Partial correlation : Network analysis

The final year project came to us as an opportunity to get involved in a topic which has appeared to be attractive during the learning process of majoring in economics: statistics and its application to the analysis of economic data, i.e. econometrics.Moreover, the combination of econometrics and computer science is a very hot topic nowadays, given the Information Technologies boom in the last decades and the consequent exponential increase in the amount of data collected and stored day by day. Data analysts able to deal with Big Data and to find useful results from it are verydemanded in these days and, according to our understanding, the work they do, although sometimes controversial in terms of ethics, is a clear source of value added both for private corporations and the public sector. For these reasons, the essence of this project is the study of a statistical instrument valid for the analysis of large datasets which is directly related to computer science: Partial Correlation Networks.The structure of the project has been determined by our objectives through the development of it. At first, the characteristics of the studied instrument are explained, from the basic ideas up to the features of the model behind it, with the final goal of presenting SPACE model as a tool for estimating interconnections in between elements in large data sets. Afterwards, an illustrated simulation is performed in order to show the power and efficiency of the model presented. And at last, the model is put into practice by analyzing a relatively large data set of real world data, with the objective of assessing whether the proposed statistical instrument is valid and useful when applied to a real multivariate time series. In short, our main goals are to present the model and evaluate if Partial Correlation Network Analysis is an effective, useful instrument and allows finding valuable results from Big Data.As a result, the findings all along this project suggest the Partial Correlation Estimation by Joint Sparse Regression Models approach presented by Peng et al. (2009) to work well under the assumption of sparsity of data. Moreover, partial correlation networks are shown to be a very valid tool to represent cross-sectional interconnections in between elements in large data sets.The scope of this project is however limited, as there are some sections in which deeper analysis would have been appropriate. Considering intertemporal connections in between elements, the choice of the tuning parameter lambda, or a deeper analysis of the results in the real data application are examples of aspects in which this project could be completed.To sum up, the analyzed statistical tool has been proved to be a very useful instrument to find relationships that connect the elements present in a large data set. And after all, partial correlation networks allow the owner of this set to observe and analyze the existing linkages that could have been omitted otherwise.

Genotype by environment interaction for seed yield per plant in rapeseed using AMMI model

The objective of this study was to assess genotype by environment interaction for seed yield per plant in rapeseed cultivars grown in Northern Serbia by the AMMI (additive main effects and multiplicative interaction) model. The study comprised 19 rapeseed genotypes, analyzed in seven years through field trials arranged in a randomized complete block design, with three replicates. Seed yield per plant of the tested cultivars varied from 1.82 to 19.47 g throughout the seven seasons, with an average of 7.41 g. In the variance analysis, 72.49% of the total yield variation was explained by environment, 7.71% by differences between genotypes, and 19.09% by genotype by environment interaction. On the biplot, cultivars with high yield genetic potential had positive correlation with the seasons with optimal growing conditions, while the cultivars with lower yield potential were correlated to the years with unfavorable conditions. Seed yield per plant is highly influenced by environmental factors, which indicates the adaptability of specific genotypes to specific seasons.

Empirical study of correlated survival times for recurrent events with proportional hazards margins and the effect of correlation and censoring.

Background: In longitudinal studies where subjects experience recurrent incidents over a period of time, such as respiratory infections, fever or diarrhea, statistical methods are required to take into account the within-subject correlation. Methods: For repeated events data with censored failure, the independent increment (AG), marginal (WLW) and conditional (PWP) models are three multiple failure models that generalize Cox"s proportional hazard model. In this paper, we revise the efficiency, accuracy and robustness of all three models under simulated scenarios with varying degrees of within-subject correlation, censoring levels, maximum number of possible recurrences and sample size. We also study the methods performance on a real dataset from a cohort study with bronchial obstruction. Results: We find substantial differences between methods and there is not an optimal method. AG and PWP seem to be preferable to WLW for low correlation levels but the situation reverts for high correlations. Conclusions: All methods are stable in front of censoring, worsen with increasing recurrence levels and share a bias problem which, among other consequences, makes asymptotic normal confidence intervals not fully reliable, although they are well developed theoretically.

Respiratory failure in a mouse model of myotonic dystrophy does not correlate with the CTG repeat length.

Myotonic dystrophy (DM1) is a multisystemic disease caused by an expansion of CTG repeats in the region of DMPK, the gene encoding DM protein kinase. The severity of muscle disability in DM1 correlates with the size of CTG expansion. As respiratory failure is one of the main causes of death in DM1, we investigated the correlation between respiratory impairment and size of the (CTG)n repeat in DM1 animal models. Using pressure plethysmography the respiratory function was assessed in control and transgenic mice carrying either 600 (DM600) or >1300 CTG repeats (DMSXL). The statistical analysis of respiratory parameters revealed that both DM1 transgenic mice sub-lines show respiratory impairment compared to control mice. In addition, there is no significant difference in breathing functions between the DM600 and DMSXL mice. In conclusion, these results indicate that respiratory impairment is present in both transgenic mice sub-lines, but the severity of respiratory failure is not related to the size of the (CTG)n expansion.

