Robust Estimates of the Negative Binomial Model

We consider robust parametric procedures for univariate discrete distributions, focusing on the negative binomial model. The procedures are based on three steps: ?First, a very robust, but possibly inefficient, estimate of the model parameters is computed. ?Second, this initial model is used to identify outliers, which are then removed from the sample. ?Third, a corrected maximum likelihood estimator is computed with the remaining observations. The final estimate inherits the breakdown point (bdp) of the initial one and its efficiency can be significantly higher. Analogous procedures were proposed in [1], [2], [5] for the continuous case. A comparison of the asymptotic bias of various estimates under point contamination points out the minimum Neyman's chi-squared disparity estimate as a good choice for the initial step. Various minimum disparity estimators were explored by Lindsay [4], who showed that the minimum Neyman's chi-squared estimate has a 50% bdp under point contamination; in addition, it is asymptotically fully efficient at the model. However, the finite sample efficiency of this estimate under the uncontaminated negative binomial model is usually much lower than 100% and the bias can be strong. We show that its performance can then be greatly improved using the three step procedure outlined above. In addition, we compare the final estimate with the procedure described in

The adequacy of different robust statistical tests in comparing two independent groups

In the current study, we evaluated various robust statistical methods for comparing two independent groups. Two scenarios for simulation were generated: one of equality and another of population mean differences. In each of the scenarios, 33 experimental conditions were used as a function of sample size, standard deviation and asymmetry. For each condition, 5000 replications per group were generated. The results obtained by this study show an adequate type error I rate but not a high power for the confidence intervals. In general, for the two scenarios studied (mean population differences and not mean population differences) in the different conditions analysed, the Mann-Whitney U-test demonstrated strong performance, and a little worse the t-test of Yuen-Welch.

News from compositions, the R package

The R-package “compositions”is a tool for advanced compositional analysis. Its basicfunctionality has seen some conceptual improvement, containing now some facilitiesto work with and represent ilr bases built from balances, and an elaborated subsys-tem for dealing with several kinds of irregular data: (rounded or structural) zeroes,incomplete observations and outliers. The general approach to these irregularities isbased on subcompositions: for an irregular datum, one can distinguish a “regular” sub-composition (where all parts are actually observed and the datum behaves typically)and a “problematic” subcomposition (with those unobserved, zero or rounded parts, orelse where the datum shows an erratic or atypical behaviour). Systematic classificationschemes are proposed for both outliers and missing values (including zeros) focusing onthe nature of irregularities in the datum subcomposition(s).To compute statistics with values missing at random and structural zeros, a projectionapproach is implemented: a given datum contributes to the estimation of the desiredparameters only on the subcompositon where it was observed. For data sets withvalues below the detection limit, two different approaches are provided: the well-knownimputation technique, and also the projection approach.To compute statistics in the presence of outliers, robust statistics are adapted to thecharacteristics of compositional data, based on the minimum covariance determinantapproach. The outlier classification is based on four different models of outlier occur-rence and Monte-Carlo-based tests for their characterization. Furthermore the packageprovides special plots helping to understand the nature of outliers in the dataset.Keywords: coda-dendrogram, lost values, MAR, missing data, MCD estimator,robustness, rounded zeros

News from compositions, the R package

The R-package “compositions”is a tool for advanced compositional analysis. Its basic functionality has seen some conceptual improvement, containing now some facilities to work with and represent ilr bases built from balances, and an elaborated subsys- tem for dealing with several kinds of irregular data: (rounded or structural) zeroes, incomplete observations and outliers. The general approach to these irregularities is based on subcompositions: for an irregular datum, one can distinguish a “regular” sub- composition (where all parts are actually observed and the datum behaves typically) and a “problematic” subcomposition (with those unobserved, zero or rounded parts, or else where the datum shows an erratic or atypical behaviour). Systematic classification schemes are proposed for both outliers and missing values (including zeros) focusing on the nature of irregularities in the datum subcomposition(s). To compute statistics with values missing at random and structural zeros, a projection approach is implemented: a given datum contributes to the estimation of the desired parameters only on the subcompositon where it was observed. For data sets with values below the detection limit, two different approaches are provided: the well-known imputation technique, and also the projection approach. To compute statistics in the presence of outliers, robust statistics are adapted to the characteristics of compositional data, based on the minimum covariance determinant approach. The outlier classification is based on four different models of outlier occur- rence and Monte-Carlo-based tests for their characterization. Furthermore the package provides special plots helping to understand the nature of outliers in the dataset. Keywords: coda-dendrogram, lost values, MAR, missing data, MCD estimator, robustness, rounded zeros

