in G which are not topologically periodic are not closed. (In those groups there always exist elements which are not topologically periodic.)

Dance movement patterns recognition

"Es tracta d'un projecte dividit en dues parts independents però complementàries, realitzades per autors diferents. Aquest document conté originàriament altre material i/o programari només consultable a la Biblioteca de Ciència i Tecnologia"

Repeated Interaction and the Revelation of the Monitor's Type: A Principal-Monitor-Agent Problem

This paper studies a dynamic principal-monitor-agent relation where a strategic principal delegates the task of monitoring the effort of a strategic agent to a third party. The latter we call the monitor, whose type is initially unknown. Through repeated interaction the agent might learn his type. We show that this process damages the principal's payoffs. Compensation is assumed exogenous, limiting to a great extent the provision of incentives. We go around this difficulty by introducing costly replacement strategies, i.e. the principal replaces the monitor, thus disrupting the agent's learning. We found that even when replacement costs are null, if the revealed monitor is strictly preferred by both parties, there is a loss in efficiency due to the impossibility of bene…tting from it. Nonetheless, these strategies can partially recover the principal's losses. Additionally, we establish upper and lower bounds on the payoffs that the principal and the agent can achieve. Finally we characterize the equilibrium strategies under public and private monitoring (with communication) for different cost and impatience levels.

Eisenstein series for principal congruence subgroups of GL(2,Fq[T])

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Análisis de la expresión de las moléculas relacionadas con el complejo principal de histocompatibilidad de clase I y de NKG2D como respuesta al daño oxidativo del DNA en el cáncer urotelial de vejiga. Relación con las características clínico patológicas y supervivencia

Es tracta d'un estudi retrospectiu de casos de 280 pacients diagnosticats de tumor vesical primari amb un seguiment mínim de 8 anys. S'ha construït un Tissue microarray i mitjançant mètodes semiquantitatius d’inmunohistoquímica es determinarà l'expressió de les molècules MICA (MHC class I chain-related gene A) i del seu receptor NKG2D (Natural-Killer group 2-member D) a nivell tissular, relacionant-lo amb variables anatomopatològiques segons els grups de risc, hàbit tabàquic i sexe. Finalment valorarem l'expressió de MICA/NKG2D com a factor independent de recidiva / progressió tumoral. En la literatura només existeixen 2 treballs que relacionin MICA amb el càncer vesical.

Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance

In this paper, we present a stochastic model for disability insurance contracts. The model is based on a discrete time non-homogeneous semi-Markov process (DTNHSMP) to which the backward recurrence time process is introduced. This permits a more exhaustive study of disability evolution and a more efficient approach to the duration problem. The use of semi-Markov reward processes facilitates the possibility of deriving equations of the prospective and retrospective mathematical reserves. The model is applied to a sample of contracts drawn at random from a mutual insurance company.