Neutron skin thickness in the droplet model with surface width dependence: Indications of softness of the nuclear symmetry energy

We analyze the neutron skin thickness in finite nuclei with the droplet model and effective nuclear interactions. The ratio of the bulk symmetry energy J to the so-called surface stiffness coefficient Q has in the droplet model a prominent role in driving the size of neutron skins. We present a correlation between the density derivative of the nuclear symmetry energy at saturation and the J/Q ratio. We emphasize the role of the surface widths of the neutron and proton density profiles in the calculation of the neutron skin thickness when one uses realistic mean-field effective interactions. Next, taking as experimental baseline the neutron skin sizes measured in 26 antiprotonic atoms along the mass table, we explore constraints arising from neutron skins on the value of the J/Q ratio. The results favor a relatively soft symmetry energy at subsaturation densities. Our predictions are compared with the recent constraints derived from other experimental observables. Though the various extractions predict different ranges of values, one finds a narrow window L∼45-75 MeV for the coefficient L that characterizes the density derivative of the symmetry energy that is compatible with all the different empirical indications.

Effect of radar rainfall time resolution on the predictive capability of a distributed hydrologic model

The performance of a hydrologic model depends on the rainfall input data, both spatially and temporally. As the spatial distribution of rainfall exerts a great influence on both runoff volumes and peak flows, the use of a distributed hydrologic model can improve the results in the case of convective rainfall in a basin where the storm area is smaller than the basin area. The aim of this study was to perform a sensitivity analysis of the rainfall time resolution on the results of a distributed hydrologic model in a flash-flood prone basin. Within such a catchment, floods are produced by heavy rainfall events with a large convective component. A second objective of the current paper is the proposal of a methodology that improves the radar rainfall estimation at a higher spatial and temporal resolution. Composite radar data from a network of three C-band radars with 6-min temporal and 2 × 2 km2 spatial resolution were used to feed the RIBS distributed hydrological model. A modification of the Window Probability Matching Method (gauge-adjustment method) was applied to four cases of heavy rainfall to improve the observed rainfall sub-estimation by computing new Z/R relationships for both convective and stratiform reflectivities. An advection correction technique based on the cross-correlation between two consecutive images was introduced to obtain several time resolutions from 1 min to 30 min. The RIBS hydrologic model was calibrated using a probabilistic approach based on a multiobjective methodology for each time resolution. A sensitivity analysis of rainfall time resolution was conducted to find the resolution that best represents the hydrological basin behaviour.

INCLUDING RISK IN ECONOMIC FEASIBILITY ANALYSIS:A STOCHASTIC SIMULATION MODEL FOR BLUEBERRY INVESTMENT DECISIONS IN CHILE

ABSTRACT The traditional method of net present value (NPV) to analyze the economic profitability of an investment (based on a deterministic approach) does not adequately represent the implicit risk associated with different but correlated input variables. Using a stochastic simulation approach for evaluating the profitability of blueberry (Vaccinium corymbosum L.) production in Chile, the objective of this study is to illustrate the complexity of including risk in economic feasibility analysis when the project is subject to several but correlated risks. The results of the simulation analysis suggest that the non-inclusion of the intratemporal correlation between input variables underestimate the risk associated with investment decisions. The methodological contribution of this study illustrates the complexity of the interrelationships between uncertain variables and their impact on the convenience of carrying out this type of business in Chile. The steps for the analysis of economic viability were: First, adjusted probability distributions for stochastic input variables (SIV) were simulated and validated. Second, the random values of SIV were used to calculate random values of variables such as production, revenues, costs, depreciation, taxes and net cash flows. Third, the complete stochastic model was simulated with 10,000 iterations using random values for SIV. This result gave information to estimate the probability distributions of the stochastic output variables (SOV) such as the net present value, internal rate of return, value at risk, average cost of production, contribution margin and return on capital. Fourth, the complete stochastic model simulation results were used to analyze alternative scenarios and provide the results to decision makers in the form of probabilities, probability distributions, and for the SOV probabilistic forecasts. The main conclusion shown that this project is a profitable alternative investment in fruit trees in Chile.

Empirical study of correlated survival times for recurrent events with proportional hazards margins and the effect of correlation and censoring.