Validating the reported random errors of ACE‐FTS measurements

In order to validate the reported precision of space‐based atmospheric composition measurements, validation studies often focus on measurements in the tropical stratosphere, where natural variability is weak. The scatter in tropical measurements can then be used as an upper limit on single‐profile measurement precision. Here we introduce a method of quantifying the scatter of tropical measurements which aims to minimize the effects of short‐term atmospheric variability while maintaining large enough sample sizes that the results can be taken as representative of the full data set. We apply this technique to measurements of O3, HNO3, CO, H2O, NO, NO2, N2O, CH4, CCl2F2, and CCl3F produced by the Atmospheric Chemistry Experiment–Fourier Transform Spectrometer (ACE‐FTS). Tropical scatter in the ACE‐FTS retrievals is found to be consistent with the reported random errors (RREs) for H2O and CO at altitudes above 20 km, validating the RREs for these measurements. Tropical scatter in measurements of NO, NO2, CCl2F2, and CCl3F is roughly consistent with the RREs as long as the effect of outliers in the data set is reduced through the use of robust statistics. The scatter in measurements of O3, HNO3, CH4, and N2O in the stratosphere, while larger than the RREs, is shown to be consistent with the variability simulated in the Canadian Middle Atmosphere Model. This result implies that, for these species, stratospheric measurement scatter is dominated by natural variability, not random error, which provides added confidence in the scientific value of single‐profile measurements.

Investigating the role of single point mutations in the human proteome: a computational study

In the post genomic era with the massive production of biological data the understanding of factors affecting protein stability is one of the most important and challenging tasks for highlighting the role of mutations in relation to human maladies. The problem is at the basis of what is referred to as molecular medicine with the underlying idea that pathologies can be detailed at a molecular level. To this purpose scientific efforts focus on characterising mutations that hamper protein functions and by these affect biological processes at the basis of cell physiology. New techniques have been developed with the aim of detailing single nucleotide polymorphisms (SNPs) at large in all the human chromosomes and by this information in specific databases are exponentially increasing. Eventually mutations that can be found at the DNA level, when occurring in transcribed regions may then lead to mutated proteins and this can be a serious medical problem, largely affecting the phenotype. Bioinformatics tools are urgently needed to cope with the flood of genomic data stored in database and in order to analyse the role of SNPs at the protein level. In principle several experimental and theoretical observations are suggesting that protein stability in the solvent-protein space is responsible of the correct protein functioning. Then mutations that are found disease related during DNA analysis are often assumed to perturb protein stability as well. However so far no extensive analysis at the proteome level has investigated whether this is the case. Also computationally methods have been developed to infer whether a mutation is disease related and independently whether it affects protein stability. Therefore whether the perturbation of protein stability is related to what it is routinely referred to as a disease is still a big question mark. In this work we have tried for the first time to explore the relation among mutations at the protein level and their relevance to diseases with a large-scale computational study of the data from different databases. To this aim in the first part of the thesis for each mutation type we have derived two probabilistic indices (for 141 out of 150 possible SNPs): the perturbing index (Pp), which indicates the probability that a given mutation effects protein stability considering all the “in vitro” thermodynamic data available and the disease index (Pd), which indicates the probability of a mutation to be disease related, given all the mutations that have been clinically associated so far. We find with a robust statistics that the two indexes correlate with the exception of all the mutations that are somatic cancer related. By this each mutation of the 150 can be coded by two values that allow a direct comparison with data base information. Furthermore we also implement computational methods that starting from the protein structure is suited to predict the effect of a mutation on protein stability and find that overpasses a set of other predictors performing the same task. The predictor is based on support vector machines and takes as input protein tertiary structures. We show that the predicted data well correlate with the data from the databases. All our efforts therefore add to the SNP annotation process and more importantly found the relationship among protein stability perturbation and the human variome leading to the diseasome.

The HARPS search for southern extra-solar planets

The vast diversity of planetary systems detected to date is defying our capability of understanding their formation and evolution. Well-defined volume-limited surveys are the best tool at our disposal to tackle the problem, via the acquisition of robust statistics of the orbital elements. We are using the HARPS spectrograph to conduct our survey of ≈850 nearby solar-type stars, and in the course of the past nine years we have monitored the radial velocity of HD 103774, HD 109271, and BD-061339. In this work we present the detection of five planets orbiting these stars, with msin   (i) between 0.6 and 7 Neptune masses, four of which are in two multiple systems, comprising one super-Earth and one planet within the habitable zone of a late-type dwarf. Although for strategic reasons we chose efficiency over precision in this survey, we have the capability to detect planets down to the Neptune and super-Earth mass range as well as multiple systems, provided that enough data points are made available.