Background: In longitudinal studies where subjects experience recurrent incidents over a period of time, such as respiratory infections, fever or diarrhea, statistical methods are required to take into account the within-subject correlation. Methods: For repeated events data with censored failure, the independent increment (AG), marginal (WLW) and conditional (PWP) models are three multiple failure models that generalize Cox"s proportional hazard model. In this paper, we revise the efficiency, accuracy and robustness of all three models under simulated scenarios with varying degrees of within-subject correlation, censoring levels, maximum number of possible recurrences and sample size. We also study the methods performance on a real dataset from a cohort study with bronchial obstruction. Results: We find substantial differences between methods and there is not an optimal method. AG and PWP seem to be preferable to WLW for low correlation levels but the situation reverts for high correlations. Conclusions: All methods are stable in front of censoring, worsen with increasing recurrence levels and share a bias problem which, among other consequences, makes asymptotic normal confidence intervals not fully reliable, although they are well developed theoretically.

Adaptation of a Gaussia princeps Luciferase reporter system in Candida albicans for in vivo detection in the Galleria mellonella infection model.

For the past 10 years, mini-host models and in particular the greater wax moth Galleria mellonella have tended to become a surrogate for murine models of fungal infection mainly due to cost, ethical constraints and ease of use. Thus, methods to better assess the fungal pathogenesis in G. mellonella need to be developed. In this study, we implemented the detection of Candida albicans cells expressing the Gaussia princeps luciferase in its cell wall in infected larvae of G. mellonella. We demonstrated that detection and quantification of luminescence in the pulp of infected larvae is a reliable method to perform drug efficacy and C. albicans virulence assays as compared to fungal burden assay. Since the linearity of the bioluminescent signal, as compared to the CFU counts, has a correlation of R(2) = 0.62 and that this method is twice faster and less labor intensive than classical fungal burden assays, it could be applied to large scale studies. We next visualized and followed C. albicans infection in living G. mellonella larvae using a non-toxic and water-soluble coelenterazine formulation and a CCD camera that is commonly used for chemoluminescence signal detection. This work allowed us to follow for the first time C. albicans course of infection in G. mellonella during 4 days.

Anthropomorphic model observer performance in three-dimensional detection task for low-contrast computed tomography.

X-ray medical imaging is increasingly becoming three-dimensional (3-D). The dose to the population and its management are of special concern in computed tomography (CT). Task-based methods with model observers to assess the dose-image quality trade-off are promising tools, but they still need to be validated for real volumetric images. The purpose of the present work is to evaluate anthropomorphic model observers in 3-D detection tasks for low-contrast CT images. We scanned a low-contrast phantom containing four types of signals at three dose levels and used two reconstruction algorithms. We implemented a multislice model observer based on the channelized Hotelling observer (msCHO) with anthropomorphic channels and investigated different internal noise methods. We found a good correlation for all tested model observers. These results suggest that the msCHO can be used as a relevant task-based method to evaluate low-contrast detection for CT and optimize scan protocols to lower dose in an efficient way.

Correlation between in vitro cytotoxicity and in vivo lethal activity in mice of epsilon toxin mutants from Clostridium perfringens

Epsilon toxin (Etx) from Clostridium perfringens is a pore-forming protein with a lethal effect on livestock, producing severe enterotoxemia characterized by general edema and neurological alterations. Site-specific mutations of the toxin are valuable tools to study the cellular and molecular mechanism of the toxin activity. In particular, mutants with paired cysteine substitutions that affect the membrane insertion domain behaved as dominant-negative inhibitors of toxin activity in MDCK cells. We produced similar mutants, together with a well-known non-toxic mutant (Etx-H106P), as green fluorescent protein (GFP) fusion proteins to perform in vivo studies in an acutely intoxicated mouse model. The mutant (GFP-Etx-I51C/A114C) had a lethal effect with generalized edema, and accumulated in the brain parenchyma due to its ability to cross the blood-brain barrier (BBB). In the renal system, this mutant had a cytotoxic effect on distal tubule epithelial cells. The other mutants studied (GFP-Etx-V56C/F118C and GFP-Etx-H106P) did not have a lethal effect or cross the BBB, and failed to induce a cytotoxic effect on renal epithelial cells. These data suggest a direct correlation between the lethal effect of the toxin, with its cytotoxic effect on the kidney distal tubule cells, and the ability to cross the BBB.

A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

This paper analyses the impact of using different correlation assumptions between lines of business when estimating the risk-based capital reserve, the Solvency Capital Requirement -SCR-, under Solvency II regulations. A case study is presented and the SCR is calculated according to the Standard Model approach. Alternatively, the requirement is then calculated using an Internal Model based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas being used to model the dependence between lines of business. To address the impact of these model assumptions on the SCR we conduct a sensitivity analysis. We examine changes in the correlation matrix between lines of business and address the choice of copulas. Drawing on aggregate historical data from the Spanish non-life insurance market between 2000 and 2009, we conclude that modifications of the correlation and dependence assumptions have a significant impact on SCR estimation.

Teaching project: a low-cost swine model for chest tube insertion training

Objective: to describe and evaluate the acceptance of a low-cost chest tube insertion porcine model in a medical education project in the southwest of Paraná, Brazil. Methods: we developed a low-cost and low technology porcine model for teaching chest tube insertion and used it in a teaching project. Medical trainees - students and residents - received theoretical instructions about the procedure and performed thoracic drainage in this porcine model. After performing the procedure, the participants filled a feedback questionnaire about the proposed experimental model. This study presents the model and analyzes the questionnaire responses. Results: seventy-nine medical trainees used and evaluated the model. The anatomical correlation between the porcine model and human anatomy was considered high and averaged 8.1±1.0 among trainees. All study participants approved the low-cost porcine model for chest tube insertion. Conclusion: the presented low-cost porcine model for chest tube insertion training was feasible and had good acceptability among trainees. This model has potential use as a teaching tool in medical education.

Analysis and validation of space averaged drag model for numerical simulations of gas-solid flows in fluidized beds

This thesis presents an approach for formulating and validating a space averaged drag model for coarse mesh simulations of gas-solid flows in fluidized beds using the two-fluid model. Proper modeling for fluid dynamics is central in understanding any industrial multiphase flow. The gas-solid flows in fluidized beds are heterogeneous and usually simulated with the Eulerian description of phases. Such a description requires the usage of fine meshes and small time steps for the proper prediction of its hydrodynamics. Such constraint on the mesh and time step size results in a large number of control volumes and long computational times which are unaffordable for simulations of large scale fluidized beds. If proper closure models are not included, coarse mesh simulations for fluidized beds do not give reasonable results. The coarse mesh simulation fails to resolve the mesoscale structures and results in uniform solids concentration profiles. For a circulating fluidized bed riser, such predicted profiles result in a higher drag force between the gas and solid phase and also overestimated solids mass flux at the outlet. Thus, there is a need to formulate the closure correlations which can accurately predict the hydrodynamics using coarse meshes. This thesis uses the space averaging modeling approach in the formulation of closure models for coarse mesh simulations of the gas-solid flow in fluidized beds using Geldart group B particles. In the analysis of formulating the closure correlation for space averaged drag model, the main parameters for the modeling were found to be the averaging size, solid volume fraction, and distance from the wall. The closure model for the gas-solid drag force was formulated and validated for coarse mesh simulations of the riser, which showed the verification of this modeling approach. Coarse mesh simulations using the corrected drag model resulted in lowered values of solids mass flux. Such an approach is a promising tool in the formulation of appropriate closure models which can be used in coarse mesh simulations of large scale fluidized beds.

Head-to-head comparison of dipyridamole, dobutamine and pacing stress echocardiography for the detection of myocardial ischemia in an animal model of coronary artery stenosis

To compare the sensitivity of dipyridamole, dobutamine and pacing stress echocardiography for the detection of myocardial ischemia we produced a physiologically significant stenosis in the left circumflex artery of 14 open-chest dogs (range: 50 to 89% reduction in luminal diameter). In each study, dobutamine (5 to 40 µg kg-1 min-1 in 3-min stages) and pacing (20 bpm increments, each 2 min, up to 260 bpm) were performed randomly, and then followed by dipyridamole (up to 0.84 mg/kg over 10 min). The positivity of stress echocardiography tests was quantitatively determined by a significant (P<0.05) reduction of or failure to increase absolute and percent systolic wall thickening in the stenotic artery supplied wall, as compared to the opposite wall (areas related to the left anterior descending artery). Systolic and diastolic frozen images were analyzed off-line by two blinded observers in the control and stress conditions. The results showed that 1) the sensitivity of dobutamine, dipyridamole and pacing stress tests was 57, 57 and 36%, respectively; 2) in animals with positive tests, the mean percent change of wall thickening in left ventricular ischemic segments was larger in the pacing (-19 ± 11%) and dipyridamole (-18 ± 16%) tests as compared to dobutamine (-9 ± 6%) (P = 0.05), but a similar mean reduction of wall thickening was observed when this variable was normalized to a control left ventricular segment (area related to the left anterior descending artery) (pacing: -16 ± 7%; dipyridamole: -25 ± 16%; dobutamine: -26 ± 10%; not significant), and 3) a significant correlation was observed between magnitude of coronary stenosis and left ventricular segmental dysfunction induced by ischemia in dogs submitted to positive stress tests. We conclude that the dobutamine and dipyridamole stress tests showed identical sensitivities for the detection of myocardial ischemia in this one-vessel disease animal model with a wide range of left circumflex artery stenosis. The pacing stress test was less sensitive, but the difference was not statistically significant. The magnitude of segmental left ventricular dysfunction induced by ischemia was similar in all stress tests evaluated.