About the Concept of Weights of WLTE(k) Estimators

2002 Mathematics Subject Classification: 62F35, 62F15.

Study on Robustness of Strehler-Mildvan Model

2000 Mathematics Subject Classi cation: 62F35, 62F15

Principal component and second generation wavelet analysis of Treasury yield curve evolution

Prices of U.S. Treasury securities vary over time and across maturities. When the market in Treasurys is sufficiently complete and frictionless, these prices may be modeled by a function time and maturity. A cross-section of this function for time held fixed is called the yield curve; the aggregate of these sections is the evolution of the yield curve. This dissertation studies aspects of this evolution. ^ There are two complementary approaches to the study of yield curve evolution here. The first is principal components analysis; the second is wavelet analysis. In both approaches both the time and maturity variables are discretized. In principal components analysis the vectors of yield curve shifts are viewed as observations of a multivariate normal distribution. The resulting covariance matrix is diagonalized; the resulting eigenvalues and eigenvectors (the principal components) are used to draw inferences about the yield curve evolution. ^ In wavelet analysis, the vectors of shifts are resolved into hierarchies of localized fundamental shifts (wavelets) that leave specified global properties invariant (average change and duration change). The hierarchies relate to the degree of localization with movements restricted to a single maturity at the base and general movements at the apex. Second generation wavelet techniques allow better adaptation of the model to economic observables. Statistically, the wavelet approach is inherently nonparametric while the wavelets themselves are better adapted to describing a complete market. ^ Principal components analysis provides information on the dimension of the yield curve process. While there is no clear demarkation between operative factors and noise, the top six principal components pick up 99% of total interest rate variation 95% of the time. An economically justified basis of this process is hard to find; for example a simple linear model will not suffice for the first principal component and the shape of this component is nonstationary. ^ Wavelet analysis works more directly with yield curve observations than principal components analysis. In fact the complete process from bond data to multiresolution is presented, including the dedicated Perl programs and the details of the portfolio metrics and specially adapted wavelet construction. The result is more robust statistics which provide balance to the more fragile principal components analysis. ^

Big Data approaches as a support for precision livestock farming techniques

With the advent of new technologies it is increasingly easier to find data of different nature from even more accurate sensors that measure the most disparate physical quantities and with different methodologies. The collection of data thus becomes progressively important and takes the form of archiving, cataloging and online and offline consultation of information. Over time, the amount of data collected can become so relevant that it contains information that cannot be easily explored manually or with basic statistical techniques. The use of Big Data therefore becomes the object of more advanced investigation techniques, such as Machine Learning and Deep Learning. In this work some applications in the world of precision zootechnics and heat stress accused by dairy cows are described. Experimental Italian and German stables were involved for the training and testing of the Random Forest algorithm, obtaining a prediction of milk production depending on the microclimatic conditions of the previous days with satisfactory accuracy. Furthermore, in order to identify an objective method for identifying production drops, compared to the Wood model, typically used as an analytical model of the lactation curve, a Robust Statistics technique was used. Its application on some sample lactations and the results obtained allow us to be confident about the use of this method in the future.

Robust Mixture Modelling Using the t Distribution

Normal mixture models are being increasingly used to model the distributions of a wide variety of random phenomena and to cluster sets of continuous multivariate data. However, for a set of data containing a group or groups of observations with longer than normal tails or atypical observations, the use of normal components may unduly affect the fit of the mixture model. In this paper, we consider a more robust approach by modelling the data by a mixture of t distributions. The use of the ECM algorithm to fit this t mixture model is described and examples of its use are given in the context of clustering multivariate data in the presence of atypical observations in the form of background noise.

Robust regression in biological assay: application to the evaluation of alternative experimental techniques.

Robust Huber type regression and testing of linear hypotheses are adapted to statistical analysis of parallel line and slope ratio assays. They are applied in the evaluation of results of several experiments carried out in order to compare and validate alternatives to animal experimentation based on embryo and cell cultures. Computational procedures necessary for the application of robust methods of analysis used the conversational statistical package ROBSYS. Special commands for the analysis of parallel line and slope ratio assays have been added to ROBSYS.